petefisher78/spark
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
9,846 Commits 163 Branches 302 Tags
DJ_ICE
Commit Graph
9846 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
Taha Afzal 1a7fcb2027 Added is_ice_lots to the ICE sec proto 2020-07-12 17:03:37 -04:00
Pedro Pinto db0ffba8ed Fixed windows build 2.17.0_rc3 2020-07-10 13:00:20 -04:00
Pedro Pinto a274a214b4 Merged with master 2020-07-10 11:31:47 -04:00
Pedro Pinto bbcfa3c75a merged with prod 2020-07-10 10:45:10 -04:00
Pedro Pinto 89229d65f1 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2020-07-10 10:43:34 -04:00
Pedro Pinto 0e75cde409 Fixed a bad asser in recovery, a few typos, haderned against bad securities. 2020-07-10 10:36:03 -04:00
Pedro Pinto 42fa6dfaff Fixed life cycle of exe reports and config during replay. 2020-07-09 16:06:39 -04:00
Pedro Pinto 400143c84d Protected against ticker subs for expired securities. 2020-07-09 14:45:51 -04:00
Pedro Pinto e915945880 Trying to replay fix logs. 2020-07-09 14:27:22 -04:00
Taha Afzal ca6673e98f Merge branch 'prod' 2020-07-09 13:09:57 -04:00
Taha Afzal 479f3dccff Adding OnSignal (this is a new algo which is hidden by default) 2.16.3 2020-07-09 13:07:28 -04:00
John Colvin 39e1fd4a1a move LadderUtils methods to TickUtils (all were related to ticks) 2020-07-09 12:05:17 -05:00
John Colvin 4d902747df move tick data\utils to spark_core 2020-07-09 11:58:19 -05:00
John Colvin 50d0078556 add 'ticks per row' ladder setting 2020-07-09 11:45:31 -05:00
Pedro Pinto 9601ebab20 Adding replay of stored messages. 2020-07-09 10:16:31 -04:00
John Colvin d86b7c6c50 add TickUp/DownCommand dependency props to TickUpDownUInt 2020-07-08 12:48:45 -05:00
Taha Afzal c272d8a8c2 Pyramid Algo: Takes care of the rounding error when Top == sum (child orders) 2020-07-08 13:35:21 -04:00
Pedro Pinto b344ab3377 Fixed an issue with order recovery from Exec reports. 2020-07-08 12:07:48 -04:00
Pedro Pinto ae3080b031 Refactoring. 2020-07-08 10:10:14 -04:00
Pedro Pinto f0464331cb Added better handling of cancel rejects. 2020-07-08 09:52:18 -04:00
Pedro Pinto 0648b618bf Refactored. 2020-07-08 08:42:53 -04:00
Pedro Pinto 59282b8c70 Added one more test to manual order entry list. 2020-07-08 08:42:18 -04:00
Pedro Pinto 34a86009ce Doc and tool minor update. 2020-07-08 07:44:01 -04:00
Pedro Pinto 0ad9ae9001 Small tweak to logging tool. 2020-07-07 20:19:59 -04:00
Pedro Pinto a296e1e772 Fixed parsing of stop px in link3. 2020-07-07 20:19:41 -04:00
Pedro Pinto 7f53d8b161 Improved logging, fix iceberg order, removed duplicate logging. 2020-07-07 17:01:24 -04:00
John Colvin fbd8bbd4a8 algo abbreviation code uses string.Join instead of list_string (the latter method is redundant, should be removed) 2020-07-07 13:16:18 -05:00
John Colvin 3da52b350f fix pure crash (algo abbreviation code choked on names that end with a space) 2020-07-07 13:15:55 -05:00
Pedro Pinto 243d6827d4 Merge remote-tracking branch 'refs/remotes/origin/ilink3_final' into ilink3_final 2020-07-07 12:12:09 -04:00
Pedro Pinto 00221f9bd9 Fixed spread order entry. 2020-07-07 12:11:11 -04:00
Pedro Pinto a6171ae405 Fixed spread order entry. 2020-07-07 11:55:05 -04:00
Pedro Pinto be5d01a797 Fixed fills. 2020-07-07 06:47:58 -04:00
Pedro Pinto e5d9d324bf Order order entry manual test. 2020-07-06 18:22:39 -04:00
Pedro Pinto c34dee9d96 Taked order status from execution report, parse error message in il3 2020-07-06 18:21:44 -04:00
Pedro Pinto e5a98aab41 Merged with master 2020-07-06 12:49:24 -04:00
Pedro Pinto 10cd35372b Can enter, modify, cancel orders. 2020-07-06 11:38:17 -04:00
Pedro Pinto ad4515be39 Renamed NativeOrder to GLBXNativeOrder 2020-07-06 09:47:34 -04:00
Pedro Pinto ff4d87dd6b Fixed IL3 execution report parser to convert exchange prices. 2020-07-06 09:34:26 -04:00
Pedro Pinto 8ddde3f9da Part 2 of MBO service fix. 2020-07-06 09:34:09 -04:00
Pedro Pinto 51093dc3a5 Added simple tool to watch spark logs. 2020-07-06 09:33:35 -04:00
Pedro Pinto 5d5db9ad9f Fixed MBO parser to extract the right exchange key. 2020-07-06 09:33:06 -04:00
Pedro Pinto fca808fe0d Made ilink3 gw wait for start() before its starts. 2020-07-03 14:11:22 -04:00
Pedro Pinto 07d14f877b More nonsense 2020-07-02 20:28:49 -04:00
Pedro Pinto 5ea6dccdd4 Something here breaks 2020-07-02 19:04:49 -04:00
Pedro Pinto ac956a5c02 Renamed ExchangeOrderIDu64 to ExchangeOrderID64 2020-07-02 19:00:32 -04:00
Pedro Pinto 1fba09cf94 Refactor of ids. 2020-07-02 11:05:04 -04:00
Pedro Pinto 0baa6b875e Fixed merge error. 2020-07-02 09:09:20 -04:00
Pedro Pinto cdacc2d4d4 Merged 2020-07-02 07:26:43 -04:00
Pedro Pinto 1433541947 Automatically advanced our own seq number on connection failure. 
It is fairly easy for our sequence number to be behind CME if we
crash. Since we can detect this issue (CME tells us about it) we can
try to fix it automatically by incrementing our own sequence
number. This should allow us to recover automatically in some
scenarios.
 2020-07-02 06:57:01 -04:00
Pedro Pinto 1070ca7ace Ran clang-format. 2020-07-02 06:28:32 -04:00