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Author SHA1 Message Date
Pedro Pinto 56fa27dd7e Handled non text timestamp in native order. 2020-07-02 06:23:07 -04:00
Pedro Pinto d87b522bc6 Added better logging when terminated by exchange. 2020-07-02 06:22:38 -04:00
Eric Harding 166cb03782 Provide account when parsing execution reports. 2020-07-01 14:40:10 -04:00
John Colvin 40bad84c48 algo studio includes algos with undefined children in the dropdown 2020-07-01 12:09:12 -05:00
Eric Harding c3786d9d64 ilink3: Provide SecurityOracle to execution report parser 2020-07-01 11:50:03 -04:00
Pedro Pinto 9080e3124b Filled in cust_order_handing_inst 2020-07-01 11:29:47 -04:00
Pedro Pinto d9c536124a Fixed logging of session seq numbers. 2020-07-01 11:29:30 -04:00
Pedro Pinto 7de6b2907e Filled in sendercompid in routing record. 
iLink3 requires this.
 2020-07-01 10:48:01 -04:00
Eric Harding 75f017e9f8 ilink3: Get PartyDetails from sender_cmp_id 2020-07-01 10:29:20 -04:00
Pedro Pinto 7757ab3ea0 Fixed a few bugs. 2020-06-30 19:35:53 -04:00
Pedro Pinto 3186dd383c We can connect now. 2020-06-30 19:03:35 -04:00
Pedro Pinto 45f751c9c6 Bad merge. 2020-06-30 19:03:35 -04:00
Pedro Pinto e4d3774980 Better logging. 2020-06-30 19:03:35 -04:00
Eric Harding eedb3ce05d Clear hmac for json logging 2020-06-30 17:11:01 -04:00
Eric Harding 6a7d38c0fd flip session bool 2020-06-30 16:10:26 -04:00
Eric Harding 7f9967834d add readme note 2020-06-30 15:34:03 -04:00
Eric Harding 31ccbfcd19 Switch to ilink3 logging group 2020-06-30 14:43:38 -04:00
Eric Harding c2abf90cc4 IL3MessageFramer owns outgoing messages so it needs to outlive ILinkGW 2020-06-30 14:36:02 -04:00
Eric Harding 8dc4735248 ilink3: set_state(Error) only after disconnect 2020-06-30 14:25:59 -04:00
Pedro Pinto d940d9f11d For now, caught serialization error in some ilink3 msgs. 2020-06-30 14:10:07 -04:00
Pedro Pinto 1e0c75c6c7 Added iLink3 subsystem for logging. 2020-06-30 14:09:55 -04:00
Eric Harding fbaa17bc40 Add some comments to marketdata.proto 2020-06-30 13:16:30 -04:00
Eric Harding 38e3cd6197 Update market data readme 2020-06-30 13:13:48 -04:00
Pedro Pinto 3bb9961af4 Refactor. 2020-06-30 11:35:40 -04:00
Pedro Pinto da8088fd8d Rebased 2020-06-30 11:27:56 -04:00
Eric Harding 748a65f671 Merge branch 'ilink3_gateway' of bitbucket.org:bluetradesys/spark into ilink3_gateway 2020-06-30 10:05:33 -04:00
Eric Harding 66d80136bd ilink3: Keep outgoing messages alive forever. 2020-06-30 10:04:42 -04:00
Eric Harding 10386311d4 Update market data readme 2020-06-29 12:25:30 -04:00
Eric Harding 629a7f8130 Remove unused class in MD 2020-06-29 12:25:14 -04:00
Pedro Pinto 81189bb2cc Forgot to add message logger. 2020-06-29 12:08:22 -04:00
Pedro Pinto e5681a50f2 Made session name come from date. 2020-06-29 10:59:15 -04:00
Pedro Pinto 69fe4569e3 Made FIX session name available as uint64_t as well as strings. 2020-06-29 10:57:40 -04:00
Pedro Pinto c7caf66f9c Changed the ILink3 log format to json. 2020-06-26 19:11:05 -04:00
Pedro Pinto 14504f4a94 Cleaned up comment. 2020-06-26 19:10:49 -04:00
Pedro Pinto 5b601a4016 Fixed encofing of clorid. 2020-06-26 19:10:23 -04:00
John Colvin e3207b921a truncate list of securities in transitive compare test (was timing out due to too many permutations) 2020-06-26 13:32:27 -05:00
Taha Afzal 98db8e61a5 Removing hardcoded ref's to Katallage 2020-06-25 17:05:10 -04:00
Pedro Pinto 45aa75e8bb Brought back the ilink3/ilink2 encoding abstraction. 2020-06-25 16:49:46 -04:00
Pedro Pinto b2471d45b2 Added tool 2020-06-25 16:49:10 -04:00
Pedro Pinto 11e2df8c76 Tweaked build tools. 2020-06-25 16:49:10 -04:00
Pedro Pinto cba6852655 Updated docker 2020-06-25 16:49:10 -04:00
Pedro Pinto 5eeaedde26 Added a few build tools. 2020-06-25 16:49:10 -04:00
Pedro Pinto b63052dbaa Updated ICE Onixs 2020-06-25 16:49:10 -04:00
Pedro Pinto 29f5bc798e Added +x 2020-06-25 16:49:10 -04:00
Pedro Pinto 04603acbb9 Added publishing of new routing info when orders are recorevered from disk 2020-06-25 16:49:10 -04:00
Pedro Pinto bc6890055e temp commit, fixing glbxnative order 2020-06-25 16:49:10 -04:00
Pedro Pinto ea94c09c78 Eric intermediate ilink3 fixes 2020-06-25 16:49:10 -04:00
Eric Harding e3c3bc78fc Note what this address list is for 2020-06-24 20:55:20 -04:00
Eric Harding a11d390dcd ilink3 message logging 2020-06-24 20:52:21 -04:00
Eric Harding 7c74a961d4 Add canned cert sessions for ilink3 nrcert 2020-06-24 20:43:27 -04:00