Commit Graph
33 Commits
Author SHA1 Message Date
John Colvin 93ace52bfa diag: Periodically log ActorThread work cycle speed
So we can better detect slowness, blockage, etc.
2025-02-19 22:49:30 +00:00
John Colvin b5d97c0b1b 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.
2025-02-19 22:49:30 +00:00
Taha Afzal d69673c524 Previous change was not setting the create time for orders, fixing that + changign one log level to Dag 2025-01-17 07:00:57 +00:00
Taha Afzal 492d48d886 Added qty_multiplier to spreader.proto 2025-01-16 20:18:26 +00:00
John Colvin 1b232aa610 feat: Add Binance USDS Futures execution 2024-12-22 04:00:23 +00:00
Taha Afzal 3078b918d2 CLeaning up 2023-06-06 18:30:38 +00:00
Taha Afzal 1d28526792 Querying Positions and passing them to the client now 2023-06-06 18:30:38 +00:00
Taha Afzal d399f75648 Decreasing the log rate on the server 2022-12-09 16:59:08 -05:00
Taha Afzal e8405e5638 OrderServiceServer starts calling ServiceBridge's do_work only once it gets the ready signal from ServiceBridge 2022-12-05 14:33:04 -05:00
Taha Afzal 29eef77099 ServiceBridge now periodically publishes the TheoEvent (with a flag indicating such). This helps the algos get the theos without waiting for the next update 2022-12-04 20:36:10 -05:00
Taha Afzal da2cc977a0 TaskingEyeAlgo hooked up to theos 2022-11-29 00:11:04 -05:00
Taha Afzal 84e7bdb586 Adding TaskingEyeAlgo 2022-11-28 16:57:12 -05:00
Taha Afzal 4d85106fbf Added server method to publish precomputed theos, feed it into a calculator, and publish the calculator as an event 2022-11-23 12:52:01 -05:00
Taha Afzal 3c511bb177 RFQ hooked up on the server side 2022-09-28 21:22:47 -05:00
Taha Afzal 49f13755c6 Adding RFQ to OrderService interface 2022-09-28 21:22:47 -05:00
Taha Afzal 89fcb3092b Fixing merge conflict 2022-08-17 12:54:27 -04:00
John Colvin 04477a4b7c refactor: Don't copy strings 2022-08-16 21:08:53 -04:00
John Colvin 7a31b025a2 refactor: Add 'ms' suffix to exch-open-order timestamp fields
Just to make it clear that they are milliseconds (not nanos, micros, etc.)
2022-08-16 17:24:52 -04:00
John Colvin 31897a1b2e refactor: Change exch-open-order record_id to auto-incremented int
To insulate ourselves from potential duplicate-id bugs at the exchange
2022-08-16 16:46:47 -04:00
John Colvin f93bc592cb fix: Set RetrievedExchangeOpenOrder.exchange_order_id
Bugs (fixed):
  * The 'exchange order id' field is empty in open orders data received
    by client
2022-08-16 13:22:38 -04:00
taha afzal 6d06a1920d OrderServiceServer now publishes open orders 2022-07-22 15:16:03 -04:00
taha afzal 70af51e163 ExchangeOpenOrders are now routed all the way to OrderServiceServer 2022-07-21 20:36:17 -04:00
taha afzal 846ecfa776 Fixed the reconcile issue where if the security existed in multiple accounts it was getting surpressed in one 2022-07-11 13:27:10 -04:00
taha afzal c22a1382a1 Fractional qtys now work on the server (need some client side work) 2022-06-22 15:38:37 -05:00
taha afzal 25d4c54284 Added account_id to ExchangePosition 2022-05-23 11:51:10 -04:00
taha afzal e4291e1c51 Adding account to ExchangePosition 2022-05-19 18:16:46 -04:00
taha afzal 73a301192f Fixing ExchangePosition's qty (unsigned uint related bug) and exchange 2022-05-18 17:14:39 -04:00
taha afzal 904ef92ece Added reset_position to PositionService 2022-05-09 14:40:44 -04:00
taha afzal 25d5f36645 Exchange positions are periodically published by OrderServices 2022-04-19 10:33:45 -04:00
taha afzal 07838553a6 Added Exchange Positions stream to OrderService 2022-04-13 17:16:03 -04:00
taha afzal 824ce8b172 ExchangePosition routed all the way to OrderServer 2 2022-04-13 17:16:03 -04:00
taha afzal 6ecccdee7f Routing ExchangePosition to OrderServiceServer 2022-04-13 17:16:03 -04:00
John Colvin 8eab9a3f15 refactor (flatten): Move OrderServiceServer to orderman dir 2021-09-15 23:53:58 -04:00