Eric Harding
f3dedfc4e3
Merged in SPARK-1966-add-cme-ticker-trade-details (pull request #143 )
...
RTM: SPARK-1966 add cme ticker trade details
2019-01-14 21:35:51 +00:00
Pedro Pinto
884cdef97b
Merged in improve_perf_log_latency (pull request #139 )
...
RTM. Improve perf log performance.
2019-01-14 21:34:48 +00:00
Eric Harding
69f38daad7
SPARK-1966 Add CME ticker trade details
2019-01-14 14:37:51 -05:00
Eric Harding
14012a16da
Add "all" option to sparkd md tail for emumba testing
2019-01-11 17:29:51 -05:00
Pedro Pinto
9d5b80c990
Forced manual order indicator to false on algos.
2019-01-10 14:12:27 -05:00
Pedro Pinto
c567283d3f
More performance improvements on perf_log
2019-01-04 11:31:36 -05:00
Pedro Pinto
6b84dc433a
Making log analysis faster.
2019-01-04 09:23:59 -05:00
Pedro Pinto
a833944ec5
Improved perf log latency.
2019-01-03 19:07:18 -05:00
Pedro Pinto
dbe02e44fd
Merged in SPARK-1935-orderstate.display_status-doe (pull request #136 )
...
RTM. Propagated display status through order state update event.
2019-01-02 19:13:24 +00:00
Eric Harding
9830dcbe31
Merged in immutablefix (pull request #134 )
...
RTM: It is not always safe to convert Foo to FooImmutable. It is always safe to convert it to Nullabke<FooImmutable>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-01-02 19:11:38 +00:00
Eric Harding
69bc734b6a
Merged in ReplayOptions (pull request #137 )
...
RTM: Update spark replay defaults
2019-01-02 19:11:08 +00:00
Pedro Pinto
714dfd5038
Fixes sim drift awy from MD source.
2019-01-02 17:05:38 +00:00
Eric Harding
6dfe9b3892
Add CoconutSecurityStatus to md tail
2019-01-01 10:50:05 -05:00
Eric Harding
15e557a209
Update cmakedeps
2019-01-01 10:49:41 -05:00
Eric Harding
8075bafb86
Update spark replay defaults
2018-12-31 13:07:18 -05:00
Pedro Pinto
95ae7b780e
Propagated display status through order state update event.
2018-12-27 21:35:18 +00:00
Pedro Pinto
400ae269e3
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-12-21 21:34:23 +00:00
Pedro Pinto
30cd749d7c
Tuned logging to produce simpler and more compact traces.
2018-12-21 21:31:27 +00:00
Jake Norbut
efbf45167c
ICS CBT round 2
2018-12-21 13:34:11 -06:00
Jake Norbut
913b81b8b6
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-12-21 13:27:25 -06:00
Jake Norbut
606d37744f
adding ICS spreads to cpp gen tools and updating defaults
2018-12-21 13:27:10 -06:00
Eric Harding
e05ce79abf
It is not always safe to convert Foo to FooImmutable. It is always safe to convert it to Nullabke<FooImmutable>
2018-12-20 20:30:10 -05:00
Pedro Pinto
c206d38982
Fixed spelling typo.
2018-12-20 18:05:53 +00:00
Pedro Pinto
72a1bddbd2
Increase defaults for logging window.
2018-12-20 18:05:08 +00:00
Pedro Pinto
8ee63d7b8e
Avoided logging a requote event on first spreader activation.
2018-12-20 18:04:23 +00:00
Pedro Pinto
73cd8d3f26
Used BTS_ARRAYSIZE per PR feedback.
2018-12-20 18:03:47 +00:00
Pedro Pinto
86a87c501c
Fixed typo in script.
2018-12-20 17:03:03 +00:00
Pedro Pinto
4705368097
Reduced the ammount of irrelevant perf log entries.
...
This was necessary because in production the number of events logged
was in the order of 1/4 billion a day, which consumes too much disk
and makes analysis impossible. Most of these events were irrelevant,
so we now accumulate the most recent log entries in a circular buffer
which only gets flushed to disk when a fix message is sent to the
exchange.
2018-12-20 16:58:23 +00:00
Eric Harding
034aaa5b98
SPARK-1934 - Settlement will fail to send to client when first request is not entitled
2018-12-18 14:30:46 -05:00
Pedro Pinto
d62a2ea9d4
Fixes tag 37 duplication in SPARK-1916
2018-12-18 17:50:48 +00:00
Taha Afzal
809bd16e99
added the 0 leg check
2018-12-18 09:03:19 -05:00
Pedro Pinto
c3292d2f60
Merge branch 'master' into SPARK-1887-speed-up-order-manager
2018-12-17 19:10:38 +00:00
Eric Harding
e749a24a77
Fix stream with qualifier broken by api_security merge
2018-12-17 14:06:27 -05:00
Pedro Pinto
b706c36edb
Merged master
2018-12-17 13:35:11 -05:00
Taha Afzal
2e1bd765f6
fixing spreader tests
2018-12-17 09:23:50 -05:00
Pedro Pinto
d108ff3151
Merge branch 'master' into api_security
2018-12-17 14:15:59 +00:00
Pedro Pinto
1ff84f26d2
Perf logs.
2018-12-16 18:04:19 +00:00
Eric Harding
5e6a0799d2
Some fixes for emumba
2018-12-14 10:27:15 -05:00
Pedro Pinto
141c28ed78
Allow empty scoped log entry to facilate legacy interop.
2018-12-13 19:48:44 +00:00
Pedro Pinto
fa18cf5aba
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-13 18:33:08 +00:00
Pedro Pinto
de11e00d89
Perf tools.
2018-12-13 18:32:55 +00:00
Taha Afzal
8feab27332
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-13 12:12:24 -05:00
Taha Afzal
8c26ffd5d3
removing the _keep_hedging_path_hot call for now
2018-12-13 12:12:13 -05:00
Pedro Pinto
7e7af8f606
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-12 23:19:04 +00:00
Pedro Pinto
d0647fb8d9
Perf tools.
2018-12-12 23:18:45 +00:00
Taha Afzal
bb2564fb0a
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-12 17:55:24 -05:00
Taha Afzal
6b0e8b6600
speed improvements for hedging
2018-12-12 17:55:14 -05:00
Pedro Pinto
9e768b7a24
Merged, added more tools
2018-12-12 16:39:42 -05:00
Pedro Pinto
a94d753fdc
Added more perf logging statements.
2018-12-12 14:04:53 +00:00
Taha Afzal
bbd95db97b
added another test
2018-12-11 23:12:25 -05:00
Eric Harding