Taha Afzal
fc4fa3893c
added comments to the websocket interface and structures
2021-10-04 17:34:30 -04:00
Pedro Pinto
52420a1256
build.
2020-10-16 20:19:21 -04:00
Pete Fisher
a66eae66bb
fixing for python3
2020-10-14 21:56:49 -04:00
Pedro Pinto
f07998d6a6
Fixed order rounding error in ilink3
2020-08-24 16:17:31 -04:00
Pete Fisher
0963aee137
added audit log scripts to be run by the docker container
2020-08-19 17:49:47 -04:00
Pedro Pinto
45f751c9c6
Bad merge.
2020-06-30 19:03:35 -04:00
Eric Harding
c2abf90cc4
IL3MessageFramer owns outgoing messages so it needs to outlive ILinkGW
2020-06-30 14:36:02 -04:00
Pedro Pinto
3bb9961af4
Refactor.
2020-06-30 11:35:40 -04:00
Eric Harding
66d80136bd
ilink3: Keep outgoing messages alive forever.
2020-06-30 10:04:42 -04:00
Pedro Pinto
45aa75e8bb
Brought back the ilink3/ilink2 encoding abstraction.
2020-06-25 16:49:46 -04:00
Eric Harding
4e4a48283d
bool parse_report(string&, SecurityOracle&, ExecutionReport*);
2020-06-03 13:09:56 -04:00
John Colvin
a69118c5d3
fix line endings in release_notes
2020-05-22 23:42:27 -05:00
John Colvin
5accd0e2b4
Merge branch 'master' into prod
2020-05-22 19:14:16 -05:00
John Colvin
df5ad61cd2
release notes for synthetic gui integer tick sizes
2020-05-22 19:12:29 -05:00
John Colvin
5921f9f6b5
Merge branch 'master' into prod
2020-05-22 12:34:18 -05:00
John Colvin
4c73a63ae8
release notes for bug fix (unsorted custom state grid params in orderbook)
2020-05-22 12:30:53 -05:00
Pedro Pinto
fab3334b1e
Updated release notes
2020-05-22 11:23:03 -04:00
Pedro Pinto
c32a7f1d62
Made native orders calculate route when recovered from disk.
...
This is in response to the Pure debacle of May 17th. CME changed the
MSGW used for certain products. As we only route orders once, when
they are created, any orders that already existed never transitioned
to the new MSGW. This made it so that users could no longer control
these orders. With this change we recalculate routes when the orders
are first loaded from disk. Assuming we have up to date securities,
something that sometimes does not happen unfortunately, this should
result in the order being automatically relocated to its new MSGW. As
a bonus we also get the hability to change MSGW configuration even if
there are working for that MSGW.
2020-05-18 08:59:42 -04:00
Eric Harding
fab1b4dd0f
Add SecurityPreload key to pre-load securities from the security DB for sunday startup.
2020-05-06 18:25:29 -05:00
Pedro Pinto
eacd766359
Updated release notes.
2020-04-28 16:05:21 -04:00
Pedro Pinto
4873e523a9
Re-merged server side stop/stop limit changes
2020-02-21 14:15:56 -05:00
Eric Harding
2429e6019c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod
2020-02-11 14:16:14 -05:00
Eric Harding
d434778a82
MarketDataService
2020-02-10 17:06:13 -06:00
Jake Norbut
525d0eda30
fix typo in notes
2020-01-30 07:39:22 -06:00
Jake Norbut
e9e85b44c9
updating release notes
2020-01-30 07:37:51 -06:00
Jake Norbut
64a75c4b48
updating release notes
2019-12-19 10:22:42 -06:00
Jake Norbut
26b5fe5699
updating release notes
2019-11-20 09:47:48 -06:00
Eric Harding
c3299232f1
Update release notes
2019-11-14 17:44:24 -05:00
Taha Afzal
b3369db7cc
Release notes
2019-11-04 13:07:02 -05:00
Kevin Darby
62cef7c2f7
release notes
2019-10-17 09:44:53 -04:00
Kevin Darby
5211cab351
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-07 10:24:36 -04:00
Pedro Pinto
761a89f052
Updated release notes
2019-10-07 09:37:00 -04:00
Pedro Pinto
8a743a91a5
Updated release notes.
2019-10-07 09:29:30 -04:00
Pedro Pinto
84a2e50bf7
Updated release notes.
2019-10-07 09:19:18 -04:00
Pedro Pinto
d9d0e1f4ef
Updated release notes.
2019-10-07 09:15:21 -04:00
Pedro Pinto
795b77ea3f
Updated release notes.
2019-10-07 09:12:45 -04:00
Pedro Pinto
dab1e76766
Updated release notes.
2019-10-07 09:10:32 -04:00
Pedro Pinto
2684d25f09
Updated release notes
2019-10-07 09:01:48 -04:00
Pedro Pinto
d681a6924b
Updated release notes.
2019-10-07 08:39:01 -04:00
Pedro Pinto
532591c34f
Updated release notes.
2019-10-07 08:36:14 -04:00
Kevin Darby
a39d91ceb3
Merge branch 'pnl-rounding-error' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-24 14:38:26 -04:00
Jake Norbut
016ddf9b69
fixing pay less definition
2019-09-24 08:21:56 -05:00
Kevin Darby
d31969606e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:27:52 -04:00
Pedro Pinto
a69ed30e70
Updated release notes.
2019-09-19 13:19:52 -04:00
Pedro Pinto
f21c9f96d1
Merged from prod
2019-09-18 16:25:35 -04:00
Pedro Pinto
16a71a9f63
Updated release notes.
2019-09-18 16:24:09 -04:00
Kevin Darby
f323efc61a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-18 15:24:14 -04:00
Michael Harding
57526a5df5
merge system-tests into ice_exec3
2019-09-18 13:12:38 -04:00
Pedro Pinto
b92fed4f47
Merged from prod
2019-09-17 16:59:03 -04:00
Pedro Pinto
6d7290db63
Updated release notes.
2019-09-17 16:56:28 -04:00
Taha Afzal