John Colvin
79cb3162f2
build: Stop tracking CMakeDeps files
...
Not sure why these files were tracked in the first place, but cmake
automatically detects changes to the source file glob. Perhaps they were
originally added because it didn't work on some older version of CMake.
2023-03-20 13:26:43 -04:00
John Colvin
bbadbf8e16
build: Move .cmake files to cmake dir (from tools)
2022-06-03 10:42:32 -04:00
taha afzal
1b2a1c3fe3
Limiter can optionally get its value from config
2022-05-05 20:39:47 -04:00
John Colvin
68229b2474
build (server): Update CMakeDeps
2022-05-02 12:28:56 -04:00
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
Eric Harding
6875263743
Update 'update' instructions for spark_sdk
2020-05-01 14:17:07 -04:00
Pedro Pinto
eacd766359
Updated release notes.
2020-04-28 16:05:21 -04:00
Eric Harding
5a4b31ccc0
add cpp sample to service.md api page
2020-03-20 12:10:40 -04:00
Eric Harding
64416de10d
Fix the braces in my sample.
2020-03-16 20:41:23 -04:00
Eric Harding
46953cb639
add c# market data sample
2020-03-16 20:39:48 -04:00
Eric Harding
7e68a235ee
Add securities sub to client_sdk_example
2020-03-16 15:18:39 -04:00
Eric Harding
08bdd9c8c7
Update bad links on api doc site
2020-03-03 17:14:03 -05:00
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
Eric Harding
54633dd6db
note correct config value for local sparkd
2020-02-10 13:21:03 -05:00
Eric Harding
28e98259f6
Add client sdk example
2020-02-07 22:20:42 -05:00
Eric Harding
82bc402216
Update client examples
2020-02-05 14:58:46 -05:00
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
Eric Harding
663f9ecc52
Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk
2020-01-16 17:23:42 -05:00
Eric Harding
202c5faffd
update devcontainer to allow 2g shm
2020-01-09 10:40:47 -05:00
Jake Norbut
64a75c4b48
updating release notes
2019-12-19 10:22:42 -06:00
Eric Harding
c6cd5fcf93
services.md
2019-12-15 22:09:20 -05:00
Eric Harding
177b96b453
manual updates
2019-12-13 17:46:22 -05:00
Eric Harding
8c837f9f64
Expound on service fundamentals / ServiceContext
2019-12-03 13:16:41 -05:00
Eric Harding
85f97ae552
Combine rpc/streams into services.md
2019-12-01 21:50:17 -05:00
Eric Harding
7ca0d10eb0
client/overview.md
2019-11-29 11:49:24 -05:00
Eric Harding
ca8aed1f2b
client pages outline
2019-11-22 18:49:58 -05:00
Eric Harding
b32d63fcda
Update api site template
2019-11-20 12:39:59 -05:00
Jake Norbut
26b5fe5699
updating release notes
2019-11-20 09:47:48 -06:00
Eric Harding
54d9d5e2f3
Add google analytics
2019-11-19 16:38:30 -05:00
John Colvin