John Colvin
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93ace52bfa
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diag: Periodically log ActorThread work cycle speed
So we can better detect slowness, blockage, etc.
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2025-02-19 22:49:30 +00:00 |
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John Colvin
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b5d97c0b1b
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refactor: Consolidate ExecutionGatewayProvider/Factory code
It's easier to read and manage code when you're not constantly jumping
to and fro across a bunch of files.
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2025-02-19 22:49:30 +00:00 |
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Taha Afzal
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d69673c524
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Previous change was not setting the create time for orders, fixing that + changign one log level to Dag
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2025-01-17 07:00:57 +00:00 |
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Taha Afzal
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492d48d886
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Added qty_multiplier to spreader.proto
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2025-01-16 20:18:26 +00:00 |
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John Colvin
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1b232aa610
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feat: Add Binance USDS Futures execution
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2024-12-22 04:00:23 +00:00 |
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Taha Afzal
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3078b918d2
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CLeaning up
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2023-06-06 18:30:38 +00:00 |
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Taha Afzal
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1d28526792
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Querying Positions and passing them to the client now
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2023-06-06 18:30:38 +00:00 |
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Taha Afzal
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d399f75648
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Decreasing the log rate on the server
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2022-12-09 16:59:08 -05:00 |
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Taha Afzal
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e8405e5638
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OrderServiceServer starts calling ServiceBridge's do_work only once it gets the ready signal from ServiceBridge
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2022-12-05 14:33:04 -05:00 |
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Taha Afzal
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29eef77099
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ServiceBridge now periodically publishes the TheoEvent (with a flag indicating such). This helps the algos get the theos without waiting for the next update
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2022-12-04 20:36:10 -05:00 |
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Taha Afzal
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da2cc977a0
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TaskingEyeAlgo hooked up to theos
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2022-11-29 00:11:04 -05:00 |
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Taha Afzal
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84e7bdb586
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Adding TaskingEyeAlgo
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2022-11-28 16:57:12 -05:00 |
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Taha Afzal
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4d85106fbf
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Added server method to publish precomputed theos, feed it into a calculator, and publish the calculator as an event
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2022-11-23 12:52:01 -05:00 |
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Taha Afzal
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3c511bb177
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RFQ hooked up on the server side
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2022-09-28 21:22:47 -05:00 |
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Taha Afzal
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49f13755c6
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Adding RFQ to OrderService interface
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2022-09-28 21:22:47 -05:00 |
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Taha Afzal
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89fcb3092b
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Fixing merge conflict
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2022-08-17 12:54:27 -04:00 |
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John Colvin
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04477a4b7c
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refactor: Don't copy strings
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2022-08-16 21:08:53 -04:00 |
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John Colvin
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7a31b025a2
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refactor: Add 'ms' suffix to exch-open-order timestamp fields
Just to make it clear that they are milliseconds (not nanos, micros, etc.)
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2022-08-16 17:24:52 -04:00 |
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John Colvin
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31897a1b2e
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refactor: Change exch-open-order record_id to auto-incremented int
To insulate ourselves from potential duplicate-id bugs at the exchange
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2022-08-16 16:46:47 -04:00 |
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John Colvin
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f93bc592cb
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fix: Set RetrievedExchangeOpenOrder.exchange_order_id
Bugs (fixed):
* The 'exchange order id' field is empty in open orders data received
by client
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2022-08-16 13:22:38 -04:00 |
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taha afzal
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6d06a1920d
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OrderServiceServer now publishes open orders
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2022-07-22 15:16:03 -04:00 |
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taha afzal
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70af51e163
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ExchangeOpenOrders are now routed all the way to OrderServiceServer
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2022-07-21 20:36:17 -04:00 |
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taha afzal
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846ecfa776
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Fixed the reconcile issue where if the security existed in multiple accounts it was getting surpressed in one
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2022-07-11 13:27:10 -04:00 |
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taha afzal
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c22a1382a1
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Fractional qtys now work on the server (need some client side work)
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2022-06-22 15:38:37 -05:00 |
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taha afzal
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25d4c54284
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Added account_id to ExchangePosition
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2022-05-23 11:51:10 -04:00 |
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taha afzal
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e4291e1c51
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Adding account to ExchangePosition
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2022-05-19 18:16:46 -04:00 |
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taha afzal
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73a301192f
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Fixing ExchangePosition's qty (unsigned uint related bug) and exchange
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2022-05-18 17:14:39 -04:00 |
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taha afzal
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904ef92ece
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Added reset_position to PositionService
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2022-05-09 14:40:44 -04:00 |
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taha afzal
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25d5f36645
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Exchange positions are periodically published by OrderServices
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2022-04-19 10:33:45 -04:00 |
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taha afzal
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07838553a6
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Added Exchange Positions stream to OrderService
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2022-04-13 17:16:03 -04:00 |
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taha afzal
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824ce8b172
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ExchangePosition routed all the way to OrderServer 2
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2022-04-13 17:16:03 -04:00 |
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taha afzal
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6ecccdee7f
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Routing ExchangePosition to OrderServiceServer
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2022-04-13 17:16:03 -04:00 |
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John Colvin
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8eab9a3f15
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refactor (flatten): Move OrderServiceServer to orderman dir
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2021-09-15 23:53:58 -04:00 |
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