Kevin Darby
e0fdf74a73
fix crash where account name > 12 chars, tested with long account name
2019-07-11 17:51:45 -04:00
Kevin Darby
ebedd17129
Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos
2019-07-11 14:59:19 -04:00
Kevin Darby
0f8ed5dacb
range to vector mapping
2019-07-11 14:15:06 -04:00
Pedro Pinto
8553229119
Merge branch 'master' into prod
2019-07-11 10:45:10 -04:00
Pedro Pinto
4903c12533
_index.md edited online with Bitbucket
2019-07-11 14:23:13 +00:00
Jake Norbut
88f23530c6
Merged in SP-119 (pull request #298 )
...
RTM - SP-119 Ladder settings NullRef
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-11 14:18:45 +00:00
Kevin Darby
14f4452599
.
2019-07-10 23:21:56 -04:00
Kevin Darby
22002c43cf
getting there
2019-07-10 18:43:09 -04:00
Kevin Darby
7551e23877
spreadsheet
2019-07-10 00:06:27 -04:00
Kevin Darby
22c92c3e17
ranges...
2019-07-10 00:05:24 -04:00
Kevin Darby
613823e7c5
arrays starting to work
2019-07-09 23:22:18 -04:00
Kevin Darby
f0a9a2415d
adding notion of bts_parameters
2019-07-09 18:31:05 -04:00
Kevin Darby
708e63e36e
almost have C
2019-07-09 14:39:11 -04:00
Jake Norbut
76ff36e514
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-119
2019-07-09 11:54:46 -05:00
Jake Norbut
740c14c261
add LadderSettings santization on paths to VM instantiation
2019-07-09 11:52:41 -05:00
Kevin Darby
53990297e8
parsing right along
2019-07-08 23:54:55 -04:00
Kevin Darby
9570be8bfa
it builds, ship it.
2019-07-08 23:16:31 -04:00
Kevin Darby
0b15570d00
more parser
2019-07-08 18:22:12 -04:00
Jake Norbut
33a71f5f47
Merged in SP-105_account-in-ladder (pull request #294 )
...
RTM - SP-105 selected account in ladder
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 22:21:46 +00:00
Pedro Pinto
2940601f4b
Updated release notes
2019-07-08 18:15:31 -04:00
Pedro Pinto
1f7939f49a
Merge branch 'SP-105_account-in-ladder' of bitbucket.org:bluetradesys/spark into SP-105_account-in-ladder
2019-07-08 18:14:45 -04:00
Pedro Pinto
48e273a607
Merge remote-tracking branch 'origin' into SP-105_account-in-ladder
2019-07-08 17:50:43 -04:00
John Colvin
e35634020d
Merged in SP-89-offset-algo (pull request #286 )
...
RTM SP-89 offset algo
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 21:49:12 +00:00
Pedro Pinto
1ede053f59
Merged with master
2019-07-08 17:48:16 -04:00
Pedro Pinto
93824786c7
Updated release notes.
2019-07-08 17:32:33 -04:00
Pedro Pinto
25b8c0a728
Merged with master
2019-07-08 17:31:22 -04:00
Jake Norbut
0e4fe1b47e
filter the SelectorProperty source for updates that actually have items; this keeps the currently selected account through server restarts
2019-07-08 16:29:19 -05:00
Jake Norbut
cd744963ff
Revert "don't revert to default selected setter when server reboots"
...
This reverts commit d5fdcc6796 .
2019-07-08 16:21:46 -05:00
Kevin Darby
fb9d877938
Merged in dme (pull request #293 )
...
RTM add mic for DME
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 21:08:53 +00:00
Pedro Pinto
087b001510
Updated release notes.
2019-07-08 17:03:56 -04:00
Pedro Pinto
02a7c0ddca
Merge branch 'master' into dme
2019-07-08 17:01:50 -04:00
Kevin Darby
6afa1d581d
Merged in span (pull request #263 )
...
RTM: Span
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 21:01:01 +00:00
Taha Afzal
5e04abe573
Combining the account lookup for loss_limitm and span
2019-07-08 16:50:30 -04:00
Pedro Pinto
3422a44c87
Updated release notes.
2019-07-08 16:49:32 -04:00
Jake Norbut
d5fdcc6796
don't revert to default selected setter when server reboots
2019-07-08 15:37:38 -05:00
Kevin Darby
f12217d76c
Remove mapping of DME mic per Pedro
2019-07-08 20:12:47 +00:00
Pedro Pinto
d85a914046
Merge branch 'master' into span
2019-07-08 15:58:06 -04:00
Pedro Pinto
4fdc890cb5
Merged in ticks_off (pull request #296 )
...
RTM Added ticks_off to top algo server side.
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-07-08 19:55:01 +00:00
Pedro Pinto
3ed0bd9052
Merged with master
2019-07-08 15:54:39 -04:00
Jake Norbut
dbdc915ff2
populating mini_ob (LadderMiniOrderBookSettings) in LadderSettings.Default
2019-07-08 14:24:36 -05:00
Jake Norbut
10476c6662
null ref check on LadderSettings.mini_ob.value
2019-07-08 14:22:55 -05:00
Kevin Darby
5fbc1397b5
messing with proj
2019-07-08 14:59:12 -04:00
Kevin Darby
05e09cb977
Merge branch 'master' of bitbucket.org:bluetradesys/spark into span
2019-07-08 14:33:37 -04:00
Kevin Darby
38bd2ef321
Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos
2019-07-08 14:29:03 -04:00
Eric Harding
dab4f5acbb
Merged in SP-104-HCL (pull request #289 )
...
[RTM] SP-104 HCL
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 18:28:44 +00:00
Eric Harding
a20c53b23d
Merged in SP-68-crash (pull request #292 )
...
[RTM] SP-68 Fix crash on exit by not touching queue on windows. insert_or_replace() is a no-op on windows anyway.
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 18:27:59 +00:00
Pedro Pinto
8206f457b5
Updated release notes.
2019-07-08 14:27:37 -04:00
Pedro Pinto
d4e6d6293d
Merge branch 'master' into SP-68-crash
2019-07-08 14:26:48 -04:00
Kevin Darby
d1a2197ba4
Merged in fix_auth_tests2 (pull request #297 )
...
RTM fix auth tests to respect difference betwen admin and trader login
2019-07-08 18:20:09 +00:00
Kevin Darby
369fb55e90
fix auth tests to respect difference betwen admin and trader login
2019-07-08 14:20:14 -04:00
Pedro Pinto
37dacff74d
Fixed a bug in top update
2019-07-08 14:09:37 -04:00
Pedro Pinto
d297b703c7
Merge branch 'master' into ticks_off
2019-07-08 13:36:53 -04:00
Kevin Darby
59c00203a9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos
2019-07-08 13:10:23 -04:00
Kevin Darby
33f533af9b
set span to default off, hook up admin boolean to enforce span behind config key
2019-07-08 13:08:18 -04:00
Kevin Darby
085d6402f4
Merged in SPARK-2524-keycode_fixes (pull request #290 )
...
RTM fixed SPARK-2524, allowing admin logins to not require a keycode session
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 16:26:51 +00:00
Pedro Pinto
f4395ef833
Updated release notes.
2019-07-08 12:26:27 -04:00
Pedro Pinto
e7a9412124
Updated release notes.
2019-07-08 12:21:39 -04:00
Pedro Pinto
da4ee38abd
Merge branch 'master' into SPARK-2524-keycode_fixes
2019-07-08 12:20:50 -04:00
Kevin Darby
706e5bc73b
excel
2019-07-08 11:22:53 -04:00
Pedro Pinto
af39fac368
Merge branch 'master' into SPARK-2524-keycode_fixes
2019-07-08 11:18:39 -04:00
Michael Harding
4f997505f3
Enforce Margin Limit in Spark Admin
2019-07-08 11:12:55 -04:00
Jake Norbut
fcbb66361d
Merged in SP-103_no_reset_on_agg_side_change (pull request #288 )
...
RTM - SP-103 don't reset last when aggressor side changes
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 14:46:17 +00:00
Pedro Pinto
fa16321691
Updated release notes.
2019-07-08 10:45:56 -04:00
Pedro Pinto
ceb3542e15
Merge branch 'master' into SP-103_no_reset_on_agg_side_change
2019-07-08 10:30:25 -04:00
Jake Norbut
32e55d07ee
Merged in SP-110_volume_tooltip_nit (pull request #295 )
...
RTM - display tooltip again when re-entering same cell where tooltip was previouly closed
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 14:28:34 +00:00
Pedro Pinto
e079acf91f
Updated release notes.
2019-07-08 10:28:18 -04:00
Pedro Pinto
fecedb203a
Merge branch 'master' into SP-110_volume_tooltip_nit
2019-07-08 10:26:59 -04:00
Jake Norbut
6ac05a47e1
Merged in SP-103_bars_not_req (pull request #291 )
...
RTM - SP-103 bars not required to show last text
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 14:15:36 +00:00
Pedro Pinto
36ed80dc87
Updated release notes.
2019-07-08 10:15:14 -04:00
Kevin Darby
6cf395199e
working on visitor
2019-07-06 23:25:51 -04:00
Kevin Darby
1707c3268f
excel formula grammar, antlr4 integration. Successful parse tree
2019-07-05 18:24:41 -04:00
John Colvin
f5bbc4245f
SP-111 / SP-113 Add ticks off parameter to top algo UI
2019-07-05 16:12:32 -05:00
Pedro Pinto
96fc54ff0f
Added ticks_off to top algo server side.
2019-07-05 14:35:18 -04:00
Kevin Darby
25b69e4f7d
fix small bug and add manual test
2019-07-05 13:29:22 -04:00
Kevin Darby
d871ffca6d
temporarily tie span enforcement to config while michael works
2019-07-05 12:59:41 -04:00
Jake Norbut
213567bcdb
display tooltip again when re-entering same cell where tooltip was previouly closed
2019-07-05 11:49:34 -05:00
Kevin Darby
b7e5c3a374
Merge branch 'span' of bitbucket.org:bluetradesys/spark into span
2019-07-05 12:30:10 -04:00
Kevin Darby
ae4a8bbf46
more span
2019-07-05 12:28:58 -04:00
Taha Afzal
850386c1d4
Margin enforced in the limiter
2019-07-05 12:05:16 -04:00
Kevin Darby
2d4e94a636
Types.fs edited online with Bitbucket
2019-07-05 15:39:35 +00:00
Kevin Darby
9b73ad2486
playing with excel parsing
2019-07-05 11:06:19 -04:00
Pedro Pinto
e447096733
Routed excess liquidity to OrderManager.
2019-07-05 11:00:42 -04:00
Jake Norbut
cd68b95a3e
add a mechanism for ignoring InlineUserProperty's force_override property
2019-07-05 08:19:05 -05:00
Kevin Darby
205eebb7da
excel formulae
2019-07-04 23:43:22 -04:00
Kevin Darby
ef4dc1fc65
more excel
2019-07-04 23:25:28 -04:00
Michael Harding
ebad5b389f
Fix Save button
2019-07-03 16:01:50 -04:00
John Colvin
160c49514a
Merge remote-tracking branch 'origin/master' into SP-89-offset-algo
2019-07-03 14:38:50 -05:00
Michael Harding
4f7fcc5634
Move loss limits to the top of the limits page
2019-07-03 14:54:40 -04:00
Michael Harding
500e5b5fe4
Polling and commas
2019-07-03 14:19:51 -04:00
Michael Harding
9d924fa4ba
Margin table formatting
2019-07-03 10:14:01 -04:00
John Colvin
092e63e300
OffsetAlgo attach impl (take 2)
2019-07-03 00:07:23 -05:00
Kevin Darby
4654cd4739
changes in margin workflow for webui
2019-07-02 18:29:10 -04:00
Kevin Darby
f2f06d76de
PR feedback
2019-07-02 17:43:28 -04:00
Kevin Darby
6bc293a58e
add mic for DME
2019-07-02 17:35:29 -04:00
Kevin Darby
fdb462eda4
simplify margin server states
2019-07-02 17:34:46 -04:00
Kevin Darby
cc579034b2
fix bug in margin service
2019-07-02 17:05:22 -04:00
John Colvin
4b76e91757
SP-89 (pr edit) - 'can_consume_attachment()' returns false for 'Offset'
2019-07-02 15:48:24 -05:00
Eric Harding
8d34279ab0
SP-68 Fix crash on exit by not touching queue on windows. insert_or_replace() is a no-op on windows anyway.
2019-07-02 16:26:34 -04:00
John Colvin
7973b927a2
SP-89 (pr edit) - fwd price updates to child; cache update qty
2019-07-02 15:22:54 -05:00
Kevin Darby
6997aed9bd
fixed SPARK-2524, allowing admin logins to not require a keycode session
2019-07-02 15:05:23 -04:00
Michael Harding
b5d7d98098
Add DayPnL to SA Margin tab
2019-07-02 15:04:55 -04:00
Jake Norbut
8f22a326ab
last on volume foreground text is now white
2019-07-02 14:01:50 -05:00
Jake Norbut
b2c3488c5e
draw volume numbers when bars not present
2019-07-02 14:01:07 -05:00
Michael Harding
23f10eac70
Add accountPnl to emptyMargin
2019-07-02 14:10:27 -04:00
Kevin Darby
cb31269a70
added pnl impact to margin
2019-07-02 13:14:46 -04:00
Jake Norbut
5b75b8718a
updating comment to reflect change
2019-07-02 11:14:01 -05:00
Eric Harding
5a256d4634
SP-104 PEBKAC buy with negative mult is nonsense
2019-07-02 11:55:55 -04:00
Jake Norbut
db2de3e8c4
remove last_side; change StructLayout Size accordingly
2019-07-02 10:53:11 -05:00
Jake Norbut
b9dcad9549
don't reset last trade size when aggressor changes
2019-07-02 10:52:21 -05:00
Jake Norbut
ce104479e1
removing last_side; incrementing shm_version
2019-07-02 10:51:06 -05:00
Eric Harding
2d56eedf3e
Bugfix in synthetic_book_merge_tests
2019-07-02 10:37:47 -04:00
Eric Harding
049381908c
update gitignore
2019-07-02 10:34:28 -04:00
John Colvin
0067e52155
SP-89 (pr edit) - wait 4 mkt 2 launch; attach impl
2019-07-02 00:07:17 -05:00
Kevin Darby
8ed6d297a9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into span
2019-07-01 18:01:34 -04:00
Kevin Darby
474401cddc
new spreadsheet
2019-07-01 17:59:18 -04:00
Taha Afzal
a06df5099a
Merged in SP-24-loss-limit (pull request #285 )
...
RTM SP-24 loss limit
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 21:44:41 +00:00
Pedro Pinto
8ddd5bdbb5
Merged with master
2019-07-01 17:06:00 -04:00
Taha Afzal
5cbe00beab
Spread PNL is not counted towards the Account PNL
2019-07-01 16:33:56 -04:00
Kevin Darby
3ebcf9a270
example of join in excel
2019-07-01 16:21:38 -04:00
Jake Norbut
40cd826260
Merged in SP-79 (pull request #280 )
...
RTM - SP-79 arrow indicator on last disappearing too fast
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 20:03:34 +00:00
Pedro Pinto
8bd63f11b1
Updated release notes.
2019-07-01 16:03:13 -04:00
Pedro Pinto
2198a8d6ed
Merge remote-tracking branch 'origin' into SP-79
2019-07-01 16:02:15 -04:00
Pedro Pinto
8023dc7aa8
Merge branch 'master' into SP-79
2019-07-01 16:01:53 -04:00
John Colvin
e2b0da8103
Merged in SP-78-miniob-settings (pull request #282 )
...
RTM SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup.
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 19:36:01 +00:00
Pedro Pinto
aea233d537
Updated release notes.
2019-07-01 15:35:07 -04:00
Pedro Pinto
5756c090f3
Merge remote-tracking branch 'origin' into SP-78-miniob-settings
2019-07-01 15:28:59 -04:00
John Colvin
5ab0acb0ef
Merged in SP-81-private-synths (pull request #284 )
...
RTM SP-81 private synths
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 19:28:00 +00:00
Pedro Pinto
3950e5b634
Updated release notes.
2019-07-01 15:27:29 -04:00
Pedro Pinto
7ce8f1ed97
Updated release notes
2019-07-01 14:57:00 -04:00
Michael Harding
5d53492ab5
Merged SP-38-span-admin into span
2019-07-01 14:53:52 -04:00
Michael Harding
90fd5bd382
Handle save errors better
2019-07-01 14:52:40 -04:00
Michael Harding
beff060a4f
Update unchanged margin values
2019-07-01 14:27:44 -04:00
Michael Harding
bc3418734f
Span Columns and Formatting
2019-07-01 13:22:27 -04:00
Michael Harding
ab255c8777
update ui.fsproj
2019-07-01 12:51:17 -04:00
Michael Harding
cc2bde1064
Merged span into SP-38-span-admin
2019-07-01 12:43:16 -04:00
Michael Harding
94d66a8e99
Add Margin tab to Spark Admin
2019-07-01 12:40:16 -04:00
Taha Afzal
92f08b89cc
Added a sub test to the clip limits test to verify that spread clip limits are independent of futures
2019-07-01 09:01:46 -04:00
Taha Afzal
02769479ea
SP-74 bundled into this (it was a small change)
2019-06-30 22:45:29 -04:00
John Colvin
4ada322c56
bring back OffsetOrder gui in ladder/ticket
2019-06-30 12:56:59 -05:00
John Colvin
7de7f6e496
remove old OffsetOrder.cpp/h, replace with new OffsetAlgo in CMakeDeps
2019-06-30 12:47:05 -05:00
John Colvin
0700e9e80d
SP-89 Port Offset order to new api
2019-06-29 16:10:34 -05:00
Taha Afzal
ccca85d1c5
loss limit manual test updated
2019-06-27 15:46:44 -04:00
Taha Afzal
60e933fca9
SOD also indexes its data on account_id, Cleaned up Limiter's account_data (there was an overlap, after introducing Loss limit related PNL data)
2019-06-27 15:20:12 -04:00
Taha Afzal
e2aa6034ab
merging master
2019-06-26 20:22:05 -04:00
Taha Afzal
8b4c64e8f4
PositionServiceServer not indixes the state based on account_id istead of names
2019-06-26 19:34:46 -04:00
John Colvin
b5ea399e7e
WorkspacesDialogView - remove 'Is Shared' checkbox
2019-06-26 15:22:14 -05:00
John Colvin
62baa6aa31
MEFExport UserTuple does not need a contract name
2019-06-26 14:19:49 -05:00
John Colvin
87433aa7c3
add comment for 'KnownUsers' prop
2019-06-26 13:41:37 -05:00
John Colvin
3252cab4bb
SP-80 / SP-88 Login dialog should not expose user names (because they are private)
2019-06-26 13:22:02 -05:00
John Colvin
fbe9b570a3
(forgot to run 'git add' again)
2019-06-26 12:43:48 -05:00
John Colvin
1bcb209961
remove unused delegate type, and worthless commented line
2019-06-26 11:42:47 -05:00
John Colvin
b0726ad3ea
just noticed some iobservables in OrderBookVM without OnDispatcher()s (adding them preemptively)
2019-06-26 11:40:10 -05:00
John Colvin
e0ba27a0a9
SpreaderModel - remove unneccesary 'async/await' wrappers
2019-06-26 11:40:07 -05:00
John Colvin
345e45c5bf
MEFExport UserTuple
2019-06-26 10:28:05 -05:00
John Colvin
490add84d9
replace magic consts w/ regular consts
2019-06-25 23:19:20 -05:00
John Colvin
94fc2c4248
refactor LoginModel.Exports -> LoginContainer.Exports
2019-06-25 23:18:43 -05:00
John Colvin
8a7e2db4ac
SP-80 / SP-81 Synths should be private
2019-06-25 19:01:57 -05:00
John Colvin
71c576bbc0
SP-80 / SP-82 Algos should be private
2019-06-25 17:05:41 -05:00
John Colvin
2e4dff4d91
SP-76 In miniob settings, the miniob's width seems to have a minimum that does not reflect the currently displayed columns
2019-06-25 16:20:08 -05:00
John Colvin
73336df814
SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup.
2019-06-25 16:04:24 -05:00
Michael Harding
633edb43eb
wait longer for the system to have products
2019-06-25 14:36:52 -04:00
Pedro Pinto
f4add8d464
Merged in fix_service_init_concurrency (pull request #281 )
...
Fix service init concurrency
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-25 16:44:35 +00:00
Pedro Pinto
894335d019
Updated release notes
2019-06-25 12:29:56 -04:00
Pedro Pinto
0fc977f5d3
Merged with master
2019-06-25 12:29:02 -04:00
Pedro Pinto
3d70d35b99
Changed Run.cpp to defer qbus dispatch past service initialization.
2019-06-25 12:08:20 -04:00
Pedro Pinto
66307edf91
Added a deferred start option to qbus.
2019-06-25 12:08:00 -04:00
Taha Afzal
e3e525819e
Merged in SPARK-2506_qho_ib_2 (pull request #279 )
...
RTM
2019-06-25 15:03:53 +00:00
Pedro Pinto
ece25dd946
Updated release notes.
2019-06-25 10:04:14 -04:00
Pedro Pinto
24f824fd81
Downgraded logging message.
2019-06-25 10:04:04 -04:00
Pedro Pinto
7d992c84ab
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-25 09:53:45 -04:00
Pedro Pinto
1cce474485
Suppressed updates on completed/canceled orders
2019-06-25 09:51:51 -04:00
Taha Afzal
7186c0349b
Added logs for order callbacks on QueueHolderOrder
2019-06-24 20:17:29 -04:00
John Colvin
3d829da004
Merged in SP-49-miniob-settings (pull request #277 )
...
RTM SP-49 miniob settings
2019-06-24 23:48:57 +00:00
John Colvin
f20fd2136e
SP-78 miniob settings - column width adjustments made directly through the grid should be saved in settings
2019-06-24 17:50:30 -05:00
John Colvin
30ce85b70f
fix typo in AlgoID.Equals(object)
2019-06-24 17:41:42 -05:00
John Colvin
fc7a04a805
LadderSettings must assign show_warn_on_cross in the constructor with the default value since it is 'true'
2019-06-24 16:58:26 -05:00
Jake Norbut
6d96c0e2a0
fix cross check
2019-06-24 16:52:18 -05:00
Pedro Pinto
ae913962b3
Updated release notes
2019-06-24 17:41:04 -04:00
Pedro Pinto
b52f6fdc24
Merge remote-tracking branch 'origin' into SP-49-miniob-settings
2019-06-24 17:24:27 -04:00
Taha Afzal
29d14404e6
PositionService has access to AdminService to resolve accounts now
2019-06-24 17:15:04 -04:00
John Colvin
d13f1b04ed
LadderWindowFactory - actually dispose the settings subscription when ladder closes
2019-06-24 16:06:11 -05:00
John Colvin
8d234d9b8b
LadderSettingsView - 'Auto Clear' default value checkbox's checkmark was backwards
2019-06-24 15:32:22 -05:00
John Colvin
d261d6fc31
LadderSettingsView - fix 'Order Quantities' tab 'hint text' vertical alignment (apparently RowDefinition.Height is a just a suggestion to wpf - using MaxHeight now)
2019-06-24 14:52:23 -05:00
John Colvin
343bf25aaf
ShellSettingsDialog - increase LadderSettingsView width to fit all tabs in 1 row
2019-06-24 14:47:42 -05:00
John Colvin
0f93757506
Merge remote-tracking branch 'origin/SP-51_cross_warning' into SP-49-miniob-settings
2019-06-24 14:42:26 -05:00
Taha Afzal
60b7966f2f
Loss limit manual test
2019-06-24 15:33:47 -04:00
John Colvin
6cad454f9e
Merged in ladder-settings-round2 (pull request #273 )
...
RTM Ladder settings round2
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-24 19:32:05 +00:00
Pedro Pinto
b3f6649e7f
Updated release notes.
2019-06-24 15:30:26 -04:00
Jake Norbut
1059351334
adding the settings_subscription to be disposed; fixes swallowed NullRef; not directly related to this branch
2019-06-24 14:15:53 -05:00
John Colvin
3263cc840a
SP-77 in miniob settings, changing the column order does not seem to have an effect
2019-06-24 14:15:50 -05:00
Pedro Pinto
8d0e93a311
Merge remote-tracking branch 'origin' into ladder-settings-round2
2019-06-24 15:04:29 -04:00
Jake Norbut
179ee000a3
adding case for when the ladder is first brought up and the market has not yet moved
2019-06-24 14:02:24 -05:00
Jake Norbut
43129427f6
fix arrow disappearing from non-Last-based renders
2019-06-24 13:20:38 -05:00
Pedro Pinto
f49d73640e
Merge remote-tracking branch 'origin' into SPARK-2506_qho_ib_2
2019-06-24 14:18:34 -04:00
Jake Norbut
7afe1e103d
refactor string formatting out of LadderRender
2019-06-24 13:18:29 -05:00
Jake Norbut
c1b701ff2b
Merged in SP-73 (pull request #274 )
...
RTM - add null check on LadderVM
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-06-24 18:16:37 +00:00
John Colvin
06ca15ccac
Merged in SP-75-ladder-security (pull request #275 )
...
RTM SP-75 OrderBook's Ladder uses actual selected order's to get security (not roots)
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-24 18:15:15 +00:00
Pedro Pinto
027efa9d2a
Updated release notes
2019-06-24 14:14:35 -04:00
Pedro Pinto
026695d0d1
Merged with master
2019-06-24 14:01:09 -04:00
Jake Norbut
50775b3925
Merged in SP-50-prime (pull request #278 )
...
SP-50 prime last trade accumulation
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-24 17:59:31 +00:00
Pedro Pinto
c695b43647
Updated release notes.
2019-06-24 13:58:13 -04:00
John Colvin
56ace9514a
MiniOrderBook - set 'Cancel' column [default]width to 37, give other 'magic consts' widths fields in DefaultColumnWidths
2019-06-24 11:48:06 -05:00
Taha Afzal
7c6a26ebd9
All hooked up, on updates, loss limit is checked only on size increases
2019-06-23 19:25:06 -04:00
John Colvin
c6c1659953
ShellSettingsDialog - adjust dialog skrit margin to stretch to the edges of the window
2019-06-23 13:36:59 -05:00
John Colvin
dc696e9468
ShellSettingsDialog uses 'Admin' icon (gears)
2019-06-23 13:19:18 -05:00
John Colvin
a6189d910c
ShellSettingsDialog - apply NegativeResizeBorderThickness margin to content root (not just dialog skirt)
2019-06-23 12:25:01 -05:00
John Colvin
049cc69a4f
settings dialogs title matches actual shell window titles
2019-06-23 12:18:10 -05:00
Taha Afzal
b2766c283d
Setting account id in PositionUnit
2019-06-22 22:05:32 -04:00
John Colvin
0b14b048e4
fix ViewModelBase.backing<string>() conflicts between 'string default_value' arg and 'string[] params invalidating props'
2019-06-22 17:26:07 -05:00
John Colvin
ffc03a4055
ExpanderToggleButton was getting clipped in GridSettingsEditor
2019-06-22 16:56:45 -05:00
John Colvin
992eb7b104
added 'ImmutableHeader' flag for MiniOB 'Commit' column
2019-06-22 16:47:37 -05:00
John Colvin
314eca0e89
GridSettings - fix DefaultValue attributes/list initialization
2019-06-22 16:41:17 -05:00
John Colvin
626ec79af4
SortingCriteria implements IEquatable
2019-06-22 16:38:02 -05:00
John Colvin
953272b231
GridSettings (Simple)ColumnVM - remove unneccesary Property<T>s, simplify flags logic
2019-06-22 16:38:02 -05:00
John Colvin
4c185093bb
make ShellSettingsDialog resizable
2019-06-22 16:38:02 -05:00
Pedro Pinto
6b5b4ea2b1
Merge branch 'SP-24-loss-limit' of bitbucket.org:bluetradesys/spark into SP-24-loss-limit
2019-06-22 16:30:39 -04:00
Pedro Pinto
6f7c6db918
Updated fill account_id in FillStore.
2019-06-22 16:29:55 -04:00
Taha Afzal
a1ead3d1c1
cpp routed correctly now
2019-06-22 14:24:15 -04:00
Taha Afzal
1fc35ee3cd
Merge branch 'SP-24-loss-limit' of bitbucket.org:bluetradesys/spark into SP-24-loss-limit
2019-06-21 18:43:31 -04:00
John Colvin
af576bbee7
SP-37 / SP-49 Add miniob settings to ladder settings
2019-06-21 17:29:16 -05:00
John Colvin
7b9ed4326a
DragDropListBox - null check AdornerLayer
2019-06-21 17:27:42 -05:00
John Colvin
615e585c82
simplify mini ob editable price/qty column insertion
2019-06-21 17:21:32 -05:00
Taha Afzal
a014dcc984
abstracted _get_handle in PositionServicePNLHelper::HandleIndex
2019-06-21 17:58:08 -04:00
John Colvin
42645f1246
OrderBookGridSettings.with() was dropping algo_tree_display_mode value
2019-06-21 16:26:29 -05:00
Taha Afzal
1c5507a3f4
QueueHolderOrder's QHOOrderManager kills the spurious price/qty updates
2019-06-21 16:09:19 -04:00
Eric Harding
a92dd5a841
SP-50 last_trade accumulation
2019-06-21 15:21:57 -04:00
Eric Harding
91a6c946f8
SP-50 last_trade should accumulate trades at the same price
2019-06-21 14:25:15 -04:00
John Colvin
cfbd7855a5
OrderBookVM - remove a few unused methods
2019-06-21 11:51:15 -05:00
John Colvin
00e9862844
refactor 'begin_update()' -> 'defer_updates()' for consistency's sake
2019-06-21 11:46:31 -05:00
John Colvin
4d413fb92c
OrderBook - remove security->security_md conversion logic from OrderParamsAggregator, get rid of SelectedSecurityMon
2019-06-21 11:45:19 -05:00
Pedro Pinto
6e07a0c109
Fixed build.
2019-06-21 11:51:20 -04:00
Pedro Pinto
e936b80dc6
Forwarded pnl updates to order manager.
2019-06-21 11:45:50 -04:00
Taha Afzal
4046f82e06
refactoring accidentally omitted conditional check
2019-06-21 08:35:40 -04:00
Taha Afzal
699a6526f5
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-20 21:53:10 -04:00
Taha Afzal
12a4c67e4d
Modified SingleLegQuoter::_compute_price_quantity to deal with show qty and qho
2019-06-20 21:52:06 -04:00
Jake Norbut
e9562b55f3
pr refactoring
2019-06-20 20:16:32 -05:00
Jake Norbut
43735e1dab
adding icon param Confirm overload
2019-06-20 20:16:12 -05:00
John Colvin
930723dd0e
move ObservableExtensions into spark_core
2019-06-20 18:15:56 -05:00
John Colvin
3e4ee9d6b6
abstract SelectedParamsMon out of OrderBookVM into new class 'OrderParamsAggregator'
2019-06-20 17:11:55 -05:00
John Colvin
c771aea311
RefCountMap implements IDictionary/IReadOnlyDictionary
2019-06-20 16:53:16 -05:00
Jake Norbut
7b35467d59
adding warn on cross message box for the approparite criteria
2019-06-20 15:12:01 -05:00
Jake Norbut
192354946d
exposing a couple settings as readonly properties so we don't have to expose the entire settings object
2019-06-20 15:09:15 -05:00
Jake Norbut
1eacb7f0f0
adding new Safety Checks tab on which Warn on Market Cross is found
2019-06-20 15:07:16 -05:00
Jake Norbut
d0695fd5d7
adding show_warm_on_cross to LadderSettingsVM
2019-06-20 15:05:46 -05:00
Jake Norbut
ad8377d13f
adding show_warn_on_cross to LadderSettings
2019-06-20 15:04:39 -05:00
Pedro Pinto
60ab67213f
Ran clang format.
2019-06-20 15:57:09 -04:00
Pedro Pinto
4055a06601
Merged master
2019-06-20 15:28:27 -04:00
John Colvin
883582630d
SP-75 OrderBook's Ladder uses actual selected order's to get security (not roots)
2019-06-20 14:01:47 -05:00
Jake Norbut
e7728203cf
PR feedback
2019-06-20 12:04:40 -05:00
Jake Norbut
dd8586133f
add null check on LadderGridHost and LadderVM
2019-06-20 10:18:39 -05:00
Kevin Darby
e47af3d7bd
update api docs
2019-06-20 10:34:06 -04:00
John Colvin
f4aa5cfa8c
sec picker in Ladder/Orderbook settings dialogs does not change security when cancel clicked
2019-06-20 00:10:52 -05:00
John Colvin
bc3f2db0f9
add OK/Cancel buttons to sec pickers in ladder/orderbook settings dialogs
2019-06-19 19:56:20 -05:00
John Colvin
ed08cb11d7
convert ContractPickerPopup ok/cancel actions to events
2019-06-19 19:43:53 -05:00
Pedro Pinto
719d460372
Merged with master
2019-06-19 16:59:50 -04:00
John Colvin
7b0549c4cb
(forgot to add 'GlbxIceberg' case when fitting non-synth algos to synth ladders)
2019-06-19 15:47:16 -05:00
John Colvin
2ee0568159
ShellSettingsDialog - added 'not applicable to custom' tooltip for security picker menu item
2019-06-19 15:37:46 -05:00
John Colvin
df907fcb96
SPARK-2521 / SPARK-2522 rename 'Local' -> 'Custom' (take 2)
2019-06-19 15:37:46 -05:00
John Colvin
b945f9f090
Ladder Profles - synth ladders convert all non-synth default_algos to 'Spreader'
2019-06-19 15:37:46 -05:00
Jake Norbut
4cebe8b6be
updating mini ob manual test
2019-06-19 15:25:46 -05:00
Jake Norbut
c899904f3a
Merged in miniob_deselect (pull request #272 )
...
fixing unselect all
2019-06-19 20:20:50 +00:00
Jake Norbut
8e6ccd5b1b
fixing unselect all
2019-06-19 15:16:42 -05:00
Taha Afzal
32eeeee94f
Adding logs and removing the show qty hardcoded value in QHO
2019-06-19 16:00:23 -04:00
Pedro Pinto
007054f2b8
Updated release notes.
2019-06-19 15:45:54 -04:00
Jake Norbut
43822134e3
Merged in mini_ob_ireqeustrowselection (pull request #271 )
...
miniob / DIYGrid - keep selected_rows in sync with row_vm.IsSelected
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-06-19 19:26:08 +00:00
John Colvin
68c1415cf8
Merged in SPARK-2489-ladder-settings (pull request #270 )
...
SPARK-2489 ladder settings
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-06-19 19:16:25 +00:00
John Colvin
d9b25fb778
threadstatic fields cannot be initialized inline
2019-06-19 14:10:50 -05:00
John Colvin
0a3e12e012
SPARK-2521 / SPARK-2522 rename 'Local' -> 'Custom'
2019-06-19 14:10:50 -05:00
John Colvin
8b33c7fb5c
Ladder Profile's 'default_algo' is fit to the security type (allows profiles to be shared between outrights/synths)
2019-06-19 14:10:50 -05:00
Pedro Pinto
831b042c35
Updated release notes.
2019-06-19 15:04:29 -04:00
Pedro Pinto
c9af55f59d
Fixed clang build.
2019-06-19 14:56:07 -04:00
Pedro Pinto
056176ff47
Hide Cover in the lader when its done with its child.
2019-06-19 14:55:39 -04:00
Pedro Pinto
297a925f22
Fixed a bug in cover where cover would not terminate properly.
2019-06-19 14:54:16 -04:00
John Colvin
11ca6326f3
refactor 'AlgoID.from_order_def' -> 'AlgoID.from_custom_def'
2019-06-19 13:19:09 -05:00
Kevin Darby
c3c427742d
Merge branch 'master' of bitbucket.org:bluetradesys/spark into span
2019-06-19 13:34:52 -04:00
Jake Norbut
efa78ee5fc
OrderBookVM now implements IRequestRowSelection and appropriately invokes it via all_rows_selected setter
2019-06-19 09:15:38 -05:00
Jake Norbut
c52b98d17c
DIYGrid now hooks up to request_selection event and passes that along to the underlying row presenter's SetSelectedItems
2019-06-19 09:13:55 -05:00
Jake Norbut
06506be398
Exposing a public SetSelectedItems that calls the protected ListBox equivalent
2019-06-19 09:11:34 -05:00
Jake Norbut
d951942a95
Creating new interface to handle the select all checkboxbox in the mini ob the right way
2019-06-19 09:06:28 -05:00
Michael Harding
1f99cc68f8
Re: the 5:30 problem
2019-06-19 09:51:59 -04:00
Michael Harding
d4f27a65f5
Harden system tests against 5:30PM
2019-06-19 09:37:15 -04:00
John Colvin
2b3901fdbe
dispose LadderSettingsDialog viewmodel when window closes
2019-06-18 22:44:16 -05:00
John Colvin
fa51d7f441
LadderSettingsView - abstract magic const out into StaticResource
2019-06-18 22:14:29 -05:00
John Colvin
2bc54b0dbb
LadderSettingsView - 'Market Price/Size' tab Grid.IsSharedSizeScope=True
2019-06-18 19:52:38 -05:00
John Colvin
5b767482d7
LadderSettingsView - rearrange GroupBoxes in 'Left Panel' tab
2019-06-18 19:52:20 -05:00
John Colvin
8594708073
LadderVM.get_save_state - null check for order_properties_vm
2019-06-18 18:47:24 -05:00
John Colvin
ac4cdc0e2d
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-18 18:09:08 -05:00
John Colvin
c66dfdaf27
LadderSettingsView - add 'Auto Clear' value checkbox, minor style tweaks
2019-06-18 18:00:18 -05:00
Michael Harding
83c432d8e2
Merged in SP-34-loss_limit_admin (pull request #268 )
...
SP-34: Add Loss Limit to Spark Admin
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 21:25:47 +00:00
Pedro Pinto
dcd42367e1
Updated release notes.
2019-06-18 17:14:55 -04:00
Jake Norbut
1fd4212a4e
Merged in mini_ob_perf (pull request #266 )
...
mini-ob - delaying popup Child control creation until approparite button is actually clicked
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 21:12:13 +00:00
Pedro Pinto
aa5b88e1a2
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-06-18 17:07:16 -04:00
Pedro Pinto
3f86968937
Rejected stop and stop limit orders until we can fix them.
2019-06-18 17:06:55 -04:00
Kevin Darby
0385376d04
Merged in fix_auth_tests (pull request #267 )
...
fix auth tests
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 20:55:38 +00:00
Kevin Darby
914ec09b4f
fix auth tests
2019-06-18 16:44:54 -04:00
Michael Harding
6a4930767b
SP-34: Add Loss Limit to Spark Admin
2019-06-18 16:32:14 -04:00
Kevin Darby
fd106559da
Merged in key_codes (pull request #253 )
...
RTM: Key codes
2019-06-18 20:16:31 +00:00
Pedro Pinto
a1270fb928
Updated release notes.
2019-06-18 16:15:49 -04:00
John Colvin
1f8b0bf1e6
in profile settings dialog, revert restores the 'persisted' profile (not necessarily the same value from when the dialog was opened)
2019-06-18 15:03:55 -05:00
John Colvin
292acd64e6
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-18 14:44:26 -05:00
John Colvin
453f70259a
AlgoID.from_algo_key was losing dynamic type name
2019-06-18 14:24:44 -05:00
John Colvin
18a80516d5
SPARK-2489 / SPARK-2499 eliminate 'window specific settings,' treat all props like regular settings
2019-06-18 14:24:43 -05:00
Kevin Darby
685e69adcc
Merge branch 'key_codes' of bitbucket.org:bluetradesys/spark into span
2019-06-18 15:21:10 -04:00
Kevin Darby
1ebd0e8d62
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-18 15:08:13 -04:00
Kevin Darby
c09ef31061
Added a warning message and facility to allow concurrent logins in a keycode
2019-06-18 15:07:08 -04:00
John Colvin
613ba8004d
LadderView - make Min/MaxZoomFactor consts (were StaticResources)
2019-06-18 13:55:08 -05:00
John Colvin
a1ffc24ed9
LadderVM - size_calculator uses shared settings subscription
2019-06-18 13:55:07 -05:00
John Colvin
c40055dd2f
SPARK-2493 Add multiple profiles for ladder settings
2019-06-18 13:55:07 -05:00
Jake Norbut
163b77ff84
mini-ob - delaying popup Child control creation until approparite button is actually clicked
2019-06-18 13:29:49 -05:00
Pedro Pinto
1b1129320a
Merged in SP-22-expose-hidden-badge-facility-in-ap (pull request #265 )
...
RTM. SP-22 expose hidden badge facility in ap
Approved-by: Taha Afzal <taha.afzal@bluetradesys.com >
2019-06-18 17:39:21 +00:00
Kevin Darby
589476eb02
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-18 13:34:06 -04:00
Taha Afzal
fe2b167fd5
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-18 12:06:23 -04:00
Pedro Pinto
fd0e1dfb0e
Updated release notes.
2019-06-18 12:01:09 -04:00
Pedro Pinto
e95eb4a749
Merged with master
2019-06-18 11:59:30 -04:00
Michael Harding
8fb13bd3c3
Merged in spreader_lean_qty (pull request #264 )
...
Spreader lean qty
2019-06-18 14:17:21 +00:00
Jake Norbut
9cfa229b04
Merged in SPARK-2519 (pull request #262 )
...
RTM - mini ob - select/unselect all checkbox in header
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 14:10:06 +00:00
Jake Norbut
72e7901145
Merged in SPARK-2509 (pull request #260 )
...
RTM - SPARK-2509 - distinguish buy and sell better in fills window
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-18 14:09:25 +00:00
Michael Harding
c2788e4d61
Harden wait_for_orders_service_ready
2019-06-18 09:58:54 -04:00
Michael Harding
0b5d2bd4dc
Fix null security Id
2019-06-18 09:58:08 -04:00
Jake Norbut
98006a07e8
PR - refactoring - eliminating init_brush in favor of implicit BTSColor to frozen Brush operator
2019-06-18 08:04:15 -05:00
Jake Norbut
420273b861
Merge branch 'SPARK-2509' of bitbucket.org:bluetradesys/spark into SPARK-2509
2019-06-18 07:53:34 -05:00
Jake Norbut
09ed017bf2
BTSColors - no need to explicity freeze when we have an implicit operator that can do so, thx Eric
2019-06-18 07:52:55 -05:00
Taha Afzal
04fbcc49b1
Merge branch 'SPARK-2506_qho_ib_2' of bitbucket.org:bluetradesys/spark into SPARK-2506_qho_ib_2
2019-06-17 18:18:49 -04:00
Taha Afzal
32229e3236
removing the hard coded values now that it is hooked to the ui
2019-06-17 18:18:41 -04:00
Kevin Darby
e9f61dc3c0
added get_excess_liquidity_report rpc for adminui
2019-06-17 18:15:05 -04:00
Jake Norbut
f13949ed0f
removing Minimum property on ShowQuantity template
2019-06-17 16:49:16 -05:00
Kevin Darby
f329470165
added spreadsheet to help test span
2019-06-17 16:49:21 -04:00
Jake Norbut
f2b7e692f8
ShowQuantity param now defaults to 1 and the associated TickUpDownUint has a min of 1 as well
2019-06-17 14:49:39 -05:00
Jake Norbut
2cff906c5f
adding minimum maximum properties to TickUpDownUint; adding uint overload for within_range
2019-06-17 14:47:48 -05:00
Jake Norbut
f711715350
don't allow parameter modification unless the checkbox is checked
2019-06-17 14:43:28 -05:00
Pedro Pinto
8116700737
Updated release notes.
2019-06-17 14:31:39 -04:00
Pedro Pinto
f902f163de
Merge branch 'master' into SPARK-2509
2019-06-17 14:30:33 -04:00
Pedro Pinto
d06bef463b
Merged SP-42-manual-fills-should-not-go-into-so into master
2019-06-17 14:07:02 -04:00
Pedro Pinto
38db7b28e0
Updated manual test.
2019-06-17 14:05:11 -04:00
Taha Afzal
e76a72e3e6
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-17 13:37:48 -04:00
John Colvin
485991b046
LadderSettingsVM - assume algos in settings proto exist (avoid 'deleting' favs when create is called before first algo-TableUpdate arrives)
2019-06-17 12:32:57 -05:00
Michael Harding
63cd653ffd
Merged master into spreader_lean_qty
2019-06-17 13:10:59 -04:00
Michael Harding
cb0ec5f3b9
match sparkdata discovery
2019-06-17 13:08:59 -04:00
Taha Afzal
64e7921280
Lean Algo hides its badge once it has fired
2019-06-17 13:07:16 -04:00
Michael Harding
e5d31d3c89
match sparkdata discovery, remove use_onixs: false
2019-06-17 12:58:21 -04:00
Jake Norbut
219da9b22a
mini ob - select/unselect all checkbox in header
2019-06-17 11:50:43 -05:00
Pedro Pinto
b3bff8ecc3
Updated release notes.
2019-06-17 11:02:01 -04:00
Pedro Pinto
c1fb53ff06
Merge branch 'master' into SP-42-manual-fills-should-not-go-into-so
2019-06-17 11:01:11 -04:00
Michael Harding
220af155a9
Merged in Documentation (pull request #259 )
...
Move system requirements to Docs
2019-06-17 14:58:07 +00:00
Pedro Pinto
e7286e305d
Updated release notes.
2019-06-17 10:57:33 -04:00
Pedro Pinto
770b857f90
Merge branch 'master' into Documentation
2019-06-17 10:56:35 -04:00
Jake Norbut
4b9e4b25c7
Merged in miniob_vnext (pull request #258 )
...
Mini OrderBook client demo feedback
2019-06-17 14:53:50 +00:00
Pedro Pinto
0f87973ee2
Updated release notes.
2019-06-17 10:53:22 -04:00
Pedro Pinto
b6790aa7f5
Merge branch 'master' into miniob_vnext
2019-06-17 10:44:57 -04:00
Kevin Darby
d7d319f1e3
fixed span timing
2019-06-17 10:43:27 -04:00
Pedro Pinto
6adbfda6c4
Merged in SP-40-cover-should-be-more-decoupled-fro (pull request #261 )
...
RTM. SP-40 cover should be more decoupled fro
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-17 14:42:51 +00:00
Pedro Pinto
fef5b4edaa
Updated release notes.
2019-06-17 10:42:05 -04:00
Pedro Pinto
e8cccdb1c0
Changed manual fills to show in day rather than SOD.
2019-06-17 10:15:52 -04:00
Pedro Pinto
19dc7f8915
Fixed a bug in visibiliy control API and changed Join to hide itself
2019-06-17 09:59:03 -04:00
Pedro Pinto
69f61757c4
Added API support for ladder visibility control.
2019-06-17 09:47:02 -04:00
Taha Afzal
cddadcb278
PositionService exposes new streaming calls pnl_data and pnl_account_data to get detailed and summary pnls
2019-06-16 22:02:16 -04:00
John Colvin
666765ffbb
LadderSettingsVM implements IObservable<LadderSettings>
2019-06-16 20:43:57 -05:00
John Colvin
82a9b4521a
DisposableViewModelBase - in subscribe(), use the _property_changed_demuxer via the property (which lazily inits the backing)
2019-06-16 20:33:35 -05:00
John Colvin
7c329ceebe
DisposableViewModelBase - initialize '_observable_properties' lazily in property getter
2019-06-16 20:33:35 -05:00
Kevin Darby
419833d398
slight timing issue with span
2019-06-14 18:10:41 -04:00
Jake Norbut
0f88144fd6
adding new ShowQuantity Enabled + Quantity models
2019-06-14 14:55:15 -05:00
Jake Norbut
abe35bddf0
adding ShowQuantity (and params)
2019-06-14 14:54:22 -05:00
Jake Norbut
cd262cd66c
Adding Show Quantity ParameterSection
2019-06-14 14:52:59 -05:00
Jake Norbut
0133cc8aa5
Adding ShowQuantity Defaults
2019-06-14 14:52:23 -05:00
Pedro Pinto
66d05c63af
Made cover cancel behaviour parameterizable.
...
This implements the server side only, the UI does not expose this
configuration so effectively the behaviour right now is
hard-coded until we get around to adding the UI.
2019-06-14 14:25:04 -04:00
Kevin Darby
9883553fb5
MarginService
2019-06-14 11:21:09 -04:00
Pedro Pinto
bc3ab563bf
Changed Cover to detach its hedges when canceled.
2019-06-14 10:58:33 -04:00
Pedro Pinto
ed23bc7e2b
Enhanced the API to allow algos to implement custom cancel handling
2019-06-14 10:50:34 -04:00
Pedro Pinto
3dda3e7f75
Allow cover order to continue even if hedgding child is canceled.
2019-06-14 10:44:38 -04:00
Pedro Pinto
ff461d42b8
Merge branch 'master' into prod
2019-06-14 10:13:40 -04:00
Jake Norbut
d678d202c1
PR rename on_row_updated
2019-06-14 09:04:09 -05:00
Jake Norbut
ad0b1756b1
PR rename on_row_unselected
2019-06-14 09:03:07 -05:00
Jake Norbut
f34f718c72
PR rename on_row_selected
2019-06-14 09:02:24 -05:00
Jake Norbut
213fb1de59
PR refactoring cancel
2019-06-14 09:00:30 -05:00
Jake Norbut
e8d799a0f6
PR refactoring detach
2019-06-14 09:00:17 -05:00
John Colvin
bef46390be
ContractPickerPopup - remove automatic Header binding, so callers may override it
2019-06-13 16:54:42 -05:00
Kevin Darby
be5d037ca9
span works again
2019-06-13 17:52:47 -04:00
Jake Norbut
4edd804b3c
forgot to remove this when I took the resource out
2019-06-13 16:15:22 -05:00
Jake Norbut
86733747f1
getting rid of the ListBoxItem template and just going with the converter
2019-06-13 15:58:40 -05:00
Jake Norbut
5202300fb1
ActualWidth for total visible width down in the HighPerformanceRow per John
2019-06-13 15:58:12 -05:00
Taha Afzal
21f5fd919d
Changes in the API for Loss Limit and new parameter in the account to enforce that limit
2019-06-13 15:37:43 -04:00
Jake Norbut
7aae61decd
Cleanup related to new RenderTextColumn func; deleting classes, etc
2019-06-13 14:14:45 -05:00
Jake Norbut
64f78e6077
RenderColumn now accepct a Func for background brush
2019-06-13 14:11:53 -05:00
Jake Norbut
318ea5909c
adding new brushes to be references from xaml; misc helper function
2019-06-13 13:32:29 -05:00
Jake Norbut
83190b437a
defining a new RowStyle for the fills grid that uses a converter based on side
2019-06-13 13:31:33 -05:00
Michael Harding
5a54b37af7
Move system requirements to Docs
2019-06-13 13:07:42 -04:00
Michael Harding
12dd3909bf
Fix documentation deploy
2019-06-13 12:49:13 -04:00
Michael Harding
64fd8addb2
Update Lean qty factor shell script
2019-06-13 09:38:11 -04:00
John Colvin
5ddb0f92ea
ObservantCommand impl was not updating 'CanExecute'
2019-06-13 00:26:05 -05:00
John Colvin
69f3f1f467
normalize line endings in Converters.xaml (why does it feel like i've done this before?)
2019-06-12 23:47:26 -05:00
John Colvin
be42f9e583
general purpose ToolBar view
2019-06-12 23:46:50 -05:00
John Colvin
6d069f5174
added ListExtensions.WrapSkip() (returns an IList impl that skips the first n items in the source list)
2019-06-12 23:46:14 -05:00
John Colvin
7a31adcc1e
added DictionaryHelper.key_comparer<TKey, TValue>()
2019-06-12 23:45:52 -05:00
John Colvin
512175966d
KeyedStyleSelector._try_get_item_key returns false if key is found but null
2019-06-12 23:45:19 -05:00
John Colvin
67de7c5a33
clean up Spark.csproj
2019-06-12 23:44:52 -05:00
John Colvin
8add53a559
move/rename 'WindowSettingsDialogVM' -> 'ShellSettingsDialogVM'
2019-06-12 23:44:18 -05:00
John Colvin
3e7e572763
move/rename 'SimpleGridSettingsDialog' -> 'ShellSettingsDialog'
2019-06-12 23:43:43 -05:00
Kevin Darby
159e8fba23
beginnings of span, should't be long
2019-06-12 18:17:09 -04:00
Jake Norbut
0d020e9821
updating manual test
2019-06-12 14:48:36 -05:00
Michael Harding
4490ac303e
SPARK-2438: Lean Qty test
2019-06-12 15:41:16 -04:00
Jake Norbut
fb1d70b08c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into miniob_vnext
2019-06-12 14:02:56 -05:00
Jake Norbut
c2f6b01567
debugging comment
2019-06-12 10:54:24 -05:00
Jake Norbut
4a758c7554
misc comment cleanup, line endings or something
2019-06-12 10:54:02 -05:00
Jake Norbut
5c79a08f0e
popup close event no longer messes with selected_rows
2019-06-12 10:53:15 -05:00
Jake Norbut
4b7adbe0c9
adding tooltip to update button
2019-06-12 09:59:48 -05:00
Jake Norbut
164c88fa60
popup debug comments
2019-06-12 09:56:03 -05:00
Jake Norbut
b57d6cce85
select/unselect me only needs to manipulate row.is_selected now
2019-06-12 09:52:22 -05:00
Jake Norbut
e47706eb1b
guaranteeing on_updating is hooked up to only a single callback; this was a major pain to debug, thx john
2019-06-12 09:49:00 -05:00
Jake Norbut
c2e91b03f6
Adding similar IsSelected setter to main OB just in case ...
2019-06-12 09:40:35 -05:00
Jake Norbut
114c9f3c27
Adding resurrected check column back to mini ob, bound to is_selected
2019-06-12 08:28:56 -05:00
Jake Norbut
40805be11e
Bringing back the check column in case of SelectionHighlight shenanigans
2019-06-12 08:27:39 -05:00
Jake Norbut
b21cd840c2
The first time I met the blues, I was losing my SelectionHighlight; too beat down to remove this Setter that was added over many hours of debugging
2019-06-12 08:23:55 -05:00
Jake Norbut
4854a06eda
fix SelectionHighlight databinding expression in mini ob
2019-06-12 08:12:48 -05:00
Jake Norbut
44e7cfb4a5
setting is_selected and clearing selected_rows when update popup closes
2019-06-11 14:06:08 -05:00
Jake Norbut
a7da930e69
synchronize selected_rows with _un/select_me()
2019-06-11 14:02:23 -05:00
Jake Norbut
d64df27188
don't change is_selected state here b/c it leads to discrepancies when attaching/updating
2019-06-11 12:27:51 -05:00
Jake Norbut
93534eb801
changing row selection while in change breaks the main ob
2019-06-11 10:57:07 -05:00
Taha Afzal
d1b2dbd688
Hiding the QHO badge
2019-06-11 08:59:52 -04:00
Taha Afzal
bebe0c2478
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-10 20:36:05 -04:00
Taha Afzal
61126fb3d5
QHO order qty's are contrained by the show qty now
2019-06-10 20:32:15 -04:00
John Colvin
0af5b78318
Merged in SPARK-2489-ladder-settings (pull request #257 )
...
RTM SPARK-2489 ladder settings
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-10 21:31:24 +00:00
Pedro Pinto
c652032ddf
Updated release notes.
2019-06-10 17:27:46 -04:00
John Colvin
7bd868b753
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-10 15:23:58 -05:00
John Colvin
1bc4510862
LadderSettingsView - touch up 'Market Price And Size Display' tab
2019-06-10 15:12:38 -05:00
Kevin Darby
e452413b92
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-10 16:04:43 -04:00
Taha Afzal
b0886f6b3d
First check in, needs to be retofitted to QHO now
2019-06-10 15:58:10 -04:00
Kevin Darby
62c7886807
used os::host_ips()
2019-06-10 15:57:53 -04:00
John Colvin
b1fb964648
Merged in SPARK-2508-fills-symbol-column (pull request #256 )
...
RTM SPARK-2508 fills symbol column
2019-06-10 19:45:37 +00:00
Pedro Pinto
ee19f7c7da
Updated release notes.
2019-06-10 15:44:00 -04:00
Jake Norbut
a0bf7779f5
mini ob - changes from John; closer to working but not yet, likely related to mark_commited/revert not getting wired up/called
2019-06-10 14:35:06 -05:00
John Colvin
cd41632b53
LadderSettingsView - touch up 'Order Quantities' tab
2019-06-10 14:27:54 -05:00
Kevin Darby
95a5791867
Jake was worried about using the same keycode for multiple servers. To combat this I look at ifconfig for
...
an ip to appear on the list that matches what is optionally encoded in the keycode
2019-06-10 14:51:07 -04:00
John Colvin
ecd384501e
align LadderSettingsView (content in settings dialog) with hamburger button
2019-06-10 12:22:05 -05:00
John Colvin
0483460ac9
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-10 12:00:08 -05:00
Michael Harding
666bd07411
Merge branch 'master' into spreader_lean_qty
2019-06-10 12:56:44 -04:00
John Colvin
0bc24fa7b7
SPARK-2508 Fills - add 'Symbol' column
2019-06-10 11:48:09 -05:00
Kevin Darby
af365177d0
PR feedback and a manual test
2019-06-10 12:46:37 -04:00
John Colvin
ac60a1447e
stack FillsView.Columns enum values vertically (easier to merge column changes)
2019-06-10 11:32:35 -05:00
Kevin Darby
e8b5d4f8fd
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-10 12:00:06 -04:00
Pedro Pinto
0ff4624778
Updated release notes.
2019-06-10 11:05:59 -04:00
Taha Afzal
ab04b4afab
Merged in SPARK-2505_qho_ib_1 (pull request #254 )
...
RTM
2019-06-10 15:02:57 +00:00
Taha Afzal
ac226ddd3b
Merged in SPARK-2488-LeanAlgoBug (pull request #255 )
...
RTM
2019-06-10 14:36:18 +00:00
Pedro Pinto
0223e43aa2
Updated release notes.
2019-06-10 10:20:51 -04:00
John Colvin
73e5cfdada
Merged in SPARK-2481-fills-filter-fix (pull request #249 )
...
SPARK-2481 fills filter fix
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-10 14:19:31 +00:00
Eric Harding
33b4b88af1
For some strange reason the gregorian calender does not start counting days at 0. Maybe 0 hadn't been invented yet.
2019-06-10 10:12:44 -04:00
Pedro Pinto
12f4b4b25b
Merged with master
2019-06-10 08:49:56 -04:00
Taha Afzal
7fd8eeb1ff
Merge branch 'master' into spreader_show_qty
2019-06-10 08:37:32 -04:00
Taha Afzal
96cacb8bb9
qho's were reporting their cancelled state twice, which was causing the spreader to cancel it
2019-06-09 21:16:41 -04:00
John Colvin
300a1ed17f
SPARK-2481 filtering in fills window is badly broken (2nd take)
2019-06-07 23:06:14 -05:00
John Colvin
1a0836ca6d
RXCollection.connect - always assign local table in callback
2019-06-07 20:41:04 -05:00
Kevin Darby
cb157dbce1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-07 18:15:26 -04:00
Jake Norbut
88908543e1
Merged in SPARK-2165 (pull request #244 )
...
RTM - Ladder Settings - hide net change group setting for synthetic ladders
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-07 21:26:37 +00:00
Pedro Pinto
80c9b6a534
Merged with master
2019-06-07 17:26:05 -04:00
Pedro Pinto
f6282c0676
Updated release notes
2019-06-07 17:20:17 -04:00
Jake Norbut
370b4bcde9
coording root row with selected params mon
2019-06-07 16:19:16 -05:00
Jake Norbut
6756b23104
miniob - attach and update select the row if they're not already selected
2019-06-07 16:17:42 -05:00
Jake Norbut
c5f7ee0ed3
reassigning the miniob update button to the update_command property so select the row if it's not already selected
2019-06-07 16:16:27 -05:00
Pedro Pinto
02fe83f20b
Merge branch 'master' into SPARK-2165
2019-06-07 17:15:18 -04:00
John Colvin
84d666c29c
Merged in SPARK-2476-OB-KeyNotFoundException (pull request #248 )
...
RTM: SPARK-2476 OB _get_legs KeyNotFoundException
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-06-07 21:14:14 +00:00
Jake Norbut
16eeddec7d
OperableHierarchicalCollectionModel - fixing get_parent
2019-06-07 16:10:17 -05:00
Pedro Pinto
147e43b464
Merged with master
2019-06-07 16:58:35 -04:00
Pedro Pinto
b909a6062e
Updated release notes
2019-06-07 15:58:32 -04:00
Pedro Pinto
421b3af6a7
Merge branch 'master' into SPARK-2481-fills-filter-fix
2019-06-07 15:54:05 -04:00
Pedro Pinto
46a340d493
Merged in fix-fill-accounting (pull request #251 )
...
RTM. Fix fill accounting
2019-06-07 19:52:02 +00:00
Pedro Pinto
3cc7d76a1b
Merged with master
2019-06-07 15:49:10 -04:00
Jake Norbut
5123b928f2
Merged in SPARK-2480 (pull request #247 )
...
RTM - SPARK-2480 - fixing Composite order type showing in root algo
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-07 19:40:43 +00:00
Pedro Pinto
c2631e3257
Merged with master
2019-06-07 15:16:34 -04:00
John Colvin
445bbb10f5
LadderSettingsView - normalize spacing
2019-06-07 13:42:27 -05:00
John Colvin
70c006f797
SPARK-2489 / SPARK-2502 move 'Alternate Order Qty' into 'Order Quantities' tab
2019-06-07 13:42:27 -05:00
Pedro Pinto
685181ae28
Merge branch 'fix-fill-accounting' of bitbucket.org:bluetradesys/spark into fix-fill-accounting
2019-06-07 13:50:58 -04:00
Pedro Pinto
929492c2f0
Made Limiter more robust for orders with undiscovered securities.
2019-06-07 13:50:44 -04:00
Pedro Pinto
be023ff6cb
Made Limiter more robust for orders with undiscovered securities.
2019-06-07 13:21:06 -04:00
Jake Norbut
307d3d9466
eliminating new mini ob checkbox col and just operating based off of the standard diygrid selected_rows
2019-06-07 10:33:26 -05:00
John Colvin
3a5810d8ac
LadderGridHost.OnMouseDown impl should return after handling middle click
2019-06-07 10:12:10 -05:00
Jake Norbut
9ba2ba1d75
refactoring modify_selected_orders to accept a IEnumerable>OrderBookRowVM>; creating a new command for minob that iterates over checked orders to modify
2019-06-07 09:25:25 -05:00
John Colvin
29c772cbb6
SPARK-2489 / SPARK-2501 rename 'Add Size' -> 'Add Quantity'
2019-06-06 23:41:45 -05:00
John Colvin
0b03180c4d
SPARK-2489 / SPARK-2500 rename 'Size Presets' -> 'Order Quantities'
2019-06-06 23:39:02 -05:00
John Colvin
1518906b7f
SPARK-2489 / SPARK-2498 remove 'Order Badge Style' option
2019-06-06 23:35:45 -05:00
John Colvin
31fe708907
touch up LadderSettingsView
2019-06-06 23:35:37 -05:00
John Colvin
4b2f39c536
LadderSettingsView - drop 'Show/Hide' from 'Advanced' hyperlinks
2019-06-06 22:42:55 -05:00
John Colvin
040960d33b
SPARK-2489 / SPARK-2495 merge 'Volume Display' tab into the 'Ladder Columns' tab
2019-06-06 19:31:36 -05:00
Taha Afzal
a4d63a1421
this should fix the confusion
2019-06-06 19:13:46 -04:00
Kevin Darby
a28d5883f7
better to zero out the market data if not entitled so they don't trade off of it
2019-06-06 17:19:35 -04:00
Kevin Darby
8a1d49733e
keycodes work, need some documentation
2019-06-06 16:40:32 -04:00
Kevin Darby
0da6b2cc3e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-06 16:40:05 -04:00
Michael Harding
2fd8c39888
Merge branch 'spreader_lean_qty' of bitbucket.org:bluetradesys/spark into spreader_lean_qty
2019-06-06 16:01:56 -04:00
Michael Harding
eb97fd045a
SPARK-2438: spreader_lean_qty_factor test setup
2019-06-06 16:01:16 -04:00
Michael Harding
a07bc152d1
SPARK-2438: init spreader_lean_qty_factor test
2019-06-06 16:01:16 -04:00
Michael Harding
aef8e2dbb1
spell check manual tests
2019-06-06 16:01:16 -04:00
Jake Norbut
3f245cd886
SPARK-2497 - mini ob mass detach
2019-06-06 14:20:00 -05:00
Jake Norbut
570f85377a
part of SPARK-2485 - miniob - update buttons not visible unless leaf under control of an algo
2019-06-06 14:00:06 -05:00
Kevin Darby
8afb35e564
don't compile crypto on win
2019-06-06 14:54:33 -04:00
Jake Norbut
a38a6057e0
part of SPARK-2485 - mini ob only shows exchange orders + spreader rows
2019-06-06 13:32:48 -05:00
John Colvin
dcd8984b33
SPARK-2489 / SPARK-2494 rename 'Column Settings' tab 'Ladder Columns'
2019-06-06 12:35:09 -05:00
Kevin Darby
6647b28a9f
keycode generation, encrypt, decrypt works
2019-06-06 13:30:54 -04:00
Pedro Pinto
baac6a893d
Re-directed SecurityDB's expiration to securities::expiration
2019-06-06 11:14:56 -04:00
Pedro Pinto
df681ca209
Removed duplicate declaration.
2019-06-06 11:03:36 -04:00
Jake Norbut
21b34434ef
Merged in SPARK-2464 (pull request #233 )
...
RTM - SPARK-2464 - ladder cursor provides visual feedback when middle clicking over bid ask cols
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-05 21:57:43 +00:00
Pedro Pinto
0c17dbb55b
Updated release notes.
2019-06-05 17:57:11 -04:00
Pedro Pinto
fd6c6a3055
Merge branch 'master' into SPARK-2464
2019-06-05 17:52:29 -04:00
Pedro Pinto
259355d629
Updated release notes.
2019-06-05 17:51:22 -04:00
Michael Harding
c6c2d3448d
Merged in net_contracts_fix (pull request #250 )
...
RTM. Fix lazyview updating net cotracts
2019-06-05 21:49:54 +00:00
Eric Harding
f860649996
Merged in SPARK-2472-rerun (pull request #245 )
...
RTM. SPARK-2472 rerun
* SPARK-2482 - End Jake's left handed discrimination
* SPARK-2472 add * to our order size
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-05 21:43:03 +00:00
Pedro Pinto
05c3c97713
Hid fills for expired securities.
2019-06-05 17:11:14 -04:00
Pedro Pinto
f3be277484
Fixed limits double counting of spread leg fills
2019-06-05 17:10:16 -04:00
Jake Norbut
fb314f0eb1
SPARK-2491 - mass cancel
2019-06-05 14:01:47 -05:00
John Colvin
0ba311788c
DIYGridRowsManager - expose fills/sort manager methods, so callers don't need to hang on to fills/sort manager references
2019-06-05 11:35:32 -05:00
John Colvin
341eda5962
FillsVM - rows does not need to be an OperableCollection (just a regular ObservableCollection)
2019-06-05 11:35:32 -05:00
John Colvin
3398bb5b86
FillsVM - remove unusued field '_active_comparers'
2019-06-05 11:35:28 -05:00
John Colvin
dc7cacc126
get rid of hashset-vs-array optimization (doesn't actually help)
2019-06-05 10:59:43 -05:00
John Colvin
6d3d4e1f56
SPARK-2481 Filtering in fills window is badly broken
2019-06-04 18:57:36 -05:00
John Colvin
433b1abecd
abstract out OrderBookFilterStates.build_predicate method for generic use
2019-06-04 18:55:41 -05:00
John Colvin
4544180c5f
move 'FillsStartupData' into its own file, change typename to 'FillsSettings'
2019-06-04 18:54:43 -05:00
John Colvin
5722fcffc3
SPARK-2476 OB _get_legs KeyNotFoundException
2019-06-04 16:08:47 -05:00
Jake Norbut
f1880615b1
SPARK-2480 - fixing a particular overload of the OrderSecurity constructor (root_* specific)
2019-06-04 14:08:46 -05:00
Jake Norbut
e60f5678ec
PR nits from chat
2019-06-04 10:22:10 -05:00
Pedro Pinto
e9a70e51e4
Merged with master
2019-06-04 10:40:56 -04:00
Jake Norbut
e98d18a5aa
Merged in SPARK-2482 (pull request #243 )
...
RTM - SPARK-2482 - Ladder middle click change - middle click recentering is back; alt + middle click now brings up mbo popup
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-04 14:35:16 +00:00
Pedro Pinto
513cc248b8
Updated release notes and added shift+middle click to trigger MBO
...
(Alt+Middle Click doesn't work very well on the linux rdesktop client)
2019-06-04 10:33:54 -04:00
Pedro Pinto
c024095f75
Merged master
2019-06-04 10:02:19 -04:00
Pedro Pinto
3e5eb80a7c
Updated release notes
2019-06-04 09:57:59 -04:00
Eric Harding
942dc1640e
Merged in SPARK-2472 (pull request #242 )
...
RTM: 🏭 SPARK-2472 - our orders are hard to identify
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-06-04 13:17:29 +00:00
Pedro Pinto
b5c3abb782
Merged from prod
2019-06-04 09:15:36 -04:00
Pedro Pinto
3478d1ad52
Updated release notes.
2019-06-04 09:14:10 -04:00
Pedro Pinto
d54e9233d1
Improved comment.
2019-06-04 09:12:11 -04:00
Jake Norbut
e94759cd89
Ladder Settings - hide net change group setting for synthetic ladders
2019-06-03 15:47:54 -05:00
Jake Norbut
b58da4a20e
SPARK-2482 - Ladder middle click change - middle click recentering is back; alt + middle click now brings up mbo popup
2019-06-03 12:43:44 -05:00
Jake Norbut
8426399a23
SPARK-2479 - bug introduced in 8dd0709; Contract Pickers launched via the Security Picker Daemon now close on cancel button being pressed
2019-06-03 12:11:17 -05:00
Kevin Darby
8a965d41ff
keycodes. boost stil can't handle dates
2019-05-30 18:24:24 -04:00
Eric Harding
9b2f41c805
SPARK-2472 our orders are hard to identify in mbo
2019-05-30 17:00:09 -04:00
Eric Harding
15f96dda3e
Fix mbo command line diagnostic utility
2019-05-30 16:02:07 -04:00
Michael Harding
a9d5c17d63
Merged master into spreader_lean_qty
2019-05-30 14:43:53 -04:00
Michael Harding
715b629778
Set use_onixs to false; for system tests
2019-05-30 12:04:21 -04:00
Eric Harding
dd82d127ea
Merged in shell_crash_empty_size (pull request #241 )
...
RTM: Fix for shell able to send 0 size orders
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-29 21:37:27 +00:00
Pedro Pinto
f97e22d6eb
Updated release notes.
2019-05-29 17:31:34 -04:00
Eric Harding
f9e04ee28c
Fix for shell able to send 0 size orders
2019-05-29 17:31:24 -04:00
Pedro Pinto
1ce00ca13d
Fixed simulator's handling of 0 sized quantities.
2019-05-29 17:27:08 -04:00
Jake Norbut
3b9c2f5d70
adding a try/catch around the leg lookup
2019-05-28 16:58:27 -05:00
Pedro Pinto
5cd2dfec18
Fixed PIQ in GLBX Icerberg, fixed handling of stop limit.
2019-05-28 16:26:16 -04:00
Jake Norbut
31b2ba9165
PR suggestion - if statement readability
2019-05-28 14:38:27 -05:00
Jake Norbut
2b1b1f1681
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2464
2019-05-28 13:23:17 -05:00
Pedro Pinto
4427b02d8d
_index.md edited online with Bitbucket
2019-05-28 16:11:11 +00:00
Jake Norbut
dcd3921379
Merged in SPARK-2460 (pull request #238 )
...
RTM - SPARK-2460
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-05-28 15:59:45 +00:00
Jake Norbut
bd156ecbed
fix merge
2019-05-28 10:58:02 -05:00
Eric Harding
02f5731e1d
Merged in SPARK-2462 (pull request #235 )
...
RTM: SPARK-2462 QueryServer crash
2019-05-28 15:54:15 +00:00
Jake Norbut
7e75a71898
check root algo's can_expand to see if we should draw Cursor.No
2019-05-28 10:47:11 -05:00
Eric Harding
798c4dcd49
Merged in SPARK-2194 (pull request #236 )
...
RTM: SPARK-2194 synthetic book display needs more digits
2019-05-28 15:29:29 +00:00
Jake Norbut
7e47d7f8a5
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2464
2019-05-28 10:08:14 -05:00
Pedro Pinto
260ca06cde
Merged in pnt_nits (pull request #240 )
...
RTM. PnT work.
2019-05-28 14:57:57 +00:00
Michael Harding
7d75d87e6b
Merge branch 'master' into key_codes
2019-05-28 09:45:17 -04:00
Michael Harding
f13a3325bc
Add Crypto
2019-05-28 09:44:29 -04:00
Jake Norbut
8615adb564
piq column to be instantiated with Right HorizontalAlignment
2019-05-28 08:18:03 -05:00
Pedro Pinto
ab15d9d348
Merge branch 'master' into pnt_nits
2019-05-28 08:52:02 -04:00
Pedro Pinto
9540a15585
Updated release notes and fixed bug that brought Haris down.
2019-05-28 07:06:39 -04:00
Taha Afzal
e8a467d5f1
1.Position limit check for QHO and 2. QHO crash for rejected orders
2019-05-27 16:03:44 -04:00
John Colvin
567c18f325
ManualFills - hardcode min width to 466 (hides horizontal scrollbar when window first opens)
2019-05-24 17:35:05 -05:00
John Colvin
270ab9c3f1
change 'row' to 'fill' in ImportConflicts view
2019-05-24 16:59:26 -05:00
John Colvin
9a9024c2c0
OrderBookView - order params/ladder grid splitter should be horizontally stretched (was only 5 pixels wide)
2019-05-24 16:58:52 -05:00
John Colvin
45a5049a2d
fix typeo ('or' conditions should be in parenthesis)
2019-05-24 16:58:52 -05:00
Jake Norbut
8b17911da0
refining pnl test
2019-05-24 15:45:28 -05:00
Taha Afzal
61556eb534
'Algo->spreader is not sending the price over' is fixed
2019-05-24 16:43:56 -04:00
Pedro Pinto
b691dbae80
Merged from master
2019-05-24 14:05:46 -04:00
Pedro Pinto
f6be20ce8d
Updated release notes.
2019-05-24 14:02:06 -04:00
Pedro Pinto
68428ab89d
Ran clang format.
2019-05-24 13:59:31 -04:00
Pedro Pinto
12d54fdb31
Added manual test to validate spreader performance.
2019-05-24 13:58:59 -04:00
Pedro Pinto
366e13ef05
Fixes requoted performance regression introduced in commit e998edc
2019-05-24 13:56:37 -04:00
Jake Norbut
e94ef6a602
Adding PIQ column to OB (and mini); more OrderSecurityAlgoMeta to OrderSecurity param changes
2019-05-24 11:53:02 -05:00
Taha Afzal
5c22b43eb5
show qty added
2019-05-24 11:10:14 -04:00
Jake Norbut
3e7f145290
switching on_order_tuples over to OrderSecurity as well so that we can toggle back and forth if necessary via config between orders w/ no piq and with those with
2019-05-24 09:43:50 -05:00
John Colvin
748a99d4ef
SPARK-2425 Add day position to ladder
2019-05-23 20:22:17 -05:00
John Colvin
35b8c1e53f
Ladder - settings driven properties should share 1 subscription to the settings
2019-05-23 18:38:43 -05:00
Jake Norbut
123b690c6c
switch OB over to the new Observable, which means change use of OrderSecurtyAlgoMeta to OrderSecurity (which includes a piq)
2019-05-23 15:15:14 -05:00
Jake Norbut
38a65bd0e3
OrdersModel now includes an on_order_tuples_with_root_and_piq
2019-05-23 15:14:03 -05:00
John Colvin
1cb8c54225
SPARK-2454 Root algos show the incorrect color in the OB (and perhaps miniOB)
2019-05-23 14:04:18 -05:00
John Colvin
414833c0c5
normalize line endings in OrderBookSettings.cs
2019-05-23 14:03:02 -05:00
John Colvin
6cc4064cd3
normalize spacing in OrderBookRowVM.cs
2019-05-23 13:32:35 -05:00
Eric Harding
0fcdc9c493
Merged in SPARK-2474 (pull request #237 )
...
RTM: SPARK-2474 Improve mdp3 error message for missing feed_handler
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-23 15:32:56 +00:00
Eric Harding
0f967ae4cd
Bump up feed_engine default buffer to 256mb (support is using this as a default already)
2019-05-23 09:41:48 -04:00
Eric Harding
a232d738a0
Add instructions to error message
2019-05-23 09:40:40 -04:00
Eric Harding
3d3ac4e49f
SPARK-2474 Improve mdp3 error message for missing feed_handler
2019-05-23 09:24:29 -04:00
John Colvin
15a5abf1ad
SPARK-2465 Use ladder middle click on bid/ask to launch parameterized order
2019-05-22 20:56:32 -05:00
Eric Harding
76218fd35a
SPARK-2194 synthetic book display needs more digits
2019-05-22 17:35:10 -04:00
Pedro Pinto
d0370c5dc7
Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits
2019-05-22 16:11:34 -04:00
Pedro Pinto
b07700cdc7
Fixed some issues with position service and manual fill integration.
2019-05-22 16:11:13 -04:00
John Colvin
15de3bbfe9
SPARK-2456 GLBX Iceberg is a native order
2019-05-22 13:53:59 -05:00
John Colvin
8d2fa40dcc
ManualFills - change placeholder row id from Guid to long, to ensure sort order (so new rows always appear at the bottom)
2019-05-22 13:18:57 -05:00
Eric Harding
bced75ea50
Ubuntu 18.04 broke dev dns for mdreplay. Back to IP address.
2019-05-22 14:03:15 -04:00
Jake Norbut
b48accf1f9
only iterate over workspaces that contains windows
2019-05-22 12:59:54 -05:00
Pedro Pinto
3758ac6101
Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits
2019-05-22 13:52:21 -04:00
Pedro Pinto
ac45e9bdb2
WIP: manual fills in pos server.
2019-05-22 13:52:04 -04:00
John Colvin
769bad89a7
ManualFillsVM - placeholder rows weren't getting removed after they were persisted
2019-05-22 12:39:51 -05:00
John Colvin
7dc272506a
ManualFills - focus 'add row' popup when it opens (hooks up the 'OK' button to the enter key)
2019-05-22 12:19:06 -05:00
John Colvin
86c787efaf
ManualFills - make account field immutable for persisted rows
2019-05-22 11:42:19 -05:00
John Colvin
f917f581c3
SPARK-2469 add 'account_name' field to ManualFill protobuf
2019-05-22 11:03:25 -05:00
Pedro Pinto
ca1217cd64
_index.md edited online with Bitbucket
2019-05-22 14:59:05 +00:00
John Colvin
4ed4e2e5e4
Merged in backwards-compatibility (pull request #234 )
...
Backwards compatibility
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-05-22 14:57:09 +00:00
Jake Norbut
bb0171a2e4
preemptivly updating pnl test
2019-05-22 09:33:51 -05:00
John Colvin
88bf448e68
ICollectionView.subscribe_sorting_criterion extension was not notifying observers on subscribe
2019-05-21 22:25:36 -05:00
John Colvin
05a615038d
ManualFills - added 'Save Selected' spark command
2019-05-21 22:24:43 -05:00
John Colvin
51cfd0e5bb
ManualFillsVM initializes side to Buy' for new rows
2019-05-21 22:23:02 -05:00
John Colvin
d2ee575f19
set 'size' dropdown width in ManualFillsRowEditor
2019-05-21 22:09:58 -05:00
John Colvin
0b76ffb4f3
DragDropHelper.subscribe_drag_coordinates uses 'regular' mouse events (not 'preview')
2019-05-21 21:22:09 -05:00
John Colvin
0f9b93115a
ManualFills - don't access row_view.SortDescriptions in get_save_state, as it is invoked on main the thread (not the window's thread)
2019-05-21 21:17:56 -05:00
John Colvin
8cfc6a7591
normalize spacing in WPFExtensions.cs
2019-05-21 21:14:43 -05:00
John Colvin
9de2dd30bc
change ObservableAutoWrapper.connect 'target' arg to IList
2019-05-21 20:37:50 -05:00
John Colvin
38005e3266
change ManualFills launcher icon to match the one in the window title/tab
2019-05-21 20:25:24 -05:00
John Colvin
26ae70f432
fix ContractPickerPopup 'CloseOnCancel' behavior
2019-05-21 20:23:17 -05:00
John Colvin
f6ca8286ea
SPARK-2467 fix backwards compatibility bug in orderbook settings
2019-05-21 19:05:13 -05:00
John Colvin
ae471b07fa
SPARK-2466 fix backwards compatibility bug in fills settings
2019-05-21 18:56:59 -05:00
Eric Harding
e7cea797ba
Simplify append logi
2019-05-21 16:40:07 -04:00
Eric Harding
f16545dfaa
SPARK-2462 Expunge tbb::concurrent_vector
2019-05-21 16:29:23 -04:00
Jake Norbut
dcd62409f1
fixing merge
2019-05-21 15:22:54 -05:00
Eric Harding
11252b4300
Add concurrent test for swcv
2019-05-21 15:45:08 -04:00
Jake Norbut
90526a8bfd
SPARK-2464 - ladder cursor provides visual feedback when middle clicking over bid ask cols
2019-05-21 14:18:58 -05:00
Eric Harding
e815dade3a
Improve SingleWriterConcurrentVector perf (push_back 30-21ns, iterate(2us to 1.3us). Now iterates faster than tbb_concurrent_vector
2019-05-21 14:21:51 -04:00
John Colvin
576be7e961
ManualFillsView - enable mouse drag behavior in new row popup
2019-05-21 12:23:03 -05:00
John Colvin
407de320f6
PopupAdorner - implement MouseDrag behavior to move popup element around
2019-05-21 12:23:03 -05:00
Jake Norbut
bc0234a5e9
pnl refactoring - PnLCalculator class does nothing now, so remove it; note file still exists and has a differently named class therein
2019-05-21 10:58:23 -05:00
Jake Norbut
e1229186de
pnl refactoring - PnLModel didn't really do anything, so I remomed it
2019-05-21 10:45:59 -05:00
Jake Norbut
a3e00217a1
pnl refactoring - moving cpp lookup, fill immutable pnl and standard pnl caclulations into helper class
2019-05-21 10:45:59 -05:00
Eric Harding
07fa55d317
Fix settingsmanager crash
2019-05-21 10:32:34 -04:00
John Colvin
16f0beb3d8
ManualFills - added conf to switch between inline/modal transactions (default to modal)
2019-05-20 19:54:10 -05:00
John Colvin
d244c62c26
ManualFillsView - add 'size' column
2019-05-20 19:32:41 -05:00
John Colvin
44730204a5
fix PropertyChangedDemuxer.PropertyChannel bug on dispose
2019-05-20 19:03:20 -05:00
John Colvin
bd47816d16
ManualFillsParser - don't pass null string key to dictionary
2019-05-20 15:57:58 -05:00
John Colvin
2f12f2609a
added RowParser.parse_rows_checked, which supports partial rows (with missing cells)
2019-05-20 15:54:47 -05:00
John Colvin
9c489c03c6
accidentally gave the generic RowParser.AssignColumnValue<T> delegate a name specific to manual fills
2019-05-20 15:33:20 -05:00
Eric Harding
5ae8a66558
Add SingleWriterConcurrentVector
2019-05-20 15:32:48 -04:00
John Colvin
03882718a0
ManualFills - spark commands menu item groups (i.e., separators in ContextMenu)
2019-05-20 13:52:09 -05:00
John Colvin
0f21d9783b
file extension filter for ManualFills import file dialog
2019-05-20 13:41:28 -05:00
John Colvin
2c547f37fb
ManualFillsVM - use ObservableAggregateCollection to merge persisted/placeholder rows together
2019-05-20 13:41:28 -05:00
John Colvin
a7f4944bd6
FillsVM - more functional implementation of row filters/sorting
2019-05-20 13:41:28 -05:00
Jake Norbut
a3a33ffb6a
vm now consumes data via position service
2019-05-20 13:13:48 -05:00
Jake Norbut
b3db0fc4ca
also extended to supported calculating pnl via PositionsUnit data instead of Fill data
2019-05-20 13:00:01 -05:00
Jake Norbut
0f066fdeb9
extended to supported calculating pnl via PositionsUnits instead of Fills
2019-05-20 12:58:59 -05:00
Jake Norbut
22f89490a3
adding SecurityMD lookup facility to model; this is ultimately for compatability with the PnLSummaryRow, of which a SecurityMD instance is a component of the row's key tuple
2019-05-20 12:55:09 -05:00
Jake Norbut
2137d37cbd
adding SecurityImmutable? to on_positions and updating security_positions_demuxer for additional argument type
2019-05-20 12:51:24 -05:00
Jake Norbut
082a241bb9
passing the OrdersModel, from where the PositionUnit will be published from, down the line
2019-05-20 12:48:14 -05:00
Jake Norbut
0057f8f080
when determining average price, position service should use the fill's last_price() and not avg_price; using avg_price from partials leads to wildly inaccurate pnl
2019-05-20 12:29:34 -05:00
Michael Harding
83650f1e1b
System tests: fix timeout, minor improvements
2019-05-20 11:13:36 -04:00
John Colvin
4768c1cd87
SPARK-2447 / SPARK-2458 import dialog
2019-05-19 17:52:03 -05:00
John Colvin
57b70684ea
EnumHelper.get_values returns a cached strongly typed IReadOnlyList<T> (simple optimization)
2019-05-19 17:44:34 -05:00
John Colvin
af64592f52
ReactiveThresholdMonitor use RefCountMap to support duplicate adds
2019-05-19 17:44:34 -05:00
John Colvin
a1b89ccb34
change RefCountMap.keys from IEnumerable to IReadOnlyCollection
2019-05-19 17:44:34 -05:00
John Colvin
44f2a9daf7
RefCountMap implements IReadOnlyCollection
2019-05-19 17:44:34 -05:00
John Colvin
0e5833b275
SetStack - 'SoftCount' logic was incorrect
2019-05-19 17:44:34 -05:00
John Colvin
bded6d334c
ContractPickerPopup 'CloseOnOK' should just close the popup (not the owning window)
2019-05-19 17:44:34 -05:00
John Colvin
893c6702a2
make DictionaryExtensions.Join more efficient
2019-05-19 17:44:34 -05:00
John Colvin
627b8742c4
SPARK-2447 / SPARK-2457 main window view (for singular transactions)
2019-05-19 17:44:34 -05:00
John Colvin
1f7e0a672e
fix DataGridBehavior.SingleClickEdit
2019-05-19 17:44:34 -05:00
John Colvin
29e8fd1050
PopupControl - set default background to ComboBox.Static.Background
2019-05-19 17:44:33 -05:00
John Colvin
6ce741bcaf
ContractPickerPopup - set default padding=2,0
2019-05-19 17:44:33 -05:00
John Colvin
8dd070961a
ContractPickerPopup - SelectedSecurity(MD) dependency props
2019-05-19 17:44:33 -05:00
John Colvin
f6a3a276d9
ContractPickerPopup - load securities lazily
2019-05-19 17:44:33 -05:00
John Colvin
68c8828d4f
Account/UserTuple implement IComparable
2019-05-19 17:44:33 -05:00
John Colvin
0d68ebbbea
ReactiveThresholdMonitor should notify subscribers (if necessary), when subs are disposed
2019-05-19 17:44:33 -05:00
John Colvin
cc04e79f8b
made anonymous SparkWindow factory
2019-05-19 17:44:33 -05:00
John Colvin
ac76462f7e
DiscreteValuesFilterVM.CreateTableUpdate - removed unused 'row_key' param
2019-05-19 17:44:33 -05:00
John Colvin
d20b30557f
added ObservantAsyncCommand factory methods
2019-05-19 17:44:33 -05:00
John Colvin
a6fa5f9852
default Button Template BorderThickness should use TemplateBinding (was hardcoded to 1)
2019-05-19 17:44:33 -05:00
John Colvin
0db165bf76
set wpf DataGridColumnHeader font size to 12 (matches diygrid)
2019-05-19 17:44:33 -05:00
John Colvin
705fd293ba
'find_ancestor_of_type()' does not check the same ancestor obj twice
2019-05-19 17:44:33 -05:00
Michael Harding
523002ac56
Fix System tests
2019-05-17 16:57:24 -04:00
Pedro Pinto
9c25a8751e
Updated release notes.
2019-05-17 15:38:42 -04:00
Pedro Pinto
89fc99b59a
Updated docker subrepo ptr
2019-05-17 15:37:52 -04:00
Eric Harding
cd413d10ab
Merged in SPARK-2363 (pull request #231 )
...
RTM: SPARK-2363 - PIQ popup
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-05-17 19:35:39 +00:00
Eric Harding
1c5cc9c1bb
Merged in SPARK-2455-crash-on-md-startup-server-si (pull request #232 )
...
SPARK-2455 crash on sim startup
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-17 19:33:53 +00:00
Eric Harding
7965743a80
SPARK-2455 crash on sim startup
2019-05-17 15:20:53 -04:00
Pedro Pinto
2172f007a8
Fixed a few bugs in GLBX Iceberg order.
2019-05-17 15:19:11 -04:00
Michael Harding
c9db5d13a9
System tests wait for system ready
2019-05-17 13:36:21 -04:00
Eric Harding
13e911760d
Middle click off popup shoudl close popup
2019-05-17 11:46:06 -04:00
Eric Harding
a12c3128a3
Don't allow mbo popup index number to flicker width
2019-05-17 11:45:22 -04:00
Eric Harding
6bb84b65a8
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2363
2019-05-17 10:34:11 -04:00
Eric Harding
6fb1140a97
test review feedback
2019-05-17 10:29:12 -04:00
Eric Harding
0e449844ca
Clarify this point
2019-05-17 10:25:28 -04:00
Eric Harding
476206edb0
add piq/mbo manual test
2019-05-17 10:21:12 -04:00
Eric Harding
3483ac0712
Code review feedback
2019-05-17 09:03:49 -04:00
Eric Harding
d6e586c4ce
SPARK2452 - Update release notes for MBO
2019-05-16 16:44:18 -04:00
Eric Harding
0f1735fba2
SPARK-2453 Do not end order on bid/ask middle click
2019-05-16 16:39:50 -04:00
Eric Harding
e5254dcf7f
btree_set benchmarks are veerry interesting
2019-05-16 15:40:17 -04:00
Eric Harding
7bd183c8a4
btree_set benchmarks are very interesting
2019-05-16 15:29:59 -04:00
Michael Harding
aaf09b197b
Fix sdk docs
2019-05-16 15:16:49 -04:00
Eric Harding
6081128b92
move sparkvm launch to the top of the debug menu
2019-05-16 15:11:26 -04:00
Eric Harding
6d6ecb33ba
SPARK-2450 Simulator MBO realism ™
2019-05-16 15:08:51 -04:00
Michael Harding
6e85612adc
deleting the right files this time
2019-05-16 14:01:35 -04:00
Eric Harding
f33a13bfc8
Wire mbo popup to ladder in order book
2019-05-16 13:36:19 -04:00
Jake Norbut
c4eeac8d0a
fixing ServiceTail time formatting option
2019-05-16 12:07:49 -05:00
Michael Harding
432f39a1fa
Don't delete everything
2019-05-16 12:54:39 -04:00
Eric Harding
6084da64a2
merge master
2019-05-16 12:18:45 -04:00
Jake Norbut
5ae484e6c1
adding comment to method
2019-05-16 10:07:59 -05:00
Eric Harding
a2d4eb7d10
SPARK-2444 MBO Polish 2 - the Scrollening
2019-05-16 10:43:23 -04:00
Michael Harding
8082ab12dd
Delete everything
2019-05-16 10:37:00 -04:00
Jake Norbut
b1def915d6
Merged in SPARK-2449 (pull request #229 )
...
SPARK-2449 - if the badge only represents 1 order, that order's piq has to be the min piq
2019-05-15 23:04:56 +00:00
Jake Norbut
70bb22c966
SPARK-2449 - if the badge only represents 1 order, that order's piq has to be the min piq
2019-05-15 17:39:47 -05:00
Eric Harding
06520791fa
SPARK-2444 MBO UI polish
2019-05-15 17:19:46 -04:00
Pedro Pinto
9d762e0777
Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits
2019-05-15 17:02:41 -04:00
Pedro Pinto
ef53c70c7e
Fixed some bugs in GLBX Iceberg order.
2019-05-15 17:02:25 -04:00
Jake Norbut
8cf4e37310
adding preliminary create, update, delete of manual fills into position service
2019-05-15 14:58:46 -05:00
Pedro Pinto
04e7180b69
Merge branch 'master' into pnt_nits
2019-05-15 15:40:45 -04:00
Jake Norbut
d40d3615b2
mutable props that RaisePropertyChanged
2019-05-15 13:41:05 -05:00
Jake Norbut
4efec939aa
Security to Nullable, props now have public setters; inherit from VMB
2019-05-15 13:28:55 -05:00
Jake Norbut
a0f24d8227
making use of syntactic sugar for less typing
2019-05-15 13:19:37 -05:00
Jake Norbut
a2278423f6
users to non nullable for ItemSource
2019-05-15 13:14:15 -05:00
Jake Norbut
7321d5d8f7
filling out account and user, creating ObservableCollections for them to be used as ItemSources
2019-05-15 13:13:29 -05:00
Jake Norbut
464426537e
making use of new ManualFillTuple
2019-05-15 12:35:59 -05:00
Michael Harding
ebb2d5618c
Merge branch 'master' into spreader_lean_qty
2019-05-15 13:35:33 -04:00
John Colvin
7b9c10f47c
ManualFillTuple - benign code style tweak
2019-05-15 12:26:50 -05:00
John Colvin
478640e808
ManualFillTuple join with account and user
2019-05-15 12:24:34 -05:00
Jake Norbut
1fa5e3c9af
fixing test_join_qty_threshold() of JoinAlgoTests
2019-05-15 11:29:23 -05:00
Michael Harding
7fede58044
Make system tests fail
2019-05-15 11:35:17 -04:00
Pedro Pinto
090a7985c3
Fixed spelling mistakes in release notes.
2019-05-15 10:38:35 -04:00
Michael Harding
ab993423a6
Merge branch 'master' into spreader_lean_qty
2019-05-15 10:30:16 -04:00
Pedro Pinto
ab8802c3f1
More master merging
2019-05-15 09:51:18 -04:00
Michael Harding
f5fa2ff23a
Adding Pete's fixes to system test scripts
2019-05-15 09:42:23 -04:00
Taha Afzal
6a1b154061
Fixing the bug causing the broken unit test
2019-05-14 22:43:42 -04:00
Michael Harding
73a4e474f1
System Test scripts: jenkins improvements
2019-05-14 17:26:59 -04:00
Eric Harding
6f630a0e62
MBOService should indicate bid/ask
2019-05-14 17:03:17 -04:00
Pedro Pinto
42906f5a37
Merged
2019-05-14 16:58:54 -04:00
Jake Norbut
931ed76673
implementing IEditableObject via reflection
2019-05-14 14:58:54 -05:00
Jake Norbut
ebc4e202fe
mf_vm: rows should be populated now
2019-05-14 14:23:43 -05:00
Jake Norbut
a7dda587ba
orders model - combinging manual fills with securities
2019-05-14 14:19:45 -05:00
Pedro Pinto
1ace2b7a3f
Merge remote-tracking branch 'origin' into pnt_nits
2019-05-14 14:45:04 -04:00
Michael Harding
4e30591837
Hopefully fixing line endings this time
2019-05-14 14:38:36 -04:00
Eric Harding
3144032ed6
Fix dictionary key with ShellLatency (add user)
2019-05-14 13:46:03 -04:00
Jake Norbut
af2875e0ef
vm skeleton
2019-05-14 12:00:25 -05:00
Michael Harding
d9221e1053
fix system test scripts
2019-05-14 12:54:01 -04:00
Eric Harding
bee1df45ad
SPARK-2430 prioritize draining incremental queue over publishing shapshots
2019-05-14 11:52:51 -04:00
Pedro Pinto
316be12b71
Return order key in API create. This broke in 1944.
2019-05-14 11:46:27 -04:00
Pedro Pinto
6c51ff83d5
Release notes again.
2019-05-14 10:01:39 -04:00
Pedro Pinto
1cad5b6b39
Updated release notes.
2019-05-14 09:56:47 -04:00
Michael Harding
4138ab0730
Merged master into spreader_lean_qty
2019-05-14 09:55:20 -04:00
Michael Harding
171396ca57
Merged in system_tests (pull request #228 )
...
System Tests
2019-05-14 13:51:33 +00:00
Pedro Pinto
193eb4e445
Merged in SPARK-1944-attach/detach/update (pull request #141 )
...
SPARK-1944 attach/detach/update
2019-05-14 13:48:17 +00:00
Pedro Pinto
69b3831271
Merged with master
2019-05-14 08:58:30 -04:00
Pedro Pinto
39efacace4
Updated release notes
2019-05-14 08:57:32 -04:00
Eric Harding
e70dfc8832
Merged in SPARK-2151 (pull request #225 )
...
RTM: SPARK-2151 Dump shared memory on bad handle for forensic analysis
2019-05-14 12:55:17 +00:00
Jake Norbut
60bf851567
Merged in SPARK-2364 (pull request #222 )
...
RTM - settingsmanager - print descriptive workspace info after selecting a user's workspace to copy
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-05-14 12:54:03 +00:00
Jake Norbut
053038df8d
Merged in piq_ladder_dirty (pull request #226 )
...
RTM - don't draw piq on every tick; might save some cycles
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-05-14 12:53:22 +00:00
Eric Harding
f0afc74e5f
Merged in slightly_fast_webui (pull request #220 )
...
RTM: Apply lazyView to the limits tables
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-05-14 12:51:38 +00:00
Eric Harding
9d3c8aaf5c
Merged in SPARK-2303-assert-failure-trade.key-inva (pull request #224 )
...
RTM: Safe workaround for SPARK-2303.
2019-05-14 12:49:34 +00:00
John Colvin
86467b2be1
SPARK-2411 / SPARK-2415 Add param change popup to favorites buttons
2019-05-13 21:26:20 -05:00
Taha Afzal
8575d92373
once the lean's child has crossed, changin lean's price has no effect on the child
2019-05-13 17:53:19 -04:00
Pedro Pinto
21ee7c6af5
2.0.0 Release notes.
2019-05-13 17:30:49 -04:00
Pedro Pinto
7b61b4bd5b
Fixed error message
2019-05-13 17:18:32 -04:00
John Colvin
1bcb7ac87f
SPARK-2411 / SPARK-2414 Add UI for glbx icerberg order
2019-05-13 14:01:25 -05:00
John Colvin
52305d69f2
normalize spacing in OrderDataHelper.cs
2019-05-13 14:01:25 -05:00
John Colvin
bd70e7c09e
OrderDataHelper - fix typeo (Offset order metadata was assigning the tick order color)
2019-05-13 14:00:08 -05:00
Michael Harding
f6cf0f28ea
Move test scripts in spark_test.csproj
2019-05-13 13:31:02 -04:00
John Colvin
d04f9f4e96
fix server build
2019-05-13 13:27:35 -04:00
Michael Harding
c0d097cb40
SPARK-2438: spreader_lean_qty_factor test setup
2019-05-13 13:26:53 -04:00
Michael Harding
533e688d1a
SPARK-2438: init spreader_lean_qty_factor test
2019-05-13 13:09:15 -04:00
Michael Harding
36d40dec70
spell check manual tests
2019-05-13 12:59:49 -04:00
Jake Norbut
a3f5de099f
swapping out bar brushes and glyph values for using last
2019-05-13 11:18:56 -05:00
Jake Norbut
9b497e323f
adding last on volume column to ladder grid host, tooltips
2019-05-13 11:17:15 -05:00
Jake Norbut
9a5b5595c3
adding show last setting to Volumn tab
2019-05-13 11:09:22 -05:00
Jake Norbut
24f23adf24
extending show last trade to VolumnColumnVM
2019-05-13 11:08:36 -05:00
Jake Norbut
cc26d0bd8b
Adding show_ltq to VolumeColumnSettings
2019-05-13 11:03:57 -05:00
Michael Harding
2b51bda3e7
Update system test scripts
2019-05-13 11:27:12 -04:00
Pedro Pinto
1be2e81920
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-05-12 14:33:40 -04:00
John Colvin
ea45c5c694
OrderBook - added config for status color opacity when row is selected
2019-05-12 12:24:32 -05:00
John Colvin
768567dfc7
HighPerformanceRow - added BackgroundProperty
2019-05-12 12:14:38 -05:00
John Colvin
870e7a9ef9
DIYGrid - added mutable InactiveSelectionOpacity prop (was just hardcoded at 0.2)
2019-05-12 12:11:39 -05:00
Pedro Pinto
a9e572a1bf
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-05-11 19:41:18 -04:00
John Colvin
c7899a1dae
SPARK-2434 OrderBook - security column filter popup is empty if shell is started before server has published all securities
2019-05-11 12:47:07 -05:00
John Colvin
7bb077a74d
remove ToLArray extension (it is not more efficient than Enumerable.ToArray())
2019-05-11 12:27:42 -05:00
John Colvin
a29eaa2618
EnumCaseStringConverter - cleanup code style/syntax
2019-05-11 12:25:38 -05:00
John Colvin
762369ad2b
SPARK-2433 child order font weight in OB should be dropped or adjusted
2019-05-10 21:22:42 -05:00
John Colvin
a8610beafd
SPARK-2432 Crash when detaching order window
2019-05-10 20:38:33 -05:00
John Colvin
5e1a91f484
add period to the end of 'Make current parameters the local defaults' tooltip
2019-05-10 16:01:07 -05:00
John Colvin
04fdb9626d
SPARK-2409 Changing a composite algo name does not reflect in the attach window dropdown
2019-05-10 15:57:31 -05:00
Michael Harding
6c5429b353
Minor updates to position limits test
2019-05-10 16:36:13 -04:00
Michael Harding
2bedf1f355
Merge branch 'master' into system_tests
2019-05-10 16:22:18 -04:00
Michael Harding
02752d9151
SPARK-2064: simple sanity simplified
2019-05-10 16:14:06 -04:00
John Colvin
689bfa1c76
OrderBook 'attach popup' price/qty vis depends on the selected attach-algo (not the selected orders)
2019-05-10 13:51:39 -05:00
Pedro Pinto
70af046131
Updated docker subrepo ptr
2019-05-10 13:52:44 -04:00
Pedro Pinto
7a45013782
Changed cover to stick around until all hedges are completed.
2019-05-10 13:52:44 -04:00
Michael Harding
6f7851b7ba
SPARK-2064: Simple sanity test
2019-05-10 13:41:05 -04:00
Taha Afzal
85f42d1e23
Join won't modify its child's price once it has joined
2019-05-10 11:12:52 -04:00
John Colvin
f8ddaab884
OrderBook - (Root)OrderType col filters show green beaker when filter active on startup/load workspace
2019-05-09 18:00:12 -05:00
John Colvin
78373c61ce
miniob - hide price/qty param rows in attach popup
2019-05-09 16:10:18 -05:00
John Colvin
13e5c017e2
miniob - set orderbookvm.is_attaching_orders to false when attach popup closes
2019-05-09 15:53:12 -05:00
Eric Harding
3789d73593
Do not allow minTick to be 0 (infinite loop)
2019-05-09 16:25:25 -04:00
John Colvin
38f42fe747
SPARK-2417 Attach window price, qty
2019-05-09 14:28:52 -05:00
John Colvin
3a6f9a608d
OrderBookVM.send_attached_orders_async uses CustomDef.actual() to unwrap composite algos
2019-05-09 14:28:52 -05:00
Michael Harding
e14a5b2575
update SDK readme
2019-05-09 18:47:09 +00:00
John Colvin
04a68a4e96
OrderBookRowVM - fix typeo in badge_color prop (was using 'root')
2019-05-09 13:43:47 -05:00
Eric Harding
dd049374d7
Fix equality comparison between mbo price levels
2019-05-09 14:26:14 -04:00
John Colvin
526ec306ae
(Root)OrderType col filters ItemTemplate uses 'OrderTypeItem' (displays badge and name)
2019-05-09 12:41:35 -05:00
John Colvin
f16ed40c82
OrderUtils.badge_fill does not need the OrderRecordImmutable arg
2019-05-09 12:35:17 -05:00
Eric Harding
96572539a7
SPARK-2381 View MBO in ladder
2019-05-09 13:05:47 -04:00
John Colvin
793eb14ed7
AlgoDefinitionMetadata - null check _favorite_templates in GetHashCode
2019-05-09 11:39:55 -05:00
John Colvin
1f94454d63
SPARK-2421 Default ladder to new fancy param grid
2019-05-09 11:20:10 -05:00
John Colvin
c7e3bdcd6c
OrderBookRowVM - normalize spacing
2019-05-09 11:18:27 -05:00
John Colvin
004a7b1395
OrderBookRowVM - don't hook up to invalidated event until '_modify_order_quantity_andor_price' cmd is created
2019-05-09 11:17:03 -05:00
Pedro Pinto
96bb63ba6d
Merged
2019-05-09 12:13:37 -04:00
Pedro Pinto
0ea72b017e
Storage component of manual fills code complete.
2019-05-09 12:12:02 -04:00
John Colvin
b1498f3df1
OrderBookRowVM - forgot to raise property changed when root badge color changes
2019-05-09 11:03:08 -05:00
John Colvin
b0759eba62
OrderBookRowVM - fix root badge color
2019-05-09 10:58:40 -05:00
Jake Norbut
ff69cafe7f
ob alignments - left aligning nearly everything, price and qty cols stay right aligned
2019-05-09 09:59:40 -05:00
Pedro Pinto
698612bb3d
Storage component of manual fills code complete.
2019-05-09 10:29:54 -04:00
Jake Norbut
f1e90394a0
restoring Root Algo column header after merge
2019-05-09 08:24:44 -05:00
Jake Norbut
b24f855321
misc refactoring after root algo branch merge; OrderBookVM parameter passing no longer necessary
2019-05-09 08:20:36 -05:00
Pedro Pinto
2f23292836
Pos server
2019-05-09 09:12:37 -04:00
Pedro Pinto
085e6ae95a
Merged 1944 in
2019-05-09 09:01:32 -04:00
Pedro Pinto
3be2aedfe3
Work in progress for manual fills
2019-05-09 08:59:59 -04:00
John Colvin
6e56b6cbaf
sort algo type items in (Root)OrderType col filters
2019-05-08 23:12:21 -05:00
John Colvin
16ff473fd6
ViewModelBase - added 'DelegateProperty' backing method that doesn't invoke get_value during creation
2019-05-08 23:07:55 -05:00
John Colvin
4565fada08
change KeyedMultiSelector.selected_items to ObservableCollectionEx (supported by ListBoxEx, which is used by DiscreteValuesFilters)
2019-05-08 23:05:21 -05:00
John Colvin
648f808583
SPARK-2409 / SPARK-2422 fix duplicate algo items in (Root)OrderType col filters
2019-05-08 20:53:54 -05:00
John Colvin
7a6212932e
Merge branch 'root_algo_col' into SPARK-1944-attach/detach/update
2019-05-08 19:20:38 -05:00
John Colvin
aa933696ec
OrderBook - include root_algo member in order_tuples join (for new 'Root Algo' col)
2019-05-08 19:16:10 -05:00
John Colvin
39d59dbbb0
IObservable<IReadOnlyDictionary>.Table() extension applies value-changes to state
2019-05-08 18:43:03 -05:00
Taha Afzal
a511ea3a4b
Lean cancels itself when detach on OnToward
2019-05-08 17:23:10 -04:00
John Colvin
e489e809ab
Merge remote-tracking branch 'origin/SPARK-1944-attach/detach/update' into root_algo_col
2019-05-08 16:22:30 -05:00
Jake Norbut
e56d41d26b
SPARK-2419 - algo studio childs display correct name and badge color now when they are not roots; verified w/ john his great comment no longer applied
2019-05-08 16:05:21 -05:00
John Colvin
b1d45ad593
fix benign typeos in UpdateExtensions.ParentDependent
2019-05-08 15:45:17 -05:00
Pedro Pinto
1f01d974e3
Merged from 1944
2019-05-08 16:40:40 -04:00
Pedro Pinto
32038f8948
Fixed algo API bug that could lead to lost order updates.
2019-05-08 16:36:11 -04:00
Pedro Pinto
910c04544b
Code complete on update of stop limit and iceberg qty.
2019-05-08 16:27:23 -04:00
Pedro Pinto
10674b8930
Merged
2019-05-08 15:25:58 -04:00
Pedro Pinto
8c9522e22b
Work in progress to add support for update to stop limit and glbx iceberg.
2019-05-08 15:22:29 -04:00
Jake Norbut
2a90b521da
SPARK-2418 - miniob to make sure of new algo_tree_display_mode setting for RootAndLeafNodes
2019-05-08 14:19:35 -05:00
Jake Norbut
2098a60af1
eliminating root_algo_badge_fill property so that the fill color is reevaluated on all updates, for now ...
2019-05-08 12:01:18 -05:00
Jake Norbut
67c0178b9a
adding GridColumnSettings for root algo column
2019-05-08 12:00:28 -05:00
Jake Norbut
5da07c42bb
Adding RootAlgoType to ColumnBase
2019-05-08 11:59:31 -05:00
Jake Norbut
f82035be98
refactoring OrderBookOrderTypeColumn to eliminate the newly created RootAlgo column type
2019-05-08 11:58:33 -05:00
Jake Norbut
a652268eb8
get filtering working correctly
2019-05-08 11:02:33 -05:00
Jake Norbut
13d054a54c
just keep checking the OB cache rather than against our local one
2019-05-08 10:04:01 -05:00
Jake Norbut
84cf2a3ad1
refactoring; kind of get filtering working, but not really
2019-05-08 09:42:50 -05:00
Jake Norbut
32e0d60dcd
get filering working by passing in an 'owner' reference to the OrderBookColumnCollection
2019-05-08 08:53:04 -05:00
Jake Norbut
0a6755992a
removing new non-working rootalgocvorderbookcolumn interface; using OB cache instead of tree; filtering still a mystery
2019-05-08 08:26:47 -05:00
Pedro Pinto
f60afe1196
Woark in progress to add support for update to stop limit and glbx iceberg.
2019-05-08 06:46:40 -04:00
Pedro Pinto
0cc30a7934
Added server side support for GLBX Iceberg.
2019-05-08 06:46:40 -04:00
Pedro Pinto
3cc0f32617
Protected iceberg against negative show quantities.
2019-05-08 06:46:40 -04:00
John Colvin
29ae9c6927
SPARK-2404 Make ladder param grid behave more like a popup
2019-05-07 21:44:47 -05:00
John Colvin
892abe098c
SPARK-2404 / SPARK-2410 replace dialog skirt buttons with toolbar menu items
2019-05-07 21:27:56 -05:00
John Colvin
9cf683f64f
AlgoTemplateToolBar - RevertDefinition's visibility is not contingent upon a studio definition being selected
2019-05-07 21:27:56 -05:00
John Colvin
f2bb8de4e1
AlgoTemplateToolBar - execute RevertDefinition visual state transitions through InvokeAsync
2019-05-07 21:27:51 -05:00
John Colvin
b6a28af99e
SPARK-2406 OrderBook - update param rows misbehave with non-uniform values
2019-05-07 18:35:06 -05:00
John Colvin
13a9dd3696
SPARK-2406 / SPARK-2408 QuantityMeasureControl should assume 'Absolute' mode when QuantityMeasure is null, or QuantityCase is 'None'
2019-05-07 18:33:38 -05:00
John Colvin
60bbd12386
code style change in ReflectionHelper.GetGenericTypeArgs method
2019-05-07 17:57:56 -05:00
John Colvin
3e09274cb5
SPARK-2403 Top is still showing this unknown parameter
2019-05-07 17:17:59 -05:00
John Colvin
e9d1da4b51
SPARK-2401 mview - mass selection degrades performance
2019-05-07 17:13:06 -05:00
John Colvin
68e3fcb1cd
made extension methods for Ice-dependent security props
2019-05-07 17:13:06 -05:00
John Colvin
745be0909a
remove unused implementations of SecurityGrid
2019-05-07 17:13:06 -05:00
Eric Harding
74dd36bde1
SPARK-2380 add MBO popup
2019-05-07 18:02:59 -04:00
Taha Afzal
0bee4168b4
Join test has attach/detach/updates now
2019-05-07 16:19:24 -04:00
Jake Norbut
d87c6027c9
display of column works, filtering not so much
2019-05-07 14:27:42 -05:00
John Colvin
859faadecd
SPARK-2376 When collapsed the OB scrollbar overlaps with the collapsing widget
2019-05-07 12:22:40 -05:00
Taha Afzal
e8741f9151
Top order manual test
2019-05-07 13:19:38 -04:00
Jake Norbut
ef8b0fc258
enforce 2 digit algo abbreviation on badge
2019-05-07 11:43:59 -05:00
John Colvin
3b27fedcd3
SPARK-2402 piq merge broke the orderbook mini-ladder order filter
2019-05-07 11:18:27 -05:00
Michael Harding
0991fbfffd
Update SDK README
2019-05-07 11:31:56 -04:00
Jake Norbut
499072c94f
PR edit - we don't need an array here
2019-05-07 09:33:25 -05:00
Jake Norbut
fa8598adbd
PR suggestion - explicitly set default value
2019-05-07 09:22:44 -05:00
Jake Norbut
089c4ac35e
part of SPARK-2376 - OB footer now spans the entire window width, regardless of the new right panel state
2019-05-07 08:44:48 -05:00
Jake Norbut
af8b559fa6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into piq_ladder_dirty
2019-05-07 08:26:15 -05:00
Taha Afzal
62ba85d383
Lean deals with gapped markets better
2019-05-06 19:22:06 -04:00
Taha Afzal
f4b2f84e68
Lean's corner cases
2019-05-06 18:14:33 -04:00
Taha Afzal
474e7880d6
LeanAlgo's spurious price/qty controlled
2019-05-06 18:14:33 -04:00
John Colvin
89f74b7c81
SPARK-2399 add commit/revert buttons to ladder algo params grid popup
2019-05-06 17:05:52 -05:00
Jake Norbut
0abcb8bf23
SPARK-2391 - attach/detach icons
2019-05-06 16:33:25 -05:00
Pedro Pinto
47887b67d2
Fixed SIM handling of updates to size of partially filled orders.
2019-05-06 15:57:28 -04:00
John Colvin
41a96b990d
SPARK-2382 Windows that take a long time to render do not give any user feedback until they are visible
2019-05-06 14:18:21 -05:00
Jake Norbut
ce8bc5c631
SPARK-2394 - rename Fonts and Colors to Column Settings
2019-05-06 12:23:21 -05:00
John Colvin
eebb214574
make FixNestedScrolling diygrid popup conditional check more specific
2019-05-06 11:28:53 -05:00
Jake Norbut
47c827caf6
badge - refactor (forgot a ToUpper for 1 of the return paths
2019-05-06 11:22:42 -05:00
Michael Harding
a82a22b133
Update test text
2019-05-06 12:17:07 -04:00
Brian Muhr
1fd444c91c
adding new tests
2019-05-06 11:12:58 -05:00
Jake Norbut
f28ae29990
changing A and D geometry to Segoe UI font
2019-05-06 11:07:56 -05:00
Jake Norbut
aedabcdf00
SPARK-2392 - ob attach/detach icons to match mini ob
2019-05-06 11:07:56 -05:00
Jake Norbut
3b37f8e48b
adding A and D icons; created from Inkscape
2019-05-06 11:07:56 -05:00
John Colvin
beb328ec09
SPARK-2397 grid column popups don't scroll on mouse wheel
2019-05-06 10:58:41 -05:00
Jake Norbut
f9b9bdab47
SPARK-2391 - generate badge abbreviation for algo studio orders lacking one
2019-05-06 09:22:44 -05:00
Eric Harding
3beb82c959
Add comment about why dump_to_shm does'nt need to hold mutex
2019-05-06 09:01:45 -04:00
Jake Norbut
9e6776c6fb
updating test text
2019-05-06 07:49:31 -05:00
Pedro Pinto
e807f6a702
Fixed composite handling of detach.
2019-05-05 11:56:35 -04:00
John Colvin
07212aa5d6
IAlgoVM.load impls unwrap CompositeOrderDefinitions to get the underlying algo
2019-05-04 15:57:50 -05:00
Pedro Pinto
a0f31d6443
Fixed composite order some more.
2019-05-04 15:14:20 -04:00
Pedro Pinto
df6a5096c2
Composite order was not reflecting child price/size
2019-05-04 14:33:16 -04:00
John Colvin
43336d04d4
SPARK-2375 Composite algo order types do not show as options in the OB filter
2019-05-04 13:26:23 -05:00
John Colvin
ca73b20fe5
made 'MergeTable' extension method for TableUpdate
2019-05-04 13:16:45 -05:00
John Colvin
09f6ad4031
OrderBook - fix crash when selecting composite-order row
2019-05-04 13:04:56 -05:00
John Colvin
97b52f2e64
OrdersModel.update_order should ignore size change if size == quantity (not working_quantity)
2019-05-04 13:04:34 -05:00
Pedro Pinto
0adc77a5cf
Fixed composite order.
2019-05-04 11:53:12 -04:00
Pedro Pinto
e469e8fc70
Tweaked cover test.
2019-05-04 11:53:12 -04:00
Pedro Pinto
10da3c517c
Changed hedge ticks to be a uint, from int
2019-05-04 11:53:12 -04:00
Pedro Pinto
5f7c4b5c37
Improved test.
2019-05-04 11:53:12 -04:00
Pedro Pinto
c34d05218a
Fixed clang build.
2019-05-04 11:53:12 -04:00
Pedro Pinto
3abf99da91
Cleaned up tests.
2019-05-04 11:53:12 -04:00
Pedro Pinto
8d94238e91
Updated cover test
2019-05-04 11:53:12 -04:00
John Colvin
dc169fc4fd
SPARK-2388 studio-template orders should use new CompositeOrderDefinition (not CustomOrderDefinition)
2019-05-04 11:53:12 -04:00
John Colvin
abe8361b18
when updating orders without a 'new size' arg, use the order's actual quantity, not working_quantity
2019-05-03 20:16:18 -05:00
Eric Harding
9f406e83aa
SPARK-2151 Dump shared memory on bad handle for forensic analysis
2019-05-03 17:39:47 -04:00
John Colvin
2ee163bf8a
SPARK-2387 crash when opening orderbook from other windows
2019-05-03 15:44:22 -05:00
Jake Norbut
775a720e0a
SPARK-2027 - it's depressing how many hours of your life 1 line of code can steal
2019-05-03 15:01:27 -05:00
Jake Norbut
62c56762bf
lighten some of the OB row colors
2019-05-03 13:31:21 -05:00
Pete Fisher
16fbab8677
added author/complain to tests
2019-05-03 13:57:39 -04:00
Pete Fisher
505ac39a3f
removed parts about visual notifications and checkboxes per John
2019-05-03 13:33:05 -04:00
Eric Harding
84aefabfea
Safe workaround for SPARK-2303.
2019-05-03 13:19:35 -04:00
Eric Harding
102fefbd92
1.6.2 release notes
2019-05-03 13:13:59 -04:00
Jake Norbut
87b8a802c9
SPARK-2050 - syth editor - remove borked help button
2019-05-03 10:31:47 -05:00
Eric Harding
fc7a4b0800
Merged in PIQachu (pull request #223 )
...
RTm: spark-2316 mbo support for simulator
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-03 15:30:13 +00:00
Taha Afzal
679330b9a8
fixing cover test
2019-05-03 10:26:08 -04:00
Jake Norbut
ab7b495358
ladder - restrict LOVM processing to only those working orders whose security matches the current ladder security
2019-05-03 09:23:13 -05:00
John Colvin
9b6064e87e
SPARK-2377 OB Last Message column displays strange alignment when resizing and/or scrolling
2019-05-02 18:28:02 -05:00
John Colvin
ab3fa25709
SPARK-2357 On new order book grids default to hiding intermediate nodes
2019-05-02 17:29:33 -05:00
John Colvin
07af7a4298
SPARK-2531 Clear button numpad
2019-05-02 17:15:48 -05:00
Jake Norbut
926274e2d9
eliminate unecessary join in OrdersModel and use on_orders_tuples for algometadata when joining
2019-05-02 17:09:48 -05:00
Jake Norbut
5e4c22c99d
badge - use customized algo border if specified from metadata
2019-05-02 17:09:48 -05:00
Taha Afzal
06b4f8055f
Fixing the build after merge
2019-05-02 17:40:49 -04:00
Taha Afzal
81b307fa73
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-05-02 17:28:12 -04:00
Taha Afzal
6d131f9b4f
merging from queueholder order
2019-05-02 17:15:47 -04:00
John Colvin
014c1e968a
SPARK-2360 Lean's cross threshold in the UI can be made to overflow
2019-05-02 16:08:44 -05:00
Eric Harding
8f9321701e
merge PIQ in simulator
2019-05-02 15:05:57 -04:00
Eric Harding
6b5016c9fe
SPARK-2316 Remove "Give me everything please"
2019-05-02 15:04:43 -04:00
Taha Afzal
50e8808af0
Merge branch 'master' into queue_holder_order
2019-05-02 14:33:03 -04:00
Eric Harding
916fda1eb5
Merge branch 'master' of bitbucket.org:bluetradesys/spark into PIQachu
2019-05-02 13:31:35 -04:00
Eric Harding
9422e3ac98
SPARK-2316 Simulator should stop cutting in front
2019-05-02 12:36:25 -04:00
Eric Harding
09e8fabcf2
ExchangeSim - use open_quantity for mbo instead of quantity
2019-05-02 12:14:24 -04:00
Jake Norbut
2064de0752
Adding Abbreviation to badge
2019-05-02 10:51:05 -05:00
Jake Norbut
f94aa936b0
on_order_with_piq now joins with algo_meta, so that working orders with piq can have algo metadata
2019-05-02 10:50:18 -05:00
Jake Norbut
4a22ad7616
OrderSecurity now holds AlgoData and AlgoDefinitionMetadata
2019-05-02 10:48:19 -05:00
Eric Harding
133bd89a2c
add mbo diagnostic tool
2019-05-02 11:29:01 -04:00
Michael Harding
6d9c083c0f
Verify quoting order
2019-05-02 10:58:45 -04:00
Jake Norbut
63d97c8982
ob/mini - adding background color triggers based on order status
2019-05-02 09:24:27 -05:00
Eric Harding
7540ae0ef7
update onixs license
2019-05-02 09:25:42 -04:00
Pedro Pinto
3f06470c5e
Added new filtering/collapsing sections to the OB test.
2019-05-02 09:10:33 -04:00
John Colvin
04537684cb
remove unused dictionary vars in TableUpdateDemuxer.OnNext
2019-05-01 23:59:51 -05:00
John Colvin
6fba76b399
SPARK-2365 Crash when entering limit orders at various levels quickly (log attached)
2019-05-01 23:51:29 -05:00
Eric Harding
9f9da1847b
OrderStress - do asks first so the console looks like little text ladders
2019-05-01 17:53:47 -04:00
Eric Harding
975f7f64b7
SPARK-2316 add MBO support to the simulator
2019-05-01 17:52:29 -04:00
Pedro Pinto
cacf3ac862
Addresses SPARK-2369, where Lean was not reportin fills properly.
2019-05-01 15:49:21 -04:00
Pedro Pinto
104247c786
Fixed SPARK-2368, on attach disregard current fills in cover.
2019-05-01 15:14:25 -04:00
Jake Norbut
064ed5b692
OB/mini - Completed order status now h ows with a lighter tint of light slate gray
2019-05-01 14:00:12 -05:00
Pedro Pinto
bddb152d76
Working towards a composite order.
2019-05-01 14:03:34 -04:00
Pedro Pinto
e2f3bfd61a
Fixe user manual generation script.
2019-05-01 14:03:34 -04:00
Pedro Pinto
791774490c
Clang build fixes.
2019-05-01 14:03:34 -04:00
Taha Afzal
c4f984c612
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-05-01 14:00:25 -04:00
Taha Afzal
04eee0f4b7
added logs in Lean to detect the out-of-the-gate fill situation
2019-05-01 14:00:18 -04:00
Jake Norbut
aa9846962b
SPARK-2354 - remove ugly yellow working color; we might introduce some new colors depending on order state, so i just have just commented out these setters for now
2019-05-01 12:17:29 -05:00
Jake Norbut
881c3a5c1d
badge - order abbreviation and hedge indicator should respect FontSize setting
2019-05-01 11:39:02 -05:00
Taha Afzal
59ba9dc129
Attach added to cover test
2019-05-01 11:54:17 -04:00
Taha Afzal
b9efaef0a5
detach test
2019-05-01 11:11:11 -04:00
Michael Harding
3e822bcca1
Merge branch 'master' into spreader_test
2019-05-01 10:58:30 -04:00
Michael Harding
0732034dbe
Fix build
2019-05-01 10:50:26 -04:00
Jake Norbut
8dde9bf3c5
print descriptive workspace info after selecting a user's workspace to copy
2019-05-01 08:39:37 -05:00
John Colvin
667a482fba
SPARK-2353 Hide Price and Quantify parameters in attach dialog for Top, Lean, Cover, and Join
2019-04-30 22:23:35 -05:00
John Colvin
6be8dae2d1
SPARK-2336 Attaching with different price, qty on child orders
2019-04-30 19:10:46 -05:00
John Colvin
f478b2c9f2
SPARK-2355 Attaching to a running studio algo results in the wrong order type being displayed
2019-04-30 18:24:18 -05:00
John Colvin
300c5c9431
OrderBookVM - when sending attached orders, get snapshot of selected orders before calling api (i.e., selected_orders.ToList())
2019-04-30 18:24:18 -05:00
Jake Norbut
9c066ca703
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 18:21:21 -05:00
Jake Norbut
9946c4716f
Default PIQ column to not visible
2019-04-30 18:13:22 -05:00
John Colvin
ee0e719e76
Merged in SPARK-2361-piq-bid-bug (pull request #221 )
...
SPARK-2361 ladder - hidden PIQ column causes bids not to work
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-04-30 23:13:03 +00:00
John Colvin
5d5761288f
SPARK-2361 ladder - hidden PIQ column causes bids not to work
2019-04-30 18:04:10 -05:00
Jake Norbut
0a683dae15
Merge branch 'master' of bitbucket.org:bluetradesys/spark into piq_ladder_dirty
2019-04-30 16:58:37 -05:00
John Colvin
afb0288672
SPARK-2359 (+SPARK-2352) AlgoParamVM does not need to derive from DisposableViewModelBase (keep it light)
2019-04-30 16:41:28 -05:00
John Colvin
aefe248034
remove unusued method 'OrderBookVM._attach_orders'
2019-04-30 16:41:28 -05:00
Taha Afzal
398382c3a5
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 17:26:43 -04:00
Taha Afzal
cf2c16564f
attach manual test
2019-04-30 17:26:38 -04:00
Eric Harding
48ee5e1699
advance externals
2019-04-30 17:12:46 -04:00
Eric Harding
27c9ec8dab
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 17:11:11 -04:00
Eric Harding
31e767208e
merge master
2019-04-30 17:10:38 -04:00
Pedro Pinto
0c2943e3da
Removed obsolete files.
2019-04-30 16:10:02 -04:00
Pedro Pinto
99ea02ca40
Guarded against the possibilty of algos not supporting attach/detach.
2019-04-30 15:26:19 -04:00
Pedro Pinto
8ceab51228
Removed obsolete class.
2019-04-30 15:26:19 -04:00
John Colvin
4a69a9204b
OperableHierarchicalCollection was not sorting root nodes
2019-04-30 13:56:59 -05:00
John Colvin
0e136637e0
OrderBookVM - remove unused type alias
2019-04-30 13:56:59 -05:00
John Colvin
d803622c01
SPARK-2315 / SPARK-2338 hook up AlgoTreeDisplayMode setting in OrderBookVM
2019-04-30 13:56:58 -05:00
John Colvin
2e49534483
move OrderBookGridSettingsManager into its own file
2019-04-30 13:56:58 -05:00
John Colvin
8210f4f74a
make INode<T> covariant, bc might as well
2019-04-30 13:56:58 -05:00
Jake Norbut
69e2bcb164
badge - misc refactoring
2019-04-30 12:51:29 -05:00
Jake Norbut
e4ae42e80d
badge - summary no longer needs to be something that implements IRaiseNotifyPropertyChanged
2019-04-30 12:27:31 -05:00
Jake Norbut
ad3950e2c5
SPARK-2348 redux - eliminate public orders accessor; fixes order modifies, i.e. drag and drop badge, in ladder
2019-04-30 11:32:11 -05:00
Taha Afzal
6bab882f89
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 12:30:20 -04:00
Taha Afzal
b6709b426c
new tests and 'find_qty_at_price_level' fixed
2019-04-30 12:30:04 -04:00
Eric Harding
77f5723936
Apply lazyView to the limits tables
2019-04-30 12:23:18 -04:00
Jake Norbut
898574130c
SPARK-2348 - badge operations should be on root orders; getting rid of unused code
2019-04-30 10:57:25 -05:00
Jake Norbut
11faa6ca36
SPARK-2347 - badge mutliple orders to iterate over root orders, not orders
2019-04-30 10:43:45 -05:00
John Colvin
01dc0c004b
SPARK-2344 Child orders are being duplicated in OB, MiniOB, possibly ladder?
2019-04-30 10:08:51 -05:00
Eric Harding
6dbeaa14e2
SPARK-2343 Update.h does not correctly track 'all' collection breaking limits
2019-04-30 10:49:30 -04:00
John Colvin
9271d4e2ea
fix last commit (NodeExtensions.filtered)
2019-04-29 23:51:57 -05:00
John Colvin
06ca1461f4
simple optimization for NodeExtensions.filtered()
2019-04-29 23:42:03 -05:00
John Colvin
f84c931d5d
NodeExtensions.filtered() should filter root nodes too (not just children)
2019-04-29 23:40:56 -05:00
John Colvin
1d2d7099c4
SPARK-2340 OrderBook - order lineage breaks when there is a generational gap (created by filter)
2019-04-29 23:17:28 -05:00
John Colvin
00540435eb
OrderBook - assign sorting-data to save-state
2019-04-29 17:02:12 -05:00
John Colvin
b5552a858e
SPARK-2315 / SPARK-2337 add AlgoTreeDisplayMode enum prop to OrderBookGridSettings
2019-04-29 16:41:33 -05:00
John Colvin
fa110b027b
BooleanToObjectConverter uses object Equals to determine bool returned in ConvertBack
2019-04-29 16:41:33 -05:00
John Colvin
7ce7ebbf96
remove erroneous/legacy RadioButton default style from SimpleGridSettingsDialog.xaml
2019-04-29 16:41:33 -05:00
John Colvin
98315d8e15
refactor 'GridOrLadderSettingsSelectorKeys' to 'GridSettingsTemplateKeys'
2019-04-29 16:41:33 -05:00
Eric Harding
6066e2162c
SPARK-2197 Correction to PIQ calculation per taha (+test coverage)
2019-04-29 17:28:23 -04:00
Eric Harding
4279e3d388
Fix broken managed md unit test
2019-04-29 16:36:16 -04:00
Eric Harding
221814cc11
Add OrderStress tool for perf testing
2019-04-29 16:30:18 -04:00
Jake Norbut
2d4e2c84b5
manual test for mini ob
2019-04-29 13:48:50 -05:00
Taha Afzal
e84c7d4f8c
Cleaning up lean again
2019-04-29 13:01:31 -04:00
Jake Norbut
da1ae1b410
badge - the rest of SPARK-2291 - no more parent info
2019-04-29 09:25:22 -05:00
Jake Norbut
147783666c
badge - woops, not all orders should have hedge indicators
2019-04-29 08:52:11 -05:00
Jake Norbut
2c68458762
badge - hedge indicator is now a glyph run rather than a bunch of lines
2019-04-29 08:46:58 -05:00
Eric Harding
5a1cc4cf2b
Update release notes
2019-04-29 09:38:02 -04:00
Eric Harding
9be3a09749
Merged in SPARK-2179-PIQ (pull request #219 )
...
SPARK-2179 PIQ
2019-04-29 13:36:49 +00:00
Eric Harding
61745d0ed7
Update release notes
2019-04-29 09:35:13 -04:00
Eric Harding
db1610591e
merge master
2019-04-29 09:34:31 -04:00
Jake Norbut
1682cc004e
miniob - tooltips for A/D buttons
2019-04-29 08:25:17 -05:00
Eric Harding
bb1571540a
Merged in sparkcmd_commandline (pull request #218 )
...
RTM: Sparkcmd commandline
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2019-04-29 13:13:23 +00:00
Eric Harding
342d89724e
Update release notes
2019-04-29 09:13:09 -04:00
Michael Harding
07d3903d11
Merged in Documentation (pull request #215 )
...
RTM Remove SDK docs from the manual
2019-04-29 13:12:35 +00:00
Jake Norbut
d08b134d7f
Merged in SPARK-2285 (pull request #214 )
...
RTM - SPARK-2285 - add null check on r.newval
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-04-29 13:10:49 +00:00
Taha Afzal
d6a8925655
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-28 23:01:49 -04:00
Taha Afzal
1dba1034b6
Lean simplified a bit more
2019-04-28 23:01:42 -04:00
John Colvin
437efc393d
OrderBookView - menu expander button for right panel
2019-04-28 18:53:55 -05:00
John Colvin
b27fb045fd
remove ToolTipService.InitialShowDelay from MenuExpanderButton style
2019-04-28 18:33:43 -05:00
John Colvin
cc3d916dd3
factor out core of MenuExpanderButton style into MenuExpanderButtonBase
2019-04-28 18:33:23 -05:00
John Colvin
b1659b0aa9
fix typeo in CheckedStateDefinition static constructor
2019-04-28 18:33:23 -05:00
John Colvin
3051cff3c8
OrderBookView - put update content (params/buttons) in scrollviewer
2019-04-28 18:33:23 -05:00
John Colvin
bf01bf4ad6
AlgoEditorGridView - hook up execution strategy toggle for spreader orders
2019-04-28 18:33:23 -05:00
John Colvin
0151b0e16c
DIYGrid - column header sort arrows are all the way to the right when filter is inactive
2019-04-28 18:33:23 -05:00
John Colvin
c30e922c38
new ensure_onscreen logic should account for window being above/left of work area too (not just below/right)
2019-04-28 18:33:23 -05:00
Taha Afzal
0417dd7e08
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-28 16:31:45 -04:00
Taha Afzal
158c1cbcfd
Lean fixes
2019-04-28 16:31:36 -04:00
John Colvin
a5bd9b25c6
increase 'infinite loop' counter threshold in ensure_onscreen
2019-04-27 12:03:21 -05:00
John Colvin
fbe6b38edc
simplify ensure_onscreen code (since end of cycle approaches, disable by default with config)
2019-04-27 12:03:13 -05:00
John Colvin
6d4ece0667
ensure_onscreen for new shell windows
2019-04-27 11:09:39 -05:00
John Colvin
b19380c91c
SPARK-2334 when opening new shell windows, don't make them visible until initial async measurement is finished
2019-04-27 11:05:46 -05:00
John Colvin
dc5585cd8d
MarketViewWindow - don't use hidden columns in initial width calculation
2019-04-27 10:47:47 -05:00
John Colvin
b53163d1e1
SPARK-2234 / SPARK-2333 disable child algo dropdowns in orderbook/ladder
2019-04-26 22:23:20 -05:00
John Colvin
63c3e2c93a
fix orderbook 'attach' popup (was stretching past x bounds)
2019-04-26 21:45:44 -05:00
John Colvin
3d96bc98e2
SPARK-2234 / SPARK-2332 ladder - toggle conf to display algo params in a grid (like orderbook)
2019-04-26 21:16:38 -05:00
John Colvin
e5bffc3e89
AlgoEditorGridView - set both column widths to '*'
2019-04-26 21:10:54 -05:00
John Colvin
e613c5626e
OrderModVM - use ReactiveThresholdMonitor to drive 'is_dirty' prop
2019-04-26 17:53:57 -05:00
John Colvin
704a0cc1aa
SPARK-2243 Clean up algo offerings
2019-04-26 17:38:00 -05:00
John Colvin
85447ccfb4
CollectionViewSource - set CollectionViewType in default constructor
2019-04-26 17:35:34 -05:00
Eric Harding
92f67d1d2d
piq: Add security key to log message
2019-04-26 16:40:59 -04:00
Eric Harding
43a18941a4
Change debug assert to logged warning in PIQ
2019-04-26 16:18:37 -04:00
Jake Norbut
bd643aa525
don't draw piq on every tick; might save some cycles
2019-04-26 14:50:16 -05:00
John Colvin
1d419a0bd6
SPARK-2330 Dynamic orders should not show the dyn type as a parameter in the update dialog
2019-04-26 13:10:37 -05:00
John Colvin
e6815f95c4
SPARK-2325 Dynamic orders no longer seem to be getting any parameters from the UI
2019-04-26 12:42:22 -05:00
Pedro Pinto
e2e5769767
Fixed Cover order attach crash.
2019-04-26 13:40:11 -04:00
Pedro Pinto
23bec87ad0
Improved comments on order plugin example.
2019-04-26 13:29:26 -04:00
Pedro Pinto
992b64c08a
Changed dynamic order example to use a Join and the new API.
2019-04-26 13:16:42 -04:00
Pedro Pinto
85b6103944
Fixed typo in comment.
2019-04-26 13:14:07 -04:00
John Colvin
9a376d5209
OrderBookVM - detach_selected_orders_cmd passes the selected orders' parentkeys (accidentally broke again)
2019-04-26 11:45:07 -05:00
John Colvin
cee4d65d38
SPARK-2293 / SPARK-2323 change right panel toolbar button click mode to 'Pressed' (i.e., select on mouse down)
2019-04-26 11:25:24 -05:00
Jake Norbut
b102b271b0
PR edit - use single_order instead; this will be gone from attach/detach
2019-04-26 10:27:07 -05:00
Jake Norbut
b129bea129
PR edit - method signature all on one line
2019-04-26 10:27:07 -05:00
Jake Norbut
b81459cdf7
badge - Hedge order is now represented with H on the right side of badge rather than a single vertical line on left side
2019-04-26 09:55:01 -05:00
Jake Norbut
136a75f526
Removing IsExchangeOrder and associated badge decoration
2019-04-26 09:13:58 -05:00
Jake Norbut
406a2c5bc9
badge summary is only used in log messages, so simplify string
2019-04-26 09:05:07 -05:00
Jake Norbut
b1b0d23839
part of SPARK-2291; paired with John, thx John!
2019-04-26 08:55:35 -05:00
Eric Harding
38d79eb58b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2179-PIQ
2019-04-26 09:38:43 -04:00
Jake Norbut
495621a014
miniob price and quantity now set focus upon going into edit mode and mouse is over them
2019-04-26 08:25:45 -05:00
Jake Norbut
d37f3a4646
Escape key when cursor in price or quantity now reverts changed value
2019-04-26 07:58:49 -05:00
John Colvin
a9e3443cab
SPARK-2293 / SPARK-2324 disable attach button when not applicable
2019-04-25 23:33:36 -05:00
John Colvin
a8db5dae3d
SPARK-2293 / SPARK-2322 disable detach button when not applicable
2019-04-25 23:27:14 -05:00
John Colvin
76af564057
SPARK-2293 / SPARK-2321 change 'Attach To Selected Orders' to 'Attach To Selected'
2019-04-25 23:07:41 -05:00
John Colvin
f6df5cc2ec
SPARK-2293 / SPARK-2320 change 'Detach And Cancel Selected Orders' to 'Detach Selected'
2019-04-25 23:07:28 -05:00
John Colvin
747cde4a25
TickDisplayConverter - format price with default ContractSpec if spec is null (also accounts for nan formatting)
2019-04-25 22:56:45 -05:00
John Colvin
9b6a5ea943
remove hacky ILazyAlgo interface, replace functionality with subscribe_is_dirty extension
2019-04-25 19:05:03 -05:00
John Colvin
00b68a4408
remove file that was added by accident
2019-04-25 18:36:20 -05:00
John Colvin
d14826ea96
IAlgoVM - remove unused 'child_params' member
2019-04-25 18:34:41 -05:00
John Colvin
4143a8cd05
TriggerOrderVM - correct 'price type' and 'payup ticks' prop name args
2019-04-25 18:24:30 -05:00
John Colvin
1ae3f0d3e0
made PriceMinMax filter for orderbook
2019-04-25 17:55:25 -05:00
Jake Norbut
52b762ee1c
miniob: when cursor in price and quantity, enter key commits
2019-04-25 16:29:57 -05:00
Eric Harding
dfd0cfc217
templatize mbo callbacks for older templates
2019-04-25 17:16:35 -04:00
Jake Norbut
5c2fdf022c
mini ob - tab now cycles between price and qty when a row is selected
2019-04-25 14:51:11 -05:00
Eric Harding
a123ac2ed8
Turn on MBO background processing
2019-04-25 15:14:27 -04:00
Jake Norbut
f374570907
fix for if qty is changed via update popup and the edit textbox does not reflect it; accidentally merged out
2019-04-25 13:49:54 -05:00
Eric Harding
ad4fd13189
MBO: Add seconary index to handle mbo change
2019-04-25 14:25:49 -04:00
Jake Norbut
8ea1243777
Merged SPARK-2306_miniob_nits into SPARK-1944-attach/detach/update
2019-04-25 13:17:32 -05:00
Jake Norbut
12141f6c1d
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2306_miniob_nits
2019-04-25 13:15:24 -05:00
John Colvin
d1a4ebda4c
SPARK-2293 / SPARK-2312 attach params grid needs 'modified' animations (like update grid)
2019-04-25 13:14:56 -05:00
John Colvin
5f76759c35
SPARK-2293 / SPARK-2311 attach algo dropdown should only show attachable algos
2019-04-25 12:55:55 -05:00
Jake Norbut
a1b32e3e6e
combine attach and detach columns into 1 column to rule them all, and in the darkness bind them
2019-04-25 12:25:08 -05:00
John Colvin
744bad2bb0
MaskIndexInt32 was not actually using maskable bits
2019-04-25 12:17:53 -05:00
John Colvin
5a1dd952d2
SPARK-2293 / SPARK-2310 clean up main context menu
2019-04-25 11:57:55 -05:00
John Colvin
98580746e0
SparkMenu - add 'group' property to SparkCommand, implement group style in ContextMenu
2019-04-25 11:57:55 -05:00
John Colvin
7c39f1318b
made AreEqualConverter (IMultiValueConverter)
2019-04-25 11:57:55 -05:00
John Colvin
28f8d62a1a
made methods EnumerableExtensions.CountAtLeast/Most
2019-04-25 11:57:04 -05:00
Jake Norbut
4436cf9b04
adding new col to keys
2019-04-25 10:48:18 -05:00
Jake Norbut
2cd19a7984
bus.post for price and size in one
2019-04-25 10:47:41 -05:00
Jake Norbut
f956ce1d2c
adding new Command that can change size and price in one operation
2019-04-25 10:46:59 -05:00
Jake Norbut
1e578a5c77
creating new CommitColumn; modifying OnCommit properties of other up/downs to be bound to new command
2019-04-25 10:46:27 -05:00
Jake Norbut
adaac94e9c
StaysOpen should be false (was turned on for debugging)
2019-04-25 10:45:34 -05:00
Jake Norbut
5832034208
adding new Commit column
2019-04-25 10:45:01 -05:00
Eric Harding
8a1180835c
MBO diagnostics/logging
2019-04-25 11:06:39 -04:00
Jake Norbut
d45366311a
abandon tinkering with this fix handles the bug
2019-04-25 08:49:28 -05:00
Jake Norbut
395463dee9
Debounce the OnPreviewMouseWheel
2019-04-25 08:48:27 -05:00
Jake Norbut
acfbf51209
abandoning TextBox ContentTemplate customization as the ScrollViewer bug is still present
2019-04-25 08:47:41 -05:00
Jake Norbut
9872e31a0a
adding handy utility function for Deboucning and Throttling
2019-04-25 08:46:01 -05:00
John Colvin
a80b650dcc
SPARK-2309 crash in synth editor when editing (typing) ticks
2019-04-24 22:42:56 -05:00
John Colvin
0051d7f9d8
SPARK-2308 Mass updates are not applying to all rows
2019-04-24 21:03:03 -05:00
John Colvin
8f69e687ec
SPARK-2305 It should not be possible to attach to orders that have live parents
2019-04-24 18:10:10 -05:00
Pedro Pinto
e0438c25b0
Added test helper.
2019-04-24 18:57:02 -04:00
Pedro Pinto
2a2d3eddd3
Moved lean order to refactored API.
2019-04-24 18:23:25 -04:00
Pedro Pinto
bb14b8ca3d
Moved join, cover, iceberg to refactored API.
2019-04-24 17:43:31 -04:00
Jake Norbut
6768c5be02
trying styles
2019-04-24 16:30:17 -05:00
Pedro Pinto
80b19b616a
Added refactoring of order API, moved Top order to use it.
2019-04-24 14:46:53 -04:00
Eric Harding
f65f34c2fe
Limit returned MBOSnapshot size to avoid memory leaking
2019-04-24 14:12:50 -04:00
Jake Norbut
98ab218b10
no rockers
2019-04-24 13:06:14 -05:00
Taha Afzal
ee67f14f25
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-24 11:50:26 -04:00
Taha Afzal
fb741fbf46
LeanOrder2 is mostly working, needs more tests
2019-04-24 11:50:08 -04:00
Eric Harding
34401960f9
Fix mbo bid sort order
2019-04-24 11:08:46 -04:00
Eric Harding
34b7c99c81
Toggle mbostats off by default
2019-04-24 11:05:26 -04:00
Eric Harding
044ef0b812
merge master
2019-04-24 10:15:07 -04:00
Eric Harding
9cc4b5aa87
Update unit/system tests command line parser
2019-04-24 10:12:08 -04:00
Pedro Pinto
d7fe1c43b7
Removed obsolete iceberg2
2019-04-24 08:39:41 -04:00
John Colvin
c402c898be
TableUpdate.ParentDependent - fix added iter
2019-04-23 22:59:16 -05:00
John Colvin
e6f4c9c1ad
TableUpdate.FilterWithRaw - remove temp diagnostic code added by accident
2019-04-23 22:59:16 -05:00
John Colvin
b6e86c1ffd
TableUpdate.ParentDependency - update the parent_to_children 'child' entry when a value changes
2019-04-23 22:59:16 -05:00
John Colvin
f18914764a
TableUpdate.ParentDepend - refactor TSource to T, 'o'(order) to 'v'(value)
2019-04-23 22:59:16 -05:00
John Colvin
7f600e361a
SPARK-2302 (+SPARK-2300) Mini OB refresh_is_attachable/detachable no longer being called
2019-04-23 21:49:08 -05:00
John Colvin
4a2edadf6d
in TableUpdate filter-pred-changed method, when old-pred == new-pred clear out table's changes before returning it
2019-04-23 21:49:08 -05:00
John Colvin
a32283a8bd
DictionaryHelper.empty should definitely not be mutable
2019-04-23 21:49:08 -05:00
John Colvin
a46e7e62cc
move (Sorted)SetMap into spark_core
2019-04-23 21:48:52 -05:00
Taha Afzal
9c465baac9
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-23 20:02:57 -04:00
Taha Afzal
d8f118cfe9
Lean adhering to the new API
2019-04-23 20:02:40 -04:00
Michael Harding
8a53863218
Merge branch 'master' into spreader_test
2019-04-23 16:16:19 -04:00
Pedro Pinto
4cc61057d2
Removed bogus pause in iceberg.
2019-04-23 14:42:10 -04:00
Pedro Pinto
9fafc2d8b5
Minor refactoring
2019-04-23 14:32:51 -04:00
Pedro Pinto
0b7e3e2c17
Fixed a bug in the handling of failed attachment.
2019-04-23 14:32:34 -04:00
Pedro Pinto
2e4413f44f
Made sim more resiliant to daily session reset.
2019-04-23 12:43:38 -04:00
Pedro Pinto
65056c7eef
Changing defaults in sim connection to try to connect forever.
2019-04-23 12:43:38 -04:00
Pedro Pinto
ccfdb6b7b5
Adding buffering of cancels/updates to native order.
2019-04-23 12:43:38 -04:00
Jake Norbut
d6da4e7a26
Defaulting many OB columns for Right alignment
2019-04-23 10:52:26 -05:00
Jake Norbut
2893233a03
adding some margin to Update button
2019-04-23 10:34:44 -05:00
Jake Norbut
0f3988c8e2
extend cancel ability to Disconnected orders
2019-04-23 10:13:02 -05:00
Jake Norbut
47e272702c
adding helper function for joining banding path; more use of nameof in OBColumns instead of vanilla strings
2019-04-23 09:48:09 -05:00
Eric Harding
821274f544
Merge branch 'SPARK-2179-PIQ' of bitbucket.org:bluetradesys/spark into PIQachu
2019-04-23 09:48:54 -04:00
Jake Norbut
428a51b071
updating prosepctive quantity field when the quantity has changed underneath us
2019-04-23 08:22:47 -05:00
Eric Harding
ca6c0f984c
mbo bugfixes
2019-04-23 09:11:30 -04:00
Jake Norbut
19a9c27d9c
Merged 1944-miniob_update into SPARK-1944-attach/detach/update
2019-04-23 07:42:27 -05:00
Jake Norbut
45a4bcf8b5
fix merge
2019-04-23 07:41:49 -05:00
Jake Norbut
00c2ac4aeb
changing from button to dots; moving column
2019-04-23 07:39:32 -05:00
John Colvin
f03db0180b
MarketViewVM - 'size' cols should use UIntMinMax filter templates (not UShort)
2019-04-22 23:36:24 -05:00
John Colvin
95755f53a1
fix up TickUpDownNullableULong in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:31:03 -05:00
John Colvin
de5b0a4264
fix up TickUpDownULong in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:31:03 -05:00
John Colvin
f1f9503b3a
fix up TickUpDownNullableUShort in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:31:03 -05:00
John Colvin
c144631759
fix up TickUpDownUShort in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:24:47 -05:00
John Colvin
9fafe6bae5
FilterTemplates.xaml - line endings
2019-04-22 23:05:22 -05:00
John Colvin
757fc0eab5
OperableHierarchicalCollection - reword some comments
2019-04-22 22:38:15 -05:00
John Colvin
227179087d
OperableHierarchicalCollection - in 'collapse_row,' return after removing continuous block (no need to continue enumeration)
2019-04-22 22:37:56 -05:00
John Colvin
33140fa901
OperableHierarchicalCollection - in 'collapse_row,' only call '_sync' if refresh is deferred
2019-04-22 22:25:18 -05:00
John Colvin
0d94377f36
OrderBookRowVM - need to pass 'is_expanded' prop name arg when calling 'Set' outside of the property setter
2019-04-22 22:18:43 -05:00
John Colvin
66b92c26a1
OperableHierarchicalCollection - actually Clear rows before re-adding on reset
2019-04-22 22:17:13 -05:00
John Colvin
c74941b9c1
remove obsolete OrderBookRowCollection
2019-04-22 17:53:04 -05:00
John Colvin
a705235a99
OrderBookVM - replace OrderBookRowCollection with new generic OperableHierarchicalCollection
2019-04-22 17:53:04 -05:00
John Colvin
6e5ae8b9e0
OrderBookRowVM implements IHierarchicalRow
2019-04-22 17:53:04 -05:00
John Colvin
df53c9810b
made OperableHierarchicalCollection
2019-04-22 17:53:04 -05:00
John Colvin
e84ea8b8e5
move 'RXOperableCollection' into spark_core, rename 'OperableCollection'
2019-04-22 17:53:04 -05:00
John Colvin
9e347a858c
move CollectionHelper into spark_core
2019-04-22 17:53:04 -05:00
John Colvin
f53b791703
SortedTree - 'Remove' returns bool
2019-04-22 17:53:03 -05:00
John Colvin
efa267d5fb
move I(ReadOnly)ObservableCollection into spark_core
2019-04-22 17:53:03 -05:00
John Colvin
fb1e60229e
OrderBookRowCollection - optimize expand/collapse all
2019-04-22 17:53:03 -05:00
John Colvin
00fa662883
SPARK-2196 OB filter
2019-04-22 17:53:03 -05:00
John Colvin
4ef8aaa689
DIYGrid - don't invoke SelectionChanged callback unless it is actually coming from the DIYGrid (i.e., not some random child control)
2019-04-22 15:56:23 -05:00
Eric Harding
80e337c599
sparkcmd should respect '-configserver'
2019-04-22 16:45:36 -04:00
Eric Harding
5b71918a1f
Revert "Make sure every sparkcmd command respects -configserver"
...
This reverts commit dab95d7e91 .
2019-04-22 16:41:48 -04:00
Jake Norbut
64164db22e
so that john can take a look
2019-04-22 14:59:22 -05:00
Eric Harding
d2a9d21700
Handle incremental MBO messages from cme
2019-04-22 15:26:50 -04:00
Kevin Darby
16fee6e478
Merged in stunnel_win7 (pull request #217 )
...
RTM: Stunnel Win7
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-04-22 17:57:27 +00:00
John Colvin
dfb2178fd8
TableUpdate.Filter extension supports null filters
2019-04-22 12:47:13 -05:00
John Colvin
2be2163b7e
DeferrableActionWrapper uses flags to support multiple actions
2019-04-22 12:47:13 -05:00
John Colvin
711ec49d88
move DeferrableActionWrapper into bts.utils namespace
2019-04-22 12:47:13 -05:00
John Colvin
710eaf5ef8
move DeferrableActionWrapper into spark_core
2019-04-22 12:47:13 -05:00
John Colvin
ccddf3b1cd
OrderBookRowVM doesn't need to derive from DisposableViewModelBase (keep it super light)
2019-04-22 12:47:13 -05:00
John Colvin
3aefa57578
OrderBookRowVM - fix typeo that excluded prop-name argument when reassigning is_expanded
2019-04-22 12:47:13 -05:00
John Colvin
ea4b330062
SPARK-2299 - Update panel modify/revert buttons stay enabled when they shouldn't
2019-04-22 12:41:32 -05:00
John Colvin
da6b7d5011
lazy init for DialogButtonStyle
2019-04-22 11:57:05 -05:00
John Colvin
add897f4a6
fix QuantityMeasureControl visual state transition bug
2019-04-20 12:21:11 -05:00
John Colvin
5cb535e5df
OrderBookView - don't hide params when 0 rows selected (was conflicting with selected tab)
2019-04-18 16:39:29 -05:00
Jake Norbut
106c9a6922
refining is_detachable to not show for terminal orders; i bet taha was using a non attach/detach server when this came up
2019-04-18 15:57:30 -05:00
Jake Norbut
1c87d414e0
mini ob - adding red and green borders around attach detach buttons
2019-04-18 15:57:30 -05:00
Pedro Pinto
62b0f1938b
Moved Iceberg to new API.
2019-04-18 16:47:17 -04:00
Pedro Pinto
a7e04aa7b0
Fixed cover order bug.
2019-04-18 16:47:17 -04:00
Jake Norbut
aa9f81f5c9
mini ob - hide last change, show time, hide symbol
2019-04-18 14:56:55 -05:00
Eric Harding
3cf701a211
swap map for btree
2019-04-18 14:42:26 -04:00
Eric Harding
5392d05ec8
MBO perf work
2019-04-18 14:39:15 -04:00
Kevin Darby
7838bdf04f
too much whitespace for even me
2019-04-18 14:16:08 -04:00
Kevin Darby
546553406b
PR comments
2019-04-18 14:13:09 -04:00
Kevin Darby
02d0f6191c
-added a manifest to our csproj that we'd meant to add anyway for win7 subprocess creation
...
-added a fallback for stunnel if we can't create a windows job object
2019-04-18 14:06:44 -04:00
John Colvin
df18758643
OrderBookToolBar - fix VisualState transitions
2019-04-18 11:37:32 -05:00
John Colvin
b351fa9531
made Mouse/CheckedStateDefinitions modal
2019-04-18 11:37:32 -05:00
Michael Harding
36722e27ad
Remove SDK docs from the manual
2019-04-18 11:08:32 -04:00
Jake Norbut
dcfbb6e62f
need a new security order demuxer for the new piq observable
2019-04-18 08:58:56 -05:00
Pedro Pinto
5303d2fd89
Fixed a cover bug found by Brian.
2019-04-18 09:49:24 -04:00
Pedro Pinto
3e29427679
Beggining to move IB over to new API.
2019-04-18 09:07:30 -04:00
Pedro Pinto
d240b75b95
Improved AlgoOrder API.
2019-04-18 08:59:47 -04:00
Pedro Pinto
cb6621ac06
Cleaned up docs for AlgoOrder
2019-04-18 08:15:47 -04:00
John Colvin
cc1d796695
OrderBook - put modify/revert buttons directly beneath the params grid (requires less mouse movement)
2019-04-17 21:47:02 -05:00
John Colvin
ed6f2d1c28
OrderBookView - fix typeo in xaml element name
2019-04-17 21:42:06 -05:00
Jake Norbut
ff2d150dc4
restricting orders with piqs to just ladders for now
2019-04-17 17:33:46 -05:00
Pedro Pinto
54d23ac2d3
By default attached orders are subscribed to.
2019-04-17 17:48:07 -04:00
Pedro Pinto
2348e1bf31
Refactor AlgoOrder, completed Cover order.
2019-04-17 17:41:53 -04:00
John Colvin
ad09a6ad4b
OrderBook wasn't restoring 'show_right_panel' when loading workspace
2019-04-17 15:24:58 -05:00
John Colvin
d8a47267f6
OrderBookRowCollection - remove unneccesary using, unify line endings
2019-04-17 13:10:54 -05:00
Jake Norbut
6692797c3f
changing from .Publish to .Replay b/c apparently Publish doesn't send old values i.e. previously working orders won't show up, but new ones will
2019-04-17 13:03:43 -05:00
John Colvin
c882fb1018
SPARK-2292 OrderBook - make right panel toolbar buttons look like tabs in tab mode
2019-04-17 12:51:47 -05:00
John Colvin
5777685bf3
made RemainingDimensionConverter (will be used in OrderBookToolBar)
2019-04-17 12:51:46 -05:00
John Colvin
a1053cc41e
made new ModalStateDefinition class (will be used in OrderBookToolBar)
2019-04-17 12:51:46 -05:00
John Colvin
a934021a5a
CheckedStateDefinition - reset State when CheckableSource changes
2019-04-17 12:39:08 -05:00
John Colvin
24f5a54756
RadioButtonGroupManager - syntax change (don't needlessly wrap Action)
2019-04-17 11:20:59 -05:00
John Colvin
43af64b298
OrderBookToolBar - UseLayoutRounding=True
2019-04-17 11:16:18 -05:00
Jake Norbut
b059aedbce
adding PlacementInQueue key to toggles so that we have a config option to enable/disable once deployed; defaults to enabled
2019-04-17 08:53:26 -05:00
John Colvin
314bbd4f06
MouseStateDefinition - refresh visual state when MouseSource changes
2019-04-17 00:02:35 -05:00
John Colvin
e8adb8fc68
StateManger - remove 'AlwaysTransitionOnLoaded' hack, replace with real fix
2019-04-16 19:56:19 -05:00
John Colvin
49de685cd4
OrderBookVM - fix stackmode 'visible_components' bit arithmetic
2019-04-16 19:28:42 -05:00
Eric Harding
73c9be3bec
SPARK-2197 bugfix
2019-04-16 15:47:11 -04:00
John Colvin
d4ee0db19b
OrderBookView - in param grid ContextMenu, use grid.SelectedItem to get the target row
2019-04-16 14:24:49 -05:00
John Colvin
2171a31e5a
OrderBookVM - fix 'revert when selection becomes inactive' behavior
2019-04-16 14:23:09 -05:00
Jake Norbut
bc35e773ce
piq_column settings should never return null, which allevites doing the same in sanitize_ladder_settings and another time when dealing with WindowSpecifics
2019-04-16 14:19:43 -05:00
Jake Norbut
4c8d0a4217
add null check on r.newval
2019-04-16 14:13:06 -05:00
John Colvin
b35c52ae27
QuantityMeasureControl - visual state gets lost after the control is unloaded/(re)loaded
2019-04-16 13:15:17 -05:00
John Colvin
055e27f9aa
SPARK-2288 improve ladder startup performance
2019-04-16 13:15:17 -05:00
Michael Harding
6ad12e922c
Submit and confirm working spreader order
2019-04-16 13:03:36 -04:00
Jake Norbut
05abbc4a50
don't show uint.Max piqs during server restart
2019-04-16 12:03:33 -05:00
Eric Harding
95500187f0
Indicate our orders in diagnostic
2019-04-16 12:44:23 -04:00
Jake Norbut
8716099ac6
Removing OrderSecPiq struct since OrderSecurity does everything that did; we still may want to rename it down the line
2019-04-16 11:15:19 -05:00
Eric Harding
d7850d6b70
MBO diagnostic api
2019-04-16 12:14:27 -04:00
Eric Harding
905c1cab2c
SPARK-2206 tests
2019-04-16 12:14:27 -04:00
Jake Norbut
6181548902
piq background color now matches orders background color
2019-04-16 10:56:31 -05:00
Jake Norbut
c32eada3ac
the big enchilada - adding PIQ column to LadderGridHost
2019-04-16 10:49:03 -05:00
Jake Norbut
42feedfd36
adding piq column to settings
2019-04-16 10:33:48 -05:00
Jake Norbut
d76c2a30ce
price_vs_piq property on LadderVM; appropriate changes for LadderOrderVM constructor
2019-04-16 10:32:54 -05:00
Jake Norbut
c312a880a7
adding MBOService for piq, left joining piq on orders
2019-04-16 10:29:29 -05:00
Jake Norbut
b2ed88fb4a
adding binding expression for new PIQColumnWidth property
2019-04-16 10:23:57 -05:00
Pedro Pinto
489af5a703
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-16 11:23:49 -04:00
Jake Norbut
567edafe18
including the piq here on this new
2019-04-16 10:23:29 -05:00
Pedro Pinto
1f03f4b839
Moved JoinOrder to new API.
2019-04-16 11:22:58 -04:00
Jake Norbut
9a39d84739
tuple to OrderSecPiq in here too
2019-04-16 10:20:42 -05:00
Jake Norbut
d9b4e21c61
changing from tuple to simple OrderSecPiq for sanity
2019-04-16 10:20:09 -05:00
Jake Norbut
fa287b14ef
OrderSecurity now also has a piq; maybe we change the class name?
2019-04-16 10:16:40 -05:00
Jake Norbut
096bf3338c
adding PIQ
2019-04-16 10:15:06 -05:00
Jake Norbut
a646f28831
added min_piq property; now stores (OrderRecordImmutable, uint?) instead of just OrderRecordImmutable
2019-04-16 10:14:05 -05:00
Jake Norbut
391397692c
adding PIQ case option
2019-04-16 10:08:28 -05:00
Jake Norbut
8130d5a0f8
adding render_piq method
2019-04-16 10:06:32 -05:00
John Colvin
464dada0c2
OrderBook - param grid exits edit mode after committing modifications via the context menu
2019-04-15 23:44:12 -05:00
John Colvin
fb73752d5c
AlgoEditorGridView - change price control 'Value' binding UpdateSourceTrigger to 'PropertyChanged'
2019-04-15 23:19:38 -05:00
John Colvin
766c9d10c4
OrderBook - fix typeo in modify button tooltip
2019-04-15 23:02:16 -05:00
John Colvin
bd54a9fd01
OrderBookView - increase margin between modify/revert buttons
2019-04-15 23:01:39 -05:00
John Colvin
9ff4673935
OrderBook - contextmenu for params grid (Revert Param, Revert All, Commit All)
2019-04-15 20:08:02 -05:00
John Colvin
282771f9f5
OrderBook - revert edited values when user selects an inactive order
2019-04-15 20:04:54 -05:00
John Colvin
d60986c5f0
AlgoEditorGridView - ctrl+up/down arrow key increments/decrements value in TickUpDown cells
2019-04-15 20:04:54 -05:00
Pedro Pinto
12fc59af41
Added extra assert.
2019-04-15 18:25:12 -04:00
Pedro Pinto
19fca8304d
Simplified TopOrder, deleted TopOrder2.
2019-04-15 18:08:37 -04:00
Pedro Pinto
81a0e1376c
Refactored.
2019-04-15 13:43:40 -04:00
Pedro Pinto
6e5451e314
Moved top order to use new AlgoOrder API.
2019-04-15 13:33:21 -04:00
Pedro Pinto
a58d7b3a97
Added some documentation to AlgoOrder
2019-04-15 13:33:21 -04:00
Pedro Pinto
b7b0b46709
Added a new AlgoBase class that should serve as the new Order API
2019-04-15 13:33:21 -04:00
Pedro Pinto
ee4f74aad5
Cleaned up algos a bit.
2019-04-15 13:33:21 -04:00
Pedro Pinto
ab8d8b9717
Made NativeOrder cancel idempotent.
...
This makes AlgoBase simpler.
2019-04-15 13:33:21 -04:00
Pedro Pinto
669790f12f
Made attachment to disconnected orders illegal.
...
This seems sensible and it simpliefies AlgoOrder
2019-04-15 13:33:21 -04:00
John Colvin
c5bd45a429
AlgoEditorGridView - focus TextBox in when QuantityMeasure cells enter edit mode
2019-04-15 11:32:58 -05:00
John Colvin
8ef977e468
OrderTypeVMBase - no need to raise definition_changed when 'editing_permissions' changes
2019-04-15 11:06:07 -05:00
Jake Norbut
d89f93c323
Adding MBOService as an export in gui
2019-04-15 11:05:40 -05:00
John Colvin
8d38f3aae5
OrderTypeVMBase - defer raising definition_changed during 'load_from()'
2019-04-14 23:00:24 -05:00
John Colvin
83b7c8ae8d
AlgoEditorGridView - shorten 'cross the market' tooltips
2019-04-14 22:30:19 -05:00
John Colvin
b71c5fb27d
SPARK-2275 / SPARK-2284 remove erroneous ToolTip binding AlgoTreeViewItemContainerStyleBase
2019-04-14 19:15:24 -05:00
John Colvin
c536300020
SPARk-2275 / SPARK-2283 remove animation binding in OrderBook's security column view_factory
2019-04-14 19:07:10 -05:00
John Colvin
37a054800b
SPARK-2275 / SPARK-2282 don't apply DialogSkirtButtonStyle to Save/Revert buttons in AlgoStudioView (dsb style assumes datacontext is DialogSkirtItem)
2019-04-14 19:02:17 -05:00
John Colvin
8ceb3a4c77
SPARK-2275 / SPARK-2281 use CastConverter on MouseSource/CheckableSource bindings
2019-04-14 18:56:49 -05:00
John Colvin
91146fdfb9
made simple CastConverter class (IValueConverter)
2019-04-14 18:51:39 -05:00
John Colvin
8f5ca8d783
SPARK-2275 / SPARK-2280 don't apply DialogSkirtButtonStyle to Save/Revert buttons in AlgoStudioView (dsb style assumes datacontext is DialogSkirtItem)
2019-04-14 18:51:38 -05:00
John Colvin
2364c1123c
SPARK-2275 / SPARK-2279 remove bad Background binding in DIYGrid's GridViewColumnHeader ControlTemplate
2019-04-14 18:12:55 -05:00
John Colvin
3b27f560fb
SPARK-2275 / SPARK-2278 remove erroneous Horizontal/VerticalContentAlignment bindings in 'AlgoTreeViewItemContainerStyleBase'
2019-04-14 18:12:42 -05:00
John Colvin
c741093ab9
SPARK-2275 / SPARK-2277 remove DIYGrid hidden edit-control (a vestige from AW2, unused in Spark)
2019-04-14 17:48:54 -05:00
John Colvin
405685ece3
SPARK-2275 / SPARK-2276 remove erroneous 'start_command' binding
2019-04-14 17:34:04 -05:00
John Colvin
6de078473b
SPARK-2208 / SPARK-2274 non-uniform price is displayed as '0,' should be '-'
2019-04-14 15:37:41 -05:00
John Colvin
f9a131a480
CommonValueMonitor - actually use 'default_value' param
2019-04-14 15:35:17 -05:00
John Colvin
16ba5c42ab
OrderBookToolBar - change 'IsTabStop=False' to 'IsFocusable=False' in RightPanel.MenuItem style (menu-items were stealing focus on hover)
2019-04-14 15:13:52 -05:00
John Colvin
0e892817bf
OrderBookToolBar - remove unselect-when-mouse-leaves trigger in ToolBarOverflowButtonStyle
2019-04-14 15:11:12 -05:00
John Colvin
0d01f7f365
SPARK-2269 UI Crash (null ref in EnumDescriptionConverter.Convert)
2019-04-14 15:00:41 -05:00
John Colvin
f67669a830
Ladder - clicking a favorite button that is already selected pops the selection back to the last algo that was selected via the dropdown
2019-04-14 14:56:11 -05:00
John Colvin
4f5ff80199
made 'SetStack' class and corresponding unit tests
2019-04-14 14:55:01 -05:00
John Colvin
c84b3c576b
SortedList - made 'RemoveAt' method
2019-04-14 14:39:32 -05:00
John Colvin
f4490623b3
rename GenericCollectionExtensions.cs -> EnumerableExtensions.cs
2019-04-14 11:44:18 -05:00
John Colvin
2b00c00459
move ObservableCollectionExtensions into its own file
2019-04-14 11:43:43 -05:00
John Colvin
7e5ea37782
remove unused HashSetExtensions class
2019-04-14 11:37:59 -05:00
John Colvin
9ad140d774
consolidate 2 DictionaryExtensions classes into 1
2019-04-14 11:21:45 -05:00
John Colvin
67a457cf98
(4/4) consolidate 2 CollectionExtensions classes into 1 - remove TryGetItem extension
2019-04-14 11:16:48 -05:00
John Colvin
e3305bc3f5
(3/4) consolidate 2 CollectionExtensions classes into 1 - move within_range methods/create ArrayExtensions class
2019-04-14 11:10:20 -05:00
John Colvin
171fcab814
(2/4) consolidate 2 CollectionExtensions classes into 1 - move SetItems method
2019-04-14 10:56:41 -05:00
John Colvin
0723f0ae1e
(1/4) consolidate 2 CollectionExtensions classes into 1 - move AddRange methods
2019-04-14 10:55:44 -05:00
John Colvin
c1d0c159af
consolidate 2 ListExtensions classes into 1
2019-04-14 10:35:28 -05:00
John Colvin
65ec3f6d0a
move GenericCollectionExtensions.cs into spark_core
2019-04-14 10:30:14 -05:00
John Colvin
009e709384
OrderBook - move RightPanel.MenuItem style to OrderBookToolBar.xaml, replace ControlTemplate triggers with VisualStates
2019-04-13 18:29:44 -05:00
John Colvin
c124e3dfd2
made new StateDefinitions: MouseStateDefinition, CheckedStateDefinition
2019-04-13 18:28:25 -05:00
John Colvin
c6f98630dc
RadioButtonGroupManager - factor out ToggleButton/MenuItem subscribe-checked impl
2019-04-13 18:26:27 -05:00
John Colvin
d270411578
SPARK-2208 / SPARK-2270 params grid should stretch to the width of the panel
2019-04-13 14:50:25 -05:00
John Colvin
eea68f438b
DataGridEditHelper - ignore usual togglebutton behavior when QuantityMeasureControl cell enters edit mode
2019-04-13 14:50:25 -05:00
John Colvin
575b2c0bb6
QuantityMeasureControl - made new ratio-checkbox ControlTemplate
2019-04-13 14:50:25 -05:00
John Colvin
e024edb6f7
QuantityMeasureCaseDisplayTextConverter - made public static convert method
2019-04-13 14:50:25 -05:00
John Colvin
ef4bcfb1b8
TickUpDown - set TemplateBindings for (Min/Max)Width props
2019-04-13 14:50:24 -05:00
John Colvin
94e5b8410c
AlgoEditorGridView - bbo price hyperlink cmds payup 'n' ticks if number key is pressed when clicked
2019-04-13 14:50:24 -05:00
John Colvin
9edb0f2b9c
TickUtils - tickup/down support negative input (just ticks in opposite direction)
2019-04-13 14:43:05 -05:00
John Colvin
440f0f1e85
DIYGridRowsPresenter - set 'IsTextSearchEnabled' to false (in default style)
2019-04-13 11:35:57 -05:00
John Colvin
707e6013cc
SPARK-2208 / SPARK-2271 params grid - make 'Enter' key behave like 'Tab'
2019-04-12 20:05:12 -05:00
John Colvin
80ee8d1afa
SPARK-2208 / SPARK-2272 params grid - get rid of 'Pen' cursor
2019-04-12 19:55:38 -05:00
John Colvin
9923cd4b9b
SPARK-2208 / SPARK-2273 keyboard shortcuts for modify/revert
2019-04-12 19:46:02 -05:00
John Colvin
3a4ec52766
replaced SparkWindowView.HeaderConverter with CommandHelper.DescriptionConverter (can be used w/ non-spark cmds as well)
2019-04-12 16:56:22 -05:00
John Colvin
00548ea6dd
AlgoEditorGridView - best bid/ask hyperlink tooltips don't say 'click to assign' when disabled
2019-04-12 16:11:10 -05:00
John Colvin
6e654049bd
AlgoParamRowVM - 'set_value_cmd' can only execute when param.permissions == 'ReadWrite'
2019-04-12 16:11:10 -05:00
John Colvin
71c94b8c8d
OrderBookVM - update algo param permissions when 'selected-orders-all-active' changes
2019-04-12 16:11:10 -05:00
John Colvin
cd9875f67a
add 'permissions_changed' event to IAlgoParamVM
2019-04-12 16:02:05 -05:00
John Colvin
4a118c76ac
ViewModelBase - overload 'Set' method to out previous value
2019-04-12 15:59:31 -05:00
John Colvin
8d263cdd37
remove redundant 'SubscribeHookLatest' method, redirect callers to 'SubscribeEach'
2019-04-12 13:55:02 -05:00
John Colvin
f56d1a570a
AlgoEditorGridView - 'Click to edit' tooltip
2019-04-12 13:55:02 -05:00
John Colvin
63dd6ea835
OrderBook/AlgoEditorGridView - display bbo in price/size param rows
2019-04-12 13:55:01 -05:00
John Colvin
6c19f959fa
initialize AlgoParamVM.has_value
2019-04-12 13:45:26 -05:00
John Colvin
c4a180f936
AlgoParamRowVM implements IEditableObject
2019-04-12 13:45:26 -05:00
John Colvin
2c272e936f
SPARK-2208 / SPARK-2266 remove price/size controls, add them as the first 2 param rows instead
2019-04-12 13:45:26 -05:00
John Colvin
55c859e928
OrderBook right panel toolbar should not have any tab stops
2019-04-12 13:45:26 -05:00
John Colvin
98411ad036
template selector infrastructure
2019-04-12 13:45:26 -05:00
John Colvin
d7719cf79c
AlgoEditorGridView - minor tweaks to streamline tab navigation editing
2019-04-12 13:45:26 -05:00
John Colvin
e7c606495b
AlgoEditorGridView - define price cell templates
2019-04-12 13:45:25 -05:00
John Colvin
73cc7ceec3
AlgoParamTemplateSelector - infrastructure for explicit/keyed templates (price cell needs this)
2019-04-12 13:45:25 -05:00
John Colvin
475d5e3ff1
DataGridEditHelper - refactor to use static 'OneOf.Match' (one-liner)
2019-04-12 13:45:25 -05:00
John Colvin
33f399893e
OneOf - made static Match() method
2019-04-12 13:45:25 -05:00
John Colvin
015be785e1
move AlgoParamVM into its own file
2019-04-12 13:45:25 -05:00
John Colvin
446a0175c6
ObservableAppendCollection implements IReadOnlyObservableCollection
2019-04-12 13:45:25 -05:00
John Colvin
a5a438976f
OrderBookView - remove unused resource in xaml
2019-04-12 13:45:25 -05:00
Taha Afzal
26f0593702
manual test for lean
2019-04-12 12:24:53 -04:00
Eric Harding
a376fe9e22
Fix pool_stats crash for the pool paupers
2019-04-12 09:56:28 -04:00
Taha Afzal
85c73783f3
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-11 17:24:25 -04:00
Taha Afzal
79ddb8ca16
new basic lean test
2019-04-11 17:24:20 -04:00
Michael Harding
3171ae0afb
Create a Synthetic Security
2019-04-11 16:06:59 -04:00
Jake Norbut
6f97ddd57d
Only create the Adorner when the SelectionMode is not Single
2019-04-11 14:06:24 -05:00
Jake Norbut
ce4f850cc4
DIYGrid - revert to previous select mode when on Multi SelectionMode grids
...
There are 2 reasons for this reversion.
John mentioned that when selecting many rows in MV, the scolling of selected rows progressively
worsened as more rows were selected.
Next, if you were selecting many rows in the grid by way of clicking and
then dragging your mouse over the bottom area of the window outside of
the actual grid, then releasing the mouse button while your mouse was
still outside of the grid, we would not select the pages of rows,
instead only the last one would be selected. This is different from how
the Adorner selection works now.
2019-04-11 14:06:24 -05:00
John Colvin
dfcef93882
SPARK-2208 / SPARK-2265 when editing multiple orders, ignore params with non-uniform values (use each order's current value)
2019-04-11 13:10:18 -05:00
John Colvin
667234b05b
convert some algo params/props to nullable<T>s (null indicates 'non-uniform-value' when mutliple orders are selected)
2019-04-11 13:10:18 -05:00
John Colvin
c2c460875d
check correct algo type and that child param exists for Dynamic case OrderDataHelper.get_child_algo_data
2019-04-11 12:53:19 -05:00
John Colvin
7df7d05628
move OrderDataHelper.cs and OrderUtils.cs into 'Orders' dir
2019-04-11 12:50:16 -05:00
Jake Norbut
61a4ade2f4
Merged in SPARK-2207 (pull request #213 )
...
SPARK-2207 mini ob ui review
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-04-11 16:54:40 +00:00
Jake Norbut
594c2e47b0
PR suggestion - Count() be gone
2019-04-11 11:43:57 -05:00
Jake Norbut
b6df4b64b8
test should actually return the right nodes
2019-04-11 11:17:55 -05:00
Jake Norbut
7190d949f5
PR suggestion - only get children when replace actually does something; add test
2019-04-11 11:14:11 -05:00
Jake Norbut
51db2e75f7
PR suggestion - One RaisePropertyChanged call FTW!
2019-04-11 10:10:12 -05:00
Eric Harding
7381088d6d
Remove unnecessary error log
2019-04-11 11:07:49 -04:00
Jake Norbut
992d56303c
PR suggestion - RaisePropertyChanged when non-terminal status changes, not indiscriminantly; great find john
2019-04-11 10:04:29 -05:00
Taha Afzal
84f249439c
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-11 10:56:51 -04:00
Taha Afzal
7d09a906c6
Updating the tests
2019-04-11 10:56:43 -04:00
Jake Norbut
80cb260082
PR suggestion - ort -> osam; just updating variable three-letter-acronym to match the actual type
2019-04-11 09:50:59 -05:00
Jake Norbut
fc47d16800
PR suggestion - Capitalizing 'K' in 'OK'
2019-04-11 09:31:20 -05:00
Eric Harding
5f9a421490
Additional logging for QueryServer::get_names error
2019-04-11 10:28:21 -04:00
Jake Norbut
ae237d36b6
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-11 07:27:15 -05:00
John Colvin
4182ab1093
OrderBook - fix order-params 'IsReadOnly' binding
2019-04-10 23:34:47 -05:00
John Colvin
9ba7b77a7a
SPARK-2250 OrderBook - put fills/ladder/params controls in separate tabs
2019-04-10 23:34:47 -05:00
John Colvin
c8adf1c972
RadioButtonGroupManager - support MenuItems as honorary 'checkable' toggles (they don't actually derive from ToggleButton)
2019-04-10 19:08:25 -05:00
John Colvin
05275c5d0d
OrderBookSettings - put 'right-panel' settings in their own class
2019-04-10 19:08:25 -05:00
John Colvin
3c5e7bfef9
move OrderBook settings classes into separate files
2019-04-10 19:08:25 -05:00
John Colvin
5724d13b7d
OrderBook - in 'attach' popup, don't animate 'is_dirty' since the user is creating a new order
2019-04-10 19:08:25 -05:00
Taha Afzal
0491b4b153
Top order test
2019-04-10 18:40:57 -04:00
Taha Afzal
dc1d045716
join basic test
2019-04-10 17:17:24 -04:00
Jake Norbut
484fb7b93f
SPARK-2261 - canceled orders from detachment no longer display as if they can be canceled
2019-04-10 16:13:44 -05:00
Jake Norbut
e7286856c9
SPARK-2260 - show edit mode for only non terminal orders
2019-04-10 16:06:04 -05:00
Jake Norbut
33804a8cb2
SPARK-2255 - middle click will now close an open mini ob
2019-04-10 15:16:26 -05:00
Jake Norbut
9f6a894ddf
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-10 14:57:33 -05:00
Jake Norbut
37160cc477
fix root node not updating after descendant detach
2019-04-10 14:53:50 -05:00
Jake Norbut
be7553956f
detach should detach on this rows parent, not the root of the tree
2019-04-10 14:21:02 -05:00
Jake Norbut
23a1eb323f
update is_attachable definition so that if an order is in a terminal state, then it is not attachable
2019-04-10 14:19:43 -05:00
Eric Harding
f7fd81f3af
Improve Servicetail
2019-04-10 14:47:50 -04:00
Jake Norbut
3d7f469708
popup should not stay open, leftover from debugging
2019-04-10 12:19:25 -05:00
Jake Norbut
0bf9939d17
SPARK-2259 - changing single Send Attached orders button to Ok and Cancel, and using the same DialogSkirt. Thx John for the help on this one, several nuances here in getting things just right
2019-04-10 12:17:19 -05:00
Eric Harding
f6c0f393bd
SPARK-2244 Suppress empty updates
2019-04-10 11:04:28 -04:00
Eric Harding
adec1bdfd0
SPARK-678 Dont' crash on null array
2019-04-10 10:57:44 -04:00
Eric Harding
a3de83dd04
SPARK-2244 Update position on timer tick
2019-04-10 10:24:33 -04:00
Eric Harding
5ba7cd561c
SPARK-2244 remove parameterless ActiveOrder constructor
2019-04-10 10:16:18 -04:00
Eric Harding
5ff9f13e7e
Update cmakedeps
2019-04-10 10:11:17 -04:00
Taha Afzal
0da056f282
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-10 10:02:13 -04:00
Taha Afzal
129da00daa
Cover test
2019-04-10 10:02:03 -04:00
John Colvin
962f41b5d6
AlgoEditorGridView - for param cell 'write' templates, UpdateSourceTrigger=PropertyChanged
2019-04-09 17:16:10 -05:00
John Colvin
cdc0fee934
QuantityMeasureControl - internal bindings UpdateSourceTrigger=PropertyChanged
2019-04-09 17:16:10 -05:00
John Colvin
589227a97f
made TickUpDownUInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:10 -05:00
John Colvin
bde9f6e565
made TickUpDownNullableUInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:10 -05:00
John Colvin
7b6bab1767
made TickUpDownInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:09 -05:00
John Colvin
729cb5cddc
made TickUpDownNullableInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:09 -05:00
John Colvin
220a4e6424
added TextUtils.RegexFilters.'SignedInteger' regex
2019-04-09 17:16:09 -05:00
John Colvin
37356b2b59
rename TextUtils RegexFilter.'Integer' -> 'UnsignedInteger' (it's always prevented negative numbers)
2019-04-09 17:16:09 -05:00
John Colvin
42ce4f1bf8
OrderBook - modify/revert buttons are not enabled until user changes a param
2019-04-09 17:16:01 -05:00
John Colvin
455515f658
added 'is_dirty_changed' event to IAlgoParamVM
2019-04-09 16:55:21 -05:00
John Colvin
ad61783e15
AlgoEditorGridView - replace 'AlgoVM' dp with three props: AlgoRoots, SelectedAlgoRoot, and ParamRows (the rows needed to move to the vm)
2019-04-09 16:55:10 -05:00
Jake Norbut
c8d958506c
SPARK-2257 - swap edit and checkbox locations in edit mode for better alignment than what we have now
2019-04-09 15:15:41 -05:00
Jake Norbut
c528685283
SPARK-2256 - ob to get a new OPP via create_common
2019-04-09 14:30:44 -05:00
Jake Norbut
4c6522d33d
SPARK-2256 - mini ob to get a new OPP via create_common
2019-04-09 14:30:36 -05:00
Jake Norbut
eb0930b140
SPARK-2256 - adding a create_common method so changes between OB and Mini OB are kept in sync
2019-04-09 14:30:23 -05:00
Eric Harding
f4b65b21bb
merge master
2019-04-09 15:27:15 -04:00
Eric Harding
c1789bb4a1
SPARK-2244 Helps to enable the service
2019-04-09 15:14:35 -04:00
Eric Harding
0cf4b5c2c8
SPARK-2224 3/3 basic piq stream (unblocks jake)
2019-04-09 15:07:10 -04:00
John Colvin
31105a1acb
add default constructor to CollectionViewSource
2019-04-09 14:07:09 -05:00
Eric Harding
a101a267ed
More consistent to call old previous for Change
2019-04-09 14:58:15 -04:00
Jake Norbut
f2421133cb
When DIYGrid is in Single SelectionMode, dragging the mouse should not crash it.
2019-04-09 13:57:06 -05:00
Jake Norbut
3fa291fa67
SPARK-2254 - change mini ob to Single SelectionMode
2019-04-09 13:56:08 -05:00
Jake Norbut
be3bdc44bc
SPARK-2253 - order attachability now excludes terminal orders that don't have parents
2019-04-09 13:35:48 -05:00
Pedro Pinto
d7faa92027
Updated cert secure logon file.
2019-04-09 14:11:37 -04:00
Pedro Pinto
ddb926d9fa
Added top, cover, lean to list of orders that can attach
2019-04-09 13:23:06 -04:00
Taha Afzal
7e4f70d046
removing the hard coded tick size
2019-04-09 12:29:08 -04:00
Jake Norbut
bb9b934ef4
Revert "tweaking row_vm attach/detach commands to be bulk-operation aware"
...
This reverts commit a34cd44967 .
2019-04-09 11:28:20 -05:00
Jake Norbut
a34cd44967
tweaking row_vm attach/detach commands to be bulk-operation aware
2019-04-09 11:15:07 -05:00
Taha Afzal
044d7725dc
simplified reporting
2019-04-09 12:12:15 -04:00
Jake Norbut
8f63db7d19
setting order_param property to true so that user can select algo
2019-04-09 10:53:53 -05:00
Jake Norbut
f0cd761559
Merged SPARK-2251 into SPARK-2207
2019-04-09 10:50:24 -05:00
Jake Norbut
22f8287359
assinging Attach button CommandProperty to new row_vm.attach_command
2019-04-09 10:48:29 -05:00
Jake Norbut
6dc979d35f
adding some comments regarding the attach button DataContext binding
2019-04-09 10:48:00 -05:00
Jake Norbut
e62b936fc5
adding an attach_command to the row_vm for mini ob binding
2019-04-09 10:47:12 -05:00
John Colvin
6c7867917d
AlgoEditorGridView - minor style tweaks
2019-04-09 09:41:19 -05:00
Eric Harding
d76b098c51
SPARK-2179 streaming piq 2/3
2019-04-09 10:00:26 -04:00
Eric Harding
06aa540110
SPARK-2248 Update api subscribe clients for this api change
2019-04-09 09:59:05 -04:00
Eric Harding
9fd7db55ca
SPARK-2248 Update.h should have add/remove/change instead of just add/remove
2019-04-09 09:59:00 -04:00
Pedro Pinto
9d7093ff9d
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-09 09:32:26 -04:00
John Colvin
625c1cd5c8
OrderBook - in right panel, visible components must occupy the topmost rows (allows GridSplitters to be dragged freely)
2019-04-08 18:38:59 -05:00
Taha Afzal
250fd8f570
comments and variable name change
2019-04-08 18:50:01 -04:00
Jake Norbut
70ff4fa09d
Merged in SPARK-2245 (pull request #210 )
...
DIYGrid rows are selected on mouse move
2019-04-08 22:02:31 +00:00
Jake Norbut
79dbf11107
Merged SPARK-2247 into SPARK-2207
2019-04-08 16:59:24 -05:00
Jake Norbut
2e21b623a4
row_selectin_changed, sometimes event args are not OrderBookRowVM, so change Cast to OfType
2019-04-08 16:58:02 -05:00
Jake Norbut
64b5102f7e
Merged SPARK-2246 into SPARK-2207
2019-04-08 16:24:02 -05:00
Jake Norbut
f20d9b6ca9
remove vm level detach command; refactor detach orders method to allow operation over something other than selected_rows
2019-04-08 16:22:34 -05:00
Jake Norbut
51d02e215a
add detach_command to row_vm so that it does not require a grid selection
2019-04-08 16:21:06 -05:00
Jake Norbut
8d6b7d3b2f
MiniOB detach is now hooked to detach on row_vm
2019-04-08 16:20:12 -05:00
Taha Afzal
c9e61c588e
deleted all def cons
2019-04-08 15:46:14 -04:00
Taha Afzal
87ad211a82
deleting == operator on the order
2019-04-08 15:22:07 -04:00
Taha Afzal
377c1c5890
Moved status calls into SpreaderChildOrderState, and made QHOOrderManager call them
2019-04-08 15:00:22 -04:00
Taha Afzal
a3ac5c2519
Added more asserts, and introduced pruning
2019-04-08 13:22:40 -04:00
Jake Norbut
79646bb941
OB rows are selected as the mouse moves intsead of on mouse up; adorner region is no longer drawn
2019-04-08 11:35:27 -05:00
Jake Norbut
6804d4f605
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-08 09:53:54 -05:00
Pedro Pinto
e7bfd07c0d
Merged with master
2019-04-08 10:45:00 -04:00
Pedro Pinto
5b118d8fa0
Fixed build.
2019-04-08 09:56:46 -04:00
Pedro Pinto
b570762054
Updated release notes.
2019-04-08 09:56:39 -04:00
Eric Harding
b664c42cae
SPARK-2179 streaming piq 1/2
2019-04-08 09:52:45 -04:00
Pedro Pinto
a25c17306f
Merge remote-tracking branch 'origin/stunnel'
2019-04-08 09:27:00 -04:00
Pedro Pinto
b0c52f542a
Updated release notes.
2019-04-08 09:23:21 -04:00
Pedro Pinto
dabeb63eac
Merge remote-tracking branch 'origin/SPARK-2179-spark-login'
2019-04-08 09:22:39 -04:00
Pedro Pinto
f0d3cabd14
Updated release notes.
2019-04-08 09:19:50 -04:00
Pedro Pinto
418a1078c2
Updated release notes.
2019-04-08 09:17:20 -04:00
John Colvin
a7ae1a89ac
OrderBook - hook up mini fills grid sorting/filter settings
2019-04-07 21:02:40 -05:00
John Colvin
90499bd9fa
OrderBookVM - remove unused '_state' field
2019-04-07 18:47:04 -05:00
John Colvin
8e73069a2e
OrderBookView - mini fills grid DataContext needs to be fills vm container, else sorting doesn't work
2019-04-07 18:34:48 -05:00
John Colvin
b3fe85a95a
ObservableFilterCollection - fix 'get_insertion_index()'
2019-04-07 18:30:42 -05:00
John Colvin
9862eb88bb
FillsVMContainer - columns wrapper and internal fillsvm columns reflect each other's changes (full duplex)
2019-04-07 18:29:43 -05:00
John Colvin
5497f74534
OrderParamsPanel - price and size entry control arrow key navigation is Ctrl+arrow (plain arrow ticks up/down)
2019-04-07 15:43:03 -05:00
John Colvin
c8da0fb6c7
SPARK-2208 / SPARK-2239 add a 'Revert' button to discard pending edits
2019-04-07 15:17:39 -05:00
John Colvin
f6aa45168f
AlgoEditorGridView - param cell 'Pen' cursor
2019-04-07 13:04:34 -05:00
John Colvin
b4c846a170
SPARK-2185 Algo update modified parameters
2019-04-07 12:53:06 -05:00
John Colvin
840bb983af
AlgoEditorGridView - forgot to define 'NullableIntTemplate' in xaml
2019-04-07 12:52:20 -05:00
John Colvin
d6888aa2e9
TriggerOrderVM - made 'is_timout_checked' and 'is_priceout_checked' nullable bools
2019-04-07 11:40:09 -05:00
John Colvin
4652c3006f
AlgoEditorGridView - made nullable bool param cell template
2019-04-07 11:39:31 -05:00
John Colvin
0ef0d6c238
OrderParamsPanel - diy arrow-key navigation (default TraversalResquests were all over the place)
2019-04-07 11:27:27 -05:00
John Colvin
e24ba90096
PriceEntryControl - enable arrow-key traverse
2019-04-06 14:52:36 -05:00
John Colvin
3d37dc481f
SPARK-2192 NullRef when hitting enter in order ticket after typing in a qty then price
2019-04-06 14:39:39 -05:00
John Colvin
f436471c70
OrderBook - remove some tab stops to streamline keyboard navigation
2019-04-06 14:23:15 -05:00
John Colvin
8c1e43e9c8
Badge - override 'IsTabStop' property metadata, default to false
2019-04-06 14:21:26 -05:00
John Colvin
7395be6ea4
OrderBook - default settings for mini fills grid
2019-04-06 13:27:48 -05:00
John Colvin
64be45e01c
fix FillsWindow default 'Size' column header typeo (was 'Side')
2019-04-06 13:27:48 -05:00
John Colvin
9b6ac5dfe9
OrderBook - hide 'save as defaults' button in mini fills grid settings dialog
2019-04-06 13:27:48 -05:00
John Colvin
825651c274
DIYGrid - stretch column header content when no operators (filter/sort) are active
2019-04-06 13:27:48 -05:00
John Colvin
7789748210
DIYGrid - set GridViewColumnHeader background to transparent to remove mouse-hover 'dead zone' (no visual feedback)
2019-04-06 13:27:48 -05:00
John Colvin
ae20a98577
DIYGridResources.xaml - normalize spacing (not actual code change)
2019-04-06 13:27:48 -05:00
John Colvin
c1fd5a5d27
when OrderBook is closed, mini fills grid settings dialog is closed as well
2019-04-06 13:27:40 -05:00
John Colvin
cceb3bd147
Grid Settings Dialog - made 'ActionMenu' thinner and reduced vertical margin between it and main content
2019-04-06 10:14:55 -05:00
John Colvin
bdc0e529f7
OrderBook - hook up fills grid settings
2019-04-05 23:29:51 -05:00
John Colvin
ddf22c09a6
OrderBook - refactor 'fills_slave_grid' members to 'fills'
2019-04-05 23:12:32 -05:00
John Colvin
d4ed08c104
TriggerOrderVM can represent non-uniform values
2019-04-05 22:17:05 -05:00
John Colvin
5a77bb31ce
DynamicOrderParamVMs can represent non-uniform values
2019-04-05 22:09:35 -05:00
John Colvin
8f287e939b
AlgoEditorGridView - added string param template
2019-04-05 19:32:48 -05:00
John Colvin
23dbb51e4b
AlgoEditorGridView - alphabetize param cell templates
2019-04-05 19:32:48 -05:00
John Colvin
1ee035e865
made 'ValueSubstitutionConverterWrapper' (IValueConverter)
2019-04-05 19:32:48 -05:00
John Colvin
9b4a4a9698
ValueMap uses KeyedCollection for quick lookups (was using flat list)
2019-04-05 19:32:48 -05:00
John Colvin
259c0164ba
added new 'KeyedCollection' class and corresponding unit tests
2019-04-05 19:32:48 -05:00
John Colvin
55bdeea2f0
DynamicOrderVM - enumerated params cannot assign null to 'EnumValue' in protobuf
2019-04-05 19:32:48 -05:00
John Colvin
a5e2ff48c2
OrderBookView - OrderParamsPanel goes into 'readonly' mode (instead of begin completely disabled) when non-working orders are selected
2019-04-05 19:32:48 -05:00
John Colvin
a7a07687d6
OrderParamsPanel - added IsReadOnly dp, and corresponding VisualState
2019-04-05 19:32:48 -05:00
John Colvin
3fe0306864
AlgoEditorGridView - added IsReadOnly dp, and corresponding VisualState
2019-04-05 19:32:48 -05:00
John Colvin
f76aed7671
SPARK-2208 / SPARK-2240 show '-' for params with non-uniform values (from multiple selected orders)
2019-04-05 19:32:48 -05:00
Pedro Pinto
7d7ddf53d9
Cover supports attach/detach/update.
2019-04-05 17:34:42 -04:00
Pedro Pinto
81394135f6
merged master
2019-04-05 14:23:12 -04:00
Pedro Pinto
bd2c2d6aa8
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-05 14:22:25 -04:00
Pedro Pinto
d24b7a3707
Possibly fixed SPARK-2225.
...
This bug is probably behind a number of different crashes.
2019-04-05 12:30:44 -04:00
John Colvin
692010528a
OrderParamsPanel - fix 'ShowBBO' visual state binding
2019-04-05 10:20:48 -05:00
John Colvin
8074cabba1
AlgoEditorGridView - 'Algo' label text VerticalAlignment=Center
2019-04-05 10:19:19 -05:00
Pedro Pinto
5e1e2d7812
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-05 11:12:11 -04:00
John Colvin
510e6008b6
OrderBookVM - attach_vm should not load params for the selected order (just default to iceberg)
2019-04-05 09:18:11 -05:00
Pedro Pinto
c23a3ee626
Cover
2019-04-05 10:02:43 -04:00
Pedro Pinto
28cfa8ca29
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-05 09:10:15 -04:00
John Colvin
15a36fb40a
changed QuantityMeasureTextConverter text for null/none
2019-04-04 23:24:49 -05:00
John Colvin
ac11c76829
LeanOrderVM - 'trade toward behavior' and 'max chase ticks' are nullable props
2019-04-04 23:23:25 -05:00
John Colvin
e9dc0f05dc
AlgoEditorGridView - nullable enum and uint param-cell templates
2019-04-04 23:21:27 -05:00
John Colvin
82d8a45d87
AlgoEditorGridView - enum template ComboBox ItemTemplate is EnumDescriptionTemplate
2019-04-04 23:10:50 -05:00
John Colvin
98b1193619
IAlgoVM - implement 'load_many' (OrderBook will use to aggregate selected order params)
2019-04-04 22:32:23 -05:00
John Colvin
0f0d300edc
fix CommonValueGroupMonitor (need to maintain ref counts of equivalent values)
2019-04-04 22:28:34 -05:00
John Colvin
fee59c5e90
RefCountMap - overload increment/decrement methods to accept 'count' arg
2019-04-04 21:56:21 -05:00
John Colvin
0142b24884
RefCountMap - actually pass the key-comparer to the dictionary
2019-04-04 21:52:15 -05:00
John Colvin
3936783d74
OrderBookVM/View - refactor modify/attach 'algos' members to modify/attach 'orders'
2019-04-04 18:16:24 -05:00
John Colvin
4e3bdad812
QuantityMeasureControl - change QuantityMeasure prop to nullable QuantityMeasureImmutable
2019-04-04 18:16:23 -05:00
Taha Afzal
6c7c84edd7
Merge branch 'master' into queue_holder_order
2019-04-04 17:44:34 -04:00
Taha Afzal
1a36af2922
removed QHOOrderManager::SubOrder
2019-04-04 17:17:56 -04:00
Jake Norbut
5b6a7844e3
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-04 15:40:59 -05:00
John Colvin
3492bcdbd5
accidentally overwrote fix for grid-settings-manager crash in miniob (re-applying)
2019-04-04 15:37:38 -05:00
Pedro Pinto
96f1066a56
Cover.
2019-04-04 16:18:56 -04:00
Jake Norbut
1d2682224f
fixing merge with main attach/detach branch
2019-04-04 14:52:23 -05:00
Jake Norbut
cc4a9511b5
Merged SPARK-2237 into SPARK-2207
2019-04-04 14:45:57 -05:00
Jake Norbut
5e245dff8c
OrderBookRowCollection now uses the Tree overrides that provide children, for iteration over said children for refreshing of attach/detach
2019-04-04 14:43:08 -05:00
Jake Norbut
6bb9374103
adding get_parent method
2019-04-04 14:41:49 -05:00
Jake Norbut
fb5466d6e6
removing use of can_detach from row_vm.update
2019-04-04 14:40:13 -05:00
Jake Norbut
f57013d9b5
refining is_attach/detachable; adding refresh attach/detach
2019-04-04 14:39:33 -05:00
Jake Norbut
d25a5e3e3c
OBVM can now lookup a row's parent
2019-04-04 14:35:18 -05:00
Jake Norbut
67f64de7fd
refining detach_selected_algos to use is_detachable rather than can_detach
2019-04-04 14:30:28 -05:00
Taha Afzal
a3a789568c
better qty management
2019-04-04 15:28:47 -04:00
Jake Norbut
120d2bbee5
binding attach_button visibility to our new property
2019-04-04 14:28:02 -05:00
Jake Norbut
4a5dc21427
adding Insert and TryReplace overloads that return the associated child collection as an out parameter
2019-04-04 14:20:14 -05:00
Kevin Darby
12362d9719
Merge branch 'master' of bitbucket.org:bluetradesys/spark into stunnel
2019-04-04 13:06:10 -04:00
Kevin Darby
01128639ce
improve error logging
2019-04-04 13:05:40 -04:00
Michael Harding
c1fe0b3191
SPARK-2066: Create book and common setup
2019-04-04 11:56:05 -04:00
John Colvin
d00d92dac9
SPARK-2208 / SPARK-2238 remove Account and TimeInForce controls since they cannot be modified
2019-04-04 10:48:59 -05:00
Eric Harding
71d2e01187
SPARK-2197 Add some MBO stats logged every 5 minutes
2019-04-04 11:18:15 -04:00
Michael Harding
a071b974c8
Merge branch 'master' into system_tests
2019-04-04 10:23:50 -04:00
Jake Norbut
ba7261e062
Merged SPARK-2236 into SPARK-2207
2019-04-04 07:53:38 -05:00
Jake Norbut
786f4253b9
adding GetParent unit test
2019-04-04 07:50:52 -05:00
Jake Norbut
aade53eaeb
Adding GetParent to SortedTree
2019-04-04 07:50:26 -05:00
John Colvin
25a1d86eec
OrderBookVM - right panel automatically shows order params if everything
...
is hidden when opened
2019-04-03 23:44:49 -05:00
John Colvin
b4d36c8104
OrderBook - mini ladder auto scroll behavior
2019-04-03 23:38:32 -05:00
John Colvin
7507595bb9
minor style changes to OrderParamsPanel and AlgoEditorGridView
2019-04-03 22:27:57 -05:00
John Colvin
a47e34a5b6
SPARK-2208 / SPARK-2235 hide column headers in algo editor grid
2019-04-03 20:48:56 -05:00
John Colvin
0e52613e47
OrderBookRowVM - add a couple more columns to the 'invalidate/dirty' mask
2019-04-03 20:39:44 -05:00
John Colvin
cd4c3ae99f
OrderBookVM - refresh algo-param-rows when user changes selecttion to a row with the same algo structure
2019-04-03 20:39:44 -05:00
John Colvin
8cd8b85022
made CommonValueGroupMonitor (will be used by OrderBookVM)
2019-04-03 20:39:44 -05:00
John Colvin
a26b44b2cc
SetMap implements IReadOnlyDictionary (was only a few methods short)
2019-04-03 20:19:57 -05:00
John Colvin
11652ac021
SPARK-2209 / SPARK-2231 Remove all controls in the top of panel except for price and quantity
2019-04-03 18:50:47 -05:00
John Colvin
861ea5b426
TickUpDown - changed ControlTemplate root to a Border (was a Grid, which caused alignment issues in parent layouts)
2019-04-03 18:50:47 -05:00
Eric Harding
c923be6ced
SPARK 2206 add test command to print out PIQ data for all orders
2019-04-03 16:24:53 -04:00
John Colvin
1b731a852a
OrderBook - added current row description tooltip/hint text in right panel
2019-04-03 14:14:46 -05:00
John Colvin
730cf023aa
OrderBookView.xaml.cs - remove unused IValueConverter
2019-04-03 13:53:45 -05:00
John Colvin
7e88ffa5bf
SPARK-2208 / SPARK-2229 don't indent param rows
2019-04-03 13:46:42 -05:00
John Colvin
1885cef7f1
AlgoEditorGridView.xaml.cs - remove unused dp
2019-04-03 13:46:42 -05:00
John Colvin
162ae01605
OrderBook - in right panel, convert 'show blah' checkboxes to a toolbar-style menu
2019-04-03 13:46:42 -05:00
John Colvin
52e0c9c7b6
OrderBookVM - rename a couple private fields
2019-04-03 13:46:42 -05:00
John Colvin
2b7135d421
OrderBook - apply initial min height for right panel controls (order params, ladder, fills)
2019-04-03 13:46:42 -05:00
John Colvin
f60435eb32
SPARK-2209 / SPARK-2212 do not allow change of structure in attach params (hide child nodes)
2019-04-03 13:46:42 -05:00
John Colvin
c0155047a8
made DoubleSubtractionConverter (IValueConverter) and DoubleDynamicSubtractionConverter (IMultiValueConverter)
2019-04-03 13:46:42 -05:00
John Colvin
fe50e40524
rename IntGreaterThanToBoolConverter -> IntGreaterThanConverter
2019-04-03 13:46:42 -05:00
John Colvin
198fd145e7
IntSubtractionConverter - ValueConversion attribute specified wrong types
2019-04-03 13:42:33 -05:00
John Colvin
045e0bc421
LadderSettings - default row height was clipping badges
2019-04-03 13:42:33 -05:00
John Colvin
4b8d66de97
OrderBookView - 'Modify Orders' button tooltip
2019-04-03 13:42:33 -05:00
John Colvin
45a4c966de
OrderBook - touch up 'current row description' atop the right panel
2019-04-03 13:42:32 -05:00
John Colvin
d18194c64f
OrderBookGridView.ColumnKeys - use bit/flag values
2019-04-03 13:42:32 -05:00
John Colvin
b535a855a5
OrderBook - show tooltips when mini ladder is inactive due to non-singular security selection
2019-04-03 13:42:32 -05:00
John Colvin
9a1e6c92f0
CommonValueMonitor - added 'plurality_changed' event, corresponding 'SubscribePluralityThrottled()' extension
2019-04-03 13:42:32 -05:00
John Colvin
5852827b98
OrderBook mini ladder - set 'CanUserSendOrders' to false
2019-04-03 13:42:32 -05:00
John Colvin
912ddf3a2a
Ladder/MiniLadder - added 'CanUserSendOrders' dp, when false a 'No' cursor is displayed over bid/ask columns
2019-04-03 13:42:32 -05:00
John Colvin
fa840eb0ac
PopupAdorner - implement ClipToBounds behavior
2019-04-03 13:42:32 -05:00
John Colvin
e368468ffa
OrderBook - add 'MiniLadderView' to right panel
2019-04-03 13:42:32 -05:00
John Colvin
3ef87df0bc
LadderGridHost - clear visuals when DataContext is null
2019-04-03 13:42:32 -05:00
John Colvin
036f53c849
create 'MiniLadderView' (will be added to OrderBook's right panel)
2019-04-03 13:42:32 -05:00
Jake Norbut
d0f35657ca
Merged SPARK-2230 into SPARK-2207
2019-04-03 12:56:25 -05:00
Jake Norbut
1e55443415
hiding detach button appropriately
2019-04-03 12:54:59 -05:00
Jake Norbut
db31a4201c
adding is_detachable property to row vm
2019-04-03 12:54:20 -05:00
Jake Norbut
22665958ca
narrowing can_detach criteria
2019-04-03 12:53:50 -05:00
Michael Harding
4cf9d544aa
Update PnL test
2019-04-03 09:44:10 -04:00
Michael Harding
79f37f7130
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-04-03 09:43:10 -04:00
Kevin Darby
19c0b94803
unsigned...
2019-04-02 18:13:31 -04:00
Kevin Darby
57fc50ce61
typo
2019-04-02 18:12:05 -04:00
Kevin Darby
3cff5343a3
PR review and support of -multiple
2019-04-02 18:10:53 -04:00
Pedro Pinto
cdd3afd1ee
Code review commit.
2019-04-02 16:47:48 -04:00
Pedro Pinto
992a023bde
Merged with master
2019-04-02 16:38:54 -04:00
Pedro Pinto
eb053ee99d
Cleaned up algos.
2019-04-02 16:36:24 -04:00
Pedro Pinto
55ee293f96
Ice clang build fixes.
2019-04-02 16:18:29 -04:00
Kevin Darby
a6ec93e87e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into stunnel
2019-04-02 16:08:36 -04:00
Kevin Darby
25acf771ab
changes to conditionally start stunnel if the config file is present
2019-04-02 16:05:05 -04:00
Kevin Darby
22cc946f52
Merged in ice_clang (pull request #206 )
...
changes to compile ice market data with clang
2019-04-02 20:04:09 +00:00
Kevin Darby
6d0eb62712
changes to compile ice work with clang
2019-04-02 15:55:29 -04:00
Eric Harding
369b89b3a7
Update default symbol list for compat with deployed config
2019-04-02 15:15:12 -04:00
Eric Harding
8793c6c527
Replace ManyConsole with CommandLineParser
2019-04-02 15:00:02 -04:00
Jake Norbut
fd3e98bca7
Merged SPARK-2226 into SPARK-2207
2019-04-02 13:51:36 -05:00
Jake Norbut
449731fb35
switch attach/detach buttons in mini_ob to same as those use in ob
2019-04-02 13:49:43 -05:00
Pedro Pinto
f0199a0bd4
Lean order seems complete.
2019-04-02 14:08:18 -04:00
Pedro Pinto
1f0b71353d
Merged
2019-04-02 13:15:05 -04:00
Pedro Pinto
1cfdd5e86f
Cleaned up lean order
2019-04-02 13:13:57 -04:00
Eric Harding
df14522433
SPARK-2204 QueryServer api
2019-04-02 13:07:42 -04:00
Jake Norbut
f9ea4c23d8
Merged SPARK-2210 into SPARK-2207
2019-04-02 11:27:03 -05:00
Jake Norbut
fb024ea3c2
changing attach ui from being in a ContextMenu to a Popup b/c of focus interaction issues w/ the new attach ui
2019-04-02 11:07:42 -05:00
Jake Norbut
d02e9cf0f9
removing ContextMenu customization since we're switching to a standard Popup
2019-04-02 11:05:43 -05:00
Eric Harding
086e90acbe
Move queryserver to linux only
2019-04-02 11:16:00 -04:00
Jake Norbut
16acc4f5b0
Mass cancel messaging nits
2019-04-02 09:42:20 -05:00
John Colvin
f09607caaf
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-04-02 09:32:24 -05:00
John Colvin
b8a94f2540
Merged in miniob-crash (pull request #205 )
...
fix crash in miniob
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-04-02 14:11:57 +00:00
John Colvin
3af7e561b9
fix crash in miniob
2019-04-02 09:01:53 -05:00
Pedro Pinto
96ac0f30ca
Merged
2019-04-02 08:50:27 -04:00
Michael Harding
467dba98f8
Update Fills window test
2019-04-01 17:06:16 -04:00
Pedro Pinto
f871dfe142
Merged.
2019-04-01 14:48:40 -04:00
Pedro Pinto
d44de204ee
Merge remote-tracking branch 'origin/ice_md'
2019-04-01 14:34:32 -04:00
Pedro Pinto
04beea61eb
Updated release notes.
2019-04-01 14:34:03 -04:00
Pedro Pinto
2181b92970
Merged
2019-04-01 14:25:48 -04:00
Pedro Pinto
693c730f51
Update release notes.
2019-04-01 14:24:44 -04:00
Kevin Darby
0ccba5bb0b
Merged in fix_sim (pull request #202 )
...
RTM: Fix ladder highlighting and aggressor marking in sim
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-04-01 18:24:09 +00:00
Pedro Pinto
3458be59d7
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-04-01 14:17:52 -04:00
Pedro Pinto
7dc9aa0710
Uppdate release notes.
2019-04-01 14:17:02 -04:00
Pedro Pinto
88d6dd0f00
Merge remote-tracking branch 'origin/SPARK-2162-notificationservice-cleanup'
2019-04-01 14:11:34 -04:00
Eric Harding
ce4c46da04
Add some logging to spark shell shutdown sequence
2019-04-01 14:03:09 -04:00
Pedro Pinto
59c1f6a511
Updated release notes
2019-04-01 12:58:44 -04:00
Pedro Pinto
938caf9a4f
Updated release notes.
2019-04-01 12:55:51 -04:00
Pedro Pinto
df4f061b6c
Merged
2019-04-01 12:47:38 -04:00
Jake Norbut
8afee21df7
hooking up the yes/no filter to the column
2019-04-01 11:21:02 -05:00
Pedro Pinto
f34014eb25
Merged SPARK-2198 again
2019-04-01 12:11:58 -04:00
Eric Harding
f513f7d9f2
SPARK-2204 mbo api in QueryServer
2019-04-01 12:11:03 -04:00
John Colvin
3b18791e90
SPARK-2209 / SPARK-2211 move attach ui to popup
2019-04-01 11:04:11 -05:00
John Colvin
c57bd6a1a9
change OrderParamsPanel ControlTemplate root to Border (enables Padding/BorderThickness etc.)
2019-04-01 11:04:11 -05:00
John Colvin
1fd45a39ac
PopupAdorner - add 'OpenRelativeToMouse' property/functionality (in adv. of AttachOrders popup)
2019-04-01 11:04:11 -05:00
John Colvin
60fdc57490
OrderBook - rename 'algo_editor_is_visible' to 'show_right_panel'
2019-04-01 11:04:11 -05:00
John Colvin
de73443303
move LadderWindowFactory to Ladder dir
2019-04-01 11:04:11 -05:00
Jake Norbut
b07eec08b4
Yes No formatting in row
2019-04-01 10:36:25 -05:00
Pedro Pinto
964274f5c4
Updated release notes.
2019-04-01 10:02:45 -04:00
Pedro Pinto
c16941977c
Merge remote-tracking branch 'origin/SPARK-2189'
2019-04-01 09:55:38 -04:00
Pedro Pinto
6b19119ab2
Updated release notes
2019-04-01 09:54:11 -04:00
Taha Afzal
9c4e1b5250
fixing build
2019-04-01 09:48:01 -04:00
Pedro Pinto
ea42086e96
Merge branch 'SPARK-2198' of bitbucket.org:bluetradesys/spark
2019-04-01 09:39:05 -04:00
Pedro Pinto
292873b189
Update release notes.
2019-04-01 09:37:01 -04:00
Pedro Pinto
8545a5ef38
Merge branch 'SPARK-2150'
2019-04-01 09:30:03 -04:00
Pedro Pinto
6a52fff3d5
Updated release notes.
2019-04-01 09:28:33 -04:00
John Colvin
4ec6fafbc2
Merged in SPARK-2160-shell-windows-offscreen (pull request #195 )
...
RTM: SPARK-2160 shell windows come up off screen sometimes
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-04-01 13:11:20 +00:00
Pedro Pinto
b08e2c2ee6
Updated release notes.
2019-04-01 09:08:58 -04:00
Pedro Pinto
8bdd033501
Merge branch 'Documentation'
2019-04-01 09:04:51 -04:00
John Colvin
a37b514af7
finally move Ladder dir to Modules/Trading/
2019-03-31 10:44:56 -05:00
Pedro Pinto
19f54e23f4
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-29 17:54:38 -04:00
Taha Afzal
76466e83f0
changing hedger addiiton log from error to info
2019-03-29 17:26:36 -04:00
Jake Norbut
a2c11f2572
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-29 15:13:55 -05:00
Jake Norbut
1a491351a8
fix size preset binding
2019-03-29 15:13:48 -05:00
John Colvin
5d28d619f9
OrderParamsPanel - remove noisy tab stops
2019-03-29 15:11:21 -05:00
Eric Harding
69f9f2791e
SPARK-2203
2019-03-29 15:39:22 -04:00
Eric Harding
ad6fc6d23b
Cannot have a const pointer returned to the pool
2019-03-29 15:38:54 -04:00
Eric Harding
a4575e3fa3
Fix windows build
2019-03-29 15:38:26 -04:00
Kevin Darby
2540dc0510
ops notes
2019-03-29 15:20:35 -04:00
John Colvin
15915ce7b2
SparkWindowView.xaml - unify spacing/tab size
2019-03-29 14:08:30 -05:00
John Colvin
1b53e5833e
consolidate common SparkCommand keygestures into static class 'SparkCommands.KeyGestures'
2019-03-29 14:08:30 -05:00
John Colvin
ef32988e36
OrderBookVM - in 'row_selection_changed(),' defer updates from common-vals monitor until all changes have been processed
2019-03-29 14:08:30 -05:00
John Colvin
4840d694ce
CommonValueMonitor - add method to defer updates (useful for bulk changes)
2019-03-29 14:08:30 -05:00
John Colvin
f1acc0c6b9
AlgoStructureKey - null check '_structure' member in Equals/GetHashCode impl
2019-03-29 14:08:30 -05:00
Jake Norbut
a26c6127d0
Merged in SPARK-2186 (pull request #200 )
...
SPARK-2186 - detach at child
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-03-29 19:06:17 +00:00
Jake Norbut
241efe6a24
perfect use case for ?.
2019-03-29 14:04:17 -05:00
Eric Harding
dc1a80afd2
Make MBOReader available to MDConsumerHandle
2019-03-29 14:07:48 -04:00
Eric Harding
e1cfa7bf0b
Fix build break
2019-03-29 14:06:25 -04:00
Eric Harding
2020221e65
MBOProducer cleanup and const correctness
2019-03-29 14:02:29 -04:00
Eric Harding
ce438e93a6
Revert IntPrice regression (unit test failure)
2019-03-29 14:00:26 -04:00
Kevin Darby
f0132c84b6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_sim
2019-03-29 12:57:37 -04:00
Jake Norbut
57ca9596c8
changing column name
2019-03-29 11:05:15 -05:00
John Colvin
cb5e0503f7
fix tab switch
2019-03-29 10:41:44 -05:00
Eric Harding
bad5bc3097
SPARK-2202 MBOProcessor producer side
2019-03-29 11:08:37 -04:00
Eric Harding
e9da338402
optimize IntPrice lessthan
2019-03-29 10:58:16 -04:00
Jake Norbut
bf4953f6dc
adding TradedToday column to pnl
2019-03-29 09:45:32 -05:00
Jake Norbut
c277fcd503
adding has_day_trades property
2019-03-29 09:44:55 -05:00
Jake Norbut
dff57a43dd
Adding TradedToday to Column enum
2019-03-29 09:43:53 -05:00
Jake Norbut
39c71d0c16
adding has day trades field to pnl's FilterState proto
2019-03-29 09:39:21 -05:00
Pedro Pinto
1b1fbef655
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-29 09:17:37 -04:00
John Colvin
65f982c5ad
Keyboard shortcuts - Ladder, Ticket, Fills, and Create Synth
2019-03-28 22:48:17 -05:00
John Colvin
4957727877
AlgoEditorView - streamline tab navigation
2019-03-28 22:16:42 -05:00
John Colvin
0366082e8e
fix auto-abbreviations for algo types
2019-03-28 16:12:05 -05:00
Pedro Pinto
5139e50cf2
Made some progress on lean order with attach/detach/update.
2019-03-28 16:51:20 -04:00
John Colvin
459255f20f
temp fix for infinite-loop during login (disabled auto-abbreviations for algo types)
2019-03-28 15:51:14 -05:00
Eric Harding
be6c916691
Allow std::function to move into Dispatcher
2019-03-28 16:49:59 -04:00
Jake Norbut
009e72953c
adding SecurityType default fitler; technical_debt++
2019-03-28 15:31:56 -05:00
Jake Norbut
635163c895
hiding exch, start pnl, total net pos, and total net pnl by default
2019-03-28 15:03:54 -05:00
John Colvin
5eb890844d
added config to disable 'FixNestedScrolling' behavior (in case there is some unforseen problem, as this affects every ScrollViewer in our App)
2019-03-28 13:55:27 -05:00
Jake Norbut
95e96a6afc
remove pnl rows from which there is no net pos or day pos
2019-03-28 13:52:29 -05:00
John Colvin
31d2adade7
AlgoEditorGridView - in DataGrid, set VirtualizingPanel.ScrollUnit='Pixel' so it scrolls smoothely when spreader order strategy params are expanded
2019-03-28 13:45:40 -05:00
John Colvin
c22d1eeeee
generic.xaml - add ScrollViewer default style with ScrollViewerCorrector.FixNestedScrolling='True'
2019-03-28 13:45:31 -05:00
John Colvin
6ee4aea794
made attached dp 'ScrollViewerCorrector.FixNestedScrolling' to prevent nested ScrollViewers from eating MouseWheel events (effectively blocking parents from scrolling)
2019-03-28 13:45:11 -05:00
John Colvin
eef792d148
made ThreadStaticActivator util (a static generic class that creates ThreadStatic instances)
2019-03-28 13:38:20 -05:00
John Colvin
247a41de23
AlgoEditorGridView.xaml - remove commented-out garbage xaml
2019-03-28 13:38:20 -05:00
Jake Norbut
1892fcec69
Adding DetachColumn to mini ob
2019-03-28 12:26:34 -05:00
Jake Norbut
1d1423494b
adding new DetachColumn
2019-03-28 12:26:34 -05:00
Jake Norbut
e1c1ce78eb
adding Detach as possible enum value
2019-03-28 12:26:33 -05:00
Jake Norbut
e4880a6715
Adding detach_command for easy binding
2019-03-28 12:26:33 -05:00
Jake Norbut
8716fff482
Adding Detach to DefaultColumnHeaders
2019-03-28 12:26:33 -05:00
John Colvin
6c9e05b9eb
SPARK-2183 Algo update (Tree vs Sequential layout)
2019-03-28 11:52:32 -05:00
John Colvin
c0a69f26a2
made TimeConverter in advace of AlgoEditorGridView (will be used by various time-related param DataTemplates)
2019-03-28 11:52:32 -05:00
John Colvin
544ddff37f
made EnumItemsSourceConverter in advance of AlgoEditorGridView (will be used by enum param DataTemplate)
2019-03-28 11:52:32 -05:00
John Colvin
81ed77d4c9
made ObservableAggregateCollection.Aggregator more robust by changing impl from IList<ObservableCollection<T>> to IList<(IReadOnlyCollection<T>,INotifyCollectionChanged)>
2019-03-28 11:52:32 -05:00
John Colvin
c4f29bd2cf
made 'block_reentrancy()' extension method for IProperty<T> (blocks reentrancy in value setter)
2019-03-28 11:52:32 -05:00
John Colvin
ee498f1ad0
VisualDictionary - fix typeo in index setter, remove 'ICollection' casts in CopyTo/Remove(KeyValuePair) methods
2019-03-28 11:52:32 -05:00
John Colvin
a899a225a4
made IReadOnlyObservableCollection<T> covariant
2019-03-28 11:52:31 -05:00
John Colvin
75d7ee1827
abbreviate algo types - hard coded abbrevs for known types, logical abbrevs for dynamic types
2019-03-28 11:52:31 -05:00
John Colvin
8d02819060
TabItem should not be Focusable, nor a TabStop
2019-03-28 11:52:31 -05:00
John Colvin
8eeca4a9ba
GridLengthConverter - add 'Multiplier' property in advance of new 'AlgoEditorGridView' (need to indent content by n pixels per hierarchical level)
2019-03-28 11:52:31 -05:00
John Colvin
45cfcd2c3d
made 'QuantityMeasureTextConverter' in advance of new 'AlgoEditorGridView' (will need display text for QuantityMeasure param cells)
2019-03-28 11:52:31 -05:00
John Colvin
20ddc43a2e
OrderTypeItem - internal 'Badge' control should not be Focusable, nor a TabStop
2019-03-28 11:52:31 -05:00
John Colvin
1325d388ca
DataGridExtensions - made TryGetRowView/TryGetCurrentRowView extension methods
2019-03-28 11:52:31 -05:00
John Colvin
085f309e1f
ViewModelBase - Property/UserProperty implement new interfaces IProperty/IUserProperty respectively
2019-03-28 11:52:31 -05:00
John Colvin
fa95ac6bfd
ProtoHelper - made generic 'get_oneof_case<TOneofEnum>' method (returns oneof-case of an IMessage obj)
2019-03-28 11:52:31 -05:00
John Colvin
b09ad7748f
Oneof - overloaded 'Match()' method to accept Action<T>'s, added static 'OneOf' factory methods
2019-03-28 11:52:31 -05:00
John Colvin
67ba1499f0
WPFExtensions - made 'try_get_ancestor_of_type<T>()' and 'try_get_descendent_of_type<T>()' extension methods
2019-03-28 11:52:31 -05:00
John Colvin
f277ea56dc
made read-only ObservableCollection wrapper
2019-03-28 11:52:31 -05:00
John Colvin
d112880c58
DislpayNameHelper - 'word tree' logical abbreviations
2019-03-28 11:52:31 -05:00
John Colvin
e691a26eee
OrderBookVM - 'fills_slave_predicate_src' accesses selected_rows on dispatcher thread
2019-03-28 11:52:31 -05:00
John Colvin
184ceaa649
DIYGrid.HighPerformanceRow - unsubscribe to grid.ColumnLayoutChanged on Unloaded
2019-03-28 11:52:31 -05:00
Jake Norbut
3c202e1597
Merged SPARK-2180 into SPARK-1944-attach/detach/update
2019-03-28 09:55:11 -05:00
Jake Norbut
f407e52703
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2180
2019-03-28 09:51:12 -05:00
Jake Norbut
34e22606be
adding attach_vm binding path to constructor
2019-03-28 09:38:09 -05:00
Jake Norbut
fee24542ee
removing unused xmlns
2019-03-28 09:34:11 -05:00
Jake Norbut
4900a73eeb
simplifying Attach columm insertion
2019-03-28 09:33:19 -05:00
Jake Norbut
33552c0720
changing class access modifier to Internal
2019-03-28 09:28:48 -05:00
Jake Norbut
401c657c0b
Adding new AttachColumn to OrderBookColumns
2019-03-28 08:46:25 -05:00
Jake Norbut
ea899b57a0
adding ContextMenu control template and styles to bend it to our will
2019-03-28 08:45:45 -05:00
Jake Norbut
63ef6b6457
exposing a new begin_attach_command for easy databinding
2019-03-28 08:43:57 -05:00
Jake Norbut
a869598d5e
Adding Attach header text
2019-03-28 08:36:16 -05:00
Jake Norbut
082e68d975
Inserting new AttachColumn into the column collection
2019-03-28 08:35:20 -05:00
Jake Norbut
6a70dd8357
adding Attach as an Enum value to Columns
2019-03-28 08:33:49 -05:00
Jake Norbut
3b335a8e73
adding Button behavior to automatically drop down its ContextMenu when clicked
2019-03-28 07:25:56 -05:00
Pedro Pinto
f5354776f1
Top order support attach/detach and full update.
2019-03-27 11:06:04 -04:00
Kevin Darby
c7f0e2dd58
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md
2019-03-26 18:43:38 -04:00
Jake Norbut
f5e79a65a3
relocating comment after PR edit
2019-03-26 11:17:37 -05:00
Jake Norbut
c958f4bf1a
PR suggestion - making row_vm -> communication a bit more flexibile
2019-03-26 11:15:15 -05:00
Pedro Pinto
9413eb2206
Removed incorrect assertion.
2019-03-26 09:20:31 -04:00
Pedro Pinto
e986f77e72
Merged
2019-03-25 17:39:47 -04:00
Pedro Pinto
75095ce874
Moved Join to BaseAlgoOrder
2019-03-25 17:39:02 -04:00
Michael Harding
dd7db5661b
Utility for tests to verify the system is ready
2019-03-25 12:21:10 -04:00
Michael Harding
4b8d725528
Test scripts start sparkd. spreader sets config
2019-03-25 12:21:10 -04:00
Eric Harding
95939a5534
SPARK-2087 add GE to default symbol list
2019-03-25 10:22:52 -04:00
Kevin Darby
9a7164b42b
Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_md
2019-03-25 10:10:04 -04:00
Kevin Darby
f347fda47f
PR details
2019-03-25 10:09:37 -04:00
Kevin Darby
d75ab3a63f
default to no ice symbols
2019-03-22 23:12:24 -04:00
Kevin Darby
b30f59227e
note to reference jetfix on the precision
2019-03-22 23:11:01 -04:00
Kevin Darby
ef60d4200a
Fix ladder highlighting and aggressor marking in sim
2019-03-22 17:56:19 -04:00
Jake Norbut
ed6f0b8bdb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2150
2019-03-22 15:17:21 -05:00
Jake Norbut
20b7b8d01a
Modifying OBVM to find the brach root row (for detach API call) for detaching at a child)
2019-03-22 11:27:21 -05:00
Jake Norbut
1e83af41d7
Adding utility function that makes use of the the tree's GetRootNode to grab the branch's root OrderbookRowVM
2019-03-22 11:25:19 -05:00
Jake Norbut
e852d83139
Orders will now be detached at the child, so reverse this logic
2019-03-22 11:22:52 -05:00
Kevin Darby
89b5610aa2
make it so time slice doesn't crash,
2019-03-22 12:18:36 -04:00
Pedro Pinto
f721098ae0
BaseBook order class is code complete.
2019-03-22 11:16:54 -04:00
Kevin Darby
bfff6454ef
Merged in twap (pull request #197 )
...
just trying to get a gui for timeslice
2019-03-22 14:44:07 +00:00
Jake Norbut
766116eac4
adding confirmation to OB cancel buys and cancel sells
2019-03-22 09:33:49 -05:00
Jake Norbut
8d49de3f61
simplying boolean comparison
2019-03-21 14:31:59 -05:00
Jake Norbut
16cf4554c5
refactoring into a much simpler implementation
2019-03-21 14:24:32 -05:00
Jake Norbut
6b17efee60
Converting cancel all command to new SparkConfirmationCommandParamObserver
2019-03-21 13:44:17 -05:00
Jake Norbut
5d64213455
Adding new SparkConfirmationCommandParamObserver, which adds a confirmation func to SparkCommandParamObserver
2019-03-21 13:40:21 -05:00
John Colvin
b90e5e4274
TickUpDownDouble - remove and sort usings
2019-03-21 12:02:00 -05:00
John Colvin
bacd4558e1
TickUpDownDouble - don't require DataContext to implement IWillLetYouKnowWhenIDispose
2019-03-21 12:00:55 -05:00
John Colvin
008e698766
TickUpDownDouble allows user to enter '.'
2019-03-21 11:48:12 -05:00
Pedro Pinto
ed7f066f20
Porting book algos to attach/detach/update API
2019-03-21 09:11:58 -04:00
Jake Norbut
db1b2a63af
the start of a lean test
2019-03-21 08:05:33 -05:00
Kevin Darby
d7c81a08ef
might be able to implement this tomorrow
2019-03-20 23:07:46 -04:00
John Colvin
aadb6c86f3
DynamicOrderParamVM supports 'Enumerated' param type
2019-03-20 14:18:00 -05:00
John Colvin
0ef44e92aa
SPARK-2160 pr edit: refer to 'source_window_rect' for width/height params instead of window (easy way to avoid extra dp lookups)
2019-03-20 10:46:47 -05:00
Eric Harding
4d60376cb1
SPARK-2179 Spark login screen should show error message instead of blank
2019-03-20 10:43:46 -04:00
Jake Norbut
6006a328fe
Merge branch 'master' of bitbucket.org:bluetradesys/spark into system_tests
2019-03-20 08:45:18 -05:00
Kevin Darby
5653a66a31
just trying to get a gui for timeslice
2019-03-19 22:48:15 -04:00
Kevin Darby
ee2f76553b
tests pass
2019-03-19 17:54:37 -04:00
Kevin Darby
c1887b9786
launch.json
2019-03-19 15:28:11 -04:00
Kevin Darby
1fd5e51b9e
reenabled cme, now we can get both ice and cme
2019-03-19 15:23:40 -04:00
John Colvin
56d3a27e7f
SPARK-2162 / SPARK-2164 INotificationService - remove fake strongly typed 'link<T>' extension method
2019-03-19 13:12:04 -05:00
John Colvin
1c65b1d87a
rename generic type arg 'TPredicateBuilder' -> 'TPredicateData'
2019-03-19 13:00:25 -05:00
John Colvin
693910f093
SPARK-2162 / SPARK-2163 GridSettingsManager/VM - replace IPredicateBuilder dependency with predicate-data factory(delegate)
2019-03-19 12:58:02 -05:00
Kevin Darby
498b38ebcb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md
2019-03-18 16:00:59 -04:00
John Colvin
99b9c51ad6
OrderTypeVMBase - initialize child_algos.is_expanded with this.is_expanded
2019-03-18 14:44:07 -05:00
John Colvin
fe92389eab
OrderBook - hide fills slave grid in 'attaching-orders' visual state
2019-03-18 14:20:37 -05:00
John Colvin
1ca5b217fc
OrderBook - assign algo-template-key to OrderDefinition when sending attached orders (if template is selected)
2019-03-18 14:07:01 -05:00
John Colvin
fb91206e0f
pr edit: get window dimensions with window.ActualWidth/Height
2019-03-18 13:56:17 -05:00
John Colvin
91f4de00f8
pr edit: should not have changed while-loop to if-condition
2019-03-18 13:54:01 -05:00
John Colvin
28980f10ae
SPARK-2160 shell windows come up off screen sometimes
2019-03-18 13:41:29 -05:00
Taha Afzal
db20433d44
helper functions to QHOOrderManager
2019-03-18 13:58:42 -04:00
John Colvin
4e4ab52032
OrderBook - combine modify/attach visual state groups into 1 group of 'right-panel-states'
2019-03-18 12:20:58 -05:00
John Colvin
4cc513f1d3
RXOperableCollection - assign '_comparer' in constructor
2019-03-17 15:30:43 -05:00
John Colvin
7904065333
SPARK-2159 keep the attached order params and normal order params window the same size and animate the transition
2019-03-16 18:17:10 -05:00
John Colvin
961e06c31f
SPARK-2153 Modify Algos -> Modify Orders
2019-03-16 12:23:14 -05:00
John Colvin
4132bdaba4
SPARK-2155 Send Attached Orders -> Attach To Orders
2019-03-16 12:20:05 -05:00
John Colvin
1c75f5f530
SPARK-2156 Dismiss attachment on click of grid
2019-03-16 12:17:46 -05:00
John Colvin
d8e7dd7c3b
OrderBooView - change element naming-scheme in xaml
2019-03-16 11:30:16 -05:00
John Colvin
d0377475bb
SPARK-2157 Detach Selected Orders -> Detach And Cancel Selected Orders
2019-03-16 11:20:38 -05:00
John Colvin
7826ff17c0
finish merge started by pedro (resolve conflicts in SpreaderOrderVM.cs)
2019-03-16 11:06:34 -05:00
John Colvin
a46982333b
SPARK-2158 Algo Studio Orders are Attachable
2019-03-16 11:06:34 -05:00
John Colvin
e2cebaa5c8
add 'AlgoData' member to OrderDataHelper.Defauls (use in OrderBookVM)
2019-03-15 19:53:42 -05:00
John Colvin
d03987591c
OrderBook - order params ui populates 'account' with common selected value
2019-03-15 19:53:42 -05:00
John Colvin
e909c37f88
OrderBookVM - refactor SelectedAlgosMon -> SelectedOrderParamsMon
2019-03-15 19:53:42 -05:00
Pedro Pinto
e998edc20f
Merged from master, note that SpreaderOrderVM.cs was not merged yet, so this client build will fail
2019-03-15 14:41:02 -04:00
Jake Norbut
5cb48fb517
Adding qty threshold test
2019-03-15 13:28:30 -05:00
Jake Norbut
f2f8c258f9
run all tests within a test class
2019-03-15 13:22:37 -05:00
Pedro Pinto
1c1be2b334
Idempotent cancels for Join,Iceberg and Native orders.
2019-03-15 11:20:47 -04:00
Michael Harding
04e006b812
Add new Spreader and Algo studio videos to the manual
2019-03-15 10:44:58 -04:00
John Colvin
5d89257643
OrderBook - make attach-order panel pop out less
2019-03-15 00:57:09 -05:00
John Colvin
897e134714
C# style cop changes
2019-03-14 21:15:29 -05:00
John Colvin
e6cb97028b
OrderBook - subscribe_common_sec_md notifies observer on subscribe
2019-03-14 21:13:31 -05:00
John Colvin
6c0dc80d43
OrderBook - sync attached-order-params with common values from selected orders
2019-03-14 21:13:31 -05:00
John Colvin
ce3a4562d9
OrderBook - attach/detach logging
2019-03-14 21:13:31 -05:00
Pedro Pinto
217f0cd4cc
Merged
2019-03-14 21:18:35 -04:00
Pedro Pinto
1e649ccce6
Made NativeOrder able to process full updates.
2019-03-14 21:17:15 -04:00
John Colvin
cbc69ec5fd
OrderBook - don't lose right-panel-width (when hidden) during attach-op
2019-03-14 20:12:22 -05:00
John Colvin
0d1eedc34a
OrderBook - wrap 'send_attached_orders_async' in try/catch
2019-03-14 20:12:22 -05:00
John Colvin
4e85bf4520
OrderBook - refactor 'property-update-throttle' code to use CommonValueMonitor
2019-03-14 20:12:22 -05:00
Pedro Pinto
5d0023a80b
Fixed a bug in detach handling in Join.
2019-03-14 21:09:16 -04:00
Pedro Pinto
e300de2425
Fixed a few bugs in new Join
2019-03-14 20:13:18 -04:00
Pedro Pinto
569877752e
Merged
2019-03-14 19:08:48 -04:00
Pedro Pinto
4846cf7693
Join with attach/detach and full update is code complete.
2019-03-14 19:04:51 -04:00
John Colvin
16a46955f4
OrderBook - attach buttons become disabled when selected order transitions from working -> non-working
2019-03-14 16:43:16 -05:00
Jake Norbut
cb8dac05d5
if linux no Dispose for now b/c seg fault
2019-03-14 16:10:58 -05:00
Jake Norbut
f6eb1e4745
QuickBusClientChanel diag logging for sub / unsub
2019-03-14 15:53:12 -05:00
Jake Norbut
16e8a6e26d
adding .NET Core Remote Lauch and Attach debugging options
2019-03-14 15:51:19 -05:00
John Colvin
13a6d68b60
OrderBook - change 'Modify Order' keyboard shortcut Ctrl+Alt+M -> Ctrl+Shift+M
2019-03-14 13:05:15 -05:00
John Colvin
1affd992de
OrderBook - reduce attach-ui panel width
2019-03-14 12:39:27 -05:00
John Colvin
d951258891
OrderBook - bottom of attach-ui was getting chopped off
2019-03-14 12:32:40 -05:00
John Colvin
f5dfb0264b
OrderBook - change default fills slave grid height 400 -> 138
2019-03-14 11:19:36 -05:00
Jake Norbut
9744f53d65
shell script that will perform setup work; will probably need to chmod this
2019-03-14 11:07:57 -05:00
Jake Norbut
b231a66fc7
need to make this test public
2019-03-14 11:06:59 -05:00
John Colvin
3b8f5c5093
OrderBook - minor style changes to right-panel
2019-03-14 00:04:34 -05:00
John Colvin
253d213818
OrderBook - unify attach/modify order param controls/vms
2019-03-13 21:41:49 -05:00
John Colvin
f89cb3d61e
OrderBook - prevent 'Modify Algos' button from hiding below visible bounds
2019-03-13 17:29:35 -05:00
Jake Norbut
65b3d4fffa
refactoring OrderDefinition utils
2019-03-13 16:58:00 -05:00
Jake Norbut
ba1b667ae8
basic join test
2019-03-13 16:47:23 -05:00
Jake Norbut
e31b05042f
refactoring common services into a base class; other misc refactoring
2019-03-13 16:46:58 -05:00
John Colvin
eb6573399b
OrderBook - add 'Cancel' button to attach-orders-panel
2019-03-13 15:10:05 -05:00
John Colvin
8ba8ce76ce
CancelButton Style - add 'Cancel (Esc)' tooltip
2019-03-13 15:07:33 -05:00
John Colvin
e65b8e9d4d
OrderBook - disable 'send attached orders' button when selection is empty or has non-working orders
2019-03-13 14:27:33 -05:00
John Colvin
2fc379fbef
OrderBookView - ensure fills slave grid min height in xaml (64)
2019-03-13 13:52:10 -05:00
John Colvin
fb96a75a8e
OrderBook - change attach-menu-item text from 'Attach Selected Orders' -> 'Attach To Selected Orders'
2019-03-13 13:46:03 -05:00
John Colvin
240d15af47
OrderBookView - remove attach-instructions text xaml
2019-03-13 13:46:03 -05:00
John Colvin
2530e43797
OrderBook - hide attach-instruction text, animate right panel
2019-03-13 13:09:28 -05:00
John Colvin
b05d85d6c3
OrderBook - change 'Attach' prompt style
2019-03-13 12:22:04 -05:00
John Colvin
52f2e77310
OrderBook - change Attach/Detach icons
2019-03-13 12:16:57 -05:00
John Colvin
bd00c6de3e
SPARK-2093 Attach/Detach ui
2019-03-13 11:48:08 -05:00
Jake Norbut
84e443ee4b
copying *.sh scripts for testing on linux
2019-03-13 11:40:16 -05:00
Jake Norbut
02ed327ec7
clarifying tests
2019-03-12 16:20:46 -05:00
Jake Norbut
e9162263d6
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-03-12 16:14:03 -05:00
Jake Norbut
3b3cc9a51c
clarifying test
2019-03-12 16:13:51 -05:00
Jake Norbut
5b959ca5bd
OB window command update when selected row's row vm changes
2019-03-12 14:39:25 -05:00
John Colvin
54f03c4a03
Merged in SPARK-2107-sound-triggers (pull request #193 )
...
SPARK-2107 QA: settings/SoundAndNotificationsTest.txt
2019-03-12 17:58:36 +00:00
Pedro Pinto
c4d297969b
Improved tests.
2019-03-12 13:54:12 -04:00
John Colvin
1f86456437
SPARK-2107 QA: settings/SoundAndNotificationsTest.txt
2019-03-12 12:50:32 -05:00
Pedro Pinto
e24e04ca4f
Fixed OrderManager reentrancy problem reported by Taha
2019-03-12 10:01:57 -04:00
John Colvin
87aea4812f
OrderBook algo editor would stop loading non-spreader algos once a spreader order was selected
2019-03-11 21:27:22 -05:00
John Colvin
21ae3b14c8
OrderBook attach/detach ui - use 'Pen' cursor when attachment is in progress
2019-03-11 20:20:29 -05:00
John Colvin
708ae185f1
rename OrderBookAttachTargetAdorner -> OrderBookAttachmentTargetAdorner (matches file)
2019-03-11 20:10:50 -05:00
John Colvin
5c6dbd7bd1
OrderBook - hook up attach/detach api calls
2019-03-11 20:07:29 -05:00
John Colvin
08a1e07ab6
Merged in SPARK-2098-spreader-orders-missing-security (pull request #192 )
...
RTM SPARK-2098 security is not assigned to SpreaderOrderDefinition when sending orders
2019-03-11 23:57:58 +00:00
John Colvin
038e6d16af
SPARK-2098 security is not assigned to SpreaderOrderDefinition when sending orders
2019-03-11 16:59:18 -05:00
Eric Harding
fe2e1e9945
Merge branch 'AdditionalTracing-MinimumInterval' of bitbucket.org:bluetradesys/spark
2019-03-11 17:00:30 -04:00
Eric Harding
20d5276874
Remove trace::log_scope function and just use constructor
2019-03-11 16:53:12 -04:00
John Colvin
f19a280b7f
DIYGridRowHighlighterAdorner derives from new generic Adorner<T> class
2019-03-11 15:39:57 -05:00
Eric Harding
b2f3d093d2
Merged in AdditionalTracing-MinimumInterval (pull request #191 )
...
RTM: cut down on tracing load by supplying a minimum interval
2019-03-11 20:28:05 +00:00
John Colvin
4860f706ad
Merged in SPARK-2097-change-cover/lean-defaults (pull request #190 )
...
SPARK-2097 change Lean/Cover defaults - Lean.MaxChaseTicks = 2, Cover.HedgeTicks = 1
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-03-11 20:24:06 +00:00
Eric Harding
29ddd6621c
Move NativeOrder::on_activate trace message so it doesn't get triggered by warmup
2019-03-11 16:11:21 -04:00
Jake Norbut
3821dfb8ff
Merge branch 'master' of bitbucket.org:bluetradesys/spark into system_tests
2019-03-11 14:45:10 -05:00
John Colvin
47cf9e2fe6
OrderBook - add 'Attached Target Order Key' column
2019-03-11 14:14:24 -05:00
Jake Norbut
01a8502b20
refactoring to resuse user and account between different tests
2019-03-11 14:04:40 -05:00
John Colvin
df75518389
OrderBook - add parent-key-regex property to FilterStates proto (guess we accidentally omitted it)
2019-03-11 14:01:20 -05:00
John Colvin
90c371c72f
OrderBookColumns - remove 'sort_member_path' (not needed bc orderbook handles sorting events internally)
2019-03-11 13:48:46 -05:00
Jake Norbut
edfa079326
ib avg filled test
2019-03-11 13:46:00 -05:00
John Colvin
9609f7e6cf
OrderBook FilterStates proto - override obj Equals/GetHashCode
2019-03-11 13:35:26 -05:00
Eric Harding
e8e0f01fb7
Merged master into AdditionalTracing-MinimumInterval
2019-03-11 14:16:09 -04:00
Eric Harding
41a04de31b
Update threshhold with help from compiler
2019-03-11 14:14:51 -04:00
Jake Norbut
316a617c65
more refactoring
2019-03-11 13:08:16 -05:00
John Colvin
30c83b7c72
OrderBookGridView - stack 'ColumnKeys' enum fields vertically (easier to read)
2019-03-11 13:02:17 -05:00
John Colvin
382d8b468c
ObservableNode - assign child_node.parent when adding child
2019-03-11 12:58:43 -05:00
John Colvin
b3b1af68d0
SPARK-2097 change Lean/Cover defaults - Lean.MaxChaseTicks = 2, Cover.HedgeTicks = 1
2019-03-11 12:23:49 -05:00
John Colvin
cbe6d07a86
OrderBookStartupData - set default values for algo_editor_width/height/is_visible
2019-03-11 11:03:51 -05:00
John Colvin
6d67700ee6
OrderBookView - reduce 'attach-algo-instructions' text fadeout duration from 1 sec to 0.5
2019-03-11 10:49:12 -05:00
Jake Norbut
0e92a12e65
refactoring/reorg
2019-03-11 10:08:13 -05:00
Pedro Pinto
7cbf729607
Cleaned up release notes further.
2019-03-11 08:52:35 -04:00
Pedro Pinto
6e8851d92c
Updated subrepo pointers
2019-03-11 08:51:31 -04:00
Pedro Pinto
460e747f55
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-03-11 08:49:24 -04:00
Pedro Pinto
20978b10d4
Updated release notes
2019-03-11 08:49:19 -04:00
John Colvin
42e0cfba70
Merged in SPARK-2079-trigger-cleanup (pull request #183 )
...
RTM - SPARK-2079 trigger cleanup
2019-03-11 12:48:44 +00:00
Michael Harding
728c485013
Merged in doc_temp_build (pull request #174 )
...
RTM: Doc temp build
2019-03-11 12:47:40 +00:00
Eric Harding
b83f88e098
Merged in AlmostNeverRecordSim (pull request #185 )
...
RTM: Almost never want to record sim market data
2019-03-11 12:46:55 +00:00
Eric Harding
32b1a38655
Merged in DenyCopy (pull request #177 )
...
RTM: Explicitly deny copying a service. make_*_publisher points back to the owning service
2019-03-11 12:44:49 +00:00
Taha Afzal
24934f6607
Merged in SPARK-2058-netchange (pull request #184 )
...
RTM SPARK-2058 netchange
2019-03-11 12:43:56 +00:00
Brian Muhr
90b56277ca
Merged in Documentation (pull request #179 )
...
RTM: Documentation - added Algo Studio, new images, freshened up quite a bit
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2019-03-11 12:42:51 +00:00
Eric Harding
20ca8a7ffe
Merged in AdditionalTracing (pull request #189 )
...
RTM: Additional Tracing
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-03-11 12:40:57 +00:00
Pedro Pinto
6ed4adbc14
Merged in fix_warmup_limit_polution (pull request #187 )
...
RTM. Fixed order warm up code to clear errors detected during warmup
2019-03-11 12:38:05 +00:00
Eric Harding
9117e3e238
Add a minimum tracing interval for scoped logs
2019-03-11 07:58:43 -04:00
Eric Harding
c0f079b7f6
Code review feedback
2019-03-11 07:31:03 -04:00
John Colvin
e9cf1db184
OrderBookView - Fills/AlgoEditor GridSplitter needs min height to prevent it from vanishing when fills grid is collapsed
2019-03-10 23:37:28 -05:00
John Colvin
e4c98d947e
Merge remote-tracking branch 'origin/SPARK-2079-trigger-cleanup' into SPARK-1944-attach/detach/update
2019-03-10 23:10:59 -05:00
John Colvin
ab9de97d6e
remove file that was accidentally checked in
2019-03-10 22:59:55 -05:00
John Colvin
4e425a3380
SPARK-2093 Attach/Detach ui
2019-03-10 22:57:52 -05:00
John Colvin
751f22645d
SPARK-2089 [cherry-picked] Strange null ref exception in OrderBook row-selection changed callback during application shutdown
2019-03-10 22:21:53 -05:00
John Colvin
47daf439d0
OrderPropertiesEditor - observe_order_type() check if templates are enabled
2019-03-10 21:41:44 -05:00
Eric Harding
19ce3a7dd4
Additional spreader tracing
2019-03-10 16:19:15 -04:00
John Colvin
ac67c84ce7
OrderBookWindow - remove individual SparkCommand fields (reduce scope to be local to thread_init())
2019-03-10 15:04:03 -05:00
John Colvin
79120ea7a5
OrderBook 'fills slave grid' - init predicate hides all rows
2019-03-10 14:45:43 -05:00
John Colvin
5686b57d47
ObservableAutoWrapper - fix typeo (change 'Reset' to 'Remove')
2019-03-10 14:38:06 -05:00
John Colvin
cb456a439c
fix typeo in LazySubscription
2019-03-10 14:33:42 -05:00
John Colvin
a85a7f624a
refactor [TableUpdate]LeftJoin\Filter extensions to use AggregateLatest (share common code)
2019-03-10 14:27:39 -05:00
John Colvin
19e4da9936
StringBuilderEx - remove implicit 'StringBuilder' cast operators (seems sketch with reference types)
2019-03-09 22:09:27 -06:00
John Colvin
1494c37cc7
OrderBook - add 'fills-slave-grid' above the algo editor (shows fills for current row-selection)
2019-03-09 22:09:27 -06:00
John Colvin
af1fbaf3ed
implement TableUpdate filter with IObservable predicate
2019-03-09 22:09:27 -06:00
John Colvin
82a93e39f8
DIYGrid - use max 'visible' column's font size to determine min row height
2019-03-09 22:09:27 -06:00
John Colvin
36684f8ee5
ObservableFilterCollection - in 'reset(),' clear the target collection if source is empty
2019-03-09 22:09:27 -06:00
John Colvin
c8cd2ae1ad
fix 'sync_with_never_duplicate()' - should remove items from 'dest' that aren't in 'src'
2019-03-09 22:09:27 -06:00
John Colvin
93afb5b602
introduce FillsVMContainer
2019-03-09 22:09:27 -06:00
John Colvin
429b0bb8f8
ObservableAggregateCollection.Aggregator implements IList (not new functionality, just refactored some methods)
2019-03-09 22:09:27 -06:00
Pedro Pinto
80ce5447e5
Validate that IcebergOrders must have child definitions.
2019-03-08 17:56:27 -05:00
Pedro Pinto
609b0dceb1
Native orders now reflect new FIX tags when attached to.
2019-03-08 17:49:51 -05:00
Taha Afzal
f9d276a908
SPARK 2090
2019-03-08 17:45:46 -05:00
Jake Norbut
5f4eb58db9
refactoring to promote eventual code reuse
2019-03-08 16:26:00 -06:00
Pedro Pinto
ea47042816
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-08 17:25:30 -05:00
Pedro Pinto
4b23e17534
Updating native order FIX tags when attached.
2019-03-08 17:25:00 -05:00
John Colvin
f69301611a
OrdersModel - for non-algo updates, set Update.Custom to null instead of populating with existing order's CustomDef
2019-03-08 15:52:38 -06:00
Kevin Darby
7ac54242e0
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md
2019-03-08 16:19:04 -05:00
Kevin Darby
1ebf8219c2
ice descriptions in mview
2019-03-08 16:17:53 -05:00
Kevin Darby
f0b14cb8dc
forgot to init new string fields
2019-03-08 16:10:02 -05:00
Kevin Darby
7259f81ab5
forgot to init new string fields
2019-03-08 16:03:49 -05:00
Kevin Darby
3b902b61dd
ice spreads
2019-03-08 15:55:10 -05:00
John Colvin
c04ac5cd48
OrderDataHelper - fix get_metadata() 'Spreader' switch-case
2019-03-08 14:36:39 -06:00
John Colvin
aa39349fc4
SPARK-2092 Orderbook update ui supports spreader algos
2019-03-08 14:36:39 -06:00
John Colvin
d1c915fef3
ObservableAutoWrapper - fix typeo (change 'Reset' to 'Remove')
2019-03-08 14:14:08 -06:00
John Colvin
69bdf07423
SPARK-2089 Strange null ref exception in OrderBook row-selection changed callback during application shutdown
2019-03-08 14:14:08 -06:00
John Colvin
4115a6c790
AlgoStructureKey - structure-serialization supports DynamicOrderDefinition
2019-03-08 14:14:08 -06:00
John Colvin
8f8aae57de
remove IAlgoVM.can_edit_blah props; view binds to permission flags w EnumHasFlagsConverter; view uses VisualStates
2019-03-08 14:14:08 -06:00
John Colvin
362f75c8b2
OrderBookVM - null check an event, fix initial algo editing permissions
2019-03-08 14:14:07 -06:00
Pedro Pinto
39e855e691
Merged
2019-03-08 14:08:46 -05:00
Pedro Pinto
73303ccd33
Merge branch 'fix_warmup_limit_polution' into SPARK-1944-attach/detach/update
2019-03-08 14:02:23 -05:00
Jake Norbut
f7cdb1f00b
refactor/cleanup of some common functions
2019-03-08 10:36:51 -06:00
Jake Norbut
0caa6b6ee0
IB test 1
2019-03-08 08:53:00 -06:00
Kevin Darby
6cfef51e3d
subrepo
2019-03-07 18:12:39 -05:00
Kevin Darby
76edb94905
ticks....
2019-03-07 18:10:11 -05:00
Kevin Darby
e4bf9fc747
ice market data
2019-03-07 17:56:28 -05:00
John Colvin
6826494898
EnumHelper - don't initialize 'ThreadStatic' fields
2019-03-07 13:37:02 -06:00
Pedro Pinto
69fcfbd6ce
Removed over-zealous assertion.
2019-03-07 14:28:49 -05:00
Pedro Pinto
64973e1b51
Merged fix_om_reentrancy into queue_holder_order
2019-03-07 13:29:20 -05:00
Pedro Pinto
c1d62a2ff6
Fixed OrderManager reentrancy problem reported by Taha
2019-03-07 13:27:05 -05:00
Kevin Darby
d488ff23ba
I misunderstood how onixs wants to do the ice threading. fixed
2019-03-07 11:38:38 -05:00
Pedro Pinto
c1d4b9cd9f
Fixed order warm up code to clear errors detected during warmup
...
This could cause later orders to fail even if the error condition no
longer obained.
2019-03-07 11:23:57 -05:00
Pedro Pinto
dce856e4af
Fixed duplication of entries in event_log_archive in perf_log
2019-03-07 11:04:11 -05:00
Taha Afzal
f4c0f24e80
reading qho queue size from ui
2019-03-06 20:02:38 -05:00
Kevin Darby
6b6fd9c40a
more ice
2019-03-06 14:58:09 -05:00
Pedro Pinto
1fa419eae2
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-06 14:42:16 -05:00
Pedro Pinto
e3a3eb6d85
Redirected Iceberg factory to create Iceberg2.
2019-03-06 14:41:57 -05:00
Pedro Pinto
18a32f9a05
White space.
2019-03-06 14:41:26 -05:00
John Colvin
b7c127b2d8
EnumHasFlagsConverter - ContentProperty = 'Flags'
2019-03-06 12:59:16 -06:00
John Colvin
f83f94fb07
rename [class]EnumFlagsToBooleanConverter -> EnumHasFlagsConverter (matches filename)
2019-03-06 12:55:28 -06:00
John Colvin
23f76a1c80
remove some redundant\unused code
2019-03-06 12:49:08 -06:00
John Colvin
cc0f6ea448
OrderBook Algo Panel - show inactive order algos, but disable controls
2019-03-06 12:48:58 -06:00
Taha Afzal
37b211532e
merging from master
2019-03-06 11:53:02 -05:00
John Colvin
cbb6936553
OrderBookView - animate GridSplitter background on mouse over
2019-03-05 23:30:28 -06:00
John Colvin
633433cab9
Colors.xaml - fix line endings
2019-03-05 23:24:35 -06:00
John Colvin
3ab7ed0b71
AlgoEditorView - remove ugly ToString() text when Limit, Market etc., are selected
2019-03-05 23:10:54 -06:00
John Colvin
fc1adf8c28
OrderBookWindow - include 'show/hide algo editor command' in toolbar (not just context menu)
2019-03-05 20:31:24 -06:00
John Colvin
79cf313b5b
SPARK-2014 Add OB support for full updates
2019-03-05 20:18:24 -06:00
John Colvin
00834a668c
ObservableDistinctCollection - actually use equality comparer arg
2019-03-05 20:18:23 -06:00
John Colvin
32c9c23d7e
fix typeo in MapAggregate() extension (actually use key_comparer arg)
2019-03-05 20:18:23 -06:00
John Colvin
5ac8d2ada6
AlgoSelector - set selected_algo_changed hook in constructor (not 'load_from' method)
2019-03-05 20:18:23 -06:00
John Colvin
54eb6ceaa9
fix typeo in LazySubscription
2019-03-05 20:18:23 -06:00
John Colvin
540db91311
add config to enable\disable multi-threading for ISharedWindows
2019-03-05 20:18:05 -06:00
John Colvin
1ee2193c88
ObservableAutoWrapper.connect_item_actions - invoke action for existing items
2019-03-05 20:16:48 -06:00
John Colvin
84877af947
SPARK-2079 [pr edit]child algo 'name' overlapped expander button
2019-03-05 20:16:48 -06:00
John Colvin
388cf92a70
SPARK-2079 [pr edit]remove #define ALLOW_FIXED_PRICE_TRIGGER
2019-03-05 20:16:48 -06:00
John Colvin
840441a749
SPARK-2079 Trigger Clean up (simplify)
2019-03-05 20:16:48 -06:00
John Colvin
c39a510d09
refactor\cleanup OrderTypeVMBase and impls
2019-03-05 20:16:48 -06:00
Kevin Darby
f7265740e7
ICE securities, from the actual ICE
2019-03-05 18:08:20 -05:00
Pedro Pinto
299d46aa2c
Attach/Detach passes initial tests.
2019-03-05 15:44:01 -05:00
Jake Norbut
f006d4ffdb
Merge branch 'SPARK-2054' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange
2019-03-05 14:21:35 -06:00
John Colvin
31dd7849b9
SPARK-2086 SyntheticEditor - user can't type '.' in price multiplier cell
2019-03-05 14:17:19 -06:00
Jake Norbut
bcf9b97420
Merge branch 'SPARK-2054' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange
2019-03-05 12:56:08 -06:00
John Colvin
697ffd71eb
ObservableAutoWrapper.connect_item_actions - invoke action for existing items
2019-03-04 23:52:22 -06:00
Jake Norbut
b56fc2445c
!= instead of !(); John leaves no stone unturned
2019-03-04 17:05:13 -06:00
Jake Norbut
a4d162c3a2
EnumHelper equality be gone
2019-03-04 16:53:08 -06:00
Jake Norbut
527bc05b6f
removing comment cruft
2019-03-04 15:49:17 -06:00
Jake Norbut
a52d65859b
3 bools to 1 Enum in the protobuf
2019-03-04 15:45:30 -06:00
Jake Norbut
363b9e3e7a
I missed an early return branch in _format_tick
2019-03-04 15:31:21 -06:00
Eric Harding
3a06684146
Almost never want to record sim market data
2019-03-04 16:15:53 -05:00
John Colvin
8643feabf2
SPARK-2079 [pr edit]child algo 'name' overlapped expander button
2019-03-04 13:44:50 -06:00
Pedro Pinto
345f6ed9fe
Added detach handling to iceberg
2019-03-04 14:44:42 -05:00
Pedro Pinto
31aa9d9bf6
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-03-04 14:30:32 -05:00
John Colvin
e7f1c59210
SPARK-2079 [pr edit]remove #define ALLOW_FIXED_PRICE_TRIGGER
2019-03-04 13:27:44 -06:00
Pedro Pinto
0c063a3876
Iceberg with attach is code complete.
2019-03-04 14:13:39 -05:00
Jake Norbut
c9f403973b
Adding a ColSpan on the groupbox so it doesn't push over the merged combo box
2019-03-04 10:53:49 -06:00
Jake Norbut
d6bc6fa289
simplifying logic regarding decision to format with decimal part
2019-03-04 10:02:15 -06:00
Taha Afzal
7557ca38cb
Merge branch 'SPARK-2054' into SPARK-2058-netchange
2019-03-04 09:03:16 -05:00
Pedro Pinto
af253198d2
Iceberg that can attach.
2019-03-04 08:55:36 -05:00
Pedro Pinto
cc381d605c
Merged with master
2019-03-04 08:55:06 -05:00
Jake Norbut
ef59511a01
woops, fixing bug
2019-03-04 07:50:10 -06:00
Jake Norbut
8dfbb106a6
hide decimals when in ticks mode
2019-03-04 07:46:59 -06:00
Taha Afzal
3e9a931c5f
removing an unused function
2019-03-03 23:15:06 -05:00
Taha Afzal
71fac664e8
the net change test now tests for quoting prices on both legs
2019-03-03 16:52:29 -05:00
Taha Afzal
1b39ffc323
cleaning up the test
2019-03-03 16:30:19 -05:00
John Colvin
bc69c669ae
SPARK-2079 Trigger Clean up (simplify)
2019-03-02 21:50:17 -06:00
Taha Afzal
170f7426aa
for net change, the reported price with filled_qty==0 was incorrect
2019-03-02 22:43:35 -05:00
John Colvin
16d30e450f
refactor\cleanup OrderTypeVMBase and impls
2019-03-02 19:36:19 -06:00
Taha Afzal
a3787ee65a
Merge branch 'SPARK-2054' into SPARK-2058-netchange
2019-03-01 16:59:42 -05:00
Taha Afzal
14d5d36067
merging master
2019-03-01 16:57:26 -05:00
Jake Norbut
1af4b97b97
ui feedback from taha
2019-03-01 12:56:41 -06:00
Michael Harding
faf60af9c3
Merge branch 'master' into doc_temp_build
2019-03-01 13:52:48 -05:00
John Colvin
109fee099f
Merged in SPARK-2082 (pull request #181 )
...
SPARK-2082 mview - canceled orders appear to be working
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-03-01 18:01:31 +00:00
John Colvin
747b44c48d
fix strange line ending change in last commit to _index.md
2019-03-01 11:59:01 -06:00
John Colvin
4b091a1259
SPARK-2082 release note
2019-03-01 11:50:56 -06:00
Jake Norbut
9626bee38e
resetting this width I inadvertently changed
2019-03-01 10:55:52 -06:00
Jake Norbut
776bc71c22
ladder prices in net change terms
2019-03-01 10:51:16 -06:00
John Colvin
7c0e310f6a
SPARK-2082 mview - canceled orders appear to be working
2019-03-01 10:13:49 -06:00
Michael Harding
761657b56b
Fix typos
2019-03-01 10:30:41 -05:00
Michael Harding
2988967f1f
Merge branch 'master' into doc_temp_build
2019-03-01 09:29:36 -05:00
Kevin Darby
724da31316
adding data files
2019-02-28 17:50:46 -05:00
Pete Fisher
f7309c389e
_index.md edited online with Bitbucket
2019-02-28 21:53:15 +00:00
Pedro Pinto
df1dbd76b5
Merge branch 'fix_cache_warm_logs'
2019-02-28 15:58:51 -05:00
Pedro Pinto
deaf8b6ad5
Somehow did not push this in.
2019-02-28 15:58:11 -05:00
Kevin Darby
2ae5b50445
ice builds with .so
2019-02-28 15:01:35 -05:00
Kevin Darby
dfcf38289f
move externals up for ice .so
2019-02-28 14:44:13 -05:00
Pedro Pinto
5e0edd00f4
Merged in fix_cache_warm_logs (pull request #180 )
...
Avoided logging anything when warming up order manager cache.
Approved-by: Taha Afzal <taha.afzal@bluetradesys.com >
2019-02-28 19:20:06 +00:00
Pedro Pinto
f25a667ff0
Fixed transition log msg when calling warm cache.
2019-02-28 14:16:38 -05:00
Kevin Darby
39a1252084
added Queue Holder Length gui to spreader for Taha
2019-02-28 14:08:46 -05:00
Pedro Pinto
4f3eaa8b9c
Updated release notes.
2019-02-28 13:43:41 -05:00
Pedro Pinto
5098767363
Avoided logging anything when warming up order manager cache.
2019-02-28 13:32:43 -05:00
Michael Harding
09436473ed
Merged master into Documentation
2019-02-28 13:27:25 -05:00
Michael Harding
5524e89a10
Add images
2019-02-28 13:26:02 -05:00
Pedro Pinto
c2f954a79d
More changes to attach/detach API
2019-02-28 13:07:41 -05:00
Taha Afzal
d615dcc7d6
tests were failing because of direct vs merged
2019-02-28 11:10:56 -05:00
Taha Afzal
d582ed8436
more tests
2019-02-27 19:29:18 -05:00
Taha Afzal
c5768c4022
randomized the prices and markets in the net change test
2019-02-27 19:08:29 -05:00
Kevin Darby
1c54b0140b
ready to test, but we need to solve a link issue
2019-02-27 16:41:38 -05:00
John Colvin
4d52de3f09
Merged in SPARK-2076 (pull request #178 )
...
SPARK-2076 Sounds crash (Dan 1.5)
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-02-27 20:48:54 +00:00
John Colvin
9864d18a60
SPARK-2076 [pr edit] log error instead of throwing an exception (when unable to link predicate).
2019-02-27 14:37:53 -06:00
Brian Muhr
6c652df3eb
index.md edited online with Bitbucket
2019-02-27 20:34:00 +00:00
Jake Norbut
6fb8fdc9f6
updating test timeout
2019-02-27 14:28:45 -06:00
Pedro Pinto
e79a73147a
Merged with master
2019-02-27 15:15:06 -05:00
Pedro Pinto
2aaa3258a0
Updated release notes.
2019-02-27 14:42:38 -05:00
Michael Harding
c4e684f934
SPARK-2047: change temp dir path
2019-02-27 14:41:43 -05:00
Pedro Pinto
6e98e11c9e
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-02-27 14:40:16 -05:00
Pedro Pinto
fa4d50b643
Removed unused variable.
2019-02-27 14:40:00 -05:00
John Colvin
1590c6d6f6
SPARK-2076 Sounds crash (Dan 1.5)
2019-02-27 13:37:50 -06:00
Pedro Pinto
224d0689b0
Added logging to AlgoDefinitionServiceServer, used ref over copy.
2019-02-27 14:37:45 -05:00
Taha Afzal
51ac39c166
test comments
2019-02-27 14:21:41 -05:00
Eric Harding
f04a48d4f8
Explicitly deny copying a service. make_*_publisher points back to the owning service
2019-02-27 14:00:04 -05:00
Pedro Pinto
6a921ae900
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-02-27 13:48:22 -05:00
Michael Harding
f7baf6c05a
Merge branch 'master' into doc_temp_build
2019-02-27 13:39:11 -05:00
Taha Afzal
1eaf3d8629
taming the net_change tests
2019-02-27 13:16:31 -05:00
Jake Norbut
b7fcd17ef0
first test; create retrieve update delete of algo definitions
2019-02-27 11:05:23 -06:00
Brian Muhr
62ecd1a721
index.md edited online with Bitbucket
2019-02-27 16:35:51 +00:00
Eric Harding
c69fa3a410
advance linux docker subrepo pointer
2019-02-27 11:21:56 -05:00
Pedro Pinto
0f13d27efe
Improvements on attach/detach API
2019-02-27 10:08:55 -05:00
Kevin Darby
e034fd2623
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md
2019-02-26 18:23:23 -05:00
Kevin Darby
a3b8d579a1
hooked up all ice callbacks except books
2019-02-26 18:20:22 -05:00
Taha Afzal
cabc84a577
tests for net change transformation
2019-02-26 17:04:59 -05:00
Eric Harding
14307f9fd8
Merged in LoggerUltimatum (pull request #176 )
...
Give LoggerHub at most 2 seconds to cleanly shut down
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-02-26 21:32:18 +00:00
Kevin Darby
9d2cdb702d
getting somewhere
2019-02-26 16:00:26 -05:00
Eric Harding
819a984ccd
Give LoggerHub at most 2 seconds to cleanly shut down
2019-02-26 15:55:34 -05:00
Michael Harding
482ca6b484
SPARK-2065: Move order functions to OrderUtilities
2019-02-26 14:02:09 -05:00
Eric Harding
d76b04b752
Release Note: 'missing securities in the Fills and P&L windows.'
2019-02-26 13:21:23 -05:00
Eric Harding
4904763811
Update CMakeDeps master
2019-02-26 13:21:03 -05:00
Eric Harding
073294adac
Enable -configserver for sparkcmd servicetail tool
2019-02-26 12:44:07 -05:00
Eric Harding
753bb1b493
Merged in Fills_join_fix (pull request #175 )
...
Fix shell on_fills security join
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-02-26 17:14:28 +00:00
Pedro Pinto
d52347cd71
Trigger state update on new definition in OM.
2019-02-26 11:57:11 -05:00
Eric Harding
8891e89c70
Fix shell on_fills security join
2019-02-26 11:56:00 -05:00
Pedro Pinto
0ab628fb6c
Allow orders to change their full definition.
2019-02-26 11:43:10 -05:00
Michael Harding
7ed3a977ab
SPARK-2065: Move AdminUtilities
2019-02-26 11:18:26 -05:00
Michael Harding
59cfe3dc8d
SPARK-2067: Setup bash scripts for running system tests
2019-02-26 11:07:47 -05:00
Taha Afzal
394c7fd954
Merge branch 'SPARK-2058-netchange' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange
2019-02-26 10:52:00 -05:00
Pedro Pinto
1a8a492ef7
Attach/detach tweaks.
2019-02-26 09:56:24 -05:00
Taha Afzal
b2d1969e9f
ticks in net change working now, by transforming the spread
2019-02-25 17:24:31 -05:00
Eric Harding
744797b91c
Add compute_synthetic_book function
2019-02-25 14:26:23 -05:00
Pedro Pinto
74066c0ffe
Refactored OrderServices
2019-02-25 13:55:13 -05:00
Pedro Pinto
0269d5fa86
Merged with master
2019-02-25 12:50:06 -05:00
Pedro Pinto
84a5a11a9c
attach/detach code complete perhaps.
2019-02-25 12:49:23 -05:00
Michael Harding
6446e38aea
Merge branch 'master' into doc_temp_build
2019-02-25 11:48:36 -05:00
Jake Norbut
d3305b7990
fixing typo in release notes
2019-02-25 10:42:50 -06:00
Michael Harding
32df88914b
Merge branch 'master' into doc_temp_build
2019-02-25 11:29:21 -05:00
Michael Harding
628490ac2d
Hide JS errors in IE
2019-02-25 11:10:19 -05:00
Michael Harding
ef475f7003
Merge branch 'master' into doc_temp_build
2019-02-25 11:09:41 -05:00
Michael Harding
f55ef0f5b4
Merged in SPARK-1992-position-limits-test (pull request #173 )
...
RTM: SPARK-1992 position limits test
2019-02-25 15:35:15 +00:00
Kevin Darby
d0784feddd
more ice
2019-02-25 10:34:58 -05:00
Michael Harding
8af876547d
Remove unneded catch
2019-02-25 09:48:56 -05:00
Michael Harding
21b5126160
Merged master into SPARK-1992-position-limits-test
2019-02-25 09:45:33 -05:00
Michael Harding
941020d37a
Add finally to kill sparkd
2019-02-25 09:42:09 -05:00
Pedro Pinto
a01e6df7fa
Merged with master
2019-02-25 09:06:55 -05:00
Taha Afzal
76a1367510
Price calc (standard vs net change) is a property on LegPropertyData
2019-02-24 20:21:21 -05:00
Taha Afzal
fef5ae4aff
Adhering spreader to bts::api::SyntheticContract::PriceCalc (from the old one)
2019-02-23 23:59:09 -05:00
Taha Afzal
2c9e83c6f0
Merge branch 'SPARK-2058-netchange' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange
2019-02-22 17:50:10 -05:00
Taha Afzal
35738c25f1
dividing by tick_size for net change
2019-02-22 17:50:02 -05:00
Michael Harding
694b7ad46d
remove find_multiple_securities from MarketDataClient
2019-02-22 17:21:14 -05:00
Eric Harding
e64567f8ad
SPARK-2062 Unify NetChange enums in UI
2019-02-22 17:15:52 -05:00
Michael Harding
a66250eccc
Remove logging
2019-02-22 17:09:54 -05:00
Michael Harding
5865ab21bc
Downgrade js to es3
2019-02-22 17:05:11 -05:00
Jake Norbut
24447b1b0d
Merged in SPARK-2057 (pull request #171 )
...
RTM - SPARK-2057 - more escape key fun
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-02-22 21:50:21 +00:00
Pedro Pinto
d4caccdbfb
Build.
2019-02-22 14:50:25 -05:00
Michael Harding
741cd6c4af
Position test logging
2019-02-22 14:27:17 -05:00
Michael Harding
e0c090b8e5
Merge branch 'master' into SPARK-1992-position-limits-test
2019-02-22 13:42:35 -05:00
Michael Harding
2fe4d00e75
SPARK-1991: Add position limits test
2019-02-22 13:20:03 -05:00
Michael Harding
980760f123
SPARK-1991: Add utilities for position limits
2019-02-22 13:18:48 -05:00
Michael Harding
a1300824cf
SPARK-1991: Refactor sending orders in limits tests
2019-02-22 13:16:57 -05:00
Eric Harding
78b6169750
Update SyntheticContract.PriceCalc enum values
2019-02-22 12:24:01 -05:00
Eric Harding
e2c0d81f19
Update NetChange enums to be per security rather than per leg. Also non mutable
2019-02-22 11:59:51 -05:00
Pedro Pinto
4ede8a62ea
Merged with master
2019-02-22 11:31:05 -05:00
Pedro Pinto
370f61dad7
Updated release notes.
2019-02-22 11:22:48 -05:00
Jake Norbut
9d8a6d7724
Merged in SPARK-2056 (pull request #170 )
...
RTM - CME price precision from 7 to 8
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-02-22 16:21:27 +00:00
Pedro Pinto
0ef00daeeb
Merged in algo-templates-v1 (pull request #172 )
...
RTM. Algo templates v1
2019-02-22 16:20:38 +00:00
Pedro Pinto
2677586546
Updated release notes
2019-02-22 11:17:54 -05:00
Pedro Pinto
1216c1118c
Merged with master
2019-02-22 11:14:09 -05:00
Eric Harding
b811b960ec
SPARK-2063 Ladder day change doesn't update as often as I'd like
2019-02-22 09:39:15 -05:00
Eric Harding
bf0507e434
Fix synthetic_net_change unit test
2019-02-22 08:37:21 -05:00
Jake Norbut
7345c7ee6c
cleaning up some crusty stackoverflow copy-pasted code
2019-02-22 07:30:24 -06:00
John Colvin
1205a35b69
SyntheticEditorVM - add 'MarketDataType' param-row back (accidentally removed)
2019-02-21 19:53:18 -06:00
John Colvin
2f4d2a9c0d
SPARK-2058 / SPARK-2062 Synthetic NetChange should be set per Synthetic not per Leg (UI Only)
2019-02-21 19:43:40 -06:00
John Colvin
f511f66716
SPARK-2052 AlgoStudio - remove '(Default)' algo from dropdown
2019-02-21 18:54:42 -06:00
John Colvin
08e5088d72
SPARK-2058 / SPARK-2059 Allow 100/100 tick size
2019-02-21 18:40:08 -06:00
John Colvin
c22305b3f3
AlgoStudio\Ladder - sort algos in dropdown by mode (factory vs custom), then name
2019-02-21 17:14:02 -06:00
John Colvin
74f9c1d162
made DIYGrid sort/filter managers, used in FillsVM
2019-02-21 17:14:01 -06:00
Eric Harding
e7b371aa6f
SPARK-2060 NetChange in Ticks
2019-02-21 12:49:55 -05:00
Eric Harding
3094eee327
Add double division operator to IntPrice
2019-02-21 12:00:01 -05:00
Jake Norbut
288c8996ea
fixing commented out debug statements
2019-02-21 10:18:01 -06:00
Jake Norbut
4beb674a83
removing debug statements
2019-02-21 10:13:22 -06:00
Jake Norbut
10ab984f8b
esc key now closes mini ob after qty/edit modified; kind of a focus hack but it works
2019-02-21 10:13:21 -06:00
Pedro Pinto
ba11248ac9
attach/detach
2019-02-21 09:03:26 -05:00
Taha Afzal
23d817d474
_cancelled_externally is marked true only when order has not been internally cancelled or filled
2019-02-20 23:25:24 -05:00
Jake Norbut
fd0fb1d9ff
CME price precision from 7 to 8
2019-02-20 13:07:29 -06:00
Michael Harding
38fe820043
Merge branch 'master' into SPARK-1992-position-limits-test
2019-02-20 09:47:11 -05:00
Michael Harding
80ff61c9b2
Docs: change URL in config.toml
2019-02-20 09:40:27 -05:00
John Colvin
14b55b0476
SPARK-2051 Children of algo orders show the parent type rather than their own in OB
2019-02-19 17:42:32 -06:00
John Colvin
dc920f18c3
Ladder/Ticket/Studio - display DynamicOrder template param names in 'Title Case'
2019-02-19 17:42:32 -06:00
Pedro Pinto
22cde8aa0d
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-02-19 17:02:02 -05:00
Pedro Pinto
404b5a9146
Merged
2019-02-19 16:54:30 -05:00
John Colvin
0224c8de59
fix server build
2019-02-19 15:49:09 -06:00
Eric Harding
32fbdc496a
Disable sim for DeploymentType prod"
2019-02-19 16:45:17 -05:00
Michael Harding
2a42c1fab0
SPARK-2047: Build user docs in a temp dir
2019-02-19 16:38:17 -05:00
John Colvin
120a6c0725
remove unnecessary 'validate()' calls in [Iceberg/Tick/Top]OrderVMs
2019-02-19 13:10:28 -06:00
John Colvin
a0c9f45b90
AlgoStudioView - fix algo-content groupbox borders (were transparent)
2019-02-19 13:10:28 -06:00
John Colvin
397ee91b5f
AlgoContentTemplateSelector - minor style changes to Tick, Stop, and StopLimit templates
2019-02-19 13:10:28 -06:00
John Colvin
4835e8465d
TickOrderVM - 'cross_ticks' property was not using the correct FieldNumber
2019-02-19 13:10:28 -06:00
Pedro Pinto
9077514b7a
Merged with master
2019-02-19 13:50:53 -05:00
Eric Harding
75da657ed3
Merged in SPARK-2024-mdconsumersearch_handles (pull request #164 )
...
RTM: SPARK-2024 Fix crash in md race
2019-02-19 18:49:04 +00:00
Pedro Pinto
cafe67e509
Updated release notes.
2019-02-19 13:48:23 -05:00
Pedro Pinto
f5c62fcae5
Merged with master
2019-02-19 13:36:57 -05:00
Pedro Pinto
ae905ef720
Merged with master
2019-02-19 12:31:54 -05:00
Pedro Pinto
1ba9c01e38
Updated release notes
2019-02-19 12:21:03 -05:00
John Colvin
7fdb665082
SPARK-1998 / SPARK-2048 Ladder - DynamicOrder algo templates don't load child correctly
2019-02-19 11:05:19 -06:00
Pedro Pinto
4d5d9a9808
Merged with master
2019-02-19 11:57:51 -05:00
Jake Norbut
313141d719
Merged in admin_data_no_trading_permission (pull request #165 )
...
RTM - fix NullRef when bts user has null TradingPermissionUnit
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-02-19 16:56:07 +00:00
Jake Norbut
e6119409de
Merged in SPARK-2036 (pull request #167 )
...
RTM - SPARK-2036 - Mini OB feedback
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-02-19 16:55:32 +00:00
Pedro Pinto
0ce4a1528e
Merged with master
2019-02-19 11:43:03 -05:00
Jake Norbut
0337bb4ebc
Merged in SPARK-2040 (pull request #168 )
...
RTM - Last Message not updating in OB
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-02-19 16:41:14 +00:00
Pedro Pinto
798c34c418
Updated release notes.
2019-02-19 11:40:33 -05:00
Pedro Pinto
eb2880cd03
Merged with master
2019-02-19 11:10:14 -05:00
Michael Harding
6de9956e0c
Merged in docs_upgrade (pull request #169 )
...
RTM: Docs upgrade
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-02-19 16:07:40 +00:00
Pedro Pinto
2944c45c37
Tweaked build
2019-02-19 11:03:39 -05:00
Pedro Pinto
cece28cbd7
Updated release notes.
2019-02-19 10:49:35 -05:00
John Colvin
c3a09cb9ba
SPARK-1998 / SPARK-2046 replace 'Definition' with 'Algo' in tooltips, buttons, dialogs, etc.
2019-02-19 09:40:50 -06:00
Pedro Pinto
d45687c14e
Set executable bit in zola
2019-02-19 10:38:10 -05:00
Pedro Pinto
c37740198c
Updated release notes
2019-02-19 10:29:39 -05:00
Pedro Pinto
3dba49e899
More attach/detach design docs.
2019-02-19 10:18:27 -05:00
John Colvin
60c66fb2f1
in spreader ladders, fix the loading of 'default' algo type
2019-02-19 09:14:19 -06:00
Michael Harding
6858041770
Update directory used in deploy_to_web.sh
2019-02-19 14:22:39 +00:00
John Colvin
8888646e97
SPARK-1998 / SPARK-2045 remove 'Exchange/Spreader Orders' dropdown
2019-02-18 23:26:42 -06:00
John Colvin
fab3a69ef9
AlgoDefinitionVM - remove unused 'security_md_source' prop
2019-02-18 18:30:28 -06:00
John Colvin
7c7f4fc58f
AlgoStudio - don't prompt user for confirmation to delete unpersisted algos
2019-02-18 18:10:31 -06:00
John Colvin
120ce4a13d
SPARK-1998 / SPARK-2044 cloned algos should be named after the original, with a ' - Copy' suffix
2019-02-18 18:01:47 -06:00
John Colvin
1b114198b2
SPARK-1998 / SPARK-2043 show algo name in fills window
2019-02-18 17:54:01 -06:00
John Colvin
81310694df
make LazySubscription more generic (just use subscribe-delegate)
2019-02-18 17:54:01 -06:00
John Colvin
2505b4eb1e
accidentally changed OrderBookWindow.cs
2019-02-17 18:26:50 -06:00
John Colvin
1d617cd3b2
SPARK-1998 / SPARK-2041 save button disabled when creating a new algo
2019-02-17 18:13:23 -06:00
John Colvin
af5fa00029
SPARK-1998 / SPARK-2029 show algo name/badge-color in orderbook (add algo-key field to OrderDefinition proto)
2019-02-17 18:10:12 -06:00
John Colvin
07087fd707
made TableUpdate.LeftJoin() extension
2019-02-17 16:38:06 -06:00
John Colvin
61705acc79
DynamicOrderVM - check if descriptor is null
2019-02-17 16:38:06 -06:00
John Colvin
8f1efbbb93
move EnumFlagsDescriptionConverter into its own file
2019-02-17 16:38:06 -06:00
Taha Afzal
ff53cf8b4d
QHO working from the spreader
2019-02-16 22:33:47 -05:00
Kevin Darby
4a64e45d36
translated onixs::Handler settings to our config.
2019-02-15 18:08:26 -05:00
Michael Harding
7f4bb184a1
Merged master into docs_upgrade
2019-02-15 17:00:53 -05:00
ppinto
6a656fe96b
Dropped local install of paket
2019-02-15 16:35:23 -05:00
ppinto
7829724c1b
Updated pointer to docker subrepo
2019-02-15 16:33:10 -05:00
John Colvin
ad61dd58da
move dir EnumStringConverters -> EnumConverters
2019-02-15 13:58:44 -06:00
Jake Norbut
e82d9961b2
updating notes
2019-02-15 13:57:36 -06:00
Michael Harding
2d46d0aa85
Merge branch 'master' into SPARK-1992-position-limits-test
2019-02-15 14:30:38 -05:00
Taha Afzal
74f1cab23d
SpreaderUtils can initiate a limit order or a QHO dependong on the spreader settings
2019-02-15 12:57:32 -05:00
John Colvin
8b4e71f76a
remove some unused code
2019-02-15 10:32:23 -06:00
Pedro Pinto
23d7a9e1ad
Improved error handling in native order.
2019-02-15 11:27:25 -05:00
Jake Norbut
5301f395ca
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2040
2019-02-15 10:20:48 -06:00
Jake Norbut
5d74ad2bc2
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2036
2019-02-15 10:19:49 -06:00
Jake Norbut
d7da2ef953
Merge branch 'master' of bitbucket.org:bluetradesys/spark into admin_data_no_trading_permission
2019-02-15 10:17:46 -06:00
John Colvin
e10cea5cfc
Merge remote-tracking branch 'origin/master' into algo-templates-v1
2019-02-15 09:36:07 -06:00
Pedro Pinto
7bd9d3f4ad
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-02-15 09:07:28 -05:00
John Colvin
c73f380eb8
Ladder - hide algo toolbar by default (conf in UI.proto)
2019-02-15 01:18:56 -06:00
John Colvin
5b739c3158
AlgoStudio - impl 'IAlgoVM.load_def_async' to fix dynamicorder-load bug
2019-02-15 01:12:17 -06:00
Kevin Darby
97f09768bb
got the boilerplate up, now just need to get the right ice handlers and options in there
2019-02-14 17:55:34 -05:00
Jake Norbut
5a6d0a4dd8
last_msg (OrderBookLastmessageColumn) needs to be raise property changed when the content changes
2019-02-14 16:16:51 -06:00
John Colvin
c92bcd7d14
undo accidental change to app.xaml.cs
2019-02-14 16:04:53 -06:00
Michael Harding
660d197f78
Add Glossary and back button to manual
2019-02-14 16:21:59 -05:00
Michael Harding
23b21ef831
Add back accidentally deleted files
2019-02-14 16:15:55 -05:00
John Colvin
a67d93054e
OrderTicket - fix algo popup is_expanded/can_expand bindings
2019-02-14 15:14:40 -06:00
John Colvin
02509642ca
OrderTicket - fix algo_definition itemssource/selecteditem bindings
2019-02-14 15:10:19 -06:00
John Colvin
1dbba9713d
ladder - hook up algotoolbar button visibility to ui.proto config
2019-02-14 15:02:03 -06:00
Michael Harding
e3c59f0a98
Spark-2026: Move SDK docs into the manual and update build scripts
2019-02-14 15:56:10 -05:00
Taha Afzal
87a03a3759
merging master
2019-02-14 15:52:04 -05:00
John Colvin
2794d7e9e7
ladder - hide algo toolbar for now
2019-02-14 12:48:40 -06:00
John Colvin
27641b611d
OrderTypeVMBase/OrderDataHelper - use pbuf descriptors to automate algo-child hierarchy
2019-02-14 12:13:01 -06:00
Jake Norbut
488f11d9b5
Addin some left margin to the Security column to give the expander some breathing room when in mini-ob
2019-02-14 12:07:27 -06:00
Michael Harding
2a79bb2506
Spark-2026: Add meta description
2019-02-14 12:57:42 -05:00
Pedro Pinto
7740f64bfd
Iceberg2 is working.
2019-02-14 12:40:15 -05:00
Kevin Darby
7212049c0c
ignore *.code-workspace files
2019-02-14 12:37:34 -05:00
Pedro Pinto
7ccbb69f5c
Made native order ignore any bad updates/cancels after it terminates.
2019-02-14 12:37:19 -05:00
Pedro Pinto
b4ba527c12
Generalized dynamic order mechanism to support any order.
2019-02-14 12:34:08 -05:00
John Colvin
ab9c323996
StopLimitOrderVM - remove unused code
2019-02-13 23:03:33 -06:00
John Colvin
c19fe80966
SPARK-1998 / SPARK-2031 confirmation dialog for deleting algos
2019-02-13 17:37:59 -06:00
John Colvin
9d561158ba
SPARK-1998 / SPARK-2030 in ladder settings dialog - don't resize number-of-columns dropdown when value changes
2019-02-13 17:28:49 -06:00
John Colvin
ac791cfda8
Merge remote-tracking branch 'origin/master' into algo-templates-v1
2019-02-13 17:24:13 -06:00
Taha Afzal
dc5d4cf50a
1 for n of queue holder orders mean 2 total orders
2019-02-13 18:08:28 -05:00
Taha Afzal
03b4b2ec29
cleaning up across state handlers for when to cancel
2019-02-13 17:43:36 -05:00
John Colvin
30c1a1dac1
SPARK-1998 / SPARK-2028 support spreader algos
2019-02-13 14:43:49 -06:00
John Colvin
3e073a3b23
VersionContainer - increment _version in unchecked scope
2019-02-13 14:41:33 -06:00
Michael Harding
365ae797ce
SPARK-2026: Fix page titles
2019-02-13 15:33:33 -05:00
Eric Harding
0f8b996c8c
Reduce config connection timeout to 6 seconds from 30
2019-02-13 13:44:07 -05:00
Eric Harding
2cb485a883
Add note for ui_perf manual test
2019-02-13 13:18:36 -05:00
Michael Harding
3371a66366
SPARK-2026: Add GA
2019-02-13 13:15:47 -05:00
Jake Norbut
5a3c0c4b73
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2036
2019-02-13 12:15:39 -06:00
Michael Harding
b9b8a6f4f4
Resize images and fix dissapearing image issue
2019-02-13 13:11:14 -05:00
Jake Norbut
669d77374b
Escape key closes mini-ob popup; this was hours I'll never get back :P
2019-02-13 12:02:15 -06:00
Taha Afzal
4b45ece2aa
added more error states (for child orders getting cancelled externally, child order errors as well as qho external cancels)
2019-02-13 11:54:13 -05:00
Jake Norbut
e9efaf6526
move edit qty and price to left-most in grid after cancel; item 3 in case
2019-02-13 09:50:19 -06:00
Jake Norbut
0aea7e26f2
need to add a converter so that tick-rounding behaves as expected; item 2 in case
2019-02-13 09:14:02 -06:00
Eric Harding
e6682bec4e
Merged in FixBadges (pull request #166 )
...
Fix equality on OrderSecurity type
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-02-13 13:54:57 +00:00
Eric Harding
1575038365
Fix equality on OrderSecurity type
2019-02-13 08:27:28 -05:00
Taha Afzal
9b9192c7d4
simplified initialization
2019-02-12 17:33:14 -05:00
Pedro Pinto
a62a41a0aa
IB2 code complete.
2019-02-12 17:13:53 -05:00
Michael Harding
1973663bad
Spark-2026: Add windows run script
2019-02-12 16:13:16 -05:00
Taha Afzal
f09f32b1a8
qty changes
2019-02-12 15:49:46 -05:00
Taha Afzal
f70003c821
simplified price modifications
2019-02-12 13:21:34 -05:00
Kevin Darby
2b4add85a2
kinda copy / pastey stuff from cme
2019-02-12 13:00:47 -05:00
Eric Harding
f6f9605a83
Revert "Try to ensure Dispatcher::background is terminated"
...
This reverts commit 5cc4085577 .
2019-02-12 12:26:11 -05:00
Michael Harding
b01ad392fd
SPARK-2026: Replace font
2019-02-12 12:23:05 -05:00
Michael Harding
c976594494
SPARK-2026: Move release notes to their own section
2019-02-12 12:23:04 -05:00
Michael Harding
5787483c7f
SPARK-2026: Move images next to pages for better maintainability
2019-02-12 12:23:04 -05:00
Michael Harding
5d3b6522eb
SPARK-2026: make run_zola.sh executable
2019-02-12 12:23:03 -05:00
Michael Harding
fbeb1ce12f
SPARK-2026: update .gitignore
2019-02-12 12:23:03 -05:00
Michael Harding
44d6069045
SPARK-2026: Move user docs from MKDocs to Zola
2019-02-12 12:23:03 -05:00
Michael Harding
55b96df57f
SPARK-2026: Build scripts
2019-02-12 12:20:50 -05:00
Jake Norbut
afcf40a900
fix NullRef when bts user has null TradingPermissionUnit
2019-02-12 10:49:19 -06:00
Pedro Pinto
904023c5fa
Added a few comments.
2019-02-12 09:50:32 -05:00
Pedro Pinto
a9fc3d43a0
Fixed merge.
2019-02-12 09:36:57 -05:00
Eric Harding
7a7c1dcd89
SPARK-2024 Fix crash in md race
2019-02-12 09:33:53 -05:00
Taha Afzal
b7a10f2712
on_transition was not getting called
2019-02-11 22:45:40 -05:00
Taha Afzal
f37dc1eab2
buy qho orders working
2019-02-11 18:35:43 -05:00
Pedro Pinto
4febc07aa0
Merged with master
2019-02-11 18:35:29 -05:00
Pedro Pinto
198e76f722
Renamed crack detach.
2019-02-11 17:52:26 -05:00
Pedro Pinto
836301e75f
Iceberg with update
2019-02-11 16:50:35 -05:00
Pedro Pinto
ad37a652c5
Refactor
2019-02-11 16:50:35 -05:00
Pedro Pinto
5bed54c953
More SDK work.
2019-02-11 16:50:35 -05:00
Pedro Pinto
5675c4e117
Renamed crack to detach.
2019-02-11 16:50:35 -05:00
Jake Norbut
16f1e568a5
release notes - words
2019-02-11 16:50:35 -05:00
Jake Norbut
e375274cbe
Updating release notes describing Floating Order Book
2019-02-11 16:50:35 -05:00
Pedro Pinto
cf3ef9323a
dev_process.md edited online with Bitbucket
2019-02-11 16:50:35 -05:00
Pedro Pinto
7e2e2bf1b0
Dev doc
2019-02-11 16:50:35 -05:00
Kevin Darby
781c9dcc86
moved that using std::vector out of header
2019-02-11 16:50:35 -05:00
Kevin Darby
a8a922160d
move externals pointer to proto36, small changes in spark to support that
2019-02-11 16:50:35 -05:00
Pedro Pinto
367bd0e3b9
Added release notes
2019-02-11 16:50:35 -05:00
Eric Harding
4215d96ba9
Wait to give obvm obvm a chance to load rows and not flash
2019-02-11 16:50:35 -05:00
Jake Norbut
50d18eb10d
PR edits - Style cop
2019-02-11 16:50:35 -05:00
Jake Norbut
b65fedc781
PR edit - simplify LINQ expressions when using Where and FirstOrDefault
2019-02-11 16:50:35 -05:00
Jake Norbut
88c8663d29
PR - naming
2019-02-11 16:50:35 -05:00
Jake Norbut
8c7dd2460d
PR edit - changing orderbook_vm property to method to better reflect the nature of the beast
2019-02-11 16:50:35 -05:00
Jake Norbut
f20ee21ce7
PR edits - Simplifying XAML since UserControl is a ContentControl
2019-02-11 16:50:35 -05:00
Jake Norbut
a61e21bd87
PR edits - Hashset for the win over List for Contains
2019-02-11 16:50:35 -05:00
Jake Norbut
39014696f3
PR edit; Set is your friend
2019-02-11 16:50:35 -05:00
Jake Norbut
af278d2d87
PR edits - devolving qty/dirty and price/dirty
2019-02-11 16:50:35 -05:00
Jake Norbut
636e170f44
PR edits
2019-02-11 16:50:35 -05:00
Jake Norbut
3d4fe8f832
PR edit; columns setter is now private
2019-02-11 16:50:35 -05:00
Pedro Pinto
94285918bf
Trying to fix the linux/win war on CMAkeDeps.cmake
2019-02-11 16:50:35 -05:00
Jake Norbut
2ba7f949cc
MinWidth so that the vertical scrollbar does not cover up the content in the last column
2019-02-11 16:50:35 -05:00
Jake Norbut
fc82ccf221
enforce max height on popop size
2019-02-11 16:50:35 -05:00
Jake Norbut
e71b1518f0
move edit price immediately after edit qty
2019-02-11 16:50:35 -05:00
Jake Norbut
7738da7d16
remove ladder tooltip and backing property
2019-02-11 16:50:35 -05:00
Jake Norbut
c91eedcca0
minor refactoring, some notes after talking w/ john
2019-02-11 16:50:35 -05:00
Jake Norbut
4f5f4c61f3
inline price ticker
2019-02-11 16:50:33 -05:00
Jake Norbut
2f31fb6284
qty ticker layout changes
2019-02-11 16:48:53 -05:00
Jake Norbut
d18caa7ba1
auto close popup when no orders remain
2019-02-11 16:48:53 -05:00
Jake Norbut
ac88586c8f
darken popup border
2019-02-11 16:48:53 -05:00
Eric Harding
968dfbac2a
Need spark_test.dll for system tests
2019-02-11 16:48:53 -05:00
Eric Harding
0501418da6
provide_command_line for system_tests -configserver
2019-02-11 16:48:53 -05:00
Eric Harding
4efd853c96
Simplify getting a security
2019-02-11 16:48:53 -05:00
Michael Harding
a384eb9f73
Return int from sparkcmd
2019-02-11 16:48:53 -05:00
Eric Harding
4747fe5535
Make sure every sparkcmd command respects -configserver
2019-02-11 16:48:53 -05:00
Eric Harding
94eb1e37cb
Add netcore publish to jenkinsbuild.cmd
2019-02-11 16:48:53 -05:00
Jake Norbut
fd1ae60e49
remove checkin cruft
2019-02-11 16:48:53 -05:00
Jake Norbut
62d06180ea
making row stay in edit mode when a change has not yet been committed but the selection has been moved off the row
2019-02-11 16:48:53 -05:00
Jake Norbut
dba3b9371c
hopefully use the right Dispatcher this time
2019-02-11 16:48:53 -05:00
Jake Norbut
aadfe2a677
mini ob - inline qty tick up/down; formatting
2019-02-11 16:48:53 -05:00
Jake Norbut
c0c34efc47
adding comment back in
2019-02-11 16:48:53 -05:00
Jake Norbut
b66fb02174
adding single-click delete/cancel functionality
2019-02-11 16:48:53 -05:00
Jake Norbut
3cf026ff47
Properly Dispose of the OrderBookVM when the popup closes
2019-02-11 16:48:53 -05:00
Jake Norbut
8619084fa7
adding a border around the popup window
2019-02-11 16:48:53 -05:00
Jake Norbut
f6df644ab1
MiniOB will have parent-child rows expanded by default
2019-02-11 16:48:53 -05:00
Jake Norbut
1183dee418
Create a new OrderbookVM each time; fixes crash when launching mini-ob from same badge multiple times
2019-02-11 16:48:53 -05:00
Jake Norbut
ffaba90c96
Remove ContextMenu from Badge and setup new Popup
2019-02-11 16:48:53 -05:00
Jake Norbut
9eb760b3c7
Adding a Popup dep prop to the Badge. Note - I don't think Ineed AffectsRender here
2019-02-11 16:48:53 -05:00
Jake Norbut
70fcb30c67
DIYGrid - adding dep prop to allow rows horizontal scrollbar to be strictly collapsed
2019-02-11 16:48:53 -05:00
Jake Norbut
553ab7b858
in case my machine starts on fire
2019-02-11 16:48:53 -05:00
Eric Harding
8efd12588c
Merged in SPARK-1731 (pull request #152 )
...
RTM: SPARK-1731
2019-02-11 21:45:31 +00:00
Eric Harding
370694ae8a
merge master
2019-02-11 16:33:27 -05:00
Kevin Darby
859bcb7ab4
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-02-11 16:28:03 -05:00
Kevin Darby
0fc7887ecd
fix release mode build warning
2019-02-11 16:27:24 -05:00
Kevin Darby
4c798f6db4
initial push
2019-02-11 16:14:41 -05:00
Eric Harding
2925cf5092
CR Feedback
2019-02-11 16:10:51 -05:00
Kevin Darby
848c817452
Merged in algos2 (pull request #131 )
...
RTM Algos2
2019-02-11 19:39:41 +00:00
Jake Norbut
8a41ee4846
Merged in SPARK-2035 (pull request #163 )
...
RTM- security column should not be centered
2019-02-11 19:15:08 +00:00
Jake Norbut
3b43df458a
reverting to how this was previously; I was overzealous in my horizontal alignment tinkering
2019-02-11 13:09:45 -06:00
Jake Norbut
eccabd72f7
Merged in SPARK-2023 (pull request #161 )
...
OrderTypeColumn will now display the DynamicOrderType
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-02-11 18:48:48 +00:00
Pedro Pinto
4944aaa3fa
Updated release notes and tweaked DynamicIceberg name.
2019-02-11 13:48:22 -05:00
Pedro Pinto
de035465e1
Merge with master
2019-02-11 13:40:58 -05:00
Kevin Darby
b2e275124f
update externals with onixs ice docs
2019-02-11 13:35:14 -05:00
Kevin Darby
36e4f62a53
moved externals pointer forward to capture onixs ice addition
2019-02-11 12:38:00 -05:00
Kevin Darby
87bc8a0674
typo
2019-02-11 12:09:46 -05:00
Kevin Darby
97d5e2e149
added doc for OCOOrder
2019-02-11 12:03:19 -05:00
Kevin Darby
83104ebaa9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2019-02-11 11:39:36 -05:00
Jake Norbut
8a3a35a822
Merged in SPARK-2025 (pull request #160 )
...
RTM - SPARK-2025
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-02-11 15:01:35 +00:00
Eric Harding
883373f7e5
Bugfix: SyntheticStrategy.strategy is now null initially
2019-02-11 09:58:51 -05:00
Eric Harding
37f595ed9a
Add startup delay for security discovery
2019-02-11 09:58:51 -05:00
Pedro Pinto
924b654f5f
Update release notes.
2019-02-11 09:53:30 -05:00
Pedro Pinto
dac01b3004
Merge branch 'master' into SPARK-2025
2019-02-11 09:49:19 -05:00
Pedro Pinto
508c542d56
Merge branch 'master' into SPARK-2025
2019-02-11 09:46:57 -05:00
Jake Norbut
9586b72653
Merged in SPARK-1975 (pull request #155 )
...
RTM - SPARK-1975
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-02-11 14:45:32 +00:00
Pedro Pinto
ee21b4f597
Updated release notes.
2019-02-11 09:42:37 -05:00
Pedro Pinto
964b516504
Merge branch 'master' into SPARK-1975
2019-02-11 09:23:46 -05:00
Pedro Pinto
10e174c5b4
Updated release notes.
2019-02-11 09:11:55 -05:00
Pedro Pinto
6bcd6acc48
Merged master
2019-02-11 09:07:09 -05:00
Pedro Pinto
be6124e72f
Updated release notes.
2019-02-11 09:06:05 -05:00
Eric Harding
578b9e7570
Merged in api_manual (pull request #159 )
...
RTM: Add ApiThreading man page
2019-02-11 14:01:52 +00:00
Pedro Pinto
fd66ef6993
Merge branch 'master' into api_manual
2019-02-11 08:59:24 -05:00
Pedro Pinto
1301130afb
Quieted the build.
2019-02-11 08:58:00 -05:00
Jake Norbut
7daa96d246
Merged in SPARK-1513 (pull request #158 )
...
RTM - SPARK-1513
2019-02-11 13:56:09 +00:00
Pedro Pinto
49e5eab7d3
Updated release notes.
2019-02-11 08:55:10 -05:00
Michael Harding
fee4541e38
Merged in clip_limits_fix (pull request #162 )
...
RTM Fix clip limits test
2019-02-11 13:38:30 +00:00
John Colvin
40ab6ae168
Ladder - don't overwrite factory-algos when the user clicks save
2019-02-08 18:08:09 -06:00
John Colvin
352a088f69
AlgoStudio - get rid of AlgoVMKey; just use AlgoKey everywhere
2019-02-08 18:08:08 -06:00
Kevin Darby
e4c0e9d7b5
queue_holder_order gui
2019-02-08 16:43:07 -05:00
Pedro Pinto
ef7151a5dc
Removed obsolete composite order type.
2019-02-08 16:08:09 -05:00
Kevin Darby
8232dcfe97
Merge branch 'master' of bitbucket.org:bluetradesys/spark into queue_holder_order
2019-02-08 16:04:24 -05:00
Kevin Darby
02defef93d
oco testing
2019-02-08 14:55:16 -05:00
Michael Harding
9132b4a178
Fix clip limits test
2019-02-08 12:37:09 -05:00
Taha Afzal
f9886cfd44
code to move around orders
2019-02-08 11:42:19 -05:00
Taha Afzal
b9c25dab4b
helper functions to ove orders
2019-02-07 19:31:16 -05:00
Eric Harding
785839327e
Add extra safety check that a given security is not serialized more than once
2019-02-07 17:36:56 -05:00
Eric Harding
cdce7cd242
Bugfix: SecurityCache is shared_ptr pimpl and should be stored by value instead of by ref even though this messes with const
2019-02-07 17:36:38 -05:00
John Colvin
16f1604cb5
Ladder - populate order with either selected definition/template dependening on config
2019-02-07 16:03:32 -06:00
John Colvin
11816ceada
OrderTypeVMBase - don't raise_definition_changed() when certain props change
2019-02-07 15:43:23 -06:00
John Colvin
5d7c776173
AlgoStudio - decouple server-side types from client
2019-02-07 15:38:35 -06:00
Jake Norbut
cdf13268a6
OrderTypeColumn will now display the DynamicOrderType
2019-02-07 14:41:51 -06:00
John Colvin
084dd54277
Merge remote-tracking branch 'origin/master' into algo-templates-v1
2019-02-07 12:32:51 -06:00
Michael Harding
1730fd20bc
Fix clip limits test
2019-02-07 12:37:10 -05:00
Eric Harding
1697a1a015
Cease barbarism
2019-02-07 11:25:37 -05:00
Eric Harding
82d7c28cfc
Merge master
2019-02-07 11:24:35 -05:00
Eric Harding
e05fc076e8
Update fills to use SecurityStore.join
2019-02-07 10:32:13 -05:00
Taha Afzal
580a6c5604
pointer to parent order in the state objects is const
2019-02-07 07:13:53 -05:00
Taha Afzal
48aa32a184
QHOEndStateWorker done
2019-02-06 23:12:35 -05:00
Taha Afzal
39b6a49b3d
QHOWaitingForCancelAllStateWorker completed
2019-02-06 21:16:47 -05:00
John Colvin
c7010dc950
AlgoStudio - 'BadgeSelector' radio buttons VerticalContentAlignment=Center
2019-02-06 18:24:18 -06:00
John Colvin
fc2e9423b7
AlgoStudio/Ladder - set default TextBox Enter/Esc key behavior
2019-02-06 18:20:18 -06:00
John Colvin
987d0dabd3
AlgoTemplateMetadataService - wrap persist calls in try/catch
2019-02-06 17:47:36 -06:00
John Colvin
fddc6ad1f2
AlgoStudio - populate algo-root dropdown if configured to allow structure-modification
2019-02-06 16:52:19 -06:00
Kevin Darby
9390fb0639
per Brian standardizing on Stop Ticks, Stop Type, Profit Ticks, Profit Type
2019-02-06 17:41:24 -05:00
John Colvin
abca5c15bc
AlgoStudio - 'BadgeSelector' storyboards use Double/BooleanAnimationUsingKeyFrames instead of ObjectAnimationUsingKeyFrames
2019-02-06 16:31:41 -06:00
John Colvin
7e54ff1e7b
AlgoStudio - refactor 'Abbreviation' VisualState names
2019-02-06 16:27:43 -06:00
Taha Afzal
2d7b97cf98
QHOWorkingStateWorker completed
2019-02-06 17:23:32 -05:00
Kevin Darby
82a8d007bf
only generate package on release build
2019-02-06 17:06:22 -05:00
Kevin Darby
cff32ad09a
for now I'd like to keep these client and server docs separate since they are two repos
2019-02-06 17:03:23 -05:00
John Colvin
9d6ef0a229
AlgoStudio - fix 'custom_badge_color.enabled' binding issue when changing selection
2019-02-06 15:45:26 -06:00
Taha Afzal
7230550567
QHOWaitingForAckStateWorker completed
2019-02-06 16:34:04 -05:00
John Colvin
30daa87720
AlgoStudioOptions (config) - can_modify_definition_structure = true by default
2019-02-06 15:23:49 -06:00
John Colvin
e7418d7318
OrderPropertiesEditorVM - raise property 'selected_favorite_algo_definition' changed when 'selected_algo_definition' changes
2019-02-06 15:07:59 -06:00
John Colvin
f4e654b3e0
AlgoStudio - fix up AlgoDefinitionTemplateVM (used by the original AlgoStudio configuration)
2019-02-06 14:59:11 -06:00
Taha Afzal
93a3ac55a1
Cleaning up QueueHolderOrder's state
2019-02-06 15:54:20 -05:00
Taha Afzal
7a586c075b
QHOOrderManager is used by QueueHolderOrder
2019-02-06 15:05:23 -05:00
Eric Harding
7b9071a1b2
Review feedback 2
2019-02-06 14:49:17 -05:00
Eric Harding
99f1d1fa01
Review feedback
2019-02-06 14:48:18 -05:00
Jake Norbut
03fe75cfd2
commit button now unselects row
2019-02-06 13:38:40 -06:00
Eric Harding
a7d71fe170
Move ApiThreading doc
2019-02-06 14:31:04 -05:00
Eric Harding
e08cd7bdbf
Use SecurityOracle in OrderStore
2019-02-06 14:25:07 -05:00
John Colvin
186fce0eaf
AlgoStudio - clean up AlgoStudioDefinitionTemplateModel (the original model, can be enabled in config)
2019-02-06 12:34:26 -06:00
Eric Harding
00ce3adde5
Add ApiThreading man page (draft)
2019-02-06 13:10:18 -05:00
Taha Afzal
797611331b
Added QHOOrderManager:
2019-02-06 12:35:43 -05:00
John Colvin
3f194918fb
AlgoStudio - organize VisualStateGroups/VisualStates
2019-02-05 17:45:59 -06:00
Kevin Darby
6d774d46c9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2019-02-05 17:51:13 -05:00
Kevin Darby
b39812aad0
add RelativeSide enum for OCO. Fix SPARK-2022
2019-02-05 17:50:08 -05:00
John Colvin
e1caa9d69d
AlgoStudio/Ladder - add 'ui_configuration' prop to IAlgoStudioModel (get rid of static singleton config)
2019-02-05 15:04:54 -06:00
Eric Harding
4264928cc2
Use SecurityOracle in AsyncFactory,ServiceBridge,OrderServicesData
2019-02-05 15:44:40 -05:00
Jake Norbut
fb059e5571
refine comment
2019-02-05 14:36:51 -06:00
Jake Norbut
1864c27584
Anything that used to hit get_cme_gen_open now hits get_start_of_trading_day
2019-02-05 14:35:10 -06:00
Kevin Darby
8b7f31ccd6
Merged in update_sdk_docs (pull request #151 )
...
RTM: SPARK-1983, SPARK-1985, SPARK-1982, SPARK-1981
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-02-05 19:37:39 +00:00
Eric Harding
b91f998239
Merged in replay_fallback (pull request #156 )
...
RTM: Replay fallback
2019-02-05 19:37:18 +00:00
Pedro Pinto
183916118e
Merged in limit_bug (pull request #157 )
...
Fixed limit enforcement bug in order activation.
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-02-05 19:36:57 +00:00
Pedro Pinto
8d200ee7f3
Added to release notes.
2019-02-05 14:32:25 -05:00
Pedro Pinto
d59d6fd095
Fixed limit enforcement bug in order activation.
2019-02-05 14:19:01 -05:00
Eric Harding
c53f69bc53
Fix Launch.json working directory
2019-02-05 14:06:50 -05:00
John Colvin
d1be1ec488
AlgoStudio/Ladder - remove esoteric OrderTypeCollection, use ObservableKeyedCollection and handle updates internally instead
2019-02-05 12:40:52 -06:00
John Colvin
c195df220c
LadderSettingsView - increase TabControl height to account for new row of tab-headers after adding 'Algo Favorites' tab
2019-02-05 11:59:10 -06:00
John Colvin
a5487f3bf5
AlgoMetadata - persist on every update (remove now-obsolete 'IShutdownOp')
2019-02-05 11:50:43 -06:00
Eric Harding
e234a76199
Fall back to data_files if http://mdreplay or download cache are not available.
2019-02-05 12:34:11 -05:00
Eric Harding
cf432a82a0
Add a small md recording to the build for offline access. Automatically unxz data_files
2019-02-05 12:33:43 -05:00
John Colvin
5c59349f07
AlgoStudio - change badge-color view to use RadioButtons (default vs custom)
2019-02-05 11:21:03 -06:00
Taha Afzal
c8c943f66e
switching state code
2019-02-05 12:14:51 -05:00
Jake Norbut
5b40b4b4ca
Hiding Security Key column in default settings in all grids
2019-02-05 11:14:40 -06:00
Jake Norbut
dd6b415ce7
remove trade key column from Time and Sales
2019-02-05 11:06:55 -06:00
Taha Afzal
10b3558bea
cleaned up the Pimpl
2019-02-05 10:24:24 -05:00
Taha Afzal
d9111520fc
All state handlers added
2019-02-05 10:10:44 -05:00
Kevin Darby
f99717d880
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2019-02-05 10:03:16 -05:00
Taha Afzal
e58bbcc771
adding more state workers
2019-02-05 09:42:52 -05:00
Jake Norbut
b61cf170fe
release notes refinement
2019-02-05 08:28:46 -06:00
Taha Afzal
b7806a7193
comments in the qho worker interface
2019-02-04 23:32:41 -05:00
Jake Norbut
7915c84b6a
updating notes
2019-02-04 18:30:28 -06:00
Jake Norbut
3aece4fb97
Merged in SPARK-1987 (pull request #154 )
...
RTM - SPARK-1986, SPARK-1987
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-02-04 22:40:39 +00:00
Kevin Darby
f224b8be43
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2019-02-04 16:57:05 -05:00
Michael Harding
8632207912
Merge branch 'master' into SPARK-1992-position-limits-test
2019-02-04 15:48:00 -05:00
Jake Norbut
be4dd05ba6
hiding Hidden and price type
2019-02-04 14:43:22 -06:00
John Colvin
06779e94fd
Ladder - horizontally stretch favorite buttons to fill left-panel
2019-02-04 14:33:00 -06:00
Jake Norbut
570b362a7e
release notes - words
2019-02-04 14:20:50 -06:00
Jake Norbut
944714adc5
Updating release notes describing Floating Order Book
2019-02-04 14:19:43 -06:00
Pedro Pinto
fee7dcedb8
Merged in dev_doc (pull request #127 )
...
Dev doc
2019-02-04 20:14:30 +00:00
Pedro Pinto
0883b91ef8
dev_process.md edited online with Bitbucket
2019-02-04 20:14:17 +00:00
Kevin Darby
f43269f688
Merged in proto36 (pull request #153 )
...
RTM move externals pointer to proto36, small changes in spark to support that
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-02-04 20:10:00 +00:00
Jake Norbut
20728b7e8c
Merged in miniob (pull request #149 )
...
RTM - Mini OrderBook
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-02-04 20:08:31 +00:00
Pedro Pinto
b53060d665
Added release notes
2019-02-04 15:05:49 -05:00
Pedro Pinto
01d94748a2
Merge branch 'miniob' of bitbucket.org:bluetradesys/spark into miniob
2019-02-04 15:02:59 -05:00
Pedro Pinto
ee4ebd8ccf
Trying to fix the linux/win war on CMAkeDeps.cmake
2019-02-04 15:02:16 -05:00
Michael Harding
c9a981b26f
system test self contained option, configserver and timeout attributes
2019-02-04 14:55:49 -05:00
Eric Harding
ef3e3d6edc
Wait to give obvm obvm a chance to load rows and not flash
2019-02-04 14:55:33 -05:00
Jake Norbut
6d4ff5707c
PR edits - Style cop
2019-02-04 13:20:39 -06:00
Jake Norbut
158b8ac64d
PR edit - simplify LINQ expressions when using Where and FirstOrDefault
2019-02-04 13:17:24 -06:00
Jake Norbut
c11fc37781
PR - naming
2019-02-04 13:12:33 -06:00
Jake Norbut
e3ca2194d0
PR edit - changing orderbook_vm property to method to better reflect the nature of the beast
2019-02-04 13:11:24 -06:00
Jake Norbut
e49c8e32f2
PR edits - Simplifying XAML since UserControl is a ContentControl
2019-02-04 13:01:51 -06:00
Jake Norbut
63754199bf
PR edits - Hashset for the win over List for Contains
2019-02-04 12:40:19 -06:00
Jake Norbut
7af568a620
PR edit; Set is your friend
2019-02-04 12:34:56 -06:00
Jake Norbut
dcf509d21b
PR edits - devolving qty/dirty and price/dirty
2019-02-04 12:29:34 -06:00
Jake Norbut
b8c3b36a98
PR edits
2019-02-04 11:34:04 -06:00
Jake Norbut
8e5afbfa40
PR edit; columns setter is now private
2019-02-04 11:27:58 -06:00
John Colvin
7274b2a7d9
OrderDataHelper - fix iceberg equals impl
2019-02-04 10:32:00 -06:00
John Colvin
ae4ae67ece
AlgoStudio - minor refactoring
2019-02-04 10:25:25 -06:00
Taha Afzal
0bbf58638e
added more logic to QueueHolderOrderStartStateWorker
2019-02-04 09:04:19 -05:00
John Colvin
5cd2861e50
SPARK-1998 / SPARK-2010 algo badge-color setting
2019-02-03 14:13:33 -06:00
John Colvin
1d4b89e0cc
OrderTypeItem - replace OrderMetadata dp with BadgeFill dp
2019-02-02 21:21:48 -06:00
John Colvin
0254c12c91
SPARK-1998 / SPARK-2003 flush text bindings as user types to trip 'modified' triggers
2019-02-02 16:55:56 -06:00
John Colvin
f4ee0d6fb2
AlgoStudioWindow - minor refactor for readability
2019-02-02 11:43:52 -06:00
John Colvin
f76e862b8a
Merge branch 'master' into algo-templates-v1
2019-02-02 10:47:53 -06:00
John Colvin
b094f4669c
Ladder - config to show/hide 'revert algo' button
2019-02-01 22:18:14 -06:00
John Colvin
a22e328ac0
SPARK-1998 / SPARK-2000 Ladder- hide undo/redo buttons in algo popup toolbar
2019-02-01 18:57:07 -06:00
Jake Norbut
906031d1c3
MinWidth so that the vertical scrollbar does not cover up the content in the last column
2019-02-01 16:55:49 -06:00
Kevin Darby
5eedc1a977
moved that using std::vector out of header
2019-02-01 17:22:12 -05:00
Eric Harding
48849fc631
Fix md unit tests
2019-02-01 17:14:26 -05:00
Eric Harding
8d240bff60
Fix fucked up curlies
2019-02-01 17:14:14 -05:00
Kevin Darby
021c163b64
move externals pointer to proto36, small changes in spark to support that
2019-02-01 16:41:11 -05:00
Jake Norbut
c6c71f0b04
enforce max height on popop size
2019-02-01 15:38:55 -06:00
John Colvin
f5c12f1369
SPARK-1998 / SPARK-2001 new 'clone algo' menu item, clear structure pane for normal add
2019-02-01 15:26:28 -06:00
Jake Norbut
bc8c01a789
move edit price immediately after edit qty
2019-02-01 15:24:29 -06:00
Jake Norbut
b93f794116
remove ladder tooltip and backing property
2019-02-01 15:18:39 -06:00
John Colvin
db241af36a
SPARK-1998 / SPARK-2008 config to disable/enable algo popup expand-on-select (disabled by default)
2019-02-01 14:33:35 -06:00
Jake Norbut
5369e67c7a
minor refactoring, some notes after talking w/ john
2019-02-01 12:04:34 -06:00
Jake Norbut
65c4b41c74
inline price ticker
2019-02-01 11:02:56 -06:00
Pedro Pinto
8dcf41e9cf
Added attach/detach interface proposal.
2019-02-01 10:08:08 -05:00
Taha Afzal
173e44d992
QueueHolderOrderStartStateWorker sekeleton added
2019-02-01 09:59:22 -05:00
Taha Afzal
3fe6260fd4
IQueueHolderOrderStateWorker added
2019-02-01 09:09:02 -05:00
John Colvin
ce6361f174
StopLimitOrderVM - refactor a bit
2019-01-31 22:28:37 -06:00
John Colvin
c1b65cc8d6
AlgoStudio - change stop limit vertical alignment from center to top
2019-01-31 22:08:02 -06:00
John Colvin
0f18d733eb
AlgoStudio - default stop limit order stop price to 0 instead of NaN to remove red-error-border
2019-01-31 22:03:27 -06:00
John Colvin
ef4ad21a01
Ladder - separator line between factory/custom algos in dropdown
2019-01-31 21:47:16 -06:00
John Colvin
c7725fe681
AlgoStudio - hook up flat definition favorites
2019-01-31 19:39:17 -06:00
John Colvin
bdf3c79147
DialogCommand - disposes window.DataContext on close by default
2019-01-31 19:33:00 -06:00
Taha Afzal
8d600e090f
added send order and cancel
2019-01-31 19:44:56 -05:00
Taha Afzal
851459922f
QueueHolderOrder initialization done
2019-01-31 18:18:16 -05:00
Eric Harding
3541ae5a85
SPARK-1996 QueryServer and constructor refactoring
2019-01-31 17:05:22 -05:00
Jake Norbut
2ce9f7db34
qty ticker layout changes
2019-01-31 14:29:04 -06:00
John Colvin
db48fb9140
LadderView.xaml - unfiy indentation/spacing (not actual code change)
2019-01-31 12:32:05 -06:00
Jake Norbut
ecad4471b3
auto close popup when no orders remain
2019-01-31 11:50:27 -06:00
Jake Norbut
9b4a99dcb7
darken popup border
2019-01-31 11:48:48 -06:00
Eric Harding
d99d3bccab
PR feedback #1
2019-01-31 11:52:36 -05:00
Eric Harding
20f42749dd
SPARK-1997 Update OrderServiceServer/FillStore to use SecurityOracle
2019-01-31 11:16:25 -05:00
Eric Harding
bf72122edc
SPARK 1731 - Simplify SecurityOracle impl
2019-01-31 11:06:19 -05:00
Eric Harding
791b0fdbc1
Makd SecurityCache external to MDConsumer so it live beyond md recovery
2019-01-31 09:18:03 -05:00
Jake Norbut
8d805409d5
Merge branch 'master' of bitbucket.org:bluetradesys/spark into miniob
2019-01-31 08:08:23 -06:00
Jake Norbut
6a100bf3a6
remove checkin cruft
2019-01-30 19:30:13 -06:00
Jake Norbut
4047e5bdee
making row stay in edit mode when a change has not yet been committed but the selection has been moved off the row
2019-01-30 19:24:50 -06:00
John Colvin
f38a84641e
TimeBoxOrderVM - clear stale 'null child order' error
2019-01-30 18:42:35 -06:00
John Colvin
39de6401b9
Ladder - SpreaderOrderVM strategy popup was coming up blank
2019-01-30 17:24:30 -06:00
John Colvin
7ef31ef3b2
Ladder - sort AlgoDefinitionVMs
2019-01-30 17:24:26 -06:00
Kevin Darby
5aef712065
SPARK-1983, SPARK-1985, SPARK-1982, SPARK-1981
2019-01-30 18:18:21 -05:00
John Colvin
5d1e2ac2f2
AlgoDefinitionService - remove op marks definitions as hidden, doesn't actually remove row from table
2019-01-30 15:10:44 -06:00
Jake Norbut
dd19ac4bce
hopefully use the right Dispatcher this time
2019-01-30 14:27:00 -06:00
Taha Afzal
f8aa5ffeac
First checking, scaffolding
2019-01-30 15:07:44 -05:00
Pedro Pinto
a0bf0e93f4
Fixed comment.
2019-01-30 14:48:00 -05:00
Michael Harding
59fa6cdc1b
Add sparkcmd test publish+copy+run script
2019-01-30 14:10:29 -05:00
Eric Harding
ff2102e0cd
Merged in run_system_tests (pull request #150 )
...
RTM: Run system tests
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2019-01-30 18:17:03 +00:00
John Colvin
2b8c9db717
AlgoStudio - definitions are sorted alpha numerically
2019-01-30 11:46:49 -06:00
John Colvin
c07e5920ba
fix typeo in class name - AlgoDefinitionCollectionVMHelper - AlgoDefinitionVMCollectionHelper
2019-01-30 11:40:48 -06:00
Michael Harding
386de86f93
Merge branch 'run_system_tests' of bitbucket.org:bluetradesys/spark into SPARK-1992-position-limits-test
2019-01-30 12:24:43 -05:00
Eric Harding
29762512ad
Merged master into run_system_tests
2019-01-30 12:06:39 -05:00
Michael Harding
527c1fb5ea
Merge branch 'run_system_tests' of bitbucket.org:bluetradesys/spark into SPARK-1992-position-limits-test
2019-01-30 11:37:39 -05:00
Eric Harding
289d40f24a
Need spark_test.dll for system tests
2019-01-30 11:18:31 -05:00
John Colvin
ab64fef56d
AlgoStudio - get rid of AlgoDefinitionCollection (use AlgoDefinitionVMCollectionHelper instead)
2019-01-30 10:13:23 -06:00
Eric Harding
40a115de7e
merge master
2019-01-30 10:48:24 -05:00
Eric Harding
ab1fe94b88
SPARK-1955 Introduce MDClient and SecurityOracle types
2019-01-30 10:40:23 -05:00
Jake Norbut
947a905423
mini ob - inline qty tick up/down; formatting
2019-01-30 08:05:17 -06:00
John Colvin
782f0c9c2e
AlgoTemplateToolBar - use config to toggle algo definition/template features
2019-01-29 18:47:01 -06:00
John Colvin
75e0e8e02c
AlgoDefinitionVM - use AlgoDefinitionData instead of api/protobuf type (CompositeAlgoDefinition/Record)
2019-01-29 18:37:34 -06:00
John Colvin
ad9e7660f7
AlgoDefinitionServiceServer.cpp - update op assigns new_record to response_data
2019-01-29 18:14:07 -06:00
Pedro Pinto
5529e80e17
Tentative new order services interface.
2019-01-29 18:07:27 -05:00
Eric Harding
dfe9ea12c3
provide_command_line for system_tests -configserver
2019-01-29 16:55:12 -05:00
Michael Harding
dd7cb52fc7
Merge branch 'run_system_tests' of bitbucket.org:bluetradesys/spark into SPARK-1992-position-limits-test
2019-01-29 16:39:34 -05:00
Pedro Pinto
5df7cec55a
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-01-29 16:25:03 -05:00
Eric Harding
a9c2261671
Simplify getting a security
2019-01-29 16:06:31 -05:00
Taha Afzal
b8766089f0
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-01-29 15:51:22 -05:00
Taha Afzal
18d3c268de
Added trace corID to first quote udpate call (after getting the first ack)
2019-01-29 15:51:16 -05:00
Pedro Pinto
fdf255a7a3
Improved md performance logs.
2019-01-29 14:58:13 -05:00
Pedro Pinto
995be6cfd0
Added forgotten security count metric back.
2019-01-29 14:53:53 -05:00
Eric Harding
52ac650c58
Merge branch 'master' of bitbucket.org:bluetradesys/spark into run_system_tests
2019-01-29 12:06:36 -05:00
Michael Harding
cd0b0ac2d3
Merge branch 'run_system_tests' into SPARK-1992-position-limits-test
2019-01-29 10:46:37 -05:00
Michael Harding
1d98143358
Merge branch 'master' into SPARK-1992-position-limits-test
2019-01-29 10:45:50 -05:00
Pedro Pinto
8f705d42b3
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-01-29 10:44:50 -05:00
Michael Harding
96c7cc1528
sparkcmd test --list now lists only the current TestType
2019-01-29 10:29:24 -05:00
Michael Harding
d81ef8668c
Return int from sparkcmd
2019-01-29 09:31:14 -05:00
Eric Harding
dab95d7e91
Make sure every sparkcmd command respects -configserver
2019-01-29 09:23:54 -05:00
Eric Harding
88045ea432
Add netcore publish to jenkinsbuild.cmd
2019-01-29 09:23:35 -05:00
John Colvin
9be5afd490
AlgoStudio - introduce flat-definition infrastructure
2019-01-28 21:20:09 -06:00
Pedro Pinto
01113e645a
release_notes.md edited online with Bitbucket
2019-01-28 23:16:02 +00:00
Pedro Pinto
17c57878e1
removed duplicate entries in requote perf log.
2019-01-28 23:14:15 +00:00
Eric Harding
6b3e2f396d
Update ReplayRecorder version
2019-01-28 17:27:53 -05:00
Eric Harding
51704be22a
Avoid creating task that does no work.
2019-01-28 17:27:42 -05:00
Eric Harding
5cc4085577
Try to ensure Dispatcher::background is terminated
2019-01-28 16:50:27 -05:00
John Colvin
a9cd3261e1
rename TableUpdateAggregator -> TableUpdate<T, TKey>.Builder (nested)
2019-01-28 15:08:41 -06:00
Michael Harding
41424629a2
Spark-1992: Add find_multiple_securities_async MarketDataClient
2019-01-28 15:57:05 -05:00
Eric Harding
c7b890eeb0
Add tests for Filtered/Mapped dictionary types
2019-01-28 13:11:27 -05:00
Pedro Pinto
4357fbc410
Removed test code.
2019-01-28 17:21:52 +00:00
Pedro Pinto
7d216978a3
Updated release notes.
2019-01-28 12:02:32 -05:00
Taha Afzal
fc3d84c02a
Merged in SPARK-1939-HedgingSpeed (pull request #148 )
...
RTM. Various hedging speede improvements
2019-01-28 16:59:46 +00:00
Taha Afzal
f6fd9155b1
externa;
2019-01-28 11:58:32 -05:00
Taha Afzal
7723f1e004
merging from master
2019-01-28 11:09:17 -05:00
Taha Afzal
041a7988c1
Spreader.proto::enable_child_order_activate now controls the child order's activate call
2019-01-28 11:01:05 -05:00
Michael Harding
daa9800af2
Merged in SPARK-1877-system-tests (pull request #147 )
...
RTM SPARK-1877 system tests
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-01-28 14:54:36 +00:00
Michael Harding
dcb10a3484
SPARK-1877: Add test for no rule. Implememnt PR suggestions.
2019-01-28 09:26:55 -05:00
Pedro Pinto
fc2f85b842
Refactored a bit.
2019-01-28 08:52:34 -05:00
Taha Afzal
70e826b212
Merge branch 'warmup_activate' into SPARK-1939-HedgingSpeed
2019-01-28 08:48:25 -05:00
Jake Norbut
af737564aa
Merged in SPARK-1977 (pull request #145 )
...
RTM - high dpi grid column oddity
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-01-28 13:46:53 +00:00
Pedro Pinto
582f97d1ce
Merged in ticker_events_in_api (pull request #144 )
...
RTM. Ticker events in api
Approved-by: Taha Afzal <taha.afzal@bluetradesys.com >
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-01-28 13:46:15 +00:00
Taha Afzal
a83c1eb633
calling ChildOrder's warm_up_activate() from Spreader
2019-01-28 07:26:18 -05:00
Eric Harding
b08bc0eb8b
SPARK-1972 Join Securities to Orders in OrdersModel
2019-01-25 16:43:32 -05:00
Pedro Pinto
1f893c73ad
Added warm_up_activate method to ChildOrder to warm up cache.
2019-01-25 16:32:42 -05:00
Michael Harding
ef755ea6fb
SPARK-1877: Test Runner for multiple test types
2019-01-25 15:57:21 -05:00
Taha Afzal
ebfc1bc485
Merge branch 'master' into SPARK-1939-HedgingSpeed
2019-01-25 13:34:55 -05:00
Eric Harding
9bcd8bcbdb
Add tests for IObservable<Update/TableUpdate>.Select methods
2019-01-24 15:38:39 -05:00
Jake Norbut
a8646ebb3f
adding comment back in
2019-01-24 13:45:59 -06:00
Jake Norbut
28fd04293b
adding single-click delete/cancel functionality
2019-01-24 13:41:33 -06:00
Michael Harding
111767522f
SPARK-1877: Clip Limits Test
2019-01-24 13:45:03 -05:00
Taha Afzal
429e16996a
Merge branch 'SPARK-1939-HedgingSpeed' of bitbucket.org:bluetradesys/spark into SPARK-1939-HedgingSpeed
2019-01-24 13:35:29 -05:00
Taha Afzal
1ed85af40e
spreader reports from the timer callback now
2019-01-24 13:35:23 -05:00
Eric Harding
90dd349454
SPARK-1973 1/2 use join for OrdersModel.on_order
2019-01-23 16:18:52 -05:00
Kevin Darby
7465a38022
Merged in sdk_build (pull request #146 )
...
SPARK-1980 we need 7z on the jenkins server, not unzip
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-01-23 18:09:24 +00:00
Kevin Darby
8afa03cc62
SPARK-1980 we need 7z on the jenkins server, not unzip
2019-01-23 12:56:59 -05:00
Eric Harding
be13b81283
db_dump needs stoul to handle SIM securitykeys
2019-01-23 11:35:13 -05:00
Jake Norbut
26dfd89d6c
Properly Dispose of the OrderBookVM when the popup closes
2019-01-23 10:07:07 -06:00
Pedro Pinto
fe54d5b973
Fixed double counting bug in Iceberg when using pauses.
2019-01-23 10:57:43 -05:00
Jake Norbut
e7b9c3e228
adding a border around the popup window
2019-01-23 09:43:19 -06:00
Jake Norbut
ae5db799d4
MiniOB will have parent-child rows expanded by default
2019-01-23 09:43:03 -06:00
Eric Harding
fd270a7ab5
Add the ability to *only* run sim from a replay file
2019-01-23 08:59:43 -05:00
John Colvin
38e2025a31
Algos in Ladder - added include_custom_template config flag to support legacy custom definition behavior
2019-01-22 16:58:48 -06:00
Eric Harding
a5be24aa7a
SPARK-1731 Add Key function to SecurityStore
2019-01-22 17:25:56 -05:00
Kevin Darby
4ebdc603c5
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2019-01-22 16:10:38 -05:00
Pedro Pinto
d573688064
Update release notes.
2019-01-22 15:26:00 -05:00
Pedro Pinto
14c601034a
Merged with master
2019-01-22 15:14:22 -05:00
John Colvin
fb0ffa0906
OrderDataHelper - initialize QuantityMeasure props in default tick, lean, join, and top definitions
2019-01-22 13:21:39 -06:00
John Colvin
bb0932e3bc
QuantityMeasureControl - dropdown minwidth=75 (width of widest item)
2019-01-22 12:49:30 -06:00
Jake Norbut
3de65fb027
Create a new OrderbookVM each time; fixes crash when launching mini-ob from same badge multiple times
2019-01-22 12:37:53 -06:00
Jake Norbut
9de0c4f530
Remove ContextMenu from Badge and setup new Popup
2019-01-22 12:35:18 -06:00
Jake Norbut
ce5998c5dd
Adding a Popup dep prop to the Badge. Note - I don't think Ineed AffectsRender here
2019-01-22 12:27:57 -06:00
Jake Norbut
dcbc6e756e
DIYGrid - adding dep prop to allow rows horizontal scrollbar to be strictly collapsed
2019-01-22 12:23:00 -06:00
Pedro Pinto
4955c1a792
Improved performance of ll to time_point conversion.
2019-01-22 13:00:03 -05:00
Pedro Pinto
2990710b88
Avoided delivering entire trade buffer on first sub.
2019-01-22 12:59:16 -05:00
Pedro Pinto
280ae81860
size() is probably slower than empty()
2019-01-22 12:57:47 -05:00
John Colvin
38370d1b22
AlgoStudioModel - check TemplateCreateResult != null
2019-01-22 11:25:57 -06:00
John Colvin
a6d001a032
AlgoStudio - automatically focus name textbox when adding new definition/template
2019-01-22 11:14:10 -06:00
John Colvin
9edcefa40a
AlgoStudioModel - delete_definition() was deleting all templates instead of just its templates
2019-01-21 23:53:39 -06:00
John Colvin
2daa022c21
AlgoStudio - name text binding UpdateSourceTrigger=PropertyChanged
2019-01-21 23:29:39 -06:00
John Colvin
20752d9568
AlgoStudio - delete definition confirmation dialog fix grammer, add icon
2019-01-21 14:40:30 -06:00
John Colvin
5dd2608210
AlgoStudio - set template as default impl uses DoubleClick CommandBinding
2019-01-21 14:35:15 -06:00
John Colvin
bc0eb78092
KeyedStyleSelector uses generic keys
2019-01-21 14:27:13 -06:00
John Colvin
bed7378918
AlgoStudioView - remove unneccesary 'is_default' radiobutton
2019-01-21 12:53:04 -06:00
John Colvin
ca53e616e0
AlgoStudio - tooltips for disabled algodropdowns (i.e., when structure cannot be changed)
2019-01-21 12:20:03 -06:00
Taha Afzal
5e713d9008
reverting hard coded changig in accidental push
2019-01-21 09:47:35 -05:00
John Colvin
04cc3e8747
AlgoStudioVM - remove unused 'save_op_begin/end' events
2019-01-20 23:11:30 -06:00
John Colvin
938cd9064c
AlgoStudio - denote dirty/unpersisted items with '*' after the name (like VisualStudio)
2019-01-20 23:09:13 -06:00
John Colvin
baeac4c080
AlgoStudioModel - organize extension methods, trim redundancies
2019-01-20 16:32:42 -06:00
John Colvin
3aedebd0ab
AlgoTemplateFavoriteButtonsView - cancel automatic selection of the previous item when SelectedItem is removed from ItemsSource
2019-01-20 15:04:13 -06:00
Taha Afzal
763c2fa41a
Merge branch 'master' into SPARK-1939-HedgingSpeed
2019-01-20 12:34:28 -05:00
John Colvin
da19945e84
AlgoDefinitionTemplateVM - avoid redundant Snapshot construction
2019-01-19 13:33:25 -06:00
John Colvin
1ef3a859c9
OrderTypeVMCollection - don't overwrite existing ordervms' definitions
2019-01-19 13:32:19 -06:00
John Colvin
e0a09904cb
AlgoStudio - disable 'name' textbox once definition/template is persisted
2019-01-19 11:03:23 -06:00
John Colvin
a89e55acc9
AlgoServiceServer - fix updated_template() (was not actually assigning new value)
2019-01-19 11:02:20 -06:00
John Colvin
d2d9fa4c6d
AlgoStudioModel - fix set_key() extensions
2019-01-19 10:56:12 -06:00
John Colvin
9fadd1b7a9
AlgoStudio - automatically select new template placeholder
2019-01-19 09:45:46 -06:00
John Colvin
97e49920b4
fix AlgoStudio persistence
2019-01-19 09:34:55 -06:00
Taha Afzal
9d170e32f1
log level for cache warming set to NoLog
2019-01-18 23:02:00 -05:00
Taha Afzal
b4410f7412
Passing trace to Hedger
2019-01-18 18:37:32 -05:00
Michael Harding
b702ce9479
System test in broken state for debugging
2019-01-18 16:41:21 -05:00
Michael Harding
abc7b1e2e9
Merge branch 'master' into SPARK-1877-system-tests
2019-01-18 12:39:47 -05:00
Eric Harding
f71ff0e306
Add the ability to control affinity for the md tail tool
2019-01-18 11:52:42 -05:00
Pedro Pinto
ffe5eee584
Merged with ticker update branch
2019-01-18 10:21:48 -05:00
Jake Norbut
3c82327f1a
in case my machine starts on fire
2019-01-17 15:59:55 -06:00
Jake Norbut
f3ac92c434
PR edits; Eric has ESP
2019-01-17 15:52:56 -06:00
Jake Norbut
a8694d6fb2
Because this is the bugfix the spark client deserves, but not the ones it needs right now
2019-01-17 15:21:25 -06:00
Pedro Pinto
52e6536018
Merge branch 'SPARK-1939-HedgingSpeed' of bitbucket.org:bluetradesys/spark into SPARK-1939-HedgingSpeed
2019-01-17 13:46:24 -05:00
Pedro Pinto
42274edbc4
Added extra logging level for no logging code paths.
2019-01-17 13:45:26 -05:00
Taha Afzal
6d438b4764
New spreader test for muliple quoting legs
2019-01-17 13:19:56 -05:00
Pedro Pinto
3688ec0739
Moved externals pointer
2019-01-17 11:46:19 -05:00
Pedro Pinto
ce8d27bb71
Added time to ticker update.
2019-01-17 11:44:37 -05:00
Pedro Pinto
ee66ddf9a6
Fixed a few bugs in the ticker api code.
2019-01-17 10:48:11 -05:00
Pedro Pinto
bea0e5ced7
Added ticker events to order manager api
2019-01-16 17:57:02 -05:00
Pedro Pinto
b2d1d11826
Added ticker events to MD Source
2019-01-16 17:56:40 -05:00
Pedro Pinto
b7897fc7ac
Documenting the iceberg design.
2019-01-16 14:00:16 -05:00
Taha Afzal
d075f2ad0c
removed some extra logging data from CacheWarmingState
2019-01-16 13:37:04 -05:00
Taha Afzal
409bbdc0f9
when 'in_cache_warming_cycle' quoter order updates are surpressed (they should have been surpressed logically as well, but this is just an extra check since the outcome can be nasty)
2019-01-16 11:37:58 -05:00
Pedro Pinto
b4d18a62c9
Allowed async return out of order operations.
2019-01-16 09:41:06 -05:00
Taha Afzal
d4fd3900be
added config key to enable cache warming
2019-01-15 14:39:38 -05:00
Pedro Pinto
c6b450f45c
Fixed broken perf traces.
2019-01-15 13:58:15 -05:00
Taha Afzal
e45736a692
putting the fake fill log messages o lower logging level
2019-01-15 09:25:06 -05:00
Pedro Pinto
6a46049610
Merged
2019-01-15 09:21:20 -05:00
Taha Afzal
bd8336e22b
inlined add_new_hedger
2019-01-14 16:58:07 -05:00
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
Jake Norbut
326bcb4544
Merged in SPARK-1960 (pull request #140 )
...
RTM: locking _resources ResourceDictionary prior to indexer access
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-01-14 21:35:17 +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
5e3467e3b6
Add release note
2019-01-14 14:41:47 -05:00
Eric Harding
979c6e078a
Remove misleading comments
2019-01-14 14:39:05 -05:00
Eric Harding
69f38daad7
SPARK-1966 Add CME ticker trade details
2019-01-14 14:37:51 -05:00
Taha Afzal
a64d428a89
added comments and inlined some smaller functions
2019-01-14 14:34:49 -05:00
Pedro Pinto
21712711f7
Added Order API support for return result of order ops.
2019-01-14 12:48:14 -05:00
Taha Afzal
78c89c6677
Merge branch 'master' into SPARK-1939-HedgingSpeed
2019-01-14 11:07:16 -05:00
Taha Afzal
8d0d678c01
unused parameters rmeoved form add_new_hedger
2019-01-14 09:58:13 -05:00
Taha Afzal
8b9df305b4
took the ChildOrder initilization out of the critical hedging path
2019-01-13 21:57:13 -05:00
Pedro Pinto
9f1bb177b8
Fixed build.
2019-01-12 15:56:01 -05:00
Pedro Pinto
dcd2cc22e1
Removed trace::CorID from most of the order code.
2019-01-12 15:45:08 -05:00
Taha Afzal
02ee5cc6d3
moved orderbuilders (not used) in the hot path away from the hot memory
2019-01-11 18:45:24 -05:00
Taha Afzal
207c93c972
All the leg data is in one place now inside the SpreaderLegData (as opposed to ref's to SpreaderBookkeepingData)
2019-01-11 17:49:23 -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
af91ee1512
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-01-11 12:50:12 -05:00
Taha Afzal
dc264e1063
fixing buid
2019-01-11 08:37:49 -05:00
Taha Afzal
2e883808b6
LegPropertyData does not hold leg orderDefinitions any more
2019-01-10 21:34:45 -05:00
Michael Harding
184a900eea
SPARK-1877: Add Limits Test; Limits Test sets and restores limits
2019-01-10 14:51:06 -05:00
Pedro Pinto
3bf086c73a
Merged in SPARK-1970-manual-order-indicator (pull request #142 )
...
RTM. SPARK-1970 manual order indicator
2019-01-10 19:39:31 +00:00
Pedro Pinto
b4d63aa3cc
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-01-10 14:26:34 -05:00
Pedro Pinto
9838d123c7
Updated release notes.
2019-01-10 14:15:04 -05:00
Pedro Pinto
9d5b80c990
Forced manual order indicator to false on algos.
2019-01-10 14:12:27 -05:00
Pedro Pinto
d0e32911ad
Made recovery of lost order use case insensitive op id and account.
...
Turns out CME upper cases operator id and clearing account when it
sends them back.
2019-01-10 11:23:20 -05:00
Taha Afzal
040fc3af96
removed the if _active_quoting check because that will always be the case
2019-01-10 09:47:45 -05:00
Eric Harding
e5ab062203
SPARK-1962 Fix race bug identified in testing
2019-01-09 18:32:52 -05:00
Eric Harding
12f6c58c7c
Reconsidering 1abec0ab
2019-01-09 18:31:24 -05:00
Pedro Pinto
75fa582774
Merged master
2019-01-09 17:51:21 -05:00
Pedro Pinto
69155162ca
Improved replay of fix messages to be more robust.
2019-01-09 17:44:17 -05:00
Pedro Pinto
2c865c123a
Fixed broken persistence of orders.
2019-01-09 17:43:41 -05:00
Taha Afzal
cc07e28aca
quoters, child orders and order builders are only created for quoting legs
2019-01-09 16:42:45 -05:00
Taha Afzal
d2aec0c7f2
quoters are only created for quoting legs
2019-01-09 15:39:00 -05:00
Pedro Pinto
0ec955cc90
Possibly fixed persistence failure when trying to duplicate fill.
2019-01-09 15:21:07 -05:00
Pedro Pinto
0c4e22537d
Upgraded SDK example to support op result of order.activate()
2019-01-09 15:19:37 -05:00
Pedro Pinto
601eb4ece1
key needs to be setup before we can call on_init_from_exe_report
2019-01-09 15:18:34 -05:00
Pedro Pinto
b84a638199
Fixed life time bug when retuerning a def from an execution report.
2019-01-09 15:17:50 -05:00
Pedro Pinto
34350fd469
Fixed utterly broken recovery of orders from execution reports.
2019-01-09 15:11:53 -05:00
Pedro Pinto
a469da5cc6
Fixed race condition when obtaining thread name of perf log thread.
2019-01-09 14:45:35 -05:00
Taha Afzal
a71953b871
SPARK-1967 foundational work
2019-01-09 12:56:29 -05:00
Taha Afzal
70e962000f
changed the ordering of member variables from lower mem to higher
2019-01-09 11:18:06 -05:00
Taha Afzal
f413938943
broke h_p end log into ch_term and rep
2019-01-09 10:17:12 -05:00
Eric Harding
4991fa734c
SPARK-1962 - Add operator so this join can be used inline
2019-01-08 17:33:31 -05:00
Eric Harding
adf4476399
SPARK-1962 - Efficient observable join on all available securities
2019-01-08 16:46:44 -05:00
Eric Harding
2e542fb8f5
Update.cs all should be a more generic type
2019-01-08 16:33:41 -05:00
Eric Harding
1abec0ab39
Attempt to defer initial security publish until loading is complete so initial load is not bogged down by ticking security feed
2019-01-08 16:32:57 -05:00
Jake Norbut
fb47b985fe
now fix client build, strings vs uints
2019-01-08 12:36:29 -06:00
Jake Norbut
5ea79a7c49
fix build, uint32 vs strings
2019-01-08 12:26:38 -06:00
Eric Harding
aea38c1689
SPARK-1962 - Add SecurityStore.cs
2019-01-08 12:54:38 -05:00
Taha Afzal
a7250b4734
SPARK-1959 _cache_warm_fill_ts is static now
2019-01-08 11:55:59 -05:00
Eric Harding
20fe97bbba
Move ConsoleEx.cs because it's in the wrong place
2019-01-08 11:45:18 -05:00
Eric Harding
2020f6af6d
SPARK-1951 Add SecurityCache access to QueryServer
2019-01-08 11:28:19 -05:00
Taha Afzal
060b88e4c9
SPARK-1959 largechunk done
2019-01-08 10:03:22 -05:00
Pedro Pinto
8be8a67f18
Adding results to order operations.
2019-01-07 18:06:46 -05:00
Eric Harding
e36729814a
SPARK-1731 Improve error handling in SecurityDB and implement db::find_security()
2019-01-07 16:53:04 -05:00
Eric Harding
501cd93fd6
SPARK-1950 Integrate SecurityCache into MDConsumer
2019-01-07 15:52:37 -05:00
John Colvin
74c9a93478
rename AlgoDefinitionTemplate -> AlgoDefinitionData, AlgoTemplateAbstraction -> AlgoTemplateData
2019-01-06 11:28:18 -06:00
John Colvin
2f9eafe6fe
AlgoService/Studio - abstract the client side types from the server side ones (makes both sides flexible, less coupled)
2019-01-06 11:21:43 -06:00
John Colvin
7f426eda6f
abstract algo template/definition keys out to AlgoPersistedKey (makes switching key type from uint -> string easy)
2019-01-05 18:16:36 -06:00
John Colvin
41bec0f4db
AlgoStudio - 'double click to set as default' tooltip
2019-01-05 01:24:32 -06:00
John Colvin
ed5285c84a
AlgoTemplates - remove dead code/comments
2019-01-05 01:19:50 -06:00
John Colvin
3b447bdb3c
OrderTypeVMFactory.OrderSelector - fix load_from()
2019-01-05 01:19:13 -06:00
John Colvin
2b3905efb3
AlgoStudio - TreeViewItem text is readonly (user can edit name in the right-pane)
2019-01-05 00:35:45 -06:00
John Colvin
1469156874
AlgoTemplates ui - a little refactoring
2019-01-05 00:21:56 -06:00
John Colvin
6e929ca493
OrderPropertiesEditorVM - fix save_template_cmd
2019-01-05 00:21:56 -06:00
John Colvin
e893cf1e2f
JoinOrderVM - wasn't updating join_threshold prop in load_from() impl
2019-01-04 18:24:16 -06:00
John Colvin
133f4f6f88
ObservableAppendCollection - support NotifyCollectionChangedAction.Replace
2019-01-04 18:12:19 -06:00
Eric Harding
7a6739c156
Fix build issue with uniqueptr
2019-01-04 16:35:52 -05:00
Eric Harding
fe1b9f906e
SPARK-1961 SyntheticStrategy is not properly syncronized
2019-01-04 16:14:06 -05:00
John Colvin
a2cc5ae1b0
fix build (again)
2019-01-04 15:10:51 -06:00
John Colvin
b97dbd9af9
fix build
2019-01-04 15:09:10 -06:00
Eric Harding
c4bbf5e219
SPARK-1952 - convert md::SecurityCallback to SecurityPtr to avoid copying
2019-01-04 16:06:57 -05:00
John Colvin
76ffa8a61d
AlgoStudio - AlgoStudioViewController is responsible for reselecting newly persisted items
2019-01-04 15:04:43 -06:00
Jake Norbut
ae200b374b
PR suggestion
2019-01-04 12:38:56 -06:00
Jake Norbut
64b94c58e7
locking _resources ResourceDictionary prior to indexer access
2019-01-04 11:20:21 -06:00
Pedro Pinto
8e907d7395
Fixed perf_log.sql
2019-01-04 12:04:10 -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
John Colvin
6b1e7bfee6
ObservableKeyedCollection - IDictionary impl order should match that of ICollection
2019-01-03 20:43:36 -06:00
Pedro Pinto
a833944ec5
Improved perf log latency.
2019-01-03 19:07:18 -05:00
John Colvin
39f0a9e3bb
Merge remote-tracking branch 'origin/master' into algo-templates-v2-uint-ids
2019-01-03 17:22:26 -06:00
John Colvin
c5550f6646
clean up TableUpdateAggregator/Buffer code a bit
2019-01-03 16:45:54 -06:00
John Colvin
0274524f17
AlgoTemplates - remove some unused code
2019-01-03 16:23:48 -06:00
Taha Afzal
97d16115e8
SPARK-1959 new order is constructed by the Hedger in init
2019-01-03 17:01:27 -05:00
John Colvin
786f57a39d
AlgoStudio - fix AlgoStudioVM._save() method
2019-01-03 16:01:14 -06:00
John Colvin
c218b6a9ba
AlgoStudio - dont unselect template when user double-clicks (quirky TreeView behavior)
2019-01-03 15:56:56 -06:00
Taha Afzal
2e3957a7ac
SPARK-1959 added get_new_hedger_order to ISpreaderManager
2019-01-03 15:18:53 -05:00
Taha Afzal
b866157bff
SPARK-1959 partially done
2019-01-03 14:24:33 -05:00
John Colvin
a2e59ed107
Ladder - when a 'favorite' template is selected, select the corrsesponding algo definition as well
2019-01-03 12:23:30 -06:00
John Colvin
1525c064d4
make TableUpdateBuffer threadsafe
2019-01-03 12:23:30 -06:00
Michael Harding
8e9c7383b6
Merge branch 'master' into SPARK-1877-system-tests
2019-01-03 13:17:05 -05:00
John Colvin
3016217a43
Ladder - change favorite-templates to be a flat/global list
2019-01-02 19:11:04 -06:00
John Colvin
233b6ef1e6
AlgoStudio - factor out some common code, remove unused
2019-01-02 17:35:09 -06:00
John Colvin
280ea56245
AlgoStudio - add conf option to show/hide 'add template' menu item in toolbar
2019-01-02 17:21:50 -06:00
John Colvin
f3773dc4a4
SparkCommand - new show_in_toolbar/context_menu properties
2019-01-02 17:17:27 -06:00
John Colvin
08a5b12f37
AlgoStudio - remove Redo/Undo from SparkMenu, put 'Save/Revert' buttons in edit pane
2019-01-02 16:59:04 -06:00
John Colvin
6e6168fba2
Button EnterKeyBehavior - set e.Handled to true
2019-01-02 16:59:04 -06:00
John Colvin
a72780851d
ListExtensions - WrapSubRange() and WrapSelector()
2019-01-02 16:59:04 -06:00
Eric Harding
5481a3e9d6
Update CMakeDeps
2019-01-02 17:39:41 -05:00
Eric Harding
bf8e96d8ed
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1731
2019-01-02 17:38:35 -05:00
Eric Harding
1126b772dd
SPARK-1952 Update MDConsumer to use SecurityPtr
2019-01-02 17:27:13 -05:00
Eric Harding
ca21ac5f5e
SPARK-1949 - Convert SecuritydB to sqlitecpp
2019-01-02 15:29:31 -05:00
John Colvin
930f3b23b8
Merged in SPARK-1903 (pull request #133 )
...
RTM SPARK-1903 front end crash when sorting
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-01-02 19:28:18 +00:00
Pedro Pinto
d3fb52246c
Merged
2019-01-02 19:24:23 +00:00
Pedro Pinto
e173fe5515
Update release notes.
2019-01-02 19:23:35 +00:00
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
Jake Norbut
7453540140
Merged in SPARK-1918 (pull request #135 )
...
RTM. SPARK-1918
2019-01-02 19:12:50 +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
2e69966d44
Merged in SPARK-1954-make-sim-track-the-external-m (pull request #138 )
...
RTM. Fixes sim drift awy from MD source.
2019-01-02 19:07:23 +00:00
Eric Harding
c2070b8e52
CR feedback - immutables
2019-01-02 13:40:57 -05:00
Eric Harding
64e2408b59
It is not always safe to convert Foo to FooImmutable. It is always safe to convert it to Nullabke<FooImmutable>
2019-01-02 13:40:57 -05:00
Michael Harding
17a8d47452
Spark-1877: Add TestType to TestGroupAttribute
2019-01-02 13:40:57 -05:00
Taha Afzal
b4eabf4eb8
cleaning up logs, and indentation
2019-01-02 13:37:56 -05:00
Taha Afzal
f12c1d5e74
SPARK-1946
2019-01-02 12:28:16 -05:00
Pedro Pinto
714dfd5038
Fixes sim drift awy from MD source.
2019-01-02 17:05:38 +00:00
Pedro Pinto
abc2e55610
Added assert.
2019-01-02 14:37:23 +00:00
John Colvin
39b9bda3df
AlgoStudio - double click template item to set as default, edit name in right pane
2019-01-02 00:59:17 -06:00
Eric Harding
6953f8b351
Remove obsolete comment
2019-01-01 13:43:06 -05:00
Eric Harding
0af2b03ad7
SPARK-1953 Remove SecurityDB from SecurityIDRecorder
2019-01-01 13:41:40 -05:00
Eric Harding
8a7174378a
SPARK-1948 Implement SecurityCache
2019-01-01 13:33:31 -05:00
Eric Harding
4af4af8677
SPARK-1731, SPARK-1947 - Don't load security db in md producer
2019-01-01 13:33:13 -05:00
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
John Colvin
8f4bd3b698
AlgoStudio - use radiobuttons instead of checkboxes for favorites toggles
2018-12-31 18:21:18 -06:00
John Colvin
bc512a6aea
AlgoStudio - fix 'add/remove from favorites' tooltip
2018-12-31 17:27:40 -06:00
John Colvin
0b59c2b8f0
Merge remote-tracking branch 'origin/master' into algo-templates-v2-uint-ids
2018-12-31 17:01:04 -06:00
John Colvin
dd0ec9320f
AlgoStudio - don't break selection/item order when persisting new items
2018-12-31 16:51:29 -06:00
Eric Harding
8075bafb86
Update spark replay defaults
2018-12-31 13:07:18 -05:00
Taha Afzal
e2f4a86fcf
added tests to isolate the first hedge condition
2018-12-31 13:05:27 -05:00
Pedro Pinto
cfd15d3371
Allowed full order definition updates.
2018-12-31 17:46:00 +00:00
John Colvin
b2c1563603
accidentally negated LaddersOnThreads
2018-12-29 16:53:10 -06:00
John Colvin
6aff47fd82
AlgoTemplates work
2018-12-29 16:50:28 -06:00
John Colvin
64f13e02c8
new TableUpdateDemuxer (rename old one 'LegacyTableUpdateDemuxer')
2018-12-29 16:46:12 -06:00
John Colvin
59be20bf5b
TableUpdateAggregator, and Table() extensions for simple IReadOnlyDictionary observable
2018-12-29 16:39:34 -06:00
John Colvin
896e6231fb
make RefCountReplay() lock-free
2018-12-29 16:29:02 -06:00
Pedro Pinto
44369bae43
Some work on supporting full order updates.
2018-12-28 22:13:38 +00:00
Pedro Pinto
95ae7b780e
Propagated display status through order state update event.
2018-12-27 21:35:18 +00:00
Taha Afzal
0644d301b2
merging from master
2018-12-27 13:24:48 -05:00
Jake Norbut
7e68dc4ff7
fixing tabs in notes
2018-12-26 13:58:03 -06:00
Jake Norbut
879963b828
updating release notes
2018-12-26 13:55:38 -06:00
Jake Norbut
5320e16088
commenting out anything having to do w/ window width and height since that interaction is still mysterious; fixing scale factor restortation
2018-12-26 11:02:07 -06:00
Taha Afzal
6116e24df0
added comments to hedger, and formatted
2018-12-25 23:50:26 -05:00
Taha Afzal
6ba1de8c5c
changing order_key name
2018-12-25 10:31:35 -05:00
Taha Afzal
0d66054e8e
dealing with the Hedger._key() for hedgers with no working orders
2018-12-24 15:11:40 -05:00
Taha Afzal
daf39324fd
merging
2018-12-24 12:45:02 -05:00
Taha Afzal
ab9d3cede3
odified some test code
2018-12-24 09:14:22 -05:00
John Colvin
0e32c9a19c
AlgoTemplates - switch api key from string to uint
2018-12-23 17:02:26 -06:00
Jake Norbut
7429c42de2
checking this in b/c i've lost things too many times keeping stuff in the stash and switching branches; this is just really testing, no sln yet regarding window borders
2018-12-21 16:24:57 -06:00
Jake Norbut
9147b4605a
adding zoom_factor to window_specifics
2018-12-21 16:21:34 -06:00
Jake Norbut
6fc8a6c7fe
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1918
2018-12-21 16:02:08 -06:00
Pedro Pinto
b537c0c5bd
Updated release notes.
2018-12-21 21:42:19 +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
John Colvin
8a4d3d4c97
SPARK-1903 CR - unit test for SortedTree.TryReplace, comments in
...
OrderBookRowCollection
2018-12-21 12:25:01 -06:00
Eric Harding
7cbf0dc683
CR feedback - immutables
2018-12-21 10:38:56 -05:00
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
John Colvin
2ea95e7938
SPARK-1903 front end crash when sorting
2018-12-20 16:15:54 -06:00
Taha Afzal
641141810e
Cleaned up HedgerPriceQuantity
2018-12-20 17:07:52 -05:00
Kevin Darby
34319c4536
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-20 16:10:58 -05:00
Pedro Pinto
65c4c23b22
Merged in SPARK-1937-perflog-generates-too-much-da (pull request #132 )
...
Reduced the ammount of irrelevant perf log entries.
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-12-20 18:09:45 +00:00
Pedro Pinto
54dde449ce
Updated release notes.
2018-12-20 18:07:56 +00:00
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
Taha Afzal
c3ac2957d2
added comments to SpreaderChildOrder and cleaned it up a bit
2018-12-20 10:05:07 -05:00
Kevin Darby
196c518ac6
remove tick order
2018-12-20 09:43:44 -05:00
Kevin Darby
f04af5af9d
fix build
2018-12-20 09:39:05 -05:00
Taha Afzal
950509e5d6
added new hedger behaviour (recycle) test
2018-12-19 18:58:18 -05:00
John Colvin
ef775c7539
AlgoService - fix 'Comsposite...' typeos
2018-12-19 17:47:00 -06:00
Kevin Darby
8f4da463a7
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-19 18:24:14 -05:00
Kevin Darby
f3adf780d0
OCOOrder will be the basis of a StopLoss template
...
Added the beginnings of pricer order but need something from John
2018-12-19 18:15:04 -05:00
Taha Afzal
9002ca6183
some hedger interface cleanup, and tst code
2018-12-19 09:20:54 -05:00
John Colvin
ffe2cf60c2
fix algotemplate dropdown/content for synth ladders
2018-12-18 18:49:04 -06:00
Taha Afzal
b36715a6a0
fixing build
2018-12-18 15:57:53 -05:00
Taha Afzal
2305c3af32
removed the vector access ot hedger
2018-12-18 15:42:39 -05:00
John Colvin
a251cd07a1
AlgoStudioVM - fix definitions_view.Filter
2018-12-18 14:04:56 -06:00
John Colvin
5519d82b78
AlgoStudio - hide content_root GroupBox transparent border
2018-12-18 14:04:01 -06:00
John Colvin
8cff3855e7
AlgoTemplateToolBar - disable 'favorites' toggle when 'custom placeholder' item is selected
2018-12-18 13:34:38 -06:00
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
John Colvin
9555b564d6
AlgoTemplateMetadataService uses lock instead of atomic updates
2018-12-18 13:29:50 -06:00
John Colvin
dd82c92a0c
fix algo popup bindings in LadderView after merge
2018-12-18 13:28:16 -06:00
John Colvin
6b994a0fdc
fix server build after merge
2018-12-18 14:07:04 -05:00
John Colvin
59c5f11820
IDictionaryServer - overload add_value_factory
2018-12-18 12:46:12 -06:00
John Colvin
dbccc51b9d
reorganize IDictionaryServer
2018-12-18 12:03:01 -06:00
John Colvin
131576ef12
Merge remote-tracking branch 'origin/master' into algo-templates-v1
2018-12-18 11:58:25 -06:00
Pedro Pinto
cbbd678112
Merged in SPARK-1916-tag-37-sent-twice (pull request #129 )
...
RTM. Fixes tag 37 duplication in SPARK-1916
2018-12-18 17:53:34 +00:00
Pedro Pinto
d62a2ea9d4
Fixes tag 37 duplication in SPARK-1916
2018-12-18 17:50:48 +00:00
Jake Norbut
6259f8b03f
fixing build
2018-12-18 10:53:52 -06:00
Jake Norbut
3866e63a70
merging master and fixing
2018-12-18 10:53:23 -06:00
Jake Norbut
877e0192a1
Merged in SPARK-1913 (pull request #124 )
...
RTM. Order Entry Panel polishing
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-12-18 15:24:06 +00:00
Pedro Pinto
6d3b7305df
Edited release notes.
2018-12-18 15:22:34 +00:00
Pedro Pinto
aa975ea1c5
Merged
2018-12-18 10:20:30 -05:00
Jake Norbut
49445c6871
updating release notes
2018-12-18 09:15:46 -06:00
Pedro Pinto
ef7c3c70da
Merged in SPARK-1887-speed-up-order-manager (pull request #128 )
...
RTM. SPARK-1887 speed up order manager
2018-12-18 15:07:21 +00:00
Pedro Pinto
404a193068
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-18 15:04:44 +00:00
Pedro Pinto
42a59c9c92
Updated release notes.
2018-12-18 15:03:31 +00:00
Pedro Pinto
5078b74f72
Dev doc
2018-12-18 09:22:12 -05:00
Taha Afzal
809bd16e99
added the 0 leg check
2018-12-18 09:03:19 -05:00
Pedro Pinto
04446df8cc
Merge
2018-12-18 13:56:41 +00:00
Taha Afzal
6a1a2d5f0a
organizing around HegderManager 1
2018-12-18 07:12:33 -05:00
John Colvin
d998d3ccbb
SPARK-1933 LadderSettings workaround to avoid overwriting panel/column widths when the user saves new defaults
2018-12-17 18:54:48 -06:00
Kevin Darby
664c1f28ed
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-17 18:05:59 -05:00
Jake Norbut
62892f1fb9
PR - allowing the left panel to shrink just a bit further
2018-12-17 17:01:05 -06:00
Kevin Darby
8e75c80e02
Merged in wheel_login (pull request #120 )
...
RTM - fix SPARK-1914
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-12-17 22:58:04 +00:00
Kevin Darby
aae927d773
gui for new algos
2018-12-17 17:38:22 -05:00
Taha Afzal
b90f6cb45c
all spreader unit tests restored
2018-12-17 16:50:35 -05:00
Taha Afzal
1cc5a77d7f
more tests enabled
2018-12-17 16:39:50 -05:00
Taha Afzal
fb14a9c3af
restoring tests
2018-12-17 16:17:08 -05:00
Jake Norbut
1a2a82eda3
PR suggestion - change price label text (short vs long) based on left panel width
2018-12-17 15:05:13 -06:00
Kevin Darby
00dba92636
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-17 15:36:32 -05:00
Kevin Darby
71147d038c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into wheel_login
2018-12-17 15:34:01 -05:00
Taha Afzal
e82db39f8c
merging from SPARK-1887-speed-up-order-manager
2018-12-17 14:45:54 -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
Kevin Darby
5a5de65292
OCO and Pricer Algos
2018-12-17 13:56:24 -05:00
Pedro Pinto
b706c36edb
Merged master
2018-12-17 13:35:11 -05:00
Jake Norbut
7823972bfd
Fixing smushed check in checkbox
2018-12-17 11:09:19 -06:00
Jake Norbut
f958ee19ad
PR suggestion - Clear visibility
2018-12-17 11:05:28 -06:00
Taha Afzal
dffb9c5320
guard around SpreaderChildOrder::order_key() to deal with in active state
2018-12-17 11:34:48 -05:00
Pedro Pinto
63cbd74744
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-12-17 16:00:20 +00:00
Pedro Pinto
fc78475037
Updated release notes.
2018-12-17 15:59:49 +00:00
Pedro Pinto
3ef42a453a
Merged master
2018-12-17 15:29:18 +00:00
Jake Norbut
469acd23a5
Merged in SPARK-1882 (pull request #119 )
...
RTM - MV filters - reevaluate fitler when data changes
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-12-17 15:26:50 +00:00
Pedro Pinto
d2a0efebd3
Merge branch 'master' into SPARK-1882
2018-12-17 15:13:38 +00:00
Eric Harding
5cde9d55a7
Merged in dev_process (pull request #123 )
...
Verification.md
2018-12-17 15:10:53 +00:00
Eric Harding
ddd08cb036
Merged in api_security (pull request #121 )
...
RTM: Api security
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2018-12-17 15:10:09 +00:00
Pedro Pinto
5bb064197f
Updated release notes
2018-12-17 15:00:33 +00:00
Pedro Pinto
2417c6b57f
Merge branch 'api_security' of bitbucket.org:bluetradesys/spark into api_security
2018-12-17 14:41:25 +00:00
Kevin Darby
a1addee1b3
Merged in cleanup_mdclient (pull request #122 )
...
RTM: Cleanup mdclient - based on api_security branch
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-12-17 14:38:27 +00:00
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
0f7cae6de7
Merged
2018-12-17 14:02:18 +00:00
Taha Afzal
2be4eb1c5c
adding is_permenantly_cancelled to hedger
2018-12-16 22:15:39 -05:00
John Colvin
861bd3ce76
OrderPropertiesEditorVM - fix security_source observable
2018-12-16 14:51:34 -06:00
John Colvin
0c9055873c
Ladder - 'Custom' placeholder AlgoTemplate item for exhange/default order-types
2018-12-16 14:51:34 -06:00
John Colvin
d8e598cf1e
OrderPropertiesEditorVM - fix selected_favorite_algo_template logic in '_on_template_metadata()'
2018-12-16 13:50:59 -06:00
Pedro Pinto
1ff84f26d2
Perf logs.
2018-12-16 18:04:19 +00:00
John Colvin
e97ecffba6
fix build (add '#include <string>' to AlgoServiceUtils.h)
2018-12-15 16:44:52 -06:00
Taha Afzal
175204efdf
removed the init call from Hedger
2018-12-14 17:50:44 -05:00
Jake Norbut
dbd8a7d742
Zoom - proto, settings, UI
2018-12-14 15:06:40 -06:00
Taha Afzal
8894aea1ad
removed the hedge vector from SpreaderBookkeepingData
2018-12-14 13:42:05 -05:00
Kevin Darby
e45123fd76
adding a couple nice auth accessors
2018-12-14 12:08:54 -05:00
Eric Harding
4924a873a2
Merged in emumba_fixes (pull request #126 )
...
RTM: Some fixes for emumba
2018-12-14 17:08:23 +00:00
Jake Norbut
f0ba6b72fc
PR suggestions
2018-12-14 10:10:46 -06:00
Eric Harding
5e6a0799d2
Some fixes for emumba
2018-12-14 10:27:15 -05:00
Jake Norbut
bea84c03f7
PR suggestions for the Thumb - null checks
2018-12-14 09:17:24 -06:00
Jake Norbut
869faa5c6c
fix grid splitter vs ladder status message z order
2018-12-14 08:59:45 -06:00
Taha Afzal
43e82fb8c4
Added HedgerManager that keeps track of activ hedgers
2018-12-13 22:04:56 -05:00
Pedro Pinto
141c28ed78
Allow empty scoped log entry to facilate legacy interop.
2018-12-13 19:48:44 +00:00
Eric Harding
4d9bce82ab
Add 'md channels' tool
2018-12-13 14:43:29 -05:00
John Colvin
f72fc3a195
add is_hidden prop to AlgoDefinitionMetadata, implement in AlgoStudio\Ladder
2018-12-13 13:09:09 -06:00
Pedro Pinto
8428423ff9
Fixed perf_trace.sql ordering.
2018-12-13 19:02:47 +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
dad7d030bc
Perf tools
2018-12-13 07:10:16 -05:00
John Colvin
98fcbdcf3c
AlgoStudio - preserve selected definition through save
2018-12-12 18:24:06 -06:00
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
John Colvin
32bccacc0e
AlgoTemplateToolBar/AlgoStudioView - consolidate/share favorites-toggle-tooltips
2018-12-12 16:20:13 -06:00
Pedro Pinto
9e768b7a24
Merged, added more tools
2018-12-12 16:39:42 -05:00
John Colvin
16d5e687b0
AlgoTemplates - implement template favorites/default
2018-12-12 15:37:01 -06:00
John Colvin
328ff52bcb
ObservableDemuxer - observe IReadOnlyDictionary (not IDictionary)
2018-12-12 15:35:09 -06:00
John Colvin
f0376c02f3
remove unused files (AlgoDefinitionView.xaml/cs)
2018-12-12 15:33:03 -06:00
Jake Norbut
a3774c8d01
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1913
2018-12-12 15:12:16 -06:00
John Colvin
f97ba558b0
DictionaryExtensions - fix AddOrUpdate (missing 'else')
2018-12-12 14:23:39 -06:00
Eric Harding
59a88f76a8
Verification.md
2018-12-12 13:04:11 -05:00
Jake Norbut
24d8929e88
Enforce MinWidth on Ladder cols so they can't be resized into oblivion
2018-12-12 10:53:34 -06:00
Jake Norbut
dcaae15e28
SPARK-1917 - resizable order entry panel
2018-12-12 09:23:45 -06:00
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
John Colvin
6091a7e32b
fix EditStack
2018-12-11 16:30:38 -06:00
Taha Afzal
a048874734
merged from hedge_perf_calc
2018-12-11 17:26:25 -05:00
John Colvin
23c2bc170d
fix IEditableCollectionView.CancelAny() extension (check collection.CanCancelEdit)
2018-12-11 15:20:41 -06:00
John Colvin
9ac63751bc
AlgoTemplateToolBar - display menu items in same order as AlgoStudioWindow
2018-12-11 15:16:36 -06:00
John Colvin
edfa926e95
Ladder AlgoTemplateToolBar - undo/redo cmds, and AddNewItem/Remove behavior
2018-12-11 14:18:15 -06:00
Jake Norbut
6b24745ae8
client with previously saved workspaces should be upgraded with all existing widgets *still* visible
2018-12-11 14:04:28 -06:00
Taha Afzal
a981965fd9
_send_hedge reverted back to its original state, ie without if
2018-12-11 12:51:58 -05:00
Pedro Pinto
c4910f011f
More perf log improvements.
2018-12-11 17:48:34 +00:00
Kevin Darby
0c2593cb20
PR feedback
2018-12-11 12:20:41 -05:00
Jake Norbut
37b4657023
fix little square that clips over buttons when resizing ladder
2018-12-11 10:58:42 -06:00
Taha Afzal
a608b5b99d
added a timer local to the spreader to track intra-spreader perf
2018-12-11 11:32:12 -05:00
Jake Norbut
b1fb6ed06a
Ladder left panel now scrolls when vertical height is small (no scroll viewer visible, taco-style)
2018-12-11 10:08:12 -06:00
John Colvin
770d6a9bf5
fix OrderDetailsPopupControl Content binding
2018-12-11 00:31:22 -06:00
John Colvin
3cbe88498d
accidentally negated LaddersOnThreads (need to fix Snoop!)
2018-12-10 19:35:28 -06:00
John Colvin
79b87ddfbc
AlgoDefinitionTemplateVM - add 'abbreviation' property (for ladder 'favorites' buttons)
2018-12-10 19:23:13 -06:00
John Colvin
5d489d7d9f
restructure Ladder/OrderPropertiesEditorVM to use AlgoDefinition/TemplateVM like AlgoStudio
2018-12-10 19:15:51 -06:00
Jake Norbut
c88db07474
don't shrink Settings button when resizing; fix xaml indentions that were driving me crazy
2018-12-10 17:10:01 -06:00
Kevin Darby
dbea159fa9
spark.exe, spark_sdk.exe, excel all get market data and can send orders
2018-12-10 16:22:50 -05:00
Jake Norbut
b33b671342
Remove 'spacing' rows from Grid so that non-adjacent rows will align properly when neighboring rows are collapsed
2018-12-10 15:21:48 -06:00
Jake Norbut
70570164c7
show/hide tab, protos and settings
2018-12-10 14:58:21 -06:00
Kevin Darby
9338328b1f
Merge branch 'api_security' of bitbucket.org:bluetradesys/spark into cleanup_mdclient
2018-12-10 12:42:17 -05:00
Kevin Darby
70db5ceb10
added spark_md_last to excel
2018-12-10 12:19:16 -05:00
Kevin Darby
e07d602cf5
client MD refactor
2018-12-10 12:13:11 -05:00
Pedro Pinto
077505509a
Improved perf logging.
2018-12-09 19:14:53 +00:00
John Colvin
dc51ae7712
hook AlgoTemplates up to ladder
2018-12-08 15:22:36 -06:00
John Colvin
0100cf90f2
UserSettingsHub - wrap persist calls in try/catch and log exceptions
2018-12-08 13:26:02 -06:00
Taha Afzal
fd85f0507c
added _keep_hedging_path_hot to keep calling compute hedge on book update
2018-12-08 10:54:28 -05:00
John Colvin
0e3bd92601
AlgoStudio - add 'is_dirty' icon trigger
2018-12-08 01:03:01 -06:00
John Colvin
22916a6133
AlgoDefinitionTemplateVM - fix load_from id exception-assertion
2018-12-08 00:59:33 -06:00
John Colvin
38d400b81c
hook up AlgoStudio to the real AlgoService
2018-12-07 21:16:35 -06:00
Kevin Darby
24f0b48f9d
revamp MarketDataClient to use same MD as shell
2018-12-07 18:13:57 -05:00
Pedro Pinto
30ed5b296e
Fixed reentrancy issues with new direct order interaction.
2018-12-07 22:52:48 +00:00
John Colvin
25609abc64
trying to fix build
2018-12-07 16:09:30 -06:00
John Colvin
d821adf299
trying to fix build...
2018-12-07 15:55:13 -06:00
Taha Afzal
b7a620d30e
added logs and new test
2018-12-07 16:07:13 -05:00
John Colvin
31d6c1cac3
AlgoTemplates - trying to fix the build (we have a post-merge chicken/egg dilemma)
2018-12-07 15:03:12 -06:00
Eric Harding
dcee2930f5
Fix F# warnings
2018-12-07 15:47:43 -05:00
Eric Harding
1b2aeee069
Update AdminServiceServer to use AuthenticatedAdminServiceBase
2018-12-07 15:33:28 -05:00
Eric Harding
c4393637e7
Update ApiGateway to copy input token
2018-12-07 15:33:12 -05:00
John Colvin
b876e9f326
AlgoStudio - nail some work in-flight (this version is fairly stable)
2018-12-07 13:40:51 -06:00
John Colvin
ae3fc51603
ViewModelBase.Property<T> - observe_current uses delegate to get initial value, so it is always up-to-date
2018-12-07 13:40:51 -06:00
John Colvin
bf290ec5c5
HierarchicalOrderTypeVM - _mk_selector() returns IOrderTypeSelector
2018-12-07 13:40:51 -06:00
John Colvin
83454a3dd7
LeanOrderVM - fix typeo in constructor
2018-12-07 13:40:50 -06:00
John Colvin
db4cdd0100
AlgoStudioView - restyle TreeView
2018-12-07 13:40:50 -06:00
John Colvin
c5bfe7b6fe
AlgoTemplates - ProtoBufDictionaryServer save_all updates new-ids, crushes duplicate keys
2018-12-07 13:40:50 -06:00
John Colvin
32aeba7f52
AlgoStudio - newly added templates are automatically selected
2018-12-07 13:40:50 -06:00
Eric Harding
04dadc46d5
ServiceContext.token needs more atomic
2018-12-07 14:38:22 -05:00
Pedro Pinto
b64cd3b031
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-07 19:17:01 +00:00
Pedro Pinto
5e1c4143db
Improved speed and robustness of perf log.
2018-12-07 19:16:41 +00:00
Eric Harding
ba4b6aa1ff
Update QueryServer to use AuthenticatedMarketDataRelayBase
2018-12-07 13:39:58 -05:00
Eric Harding
ad8e803a8c
SPARK-1901 C++ AuthToken* is unwieldy. Replace with empty token
2018-12-07 13:20:31 -05:00
Eric Harding
601eec3ddb
Convert shell to log into the context
2018-12-07 11:44:43 -05:00
Eric Harding
38edcb27f1
Token must not be treated as null terminated string
2018-12-07 11:44:34 -05:00
Eric Harding
e1b638a4b6
ServiceContext.login() needs to return more information
2018-12-07 08:55:35 -05:00
Taha Afzal
f27e6b090c
Merge branch 'composite_algo_service' into algo-templates-v1
2018-12-06 15:24:52 -05:00
Kevin Darby
b80fe1e748
moved admin model down for some changes upstream
2018-12-06 15:07:24 -05:00
Kevin Darby
0419d084f4
moved co2 stuff down to spark_api to refactor or remove MarketDataClient.cs
2018-12-06 15:01:40 -05:00
Eric Harding
f26faa5676
merge from master
2018-12-06 14:54:36 -05:00
Eric Harding
09d4d1f907
SPARK-1901 ServiceContext.login( existing token).
2018-12-06 14:09:50 -05:00
Jake Norbut
bdbf7e53e8
more PR edits
2018-12-06 12:48:32 -06:00
Eric Harding
9c5ddba7f7
SPARK-1901 'real' aes
2018-12-06 12:07:16 -05:00
Michael Harding
91dab2c841
Add timeout to perf trace ui
2018-12-06 10:22:53 -05:00
Pedro Pinto
8cfca8e40e
Corrected channel in correlation id.
2018-12-05 23:31:26 +00:00
Pedro Pinto
9cb619d374
Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager
2018-12-05 22:11:03 +00:00
Jake Norbut
fba8233c63
Removing PnLPriceCell which is no longer used after previous PR edits
2018-12-05 16:09:53 -06:00
Jake Norbut
631158ebbc
PR suggestions
2018-12-05 16:07:44 -06:00
Pedro Pinto
5f12e2f1b2
Retrofied new perf log to stats web page.
2018-12-05 22:05:57 +00:00
Pedro Pinto
807f8b5876
Retrofied new perf log to stats web page.
2018-12-05 22:03:39 +00:00
John Colvin
1b897529c4
Merge remote-tracking branch 'origin/master' into algo-templates-v1
2018-12-05 16:00:19 -06:00
Pedro Pinto
e6a9c7e433
Merged.
2018-12-05 21:52:49 +00:00
Pedro Pinto
096787d710
Merge
2018-12-05 16:50:48 -05:00
John Colvin
83ea765cc1
AlgoStudioWindow
2018-12-05 15:43:08 -06:00
John Colvin
be63415127
IconExtension - return 'Image' (not ImageSource) for MenuItem.Icon
2018-12-05 15:40:55 -06:00
John Colvin
5763b7fcb4
SparkWindow - change SPARK_MENU_COLLAPSED_WIDTH from 52 -> 54
2018-12-05 15:40:55 -06:00
John Colvin
9f0f6d650c
OrderTypeBrushConverter - add DefaultBrush property, convert from type IOrderType or OrderMetadata
2018-12-05 15:40:55 -06:00
John Colvin
db916ed7c7
PriceEntryControl - round with 'decimal' to avoid precision-loss
2018-12-05 15:40:55 -06:00
John Colvin
c47bd12b54
introduce EditStack
2018-12-05 15:40:54 -06:00
John Colvin
04943659fb
introduce PropertyChangedDemuxer (impls Observer pattern for single-property subscriptions)
2018-12-05 15:40:54 -06:00
John Colvin
bd855a00d1
introduce ObservantSparkCommandCommand
2018-12-05 15:40:54 -06:00
John Colvin
951b5ffb61
SparkCommand - hook up CanExecuteChanged/TitleChanged events
2018-12-05 15:40:54 -06:00
John Colvin
a1e17b6ab5
introduce EditableTextBlock (Control)
2018-12-05 15:40:54 -06:00
John Colvin
668a9c950b
tools for local-file-based IAlgoTemplateService (for dev purposes)
2018-12-05 15:40:54 -06:00
Eric Harding
0468fe4f4d
Add AuthToken unit tests
2018-12-05 15:37:40 -05:00
Eric Harding
69b75c5f5e
SPARK-1901 Protobuf doesn't want null here
2018-12-05 14:08:28 -05:00
John Colvin
b08497a56f
Icons.cs - freeze icons created via geometry-resource-keys
2018-12-05 13:03:12 -06:00
John Colvin
c451b59385
AlgoStudio - new icons
2018-12-05 13:02:19 -06:00
Eric Harding
5626614e2d
SPARK-1901 Delegates don't do anything if they aren't used
2018-12-05 13:54:21 -05:00
Eric Harding
67d0a0351a
SPARK-1901 Fix race with server startup in c# api client
2018-12-05 13:36:20 -05:00
Eric Harding
97925a82d4
SPARK-1906 - C++ client
2018-12-05 13:35:57 -05:00
Eric Harding
0bdd2dfca0
Api: centralize formatting stream topic+qualifier
2018-12-05 11:33:13 -05:00
Eric Harding
a0c572ef2e
Remove generated call to format_qualifier
2018-12-05 11:08:25 -05:00
Eric Harding
b5c24880a1
SPARK-1901 - Send qualifier to stream access check
2018-12-05 10:51:37 -05:00
Pedro Pinto
31c8a50200
Merged from master
2018-12-05 14:11:40 +00:00
Pedro Pinto
0219dd2013
First cut at replacing log calls with new perf log.
2018-12-05 14:07:05 +00:00
Kevin Darby
91cb215b09
fix SPARK-1914
2018-12-04 18:11:34 -05:00
Pedro Pinto
4446ef0f57
Recoverd perflog
2018-12-04 16:52:22 -05:00
Pedro Pinto
41d662b3ba
Improving trace logs
2018-12-04 16:30:06 -05:00
Jake Norbut
05d0eee8c7
MV filters - reevaluate fitler when data changes
2018-12-04 14:45:08 -06:00
Pedro Pinto
93abf315a3
Added dev process doc.
2018-12-04 20:01:25 +00:00
Taha Afzal
48c1b43443
Merge branch 'master' into composite_algo_service
2018-12-04 14:03:08 -05:00
Taha Afzal
0e71f0221e
Using the stateful publisher with keep_state=true
2018-12-04 13:57:06 -05:00
Taha Afzal
d729f59983
Added the service tor un
2018-12-04 13:06:12 -05:00
Taha Afzal
af60d6695e
comments an a couple of flushes missing
2018-12-03 19:28:51 -05:00
Taha Afzal
399e1a6c33
Modified StatefulPublisher to optionally have state, and piggybacking on for state
2018-12-03 19:00:04 -05:00
Kevin Darby
0d706efb10
Merged in sdk_doc (pull request #114 )
...
Sdk doc - Ready to merge
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-12-03 22:52:35 +00:00
Pedro Pinto
73fe142904
Merged from master
2018-12-03 17:51:04 -05:00
Pedro Pinto
8668c54784
Updated release notes
2018-12-03 17:49:44 -05:00
Kevin Darby
f29e04751d
Merged in SPARK_1909 (pull request #118 )
...
added to release_notes, SPARK-1909
2018-12-03 22:43:39 +00:00
Pedro Pinto
f9f64c23c1
Merge branch 'sdk_doc' of bitbucket.org:bluetradesys/spark into sdk_doc
2018-12-03 22:37:39 +00:00
Pedro Pinto
d3e9f15e99
--no-undefined is a link flag, not a compilation flag.
...
this was breaking the clang build.
2018-12-03 22:36:29 +00:00
Eric Harding
112a5703e0
SPARK-1906 Stream Auth : C++ Server
2018-12-03 17:35:01 -05:00
Kevin Darby
6dba376e8b
PR feedback
2018-12-03 17:21:46 -05:00
Kevin Darby
99b380a9f3
added to release_notes, SPARK-1909
2018-12-03 16:59:10 -05:00
Pedro Pinto
175061a81e
Merged
2018-12-03 16:44:47 -05:00
Eric Harding
3daad4f7e7
Merged in SPARK-1512 (pull request #113 )
...
SPARK-1512 Allow the same name for a new spread when previous one was deleted
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-12-03 21:39:37 +00:00
Kevin Darby
8bcf2fde87
Merge branch 'master' of bitbucket.org:bluetradesys/spark into sdk_doc
2018-12-03 16:05:42 -05:00
Pedro Pinto
a5d20157f0
Merged
2018-12-03 15:51:07 -05:00
Kevin Darby
d3deac46d4
Merged in fix_mics (pull request #98 )
...
Fix mics - Ready to Merge
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-12-03 20:45:57 +00:00
Eric Harding
288e8a364a
Merged in no_mono (pull request #116 )
...
No mono - ready to merge
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2018-12-03 20:08:17 +00:00
Eric Harding
61c6d0513c
Merged in SPARK-1907 (pull request #117 )
...
SPARK-1907 fix crash on server start due to failure to check Result success
2018-12-03 19:48:12 +00:00
Eric Harding
b0f2b8e906
SPARK-1907 fix crash on server start due to failure to check Result success
2018-12-03 14:22:27 -05:00
Pedro Pinto
c194e76e46
Merge branch 'fix_mics' of bitbucket.org:bluetradesys/spark into fix_mics
2018-12-03 18:58:28 +00:00
Eric Harding
e7f8cfaec1
Merged master into no_mono
2018-12-03 13:53:35 -05:00
Kevin Darby
0aa4f80752
add mics deployment notes to ops_notes
2018-12-03 11:26:59 -05:00
Pedro Pinto
b8eecfd853
Merge branch 'master' into fix_mics
2018-12-03 15:50:39 +00:00
Jake Norbut
2960ff0996
Merged in jetfix_tools (pull request #110 )
...
iLink purge - removing purged MBX session; adding output for CGW config prints
2018-12-03 15:42:43 +00:00
Michael Harding
a071b62560
Merged in Documentation (pull request #109 )
...
Documentation
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-12-03 15:41:45 +00:00
Pedro Pinto
95004adbad
Cleaned up release notes
2018-12-03 15:39:56 +00:00
Pedro Pinto
f28334f551
Merge branch 'master' into Documentation
2018-12-03 15:39:03 +00:00
Eric Harding
718a12200b
Merged in SPARK-954 (pull request #111 )
...
SPARK-954
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-12-03 15:36:10 +00:00
Pedro Pinto
d6dab59254
Updated release notes
2018-12-03 15:25:13 +00:00
Pedro Pinto
9e6bdf74f6
Merge branch 'master' into SPARK-954
2018-12-03 15:14:48 +00:00
Pedro Pinto
030a8d5614
Updated release notes
2018-12-03 15:05:35 +00:00
Pedro Pinto
39946baf94
Merged master
2018-12-03 09:57:51 -05:00
Jake Norbut
19be7d7740
Merged in SPARK-1880 (pull request #115 )
...
Security order in synthetic creation follows grid sort
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-12-03 14:49:33 +00:00
Pedro Pinto
37856b9768
Fixed release notes merge
2018-12-03 09:48:22 -05:00
Pedro Pinto
dd2067802f
Merged master
2018-12-03 09:47:42 -05:00
Eric Harding
de6c53a765
Merged in SPARK-1902 (pull request #112 )
...
SPARK-1902 OrderRecordTupleSource Iterator invalidated
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-12-03 14:41:46 +00:00
Pedro Pinto
b2a20b47ff
Updated release notes.
2018-12-03 14:37:20 +00:00
Taha Afzal
e7dfe4f8ce
filled in the complete service (without publishing yet)
2018-12-03 09:36:16 -05:00
Jake Norbut
be16bc2a27
PR - adding 1.4.2 release notes section and documenting this under bug fixes
2018-12-03 08:23:13 -06:00
Eric Harding
71c66f127d
What about this?
2018-12-03 08:46:53 -05:00
Kevin Darby
4987fc9fc1
this?
2018-12-02 21:20:00 -05:00
Kevin Darby
16a4c315a2
PR comments
2018-12-02 11:05:21 -05:00
Eric Harding
71619c2e15
web build script should check for npx and paket at start
2018-12-01 22:35:58 -05:00
Eric Harding
5392b706df
Remove web dependency on mono
2018-12-01 12:33:55 -05:00
Kevin Darby
cbda28c8b7
save some build time, only generate package on release build
2018-11-30 18:37:11 -05:00
Kevin Darby
3956455e81
readme typo
2018-11-30 17:42:40 -05:00
Eric Harding
955b9d1fec
SPARK-1901 Additional expunging of structured qualifier
2018-11-30 17:32:54 -05:00
Eric Harding
d652646e93
SPARK-1906 Stream Auth : C# Server
2018-11-30 17:22:42 -05:00
Kevin Darby
76eb541878
Eric removed the dependency on defaults, I'm cleaning up all the places we try to copy them
2018-11-30 17:21:50 -05:00
Eric Harding
86199755f5
SPARK-1906 Stream Auth : C# Client
2018-11-30 17:05:37 -05:00
Kevin Darby
d17c56b799
Merge branch 'static_defaults' of bitbucket.org:bluetradesys/spark into sdk_doc
2018-11-30 16:29:04 -05:00
Eric Harding
e3795f9498
This file is obsolete and producing warnings
2018-11-30 16:14:40 -05:00
Kevin Darby
8da2569a27
permanent fix for bts_trace-- the definition is in sparklib now, not in sparkd, market_datapublisher_example, etc
...
this setup will allow us to run .net from linux if we copy the libspark.so to the right place
2018-11-30 16:14:05 -05:00
Eric Harding
d68156f214
Remove api stream "structured qualifiers". Nobody uses this feature and it is very fragile
2018-11-30 15:56:49 -05:00
Eric Harding
a598188c14
Load defaults from program segment instead of files
2018-11-30 15:21:43 -05:00
Eric Harding
3648f18a09
Generate an include file with the defaults text as as a string
2018-11-30 15:05:23 -05:00
Eric Harding
895bf3be6a
Add AuthenticatedServiceBase class C#
2018-11-30 14:08:44 -05:00
Eric Harding
860132469f
Add AuthenticatedServiceBase base class to opt in to service authentication
2018-11-30 13:37:37 -05:00
Eric Harding
e1568c1e67
SPARK-1905 Attach token to api request header (c++)
2018-11-30 11:24:58 -05:00
Eric Harding
f4ee9434cc
Rename Result.result to Result.value() to match c#
2018-11-30 11:24:03 -05:00
Eric Harding
3bbef9f328
SPARK-1905 Attach token to api header C#
2018-11-30 11:22:31 -05:00
Kevin Darby
736e051225
works on linux, let's see if this is sustainable
2018-11-30 10:59:11 -05:00
Kevin Darby
e007958afd
testing linux
2018-11-30 10:08:48 -05:00
Jake Norbut
1682513af1
PR edits, Dicts intsead of HashSets
2018-11-30 09:02:39 -06:00
Taha Afzal
46d317f289
added helper functions
2018-11-30 09:05:16 -05:00
Pedro Pinto
d3043e9a19
Internalized ExecutionGateway inside OrderManager.
2018-11-30 01:55:27 +00:00
Taha Afzal
c28251b9e8
create_composite_algo
2018-11-29 19:20:49 -05:00
Kevin Darby
cc7e66aa61
looks like excel will work in the sdk now
2018-11-29 16:46:42 -05:00
Eric Harding
c6b494db16
Move AuthToken type to apicore
2018-11-29 16:34:33 -05:00
John Colvin
15ac6d3656
ViewModelBase - fix 'Set()' overload
2018-11-29 15:18:59 -06:00
Jake Norbut
cea153df5a
Security order in synthetic creation follows grid sort
2018-11-29 14:36:14 -06:00
Pedro Pinto
e8f797739c
Internalized inter order communication in OrderManager.
...
For speed and control over event priority.
2018-11-29 20:29:49 +00:00
Kevin Darby
9903b340a6
added brian's excel
2018-11-29 15:05:55 -05:00
Eric Harding
fc5e4039b2
SPARK-1907 .value() on failed result should be null instead of an exception that nobody will remember to catch
2018-11-29 14:59:43 -05:00
Eric Harding
d6c1285ada
SPARK-1901 Rename UserService->AuthService
2018-11-29 14:55:09 -05:00
Kevin Darby
f07b272cff
client side stuff works on .netcore2
2018-11-29 12:50:45 -05:00
Taha Afzal
cad705974e
Added service server skeleton
2018-11-29 12:43:46 -05:00
Kevin Darby
9d74a9d114
sever side stuff updated with group feedback
2018-11-29 11:39:15 -05:00
Taha Afzal
f04b22fbb5
Added the service protos and interface
2018-11-29 10:14:43 -05:00
Kevin Darby
e8f9bb8226
slight change to windows batch
2018-11-29 09:38:07 -05:00
Eric Harding
033c1ec5de
Add timestamp option to servicetail
2018-11-29 09:37:55 -05:00
Kevin Darby
7fd2c075a1
added excel to client side sdk
2018-11-28 23:24:50 -05:00
John Colvin
9b0e8175aa
OrderDataHelper - move exchange/spreader_order_type[] members from OrderFactory -> OrderDataHelper
2018-11-28 17:52:29 -06:00
Kevin Darby
125773b840
client side sdk to gh
2018-11-28 18:33:10 -05:00
John Colvin
2c28285e69
OrderDataHelper - make default (algo/Custom)OrderDefinition factory methods static
2018-11-28 17:09:51 -06:00
Eric Harding
4cb743004b
Move service tailer to it's own top level command
2018-11-28 18:00:55 -05:00
Eric Harding
9dbc9df2a4
Add "sparkcmd service --tail=ServiceName.stream" to watch service updates in the console
2018-11-28 17:12:30 -05:00
John Colvin
f5852175fd
OrderTicket - set OrderDetailsPopupControl DataContext to properties_vm (make bindings in ControlTemplate work for ladder and ticket)
2018-11-28 15:53:15 -06:00
John Colvin
fd0236920a
AlgoTemplatesToolBar - hide menu items in OrderTicket
2018-11-28 15:38:33 -06:00
John Colvin
890bedf05d
create AlgoTemplateFavoriteButtonsView (use in LadderView.xaml)
2018-11-28 15:21:14 -06:00
John Colvin
a3e5f3a1f4
AlgoTemplateToolBar - don't allow selection to change during save/rename
2018-11-28 14:22:11 -06:00
John Colvin
685499b3c8
AlgoTemplateToolBar.xaml.cs - remove some unneccesary comments/code
2018-11-28 14:22:10 -06:00
Kevin Darby
7c1016d940
script to set up client side sdk
2018-11-28 14:26:55 -05:00
Pedro Pinto
a5c0c95e4e
Reduced allocations when creating a new order.
2018-11-28 18:32:15 +00:00
John Colvin
5e7e7d4e68
OrderPropertiesEditorVM - more refactoring (use new CompositeDisposable)
2018-11-28 11:49:51 -06:00
John Colvin
831ca6d4ed
minor refactoring
2018-11-28 11:36:32 -06:00
Eric Harding
43198f9602
SPARK-1512 Allow the same name for a new spread when previous one was deleted
2018-11-28 10:24:15 -05:00
Eric Harding
8b1a195121
SPARK-1512 Fix iterator invalidation bug in MDSource
2018-11-28 10:23:30 -05:00
Pedro Pinto
308c5e5579
Added some experimental stuff.
2018-11-28 14:21:50 +00:00
Eric Harding
1cde234be4
SPARK-1902 OrderRecordTupleSource Iterator invalidated
2018-11-28 09:00:08 -05:00
John Colvin
75fe64fbd1
undo accidental change in LadderWindowFactory
2018-11-28 00:12:36 -06:00
John Colvin
2f3595365c
implement AlgoTemplate 'Favorites' in Ladder/OrderPropertiesEditorVM
2018-11-27 23:58:58 -06:00
John Colvin
6fdd6585ba
OrderDataHelper - introduce assign_security() and with_security() methods
2018-11-27 23:58:58 -06:00
John Colvin
68febc438b
introduce DeferrableActionWrapper
2018-11-27 23:58:58 -06:00
John Colvin
c464f302d8
introduce AutoRaiseCanExecuteChanged wpf-behavior
2018-11-27 23:58:58 -06:00
John Colvin
808590d02b
introduce ObservableKeyedCollection
2018-11-27 23:58:58 -06:00
John Colvin
29fda69335
ViewModelBase - remove IEquatable<T> constraint on Set<T>()
2018-11-27 23:58:58 -06:00
John Colvin
245e6f618d
introduce IDefaultableSettings to WindowSettingsManager
2018-11-27 23:58:58 -06:00
John Colvin
f3addcc8d4
TriggerOrderVM - check for null security/child_order in assign_to()
2018-11-27 23:58:58 -06:00
John Colvin
b785d7115b
SelectorProperty 'Changed' event was being invoked with incorrect 'oldval' param
2018-11-27 23:58:58 -06:00
John Colvin
c0d298a76e
QuantityMeasureControl should use QuantityMeasureImmutable
2018-11-27 23:58:58 -06:00
John Colvin
0c0ebc8c30
new [MarkupExtension]IconExtension
2018-11-27 23:58:58 -06:00
Kevin Darby
bba6da76fb
straighten up readme and github scripts
2018-11-27 17:31:16 -05:00
Kevin Darby
0f68a7f56b
added a little doc and some scripts to help the sdk
2018-11-27 15:48:55 -05:00
Brian Muhr
a4963f8bd9
Spreader.md edited online with Bitbucket
2018-11-27 20:35:51 +00:00
Eric Harding
58a762a18a
merge from master
2018-11-27 14:08:51 -05:00
Eric Harding
90c13d526a
Additional synthetic tests
2018-11-27 14:03:37 -05:00
Eric Harding
743d8e0e81
Add round_to_quote_price for IntPrice
2018-11-27 13:44:18 -05:00
Kevin Darby
eb7a79488f
starting sdk docs
2018-11-26 18:22:35 -05:00
Jake Norbut
3dd7b9638b
HMAC update after iLink purge and new CGW ilink
2018-11-26 15:23:39 -06:00
Jake Norbut
771d4976e9
iLink purge - removing purged MBX session; adding output for CGW config prints
2018-11-26 15:11:01 -06:00
Eric Harding
f0a08c6f83
Rename some functions for easier profiling
2018-11-26 13:43:11 -05:00
Kevin Darby
c7097faba2
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-11-26 13:42:41 -05:00
Michael Harding
e9a341a013
Pass manual through a grammer checker
2018-11-26 12:57:08 -05:00
Michael Harding
15839ba75d
Add videos to manual
2018-11-26 10:55:48 -05:00
Eric Harding
cd0b24c16a
Add 'allblank' synthetic merge test
2018-11-26 09:44:46 -05:00
John Colvin
2d890d6258
fix LocalFileAlgoTemplateService
2018-11-25 22:28:41 -06:00
Pedro Pinto
67b5aa7f15
Merge
2018-11-25 11:43:21 -05:00
Pedro Pinto
70bcf3ff0d
Refactored OM to allow speed up.
2018-11-25 16:37:28 +00:00
John Colvin
de8c920a8c
AlgoTemplates (version 1) - introduce ladder/ticket algo-template-popup ui
2018-11-24 18:50:12 -06:00
John Colvin
ac45041131
new icons for AlgoTemplates
2018-11-24 17:55:01 -06:00
John Colvin
6cb7be3210
OrderTypeVMs - assign_to(CustomOrderDefinition) populates the definition even if the vm has errors (so templates can detect differences)
2018-11-24 17:55:01 -06:00
John Colvin
7c059127a7
introduce IAlgoTemplateService
2018-11-24 17:31:21 -06:00
John Colvin
ff10fa3c81
introduce AlgoTemplate proto message
2018-11-24 17:23:07 -06:00
John Colvin
b56a29b33d
OrderTypeVMs - implement load_from(CustomOrderDefinitionImmutable)
2018-11-24 17:21:21 -06:00
John Colvin
bc977adc15
Merge branch 'algo-templates'
2018-11-24 16:39:09 -06:00
Pedro Pinto
5dfca66665
Refactored OM to allow speed up.
2018-11-24 21:53:22 +00:00
Pedro Pinto
5e1fd41935
Ran clang-format.
2018-11-24 20:26:39 +00:00
Pedro Pinto
ef00559f1e
Removed unused OrderManager codes.
2018-11-24 18:43:06 +00:00
Pedro Pinto
7151619645
Dev docs.
2018-11-24 16:35:39 +00:00
Pedro Pinto
684c4037b6
Fixed clang build.
2018-11-24 16:34:41 +00:00
Eric Harding
97a50faf16
Switch from precise to pessimistic(tt) building of synthetic books
2018-11-23 16:31:04 -05:00
Eric Harding
ca2a6a1e60
SPARK-954 Update synthetic book merge to floating point sizes
2018-11-23 11:29:35 -05:00
Eric Harding
61a112c221
Add a short sleep to watch_tests
2018-11-21 14:11:04 -05:00
Eric Harding
8e079a970f
Update watch_tests.sh to not try to build. Just run when sparkd changes
2018-11-20 19:31:57 -05:00
Eric Harding
a4bc22fc3b
Add std=c++1z to sdk build script
2018-11-20 17:19:03 -05:00
Kevin Darby
0f81ce1716
hopefully last fix for fix_mics
...
Enforce at least 1 account selection on User Creation. One can currently create a User and not assign any Account Permissions. If you do this, you as the creator of said user will not see the user in your UI.
Also if a user can't add users he can't clone or remove them either
2018-11-20 17:16:50 -05:00
Eric Harding
97deb63deb
Merged in simplify_md_sdk (pull request #102 )
...
Simplify md sdk
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-11-20 21:56:17 +00:00
Eric Harding
a3b91a4363
Should have included exchange key in Shmdump
2018-11-20 16:55:55 -05:00
Eric Harding
2551a0f11e
Code review feedback
2018-11-20 16:19:11 -05:00
Eric Harding
2f5b06b628
merge from master
2018-11-20 16:08:19 -05:00
Pedro Pinto
575195c67a
Updated release notes.
2018-11-20 20:51:52 +00:00
Jake Norbut
9c20fe892e
Merged in tabs (pull request #106 )
...
Tabs
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-11-20 20:37:09 +00:00
Taha Afzal
4b626a160d
Merged in SPARK-1879_risk_check (pull request #104 )
...
SPARK-1879 risk check
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-11-20 19:35:01 +00:00
Pedro Pinto
bfef852de7
Merged in trim_account_name_fix (pull request #105 )
...
Trimmed account name from fill record.
2018-11-20 19:16:57 +00:00
Jake Norbut
dbb859cce9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into tabs
2018-11-20 13:05:51 -06:00
Michael Harding
abb451349c
Merged in perf_trace_unique_sessions (pull request #108 )
...
Fix unique sessions filter
2018-11-20 18:12:25 +00:00
Michael Harding
e77ecaa48c
Fix unique sessions filter
2018-11-20 13:08:51 -05:00
Eric Harding
1895a75bc7
Merged in journal_mode_off_is_stupid (pull request #107 )
...
Switch journal mode to WAL instead of OFF because off is stupid
2018-11-19 22:19:36 +00:00
Eric Harding
0da184ab73
SPARK-954 add unit test
2018-11-19 17:19:22 -05:00
Eric Harding
f9357d0860
Switch journal mode to WAL instead of OFF because off is stupid
2018-11-19 17:05:37 -05:00
Jake Norbut
f7bd209efa
Deleting the right 0-sized file this time; still no idea how this was created
2018-11-19 14:41:27 -06:00
Jake Norbut
f794ffdace
Git thought this file was 0 sized but it's not; i'm confused
2018-11-19 14:27:44 -06:00
Jake Norbut
504323d5b7
I don't know how this empty file was added
2018-11-19 14:18:58 -06:00
Jake Norbut
9450a952d4
CMakeDeps.cmake, of course
2018-11-19 13:55:12 -06:00
Jake Norbut
62394d0e71
Merge branch 'master' of bitbucket.org:bluetradesys/spark into tabs
2018-11-19 13:51:38 -06:00
Jake Norbut
8d9697d06d
SPARK-1804
2018-11-19 13:46:05 -06:00
Kevin Darby
d4744d300b
jakes #7
2018-11-19 14:19:00 -05:00
Kevin Darby
9b7275e713
let's see if I can get this by Jake
2018-11-19 14:11:28 -05:00
John Colvin
e958564228
Merged master into algo-templates
2018-11-19 11:45:47 -06:00
Kevin Darby
51ed3a4c2c
some of jake's feedback
2018-11-19 12:02:02 -05:00
Taha Afzal
d9e967610e
static casting uint to int before passing it to a function that takes in ints
2018-11-19 10:44:03 -05:00
Pedro Pinto
2cfbd655cb
Trimmed account name from fill record.
...
At some point in the past this was saved with spaces to the side of
it, and that messes up matching with the account names. The implicit
assumption is that we will never want account names with spaces at the
end.
2018-11-19 15:43:44 +00:00
Taha Afzal
3ed5e5275e
Merge branch 'master' into SPARK-1879_risk_check
2018-11-19 10:22:45 -05:00
Pedro Pinto
d997aeca1e
Merged in QBConnection_fix (pull request #103 )
...
Fixed bug in quickbus handling of broken connections.
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-11-19 14:12:04 +00:00
Pedro Pinto
3b371f3588
Fixed bug in quickbus handling of broken connections.
2018-11-19 13:54:48 +00:00
Kevin Darby
256b296521
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-11-16 23:14:43 -05:00
Eric Harding
38668f8de1
Code review feedback
2018-11-16 13:09:05 -05:00
Pedro Pinto
b68aaa0a00
Merged
2018-11-16 11:50:18 -05:00
Pedro Pinto
36e58378e4
Made DynamicIcebergOrder only available in dev.
2018-11-16 16:40:13 +00:00
Pedro Pinto
0ef2378dc9
Updated release notes.
2018-11-16 16:40:01 +00:00
Michael Harding
d1d4a1bfb7
Update release notes
2018-11-16 11:38:55 -05:00
Eric Harding
e22649c19d
Merge branch 'master' of bitbucket.org:bluetradesys/spark into simplify_md_sdk
2018-11-16 11:23:51 -05:00
Eric Harding
25f749bb0c
Simplify md security key generation for spreads.
2018-11-16 11:23:01 -05:00
Pedro Pinto
e45ee1730e
Merged SPARK-1799-add-hedge-perf-traces into master
2018-11-16 11:00:11 -05:00
Pedro Pinto
6bd3c6b0ca
Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces
2018-11-16 15:56:02 +00:00
Michael Harding
6f65a958ae
Only show total for requotes in perf_trace UI
2018-11-16 10:25:25 -05:00
Pedro Pinto
53a4ab4974
Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces
2018-11-16 14:23:25 +00:00
Taha Afzal
6e4ed3f328
for the first time at start up, net pos is enforced
2018-11-15 17:25:10 -05:00
Taha Afzal
4a292c8030
limit enforcing logic added
2018-11-15 17:25:10 -05:00
Michael Harding
29fbfd4479
SPARK-1877: product not security
2018-11-15 16:35:14 -05:00
Michael Harding
500e5d508a
SPARK-1879: riskLimitEnforcement radio buttons
2018-11-15 14:51:09 -05:00
Taha Afzal
396ac023c4
adding field to proto
2018-11-15 13:33:41 -05:00
Michael Harding
e32f40caee
Fix session handling in perf_trace ui
2018-11-15 10:34:56 -05:00
Eric Harding
4b3cdf9ca4
Add tests for SecurityIDRecorder += SpreadResolver
2018-11-14 19:58:31 -05:00
Eric Harding
2fc4c8bd60
Move sqlite_utils.h out of utils:: namespace
2018-11-14 19:13:23 -05:00
Pedro Pinto
47e7d69897
Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces
2018-11-14 22:06:54 +00:00
Pedro Pinto
4f830cdd40
Removed obsolete stats.
2018-11-14 22:06:39 +00:00
Michael Harding
00e9de3b1e
Hedges only shows total
2018-11-14 17:03:31 -05:00
Pedro Pinto
ddb4e55d13
Changed public to protected member access
2018-11-14 21:36:31 +00:00
Kevin Darby
7e0d79ac68
Merge branch 'master' of https://bitbucket.org/bluetradesys/spark into fix_mics
2018-11-14 15:17:59 -06:00
Pedro Pinto
c2dfcbe343
Made sql store a bit more tolerant to errors.
2018-11-14 20:56:41 +00:00
John Colvin
53834f9910
OrderSelector - remove redundant raise_property_changed call
2018-11-14 14:37:25 -06:00
John Colvin
52856c44bf
decouple OrderSelector from HierarchicalOrderTypeVMBase
2018-11-14 14:28:51 -06:00
Pedro Pinto
582fffb1f4
Merged master
2018-11-14 11:02:56 -05:00
Pedro Pinto
e67756d055
Merge branch 'prod'
2018-11-14 15:58:58 +00:00
John Colvin
e881c07181
HierarchicalOrderTypeVM - fix typeo
2018-11-14 00:58:53 -06:00
John Colvin
c507d01a93
HierarchicalOrderTypeVMBase - group public methods together
2018-11-14 00:56:10 -06:00
John Colvin
81edd460e0
factor out more common hierarchical selection behavior
2018-11-14 00:54:17 -06:00
Kevin Darby
42b73006a8
AdminReport.cpp edited online with Bitbucket
2018-11-13 23:06:47 +00:00
Kevin Darby
2fc85d6810
AdminReport.cpp edited online with Bitbucket
2018-11-13 22:55:17 +00:00
Pedro Pinto
141e1a4ea0
Fixed build.
2018-11-13 22:41:54 +00:00
Pedro Pinto
097db2f340
Merged master
2018-11-13 17:17:18 -05:00
Pedro Pinto
b49c764c54
Sped up hedging.
2018-11-13 22:15:30 +00:00
Michael Harding
385387b739
Merge master into fix_mics
2018-11-13 16:11:04 -05:00
Eric Harding
87218962e1
Update md publisher SDK sample - FixedSpreadSecurity
2018-11-13 15:47:39 -05:00
Eric Harding
88d8248f63
Merged in SPARK-1798-md-benchmark (pull request #101 )
...
SPARK-1798 md benchmark
2018-11-13 20:30:14 +00:00
Eric Harding
ffbda10200
Fix capture of transient 'this' pointer
2018-11-13 14:14:42 -05:00
John Colvin
30afb99048
undo LadderWindowFactory.cs thread command-line-args again
2018-11-13 12:33:43 -06:00
John Colvin
ef2eb41893
TriggerOrderVM - remove unnecessary overrides
2018-11-13 12:17:15 -06:00
John Colvin
95105d9e22
AlgoContentTemplateSelector.xaml - get rid of 'magic' numbers; use staticresources instead
2018-11-12 18:43:06 -06:00
John Colvin
99621eecb6
Algo Popups open by default
2018-11-12 18:23:18 -06:00
Eric Harding
7eb8b21cea
Simplify SecurityIDRecorder api for 3rd party consumption
2018-11-12 16:58:06 -05:00
John Colvin
500a8094d5
DynamicOrderTemplate - use new AlgoNodePickerView
2018-11-12 14:13:18 -06:00
John Colvin
d9996ad522
AlgoPickerNodeView - fix IsMouseOverNode logic
2018-11-12 14:07:03 -06:00
Michael Harding
986a791801
Update Release Notes
2018-11-12 14:29:35 -05:00
John Colvin
8a0e17d182
undo accidental change to LadderWindowFactory.cs
2018-11-12 13:26:58 -06:00
John Colvin
a4a5e2c710
technical merge (no changes accepted, SPARK-1704 was merged manually)
2018-11-12 13:20:49 -06:00
John Colvin
19bf029059
manual merge SPARK-1703
2018-11-12 13:17:56 -06:00
Eric Harding
c834a6e840
Switch tbb::queueing_mutex to std::mutex
2018-11-12 13:57:23 -05:00
John Colvin
7021d77983
move OrderModificationTemplateSelector into its own file, change name to 'lgoContentTemplateSelector
2018-11-12 12:12:53 -06:00
John Colvin
dbb6a7d9a9
SelectorProperty - no longer necessary to expose 'is_user_selected_item' to the public
2018-11-12 11:12:13 -06:00
John Colvin
e3c3351dbb
remove useless commented-out code
2018-11-12 11:10:20 -06:00
John Colvin
009cd88df1
SelectorProperty - add 'SelectionReason' (enum) param to SelectionChanged event
2018-11-12 11:08:50 -06:00
Michael Harding
f14c36223f
Merged in SPARK-1703-algo-tooltips (pull request #99 )
...
SPARK-1703: Add tool-tips for lean, join, cover, top
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-11-12 14:32:37 +00:00
John Colvin
ddc297d413
OrderPropertiesEditor - open algo popup when user selects new algo
2018-11-12 00:34:18 -06:00
John Colvin
abd2b4c5f2
ExecutionStrategyErrorAdorner - in OnRender(), immediately return if _vm is null
2018-11-12 00:32:17 -06:00
John Colvin
f9b4ec5d7f
OrderPropertiesEditor - add prop-name param to dataerror asserts
2018-11-11 23:55:52 -06:00
John Colvin
96896bf3be
HierarchicalOrderTypeVM - minor refactoring
2018-11-11 23:33:30 -06:00
John Colvin
ad539d201d
HierarchicalOrderTypeVMBase should actually implement IHierarchicalOrderTypeVM
2018-11-11 23:09:55 -06:00
John Colvin
f338e64344
create HierarchicalOrderVMBase (unifies alot of previously copy+pasted code)
2018-11-11 18:40:37 -06:00
John Colvin
569e5c5e29
remove AlgoPickerNodeView.ExpanderArrowWidth const
2018-11-11 16:59:06 -06:00
John Colvin
e4b871be08
SPARK-1875 Change Algo Popup structure to recursive GroupBoxes
2018-11-11 16:48:15 -06:00
John Colvin
ef784a24f4
WPFHelper.create_ro_dp - preemptively avoid null ref exception if propertychanged callback is null
2018-11-11 13:38:05 -06:00
John Colvin
f731530fc1
OrderTypeVMBase - raise prop changed when editable_properties_open changes
2018-11-11 13:35:31 -06:00
Taha Afzal
d66c8e0ad8
Added a line to Conditional Quoting help tooltips
2018-11-10 17:34:55 -05:00
Taha Afzal
8673f366d7
conditional quotes are not pulled until after 5 secs of the condition
2018-11-09 18:02:58 -05:00
Michael Harding
88e48ebcf7
SPARK-1703: Add tool-tips for lean, join, cover, top
2018-11-09 17:31:03 -05:00
John Colvin
b5beac8a51
OrderDetailsPopupControl - fix CoerceExpandDirection (was returning default metadata, instead of default value)
2018-11-09 14:59:14 -06:00
Kevin Darby
ea3eacbbae
async blows up brian's laptop, adding it as an option
2018-11-09 15:40:26 -05:00
Kevin Darby
9f3941d1a1
favor the async excel interface for our api calls
2018-11-09 13:39:06 -05:00
Eric Harding
1a6a10a834
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1798-md-benchmark
2018-11-09 13:09:58 -05:00
Eric Harding
d780e2aab2
SPARK-1798 sqlite import does not want spaces after comma in csv
2018-11-09 12:29:15 -05:00
Eric Harding
a4bc34e633
SPARK-1798 Add CSV output option (default)
2018-11-09 12:15:19 -05:00
Kevin Darby
9c8bb7efeb
excel is in with the mics
2018-11-09 12:12:31 -05:00
Kevin Darby
d9b37efbbd
wrong enum
2018-11-09 10:42:51 -05:00
Taha Afzal
d23b7942b6
removing the hard coded n_ticks used for testing
2018-11-08 19:53:25 -05:00
Kevin Darby
f41c3a5334
ConditionalQuoteEnabledModel.cs edited online with Bitbucket
2018-11-09 00:08:29 +00:00
Kevin Darby
d8e8f90131
something is smishing this UI, but I've asked John for help
2018-11-08 18:32:36 -05:00
Taha Afzal
0358afccf9
simplified the n ticks away logic
2018-11-08 17:49:05 -05:00
Michael Harding
9f58327d0a
Merged in new-order-cancel (pull request #97 )
...
SPARK-1678 Order Cancel in the Spark Admin
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-11-08 22:16:32 +00:00
Taha Afzal
d3ed6e21e4
integrated with SingleLegquoter._compute_price_quantity
2018-11-08 14:45:28 -05:00
Kevin Darby
a171abb741
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-11-08 13:39:22 -05:00
Kevin Darby
52825e0e59
sparkd adminreport md
2018-11-08 13:38:42 -05:00
Eric Harding
de83f19388
Adjust column widths
2018-11-08 13:33:23 -05:00
Eric Harding
4d993f2ef7
SPARK-1798 - Tool to benchmark market data by dumping to stdout
...
periodically
2018-11-08 13:19:05 -05:00
Michael Harding
ca81be3865
Add manual test for canceling orders in the Spark Admin
2018-11-08 13:17:08 -05:00
Michael Harding
19ae05cb7d
SPARK-1678: loading spinner (cherry picked)
2018-11-08 12:14:14 -05:00
Michael Harding
79ec41556e
SPARK-1678: Refresh orders after one second (cherry picked)
2018-11-08 12:12:44 -05:00
Michael Harding
088377582d
SPARK-1678: Small code tweaks based on Eric's suggestions
2018-11-08 12:02:13 -05:00
Michael Harding
c8b3973b8f
Remove Beta from SparkAdmin
2018-11-08 12:00:15 -05:00
Kevin Darby
efc490cc0d
-if a user creates an account, he is given admin permissions on that account
...
-if a user creates a user, he assigns that user trading permissions in one of the accounts he can administer (so he can still see that user, someone else can undo)
-bts user has the 'wheel'
-bts user can grant other users 'create' permissions, and those users can in turn grant other users create permissions
2018-11-08 11:52:58 -05:00
Kevin Darby
82a2ba4a86
Merged in fix_algo_tests (pull request #96 )
...
remove out of date test
2018-11-08 16:15:55 +00:00
Kevin Darby
ccbe20eb57
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_algo_tests
2018-11-08 11:07:11 -05:00
Kevin Darby
70a2feb92a
remove out of date test
2018-11-08 11:06:41 -05:00
Pedro Pinto
a4d542067a
Benchmarked order state copy. Its slow.
2018-11-08 15:01:46 +00:00
Pedro Pinto
efd222133e
Better perf tools.
2018-11-08 15:01:36 +00:00
Pedro Pinto
361491ebd2
Removed obsolete test.
2018-11-08 15:01:23 +00:00
Eric Harding
6aeba4f599
Remove unused MarketData config field
2018-11-07 15:59:07 -05:00
Kevin Darby
559ab69940
can_create is enforced
2018-11-07 15:53:40 -05:00
Pedro Pinto
b35dae9fab
Improved logging of hedge trace.
2018-11-07 20:00:41 +00:00
Taha Afzal
9d96fcaa45
added proto
2018-11-07 01:52:23 -05:00
Kevin Darby
e75be340e2
GatewayLoginResult
2018-11-06 18:12:31 -05:00
Jake Norbut
523f02b4c2
Merged in SPARK-1864 (pull request #95 )
...
SOD tm_isdst bug regarding our defaults; new defaults
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Taha Afzal <taha.afzal@bluetradesys.com >
2018-11-06 22:19:05 +00:00
Kevin Darby
a5b7332fa4
admin ui almost works with permissions
2018-11-06 16:17:21 -05:00
Jake Norbut
edb4ed02c9
Merged in xofy (pull request #94 )
...
SPARK-1869 - x of y for all
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-11-06 21:01:20 +00:00
Jake Norbut
96da8e3276
SOD tm_isdst bug regarding our defaults; new defaults
2018-11-06 14:46:40 -06:00
John Colvin
c056bfcf7a
Merged in SPARK-1560 (pull request #93 )
...
SPARK-1560 Synthetic Management browser maintain order
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-11-06 20:43:54 +00:00
John Colvin
2ddf1a1762
Merged in SPARK-1870 (pull request #91 )
...
SPARK-1870
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-11-06 20:40:26 +00:00
Jake Norbut
8a9ddfded7
SPARK-1869 - x of y everywhere
2018-11-06 13:59:21 -06:00
John Colvin
a83f97e1ef
SPARK-1560 Synthetic Management browser maintain order
2018-11-06 13:54:25 -06:00
Michael Harding
3630bf5b9a
Test updates
2018-11-06 14:51:49 -05:00
Pedro Pinto
b9d3a4d04c
Fixed typos in SocketConnection perf log.
2018-11-06 17:14:05 +00:00
Eric Harding
c7fb636e49
Factor out MD argument parsing
2018-11-06 10:52:18 -05:00
Kevin Darby
c7ea6c4ca4
Merged in fix_algo_tests (pull request #92 )
...
clarified algo tests for new functionality
2018-11-06 15:42:51 +00:00
Kevin Darby
1ffda9c413
clarified algo tests for new functionality
2018-11-06 10:39:55 -05:00
Pedro Pinto
e2f314d007
Added optional pause between orders to iceberg.
2018-11-06 13:43:37 +00:00
Pedro Pinto
80d8307822
Cleaned up docs build.
2018-11-06 13:41:45 +00:00
John Colvin
1ca5ed4520
fix typeo in comment
2018-11-05 17:57:43 -06:00
John Colvin
8115f9df74
remove launchSettings.json (added by accident)
2018-11-05 17:52:23 -06:00
John Colvin
306cbaa837
SPARK-1870 / SPARK-1871 if an order's security arrives late, the security cell view doesn't automatically refresh
2018-11-05 17:48:40 -06:00
John Colvin
efa31059d9
SPARK-1870 Orderbook - if an order's security arrives after the order, it is always displayed as 'unknown-security'
2018-11-05 17:12:27 -06:00
John Colvin
73089634f9
Merged in SPARK-1805 (pull request #90 )
...
SPARK-1805 Removing a synthetic disables the remove menu for the life of the window
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-11-05 18:44:08 +00:00
John Colvin
a84e5e3460
SPARK-1805 Removing a synthetic disables the remove menu for the life of the window
2018-11-05 11:26:35 -06:00
Pedro Pinto
eca11d0317
Merge branch 'master' into SPARK-1799-add-hedge-perf-traces
2018-11-05 15:18:18 +00:00
Pedro Pinto
ced485856e
Added some experimental perf related code.
2018-11-05 14:24:00 +00:00
Kevin Darby
08c54f75eb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-11-04 21:32:36 -05:00
Pedro Pinto
6c0cc76773
Significantly improved engine performance when updating multiple orders.
2018-11-04 22:14:14 +00:00
John Colvin
4d53bfb3f0
Merged in SPARK-1863 (pull request #89 )
...
SPARK-1863
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-11-04 19:19:47 +00:00
Kevin Darby
e332edb36b
users should be active when created
2018-11-02 18:18:45 -04:00
Kevin Darby
70b5d9adc6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-11-02 18:15:24 -04:00
Kevin Darby
23ee9508c2
now all we need to do is filter the webUI
2018-11-02 18:13:12 -04:00
John Colvin
717391afb3
SPARK-1863 Fills Time Filter
2018-11-02 14:26:34 -05:00
John Colvin
38e0d40364
DateTimePicker - time textbox behavior should commit text on 'Enter' (i.e. update binding source)
2018-11-02 14:06:02 -05:00
John Colvin
7053c2ee03
DateTimePicker - internal view-Controller should update TimeTuple prop with SetCurrentValue
2018-11-02 14:02:23 -05:00
John Colvin
cdde730fc5
TimeFilterControl - hyperlink commands should update props with SetCurrentValue (i.e. don't break bindings)
2018-11-02 13:59:27 -05:00
John Colvin
95b0119d22
DateTimePicker - make time-text input regex more flexible
2018-11-02 13:54:26 -05:00
John Colvin
07a965a3e0
DateTimePicker - remove 'delay' from text-input bindings
2018-11-02 13:52:36 -05:00
John Colvin
eba153e289
DateTimePicker.xaml - change bad staticresource name (had '2' in it!)
2018-11-02 11:06:31 -05:00
John Colvin
fc5238c56f
move CompareUtils into bts.utils namespace
2018-11-02 10:51:17 -05:00
John Colvin
bc367b9f56
rename ObjectHelper -> ConvertUtils
2018-11-02 10:44:21 -05:00
Eric Harding
8adcc98ff1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1798-md-benchmark
2018-11-02 11:24:52 -04:00
Eric Harding
ba07041c26
Avoid PriceSize_from_double in example code. (poor performance)
2018-11-02 11:17:48 -04:00
Eric Harding
d3101b1cd8
Add PLATFORM_MDP3EMUMBA
2018-11-02 11:17:24 -04:00
Eric Harding
3a9a86020b
Fix broken link in manual
2018-11-02 11:15:27 -04:00
Pedro Pinto
42afdc2994
Added a bit more ordermanager perf instrumentation.
2018-11-02 14:42:55 +00:00
Kevin Darby
1dc87de975
now just need to filter accounts and users in the webui
2018-11-01 23:41:42 -04:00
John Colvin
6c93208e11
update SortedTreeTests
2018-11-01 17:48:33 -05:00
Kevin Darby
49ba2e72a9
no idea why this doesn't work
2018-11-01 18:35:19 -04:00
Eric Harding
bf1ca4e5fa
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-11-01 16:55:04 -04:00
John Colvin
3f9e64016b
Merge remote-tracking branch 'origin/orderbook-performance'
2018-11-01 15:09:43 -05:00
John Colvin
c672967caf
OrderBookView.xaml - fix status bar bindings
2018-11-01 14:59:26 -05:00
John Colvin
1e0dac0fbc
SortedTree - include orphans in the main _tree as root-nodes
2018-11-01 13:40:56 -05:00
John Colvin
aec8de54bd
move some utils from spark -> spark_core
2018-11-01 13:40:56 -05:00
Jake Norbut
a960093cf6
Workspaces animate fix - Becuase this is the fix Worksapce ovwerite animation deserves, but not the one it needs right now.
2018-11-01 12:49:05 -05:00
Jake Norbut
4601e49106
Workspaces - fix highlighting around shared vs nonshared workspaces
2018-11-01 12:49:05 -05:00
Jake Norbut
7e65db38cf
Fixing log message typo; i before e, except after c, etc
2018-11-01 12:49:05 -05:00
Eric Harding
d70bd63659
sparkd md dumpsecurity should dump synthetic metadata
2018-11-01 13:26:29 -04:00
Kevin Darby
47dc0d579b
mic aliases
2018-11-01 12:18:10 -04:00
Kevin Darby
ef6662d4f8
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-11-01 11:59:20 -04:00
Eric Harding
246f9240e7
Tweak md dump tool for easier human consumption
2018-11-01 11:53:47 -04:00
Michael Harding
a8ebb9cdcb
Manual test updates
2018-11-01 11:41:00 -04:00
Michael Harding
bdb2d6cf9e
SPARK-1862
2018-11-01 11:41:00 -04:00
Kevin Darby
b9aaaa7d37
mic mapping for brian
2018-11-01 10:37:09 -04:00
Kevin Darby
ec43039b94
ok michael, all yours
2018-10-31 18:05:39 -04:00
Kevin Darby
4939b85819
I think I got it
2018-10-31 18:01:54 -04:00
Kevin Darby
fab7596d06
Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics
2018-10-31 17:27:13 -04:00
Kevin Darby
81d67f640b
my head hurts from the f#
2018-10-31 17:26:34 -04:00
Eric Harding
1966c8e0c6
always bypass entitlement take 2
2018-10-31 15:49:37 -04:00
Jake Norbut
a418f47d1c
Updating Sounds test
2018-10-31 14:36:57 -05:00
Jake Norbut
df516fbd2d
ICMP ping - increasing default logging threshold
2018-10-31 13:02:22 -05:00
John Colvin
b8e298c524
Revert "OrderBookColumnCollection - add 'finally' block to try/catch in InsertItem()"
...
This reverts commit 4ddb8fe9c5 .
2018-10-31 11:10:18 -05:00
Jake Norbut
d96c9b16bc
Merged in SPARK-1736 (pull request #88 )
...
SPARK-1736 - client-based ICMP ping
2018-10-31 14:43:16 +00:00
Eric Harding
3df7156ba3
Disable entitlement checks in QueryServer
2018-10-31 10:34:24 -04:00
Eric Harding
4376605d5e
Merge orderbook-perf
2018-10-31 10:33:18 -04:00
Michael Harding
3233187fd9
Improve perf trace ui handling of incomplete data
2018-10-31 10:26:16 -04:00
Jake Norbut
4d8a2f28d3
SPARK-1736 - client-based ICMP ping
2018-10-31 08:44:20 -05:00
Pedro Pinto
930f74ff27
Merge branch 'prod'
2018-10-31 13:31:36 +00:00
John Colvin
4ddb8fe9c5
OrderBookColumnCollection - add 'finally' block to try/catch in InsertItem()
2018-10-30 17:17:32 -05:00
John Colvin
74aed2144d
OrderBookColumnCollection - add comment explaining the preference for columns that implement ICVOrderBookColumn
2018-10-30 17:16:18 -05:00
John Colvin
87437883a6
SortedTree - in Reset() method, clear existing items if new_items are null
2018-10-30 17:03:36 -05:00
John Colvin
d946cb4765
OrderBookWindowFactory - ensure default UserSettings.order_book_grid != null
2018-10-30 16:57:15 -05:00
John Colvin
37c9707c63
DeleteSyntheticDaemon - show support dialog if delete request fails due to working-orders verification timeout
2018-10-30 16:55:49 -05:00
Jake Norbut
02d1badf0d
Adding vertical fudge factor so that no scrollbar is initally present on the SparkCommands; nice catch Eric
2018-10-30 16:17:08 -05:00
John Colvin
2a295237a6
refactor string extension ic_equals -> iequals
2018-10-30 15:54:04 -05:00
John Colvin
dc8b0b8359
OrderBookRowCollection - reword comment
2018-10-30 15:50:51 -05:00
John Colvin
d36a5b30e6
SortedTree - change Replace() to TryReplace()
2018-10-30 15:47:31 -05:00
Kevin Darby
fe8f217587
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-10-30 14:57:18 -04:00
Michael Harding
b69958007d
Fixing typo that any other language would have called an error
2018-10-30 13:22:20 -04:00
John Colvin
616fbdba00
Merge remote-tracking branch 'origin/prod' into orderbook-performance
2018-10-30 11:49:04 -05:00
Michael Harding
f433a3163b
Fix rows layout
2018-10-30 12:39:35 -04:00
Eric Harding
753221e429
Easier to see shell latency across version upgrades
2018-10-30 12:07:48 -04:00
Jake Norbut
d5f41d8405
WorkLoop execessive_cycle_ms to use TotalMilliseconds and not Milliseconds
2018-10-30 11:04:42 -05:00
Jake Norbut
3490834108
Merged in SPARK-1403 (pull request #87 )
...
SPARK-1403
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-10-30 13:49:58 +00:00
John Colvin
64bef0bd06
missed one
2018-10-29 23:57:15 -05:00
John Colvin
e4ea5cd769
SortedTreeTests - update comments, break up linq query for readability
2018-10-29 23:56:08 -05:00
John Colvin
c8790f766a
SortedTree - replace AddAll() with Reset(), and support absent parents
2018-10-29 21:38:19 -05:00
John Colvin
2243dc566e
move DictionaryExtensions to spark_core
2018-10-29 21:25:40 -05:00
Jake Norbut
94c2d9182c
Updating release notes for footers and 1.3.7 here in this txt file
2018-10-29 17:43:32 -05:00
John Colvin
12d6374158
SortedTreeTests - reverse id-comp for name-descending comparer
2018-10-29 17:24:24 -05:00
John Colvin
58b9c27098
SortedTreeTests - new test: 'test_sorted_tree_state_transitions'
2018-10-29 17:22:15 -05:00
Jake Norbut
f68aac2015
Merge branch 'footers' into prod
2018-10-29 17:19:18 -05:00
John Colvin
ca5334fd87
OrderBook/SortedTree - comparer needs to be 100% deterministic
2018-10-29 17:17:20 -05:00
Michael Harding
71961637f1
Update release notes
2018-10-29 17:10:54 -04:00
Eric Harding
5aab80aed6
Merged cave_paintings into prod
2018-10-29 16:34:49 -04:00
Eric Harding
12e7c82698
Merged prod into cave_paintings
2018-10-29 16:32:59 -04:00
Pedro Pinto
bb82590e5e
Added sim execution for globex securities, this should facilitate production testing
2018-10-29 20:17:04 +00:00
Taha Afzal
0c4cdd0bc9
Merge branch 'net_change_final' into prod
2018-10-29 16:11:29 -04:00
Pedro Pinto
1855fe3045
Merge branch 'prod' into SPARK-1799-add-hedge-perf-traces
2018-10-29 18:21:46 +00:00
Pedro Pinto
e3dba306a7
Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces
2018-10-29 17:58:21 +00:00
Pedro Pinto
74f79a2f52
Added a few utilities for perf testing.
2018-10-29 17:56:44 +00:00
John Colvin
ca0c17a41b
OrderBookVM - change comment in load_from()
2018-10-29 12:55:34 -05:00
John Colvin
3acaf5b2c0
OrderBookVM - slight optimization in load_from(startupdata) method
2018-10-29 11:57:20 -05:00
Taha Afzal
00d8ea9322
Avg fill price reporting for net change spreads fixed
2018-10-28 22:25:34 -04:00
John Colvin
eedf19474e
SortedTree - when node is removed, any remaining children (orphans) go to the nursery
2018-10-28 15:57:08 -05:00
Taha Afzal
a586b75226
case statamenet was missing the new state, settlement_populated fixed
2018-10-27 22:13:01 -04:00
John Colvin
c6039723da
Synthetic Editor - re-enable 'Market Data Calculation' param-row
2018-10-26 22:17:37 -04:00
Taha Afzal
6f26164072
net_change is done from the server side
2018-10-26 19:23:13 -04:00
John Colvin
a3de2c1983
SortedTree - _replace was not re-adding node if parentkey changed
2018-10-26 14:44:58 -05:00
John Colvin
8bd2e5e5f3
OrderBook - guard against null GridSettings
2018-10-26 14:41:00 -05:00
Jake Norbut
7b01fdcb23
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2018-10-26 14:25:41 -05:00
Jake Norbut
d6df085d8e
SPARK-1648 - My Windows, now with more Scrollbar
2018-10-26 14:25:31 -05:00
John Colvin
5e2a7c82c0
remove OrderBookCell.cs
2018-10-26 14:01:05 -05:00
Kevin Darby
c6f2fe9b13
Merged in nupkg (pull request #81 )
...
added <PackageOutputPath> to spark_sdk/spark_sdk.csproj so the nupkg can be shipped with the build
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-10-26 18:28:59 +00:00
John Colvin
c56b41bf47
add SoundNotifications toggle.conf
2018-10-26 11:35:47 -05:00
Jake Norbut
484c7a98a8
Sound crash fixed in both INotifier and SoundAnimationView (the preview sound)
2018-10-26 10:57:34 -05:00
Jake Norbut
21b65a92fe
Sound crash fixed in both INotifier and SoundAnimationView (the preview sound)
2018-10-26 10:35:12 -05:00
Michael Harding
2c384af157
SPARK-1800: Add Hedge Traces
2018-10-26 10:15:43 -04:00
Taha Afzal
559b6f8fd1
changed the state transition, so START->WAITING_FOR_DATA->WORKING
2018-10-25 21:12:43 -04:00
John Colvin
7149a20865
OrderBookRowCollection - add total_row_count property (for upcoming status bar)
2018-10-25 20:03:38 -05:00
John Colvin
407dbc4c0a
GridSettingsManager - invalidate all rows after settings update to reflect changes
2018-10-25 19:55:25 -05:00
John Colvin
eff1954260
DIYGrid - accidentally removed an 'empty_if_null()' call
2018-10-25 19:35:06 -05:00
John Colvin
81880779c3
OrderBook - retain column sorting when syncing with new default grid settings
2018-10-25 19:33:18 -05:00
Taha Afzal
41fa3046f1
Added new spreader state WAITING_FOR_INIT_DATA, not hooked up though
2018-10-25 20:01:32 -04:00
John Colvin
21a3386574
Merge branch 'prod' into orderbook-performance
2018-10-25 18:45:20 -05:00
Jake Norbut
a9ef7e47b5
tweaking animation to make it more pronounced
2018-10-25 17:08:24 -05:00
Eric Harding
0c19f82a24
If enabled segfault
2018-10-25 17:54:05 -04:00
Jake Norbut
9762a81a59
this is working now, thx Eric
2018-10-25 16:45:53 -05:00
Eric Harding
c34c99a874
Merge prod -> master
2018-10-25 17:17:52 -04:00
John Colvin
c19aad55a7
OrderBook - load/save filters and sorting
2018-10-25 15:57:09 -05:00
Jake Norbut
744260bea5
Workspaces - trying to just get a proof of conept of something happenning in the UI; not working in our UI at the moment, but I can see it kind of working in snoop?
2018-10-25 15:22:51 -05:00
John Colvin
dfe480d1f7
OrderBookStartupData.FilterStates implement IEquatable
2018-10-25 13:28:40 -05:00
John Colvin
7620b7878e
UInt/Double min-max filters implement IEquatable
2018-10-25 13:27:37 -05:00
Eric Harding
99fd77c1f1
Add emumba platform
2018-10-25 13:01:38 -04:00
Eric Harding
fdf21c71bb
Enable separate thread config for different market data channels
2018-10-25 12:49:10 -04:00
Eric Harding
f03453f7c5
Let threads float by default. We will override to tune specific systems
2018-10-25 12:28:42 -04:00
Jake Norbut
9ebdb107fa
fixing SODTime defaults
2018-10-25 10:28:38 -05:00
Jake Norbut
e0f1137ee2
initial commit of fotters; waiting until after john does the OB perf commit until revisiting this again
2018-10-25 07:43:26 -05:00
John Colvin
079a7ad439
OrderBookRowCollection - when filter changes, call clear/addall instead of sync_with
2018-10-24 22:33:43 -05:00
John Colvin
ae100f66c7
OrderBookRowCollection - optimize expand/collapse all (avoid noisy intermittent collection changes)
2018-10-24 19:04:51 -05:00
Eric Harding
057d5df6da
Add --name to spark_vm_shell.sh
2018-10-24 17:24:30 -04:00
Eric Harding
f539659ab5
Update ReleaseNotesParade (but leave disabled)
2018-10-24 17:07:55 -04:00
Eric Harding
e4d9b902d8
Teach webserver.cpp where manual is
2018-10-24 17:03:23 -04:00
Eric Harding
9fb180ff20
Add --name to spark_vm_shell.sh
2018-10-24 16:26:43 -04:00
Eric Harding
a6fde760ff
Docs build
2018-10-24 16:08:57 -04:00
Pedro Pinto
7b0e3edfcf
Merged
2018-10-24 15:12:43 -04:00
Michael Harding
019bbaa0d2
update release notes
2018-10-24 14:58:07 -04:00
Pedro Pinto
188a226165
Updated release notes
2018-10-24 18:46:36 +00:00
Pedro Pinto
9aba824be0
Merge branch 'grid-settings' into prod
2018-10-24 18:19:33 +00:00
Pedro Pinto
a958be45dd
Added command to facilitate discovery of legged orders
2018-10-24 18:17:54 +00:00
John Colvin
7fd0375283
SPARK-1807 Synthetic Add Leg OOM Exception
2018-10-24 12:49:35 -05:00
Pedro Pinto
dc2879e2ff
Merged
2018-10-24 13:46:41 -04:00
Eric Harding
7fa75b8090
Force implied merge to use the same precision as direct to avoid ladder overlap
2018-10-24 12:48:20 -04:00
John Colvin
94f3c5a6c4
OrderBookRowCollection - when comparer changes, don't reset if refresh is deferred
2018-10-24 11:30:38 -05:00
John Colvin
5e58aaf199
Synthetic Editor - disable 'Market Data Calculation' param-row
2018-10-24 11:16:07 -05:00
Taha Afzal
54231e2d74
spreader test for implieds
2018-10-24 10:56:51 -04:00
Michael Harding
c3f9e5fa91
Update Release notes
2018-10-24 10:45:29 -04:00
Eric Harding
0042835842
Combine 2 sim config keys into one.
2018-10-24 10:17:56 -04:00
Pedro Pinto
99b71ad2aa
Merge branch 'grid-settings' into SPARK-1799-add-hedge-perf-traces
2018-10-24 08:51:24 -04:00
John Colvin
c127f488ff
OrderBookRowCollection - when sorting changes, call clear/addall instead of sync_with
2018-10-23 20:37:26 -05:00
John Colvin
ba7a28aa8a
SPARK-1806 orderbook-performance crash
2018-10-23 18:32:07 -05:00
John Colvin
95a7f7ccb6
OrderBookRowCollection - show whole branch if any order passes filter
2018-10-23 18:27:29 -05:00
John Colvin
f90961ce22
SortedTree - add nursery-dictionary for items without parents
2018-10-23 18:19:27 -05:00
Kevin Darby
a53d48a6e3
FirstOrDefault is incompatible with immutable....
2018-10-23 17:37:31 -04:00
Kevin Darby
d3ffc9eed5
Merged in bts_user_override (pull request #86 )
...
allow bts user to see all fills/orders/p&l, etc per Pedro
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2018-10-23 21:14:49 +00:00
Kevin Darby
dcfa809b9e
allow bts user to see all fills/orders/p&l, etc per Pedro
2018-10-23 17:10:21 -04:00
Jake Norbut
fa31c2ef11
MView - Better (Implied, Direct, Merged) Header Text defaults, column size adjusted appropriately
2018-10-23 15:39:47 -05:00
Eric Harding
7c28938ba6
Stop slowly publishing md_permissions when nobody is listening.
2018-10-23 16:10:25 -04:00
Eric Harding
0a426b84e3
Fix sparkd crash in webserver.cpp
2018-10-23 15:28:00 -04:00
Eric Harding
45f5e485d3
Remove unused md defaults
2018-10-23 15:27:45 -04:00
Eric Harding
853f8d2e84
Start ExchangeSim earlier to avoid race condition.
2018-10-23 14:18:58 -04:00
Jake Norbut
d1784355d0
icons.cs - applying a layer of frost
2018-10-23 11:51:47 -05:00
Pedro Pinto
58c5eeb6d1
Merge branch 'grid-settings' into SPARK-1799-add-hedge-perf-traces
2018-10-23 11:15:26 -04:00
Pedro Pinto
f045d272c1
Moved docker ptr
2018-10-23 15:14:00 +00:00
Pedro Pinto
faa6528400
Finished prod merge.
2018-10-23 15:05:28 +00:00
Pedro Pinto
be33ecc798
Added some queue related benchmarks.
2018-10-23 15:04:58 +00:00
Eric Harding
37f3550831
subrepos are deranged
2018-10-23 09:45:40 -04:00
Eric Harding
e2d454da1e
advance externals pointer... hopefully.
2018-10-23 09:02:43 -04:00
Eric Harding
7af2467713
Merge from prod
2018-10-23 09:01:37 -04:00
Pedro Pinto
d8e203264d
Merge branch 'grid-settings' of bitbucket.org:bluetradesys/spark into grid-settings
2018-10-22 22:25:37 +00:00
Pedro Pinto
4a0cefd240
Added support for late joiners in settlement update events.
2018-10-22 22:25:09 +00:00
Kevin Darby
5330000e12
Brian tested manually
...
Merged in ui_permissions (pull request #82 )
Ui permissions
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-10-22 19:36:27 +00:00
Jake Norbut
e5aef7ee5b
OB GridSettings - fixing NullRef when using Dan's DB
2018-10-22 14:27:45 -05:00
Kevin Darby
1d51a063ea
adding manual test
2018-10-22 15:24:35 -04:00
Kevin Darby
da3dc9f477
digesting Eric's PR comments
2018-10-22 14:11:46 -04:00
John Colvin
6c03a263a1
OrderBookRowCollection - create new SortedTree on reset, rather than Clearing current
2018-10-22 12:27:18 -05:00
John Colvin
862e199495
make SortedTree/INode public (again)
2018-10-22 12:02:37 -05:00
John Colvin
5218b748e8
SPARK-1791 / SPARK-1792 Improve OB performance
2018-10-21 18:20:53 -05:00
John Colvin
ba9bd53c1e
DIYGrid - attach/detach Sorting event if DataContext implements IHandleGridSorting
2018-10-21 18:20:40 -05:00
John Colvin
8b816f1491
SPARK-1801 OrderRecordTupleSource - introduce updates w/ 'change' member, broadcast order_securities
2018-10-21 17:29:17 -05:00
John Colvin
04cc18553b
DIYGrid.IRowVM - remove 'row_animations' and 'cell_stores' members
2018-10-21 16:52:02 -05:00
Pedro Pinto
cbb638ff7a
More perf logging.
2018-10-20 18:26:54 +00:00
Pedro Pinto
9cd2518853
Added do_work loop data to perf trace.
2018-10-20 16:40:14 +00:00
Pedro Pinto
2db8d717d4
Added logging of mercury events to uncover performance problems.
2018-10-20 16:36:21 +00:00
Pedro Pinto
df56c85e7b
Added C string logging for fast logging of string literals.
2018-10-20 16:34:03 +00:00
Pedro Pinto
fb12d429cb
Added hedge traces to perf stats.
2018-10-19 20:52:53 +00:00
Eric Harding
c1c067522c
Advance externals post merge
2018-10-19 12:41:12 -04:00
Eric Harding
cdf537afaa
Fixup from merge
2018-10-19 12:36:18 -04:00
Eric Harding
7867cc934b
Merge from master
2018-10-19 12:23:02 -04:00
Eric Harding
f437d50041
Merged in leak2 (pull request #84 )
...
Leak2
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-10-19 14:58:28 +00:00
Eric Harding
c7bbcc1738
Update release notes
2018-10-19 10:33:30 -04:00
Eric Harding
3bdde95b42
Update release notes
2018-10-19 09:35:36 -04:00
Eric Harding
52e6be5d60
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into leak2
2018-10-19 09:24:25 -04:00
Eric Harding
bda76d0234
Reduce logging allocations for windows client
2018-10-19 09:11:59 -04:00
Eric Harding
7cb08ba90a
Improve cleanup by releaseing references from Finalizeable handles.
2018-10-18 16:50:04 -04:00
Eric Harding
ee6d05c737
Fix 2 potential NullReference in DIYGrid when DataContext goes to null
2018-10-18 16:49:29 -04:00
Eric Harding
62a5ee94e8
Add EnumerateGroup to SortedTree
2018-10-18 11:08:19 -04:00
Eric Harding
f6e12d1664
Move SortedTreeTests to bts_tests
2018-10-18 10:43:10 -04:00
Eric Harding
1ec7c141b9
Remove unused open_interest
2018-10-18 10:23:09 -04:00
Eric Harding
d022080b80
Leak: Fix WPF binding leaks in OrderBook
2018-10-17 17:44:47 -04:00
Pedro Pinto
44acb1caac
Added 1.3.3 release notes.
2018-10-17 20:48:31 +00:00
Pedro Pinto
28347f1074
Updated release notes.
2018-10-17 20:47:53 +00:00
Pedro Pinto
7826a1d0b4
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2018-10-17 20:46:41 +00:00
Pedro Pinto
975edb48df
Reduced server memory usage.
2018-10-17 20:46:20 +00:00
Eric Harding
c2a5c278e9
Increase parallelism in workspace loading.
2018-10-17 13:08:33 -04:00
John Colvin
f895e69aa9
get rid of misleading constructor in viewmodelbase (signature has default-initialization for some unused arguments)
2018-10-17 11:01:08 -05:00
Eric Harding
7c050a9e10
Add log warning on order book reset
2018-10-17 10:28:08 -04:00
John Colvin
38087d21d8
Leak(orderbook) - comment out PredicateAnimator in OrderBookRowVM
2018-10-16 22:41:28 -05:00
John Colvin
4b2e49c4aa
Leak(orderbook) - make cell-stores lazy
2018-10-16 22:23:36 -05:00
John Colvin
e31c0a8112
Leak (orderbook) - disable cell animations
2018-10-16 21:18:11 -05:00
John Colvin
876d6e0981
OrderBookVM - change orders subscription from LegacyTableUpdate to TableUpdate
2018-10-16 16:40:08 -05:00
Eric Harding
cb2dac6126
Add release notes for 1.3.2
2018-10-16 16:13:48 -04:00
Pedro Pinto
9f2ac024cb
Fixed rouding problem in Sim price levels.
2018-10-16 20:09:00 +00:00
Eric Harding
a3cc1c652f
Merged in dripdrip (pull request #83 )
...
Dripdrip
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-10-16 18:50:07 +00:00
Pedro Pinto
7ab6fd273e
Added buffering to mercury queues.
...
We were dropping events on Dan's system when the queue filled up.
2018-10-16 15:32:54 +00:00
Eric Harding
92a8cb507a
Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into grid-settings
2018-10-16 09:58:07 -04:00
Eric Harding
ea87dcb52a
Respect flag which enable/disable implied forwarding in simulator
2018-10-16 09:01:43 -04:00
Eric Harding
467a66565d
Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into SPARK-1659
2018-10-16 08:51:06 -04:00
Eric Harding
7d47361446
Leak: Should unsubscribe from settings (eventually)
2018-10-15 17:36:08 -04:00
Eric Harding
9a95b5ed34
Leak: SparkWindowView should depend on commands only
2018-10-15 17:36:08 -04:00
Eric Harding
0070c1f1cc
Leak: Break ShellWindowVM circular relationship with model
2018-10-15 17:36:08 -04:00
Eric Harding
cd4664a012
Leak: WindowManager clear last opened window from bus
2018-10-15 17:36:08 -04:00
Eric Harding
b1b8d79706
Leak: FloatingWindow should unsubscribe from ViewModel.Closing
2018-10-15 17:36:08 -04:00
John Colvin
002832a87d
OrderBookVM - dispose orders_securities_subject for good measure
2018-10-15 13:50:25 -05:00
John Colvin
958212ea0c
OrderBook - 'BranchFilterSource' subscriptions weren't getting disposed
2018-10-15 13:41:40 -05:00
Pedro Pinto
0013d529da
Reduce log spamming further.
2018-10-15 17:33:40 +00:00
Eric Harding
23f8d0bbbb
Freeze all icons in icons.cs
2018-10-15 11:26:01 -04:00
Pedro Pinto
3c72760a3f
Update release notes.
2018-10-15 14:42:43 +00:00
Pedro Pinto
8844f60cd0
Reduced log spamming in order manager.
2018-10-15 14:38:44 +00:00
John Colvin
a52b477b0c
SPARK-1778 VAP bars disappear when the book goes away
2018-10-14 18:36:49 -05:00
John Colvin
dbd0bfed10
SPARK-1776 / SPARK-1788 default the volume at price column to NOT showing
2018-10-14 18:16:08 -05:00
John Colvin
ee25d3ed9a
SPARK-1776 / SPARK-1785 LadderRender - skip volumes with nan prices
2018-10-14 18:07:05 -05:00
John Colvin
d662a60f6a
SPARK-1787 Hyperlink Cells - bind width to Column.ActualWidth (fixes stale background when column width changes)
2018-10-14 17:57:02 -05:00
John Colvin
c0a80182e6
HyperlinkCell - only draw BackgroundOverlay when Background != null
2018-10-14 17:36:08 -05:00
Pedro Pinto
62e01e43e2
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2018-10-14 18:29:00 -04:00
Pedro Pinto
7953cc1209
Docker ptr
2018-10-14 18:28:56 -04:00
John Colvin
4360a1154c
Ladder - market size display settings
2018-10-14 16:17:38 -05:00
John Colvin
1cb6066aea
Merge branch 'SPARK-1659' into grid-settings
2018-10-14 15:56:48 -05:00
Eric Harding
67227320c9
ShellThreadFactory should not keep strong refrences to all windows.
2018-10-12 15:24:53 -04:00
Taha Afzal
e85d7b5d0c
1.IntPrice comparison can now compare IntPrices of different exponents 2.copy_book for direct with holes fixed
2018-10-11 17:19:48 -04:00
John Colvin
5dd2c14fba
mview - dispose security subscription
2018-10-11 15:26:14 -05:00
Jake Norbut
143f660f37
adjusting Symbol column default width
2018-10-11 14:58:40 -05:00
Jake Norbut
4107ac093b
OrderBook spit and polish
2018-10-11 14:00:17 -05:00
Pedro Pinto
dcf116fe82
Updated release notes.
2018-10-11 18:28:10 +00:00
Pedro Pinto
9c571cc16d
Moved externals pointer
2018-10-11 17:53:00 +00:00
Pedro Pinto
aa8e32ee43
Updated external subrepos
2018-10-11 17:43:39 +00:00
Pedro Pinto
0b7cdd656e
Updated deps files
2018-10-11 17:42:51 +00:00
John Colvin
c90752b4f2
OrderBook - small fixes for grid-settings conversion
2018-10-11 11:49:43 -05:00
Michael Harding
4d0a793ecc
SPARK-1773: rows in table
2018-10-11 11:44:30 -04:00
Jake Norbut
f97ccf249f
GridSettingsVM is now ipmlements ITemplateSelectorKey so that we can actually see the settings
2018-10-11 09:33:46 -05:00
Michael Harding
659bf6b208
SPARK-1773: update paths
2018-10-11 09:36:19 -04:00
Pedro Pinto
33312a4bf8
Fixed up build with respect to the perf_trace web page.
2018-10-11 12:46:12 +00:00
Pedro Pinto
929a93b1f7
Updated docker
2018-10-11 12:11:00 +00:00
Pedro Pinto
f49e41c5c0
Fixed a few bugs in perf state json generation.
2018-10-11 12:11:00 +00:00
Kevin Darby
c705867218
added <PackageOutputPath> to spark_sdk/spark_sdk.csproj so the nupkg can be shipped with the build
2018-10-10 18:06:12 -04:00
John Colvin
2d3e942f93
fix OrderBook grid settings use_defaults behavior
2018-10-10 16:56:50 -05:00
Jake Norbut
d965674ff5
ContentTemplateSelector is now used in SimpleGridSettingsDialog; Ladder now uses this instead of LadderSettingsDialog
2018-10-10 15:52:18 -05:00
Michael Harding
87f99d42bf
SPARK-1773: Add Histogram and rows
2018-10-10 16:13:29 -04:00
Eric Harding
a174336baf
MDSource should always use the complete book
2018-10-10 11:22:51 -04:00
Eric Harding
746e858f76
SPARK-1659 Typo in simulator implieds
2018-10-10 09:16:24 -04:00
Eric Harding
48702ce266
Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into SPARK-1659
2018-10-10 08:42:42 -04:00
John Colvin
8ba354eda8
SPARK-1780 Orderbook settings - use [new]standard SimpleGridSettingsDialog
2018-10-09 18:48:56 -04:00
Michael Harding
e4f5531855
Add perf_trace page
2018-10-09 17:43:42 -04:00
Taha Afzal
74b18cf71a
added a manual test for implieds in the UI
2018-10-09 17:23:41 -04:00
Kevin Darby
ae2712c9ac
added Filter primitive to support changing predicates via IObservable<Func<T, bool>>
2018-10-09 17:14:01 -04:00
Pedro Pinto
d62bde8158
Added placeholder for perf trace web page.
2018-10-09 20:28:56 +00:00
Pedro Pinto
53ea5ddf81
Merged
2018-10-09 19:27:54 +00:00
Eric Harding
65d3b858b3
Fix typo in ExchangeSim which caused implied ask to be shown as bid.
2018-10-09 14:40:07 -04:00
Eric Harding
1e8fd9589b
Fix logging crash during shell shutdown
2018-10-09 14:08:22 -04:00
Eric Harding
c331c8dde5
Add flag to enable/disable implied forwarding in simulator
2018-10-09 14:08:15 -04:00
Pedro Pinto
9e0b95a1ad
SPARK-1772, Serving perf traces via json
2018-10-09 17:43:18 +00:00
Taha Afzal
21a47e2d43
VAP merging into 1659 made the price go to NAN because of the PrizeSize changes
2018-10-09 12:14:05 -04:00
Taha Afzal
8cbe6d7199
MD Aux Service's VAP now uses context.poll instead of its own thread
2018-10-09 12:14:05 -04:00
Michael Harding
58481c9b17
SPARK-1538: Clones incoming
2018-10-09 12:14:05 -04:00
Eric Harding
1b5256d699
SPARK-1742 test can fail when time moves foward
2018-10-09 12:14:05 -04:00
Eric Harding
1e64f930d9
Pass though impileds and settles in simulator
2018-10-09 09:52:52 -04:00
Eric Harding
9630851f1f
Add ToString to managed PriceSize
2018-10-09 09:52:42 -04:00
Jake Norbut
46878f009a
Updating MinWidth so that remaining windows will all open without a horizontal scrollbar
2018-10-08 15:41:31 -05:00
Jake Norbut
ef77826042
MView - shrinking default bid/ask cols from the enlargement I just made
2018-10-08 15:24:20 -05:00
Jake Norbut
344f82dc8f
MView spit and polish
2018-10-08 15:16:30 -05:00
Jake Norbut
bc362b9778
HyperlinkCell - removed a size i never ended up using
2018-10-08 14:35:53 -05:00
Jake Norbut
f17b2cb06d
HyperlinkColumn now responds to changes in HorizatonalAlignment
2018-10-08 14:34:19 -05:00
Jake Norbut
1d5878e2f5
HyperlinkCell mouseover behavior now works for all HorizontalAlignments
2018-10-08 14:33:09 -05:00
Pedro Pinto
5325c372ba
Added a few docs
2018-10-08 19:08:49 +00:00
Jake Norbut
42cfba5ccc
TaS spit and polish
2018-10-08 11:30:17 -05:00
Jake Norbut
9e178cf4a1
Remove GetSortingCriteria ext method that is no longer used
2018-10-08 11:04:50 -05:00
Jake Norbut
74cac5815c
Fix a variety of small bugs after implementing GridSettings in PnL
2018-10-08 10:43:34 -05:00
Kevin Darby
c3f4183531
switching dirs
2018-10-08 11:20:16 -04:00
Kevin Darby
6de5416394
over to taha
2018-10-08 10:38:22 -04:00
Taha Afzal
1a947097a5
Wrapper around AdminModel with helper functions
2018-10-08 10:31:56 -04:00
Pedro Pinto
50abbd6aea
Added a few more benchmarks.
2018-10-08 14:11:26 +00:00
Pedro Pinto
f324504df1
Added locking to perf trace log.
2018-10-08 14:10:56 +00:00
Taha Afzal
9b95625603
Wrapper around AdminModel with helper functions
2018-10-08 08:18:55 -04:00
Pedro Pinto
931d5dad01
SPARK-1771, Logging perf metrics in a DB
2018-10-05 20:08:45 -04:00
Pedro Pinto
ef094b891a
SPARK-1771, Logging perf metrics in a DB
2018-10-05 23:05:27 +00:00
Taha Afzal
b47055d814
increasing log period of VAP publisher
2018-10-05 18:36:25 -04:00
Jake Norbut
1a760a579a
PnL now support settings
2018-10-05 16:43:13 -05:00
Kevin Darby
76ef5558ea
clean up excel build artifacts, fix a null ref. Brian will take it from here
2018-10-05 17:15:32 -04:00
Eric Harding
f6b5635715
SPARK-1659 packet may contain implied or direct or both. need to preserve the other market.
2018-10-05 15:45:42 -04:00
Kevin Darby
c0e1951f27
caught a reentrancy issue on Brian's version of excel
2018-10-05 15:04:58 -04:00
Jake Norbut
1a7d0d75a8
merge fix problem w/ the DefaultColumns in mview
2018-10-05 13:28:05 -05:00
John Colvin
e41a9351c2
Merged in pnl-to-diy (pull request #80 )
...
Pnl to diy
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-10-05 18:07:27 +00:00
John Colvin
7a1ffa1ea9
fix NumericSignBrushConverter
2018-10-05 14:00:09 -04:00
John Colvin
db34468bc4
SPARK-1774 pnl - switch to DIYGrid
2018-10-05 13:40:38 -04:00
John Colvin
f5d7ea9a47
restructure NumericSignBrushConverter
2018-10-05 13:36:42 -04:00
Jake Norbut
dc8c0df0a4
Fix build after merge of SPARK-1659
2018-10-05 11:23:11 -05:00
Pedro Pinto
d25d91038d
clang format.
2018-10-05 15:37:44 +00:00
Pedro Pinto
700f1d97fd
Renamed TickToOrderCorID.h to PerfTrace.h
2018-10-05 15:37:09 +00:00
Kevin Darby
00f2ea75ac
Merge branch 'excel' of bitbucket.org:bluetradesys/spark
2018-10-05 10:27:23 -04:00
Michael Harding
e4d59e702f
SPARK-1769: Remove "Getting Started" as it seems to be causing confusion
2018-10-05 09:28:09 -04:00
Kevin Darby
3def034af8
added sorting and filtering for subscriptions
2018-10-04 18:15:17 -04:00
Jake Norbut
b3d3071316
Synth Man - better column width defaults
2018-10-04 16:09:54 -05:00
Jake Norbut
88e352457f
Synthetic Management now support Grid settings; need to test still
2018-10-04 15:49:38 -05:00
Eric Harding
f1bb6af757
SPARK-1659 Fix for implieds on client side showing up as direct.
2018-10-04 15:59:55 -04:00
Michael Harding
779466ed8d
Merged prod into master
2018-10-04 15:36:54 -04:00
Michael Harding
5b1cf890e8
Merged in spark1538-risk-admin-cloning (pull request #79 )
...
SPARK-1538: Spark Admin - Cloning
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-10-04 19:30:19 +00:00
John Colvin
97a1cf0162
SPARK-1743 disable column visibility settings for synth ladders
2018-10-04 15:16:35 -04:00
Kevin Darby
38a1139475
got orders working, we need to get rid of MarketDataClient
2018-10-04 15:12:18 -04:00
Michael Harding
c254248886
SPARK-1538: Clones incoming
2018-10-04 15:00:33 -04:00
John Colvin
1821ff8cc7
LadderSettingsView - volume settings help text
2018-10-04 14:20:43 -04:00
John Colvin
dd397987ca
LadderSettingsView - remove unused code
2018-10-04 14:20:42 -04:00
Eric Harding
a5f02c09d8
Extend auto-entitlement to synthetics
2018-10-04 14:12:37 -04:00
Jake Norbut
9b2b320255
merging synth-to-diy; all is well in the grid-settings branch
2018-10-04 12:42:00 -05:00
Jake Norbut
655a89289a
Merge branch 'synth-to-diy' into grid-settings
2018-10-04 12:38:30 -05:00
Eric Harding
c795feff74
Entitle all sim exchange symbols
2018-10-04 12:58:49 -04:00
John Colvin
911cf8a19c
SPARK-1750 Ladder - gracefully handle NaNs in the data
2018-10-04 12:46:48 -04:00
Jake Norbut
7d9aaeac55
ISlowWindow and thsis SyntheticManagement are the bane of my existence
2018-10-04 11:41:14 -05:00
Eric Harding
c99d7db058
Merge branch 'SPARK-1669' of bitbucket.org:bluetradesys/spark
2018-10-04 11:35:26 -04:00
Michael Harding
8beccfb510
SPARK-1765: Move Micdata to Market Data Tab
2018-10-04 11:02:38 -04:00
Pedro Pinto
5aaa5a3360
Ran clang-format
2018-10-04 10:13:29 -04:00
John Colvin
6546ee531f
SPARK-1660 Implied Market in MarketView
2018-10-03 19:45:44 -04:00
John Colvin
9ea0e214b6
PriceSize - include 'direct_size' in Equality logic
2018-10-03 19:45:44 -04:00
Kevin Darby
16d43c6766
I think we got orders, need to test tomorrow
2018-10-03 18:35:22 -04:00
Jake Norbut
0ffe8ba972
SyntheticManagement to DIYGrid
2018-10-03 17:00:19 -05:00
Eric Harding
41eb89ed35
SPARK-1749 Invalidate Synthetic book when metadata changes
2018-10-03 17:46:38 -04:00
Kevin Darby
6a0147e0f4
adding custom api for orders from excel the generated ones don't really work
2018-10-03 16:58:47 -04:00
Eric Harding
4d1ea957c3
SPARK-1669 Add super user bit to AuthToken so Sim/Recorder can bypass entitlement
2018-10-03 16:45:11 -04:00
Pedro Pinto
54d31c345a
Logged non-routable orders at Error level.
2018-10-03 19:23:09 +00:00
Eric Harding
6f9bad5f11
SPARK-1669 2/2 Enforce entitlement in market data server
2018-10-03 15:03:40 -04:00
Eric Harding
3182bc68ab
Fix typo in client.pb.h (qualierifer)
2018-10-03 15:03:32 -04:00
Eric Harding
f24ac03034
Improve spark login token (i.e. Dont' hard code it)
2018-10-03 15:02:50 -04:00
John Colvin
9ae087eca1
SPARK-1737 Implied Market in Ladder
2018-10-03 14:58:26 -04:00
John Colvin
08d8dcd53f
LadderGridHost - remove redundant 'refresh_depth' method
2018-10-03 14:58:24 -04:00
Taha Afzal
1a279298fd
added cons to Book to construct it with a security, thats used by the Spreader now
2018-10-03 13:12:59 -04:00
Eric Harding
479eba940e
Fix build from merge
2018-10-03 12:55:09 -04:00
Pedro Pinto
ae3e721f62
Changed MDP3 producer to honor new thread configuration.
2018-10-03 15:45:29 +00:00
Pedro Pinto
0833dce43d
Added some tools to quickly analyze latency stats.
2018-10-03 14:53:36 +00:00
Kevin Darby
74f00e4763
can't quite create an order today, but probably tomorrow.
2018-10-02 18:22:23 -04:00
Kevin Darby
1ce33fe146
spacing
2018-10-02 18:15:39 -04:00
Kevin Darby
19827be1d8
now excel can call in to spark. I can probably send an order
2018-10-02 18:14:27 -04:00
Jake Norbut
4aa64a7b5d
Settings - Be sure to launch SimpleGridSettingsDialog with any changes reflected in the vm_factory (user may have made changes on the grid gui which need to be reflected when the settings form launches)
2018-10-02 16:47:17 -05:00
John Colvin
459d097239
Merge branch 'volume_at_price' into SPARK-1659
2018-10-02 17:45:33 -04:00
Taha Afzal
188616d1ce
Adding sub event for settlement (which was causing a crash)
2018-10-02 16:46:09 -04:00
John Colvin
9ef1fdb795
ColumnBase raises PropertyChanged for font properties
2018-10-02 16:35:01 -04:00
Kevin Darby
c789392e0a
generating excel bindings
2018-10-02 16:25:45 -04:00
Eric Harding
c09485affc
SPARK-1669 1/2 - send login token with market data query
2018-10-02 15:34:20 -04:00
John Colvin
e241d13edc
SPARK-1665 Net Change and Implied market enums in Synthetic UI
2018-10-02 15:28:56 -04:00
John Colvin
df7d791ba1
GridSettings - hook up fontfamily
2018-10-02 14:03:34 -04:00
Pedro Pinto
47b2e917c1
Tweaked threading defaults.
2018-10-02 16:30:56 +00:00
Pedro Pinto
c2864d1715
Improved performance.
2018-10-02 16:24:00 +00:00
Pedro Pinto
2769de6f7e
Added central control of threading.
2018-10-02 16:24:00 +00:00
Pedro Pinto
ef3b39361a
Cleaning up mercury.
2018-10-02 16:24:00 +00:00
Pedro Pinto
fa2a2e2107
Rewrite of mercury for better performance.
2018-10-02 16:24:00 +00:00
Pedro Pinto
3005dfdc0f
Perf analysys script tweak.
2018-10-02 16:22:04 +00:00
Pedro Pinto
4fd8d9dc5b
Fixed typo in comment.
2018-10-02 16:22:04 +00:00
Pedro Pinto
c948b981cf
More performance tracing work.
2018-10-02 16:22:04 +00:00
Pedro Pinto
8e51b05941
More tweaks to improve performance tracing.
2018-10-02 16:22:04 +00:00
Pedro Pinto
75568e6c75
Made thread allocation configurable for order management.
2018-10-02 16:22:04 +00:00
Pedro Pinto
6e3c880ea2
Changed mercury to assume direct broker connections.
...
This is needed to reduce latency as we (optionally) move the execution
gateway to its on thread.
2018-10-02 16:20:00 +00:00
Pedro Pinto
ded957a0ef
SPARK-1686, Towards better server side performance.
2018-10-02 16:20:00 +00:00
Jake Norbut
b0db7ad4b3
pulling prod in here since i'm gonna make a PR soon
2018-10-02 10:42:45 -05:00
Jake Norbut
a29731cb3c
TaS - fix default sorting; create GridSettingsManager with rows_vm so that settings changed can be applied to all existing rows and not just new rows
2018-10-02 10:36:08 -05:00
Taha Afzal
9b187797f8
more tests for implied and net_change
2018-10-02 11:26:46 -04:00
Taha Afzal
56ba30e7f4
added tests
2018-10-02 11:26:46 -04:00
Jake Norbut
f776099c98
TaS: whoops, more refactoring
2018-10-02 09:41:18 -05:00
Jake Norbut
2825ad833f
TaS - Fixing new settings; minor refactoring
2018-10-02 09:37:59 -05:00
Jake Norbut
795915fddc
MarketView - don't always save the current GridSetting as Instance settings, they could be defaults
2018-10-01 15:03:50 -05:00
Jake Norbut
1ff0fe0208
Fills - Changing from using startup_data to an IObservable thereof, as such our fills_source is now an IConnectableObservable
2018-10-01 14:47:26 -05:00
Eric Harding
490ad06cf5
SPARK-1698 unless you change the windows' name favorite cannot be removed
2018-10-01 15:31:50 -04:00
Jake Norbut
6d03493bfb
Fills - forgot to add various key columns; don't always save the current GridSetting as Instance settings (they could be defaults)
2018-10-01 14:21:46 -05:00
Jake Norbut
080c8cdaa6
WindowSettings - Apply button should only Apply to instance settings
2018-10-01 14:18:00 -05:00
Eric Harding
76ce62f942
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-10-01 14:56:57 -04:00
Eric Harding
05741ceab0
SPARK-1742 test can fail when time moves foward
2018-10-01 14:56:35 -04:00
Eric Harding
6db1aeea3f
SPARK-1666 Add tests for synthetic md calculation
2018-10-01 14:39:04 -04:00
Eric Harding
a6214a47b5
Intprice subtraction : handle NaN
2018-10-01 14:38:14 -04:00
John Colvin
2da1644f8e
KeyDrivenObservableSeries - check 'is_disposed' before subscribing to next inner observable
2018-10-01 14:28:51 -04:00
Jake Norbut
e15764eb2b
Fills - save new grid settings with state
2018-10-01 10:48:04 -05:00
Jake Norbut
08a6daab00
misc
2018-10-01 09:28:32 -05:00
Jake Norbut
ef03b87357
Adding settings to Fills
2018-10-01 09:26:36 -05:00
Eric Harding
0f339f603b
Fix: Only publish final settlements
2018-10-01 09:36:25 -04:00
Eric Harding
49796a5c33
Only publish final settlements.
2018-09-28 17:35:01 -04:00
Taha Afzal
51cc64f031
throttling the vap timer log
2018-09-28 13:26:35 -04:00
John Colvin
6bcdc944bf
DragRectAdorner - don't animate rect on top of scrollbar
2018-09-28 13:04:34 -04:00
John Colvin
42b4345485
LadderSettings - user can toggle visibility of 'Volume' and 'Last' columns
2018-09-28 12:10:41 -04:00
Eric Harding
20d77d1cf3
Cannot link sdk with benchmarks in sparklib so comment them out
2018-09-28 11:31:26 -04:00
John Colvin
9dd6fc8832
fix CollectionHelper.sync_with_never_duplicate
2018-09-28 11:10:15 -04:00
Eric Harding
3a5f6b331d
SPARK-1740 Replace std::vector with boost::small_vector for 100ns improvement.
2018-09-28 09:47:14 -04:00
Jake Norbut
d09dbb9422
pair programming at its finest
2018-09-27 16:10:01 -05:00
John Colvin
81afd71d84
GridSettings dialog - column vms maintain immutable properties through load-factory call
2018-09-27 16:59:39 -04:00
Eric Harding
da21c57cca
Enable selecting release for 'runsparkd.cmd' (for benchmarks)
2018-09-27 15:23:52 -04:00
Eric Harding
d6fafee64c
Handle possibility of a missing LegSpreaderParams
2018-09-27 15:23:29 -04:00
Eric Harding
0ed884a5ab
Enable safe subtration for IntPrice
2018-09-27 14:21:52 -04:00
Jake Norbut
1822ed6aa2
fixing settings immutable bug - default vs NullableBlah?() - i like seeing null, it's make it easier to read
2018-09-27 11:29:37 -05:00
Eric Harding
eabfb6a695
SPARK-1712 Use implied or direct market data for synthetic legs
2018-09-27 11:49:09 -04:00
Jake Norbut
58d0a3c688
Fixing sorting - too many criterions
2018-09-27 10:46:43 -05:00
Taha Afzal
8b3d4ba9aa
Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into SPARK-1659
2018-09-26 18:50:02 -04:00
Taha Afzal
8ff94037eb
net price and implieds done for spreader
2018-09-26 18:49:52 -04:00
Eric Harding
065f667a79
Fix problem with pesky NaN implied
2018-09-26 18:26:24 -04:00
John Colvin
f61b69f6bd
fix grid-column-settings immutable values
2018-09-26 18:24:13 -04:00
Eric Harding
9ec85c324c
merge from prod
2018-09-26 16:48:55 -04:00
Eric Harding
5ab506e9cd
Fix some broken tests so I can more easily write other tests. (tech debt)
2018-09-26 16:41:40 -04:00
Jake Norbut
e51d7de309
Freezing all icons; changing Picker icons; misc refactoring
2018-09-26 14:57:31 -05:00
John Colvin
28307b0681
LadderSettingsView.xaml.cs - remove unused field
2018-09-26 14:45:59 -04:00
John Colvin
5af68ccfd0
SPARK-1738 ladders using default settings should clone the settings object, instead of sharing the same one
2018-09-26 14:04:39 -04:00
John Colvin
4002f80ede
UserSettingsHub.current getter should be concurrent
2018-09-26 13:57:16 -04:00
Eric Harding
65915a9784
Enable SyncronizeCollectionTests
2018-09-26 13:50:20 -04:00
Eric Harding
7259397e02
Move SecurityTests to spark_test
2018-09-26 13:47:01 -04:00
Jake Norbut
281b4e10b0
functionality matches the spec; I still need to clean up some things
2018-09-26 12:33:08 -05:00
Eric Harding
b17a0b1eea
Fix logging in Queryserver implied
2018-09-26 09:38:36 -04:00
Kevin Darby
183e070cad
Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel
2018-09-25 21:22:07 -04:00
Kevin Darby
6dad1e9965
.
2018-09-25 18:17:38 -04:00
Kevin Darby
fe3b46eb14
joined fills and orders with security
2018-09-25 18:12:06 -04:00
Michael Harding
d03bde5e9d
Merged in CMEMicData (pull request #77 )
...
SPARK-1724: MicData
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-09-25 20:24:13 +00:00
Michael Harding
70426087fc
SPARK-1724: Implement Erics suggestions
2018-09-25 16:22:04 -04:00
Eric Harding
d7e2c87830
Fix SettlementRecorder
2018-09-25 15:56:36 -04:00
John Colvin
22b1bfa777
SPARK-1671 Volume at price level (UI)
2018-09-25 15:39:48 -04:00
John Colvin
4ea9c6c28d
Export MarketDataAuxiliaryService in ShellServices
2018-09-25 15:23:04 -04:00
Eric Harding
2cb5cddb91
Increment market data shm version
2018-09-25 14:58:22 -04:00
Eric Harding
cc0dd649ea
SPARK-1712 Change settlement price to IntPrice
2018-09-25 14:57:01 -04:00
Kevin Darby
8bcec6b898
got orders
2018-09-25 14:09:32 -04:00
Eric Harding
49e24804f7
SPARK-1659 move settlement into hot data section so we can use it to compute books
2018-09-25 13:35:28 -04:00
John Colvin
9e3b3879d0
Merged in lldatetime (pull request #75 )
...
SPARK-1726 change DateTime.cpp to match c# format
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-09-25 15:32:54 +00:00
Eric Harding
7958ce236f
SPARK-1659 Make PriceSize 3rd argument type safe
2018-09-25 10:22:28 -04:00
Taha Afzal
f3c55f0981
Merging with net_change
2018-09-25 10:15:23 -04:00
Eric Harding
195049f010
Add POST_CLOSE exchange status enum value
2018-09-25 09:58:14 -04:00
Taha Afzal
dc9df4af09
net change pricing hooked up, need some optimizations in PriceSize for speed
2018-09-25 09:46:07 -04:00
Kevin Darby
a26955e07d
cleanup
2018-09-24 18:26:42 -04:00
Kevin Darby
9330b40d14
cleaning up excel code
2018-09-24 18:13:48 -04:00
Kevin Darby
e61f4c96b3
excel for spark
2018-09-24 17:50:50 -04:00
Eric Harding
add6f99189
SPARK-1659 Fix operator < (cpp)
2018-09-24 16:32:18 -04:00
Eric Harding
37c6b5d46d
SPARK-1711 Expose direct/implied markets in managed
2018-09-24 16:32:04 -04:00
Michael Harding
58e4de2f77
SPARK-1724: MicData
2018-09-24 16:29:42 -04:00
Jake Norbut
0ff7adf73b
SimpleGridSettingsManager now reflects settings changes immediately after they are made
2018-09-24 15:13:41 -05:00
Eric Harding
3ffc130889
SPARK-1711 Refactor PriceSize.cs
2018-09-24 13:41:41 -04:00
Eric Harding
69d75292ee
SPARK-1712 add synthetic leg parameter for implied/direct book
2018-09-24 12:55:39 -04:00
Eric Harding
d6539348ea
SPARK-1659 Refactor to use IntPrice everywhere to reduce logic duplication
2018-09-24 12:54:52 -04:00
Jake Norbut
4d00be1ab5
fix build error; fix Columns VerticalAlgnment so that the expected behavior is followed when collapsed
2018-09-24 11:22:48 -05:00
Taha Afzal
505b01cdcb
Settlements hooked to the order infrastructure
2018-09-23 20:14:40 -04:00
Eric Harding
e8b210913c
SPARK-1659 Refactor PriceSize to PriceSizeSize
2018-09-21 16:48:59 -04:00
John Colvin
2e10e997b0
prepare simple-grid-settings default\custom infrastructure
2018-09-21 15:46:33 -04:00
Kevin Darby
9be342f0c1
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-21 13:20:42 -04:00
Michael Harding
f1af9e31d0
SPARK-1699: Merge release notes into single file in the manual
2018-09-21 12:48:58 -04:00
Michael Harding
51e58c0e58
SPARK-1699: Fix link to h1 in manual
2018-09-21 12:48:58 -04:00
Kevin Darby
a1b189fcb1
repenting my sins against the proto gods
2018-09-21 12:46:42 -04:00
Jake Norbut
530975d9de
before john's pr to help me get a handle on the SimpleGridSettingsManager and the WindowSettings
2018-09-21 11:11:31 -05:00
Kevin Darby
81ae1ef059
Merge branch 'excel' of bitbucket.org:bluetradesys/spark into excel
2018-09-21 11:59:37 -04:00
Kevin Darby
a7caf78e6c
builds
2018-09-21 11:28:28 -04:00
Kevin Darby
05ca579dcb
moving excel code over
2018-09-21 11:28:28 -04:00
Kevin Darby
498d46320a
spark now has an excel api
2018-09-21 11:28:28 -04:00
Eric Harding
58a1e486fb
Merge prod->master
2018-09-21 11:27:27 -04:00
Michael Harding
7a48e5dd5c
SPARK-1725: not too many characters
2018-09-21 11:26:09 -04:00
Kevin Darby
2eb3ff4347
builds
2018-09-21 11:21:08 -04:00
Michael Harding
79e1adbf7b
Merged SPARK-1701-move-about-spark-in-the-help-menu into master
2018-09-21 10:44:22 -04:00
Michael Harding
5f214dc933
SPARK-1701: going down
2018-09-21 10:43:39 -04:00
Kevin Darby
6582065be0
moving excel code over
2018-09-21 09:38:53 -04:00
Kevin Darby
3b6c998f67
spark now has an excel api
2018-09-20 18:20:40 -04:00
John Colvin
2842aea933
lldatetime - TimeAndSales rows show local time
2018-09-20 15:35:48 -04:00
Eric Harding
f560a9e603
Shrink PriceSize
2018-09-20 15:34:25 -04:00
John Colvin
f97d156020
in datetime.cpp, ptime_to_ll should use KindUnspecified by default
2018-09-20 15:13:20 -04:00
Eric Harding
d8922be0ad
Add udp.py to tools
2018-09-20 14:35:43 -04:00
John Colvin
5634ada367
cautionary comment in lldatetime(this ulong) extension
2018-09-20 13:43:56 -04:00
John Colvin
94d249edbd
use ticks_per_day instead of (micros_per_day * ticks_per_micro)
2018-09-20 13:21:06 -04:00
John Colvin
1c29ac0ec5
missed a couple changes in last commit
2018-09-20 13:18:02 -04:00
John Colvin
e7e280bad8
lldatetime pr edits, add test_lldatetime() to Co2Tests
2018-09-20 13:10:48 -04:00
Eric Harding
7ca11c3eee
SPARK-1718 Fix trailing comma after deleted users.
2018-09-20 10:27:52 -04:00
Eric Harding
caf6ac029c
Fix ancient config bug where you can't reference a non-overloaded key in a rule or macro.
2018-09-20 10:27:52 -04:00
Eric Harding
4c0fa81963
Remove unused environment.proto
2018-09-20 10:27:52 -04:00
Taha Afzal
83889f2cbc
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-09-19 22:03:10 -04:00
Kevin Darby
d8810478fe
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-19 18:16:25 -04:00
Kevin Darby
720c1595e0
Merged in more_lean (pull request #76 )
...
made the 'toward' behavior for lean an enum
2018-09-19 22:14:31 +00:00
Eric Harding
d20e937a79
SPARK-1713 Add implied to QueryServer
2018-09-19 18:08:52 -04:00
Eric Harding
1a4ba59a2a
Fix build
2018-09-19 16:55:02 -04:00
Kevin Darby
ff19a700d9
whoops
2018-09-19 16:50:24 -04:00
Kevin Darby
c5ee98ebaa
Merge branch 'dynamic2' of bitbucket.org:bluetradesys/spark
2018-09-19 16:49:23 -04:00
Kevin Darby
3dbfd2ebfd
Eric's PR comments
2018-09-19 16:47:42 -04:00
Kevin Darby
bedd0051a9
made the 'toward' behavior on lean an enum
2018-09-19 16:36:25 -04:00
Jake Norbut
09bed1a713
SPARK-1728 - Symbol list is now restrictued according to DeploymentType for the gui; when DEMO, only sim; when PROD, not sim; will require upkeep as exchanges are added
2018-09-19 15:26:25 -05:00
John Colvin
ebb53c5035
LLDateTime conversion pr edits
2018-09-19 14:20:33 -04:00
Eric Harding
243b82a6d7
Primitive settingsmanager
2018-09-19 13:31:45 -04:00
Taha Afzal
bd4f840d27
Setting last_price to avg_price for SOD records
2018-09-19 12:17:22 -04:00
John Colvin
de893d2175
SPARK-1726 change DateTime.cpp to match c# format
2018-09-19 11:49:38 -04:00
Eric Harding
ec3f246576
Fix build. Can't seem to get this right today.
2018-09-19 11:31:24 -04:00
Eric Harding
78b1fe8663
Fix build.
2018-09-19 11:16:23 -04:00
Eric Harding
cfe51cdf82
base64 encode jake's favorite log message
2018-09-19 10:00:39 -04:00
Taha Afzal
b7a99047ed
Moved the VolumeAtPrice toggle to inside the MarketDataAuxiliatyServiceServer.cpp
2018-09-19 09:48:40 -04:00
Taha Afzal
98eb65c99f
Merge conflict that was left out accidentally
2018-09-18 19:37:16 -04:00
Taha Afzal
d1f346b28c
Added buy/sell/passive volume to Volume At Price
2018-09-18 19:21:05 -04:00
Kevin Darby
a71b6b3b99
cleaned up Top, Join algos, added Offset Algo.
2018-09-18 18:16:58 -04:00
Taha Afzal
39bf6ebaa5
git cherry-pick add file
2018-09-18 17:54:34 -04:00
Taha Afzal
9011df884e
fixing header inclusions
2018-09-18 17:53:23 -04:00
Taha Afzal
92490e1a75
SPARK-1672(Volume at price)
2018-09-18 17:51:01 -04:00
Taha Afzal
8ee6d6d860
cherry pick add file
2018-09-18 17:50:05 -04:00
Taha Afzal
543dfa8509
SPARK-1672 scaffolding
2018-09-18 17:47:27 -04:00
Taha Afzal
a8bc7a071e
SPARK-1672 VAP initial check in
2018-09-18 17:44:18 -04:00
Eric Harding
02071c1289
SPARK-1709 Update OnixS to write direct/implied
2018-09-18 16:45:27 -04:00
Jake Norbut
ce80e12451
really fix GridColumnSettings.with() regarding horizontal_alignment
2018-09-18 15:13:27 -05:00
Jake Norbut
a04df917d4
fixing null Ref when creating ToS settings
2018-09-18 15:06:54 -05:00
Jake Norbut
0a7d8f931b
fix GridColumnSettings.with() function (don't override horizontal_alignments inadvertantly)
2018-09-18 14:44:10 -05:00
Kevin Darby
0e28c9d01c
John is going to route this to the right place
2018-09-18 15:16:10 -04:00
John Colvin
77105029d3
fix GridColumnSettings.with() function (don't override width inadvertantly)
2018-09-18 14:48:35 -04:00
Kevin Darby
e722e666c2
restricted UI to primitives, enums, and a single child. Works though
2018-09-18 14:47:17 -04:00
John Colvin
5fe0b0c58b
SimpleGridSettingsManager - fix immutable col settings flags
2018-09-18 14:28:21 -04:00
Taha Afzal
8730a7def3
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-18 14:11:35 -04:00
Taha Afzal
33658f13f6
SPARK-1722 orders cleanup weekend bug
2018-09-18 13:28:20 -04:00
Kevin Darby
5fa6bee510
didn't need that converter after all
2018-09-17 23:24:03 -04:00
Kevin Darby
8adf682946
made some progress; need some help on the converter
2018-09-17 23:12:09 -04:00
Kevin Darby
b2bf529ed7
starting dyn order templating stuff
2018-09-17 18:15:34 -04:00
Jake Norbut
f77f7b091d
MView - Fixing Size and Price fg color, disallowing fg color overrides
2018-09-17 15:00:19 -05:00
Kevin Darby
2203086c87
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-17 13:06:57 -04:00
Jake Norbut
4f9111b8a0
MView - now supports GridSettings
2018-09-17 11:10:26 -05:00
Jake Norbut
94cda9a09b
TOS: hooking up selection highlight property
2018-09-17 11:08:18 -05:00
Eric Harding
094fc47990
Update CMEConnection::feed_type to string instead of char for "SMBO" type channels.
2018-09-17 10:59:03 -04:00
Kevin Darby
469ee033b2
added a 'detach on toward' boolean to Lean, reasonable in it's own right, but so K. Loftus can race us against Chalupa.
2018-09-15 15:29:12 -04:00
Taha Afzal
92c1508b8c
Put the VolumeAtPrice behind a toggle config
2018-09-14 14:58:35 -04:00
Jake Norbut
466915f6e9
Updating MICS conf to use unquoted enum string rather than enum value
2018-09-14 13:57:37 -05:00
Pedro Pinto
1c68cfa08e
Fixed clang warning.
2018-09-13 20:44:28 +00:00
Pedro Pinto
cc75872c04
Fixed crashing bug in order plugin.
2018-09-13 20:28:48 +00:00
Pedro Pinto
7e93866596
Tweaks to metrics tools.
2018-09-13 20:28:48 +00:00
Taha Afzal
f4213eefe9
fixing header inclusions
2018-09-13 16:26:06 -04:00
John Colvin
29afa7f3b1
create SimpleGridSettingsManager/VM (no sound-triggers)
2018-09-13 15:42:57 -04:00
Taha Afzal
72bfafb376
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-09-13 15:24:58 -04:00
Taha Afzal
5dbacfddd5
SPARK-1672(Volume at price)
2018-09-13 15:24:49 -04:00
Pedro Pinto
e29ea5d89b
SPARK-1514, Server side SDK code complete.
2018-09-12 18:43:17 +00:00
Eric Harding
45283593ce
SPARK-1710 Add good test coverage for read_combined()
2018-09-12 13:03:43 -04:00
Eric Harding
00d91353a4
SPARK-1710 add read_direct/read_implied/read_merged accessors for market data
2018-09-11 17:27:15 -04:00
Eric Harding
2885d929a8
Safe me from my own mistyping
2018-09-11 15:19:10 -04:00
Eric Harding
a3e5bc4fba
Prune unused script from tools
2018-09-11 12:50:20 -04:00
Eric Harding
451fb67195
Fix market_segment_id in shared memory dumper. (uint8_t and std::cout disagree)
2018-09-11 12:44:52 -04:00
Eric Harding
7944338516
add test watching script (linux)
2018-09-11 16:15:39 +00:00
Taha Afzal
bb19f737d5
SPARK-1672 hooked up the timer for polling
2018-09-10 22:28:48 -04:00
John Colvin
77854a3cf0
SPARK-1714 Ladder account - unable to pick a selection on server restart
2018-09-10 18:56:41 -04:00
Taha Afzal
d29ec26beb
SPARK-1672 scaffolding
2018-09-10 15:11:18 -04:00
Michael Harding
d64810e234
Merged in SPARK-1678 (pull request #72 )
...
SPARK-1678
2018-09-10 17:44:43 +00:00
Taha Afzal
f3d2c9e5b9
SPARK-1672 VAP initial check in
2018-09-10 12:39:22 -04:00
Eric Harding
63ac084a17
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-10 11:24:37 -04:00
Eric Harding
a21739a866
Fix build error
2018-09-10 11:04:39 -04:00
Eric Harding
29f7c24a00
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-10 10:40:33 -04:00
Eric Harding
7d694f5c04
Merged in AddOrMerge (pull request #71 )
...
Change A1->A2, A2->A3 should result in A1->A3
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-09-10 14:38:15 +00:00
Taha Afzal
58c298fed8
Changing the AdminService -> OrderService call to async
2018-09-10 10:18:05 -04:00
Taha Afzal
ee825f76c7
SPARK-1696 completed
2018-09-09 21:27:54 -04:00
Taha Afzal
dfb33efd45
SPARK-1696 util functions added
2018-09-09 11:00:51 -04:00
Taha Afzal
dd7ebc54a2
Permissions functions in AminServiceUtils
2018-09-07 19:22:32 -04:00
Eric Harding
14e08cf508
Change A1->A2, A2->A3 should result in A1->A3
2018-09-07 17:39:27 -04:00
Kevin Darby
8f99d8d9ca
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-09-07 17:37:57 -04:00
Kevin Darby
c411a0c792
Merge branch 'order-def-templates' of bitbucket.org:bluetradesys/spark
2018-09-07 17:37:17 -04:00
Michael Harding
bc8513778b
Move Account controls into tab contents
2018-09-07 17:33:20 -04:00
Michael Harding
501dc37e94
F# type system is less resilient than it thinks it is
2018-09-07 17:17:42 -04:00
Michael Harding
c58b5fb0e6
SPARK-1678: Cancel orders for account
2018-09-07 17:10:19 -04:00
Michael Harding
f89f2b8ad0
Remove Beta from SparkAdmin
2018-09-07 17:10:18 -04:00
Pedro Pinto
5e3e85641d
Merged from prod
2018-09-07 21:00:35 +00:00
Pedro Pinto
12349ef8b7
More metrics tweaking.
2018-09-07 20:53:23 +00:00
John Colvin
4a5f71e7f2
fix build
2018-09-07 16:37:23 -04:00
Kevin Darby
92d7503528
cmake?
2018-09-07 16:18:46 -04:00
Kevin Darby
773f3db976
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-09-07 16:17:47 -04:00
John Colvin
c99ee9e2d1
OrdersModel - on_security_positions gets position from state (non-incremental)
2018-09-07 13:06:25 -04:00
Pedro Pinto
da71ec4c0f
Fixed logging of deployment type.
2018-09-07 16:43:17 +00:00
Eric Harding
edd8fe7604
Add count of synthetics in mdsource loop
2018-09-07 12:37:35 -04:00
Pedro Pinto
925bd72825
More tweaks to metrics.
2018-09-07 16:35:29 +00:00
Eric Harding
3ab2b132f6
Merged in ScreenCap (pull request #70 )
...
Fix ScreenCapture to include negative offset monitors.
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
And also Kevin but he did it wrong.
2018-09-07 16:02:55 +00:00
Eric Harding
f35a9662fd
Fix ScreenCapture to include negative offset monitors.
2018-09-07 11:09:00 -04:00
Eric Harding
dd5b489e8f
SPARK-1659 Update producer api to handle implied markets (push early for emumba)
2018-09-07 09:29:41 -04:00
Taha Afzal
7bda1cc1cc
Permissions proto and service member added
2018-09-06 21:51:10 -04:00
John Colvin
b20f8d1293
SPARK-1705 mview working orders column always empty
2018-09-06 20:41:25 -04:00
Eric Harding
fabb06e87c
Metric for # of securities watched by MDSource
2018-09-06 18:08:13 -04:00
Kevin Darby
0ce2b9f135
Eag is a little sensitive about this ticks_off stuff, so better to hide for the vanilla case
2018-09-06 18:04:54 -04:00
Jake Norbut
fea10e3578
Contract Picker - explicitly alpha sorting symbols and security types
2018-09-06 15:06:13 -05:00
Jake Norbut
b0fd113c0f
Resoring SecurityHelper sort in ContractPicker
2018-09-06 13:43:10 -05:00
Eric Harding
58e88812b1
SPARK-1693 - Code quota reached. Have to delete some.
2018-09-06 13:54:02 -04:00
Eric Harding
db80631901
Fix "some projects had trouble loading" in vscode
2018-09-06 12:21:05 -04:00
Taha Afzal
593944266d
merging
2018-09-06 10:47:29 -04:00
Taha Afzal
b8883fc8ae
SPARK-1668 reporting stream is done
2018-09-06 10:31:33 -04:00
Taha Afzal
efac4a6077
SPARK-1668 foundation
2018-09-06 10:31:33 -04:00
Jake Norbut
cb22d21f70
Merged parsing_mics into master
2018-09-06 07:57:15 -05:00
Jake Norbut
f6b17d9541
Merge branch 'master' of bitbucket.org:bluetradesys/spark into parsing_mics
2018-09-06 07:56:18 -05:00
Pedro Pinto
7a1298e015
Merge from QA
2018-09-05 18:36:49 -04:00
Pedro Pinto
a826543c07
Fixed up release notes.
2018-09-05 21:55:56 +00:00
Jake Norbut
7d3b1f3bd2
A tale of 2 snipers
2018-09-05 16:34:31 -05:00
John Colvin
7877e44713
SPARK-1695 Crash in lookup_strategy_async
2018-09-05 16:54:57 -04:00
Pedro Pinto
46387703fe
Added a deployment type column to the logs so we can direct them.
2018-09-05 20:55:42 +00:00
Pedro Pinto
ec9425f4e8
Added some tools to parse latency metrics out our logs.
2018-09-05 20:55:42 +00:00
Jake Norbut
4489f78b35
adding final release notes
2018-09-05 15:36:57 -05:00
Eric Harding
9f25b12c29
Merged in SPARK-1636 (pull request #69 )
...
SPARK-1636 We can do better
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2018-09-05 20:32:40 +00:00
Eric Harding
eaacafca86
SPARK-1636 We can do better
2018-09-05 15:41:25 -04:00
Jake Norbut
0a81521e6e
changing to Taha's proto, not int32, silly man
2018-09-05 13:56:27 -05:00
Jake Norbut
8771281954
Updating script to parse and dump mics
2018-09-05 13:26:50 -05:00
Eric Harding
a1a591e162
Fix typo in StatefulPublisher
2018-09-05 13:49:50 -04:00
Jake Norbut
b50381d386
adding an unset enum state to CMEMics
2018-09-05 12:38:12 -05:00
Jake Norbut
91345cf9d2
renaming cpp_config proto and conf to cme_reference_data
2018-09-05 12:37:25 -05:00
Eric Harding
a9edc05b25
Merged in SPARK-1634 (pull request #68 )
...
SPARK-1634
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2018-09-05 17:18:11 +00:00
Eric Harding
3a70f58662
SPARK-1644 StatefulPublisher should handle multiple updates to an entry
2018-09-05 13:10:40 -04:00
Eric Harding
56a7e43425
We will definitely log this in release mode accidently. Adding back the ifdef
2018-09-05 13:04:04 -04:00
Taha Afzal
19b3ba6615
SPARK-1668 MIC enums added
2018-09-05 12:41:03 -04:00
Eric Harding
9a22e7e1fc
Merge branch 'qa' of bitbucket.org:bluetradesys/spark into SPARK-1634
2018-09-05 11:16:52 -04:00
Eric Harding
89bbf25335
Add shell dataflow logging subsystem to track flow thought the shell.
2018-09-05 11:07:10 -04:00
Taha Afzal
6b68029b6d
adding comments to SPARK-1679 protos
2018-09-05 10:03:38 -04:00
Taha Afzal
15c8a8bf28
SPARK-1679 done !
2018-09-05 09:55:05 -04:00
Taha Afzal
2b2fe02315
SPARK-1679 get_order_summary done
2018-09-04 22:13:25 -04:00
John Colvin
2bfaf8305a
replace improper .SelectMany subscriptions to the viewmodel in SparkWindows
2018-09-04 19:06:24 -04:00
Eric Harding
b414289299
SPARK-1634 Crash in FillTupleSource._apply_changes
2018-09-04 17:45:08 -04:00
Eric Harding
9623a015df
Remove annoying "unknown" (thread name) column when logging on windows.
2018-09-04 17:31:15 -04:00
John Colvin
f3266cbcec
SPARK-1691 correct order-type-columns' vertical alignment (present in fills and orderbook)
2018-09-04 15:00:03 -04:00
John Colvin
98e34aafcd
rename CVOrderBookColumnCollection -> OrderBookColumnCollection
2018-09-04 14:24:52 -04:00
John Colvin
aae0cba2f7
SPARK-1690 TimeAndSalesModel - only spawn 1 Observable.Poll sequence (aka the 'SelectMany' issue)
2018-09-04 14:00:29 -04:00
Pedro Pinto
d4abac9d0d
Tweaked metrics.
2018-09-04 15:40:35 +00:00
Jake Norbut
ac0d0d8dae
Colors - changing spreader order color to yellow to make badge decorations a bit more readable
2018-09-04 09:51:55 -05:00
Taha Afzal
1f4c91a344
SPARK-1679
2018-09-04 10:37:45 -04:00
Eric Harding
6ff71980aa
SPARK-1634 - rx Cache() does not handle unsubscribe correctly.
2018-09-04 10:28:19 -04:00
Taha Afzal
92f8f74d8f
SPARK-1679
2018-09-04 08:51:50 -04:00
Pedro Pinto
23352438cf
Added latency metrics for tick to order and fill to order
2018-09-03 16:01:58 -04:00
John Colvin
76a519911d
LadderGridHost - avoid index-out-of-range ex if _column_for_point is called before columns are set
2018-09-02 14:33:09 -04:00
John Colvin
4447412e64
OrderBook settings dialog - stretch drag-indicator up/down arrows to scale
2018-09-02 14:26:52 -04:00
John Colvin
ad2869ea6f
OrderPropertiesEditor - use id and order-type to match selected orderdef in inlineprops
2018-09-02 13:06:29 -04:00
John Colvin
979506d5be
OrderTemplateKey/Header - override ToString
2018-09-02 12:38:13 -04:00
John Colvin
bc6e792855
SPARK-1684 ladder/ticket - infrastructure for order definition templates
2018-09-01 21:25:20 -04:00
Eric Harding
35b01451c4
Merged in SPARK-1574 (pull request #67 )
...
SPARK-1574
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-09-01 01:14:01 +00:00
John Colvin
bab2508299
SPARK-1637 notes on grid settings
2018-08-31 17:40:50 -04:00
Michael Harding
defdcc5d44
Spark User Doc: Analytics and fixes
2018-08-31 17:37:17 -04:00
Eric Harding
b4a8cf0cff
SPARK-1574 code review feedback
2018-08-31 17:37:03 -04:00
John Colvin
7e8ef4d273
sounds ui - change playbutton cursor to 'hand'
2018-08-31 15:07:13 -04:00
John Colvin
3e9e4c0f12
fix mview flickering rows after changing securities a few times
2018-08-31 15:05:45 -04:00
John Colvin
9de3e2c597
sounds view - change "When order is filled" to "When order gets a fill"
2018-08-31 14:16:32 -04:00
John Colvin
3382fe22ca
SPARK-1683 - NullReferenceException in TriggerOrderVM
2018-08-31 14:09:22 -04:00
Kevin Darby
9eaa2eb5e4
with the revelation that Cover is an order not a parameter in orders, Top is ready to go
...
that said, I'll need to refactor some things next cycle to clean up
2018-08-31 14:09:35 -04:00
Jake Norbut
451dcc3352
Updating test
2018-08-31 13:00:16 -05:00
Michael Harding
e490493ae7
More order colors
2018-08-31 13:24:41 -04:00
Kevin Darby
fb8904fed4
fix bug arising from nesting algos
2018-08-31 13:09:47 -04:00
Taha Afzal
4e7f3ed036
Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa
2018-08-31 12:39:57 -04:00
Taha Afzal
aa0080224d
merging
2018-08-31 12:36:37 -04:00
John Colvin
3537be6d98
Window Settings Dialog - change title format
2018-08-31 12:34:13 -04:00
Jake Norbut
6f72c2f268
PnL: fixed minor bug of PnL Price not resolving when md contains no trades and the pnl source is set to something other than last
2018-08-31 11:32:11 -05:00
Eric Harding
2e6aa8b54d
merge qa to feature branch
2018-08-31 10:52:40 -04:00
Taha Afzal
87ef164264
SPARK-1681 (Spreader IOC inf loop protection)
2018-08-31 10:50:45 -04:00
Eric Harding
c4c8bb6f5e
SPARK-1574 Fix manaaged market data for new layout
2018-08-31 10:35:58 -04:00
Eric Harding
c53c12b5d8
SPARK-1574 Changes from ushort to uint in shell
2018-08-31 09:42:48 -04:00
Eric Harding
f5c4eda4df
Update onixs license (again)
2018-08-31 09:36:38 -04:00
John Colvin
55cb3592a1
SPARK-1652 unify settings icons across all forms
2018-08-30 18:19:30 -04:00
Pedro Pinto
8e00da5a72
SPARK-1653, The initial crash that john reported turned out to be a monster.
...
Events were getting re-ordered in our event queue, possibly due to
this:
https://github.com/cameron314/concurrentqueue/issues/126
We abandoned the moody camel queue.
2018-08-30 21:49:01 +00:00
Pedro Pinto
c19b720121
Fixed assert in TimeBox order.
2018-08-30 21:49:01 +00:00
Pedro Pinto
93af8bc738
SPARK-1645, Changed tag 1603 to SPARK.
2018-08-30 21:49:01 +00:00
Pedro Pinto
47cf8f1df8
Added sim support for IOCs.
2018-08-30 21:49:01 +00:00
Pedro Pinto
79b011d934
Changed server order manager metrics to nanoseconds.
2018-08-30 21:49:01 +00:00
Pedro Pinto
9e9a90f27b
Changed histogram metrics to use uint64_t
2018-08-30 21:49:01 +00:00
Pedro Pinto
7a319ed943
Fixed subsystem logging filter.
2018-08-30 21:49:01 +00:00
John Colvin
50724cec66
oops - commented out wrong color in Buttons.xaml
2018-08-30 15:58:52 -04:00
John Colvin
6de25c700f
SPARK-1642 / SPARK-1677 use 'Play-button' style for preview/info button
2018-08-30 15:51:45 -04:00
Eric Harding
4256c51993
Move EqualityComparer and MathUtils to spark_core
2018-08-30 15:48:34 -04:00
Jake Norbut
d56ea7df25
Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa
2018-08-30 13:12:11 -05:00
Jake Norbut
6ffb8b630f
SPARK-1651 cleanup collapse/exapnd all into 2 sepearate toolbar icons
2018-08-30 13:12:05 -05:00
John Colvin
677d1aaa77
SPARK-1642 / SPARK-1657 order completed/canceled aren't playing
2018-08-30 13:34:03 -04:00
John Colvin
07874cad77
SPARK-1642 / SPARK-1656 disable toast notifications for 1.2 via toggles.conf
2018-08-30 13:21:11 -04:00
John Colvin
c53c843d54
remove unused CVOrderBook message in toggles.conf
2018-08-30 11:55:22 -04:00
John Colvin
5920b841c3
SPARK-1642 / SPARK-1655 remove silence at beginning of some sounds
2018-08-30 11:50:05 -04:00
Eric Harding
6d7fbe5c84
SPARK-1574 Add space for implied book
2018-08-30 11:30:33 -04:00
Michael Harding
2ba33caae8
SPARK-1639: More of this
2018-08-30 11:17:46 -04:00
Eric Harding
293dddc54f
SPARK-1574 Fix Co2Tests.BlitPointerTuple
2018-08-30 10:41:57 -04:00
Eric Harding
1ca250ccb1
SPARK-1574 PriceSize Needs to be bigger (native)
2018-08-29 17:18:13 -04:00
John Colvin
bca8f754b6
OrdersModel - use .Naggle in positions observable
2018-08-29 16:58:33 -04:00
John Colvin
146e555ad0
SPARK-1650 Ladder - selected account resets to the first item in dropdown when account limits are changed
2018-08-29 16:00:09 -04:00
John Colvin
5424a07862
SPARK-1647 Position button on ladder not reflecting accurate position per account
2018-08-29 15:43:37 -04:00
Jake Norbut
d6a6b2ca79
FillTuple - no longer trimming account per Taha; SOD test was done w/o the trim and things worked as execpted
2018-08-29 14:22:18 -05:00
Jake Norbut
8e6b863d8f
updating test text
2018-08-29 14:22:18 -05:00
Taha Afzal
660dd71bad
rounding the trigger price
2018-08-29 14:16:48 -04:00
Michael Harding
88ae39fa52
SPARK-1639: tweaks
2018-08-29 13:57:06 -04:00
Pedro Pinto
353a33a391
Added some performance metrics to server.
2018-08-29 15:48:28 +00:00
Jake Norbut
6a6e1b1139
Workspaces - added logging detailing window loads and total workspace load time
2018-08-29 10:26:01 -05:00
Eric Harding
44262c584c
Update onixs license
2018-08-29 10:53:20 -04:00
Eric Harding
5df90f27c8
Update onixs license
2018-08-29 10:47:07 -04:00
Taha Afzal
935e8455a3
clearing account vs account
2018-08-29 09:48:57 -04:00
Taha Afzal
d01441987d
adding test for SOD
2018-08-28 12:26:44 -04:00
Pedro Pinto
b24528ba2f
Merged in fill account id fixes
2018-08-28 11:52:52 -04:00
Pedro Pinto
e2b781c42c
Included internal account id in stored fills.
2018-08-28 11:50:45 -04:00
John Colvin
ff3facedb0
add target 'cycles per ms' to WorkLoop excessive cycle log message
2018-08-28 11:39:28 -04:00
Michael Harding
119a2dc6ad
SPARK-1639: Help tooltips for Trigger Order
2018-08-28 10:58:19 -04:00
Pedro Pinto
74defda5a9
Merge remote-tracking branch 'origin/qa' into acount_id_in_fills
2018-08-28 10:57:38 -04:00
Pedro Pinto
d571642454
Removed test code from SDK example
2018-08-28 10:21:16 -04:00
Pedro Pinto
0695ddc33e
Moved subrepo ptr
2018-08-28 13:24:08 +00:00
Pedro Pinto
c97e7675fd
Testing SDK
2018-08-28 13:20:56 +00:00
Taha Afzal
9212e8d1da
improved the test
2018-08-28 09:14:36 -04:00
John Colvin
c88a004c27
fractional_hedging test edits
2018-08-27 20:30:40 -04:00
John Colvin
0cab24523d
change "hedge ratio" to "lean qty factor" in test
2018-08-27 20:01:13 -04:00
John Colvin
c4500e8ac0
rename hedge_ratio test -> lean_qty_factor
2018-08-27 19:58:55 -04:00
John Colvin
6d180156e2
n_legs test - align order params in columns, easier to track with eyes
2018-08-27 18:47:24 -04:00
Pedro Pinto
46dd1b7445
Switched to use account string rather than account id in fill to preserve existing code
2018-08-27 18:13:20 -04:00
Pedro Pinto
bd8db00227
Removed rtags from setup_builds (nobody will care)
2018-08-27 21:53:24 +00:00
John Colvin
f4bd00ae77
spreader_common_setup_1/2 edits
2018-08-27 17:21:07 -04:00
Michael Harding
38842a91c3
SPARK-1640: Help tooltip for Hidden field in synthetic
2018-08-27 17:03:38 -04:00
John Colvin
1f44425ac1
simple_sanity/spreader_common_setup_1.txt edits
2018-08-27 16:59:18 -04:00
Eric Harding
3581d05883
Add baseline benchmark for PriceSize
2018-08-27 16:32:13 -04:00
John Colvin
251775283b
UserSettingsTest - more edits
2018-08-27 15:12:12 -04:00
John Colvin
acabe59d8a
UserSettingsTest edits(2)
2018-08-27 14:33:23 -04:00
John Colvin
efa941bdb1
UserSettingsTest edits
2018-08-27 14:29:44 -04:00
Jake Norbut
f8028ab381
changing default order color (spreader)
2018-08-27 13:24:11 -05:00
John Colvin
8a638d2e86
SoundAndNotifications - change a couple words
2018-08-27 13:25:40 -04:00
John Colvin
09d34b03ac
SoundAndNotificationsTest edits
2018-08-27 13:15:05 -04:00
Jake Norbut
3798d64403
Merged in SPARK-1638 (pull request #66 )
...
SPARK-1638
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2018-08-27 17:11:57 +00:00
Jake Norbut
fc7dcfad80
misc refactor
2018-08-27 11:25:32 -05:00
Jake Norbut
483a61426d
SPARK-1638 - Hiding orders not yet ready for prod; changing order color
2018-08-27 11:22:35 -05:00
Taha Afzal
8094b53402
unifying SOD config
2018-08-27 10:45:28 -04:00
Taha Afzal
837c3d5949
some manual test improvements/spellings
2018-08-27 10:45:28 -04:00
Eric Harding
1a7b550e08
SPARK-1636 Begin security discovery earlier.
2018-08-27 10:18:11 -04:00
John Colvin
bbb1b8f147
Sound and Notifications test
2018-08-24 20:27:04 -04:00
Eric Harding
5656f1685c
Merged in Logging (pull request #65 )
...
Improve managed logging api
2018-08-24 21:37:39 +00:00
Michael Harding
cd04e27625
move helpButton tooltip duration to help button
2018-08-24 16:56:50 -04:00
Michael Harding
dc8480d778
Test updates/fixes
2018-08-24 16:48:18 -04:00
Eric Harding
5127b70fea
Improve managed logging api
2018-08-24 16:36:40 -04:00
Pedro Pinto
f4a4a34567
Included internal account id in stored fills.
2018-08-24 20:25:44 +00:00
John Colvin
f53b300cd4
Grid Settings - change icon to 'Gear'
2018-08-24 14:47:44 -04:00
John Colvin
1b99cff2c5
SPARK-1629 Synthetic ladders are not restored on starting up
2018-08-24 14:32:38 -04:00
Pedro Pinto
526805680a
Updated cmake files
2018-08-24 18:14:24 +00:00
John Colvin
b1d799787a
SPARK-1628 Clone of a synthetic crashes the shell
2018-08-24 14:00:54 -04:00
Pedro Pinto
03e3549895
Merged
2018-08-24 13:56:35 -04:00
John Colvin
d019ae287c
SPARK-1635 Ladder - position button should show "-" (NaN) for accounts with no orders (let 0 indicate the sum of fills is 0)
2018-08-24 13:42:40 -04:00
Jake Norbut
ffc316f50c
updating fills test
2018-08-24 09:34:14 -05:00
John Colvin
fc5eb48d6a
Merged master into qa
2018-08-24 00:28:19 -04:00
John Colvin
c394c90641
Grid Settings Test edits
2018-08-24 00:10:40 -04:00
Taha Afzal
f1de94a218
Merge branch 'master' of bitbucket.org:bluetradesys/spark into qa
2018-08-23 23:50:53 -04:00
John Colvin
58468af039
add Grid Settings Test
2018-08-23 22:48:23 -04:00
John Colvin
5ccfa14edd
rename 'Grid' Settings - 'Window' Settings
2018-08-23 21:51:35 -04:00
John Colvin
54f4eab6de
change GridSettings icon
2018-08-23 21:48:43 -04:00
John Colvin
6c4beaf0ea
sounds - fix tooltip in GridSettingsView
2018-08-23 18:55:04 -04:00
John Colvin
bbf3e6146d
SPARK-1405 Order ticket for a user with no account crashes
2018-08-23 18:19:19 -04:00
Eric Harding
b6c8417454
Merged in cover_dynamic2 (pull request #64 )
...
Cover dynamic2
2018-08-23 20:48:32 +00:00
Eric Harding
9cfda60bdc
Remove the IsEnabled again.
2018-08-23 16:26:09 -04:00
Michael Harding
e19907ad92
Lighter badge background
2018-08-23 15:59:11 -04:00
Jake Norbut
b5bdc18332
adding test for new badge functionality
2018-08-23 14:38:16 -05:00
John Colvin
0e81b38d85
SPARK-1584 IOC hiding
2018-08-23 14:59:33 -04:00
Michael Harding
2864db23c9
SPARK-1580: Wildcards in new rows fixed
2018-08-23 14:42:55 -04:00
Michael Harding
c012a63e86
SPARK-1581: Limits can now be set twice
2018-08-23 14:42:55 -04:00
John Colvin
1b1da9c4e5
SPARK-1583 Ladder Low marker
2018-08-23 14:28:45 -04:00
Taha Afzal
4de28cfbbf
merging from prod
2018-08-23 14:16:03 -04:00
John Colvin
0240e27267
SPARK-1582 / SPARK-1587 remove bid/ask from payup/less dropdown
2018-08-23 13:54:39 -04:00
John Colvin
6ceb1f30b2
SPARK-1582 / SPARK-1586 Payup with +0 should be enabled (radio button checked) by default
2018-08-23 13:54:39 -04:00
John Colvin
9d33d334f0
SPARK-1582 / SPARK-1585 sends limit order if fixed price is nan
2018-08-23 13:54:38 -04:00
Taha Afzal
ce93b15b2d
Hidden order sell side issue fixed
2018-08-23 13:55:09 -04:00
Jake Norbut
fc594a2ecd
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-23 12:46:52 -05:00
Jake Norbut
37db2f60ab
Badges - making the combined bid + ask at same level a bit easier on the eyes
2018-08-23 12:46:46 -05:00
Eric Harding
e33642d325
Merge branch 'SPARK-1570' of bitbucket.org:bluetradesys/spark
2018-08-23 12:54:22 -04:00
Kevin Darby
e99e063db3
commenting out second dynamic_order until John can get the real typename in the gui
2018-08-23 12:10:29 -04:00
Kevin Darby
75f9c5bc9d
thanks to John this looks decent now
2018-08-23 12:10:29 -04:00
Kevin Darby
c20381c3a5
added support for cover order and dynamic_orders
2018-08-23 12:10:29 -04:00
Michael Harding
edeb67fdee
Fix Build
2018-08-23 11:25:55 -04:00
Michael Harding
dc9dd81a44
Merged in help (pull request #63 )
...
Synthetic Help Buttons
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-08-23 15:13:26 +00:00
Michael Harding
78db1442fe
Merge with master
2018-08-23 11:11:48 -04:00
Michael Harding
b554a8ba49
SPARK-1562: Add Manual to Help menu
2018-08-23 10:54:14 -04:00
Michael Harding
e5a5fac50c
Using NullToVisibilityConverter
2018-08-23 10:49:04 -04:00
Eric Harding
23c799ac3a
SPARK-1570 round_to_quote_price WIP
2018-08-23 09:53:48 -04:00
John Colvin
7dd759281c
blah
2018-08-23 00:39:39 -04:00
John Colvin
162c192963
SPARK-1545 Spreader sniper mode
2018-08-23 00:37:35 -04:00
Taha Afzal
637a6cb094
SPARK-1579 test
2018-08-22 23:19:35 -04:00
Taha Afzal
350bc37a8d
SPARK-1578 account vs clearing account
2018-08-22 23:19:35 -04:00
John Colvin
1b1c854860
ObjectHelper - use EnumHelper.try_parse to avoid exceptions from null/empty strings
2018-08-22 20:22:51 -04:00
John Colvin
0bd87e7063
Brush thread-safety
2018-08-22 20:22:42 -04:00
Jake Norbut
4fdea219b6
FillsVM - making it safer in case of nulls
2018-08-22 18:11:14 -05:00
John Colvin
102a6d8269
fix notification predicates that were dependent upon observing every update (api streams are naggled now)
2018-08-22 18:00:02 -04:00
John Colvin
e05c38dcf6
remove ThreadYieldRWGate
2018-08-22 18:00:01 -04:00
John Colvin
2c8c6ac9b8
OrderRecordTupleSource - use lock instead of ThreadYieldRWGate
2018-08-22 18:00:00 -04:00
John Colvin
e72f171657
fix ThreadSafeDisposable again (typeo)
2018-08-22 17:59:52 -04:00
Jake Norbut
47bed56267
pnl and fills - moving account accessing code to FillTuple
2018-08-22 16:56:15 -05:00
Jake Norbut
2b08791aa1
PnL - always TrimEnd the Account, regardless of Order or Fill
2018-08-22 14:10:18 -05:00
John Colvin
2ee725110e
fix ThreadSafeDisposable
2018-08-22 13:04:25 -04:00
John Colvin
5f4db9fab6
ObservableDemuxer - use lock instead of ThreadYieldRWGate
2018-08-22 13:04:24 -04:00
John Colvin
d58c28986b
FillTupleSource - use lock instead of ThreadYieldRWGate
2018-08-22 13:04:24 -04:00
Jake Norbut
9357016ec0
Moving SOD DST UTC calculations into MarketScheudle class
2018-08-22 11:35:37 -05:00
Jake Norbut
aab8995de7
more of SPARK-1566 and other things dicussed with Taha and John
2018-08-22 11:18:33 -05:00
Taha Afzal
6e054d7814
SpreaderOrder::_get_order_error is a bit more strict now:
2018-08-22 12:17:35 -04:00
Taha Afzal
7c19b7615d
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-21 21:41:32 -04:00
Taha Afzal
b7c6b1ee0d
Hidden quoting mode done
2018-08-21 21:38:08 -04:00
John Colvin
6608bee39f
SPARK-1544 Ability to change number pad quantities in Ladder
2018-08-21 21:14:25 -04:00
John Colvin
b5e6cfea8f
make EnumerableStringConverter more robust
2018-08-21 21:14:24 -04:00
John Colvin
a763c54a33
LadderSettingsView - replace margins with Row/ColumnDefinitions for spacing
2018-08-21 21:14:24 -04:00
Eric Harding
7ce4ac7ab5
Merged in SPARK-1509-mark2 (pull request #62 )
...
SPARK-1509 queueing in shell
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-08-22 00:13:55 +00:00
Jake Norbut
29fd10e576
SPARK-1559 - Badges - hide orders whose DisplayStatus is set to hidden
2018-08-21 17:03:24 -05:00
Taha Afzal
e4e24c0999
Added DisplayStatus to OrderStatus
2018-08-21 17:49:30 -04:00
Eric Harding
dbd764f698
merge from master
2018-08-21 16:42:49 -04:00
Eric Harding
15feef9d23
SPARK-1509 queueing in shell
2018-08-21 16:00:33 -04:00
Taha Afzal
f4feabf83d
added hidden/IOC state to spreader
2018-08-21 15:58:24 -04:00
Michael Harding
48e5ed75f0
Merged badgecolor into master
2018-08-21 15:46:46 -04:00
Michael Harding
ee47515990
SPARK-1573: Slightly less bad badge colors
2018-08-21 15:39:10 -04:00
John Colvin
38a769ae00
Merge branch 'trigger_exit'
2018-08-21 15:20:46 -04:00
John Colvin
89f64e09f1
GridSettingsView - minor ui tweaks, sounds use less vertical space
2018-08-21 14:51:20 -04:00
Jake Norbut
439d874b58
adding AdminService.get_admin_data as a testable endpoint in case someone wants to parse this data
2018-08-21 11:58:08 -05:00
John Colvin
44661d90c9
OrdersModel - fix security_total_position extension method
2018-08-21 12:37:34 -04:00
Jake Norbut
8af4d2ccb7
SPARK-1565 - SOD records are filtered out on new Fill window launches
2018-08-21 10:29:19 -05:00
Michael Harding
9a5c963a3e
Merge branch 'help' of bitbucket.org:bluetradesys/spark into help
2018-08-21 11:02:24 -04:00
Michael Harding
578290f8e8
SPARK-1453: Help buttons, rename Hedge Ratio, no negatives
2018-08-21 11:01:39 -04:00
John Colvin
b11b9f8d7d
rearrange LadderSettingsView market-break-lines, visibility reflects settings
2018-08-20 22:55:13 -04:00
Taha Afzal
1c7e14a00c
Hidden quoting evaluation function
2018-08-20 22:24:14 -04:00
John Colvin
aaa2bcd20d
SPARK-1550 Position in Ladder
2018-08-20 19:24:33 -04:00
John Colvin
17654949f7
MEFExport PositionService
2018-08-20 19:24:31 -04:00
John Colvin
d1f8c5fefc
remove obsolete type 'DisposableSingle'
2018-08-20 19:24:31 -04:00
John Colvin
38f5f24952
ThreadSafeDisposable - add name property and check_not_disposed method
2018-08-20 19:24:30 -04:00
John Colvin
9b67ce7a43
ThreadSafeDisposable - fix 'has_disposed_finished' typeo
2018-08-20 19:24:29 -04:00
John Colvin
ba3385aea8
ObservableDemuxer - use ThreadYieldRWGate
2018-08-20 19:24:29 -04:00
John Colvin
d23eb81473
FillTupleSource - use ThreadYieldRWGate
2018-08-20 19:24:28 -04:00
John Colvin
303fd13056
move 'ThreadYieldRWGate' to its own file
2018-08-20 19:24:27 -04:00
Taha Afzal
c59589bc9f
Hidden quoter field exposed
2018-08-20 17:46:01 -04:00
Michael Harding
75a1f6df9f
SPARK-1453: Help buttons, rename Hedge Ratio, no negatives
2018-08-20 17:10:51 -04:00
Jake Norbut
8e792fbd12
SPARK-1569: Day PnL in the summary status box
2018-08-20 15:31:20 -05:00
Jake Norbut
3d7e04ded1
Badges - removing unnecessary allocation when comparing triangle vertices
2018-08-20 15:04:05 -05:00
Kevin Darby
24290ddb27
added IOC / FAK
2018-08-20 15:03:18 -04:00
Jake Norbut
d3bd653d8e
Merged in badges_for_taha (pull request #59 )
...
Badges for taha
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-08-20 17:59:19 +00:00
Jake Norbut
237b59afe5
some PR suggestions
2018-08-20 12:11:16 -05:00
John Colvin
5f9969ad21
LadderSettings - add session_range_fill default to BTSColors
2018-08-20 11:40:58 -04:00
John Colvin
ff7bd05ad3
fix LadderSessionRange refresh
2018-08-20 11:25:07 -04:00
John Colvin
00468fdb4d
LadderGridHost - refresh session_low/high
2018-08-20 00:01:07 -04:00
John Colvin
695ee0e97c
fix LadderSettingsVM.cs
2018-08-19 23:04:30 -04:00
John Colvin
166a34d3b3
LadderSettings - add session-range-fill color
2018-08-19 22:56:33 -04:00
John Colvin
1beca7e3af
LadderGridHost - break up timer.tick callback code into several small methods
2018-08-19 22:56:33 -04:00
Taha Afzal
e9a55d1881
Sniper quoter state machine
2018-08-19 22:22:51 -04:00
Pedro Pinto
ebbc48771b
Merge
2018-08-19 13:26:56 -04:00
Pedro Pinto
2d6fb5c15c
cleaned up build
2018-08-19 17:24:40 +00:00
Taha Afzal
4977957ec1
PositionService added
2018-08-19 09:18:20 -04:00
John Colvin
e53e0b8e49
SPARK-1540 Day high/low visual markers
2018-08-17 18:37:06 -04:00
John Colvin
2bb91cfd22
LadderSettings - use 'safe_get_hash_code' for reference type props
2018-08-17 18:37:05 -04:00
John Colvin
90acee8c81
LadderSettings - add 'last_column' to Equals method
2018-08-17 18:37:05 -04:00
John Colvin
795d144abe
LadderSettings from public -> internal class
2018-08-17 18:37:04 -04:00
Eric Harding
f09b8b64ba
fix typo in config
2018-08-17 17:17:54 -04:00
Eric Harding
d1478905d5
Merged in UnitTests (pull request #60 )
...
UnitTests
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-08-17 21:07:08 +00:00
Eric Harding
56e7fcb60b
BTS managed unit test runner
2018-08-17 17:03:54 -04:00
Jake Norbut
189ed40aa2
fixing merge again
2018-08-17 12:06:21 -05:00
Jake Norbut
ca616d81b1
fixing merge conflict
2018-08-17 12:01:42 -05:00
Jake Norbut
9955fdde74
merge issues
2018-08-17 11:53:16 -05:00
Jake Norbut
8c99f2eb74
SPARK-1555
2018-08-17 09:54:32 -05:00
Jake Norbut
ac182d8f83
SPARK-1553
2018-08-17 09:31:27 -05:00
Jake Norbut
15f40805e5
SPARK-1556
2018-08-17 08:53:02 -05:00
Taha Afzal
2fecc83a7b
Canceling or not of hedging orders is a proto bool now
2018-08-17 08:09:51 -04:00
Taha Afzal
31195329af
SPARK-1567
2018-08-16 21:47:00 -04:00
John Colvin
f42af15fe1
SPARK-1546 Trigger Order exit condition
2018-08-16 21:13:22 -04:00
Jake Norbut
a17d54f6a0
SPARK-1554
2018-08-16 16:26:30 -05:00
Taha Afzal
78368944c8
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2018-08-16 15:36:14 -04:00
Taha Afzal
3812783b29
added logs in TriggerOrder to caputure initial md state
2018-08-16 15:36:02 -04:00
Jake Norbut
b4908ac155
the great cpp fixup
2018-08-16 14:02:01 -05:00
Taha Afzal
3aa8b8cd26
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-16 14:30:18 -04:00
Taha Afzal
9e39ebe981
SPARK-1567 partially done
2018-08-16 14:27:52 -04:00
Eric Harding
7cbdbcc790
Add a command line parser to sparkcmd
2018-08-16 13:28:29 -04:00
John Colvin
93b224f37a
sounds - remove 'System' sound dropdown (until custom sounds are implemented)
2018-08-16 12:19:21 -04:00
John Colvin
2d5c8fcbb9
post prod->master merge cleanup (OrderBookRowVM.cs)
2018-08-16 12:10:14 -04:00
John Colvin
dedccf7098
preview sound by clicking help button next to dropdown
2018-08-16 11:57:40 -04:00
John Colvin
0afeca4f38
un-nest NAudioPlayer (so all Spark proj may access it) and move to own file
2018-08-16 11:57:40 -04:00
John Colvin
1cd9723964
prevent duplicate sounds from repeating for brief period after playing
2018-08-16 11:57:40 -04:00
Jake Norbut
d0e0b2088c
cpp maintenance
2018-08-16 10:33:53 -05:00
Taha Afzal
7d0eafe389
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-16 10:52:31 -04:00
Taha Afzal
484b4995b2
fixing broken tests (disabling keep_hedges_working)
2018-08-16 10:52:09 -04:00
Eric Harding
659e083f6f
Move decode_ticks to common location for emumba
2018-08-16 10:19:49 -04:00
Taha Afzal
35f5cd95b0
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-15 21:43:40 -04:00
Taha Afzal
891adf4203
1541 hedge orders keep working on a cancel
2018-08-15 21:43:33 -04:00
Jake Norbut
bd3d407a0e
PnL - Pennies are back
2018-08-15 19:29:22 -04:00
Pedro Pinto
549de30682
Implemented Jake's note on spread leg last px.
2018-08-15 19:29:22 -04:00
Taha Afzal
a3599bfe80
Fix for the condition when the quoter filled price != order price
2018-08-15 19:29:21 -04:00
Jake Norbut
a232170d55
I think this will come in handy one day for testing
2018-08-15 19:29:21 -04:00
Eric Harding
34251795f2
Quiet websocketpp.transport errors
2018-08-15 19:29:21 -04:00
Eric Harding
6e9a15f4ee
Change TableUpdate dictionary implementation
2018-08-15 19:29:20 -04:00
Michael Harding
bb2f45abb0
SPARK-1549: Move wildcard to top of the list
2018-08-15 19:29:20 -04:00
Michael Harding
688c96ee14
SIM Exchange Settings
2018-08-15 19:29:20 -04:00
Jake Norbut
d8da7ad712
can't keept up w/ the version numbers
2018-08-15 19:29:19 -04:00
Jake Norbut
abd79ec2d2
updating notes
2018-08-15 19:29:19 -04:00
Jake Norbut
c0fa0b4b07
updating notes post merge
2018-08-15 19:29:19 -04:00
Eric Harding
72674a3aff
SPARK-1548 Enable merging live market data with simulator
2018-08-15 19:29:18 -04:00
Jake Norbut
2a187bf1a9
Adding Expand/Collapse All to the OrderBook tool-well area (and right click menu)
2018-08-15 19:29:05 -04:00
Eric Harding
b19d61a869
Update release notes
2018-08-15 19:24:00 -04:00
Jake Norbut
ff9a36b567
Updating version under which new features will reside
2018-08-15 19:23:59 -04:00
Jake Norbut
c39df93e8a
updating notes
2018-08-15 19:23:59 -04:00
Jake Norbut
64009e64fc
Symbol Column filter is now a Discrete values; added new column to saved filter settings
2018-08-15 19:23:48 -04:00
Jake Norbut
0432fc0f3d
Adding Last Hour hyperlink which sets the Begin time in Period mode to the Now - 1 hour
2018-08-15 19:19:08 -04:00
Jake Norbut
df2ab14d49
adding Symbol column to the Orderbook; column filter is a regex at the moment, which is not ideal
2018-08-15 19:17:57 -04:00
Jake Norbut
666868d900
Orderbook rows are now collapsed by default; Orders in Error status can be recreated
2018-08-15 17:25:12 -04:00
John Colvin
5240d897e9
SPARK-1534 - (fix previous commit)
2018-08-15 17:25:09 -04:00
John Colvin
b6fe933f07
SPARK-1534 mview - show synthetic future-leg working orders in future's row
2018-08-15 17:25:08 -04:00
Eric Harding
6ad896734d
fix build
2018-08-15 17:05:48 -04:00
Eric Harding
544caec53f
Switch from NUnit to MSTest. Seems more reliable.
2018-08-15 16:52:28 -04:00
Eric Harding
3f92ada6e3
Add ApiTests.cs to spark_tests
2018-08-15 16:45:33 -04:00
Eric Harding
39374c9350
Fix jenkins unit tests, hopefully.
2018-08-15 15:49:05 -04:00
Jake Norbut
11211f4633
PnL - Pennies are back
2018-08-15 14:45:32 -05:00
Eric Harding
4d5cc1e890
re-enable (some) managed unit tests
2018-08-15 15:34:28 -04:00
John Colvin
1804de10c1
sounds - ctrl + click on help button copies info to clipboard
2018-08-15 15:06:24 -04:00
Pedro Pinto
dd6d86b9b1
Merged in spread_leg_last_px (pull request #58 )
...
Implemented Jake's note on spread leg last px.
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-08-15 17:43:34 +00:00
Pedro Pinto
b12fb8c175
Implemented Jake's note on spread leg last px.
2018-08-15 17:29:06 +00:00
John Colvin
74d2d54740
adding sounds - game_over_arcade, game_sound_wrong, reload_1911
2018-08-15 13:17:05 -04:00
Taha Afzal
8d5402bd4d
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2018-08-15 13:12:36 -04:00
Taha Afzal
7433484484
Fix for the condition when the quoter filled price != order price
2018-08-15 13:12:31 -04:00
Jake Norbut
6bb7f874d4
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into badges_for_taha
2018-08-15 11:40:39 -05:00
John Colvin
4dda3dc833
sounds - add cash_register_purchase.wav
2018-08-15 12:09:50 -04:00
John Colvin
da47650ed8
fix 2 method xml summaries
2018-08-15 12:09:48 -04:00
Eric Harding
7db6591d22
fix _DISABLE_EXTENDED_ALIGNED_STORAGE issue with 15.8.0 msvc compiler
2018-08-15 11:40:35 -04:00
Eric Harding
a352311ce9
fix _DISABLE_EXTENDED_ALIGNED_STORAGE issue with 15.8.0 msvc compiler
2018-08-15 11:25:28 -04:00
Jake Norbut
0687fbb30a
SPARK-1558
2018-08-14 17:29:35 -05:00
John Colvin
bf9cee2dc1
SPARK-1371 Implement order book settings
2018-08-14 17:51:36 -04:00
John Colvin
278898804b
TimeSpanControl - add tick up/down buttons
2018-08-14 17:14:39 -04:00
John Colvin
54fc7a3713
UserSettingsHub - when initializing, verify persisted settings is not null before notifying observers
2018-08-14 17:14:39 -04:00
John Colvin
9011076b71
ObjectHelper.try_convert - verify obj is IConvertible before calling Convert.ChangeType
2018-08-14 17:14:39 -04:00
John Colvin
d1382e8598
ColorPickerControl - fix PalettesPropertyChanged callback
2018-08-14 17:14:38 -04:00
John Colvin
045418acee
OrdersModel - create OrderRecordTuples observable
2018-08-14 17:14:37 -04:00
John Colvin
11c1befb0b
ComboCheckBox - change HeaderText prop to HeaderContent
2018-08-14 17:14:36 -04:00
John Colvin
23f0408fd4
GridSettings\Sounds - add PropertyWrapperVM functional utils for reusable simple viewmodel templates
2018-08-14 17:14:36 -04:00
John Colvin
f85b10a7df
add IRaiseNotifyPropertyChanged interface (implement in ViewModelBase)
2018-08-14 17:14:35 -04:00
John Colvin
c9cf41e4ad
WindowStyle - remove CloseOnEscape property (use CommandBinding w\ SystemCommands.CloseWindow)
2018-08-14 17:14:35 -04:00
John Colvin
864cfe48ab
add grab\grabbing cursor resources
2018-08-14 17:14:34 -04:00
John Colvin
dbf1c583f0
Grid Settings\Sounds - add Predicate types
2018-08-14 17:14:33 -04:00
John Colvin
472064a882
Grid Settings\Sounds - add new Proto types
2018-08-14 17:14:31 -04:00
Jake Norbut
289f9259bb
I think this will come in handy one day for testing
2018-08-14 15:58:03 -05:00
Jake Norbut
914fbe8805
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into badges_for_taha
2018-08-14 15:50:33 -05:00
Jake Norbut
8ab9943834
SPARK-1557 and most of SPARK-1553
2018-08-14 15:48:28 -05:00
Eric Harding
197b6e85bd
Quiet websocketpp.transport errors
2018-08-14 16:44:29 -04:00
Taha Afzal
13940c659b
comments
2018-08-14 15:05:02 -04:00
Michael Harding
f3831c568f
Merged in userdoc (pull request #57 )
...
SPARK-1426: User Docs
2018-08-14 18:49:48 +00:00
Eric Harding
afea120359
Merged in TableUpdateGoFaster (pull request #56 )
...
Change TableUpdate dictionary implementation
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-08-14 17:19:03 +00:00
Eric Harding
ca4a2b9bd1
Add CMEConnection information to parse_channels for emumba
2018-08-14 12:59:39 -04:00
Jake Norbut
0ad1103f78
requesting a sanity check here
2018-08-14 11:31:06 -05:00
Michael Harding
79eac6a56f
SPARK-1426: User Docs
2018-08-14 11:22:14 -04:00
Eric Harding
dfaeb63ded
Change TableUpdate dictionary implementation
2018-08-14 09:40:58 -04:00
Taha Afzal
95d9d10226
Added WAITING_FOR_FIRST_ACK to TriggerOrder
2018-08-13 23:33:25 -04:00
Michael Harding
ffa1d17860
SPARK-1549: Move wildcard to top of the list
2018-08-13 12:59:51 -04:00
Taha Afzal
1e41fbdb92
renamed TriggerExitCondition.enabled to timeout_enabled
2018-08-13 10:00:59 -04:00
Taha Afzal
5f5ae72a28
Trigger exits on price condition now
2018-08-13 09:46:22 -04:00
Taha Afzal
771ead46f2
getting time directly from bts::TimeStamp::now()
2018-08-10 18:24:00 -04:00
Michael Harding
eb739b33f9
SIM Exchange Settings
2018-08-10 15:49:15 -04:00
John Colvin
dc2b0c8efe
Merged in mview-spreader-leg-orders (pull request #53 )
...
Mview spreader leg orders
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-08-10 16:24:01 +00:00
Jake Norbut
6cc738c1ba
can't keept up w/ the version numbers
2018-08-09 20:58:42 -05:00
Jake Norbut
e0a2aad2f7
Merged in SPARK-1535 (pull request #54 )
...
SPARK-1535
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-08-10 01:34:16 +00:00
Jake Norbut
2b5c2b9f82
updating notes
2018-08-09 20:33:37 -05:00
Taha Afzal
4b6549ed18
time was not getting initailzied
2018-08-09 19:11:11 -04:00
Jake Norbut
2a9bbbd182
updating notes post merge
2018-08-09 16:16:37 -05:00
Jake Norbut
e4d649b245
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into SPARK-1535
2018-08-09 16:15:51 -05:00
Eric Harding
f5b114b9ce
SPARK-1548 Enable merging live market data with simulator
2018-08-09 16:54:21 -04:00
Jake Norbut
0a7ef4a4cd
Adding Expand/Collapse All to the OrderBook tool-well area (and right click menu)
2018-08-09 15:53:52 -05:00
Taha Afzal
ee908f2fb8
added payup proto to Trigger
2018-08-09 14:21:44 -04:00
Taha Afzal
4458b8ad68
Removed WAITING_FOR_CXL_ACK the diff bw prod and this is pretty small now
2018-08-09 13:38:45 -04:00
Taha Afzal
816910a649
better end conditon reporting
2018-08-09 12:41:16 -04:00
Kevin Darby
0584dee4cb
iceberg can now handle completed - 0 state
2018-08-09 10:43:58 -04:00
Eric Harding
85b4ae091e
Merged in SPARK-1410 (pull request #55 )
...
SPARK-1410
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-08-09 14:39:23 +00:00
Taha Afzal
0e639d3c50
added exit condition to trigger proto
2018-08-09 10:31:31 -04:00
Eric Harding
1ec82d98e2
SPARK-1410 Bring back ReleaseNotesParade. Comment out until release notes copied to output.
2018-08-09 10:16:02 -04:00
Taha Afzal
595048b778
Ready to test
2018-08-09 10:00:23 -04:00
Eric Harding
6cc1b38358
Update release notes
2018-08-08 17:28:30 -04:00
Eric Harding
eb8e5ea353
SPARK-1410 Fix shell browser window
2018-08-08 16:25:06 -04:00
Taha Afzal
56feb8fdd3
trigger exit condition
2018-08-08 14:25:44 -04:00
Eric Harding
17f8fa74ea
Unstaged change from previous commit
2018-08-08 14:14:30 -04:00
Eric Harding
c876c257da
Increase buffer size for trade ticker (on server)
2018-08-08 14:13:04 -04:00
Eric Harding
5ba801185a
merge from prod
2018-08-08 13:54:13 -04:00
Eric Harding
0f3169ef05
merge SPARK-1515-OnixS. Updated onixs for CME precision extension
2018-08-08 13:31:41 -04:00
Eric Harding
f72753cd77
Onixs debug logging depends on 3 other settings. awesome.
2018-08-08 10:26:59 -04:00
Eric Harding
5182e9c9d4
remove unused file
2018-08-07 14:42:44 -04:00
Jake Norbut
2240b3a85d
Updating version under which new features will reside
2018-08-07 10:10:02 -05:00
Jake Norbut
e792f3a697
updating notes
2018-08-07 10:08:24 -05:00
Jake Norbut
85581ebf41
Symbol Column filter is now a Discrete values; added new column to saved filter settings
2018-08-07 09:48:44 -05:00
Taha Afzal
ea180d8ebc
In case of a state of position violation, Limiter lets orders in if they are closing the position
2018-08-06 22:32:26 -04:00
Jake Norbut
1f7f091a51
Adding Last Hour hyperlink which sets the Begin time in Period mode to the Now - 1 hour
2018-08-06 17:27:17 -05:00
Jake Norbut
78be34cdd3
adding Symbol column to the Orderbook; column filter is a regex at the moment, which is not ideal
2018-08-06 16:32:09 -05:00
Jake Norbut
b59158ea43
Orderbook rows are now collapsed by default; Orders in Error status can be recreated
2018-08-06 09:57:35 -05:00
Pedro Pinto
297cc43afa
Fixed merge of NativeOrder.cpp from prod.
2018-08-06 12:19:35 +00:00
Pedro Pinto
0cf707c47f
merge
2018-08-04 04:44:10 -04:00
Pedro Pinto
9937fc7cd2
Updated release notes.
2018-08-03 23:15:01 +00:00
Pedro Pinto
f3f53d05c8
Fixed spreader order state update. From the middle of the Atlantic.
...
Go BTS.
2018-08-03 23:13:30 +00:00
Eric Harding
b49b7f01d5
Updated linked onixs version. Not sure how we linked with new headers and old version.
2018-08-03 17:31:23 -04:00
Eric Harding
a699865342
SPARK-1515 Add specializations to make things build
2018-08-03 16:54:07 -04:00
John Colvin
ee69892006
SPARK-1534 - (fix previous commit)
2018-08-03 15:50:16 -04:00
John Colvin
bc279ea1b1
SPARK-1534 mview - show synthetic future-leg working orders in future's row
2018-08-03 15:22:35 -04:00
Michael Harding
1b5f58c572
SparkAdmin: The return of wildcards and other tweaks
2018-08-03 14:16:20 -04:00
Eric Harding
bae0b797e9
advance externals pointer for onixs 4.8
2018-08-02 17:15:08 -04:00
Pedro Pinto
9bdec8c552
Added more code to SDK example.
2018-08-02 20:59:58 +00:00
Eric Harding
79a69e29a0
SPARK-1515 Switch MDP3Listener to new templates
2018-08-02 16:37:13 -04:00
Pedro Pinto
38bf38c62d
Fixed price conversion for spread leg fill.
2018-08-02 20:22:58 +00:00
Jake Norbut
4e08a43d0c
Cpp - updating HO to match RB per Kev
2018-08-02 14:12:13 -05:00
Pedro Pinto
4875a6db25
Changed limit enforcing to use fills to seed limiter.
2018-08-02 17:11:43 +00:00
Pedro Pinto
7f7e1b8483
Fixed file name for SODPosition class.
2018-08-02 15:10:45 +00:00
Pedro Pinto
a06c8e5b70
Towards an algo SDK
2018-08-02 14:55:40 +00:00
Pedro Pinto
4f912f99bd
release_notes.txt edited online with Bitbucket
2018-08-01 21:18:45 +00:00
John Colvin
ae7e1761a7
SPARK-1527 Production client crash (ListBoxEx)
2018-08-01 17:10:30 -04:00
Taha Afzal
ff71c0642e
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-01 16:15:09 -04:00
Taha Afzal
789a84527d
SPARK-1516
2018-08-01 16:14:28 -04:00
Pedro Pinto
2eca514dea
Fixed build.
2018-08-01 19:52:59 +00:00
Jake Norbut
4891eea5ba
Merged in SPARK-1166 (pull request #52 )
...
SPARK-1166
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-08-01 19:06:39 +00:00
Taha Afzal
239acc7821
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-08-01 15:04:34 -04:00
Taha Afzal
b5ad38e41f
SPARK-1516, fills sod cleanup's enablement and time are behind config
2018-08-01 15:04:18 -04:00
Jake Norbut
bc36db0480
TimeAndSales - Replacing 444 with calculations made from the the DefaultColumnWidths
2018-08-01 14:03:42 -05:00
Pedro Pinto
749d95df67
Added missing linked libraries to sparklib.
2018-08-01 17:30:19 +00:00
Pedro Pinto
7e28a2192a
Moved code to lib.
2018-08-01 17:11:17 +00:00
Pedro Pinto
b982c7462c
Enabled filtering of orders with expired securities by default.
...
Delayed the initial security publishing to allow the market data a bit
longer to publish the initial set of securities. This is a work around
the security discovery race mentioned in
https://bitbucket.org/bluetradesys/spark/commits/c52a35e950bf906a19dbe078deb24107e0f16bbd
2018-08-01 16:10:52 +00:00
Pedro Pinto
7356c05de9
Added some really rough architecture documentation.
2018-08-01 15:56:22 +00:00
Taha Afzal
af43ca7332
disabling SODs until I put it behind a config
2018-07-31 10:47:55 -04:00
Taha Afzal
e87339ff3e
merging
2018-07-31 10:39:23 -04:00
Taha Afzal
f3555017b9
merging
2018-07-30 15:45:41 -04:00
Taha Afzal
5aad335023
SPARK-1516 sod pos id's
2018-07-30 15:30:58 -04:00
Pedro Pinto
1be9b7556e
Changed fill kind enum to be consistent with other kinds.
2018-07-30 18:13:07 +00:00
Jake Norbut
cdaba74c06
Fixing RB cpp; moving known good cpps to a different file just so that future cpp updates will update this other file and not the main script
2018-07-30 10:21:52 -05:00
Pedro Pinto
c52a35e950
Worked around sim/replay security race condition.
...
Default to not filtering out unresolved securities.
2018-07-30 14:27:39 +00:00
Pedro Pinto
7915381ec2
Moved to C++ 17.
2018-07-30 13:56:14 +00:00
Pedro Pinto
2a1cf79388
Made fill and order stores silently discard dangling sec refs.
2018-07-30 13:54:12 +00:00
Pedro Pinto
8274cd72d8
Made SecurityDB ignore expired securities.
2018-07-30 13:54:12 +00:00
Taha Afzal
7ff42506af
SPARK-1516 sod pos aggregation hooked to time calcs
2018-07-28 22:20:43 -04:00
Taha Afzal
9ca4f85ea1
SPARK-1516 sod pos aggregation done
2018-07-27 20:33:49 -04:00
Jake Norbut
b045307f30
updating SI and HG cpp per Taha
2018-07-27 17:23:23 -05:00
Pedro Pinto
60a7b504db
SPARK-1530, Iceberg cancels itself (rather than error) if a child is canceled
2018-07-27 22:04:25 +00:00
Jake Norbut
0f62f14a1d
Adding Agressor as a column to TaS as well as setting row bg color/opacity based on agg side
2018-07-27 11:17:52 -05:00
Eric Harding
87030dbb88
SPARK-1199 TradeMessage should include AggressorSide
2018-07-26 10:55:45 -05:00
Jake Norbut
e209ec59e4
pnl: changing format string for pnl columns from F2 to N0, which removes cents and adds commas
2018-07-26 10:27:02 -05:00
Pedro Pinto
3c7313b65a
Minor cleanup.
2018-07-26 14:07:03 +00:00
Jake Norbut
92dbedf28f
pnl - FillKind out, Security Type in
2018-07-25 17:36:51 -05:00
Pedro Pinto
00f71ab4a4
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-07-25 21:44:24 +00:00
Pedro Pinto
3e8903bdb6
SPARK-1353, Changed the way we detect old exe reports.
...
This should allow us to support GTC orders.
2018-07-25 21:43:15 +00:00
Pedro Pinto
0bd57bbd08
Added option to auto-correct CME connection's FIX sequence numbers.
2018-07-25 21:41:54 +00:00
Eric Harding
1ec1ad867a
SPARK-1522 add config.xml parsing sdk function
2018-07-25 17:26:34 -04:00
Eric Harding
ebd6e795ea
Additional metric bucket tweaks
2018-07-25 14:28:31 -04:00
Eric Harding
1b2698d99b
tweak query server size metric buckets
2018-07-25 14:13:15 -04:00
Eric Harding
063a4dbb4e
SPARK-1199 TradeMessage should include AggressorSide
2018-07-25 13:20:24 -04:00
Eric Harding
8fe151bdb9
Add username to shell latency metric and have it go to nan when shell is not connected
2018-07-25 13:20:24 -04:00
Eric Harding
4d0a9ab56e
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-07-25 12:12:55 -04:00
Eric Harding
11e8219861
Hide deleted users from /server_info
2018-07-25 12:12:44 -04:00
Eric Harding
42dcd2e367
update cmakedeps
2018-07-25 12:12:30 -04:00
Jake Norbut
7993f75fb1
security picker - replacing naive comparison logic with the same Comparer mview uses
2018-07-25 10:07:37 -05:00
Jake Norbut
1cddd2bcf3
fixing typos in comment; fings numb from ac
2018-07-25 09:42:41 -05:00
Eric Harding
9f7e5846b8
Remove linebreak in support request log message so description will show up in slack
2018-07-25 10:42:01 -04:00
Eric Harding
f7b3aac11a
Reduce web apigateway request/response logging to diag level
2018-07-25 10:39:29 -04:00
Jake Norbut
ec32101cef
pnl: no longer logging when exchanged traded spread has legs with differing cpps
2018-07-25 09:36:39 -05:00
Michael Harding
542dfc97ee
Merged docs into master
2018-07-24 17:10:02 -04:00
Jake Norbut
4e0cf68fa3
Pnl - pnl prices should not show in ticks
2018-07-24 09:28:44 -05:00
Jake Norbut
4e9a7d576e
Merge branch 'qa' into prod
2018-07-23 19:03:39 -05:00
Jake Norbut
ece4090e48
Merge branch 'qa'
2018-07-23 18:52:00 -05:00
Jake Norbut
5e056dfff4
pnl - account for current time in calculating start of day time
2018-07-23 17:18:22 -05:00
Pedro Pinto
a238781834
Merge branch 'qa'
2018-07-23 17:25:26 -04:00
Jake Norbut
4029ccf8e6
pnl - using actual mid and not a tick-rounded one
2018-07-23 16:06:49 -05:00
Pedro Pinto
22911d582b
Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa
2018-07-23 20:35:30 +00:00
Pedro Pinto
6ef7a2ccb5
More release_notes
2018-07-23 20:32:40 +00:00
Jake Norbut
737a07cecb
added notes
2018-07-23 14:57:45 -05:00
Eric Harding
1cbea3d1ee
SPARK-1467 Favorites misbehaving
2018-07-23 15:47:12 -04:00
Pedro Pinto
4dbedfa1f7
Added ops_notes.txt
2018-07-23 19:41:09 +00:00
Pedro Pinto
074f87dd37
Release notes
2018-07-23 15:38:16 -04:00
Pedro Pinto
6ee0ca9589
Tweaked release_notes.txt
2018-07-23 14:48:33 -04:00
Michael Harding
5745c13355
Sim Order Routing
2018-07-23 11:22:51 -04:00
Kevin Darby
5f99edde0e
small typo in test, 0.005 vs 0.05
2018-07-20 17:45:50 -04:00
Pedro Pinto
d39bc5c73c
Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa
2018-07-20 21:40:50 +00:00
Pedro Pinto
9cb6d5ab88
Fixed up tests to reflect lack of wild cards in Admin UI.
2018-07-20 21:40:44 +00:00
Pedro Pinto
278432a35b
Fixed bootstraping of admin data to avoid wild cards everywhere.
2018-07-20 21:37:23 +00:00
Kevin Darby
13c414f301
fix small typo in Taha's test
2018-07-20 17:33:39 -04:00
Eric Harding
34f5265a42
Update test instructions
2018-07-20 17:13:37 -04:00
Pedro Pinto
83103e6dc4
Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa
2018-07-20 12:54:09 -04:00
Pedro Pinto
add631b04d
Fixed test configuration.
2018-07-20 12:53:56 -04:00
Pedro Pinto
e08dc5dfba
Add back the option to run sim without replay.
2018-07-20 12:53:34 -04:00
John Colvin
6a8e995c9c
SPARK-1452 Synth grid is not filterable by sec key
2018-07-20 11:41:19 -04:00
John Colvin
d7c460ac98
SPARK-1440 Creating > 2 legs from MD View
2018-07-20 11:22:20 -04:00
Eric Harding
7871dc5e4f
Update 2 tests' instructions
2018-07-19 21:48:52 -04:00
Eric Harding
1aab1db4ca
Update cmakedeps
2018-07-19 21:48:44 -04:00
John Colvin
373187c091
SPARK-1464 Couple of small things in the trigger UI
2018-07-19 18:35:06 -04:00
Jake Norbut
423d127ee9
Updating order book order to test new Recreate funcionality
2018-07-19 17:08:43 -05:00
Jake Norbut
14f306d50d
SPARK-1471 Adding FillKind to PnL; also will always pass 0 as the time to md query
2018-07-19 16:38:49 -05:00
John Colvin
2ac73e3671
SPARK-1510 organize orderbook types
2018-07-19 15:42:54 -04:00
Eric Harding
71fe863f1b
Add server_info http endpoint to serve http://versions
2018-07-19 15:12:39 -04:00
Pedro Pinto
ac47f0246f
Merge branch 'master' into qa
2018-07-19 18:41:34 +00:00
John Colvin
8e43f96331
SPARK-1469 Fills Window - add "FillKind" column
2018-07-19 14:11:59 -04:00
Jake Norbut
3187e4134f
Merged in SPARK-1461 (pull request #49 )
...
SPARK-1461 - price columns don't update tick format when security becomes known
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-07-19 18:07:10 +00:00
John Colvin
0331501ce4
fix build
2018-07-19 13:06:16 -04:00
John Colvin
bd0f1a6f84
SPARK-1468 FillTupleSource - always use the fill-security-key (as opposed to the order-security-key)
2018-07-19 12:51:19 -04:00
Pedro Pinto
8776b80b07
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-07-19 16:36:30 +00:00
Pedro Pinto
f5a72841b4
Tweaked build, hoping to fix jenkins failure.
2018-07-19 16:36:16 +00:00
Taha Afzal
f9ada7fca2
manual test for trigger
2018-07-19 12:32:52 -04:00
Pedro Pinto
1cb4f24610
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-07-19 16:05:44 +00:00
Pedro Pinto
021c88f26b
Removed obsolete tests.
2018-07-19 16:05:24 +00:00
Jake Norbut
014fa8e291
PnL - fixing bad refactoring job
2018-07-19 11:05:02 -05:00
Jake Norbut
71d54224bb
Merged in SPARK-1465 (pull request #51 )
...
SPARK-1465 - adding recreate order functionality to OrderBook window
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-07-19 15:55:07 +00:00
Pedro Pinto
bebbf2a0f1
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-07-19 15:48:08 +00:00
Pedro Pinto
7413814e4a
Fixed script permissions.
2018-07-19 15:42:49 +00:00
Pedro Pinto
36474ef3ea
SPARK-1442, Handling leg fills.
2018-07-19 15:42:10 +00:00
Taha Afzal
974be037fe
forgot pushing this merge in
2018-07-19 11:23:56 -04:00
Eric Harding
a9ee246436
Share MDConsumer between MDSource and SecuritySrc. Fixes problem with synthetics when nobody calls scan_securities() to do security discovery
2018-07-19 10:44:58 -04:00
Taha Afzal
b692742e30
better error messages for TriggerOrder
2018-07-19 10:36:37 -04:00
Taha Afzal
c61cbba316
TriggerOrder incorrect assertion
2018-07-19 10:36:37 -04:00
Kevin Darby
4d99ffc86c
SPARK-1464
...
I couldn't get the order price to default to the bid, but sending to John
2018-07-19 10:36:37 -04:00
Eric Harding
52001a55c6
MDConsumer::get_handle() needs to process async work before searching handles
2018-07-19 10:36:37 -04:00
Eric Harding
570dd387d2
MDConsumer::get_handle() needs to check if the handle is a synthetic
2018-07-19 10:36:37 -04:00
Taha Afzal
28a122aa7a
TriggerOrder completed
2018-07-19 10:36:36 -04:00
Taha Afzal
b2facaecd9
polishing TriggerOrder
2018-07-19 10:36:36 -04:00
Taha Afzal
e346858516
2 things left, completed vs cancelled, and price rounding for equality
2018-07-19 10:36:36 -04:00
Taha Afzal
be8ca67be5
TriggerOrder handling cancelled state better
2018-07-19 10:36:36 -04:00
Kevin Darby
197e68e357
Trigger order UI
2018-07-19 10:36:36 -04:00
Kevin Darby
dfa3e4a38d
python...
2018-07-19 10:36:36 -04:00
Taha Afzal
0f7625ff4a
Conditional Order mostly done
2018-07-19 10:36:36 -04:00
Taha Afzal
88ab4fbb79
fixing build
2018-07-19 10:36:36 -04:00
Taha Afzal
5cc9b8c875
SPARK-1404 trigger order proto's
2018-07-19 10:36:36 -04:00
Pedro Pinto
187793d47c
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-07-19 13:58:39 +00:00
John Colvin
656c7104f6
fix ticks merge from prod to master
2018-07-18 18:14:24 -04:00
Pedro Pinto
359e01e8bd
Merged
2018-07-18 22:07:36 +00:00
John Colvin
2a452d3201
Merge branch 'prod' (ticks)
2018-07-18 17:26:59 -04:00
Eric Harding
806ed427ab
convert_security from Security to FixedSecurity needs to always copy tick fraction fields not just when it's glbx
2018-07-18 17:00:34 -04:00
Pedro Pinto
78cefa187a
Merge
2018-07-18 16:48:47 -04:00
Pedro Pinto
8531b330dc
Made it simpler to run cert.
2018-07-18 20:46:56 +00:00
Jake Norbut
54d9bde6b7
Merged in SPARK-1459 (pull request #48 )
...
SPARK-1459 - order sub type filter not saving
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-07-18 20:23:35 +00:00
John Colvin
fe6dabb5fe
SPARK-1455 Tick display wrong for ZB, likely others
2018-07-18 15:53:05 -04:00
Jake Norbut
f0b089d2e5
SPARK-1465 - adding recreate order functionality to OrderBook window
2018-07-18 09:18:45 -05:00
Pedro Pinto
8979c595a5
SPARK-1142, we now publish leg fills[C
2018-07-18 13:23:04 +00:00
Eric Harding
ba4771aeee
Add SIM to platform_for_exchange
2018-07-17 17:30:50 -04:00
Michael Harding
719c1e474b
Merged in SparkAdmin (pull request #50 )
...
SparkAdmin
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-07-17 20:21:02 +00:00
Michael Harding
72123a61a9
Merged master into SparkAdmin
2018-07-17 15:59:54 -04:00
Michael Harding
3b1c2dc52b
SPARK-1368: better filtering in limits
2018-07-17 15:59:15 -04:00
Eric Harding
0546f0d9fb
Move tick data from Glbx to ContractSpec
2018-07-17 15:47:16 -04:00
Pedro Pinto
05f1be77ef
Merge
2018-07-17 19:21:32 +00:00
Jake Norbut
79e876e1dc
SPARK-1461 - price columns don't update tick format when security becomes known
2018-07-17 13:35:03 -05:00
Michael Harding
b6cc413733
SPARK-1368: Limits refinements and fixes
2018-07-17 12:35:26 -04:00
Jake Norbut
a5e9f40f01
SPARK-1459 - order sub type filter not saving
2018-07-17 09:45:28 -05:00
Jake Norbut
e40dc48fa8
Merged pnl_nits2 into master
2018-07-17 09:07:11 -05:00
Jake Norbut
5aab4312fc
merge; fixing merge
2018-07-17 09:05:57 -05:00
John Colvin
9ede4c7736
Merged in exchange-ticks (pull request #46 )
...
SPARK-1455 Tick display wrong for ZB, likely others
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-07-17 02:42:37 +00:00
John Colvin
b63b0b6303
Merge remote-tracking branch 'origin/master' into exchange-ticks
2018-07-16 22:36:07 -04:00
John Colvin
e004580d99
Exchange Ticks - pr edits
2018-07-16 22:24:26 -04:00
Eric Harding
7403057c58
Threading tweak to ShellDiagnosticService
2018-07-16 22:02:45 -04:00
Eric Harding
47730bd3d4
Make cmake happy
2018-07-16 21:59:55 -04:00
Pedro Pinto
9964d2579a
Merge remote-tracking branch 'origin/master' into sim_cert_simultaenously
2018-07-16 21:33:56 +00:00
Pedro Pinto
6960ee1a12
Changing replay mechanis in sim to allow for cert and sim md.
2018-07-16 21:33:01 +00:00
Michael Harding
9edde6b8e3
SPARK-1368: Data table width
2018-07-16 15:12:42 -04:00
Michael Harding
8ef02ea4cb
SPARK-1368: Moving buttons again
2018-07-16 15:08:57 -04:00
Eric Harding
dc99ea6ea4
SPARK-955 add unit test to cover this case
2018-07-16 15:03:56 -04:00
John Colvin
9c6993d70c
Exchange Ticks - pr edits
2018-07-16 14:32:20 -04:00
John Colvin
c6be4dad17
Exchange Ticks - truncate display-digits
2018-07-16 14:19:43 -04:00
Jake Norbut
bd2e2674bf
PR suggestion
2018-07-16 13:09:02 -05:00
Michael Harding
71ddcd135b
Merged in SparkAdmin (pull request #47 )
...
SparkAdmin
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-07-16 18:03:27 +00:00
Michael Harding
bffb7686a8
Merged master into SparkAdmin
2018-07-16 12:58:59 -04:00
Michael Harding
a73bf0ce7c
SPARK-1370: Set multiple limits to the same value
2018-07-16 12:58:12 -04:00
Pedro Pinto
94c5a1bcd1
SPARK-1156, bootstraped limits for sim exchange.
2018-07-16 14:41:27 +00:00
Pedro Pinto
ca2a346054
Work on a new queue.
2018-07-16 13:39:25 +00:00
Pedro Pinto
b990923cf5
Fixed helper script.
2018-07-16 13:38:57 +00:00
Eric Harding
8490151844
Merged in SPARK-1456 (pull request #44 )
...
SPARK-1456 Centralized ladder re-center
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-07-16 11:23:19 +00:00
Eric Harding
78c8234eef
SPARK-1456 ladder re-center
2018-07-16 07:22:34 -04:00
Pedro Pinto
1f1f92d337
SPARK-1156
2018-07-15 00:34:15 +00:00
John Colvin
a6426e7a98
SPARK-1455 Tick display wrong for ZB, likely others
2018-07-14 17:48:21 -04:00
Eric Harding
dc1a7b3f5d
Remove defunct DataPersistor
2018-07-13 17:22:59 -04:00
Pedro Pinto
2a549e551f
SPARK-1156
2018-07-13 20:09:42 +00:00
Pedro Pinto
c158188557
SPARK-1156
2018-07-13 19:40:32 +00:00
Jake Norbut
17614b663e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into pnl_nits2
2018-07-13 14:21:46 -05:00
Pedro Pinto
5e36a22aba
Merge
2018-07-13 13:19:01 -04:00
Pedro Pinto
442fbd2888
Updating the Web UI to support the SIM exchange.
2018-07-13 17:15:38 +00:00
Jake Norbut
d1975cdd00
misc refactoring
2018-07-13 11:44:50 -05:00
Eric Harding
a2c75f08d8
Fix up f# for new exchange.
2018-07-13 12:43:16 -04:00
Pedro Pinto
02a867f8a4
Towards sim exchange.
2018-07-13 16:32:08 +00:00
Jake Norbut
adc48d7871
Cpps will be manually maintained; adding helper script to aid in their generation
2018-07-13 11:20:14 -05:00
Michael Harding
33bd089e74
SPARK-1370: Remove wildcards, confirmation modals, SMP
2018-07-12 16:27:49 -04:00
Jake Norbut
edcb5a5a24
Changing default day start time to 4:30 as a result of new info from dev call
2018-07-12 13:29:21 -05:00
Jake Norbut
6f39705d4f
PnL will now use cpp from config rather than security
2018-07-12 13:26:47 -05:00
Jake Norbut
07377b8cc9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into pnl_nits2
2018-07-12 12:07:08 -05:00
Jake Norbut
77ad9ca011
fixing no UTC to UTC time comparison bug; also, somehow swapped day vs start of day comparison
2018-07-12 12:00:46 -05:00
Pedro Pinto
10f24aa2e9
Towards SPARK-1156
2018-07-12 14:21:48 +00:00
Pedro Pinto
37fc5880ea
Ran clang-format.
2018-07-12 13:34:28 +00:00
Eric Harding
910d991d92
SPARK-1448 Commit/cancel 'add to favorites' on focus move
2018-07-11 18:20:41 -04:00
Eric Harding
ced8bd9fea
CMakeDeps wants to update. ok.
2018-07-11 18:18:04 -04:00
Jake Norbut
c5004f46ee
SPARK-1458 cpp config proto and defaults
2018-07-11 17:15:34 -05:00
Eric Harding
1deb5d25b0
SPARK-1376 - My Windows : Cancel on escape
2018-07-11 16:45:31 -04:00
Jake Norbut
b5950ab8c0
actually save the start of day rather than overwriting it anew each time
2018-07-11 13:04:34 -05:00
Jake Norbut
a233451333
add start of day to pnl settings
2018-07-11 12:55:15 -05:00
Pedro Pinto
deef8136df
Adding script to synch up sdk repo
2018-07-11 12:56:16 -04:00
Pedro Pinto
9dda440a48
Cleaned up sdk.
2018-07-11 16:26:26 +00:00
Eric Harding
f22442e665
fix build
2018-07-11 12:23:06 -04:00
Michael Harding
1ba7ceaf6a
SparkAdmin: Context menus on menu items
2018-07-11 11:58:02 -04:00
Jake Norbut
54676d5aa9
Adding pnl_calc_type to state proro; tidying up VM
2018-07-11 09:12:06 -05:00
Jake Norbut
edf5c78405
part of SPARK-1454; column filters and sort criteria
2018-07-10 16:56:23 -05:00
Eric Harding
f621d08f72
SPARK-1437 Simple market data producer sample
2018-07-10 17:41:52 -04:00
Eric Harding
724243c762
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-07-10 17:16:07 -04:00
Eric Harding
f70e8de497
Update git_switch_linux to purge before checkout
2018-07-10 17:15:08 -04:00
Pedro Pinto
c97e4be79e
Added libs to sdk
2018-07-10 19:02:22 +00:00
Taha Afzal
95be0015d6
fixing build
2018-07-10 14:30:11 -04:00
Pedro Pinto
cbe8917f28
Fixed unit tests.
2018-07-10 16:02:14 +00:00
Pedro Pinto
653b1c7814
clang build fixes.
2018-07-10 15:37:16 +00:00
Michael Harding
9a1098669e
SparkAdmin: SPARK-1447 - Limits Changes
2018-07-10 10:54:40 -04:00
Michael Harding
dcf6c69ef9
SparkAdmin: Fix Lazy Nav
2018-07-10 10:41:49 -04:00
Michael Harding
fdcd245ef5
SparkAdmin: Reorganize limits code, add dropdown menu control.
2018-07-10 10:32:55 -04:00
Taha Afzal
cf9133da8d
SPARK-1404 Trigger Order proto's polished
2018-07-10 10:29:34 -04:00
Michael Harding
802501a337
Merged SparkAdmin into master
2018-07-10 09:13:22 -04:00
Michael Harding
b9c6f8d309
Merged master into SparkAdmin
2018-07-10 09:13:00 -04:00
Michael Harding
ee94f43628
fix build
2018-07-10 09:11:58 -04:00
Eric Harding
ed06924df1
Merged in SPARK-1376 (pull request #42 )
...
SPARK-1176 Named Window
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-07-09 21:45:19 +00:00
Eric Harding
b78179ccee
SPARK-1376 Tweak feature name, allow remove from context menu.
2018-07-09 17:44:28 -04:00
Michael Harding
e0add4cc47
Merged in SparkAdmin (pull request #43 )
...
SparkAdmin Style and Layout
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-07-09 21:04:06 +00:00
Pedro Pinto
cd670c4bd1
Fixed subrepo pointers, yet again
2018-07-09 20:45:44 +00:00
Michael Harding
acd637000c
Spark Admin: Actually using lazy nav
2018-07-09 16:45:19 -04:00
Michael Harding
c09f03a922
SparkAdmin: Lazy nav
2018-07-09 16:41:34 -04:00
Jake Norbut
f9fbf9c45a
SPARK-1435
2018-07-09 15:40:58 -05:00
Eric Harding
5a00c5eb2a
SPARK-1376 Save closed named windows with workspace
2018-07-09 16:17:48 -04:00
Eric Harding
74fa41f151
Quick cleanup of methods that show up on 'object's intellisense
2018-07-09 16:17:48 -04:00
Eric Harding
32d5fc2c37
SPARK-1376 Bookmarks launcher module
2018-07-09 16:17:48 -04:00
Eric Harding
1049046d0b
SPARK-1176 Named Windows
2018-07-09 16:17:48 -04:00
Eric Harding
1f8e0a1e2b
SPARK-1446 Try to add securities to security DB even if they already have an assigned security key
2018-07-09 16:09:35 -04:00
Michael Harding
846f6d80d8
Merged master into SparkAdmin
2018-07-09 12:32:13 -04:00
Pedro Pinto
9819a01e38
Tweaked benchmark code
2018-07-09 14:12:05 +00:00
Taha Afzal
d0ad69e259
SPARK-1439 profile hedger
2018-07-08 18:53:48 -04:00
Taha Afzal
f0abd13c48
merging from prod
2018-07-08 00:12:05 -04:00
Taha Afzal
ea403b7138
cmake
2018-07-07 23:24:23 -04:00
Pedro Pinto
4a94beaa83
Added release_notes.txt
2018-07-06 21:42:37 +00:00
Pedro Pinto
3f03ceb2b5
SPARK-1438, Added location, smp and smp instructuction tags to order.
2018-07-06 21:40:05 +00:00
Pedro Pinto
0dd988fd1e
Added to SDK MD sample.
2018-07-06 19:42:40 +00:00
Pedro Pinto
93d0a21c9d
Added some instrumentation for timming hedge orders
2018-07-06 16:41:30 +00:00
Pedro Pinto
92b3cd1da0
SPARK-1384, Extension SDK is now part of the build.
2018-07-06 12:29:48 -04:00
Pedro Pinto
8fc42f6193
Re-architecting build.
2018-07-06 12:28:22 -04:00
Pedro Pinto
73d5b44a7f
Added generated files to SDK.
2018-07-06 16:25:37 +00:00
Pedro Pinto
e47c4ead2a
Fixed the damn build
2018-07-06 16:25:37 +00:00
Pedro Pinto
21dfe5ce43
Updated docker subrepo ptr
2018-07-06 16:25:37 +00:00
Pedro Pinto
e032dc822f
Updated CMakeDeps.cmake
2018-07-06 16:25:37 +00:00
Pedro Pinto
87148b41f0
Moved docker/linux subrepo ptr
2018-07-06 16:25:37 +00:00
Pedro Pinto
68cb21a0a9
Cleaned up logging during unit testing. Somehow this also fixed unit
...
test errors.
2018-07-06 16:25:37 +00:00
Eric Harding
093ce9a0c3
Update runsparkd and Cmakedeps for sdk re-org
2018-07-06 16:25:37 +00:00
Pete
5003b23f18
moved docker subrepo pointer
2018-07-06 16:25:37 +00:00
Pedro Pinto
0de0ddbf16
SPARK-1384, Extension SDK is now part of the build.
2018-07-06 16:25:37 +00:00
Pedro Pinto
5d79c0c79a
Fixed clang-tidy warnings.
2018-07-06 16:25:37 +00:00
Pedro Pinto
8e4d4782ce
Re-architecting build.
2018-07-06 16:25:37 +00:00
Pedro Pinto
b8bd3944ce
Made Exchange simulator better at handling 0 quantity orders.
2018-07-06 16:25:37 +00:00
Kevin Darby
5d3d5251c7
added git_switch_linux.cmd to switch branches on sparkvm so we don't have to unison linux
2018-07-05 15:07:30 -04:00
Taha Afzal
f7cee30511
test for n legs
2018-07-05 10:00:05 -04:00
Taha Afzal
98690ee747
ractional hedging test
2018-07-05 00:04:25 -04:00
Taha Afzal
3e14d83dde
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into nlegs
2018-07-03 18:54:56 -04:00
Jake Norbut
1fc38234e5
SPARK-1434 - underscore separator for SenderLocationID in audit logs
2018-07-03 09:50:44 -05:00
Taha Afzal
746622161c
SPARK-1366 unit tests
2018-07-02 20:33:34 -04:00
Taha Afzal
c064cdd215
SPARK-1366 code complete, writing tests now
2018-07-02 18:59:51 -04:00
Michael Harding
625d47d98e
SparkAdmin: Data tables and move buttons again
2018-07-02 11:47:02 -04:00
Eric Harding
acce1e3f7d
SPARK-1376 Need to explicitly ask for direct book maintenance
2018-07-02 11:30:50 -04:00
Taha Afzal
9bdf084838
SPARK-1366 ciruclar buffer for keeping history of drivers complete
2018-07-01 23:40:57 -04:00
Taha Afzal
5132f81bc1
name change to QuoteLegDriver
2018-07-01 20:17:41 -04:00
Taha Afzal
ab797a311e
QuoterLegDriverData broken into a cpp
2018-07-01 19:48:51 -04:00
Taha Afzal
d032b23841
added 'compute_driver' which calculates the driver price/qty from a quoting leg qty - this is now called by both n legs and 2 legs
2018-07-01 18:33:04 -04:00
Taha Afzal
8c68a66ef1
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into nlegs
2018-06-29 19:14:56 -04:00
Taha Afzal
d617d1597c
SPARK 1432 fractional legs
2018-06-29 18:58:44 -04:00
Michael Harding
8c8f2d3179
SparkAdmin: Update packages
2018-06-29 16:56:48 -04:00
Michael Harding
669ccd5ffc
SPARK-1428, SPARK-1430
2018-06-29 10:50:32 -04:00
Michael Harding
12db326f1d
SPARK-1429: Remove index pages
2018-06-28 15:52:15 -04:00
Pedro Pinto
625f76e1f4
Made iceberg order type more robust.
...
We were asserting that completed orders must have non zero fills, but
its easy for an algo to break that so we handle it.
2018-06-28 15:14:52 -04:00
Michael Harding
55fc880b2e
SPARK-1421: Accounts and Connections are now selected with checkboxes
2018-06-28 13:56:03 -04:00
Eric Harding
30ca30442a
Fix merge error
2018-06-28 11:34:16 -04:00
Eric Harding
802160abf1
merge from prod
2018-06-28 11:28:08 -04:00
Eric Harding
ccff3ee160
SPARK-1427 monitor dispatcher background thread on sparkd
2018-06-28 11:24:35 -04:00
Eric Harding
3da1bfaeb1
Metric for latency between spark shell and server
2018-06-28 11:07:45 -04:00
Eric Harding
03eff1f388
Api generated code namespace ambiguity fix.
2018-06-27 16:49:55 -04:00
Michael Harding
b53825baa9
SparkAdmin: Preliminary Style and Layout
2018-06-27 12:44:57 -04:00
Eric Harding
1b1c8a7c1d
Allow for discontiguous keys in replay md
2018-06-27 11:25:46 -04:00
Pedro Pinto
5206a378ff
Fixed stop order price encoding
2018-06-27 11:12:34 -04:00
Pedro Pinto
7d2047d7ce
Fixed the shared data problem that was crashing O'Grady.
2018-06-27 11:12:34 -04:00
Taha Afzal
8a43a4d157
SPARK-1416 (reactivated terminal status)
2018-06-27 11:12:34 -04:00
Jake Norbut
230e9e525f
SPARK-1409 - slow picker fixed?
2018-06-27 11:12:34 -04:00
Jake Norbut
034318db5e
fix early orders unsub - exception was taking out the observable
2018-06-27 11:12:34 -04:00
Pedro Pinto
0758dd6f46
Fixed clang build.
2018-06-27 11:12:34 -04:00
Pedro Pinto
83f9f3375c
Fixed crash on client close.
2018-06-27 11:12:33 -04:00
Pedro Pinto
98a6616804
Removed current link in jetfix, it doesn't work well with docker.
2018-06-27 11:12:33 -04:00
Pedro Pinto
b46f811cb5
Tweaks to pp custom build environment.
2018-06-27 11:12:33 -04:00
Eric Harding
0065dba0f0
Update commented out logging for dumping all symbols on a market data channel
2018-06-26 17:16:20 -04:00
Eric Harding
078b9d41b1
Allow for discontiguous keys in replay md
2018-06-26 16:37:30 -04:00
Eric Harding
7cf37bb080
SPARK-1407: Config off consolidated book. CMEChannel { book_type: BOOKTYPE_DIRECT }
2018-06-26 12:56:07 -04:00
Pedro Pinto
564cd3e273
Made cme_market_segment_id mandatory in config to avoid mistakes.
...
Its too easy to forget this value and end up routing orders
incorrectly. Unfortunately mandatory fields are not yet enforced in
config but we have a case to do it in a next cycle.
2018-06-26 15:36:53 +00:00
John Colvin
6d918c0962
SPARK-1418 Remove constraint on creating NLegs spreads
2018-06-25 17:10:04 -04:00
Pedro Pinto
709229ac14
SPARK-1379, Simulator was inverting queue order for bids.
2018-06-25 18:55:08 +00:00
Eric Harding
375786b283
Tweak test to take const& to avoid stepping though constructor
2018-06-25 13:51:12 -04:00
Pete
9e5970c93e
checking for Jake. fixes audit log 39= issue
2018-06-25 10:14:48 -04:00
Pedro Pinto
ab5fca73f6
Merge remote-tracking branch 'origin/prod'
2018-06-24 20:41:23 -04:00
Eric Harding
840115db03
SPARK-1359 Config key to turn off running market data
2018-06-22 17:31:08 -04:00
Pedro Pinto
db7f74f85d
Changed permissions in script
2018-06-22 17:20:23 -04:00
Jake Norbut
3f381f248b
Merged in pnl_bg_highlight (pull request #41 )
...
SPARK-1167 - colors on PnL
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-06-22 21:05:33 +00:00
Jake Norbut
b5a93e4466
PR suggestions
2018-06-22 15:59:18 -05:00
Pedro Pinto
7cd052979e
Fixed stop order price encoding
2018-06-22 16:29:45 -04:00
Pedro Pinto
3b3d44d6f6
Fixed the shared data problem that was crashing O'Grady.
2018-06-22 16:22:27 -04:00
Pedro Pinto
1b56ff3327
Fixed stop order price encoding
2018-06-22 16:19:55 -04:00
Pedro Pinto
1f823003d7
Fixed the shared data problem that was crashing O'Grady.
2018-06-22 19:49:45 +00:00
Jake Norbut
a64749cd07
SPARK-1167 - colors on PnL
2018-06-22 14:47:03 -05:00
Jake Norbut
3ac6e882d4
SPARK-1417 - script will parse CME trading session list to create a csv of market segment gateways to symbols
2018-06-22 11:15:03 -05:00
Michael Harding
4c239f31f8
SparkAdmin: changes to ui.fsproj
2018-06-22 10:51:08 -04:00
Eric Harding
f9759b9533
Merged in SurpriseUnsubscribes (pull request #40 )
...
SPARK-1414 Exception thrown in api subscribe context is handled silently
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-06-22 14:21:43 +00:00
Taha Afzal
2b2eaac979
SPARK-1416 (reactivated terminal status)
2018-06-21 19:50:32 -04:00
Taha Afzal
5b5274ab5f
1366 added hedging test
2018-06-21 18:02:08 -04:00
Eric Harding
56fc1019de
SPARK-1414 Exception thrown in api subscribe context is handled silently
2018-06-21 16:56:38 -04:00
Pedro Pinto
abe7c25bf4
SPARK-1137, Incorporated onix time in measurements.
2018-06-21 18:06:51 +00:00
Michael Harding
43ecea15f3
SPARK-1390: Add build.sh
2018-06-21 13:11:43 -04:00
Jake Norbut
484ad656f9
SPARK-1409 - slow picker fixed?
2018-06-21 11:42:16 -05:00
Jake Norbut
0e92ee15f4
fix early orders unsub - exception was taking out the observable
2018-06-21 11:29:27 -05:00
Jake Norbut
4dcaf224ef
SPARK-1409 - slow picker fixed?
2018-06-21 09:43:08 -05:00
Taha Afzal
2d5211ac9b
SPARK-1366 n legs
2018-06-20 21:13:02 -04:00
Taha Afzal
e62d116a44
SPARK-1366 n legs
2018-06-20 20:42:36 -04:00
Kevin Darby
8c492fdad3
fixed SDK
2018-06-20 17:29:21 -04:00
Michael Harding
c3f8d4e729
SPARK-1390: Add Mkdocs template
2018-06-20 16:56:23 -04:00
Pedro Pinto
0deb4fbcf4
Fixed clang build.
2018-06-20 20:00:13 +00:00
Pedro Pinto
b8b375eca5
Fixed crash on client close.
2018-06-20 20:00:13 +00:00
Pedro Pinto
4a42238cfb
Removed current link in jetfix, it doesn't work well with docker.
2018-06-20 20:00:13 +00:00
Pedro Pinto
d4081420ae
Tweaks to pp custom build environment.
2018-06-20 20:00:13 +00:00
Michael Harding
b811fb6a32
SPARK-1390: Add Mkdocs to the dockerfile
2018-06-20 15:32:10 -04:00
Taha Afzal
27d38cf443
SPARK-1400 spreader on_activate_recovered
2018-06-20 14:22:11 -04:00
Taha Afzal
4dad98a8b2
SPARK-1408 Limiter dupe value crash
2018-06-20 14:22:11 -04:00
Michael Harding
0f78cbc80e
SPARK-1214: Add SMP and location
2018-06-20 13:27:41 -04:00
Eric Harding
eb3067448d
Change default symbol list to match 'DOG'
2018-06-20 12:50:41 -04:00
Eric Harding
f4a3256cb8
Update OnixS 4.3.0 to 4.5.2
2018-06-20 12:05:32 -04:00
Eric Harding
a2b8d53ebb
Add $HOST variable to install_config.json to make installer deploy easier
2018-06-20 11:22:00 -04:00
Jake Norbut
b7a3d5a23c
cme audit - documenting that script should run in a Chicago time zone
2018-06-20 08:55:47 -05:00
Eric Harding
4f4bfea70f
remove obsolete config key
2018-06-19 17:31:32 -04:00
Eric Harding
76d6e37f59
Change default market data recording path to something reasonable instead of /home/bts
2018-06-19 17:06:56 -04:00
Jake Norbut
8e535b0303
SPARK-1391 - audit script now requires output_file specified in command line; by default, will no longer print to console but this can be toggled on via -c
2018-06-19 13:11:56 -05:00
Eric Harding
44887d80e6
sparkd web help indentation
2018-06-19 11:47:26 -04:00
Eric Harding
bd63c0798e
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-06-19 11:46:43 -04:00
Eric Harding
6e06b3566a
Add logging on synthetic security update
2018-06-19 11:43:03 -04:00
Eric Harding
ebc7432995
Add market data gap metric.
2018-06-19 11:43:03 -04:00
Eric Harding
33a1762cb7
Add sparkd web command for getting the web UI up in an emergency
2018-06-19 11:40:03 -04:00
Taha Afzal
16e9d100d2
n legged tests
2018-06-19 09:45:19 -04:00
Jake Norbut
5009c4c29a
SPARK-1388 - round OB prices to 9 fractional digits when the security is not known
2018-06-19 08:29:20 -05:00
Pedro Pinto
f4f1bb7914
Fixed log msg.
2018-06-18 20:56:07 +00:00
Pedro Pinto
82d3e59024
Removed unused config values.
2018-06-18 20:44:25 +00:00
Pedro Pinto
6fe59386df
SPARK-1137, We have server performance numbers and they are good.
2018-06-18 20:44:25 +00:00
Pedro Pinto
767cb36856
Ran clang-format.
2018-06-18 20:44:25 +00:00
John Colvin
908958ea3c
SPARK-1386 format futures/future-spread-legs with exchange desc (if present)
2018-06-18 15:46:32 -04:00
Kevin Darby
8cef60b5ab
top test case, might not have pushed in time
2018-06-18 10:20:44 -04:00
Taha Afzal
bbf961ed78
fixing build, .fs file
2018-06-18 08:40:20 -04:00
Taha Afzal
f3b8ce8088
adding location to CME User Data
2018-06-17 22:44:37 -04:00
Pedro Pinto
026bda165e
Added more data to server side performance tracing.
2018-06-17 15:22:56 +00:00
Pedro Pinto
9727f17edf
Tweaks to pp custom build environment.
2018-06-17 15:21:47 +00:00
Pedro Pinto
61b2913a31
Fixed clang build.
2018-06-17 15:21:04 +00:00
Pedro Pinto
0a8bee2c31
Added a couple more digits to exchange price encoding.
2018-06-15 09:51:07 -04:00
Pedro Pinto
2dd8e64272
Perf analysis tools.
2018-06-15 09:51:07 -04:00
John Colvin
aa704b8c96
timefilter - make text input filter more flexible
2018-06-14 20:56:19 -04:00
John Colvin
8673b857a7
timefilter - triple-click selects all time-text
2018-06-14 19:56:09 -04:00
John Colvin
f83f2c7964
SPARK-1348 time-based period filter requires textbox to lose focus to accept new value
2018-06-14 19:13:18 -04:00
Eric Harding
86d8d7dafb
Add seconds_to_recenter and max_open_ladders to UI.conf. Remove seconds and ticks from LadderSettings as it should not be stored per-ladder.
2018-06-14 18:35:15 -04:00
Eric Harding
5363fdd0db
Reduce logging level for non-errors in PersistenceServiceServer
2018-06-14 18:08:52 -04:00
Eric Harding
d3e7870b9a
Fix build with the #ifdef stick
2018-06-14 18:08:32 -04:00
Eric Harding
f05692e441
Merged Metrics into qa
2018-06-14 17:38:58 -04:00
Eric Harding
053c460ff6
Market data rate metrics reborn
2018-06-14 17:13:19 -04:00
Eric Harding
af7e9dd3a8
Raise WebServer GET request logging to DIAG level
2018-06-14 17:11:57 -04:00
Eric Harding
3e3b6acfd7
Market data QueryServer response time/size.
2018-06-14 17:11:57 -04:00
Eric Harding
b75496e665
Add sparkd memory use metric
2018-06-14 17:11:57 -04:00
Eric Harding
03864caa09
Add HistogramMetric type
2018-06-14 17:11:57 -04:00
Eric Harding
1558b79c16
Sparkd promethius metrics
2018-06-14 17:11:57 -04:00
Kevin Darby
57bfe5a85e
added manual test cases for algos
2018-06-14 14:50:20 -04:00
John Colvin
3eaeaf0f35
fix LadderSettings equals method
2018-06-14 12:50:02 -04:00
Michael Harding
ab3121cd5d
Spark Admin: Admin user hack
2018-06-14 11:43:01 -04:00
Taha Afzal
ec5bd4a164
SPARK-1332
2018-06-14 11:22:11 -04:00
John Colvin
3877aec09a
SPARK-1354 Can't change bid, ask, or last colors in ladder
2018-06-14 10:37:29 -04:00
Jake Norbut
fb17596304
updating test text
2018-06-14 08:32:48 -05:00
Michael Harding
b36bcc66fb
Update PnL manual test
2018-06-14 09:26:53 -04:00
Taha Afzal
73189fbbd8
2 admin limit tests changed slightly
2018-06-13 19:18:04 -04:00
John Colvin
484a9dba12
orderticket priceentrycontrol - update binding source in tickup/down command if has keyboard focus
2018-06-13 17:27:53 -04:00
John Colvin
83f2866604
SPARK-1349 Order Ticket Price Field - DoubleClick
2018-06-13 17:27:53 -04:00
Pedro Pinto
37f40046da
Fixed typo in CTI code enum.
2018-06-13 15:48:17 -04:00
Pedro Pinto
2401b9db77
Typo in log msg.
2018-06-13 15:48:17 -04:00
John Colvin
a45546690c
SPARK-1352 ladder - auto-clear should only reset size to 0
2018-06-13 15:41:20 -04:00
John Colvin
bc394ee3b5
SPARK-1350 Fill Window Comes Up Blank From Orders Window
2018-06-13 15:30:55 -04:00
Michael Harding
b917fba19a
Spark Admin: Assign correct default symbol to new productLimits rows
2018-06-13 14:58:54 -04:00
Michael Harding
63106eb866
SPARK-1245: Wrap Clip Limits help onto two lines
2018-06-13 14:28:27 -04:00
Eric Harding
fa79bddb6b
Make Spark webserver pipe down a bit
2018-06-13 13:49:34 -04:00
Pedro Pinto
83851c1494
QA assignments.
2018-06-13 10:35:02 -04:00
John Colvin
373f7ee3a1
SPARK-1208 synthetic modification disabled when it should not be
2018-06-12 23:50:56 -04:00
Taha Afzal
2ed8b9caf0
changes to the prehedge tests
2018-06-12 23:16:04 -04:00
John Colvin
470eee431e
SPARK-1248 OrderBook - 'last message' cells are always empty
2018-06-12 23:08:00 -04:00
John Colvin
e5e6723b3a
orderbook - LiveSortingProperties were one step behind SortDescriptions
2018-06-12 22:54:42 -04:00
John Colvin
71be28911b
SPARK-1243 crash on server bounce
2018-06-12 19:54:51 -04:00
Michael Harding
8ab3182c21
SPARK-1241: Username.ToLower
2018-06-12 17:33:20 -04:00
Pedro Pinto
508e2d4fcf
SPARK-1234, Make sure rejected orders have valid price, quantity
2018-06-12 17:04:29 -04:00
Pedro Pinto
027e434ac9
SPARK-1236, Limit the number of exchange connection attempts.
2018-06-12 16:57:22 -04:00
Michael Harding
e9be6d9859
SPARK-1245: Help text
2018-06-12 16:53:25 -04:00
Pedro Pinto
82e63f691c
SPARK-1242, Added messaging governor to execution.
2018-06-12 16:01:35 -04:00
Pedro Pinto
cb83ad08a6
Perf analysis tools.
2018-06-12 14:14:42 -04:00
Michael Harding
e2e78d91c3
SPARK-1240, SPARK-1239: Hide Synthetic, Remove duplicate symbols
2018-06-12 13:21:28 -04:00
Michael Harding
427d03d340
SparkAdmin: Remove onclick from login
2018-06-12 11:29:53 -04:00
John Colvin
32e5111c54
orderbook - remove unused resources in OrderBookView.xaml
2018-06-11 15:11:53 -04:00
John Colvin
ef12f81b73
orderbook - fix early-child sorting bug
2018-06-11 15:11:53 -04:00
Eric Harding
c0f255f5a7
Spark Admin: Reload page if websocket is disconnected
2018-06-11 14:29:36 -04:00
John Colvin
f6861820e4
orderbook - add apply/clear buttons to SubType filter popup
2018-06-11 12:19:26 -04:00
John Colvin
6a3960b33f
FillTuple has SecurityMD field (instead of just Security)
2018-06-11 11:44:37 -04:00
Eric Harding
e3858fd203
Merged in SPARK-1231 (pull request #39 )
...
Persist should not throw exceptions. Nobody expects that
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-06-11 15:29:28 +00:00
Eric Harding
3f1d9307e9
Persist should not throw exceptions. Nobody expects that
2018-06-11 11:22:21 -04:00
Jake Norbut
5f7c2330f3
Ladder recenter on middle-click is now restricted to price column; this previously interferred with a badge's context menu from opening when the ladder was not centered
2018-06-11 09:56:48 -05:00
Jake Norbut
315b2a8b26
SPARK-1229 - EnumCharacterCasingConverter now checks for null
2018-06-11 09:55:29 -05:00
Taha Afzal
29ebfebcbc
synthtic orders ressurected from disk show the correct filled price/qty
2018-06-10 23:32:02 -04:00
John Colvin
4fbaca6d05
orderbook - fix child-order filter bug
2018-06-10 17:15:25 -04:00
John Colvin
4d4f706e7c
OrderBook - fix sorting bug (must recreate cell in addition to invoking PropertyChanged)
2018-06-10 16:26:46 -04:00
John Colvin
241396e292
clean up FillTupleSource/ObservableDemuxer
2018-06-10 15:59:52 -04:00
John Colvin
4e68c98cfb
fix FillTupleSource
2018-06-08 23:36:06 -04:00
Eric Harding
30c1dfd9a7
Merged in SPARK-1123 (pull request #38 )
...
SPARK-1123 on_orders.Replay().RefCount() does not handle late join correctly
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-06-09 01:37:48 +00:00
Pedro Pinto
a64ca702c9
More tracing tools.
2018-06-08 18:24:07 -04:00
Taha Afzal
0a2b6ce17e
SPARK-1212, delayed spreader order cancelling when no active achild orders
2018-06-08 18:21:29 -04:00
Pedro Pinto
660f203132
SPARK-1137, Server side tracing script.
2018-06-08 17:47:23 -04:00
Michael Harding
27f27dbcf1
AdminUI -> Spark Admin
2018-06-08 17:05:54 -04:00
Pedro Pinto
1ac6c8cd40
SPARK-1216, Formatted order prices properly.
2018-06-08 16:33:11 -04:00
Pedro Pinto
a13cececa1
Formatted code a bit better.
2018-06-08 16:33:11 -04:00
Pedro Pinto
01d2e88097
Made logging more robust in the presence of config errors.
2018-06-08 16:33:11 -04:00
John Colvin
8f96cd07e3
FillTupleSource - actually update the state with incremental changes
2018-06-08 14:31:11 -04:00
Eric Harding
b515e45b23
SPARK-1123 on_orders.Replay().RefCount() does not handle late join correctly
2018-06-08 13:49:22 -04:00
Eric Harding
a37e2ead87
Hide status change messages in ladder
2018-06-08 13:44:34 -04:00
Kevin Darby
92ae592d31
Fixed a couple of bugs involving comparing doubles in the ladder and some ladder start crashes.
2018-06-08 13:10:50 -04:00
John Colvin
db1cbf589f
remove 'Latency' from Logger Subsystems in cs
2018-06-08 10:53:17 -04:00
Eric Harding
a561ff3aae
Fix merge problem with ObserveOn PR
2018-06-08 10:39:39 -04:00
Eric Harding
3eeab708d2
Merged in ObserveOn (pull request #37 )
...
ObserveOnDispatcher -> ObserveOn + Lower priority so as not to block input
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-06-08 14:37:20 +00:00
Eric Harding
082056ea3f
Fix crash in ErrorReporter because api thread is not STA
2018-06-08 09:53:32 -04:00
Eric Harding
e9f3e92f82
Read spark.version for version information
2018-06-08 09:26:21 -04:00
Jake Norbut
152c79a4a9
Badge should never fill in with completion progress as it previously did
2018-06-08 08:05:35 -05:00
Eric Harding
db877c859b
ObserveOnDispatcher -> ObserveOn + Lower priority so as not to block input
2018-06-08 08:42:23 -04:00
John Colvin
1ec2423ad2
SPARK-1215 fills performance - do not copy dictionaries in FillTupleSource
2018-06-07 21:17:58 -04:00
Taha Afzal
1a88e52a08
subtle change in the QuoterWaitingForAck where book changes on the hedging side make it dissapear, hence order needs to be pulled
2018-06-07 20:06:40 -04:00
Taha Afzal
a1b52d083d
SPARK-1200
2018-06-07 17:50:09 -04:00
Michael Harding
f364317cfa
Better window border compromise
2018-06-07 17:10:16 -04:00
Michael Harding
f474af1925
Update a few manual tests
2018-06-07 16:09:53 -04:00
Michael Harding
03ac5035fc
AdminUI: Minor tweaks and fixes
2018-06-07 16:09:53 -04:00
Michael Harding
e78d8208fa
AdminUI: Add application name to login page
2018-06-07 16:09:53 -04:00
Pedro Pinto
7f8c591f75
Instrumenting server for perf measurements.
2018-06-07 13:58:02 -04:00
Taha Afzal
7d9685f995
SPARK-1211 cor id
2018-06-07 13:11:27 -04:00
John Colvin
699736ff52
Merged in badge-style-row-height-unification (pull request #35 )
...
SPARK-1204 Ladder/Badge - row height needs to fit different badge styles
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-06-07 16:36:03 +00:00
John Colvin
8d0e7bc467
pr finishing touch
2018-06-07 12:35:03 -04:00
Michael Harding
df784e9961
SPARK-1201: Fix and style table headers
2018-06-07 10:21:14 -04:00
Michael Harding
af39aab153
AdminUI: Fix default security symbol for new rows
2018-06-07 10:21:13 -04:00
Taha Afzal
885c1ad9f8
SPARK-1152 remove limit in release....
2018-06-06 23:26:07 -04:00
Eric Harding
91fdd6ec58
Improve generated structs by adding C# 7.2 readonly keyword
2018-06-06 20:21:20 -04:00
John Colvin
3adfd7056a
Merge branch 'master' into badge-style-row-height-unification
2018-06-06 18:48:18 -04:00
Kevin Darby
5f845f1355
python 2.7 vs 3.6 blues
2018-06-06 17:56:53 -04:00
Pedro Pinto
5d4bb1d421
More server side perf instrumentation.
2018-06-06 17:53:18 -04:00
John Colvin
9836e46dd9
SPARK-1092 Inconsitencies in changing spreader params / probably lack of persistence
2018-06-06 17:21:42 -04:00
John Colvin
bf9d5c2c6d
ExecutionStrategyEditor - fix vertical grid line adorner
2018-06-06 17:21:42 -04:00
Taha Afzal
ef1c3a7959
SPARK-1159 admin tool strange state
2018-06-06 16:59:35 -04:00
Taha Afzal
b07f6aba59
comments, code style
2018-06-06 16:59:35 -04:00
Eric Harding
a7b3b0fa6d
SPARK-1197 MarketSegmentID
2018-06-06 16:55:03 -04:00
Jake Norbut
f7a3b3ebc1
Fixing badge height overlapping level line
2018-06-06 15:49:46 -05:00
Michael Harding
d291e4a022
SPARK-1201: Buttons, Transforms, and Stars
2018-06-06 16:13:51 -04:00
Pedro Pinto
292e5575d0
Made sim not look for secure logon file.
2018-06-06 16:06:43 -04:00
Pedro Pinto
1ad57dbf45
Instrumenting server side for performance tracking.
2018-06-06 16:06:43 -04:00
Kevin Darby
b25f5556af
added python27 to front of the path in vscode.cmd
2018-06-06 15:54:37 -04:00
Kevin Darby
c10a4be411
fixing crash on spreader; the VMs get created no matter what security type, they're filtered later
2018-06-06 15:49:40 -04:00
Eric Harding
de312c3023
Update c# language version to 7.2
2018-06-06 15:45:48 -04:00
Jake Norbut
93ff56c5cd
Merged in badge_perf (pull request #36 )
...
Badge perf
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-06-06 19:04:17 +00:00
Jake Norbut
5254b7367a
PR suggestions; changing summary and description to backings as well since the tooltip was not changing as the lovm updated
2018-06-06 13:52:50 -05:00
Kevin Darby
6d2efb7dc9
clarified min_initial_tick_offset
2018-06-06 13:34:28 -04:00
Jake Norbut
50214741e7
PR - backings for a lazy life
2018-06-06 12:31:22 -05:00
Pete
56950b682d
fat fingered
2018-06-06 13:00:45 -04:00
Jake Norbut
83b1bbf087
PR suggestions
2018-06-06 11:44:58 -05:00
Pete
203998e201
change default secure CME login to true
2018-06-06 12:40:25 -04:00
Kevin Darby
59d88d3cc1
colors per Michael
2018-06-06 12:32:13 -04:00
Kevin Darby
13f9717195
Merged in algos (pull request #30 )
...
Algos
2018-06-06 16:15:06 +00:00
Kevin Darby
855e0d7ef9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos
2018-06-06 11:46:36 -04:00
Michael Harding
27a1cb277c
SPARK-1201: Remove Connections table borders; Add colSpan to table cells
2018-06-06 11:18:59 -04:00
Michael Harding
3107d5f382
SPARK-1201: Add modal create dialog for Users and Accounts
2018-06-06 11:18:59 -04:00
Michael Harding
e1940faeac
AdminUI: Add Modal Dialog
2018-06-06 11:18:59 -04:00
Jake Norbut
a2f22482f6
removing perf testing code; removing unused orders_cache
2018-06-06 09:36:21 -05:00
Taha Afzal
ccea4571a6
SPARK-1206 uninitialized limit returned
2018-06-06 10:24:19 -04:00
Taha Afzal
3a72a4a82e
Spreader's bookkeepingdata_ptr is a unique_ptr and some stylistic changes to shorten line widths
2018-06-06 10:11:39 -04:00
John Colvin
ed6affb6b5
SPARK-1196 synth dialog - security text in column header is wrong (part 2)
2018-06-05 21:17:16 -04:00
John Colvin
2fc208ef74
SPARK-1205 Orderbook filter bug
2018-06-05 19:57:16 -04:00
Jake Norbut
64f86db86b
misc cleanup
2018-06-05 18:07:05 -05:00
Jake Norbut
5e960479c7
slow badges no more
2018-06-05 18:01:04 -05:00
John Colvin
837aa51adf
SPARK-1204 pr edits
2018-06-05 18:02:32 -04:00
Pedro Pinto
d7a7b480ad
Persist exchange book in sim even if merge_md is false.
2018-06-05 17:36:39 -04:00
Pedro Pinto
d94afe9867
Tweaked performance analysis tools.
2018-06-05 16:59:54 -04:00
John Colvin
410e17aec5
SPARK-1204 Ladder/Badge - row height needs to fit different badge styles
2018-06-05 16:46:50 -04:00
Taha Afzal
a8bd99af56
quoter's leg_prop_data is a ref into spreaderbookkeepingdata
2018-06-05 15:00:55 -04:00
John Colvin
e11b5928ce
SPARK-1181 touch up time filter dialog
2018-06-05 14:34:29 -04:00
Taha Afzal
6bcf352813
deleting cons's and =operators for SpreaderOrder
2018-06-05 14:10:07 -04:00
Michael Harding
eeec7b0076
SPARK-1146: Settings Button in the ladder looks consistent
2018-06-05 13:33:18 -04:00
Michael Harding
bacdb1c4cd
SPARK-1201: Trading and admin permission columns for Users/Accounts Tab
2018-06-05 10:22:25 -04:00
Michael Harding
1e4ad28088
SPARK-1201: Security column in Secutity Limits
2018-06-05 10:03:32 -04:00
Michael Harding
e013f93169
SPARK-1201: Show empty add dropdown
2018-06-05 10:03:32 -04:00
Eric Harding
58464b8a0d
Automatically apend install_config.json to bts_installer.exe when access via
2018-06-05 08:29:33 -04:00
Taha Afzal
1785f3e34d
reducing excessive logging
2018-06-05 07:33:51 -04:00
Taha Afzal
33aeb6b7ba
LegPropertyData just contains references to SpreaderBookkeepingData
2018-06-04 22:51:24 -04:00
Michael Harding
d8fbfb49e8
AdminUI: Style cleanup
2018-06-04 17:27:27 -04:00
Pedro Pinto
4803c66506
Fixed a few more hardcoded references to .bts
2018-06-04 17:15:29 -04:00
Pedro Pinto
046a0ad9c8
Fixed fable build depencency tracking.
2018-06-04 17:10:36 -04:00
Pedro Pinto
3f292e87da
Towards security name formatting in C++.
2018-06-04 17:10:36 -04:00
Eric Harding
7c8a801407
SPARK-1198 - Include config sub path
2018-06-04 17:10:36 -04:00
Eric Harding
4c7949ff8d
SPARK-1198 Directory Shuffle
2018-06-04 17:10:36 -04:00
Taha Afzal
fdf727a52a
fixing clang build warning
2018-06-04 16:45:36 -04:00
Taha Afzal
035911d126
SpreaderChildOrderState now has one cons only
2018-06-04 16:33:20 -04:00
Taha Afzal
58b16a4b2c
culled unused hedger functions
2018-06-04 16:33:20 -04:00
Michael Harding
6e9fd68ac4
Merged adminui into master
2018-06-04 16:28:19 -04:00
Michael Harding
c5289a5416
Merged master into adminui
2018-06-04 16:12:27 -04:00
Michael Harding
b33fe6c8cc
SPARK-1155, SPARK-1163
2018-06-04 15:55:48 -04:00
John Colvin
bd95b87798
TableUpdateDemuxer - fix potential race bug
2018-06-04 13:01:04 -04:00
Jake Norbut
8132cb003d
Merged in single_badge (pull request #33 )
...
SPARK-1141 - Single badge
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-06-04 16:46:41 +00:00
Jake Norbut
9e59f0c5a2
master -> feature (overwrote John's changes, which we discussed; he will reapply after merge in master)
2018-06-04 11:45:24 -05:00
John Colvin
e1e0565fbd
SPARK-1196 synth dialog - security text in column header is wrong
2018-06-04 11:43:33 -04:00
Jake Norbut
f69ec8d32b
SPARK-1195 - GLBX spreas are now formatted by their Security Description
2018-06-04 10:41:59 -05:00
Taha Afzal
c3fdf8cb4f
logs, odds and ends
2018-06-04 11:12:24 -04:00
Taha Afzal
1670443b0f
stylistic changes in the code
2018-06-04 07:10:12 -04:00
Taha Afzal
73fa2b669e
cycle_back removed from QuoteLegPriceQuantity
2018-06-04 07:10:12 -04:00
Taha Afzal
2d3f576764
SpreaderHedgerData was unecessarily adding a layer of complexity, gone now
2018-06-04 07:10:12 -04:00
John Colvin
56b855ea83
SPARK-1194 modify ticket should default to original quantity (not working)
2018-06-03 18:12:54 -04:00
John Colvin
8512b40f50
Ladder - use backing-properties instead of detect_property_changes
2018-06-03 14:45:48 -04:00
John Colvin
1983835588
FillsVM - security filter updates itemssource incrementally
2018-06-03 14:45:48 -04:00
John Colvin
cf6a9ac4fa
upgrade NUnit (3.8.0 -> 3.10.1) in spark_core/spark_sdk
2018-06-03 12:43:11 -04:00
John Colvin
c59569310f
mview - sort working orders by price to optimize working-orders-summary getter
2018-06-02 19:36:00 -04:00
John Colvin
a86b231581
update NUnit package from 3.8.0 -> 3.10.1
2018-06-02 19:27:17 -04:00
John Colvin
46365c4f2e
TableUpdateDemuxer - subscribers first notification is an update that adds all existing values
2018-06-02 19:22:27 -04:00
John Colvin
c56adb2dc0
SPARK-1184 shell crashed on launch
2018-06-02 16:38:45 -04:00
John Colvin
643482bb09
SecurityFormatter - for unknown security types, don't throw an exception,
...
return "Unknown-security"
2018-06-02 16:38:45 -04:00
John Colvin
038946eddc
DIYGrid - only refresh rows-view once when sorting changes
2018-06-02 16:38:45 -04:00
Pedro Pinto
07348a9ec8
Fixed clang fable build
2018-06-01 17:44:19 -04:00
Eric Harding
0e29a141bf
SPARK-1191 security list api
2018-06-01 17:05:52 -04:00
Kevin Darby
002c051c06
make it more clear that detach does not necessarily imply cancellation of the parent
2018-06-01 16:58:18 -04:00
Kevin Darby
42fd7b3f40
added state mutators for base class Pimpl...lovin that c++
2018-06-01 16:46:28 -04:00
Michael Harding
fdefad6a73
AdminUI: Filter Security
2018-06-01 16:33:16 -04:00
Taha Afzal
89ee079320
stylistic changes to the hedger state machine cpp classes
2018-06-01 15:58:46 -04:00
Taha Afzal
5f37bd5d14
got rid of redudnant state in QuotePriceLegState
2018-06-01 15:58:46 -04:00
Taha Afzal
892ba478fd
quoter gets some minor cleanup and more comments
2018-06-01 15:58:46 -04:00
Kevin Darby
f73d163312
implemented most of Pedro's review, need to do the mutators still
2018-06-01 15:36:06 -04:00
John Colvin
ab88cd7920
CVOrderBook - add security discrete values filter
2018-06-01 15:22:01 -04:00
John Colvin
02fedc577a
discrete values filter supports incremental updates
2018-06-01 15:22:01 -04:00
John Colvin
87568a6a53
CVOrderBook - improve filter/sort performance by storing parent/children locally
2018-06-01 15:22:01 -04:00
Jake Norbut
8440e144b4
master => feature (again)
2018-06-01 13:39:25 -05:00
Jake Norbut
11cbd7440d
taha nits
2018-06-01 13:30:39 -05:00
Kevin Darby
ee124401b9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos
2018-06-01 13:46:27 -04:00
Kevin Darby
ec7417a9c6
added comments to algo order headers and changed wording of a parameter
2018-06-01 13:46:10 -04:00
Eric Harding
536f4703ab
Add visual studio perf session files to gitignore
2018-06-01 13:46:10 -04:00
Michael Harding
5f848a36e2
fix ui.fsproj
2018-06-01 13:46:10 -04:00
Michael Harding
a7c714591a
Fix Webpack config for development
2018-06-01 13:46:10 -04:00
Michael Harding
4655a68593
SPARK-1155
2018-06-01 13:46:10 -04:00
Eric Harding
9677d8996e
SPARK-1189 - Windows C++ build is not producing symbols file
2018-06-01 13:46:10 -04:00
John Colvin
3f0a9e442e
change UpdateDemuxer to TableUpdateDemuxer, which updates incrementally
2018-06-01 13:46:10 -04:00
Eric Harding
f3387b57af
SPARK-1183 3-5 1000 lot iceberg orders can lag/lock up the UI
2018-06-01 13:46:09 -04:00
John Colvin
abed4bbff6
CVOrderBook - fix typeo that trapped the root_node() fn in an endless loop
2018-06-01 13:46:09 -04:00
Eric Harding
bb90429ada
Fix problem where you can't see price moves when mouse is over a cell in the ladder
2018-06-01 13:46:09 -04:00
Eric Harding
d59bb5ed0d
Merged in TactileAdorner (pull request #32 )
...
Quick: Fix problem where you can't see price moves when mouse is over a cell in the ladder
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-06-01 17:33:13 +00:00
Jake Norbut
d30c857e50
master -> feature merge
2018-06-01 11:04:59 -05:00
Eric Harding
37aa7088a9
Add visual studio perf session files to gitignore
2018-06-01 10:30:43 -04:00
Michael Harding
b92ad91799
fix ui.fsproj
2018-06-01 10:15:58 -04:00
Michael Harding
6d8ee84813
Fix Webpack config for development
2018-06-01 10:15:58 -04:00
Michael Harding
05ac067b23
SPARK-1155
2018-06-01 10:15:58 -04:00
Eric Harding
8e7163c5c6
SPARK-1189 - Windows C++ build is not producing symbols file
2018-06-01 09:51:20 -04:00
Eric Harding
763beda95c
Merged in SPARK-1183 (pull request #34 )
...
SPARK-1183 3-5 1000 lot iceberg orders can lag/lock up the UI
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-06-01 00:15:43 +00:00
John Colvin
472e2b2f0c
change UpdateDemuxer to TableUpdateDemuxer, which updates incrementally
2018-05-31 20:13:01 -04:00
Jake Norbut
2998a2b753
Stop and Stop Orders will now reside withing the correct badge; when a badge contains multiple orders, it will present with a light purple outline; still need to support buy and sell at same level - we'll likely eliminate different badge styles in the end
2018-05-31 17:00:21 -05:00
Eric Harding
036550aaae
SPARK-1183 3-5 1000 lot iceberg orders can lag/lock up the UI
2018-05-31 17:20:08 -04:00
John Colvin
4378947e44
CVOrderBook - fix typeo that trapped the root_node() fn in an endless loop
2018-05-31 16:40:34 -04:00
Kevin Darby
1efbc2fd45
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos
2018-05-31 16:37:00 -04:00
John Colvin
bd7a698259
clean up SecurityFormatter.cs
2018-05-31 15:56:30 -04:00
Eric Harding
65341ee35d
SPARK-1176 fable build output should go in ~/build/bla.
2018-05-31 13:19:53 -04:00
Jake Norbut
e57a3d37f7
relocating where to draw stop orders; need to test against cme cert
2018-05-31 09:37:09 -05:00
Jake Norbut
437e92b361
merging master in feature branch
2018-05-31 08:55:57 -05:00
John Colvin
a9c3c41d6e
Merged in ui-improvements (pull request #31 )
...
Ui improvements
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-31 00:56:02 +00:00
John Colvin
5a12a973f3
pr: finishing touches
2018-05-30 20:54:01 -04:00
Jake Norbut
639b2dfe09
make badge a bit bigger to use available space
2018-05-30 16:45:02 -05:00
Jake Norbut
8cdbf873cd
Fixing completion since returning the a double will not really work summing over multiple ordres (0 screws it up); also, no more Opacity
2018-05-30 16:26:33 -05:00
Jake Norbut
7990c97921
Changing default Order column size back to single badge values
2018-05-30 15:25:59 -05:00
Jake Norbut
fce22c28d1
hooking up crack
2018-05-30 15:06:40 -05:00
Jake Norbut
339cd017d5
Remove Modify context menu item
2018-05-30 14:56:14 -05:00
Eric Harding
3380d2ba0b
Fix problem where you can't see price moves when mouse is over a cell in the ladder
2018-05-30 15:47:30 -04:00
Jake Norbut
d18d8dcf37
GetHashCode and Equals
2018-05-30 14:40:45 -05:00
Jake Norbut
6bf628da5f
SPARK-1141 - single badge
2018-05-30 13:11:17 -05:00
John Colvin
bbcc92c38c
pr edit: use working_order_background_brush defined in BTSColors
2018-05-30 13:50:46 -04:00
John Colvin
0ad1f73293
pr edit: add working_orders to OrdersModel
2018-05-30 13:30:02 -04:00
Pedro Pinto
1b100bccf7
SPARK-1175, Picked price of the resting rather than the aggressor
2018-05-30 10:39:25 -04:00
Eric Harding
7a74c5852a
Merged in SPARK1139 (pull request #29 )
...
SPARK-1139 Improve ladder performance
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-30 13:37:06 +00:00
Eric Harding
49f3c8b329
Code review feedback
2018-05-30 09:33:39 -04:00
John Colvin
9514a10c27
CVOrderBookRowVM GetHashCode returns order key
2018-05-29 19:32:41 -04:00
Pedro Pinto
e6a7db2c61
SPARK-1149, Logging is bounded to 2 files at max, 120MB each.
2018-05-29 17:43:10 -04:00
Taha Afzal
f69039c043
SpreaderChildOrderState commented and added state to mantain the out order/qty
2018-05-29 17:38:55 -04:00
Taha Afzal
40d6727b02
QuoteLegPriceQuantityState's cpp added
2018-05-29 17:38:55 -04:00
John Colvin
796c39988f
Merged master into ui-improvements
2018-05-29 17:01:12 -04:00
Pedro Pinto
0f2a8cd746
SPARK-1178, Passed build binary dir to fable build script.
2018-05-29 16:31:09 -04:00
John Colvin
55d05ecd12
Merged master into ui-improvements
2018-05-29 16:25:22 -04:00
John Colvin
8b61a63634
new orderbook code clean-up
2018-05-29 16:22:18 -04:00
Kevin Darby
04027ed980
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos
2018-05-29 15:26:55 -04:00
Kevin Darby
5a850c314c
Merge branch 'algos' of bitbucket.org:bluetradesys/spark into algos
2018-05-29 15:26:08 -04:00
Eric Harding
3431ffc480
SPARK-1139 Improve ladder performance
2018-05-29 13:59:11 -04:00
Kevin Darby
b566668d83
pushd, a better cd
2018-05-29 11:52:17 -04:00
Jake Norbut
c22ce4b886
SPARK-1165 - Fills windows default filtes to since Globex open
2018-05-29 10:19:15 -05:00
Eric Harding
eab2852773
Merged in SparkPersist (pull request #28 )
...
SPARK-1162 UserPersist should use ID
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-29 13:15:21 +00:00
Taha Afzal
77d47fd387
header file include culling
2018-05-28 23:44:34 -04:00
Taha Afzal
eccd965ce1
adding SpreaderBookkeepingData's cpp file
2018-05-28 22:11:06 -04:00
Taha Afzal
ca8b691160
SpreaderLegData broken into h and cpp, adding more comments and tightening some const's
2018-05-28 19:34:06 -04:00
Taha Afzal
bcaf65d7c6
code moved for the wrappers around SpreaderorderBuilder into their own cpp's
2018-05-28 15:55:21 -04:00
John Colvin
fa7725eba2
OrderBookVM (original) - reduce unneccesary iterations in get_parent_order_vm()
2018-05-28 14:47:34 -04:00
John Colvin
34aa1d20f2
OrderBookVM (original) needs to toggle sort-direction itself
2018-05-28 14:40:08 -04:00
Taha Afzal
85643adcf3
comments and some stylistic changes for the limiter
2018-05-27 22:25:29 -04:00
Taha Afzal
4b9e046046
limits were still using ints for accont ids, fixed that
2018-05-27 22:25:29 -04:00
John Colvin
4bafada602
integrate ICollectionView into OrderBook with 'CVOrderBookVM'
2018-05-27 16:50:07 -04:00
John Colvin
701e883aea
DiscreteValuesFilter - guard against null desired-items
2018-05-27 15:42:33 -04:00
John Colvin
7e54eea62f
DIYGrid - fix sorting initialization bug (when initial sort comes from Rows.SortDescriptions)
2018-05-27 15:36:36 -04:00
Taha Afzal
b2eeddc628
prehedge payup tests
2018-05-26 22:10:50 -04:00
Taha Afzal
9b2a4ca6b1
prehedge payless tests
2018-05-26 19:49:24 -04:00
Kevin Darby
6679695931
fixed cancel state in TopOrder
2018-05-26 17:01:04 -04:00
Kevin Darby
23a8112dd3
Merge branch 'algos' of bitbucket.org:bluetradesys/spark into algos
2018-05-26 15:13:22 -04:00
Kevin Darby
b9a07a8e21
toporder, maybe
2018-05-26 15:13:13 -04:00
Kevin Darby
86deaf2edb
Join order works and hedges
2018-05-26 15:13:13 -04:00
Kevin Darby
fc347250e3
pushing for join to look at joinordervm validation
2018-05-26 15:13:13 -04:00
Kevin Darby
aae867a555
doskey, alive and well
2018-05-26 15:13:13 -04:00
Kevin Darby
37a454cf51
behold, TickOrder
2018-05-26 15:13:13 -04:00
Kevin Darby
5162b9f0c0
toporder, maybe
2018-05-26 15:12:55 -04:00
John Colvin
9488620041
OrderUtils - check State.HasCreated/LastChange as well
2018-05-26 13:36:06 -04:00
John Colvin
0ad78b75ca
OrderUtils - check HasDef/HasState before accessing Def/State
2018-05-25 21:16:54 -04:00
Taha Afzal
ad757495bd
comments
2018-05-25 18:42:30 -04:00
Kevin Darby
e473c18a30
Join order works and hedges
2018-05-25 18:33:30 -04:00
Taha Afzal
c99a3c9fe9
comments
2018-05-25 18:26:23 -04:00
Taha Afzal
640ec0b1ed
spreader tests
2018-05-25 18:06:19 -04:00
Jake Norbut
c3e2622a22
Ladder - restoring badge context menu and hooking up crack
2018-05-25 18:06:19 -04:00
John Colvin
7d05f76fe4
DIYGrid HighPerformanceRow - InvalidateVisual when DataContext changes
2018-05-25 18:06:19 -04:00
Kevin Darby
7a8a38f89d
pushing for join to look at joinordervm validation
2018-05-25 18:04:58 -04:00
Michael Harding
1e54cb1daf
Order Type Colors
2018-05-25 18:04:57 -04:00
Eric Harding
7b714018d2
SPARK-1139 Make Combox faster when system is under load (no AllowsTransparency)
2018-05-25 18:04:57 -04:00
Taha Afzal
c3371d0971
re-org'ing SpreaderUtils functions into cpp
2018-05-25 18:04:57 -04:00
Taha Afzal
bc4643fbf3
spreader tests
2018-05-25 17:33:35 -04:00
Jake Norbut
792801f936
Ladder - restoring badge context menu and hooking up crack
2018-05-25 15:20:36 -05:00
John Colvin
dd4ef2429e
DIYGrid HighPerformanceRow - InvalidateVisual when DataContext changes
2018-05-25 14:51:45 -04:00
Michael Harding
0af6290566
Order Type Colors
2018-05-25 13:34:12 -04:00
Eric Harding
7e8b804fa0
SPARK-1139 Make Combox faster when system is under load (no AllowsTransparency)
2018-05-25 09:17:00 -04:00
Taha Afzal
df769d55e4
re-org'ing SpreaderUtils functions into cpp
2018-05-24 19:38:44 -04:00
Kevin Darby
322e3d81ba
doskey, alive and well
2018-05-24 18:24:10 -04:00
Taha Afzal
4ada5a89f4
SPARK-1119 completed
2018-05-24 18:24:10 -04:00
Eric Harding
15aa016aa0
Reduced CPU for cert market data during development
2018-05-24 18:24:10 -04:00
Taha Afzal
e77f3169de
SPARK-1119 (deleting unused API functions)
2018-05-24 18:24:10 -04:00
Kevin Darby
660c5d3a06
behold, TickOrder
2018-05-24 16:22:19 -04:00
Taha Afzal
1ea65185bd
SPARK-1119 completed
2018-05-24 16:19:16 -04:00
Eric Harding
8d068221dc
Reduced CPU for cert market data during development
2018-05-24 10:05:22 -04:00
Eric Harding
d3f2ecc78e
SPARK-1147 Add requited glbx fields to enable this work.
2018-05-23 19:27:37 -04:00
Eric Harding
38f212e633
SPARK-1162 UserPersist should use ID
2018-05-23 18:41:19 -04:00
Taha Afzal
97e73a23b0
SPARK-1119 (deleting unused API functions)
2018-05-23 18:12:55 -04:00
Pedro Pinto
7546c5f2e2
CmakeDeps
2018-05-23 21:43:59 +00:00
Pedro Pinto
324d1a3d74
CMakeDeps
2018-05-23 21:40:21 +00:00
Pedro Pinto
f9c15a4d44
SPARK-1126. Hopefully finally nailed FIX price encoding.
2018-05-23 21:40:21 +00:00
Pedro Pinto
68fb8dade4
Cmakedeps.
2018-05-23 21:40:21 +00:00
Jake Norbut
ee1230c5f9
Merged in taco_settings (pull request #25 )
...
SPARK-1140 - Emulating the Taco
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-23 21:30:37 +00:00
Eric Harding
1c98cfab0d
Add user id to UserService responses. Unblocks SPARK-1162
2018-05-23 17:23:25 -04:00
Eric Harding
376e2c3af8
Merged in SPARK1150 (pull request #27 )
...
SPARK-1150 Ladder re-center timer may be leaking
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-23 21:19:46 +00:00
Jake Norbut
bbce4bd05c
PR suggestions
2018-05-23 16:10:58 -05:00
Jake Norbut
c98559beb6
PR suggestions
2018-05-23 16:03:53 -05:00
Eric Harding
c13c8ba16f
SPARK-1150 Ladder re-center timer may be leaking
2018-05-23 16:14:54 -04:00
Taha Afzal
4d9f26af90
Merged in uint (pull request #26 )
...
Uint
2018-05-23 19:35:42 +00:00
Taha Afzal
23a732d6da
SPARK-1119
2018-05-23 15:19:04 -04:00
Jake Norbut
7b2186261a
hardening the bevhavior just in case the text hasn't been previously sanitized
2018-05-23 12:41:10 -05:00
Jake Norbut
63d88993a7
Adding an alterntae order size setting; right clicking in a slot will send the alternate order size when it's not 0
2018-05-23 12:35:12 -05:00
Jake Norbut
152c02e45e
no more context menu, just directly bring up the modify order ticket on mid click
2018-05-23 10:32:17 -05:00
Eric Harding
7bf4abf38d
Add some temporary return data for security_names service
2018-05-23 11:15:05 -04:00
Jake Norbut
3ab3259f9a
Badge behavior - Left click remains cancel, right click + drag = move order, mid click = context menu
2018-05-23 09:11:14 -05:00
Eric Harding
cf0916379c
SPARK-1119 F# part
2018-05-23 09:55:25 -04:00
Eric Harding
e8b4567e60
Add request_names to market data service to get a list of symbols for securities
2018-05-23 09:28:36 -04:00
Eric Harding
a0e86faa78
Bugfix in c++ service generator. Need full namespace for service with argument types in a different namespace.
2018-05-23 09:23:16 -04:00
Eric Harding
2cbd5510e2
Remove accidental copy of market data. yay c++.
2018-05-23 09:10:00 -04:00
Taha Afzal
b9de5602cd
SPARK-1119
2018-05-22 22:46:02 -04:00
John Colvin
96369aa5ee
Merged in implementing-diy-grid (pull request #24 )
...
Implementing diy grid
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-05-22 22:52:06 +00:00
John Colvin
2115ef9b74
pr edits
2018-05-22 18:50:36 -04:00
Jake Norbut
75ee9a954b
qty text box - updating behavior name
2018-05-22 17:34:33 -05:00
Jake Norbut
7ed0167c4e
Qty button mouse behavior
2018-05-22 17:30:00 -05:00
Taha Afzal
b5220050f2
SPARK-1124
2018-05-22 17:07:30 -04:00
Jake Norbut
875f32b980
SPARK-1154 - Order Types in caps on Ladder
2018-05-22 15:31:43 -05:00
Michael Harding
e9e0d017aa
AdminUI: Improvements
2018-05-22 15:51:21 -04:00
Taha Afzal
1d065678d2
SPARK-1125 (deleting accounts)
2018-05-22 13:36:04 -04:00
Michael Harding
bb54a8b448
AdminUI: Improvements
2018-05-22 10:06:39 -04:00
Taha Afzal
0629875c3a
SPARK-1124 (deleting users/accounts properly)
2018-05-21 19:59:33 -04:00
John Colvin
38e8463717
OrderBook SimpleTextColumn - check for null/empty text
2018-05-21 19:18:21 -04:00
John Colvin
7a30b58cea
HyperlinkCell - fix lingering-underline bug
2018-05-21 19:01:10 -04:00
John Colvin
e406f463de
disable GlyphRun anti-aliasing for now (doesn't work for all fonts)
2018-05-21 18:55:56 -04:00
Taha Afzal
59d68503a8
SPARK-1124 (deleting users/accounts properly)
2018-05-21 18:45:50 -04:00
John Colvin
909336ccbd
pr edits
2018-05-21 17:39:26 -04:00
John Colvin
7d45bc9a36
undo subrepo change
2018-05-21 16:28:16 -04:00
Kevin Darby
23c8b60ea3
spreader post hedge should be < thresh not >
2018-05-21 13:57:36 -04:00
John Colvin
4dc7fb0bea
Merged master into implementing-diy-grid
2018-05-21 13:21:11 -04:00
John Colvin
4ea08c09ee
DIYGrid - implement OrderBook
2018-05-21 13:19:22 -04:00
Eric Harding
6ec39a9276
SPARK-510 - protobuf defaults require the assignment as well as the DefaultValue (caught in CR)
2018-05-21 11:23:59 -04:00
Eric Harding
4a74066319
Merged in SPARK-510 (pull request #23 )
...
SPARK-510
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2018-05-21 14:59:05 +00:00
Eric Harding
80fde10cd5
Merged in SPARK-1144 (pull request #22 )
...
SPARK-144 Remove Docking Facility from Launcher
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2018-05-21 14:57:49 +00:00
Eric Harding
58c3303004
SPARK-510 Launcher settings
2018-05-21 10:47:37 -04:00
Eric Harding
c58b6fee77
SPARK-144 Remove Docking Facility from Launcher
2018-05-21 10:34:13 -04:00
Eric Harding
b8b284441c
SPARK-948 Test CME decimal precision increase
2018-05-21 10:22:50 -04:00
Eric Harding
07e89ff972
Fix build: unused argument
2018-05-21 08:41:07 -04:00
Eric Harding
da90ffef12
SPARK-1080 Disable broken Windows syslog sink
2018-05-21 08:40:05 -04:00
Eric Harding
b12f7cac6d
WebUI: inline some functions which will no-op in javascript
2018-05-21 08:39:36 -04:00
John Colvin
c40dfdd171
post-merge cleanup
2018-05-19 21:09:40 -04:00
John Colvin
b8163c7f1e
Merge branch 'master' into implementing-diy-grid
2018-05-19 18:29:28 -04:00
Pedro Pinto
7693933a7b
SPARK-1132, Tag 50 was not being filled in correctly.
2018-05-18 17:23:06 -04:00
Pedro Pinto
675f3e0675
Merge branch 'master' into prod
2018-05-18 17:00:13 -04:00
Pedro Pinto
44454ef4c0
Autocert
2018-05-18 17:00:01 -04:00
Pedro Pinto
f6f59adcc5
Merge
2018-05-18 16:58:48 -04:00
Pedro Pinto
dad1e40f93
Merged from dev
2018-05-18 16:58:17 -04:00
Pedro Pinto
ab950cba91
Merged from dev
2018-05-18 16:57:03 -04:00
Eric Harding
4f32e86fbd
WebUI: Remove '*' from Exchange and SecurityType
2018-05-18 15:32:23 -04:00
Pedro Pinto
132516b0a7
Autocert
2018-05-18 15:08:01 -04:00
Eric Harding
b95fd9e604
Web: filter accounts dropdown for already added accounts
2018-05-18 13:47:12 -04:00
Eric Harding
72fa852208
Bikeshedding 2/1E100
2018-05-18 13:06:08 -04:00
Michael Harding
609bd05734
SPARK1128, SPARK1129
2018-05-18 13:00:20 -04:00
Eric Harding
9dbf6cafbd
Bikeshedding
2018-05-18 12:51:05 -04:00
Eric Harding
3ae7a3976f
WebUI: Rename column headers
2018-05-18 12:49:52 -04:00
Eric Harding
5aff485890
SPARK-1127 Confirmation for removing a user
2018-05-18 12:49:52 -04:00
Michael Harding
430511e4a8
SPARK-1130
2018-05-18 12:46:12 -04:00
Michael Harding
a2403c643d
SPARK-1127
2018-05-18 12:32:51 -04:00
Jake Norbut
1bd2b4c601
adding order router test
2018-05-18 11:30:18 -05:00
John Colvin
4cd6da6c30
didn't save before last commit
2018-05-18 12:26:14 -04:00
John Colvin
c2a5be6d67
use id comparer in OrderActivitySummarizer
2018-05-18 12:21:33 -04:00
Michael Harding
9d70906aca
SPARK-1127:
2018-05-18 11:38:31 -04:00
Eric Harding
8e0bbbc312
hey, can you quickly make the warning at the bottom of the ladder higher contrast?
2018-05-18 11:37:11 -04:00
Eric Harding
e52fc2d196
Add Lens library for help simplify some verbose code in admin gui
2018-05-18 11:21:22 -04:00
Taha Afzal
47b1e8f64d
SPARK-1017
2018-05-18 10:47:24 -04:00
Eric Harding
ae3b94d6f4
Web UI: Sort accounts *before* selecting first one
2018-05-18 08:51:08 -04:00
Eric Harding
44cf948d5a
SPARK-1108 Enums for Humans 3/3
2018-05-18 08:46:35 -04:00
Eric Harding
d983db75c4
SPARK-1108 Enums for Humans 2/3
2018-05-18 08:22:33 -04:00
Eric Harding
ba02db4e40
SPARK-1108 Enums for Humans 1/2
2018-05-18 08:18:29 -04:00
Eric Harding
68ca16103d
Web UI: Sort account list
2018-05-17 17:29:22 -04:00
Michael Harding
e36cb26bec
fix selectedaccount
2018-05-17 17:26:23 -04:00
Michael Harding
74bc669083
SPARK1100, 1099, 1083
2018-05-17 17:21:05 -04:00
Michael Harding
986f228113
AdminUI: Hide 'deleted' users
2018-05-17 17:21:04 -04:00
Jake Norbut
92b02833df
SPARK-1082 - for now on one line, but next sprint we should do it right like John suggested with a MeasureOverride and what not
2018-05-17 15:16:53 -05:00
John Colvin
96754066bd
fix ActivityLog categories typeo
2018-05-17 16:06:02 -04:00
Eric Harding
c6ed7a46cd
SPARK-1117 Entering text at the start of text fields misbehaves
2018-05-17 16:04:35 -04:00
Pedro Pinto
8a05c1dbf7
Fixed fable build some more.
2018-05-17 14:46:18 -04:00
Pedro Pinto
5fcd2a08b2
AutoCert
2018-05-17 14:46:18 -04:00
John Colvin
6483a58351
SyntheticEditorView - adjust RowHeaderWidth to better fit the help texts
2018-05-17 14:39:13 -04:00
John Colvin
69c64b47f1
SPARK-1104 Implement ui to support payup spread param
2018-05-17 14:39:12 -04:00
John Colvin
b2fb253969
Refactor PostHedgeOppositeVolumeBasedForceCross
2018-05-17 14:39:12 -04:00
John Colvin
5967a7c1e7
SyntheticEditor - organize cell-param files
2018-05-17 14:39:12 -04:00
Eric Harding
b908c576ba
SPARK-1116
2018-05-17 14:37:57 -04:00
Eric Harding
56497df68a
SPARK-1110 Select first account by default
2018-05-17 14:31:20 -04:00
Kevin Darby
b89c561490
spark-1088 fixed SDK for new admin model
2018-05-17 13:40:05 -04:00
Jake Norbut
7794aa89c2
SPARK-1112
2018-05-17 12:08:36 -05:00
Taha Afzal
f11215df36
SPARK-1120 and manual tests changed accordingly
2018-05-17 12:38:47 -04:00
Eric Harding
5c2a1fa48e
SPARK-1114 - Hide deleted users in UsersService (also don't let them log in)
2018-05-17 12:15:22 -04:00
Eric Harding
29876ec04a
SPARK-1097 Can't delete user
2018-05-17 12:15:22 -04:00
Eric Harding
513f7e1310
SPARK-1097 Can't delete account
2018-05-17 12:15:22 -04:00
Eric Harding
867a52024a
SPARK-1122 exception when creating new account
2018-05-17 12:15:22 -04:00
Eric Harding
9d6b985400
Admin UI: reduce logging in typescript
2018-05-17 12:15:22 -04:00
Kevin Darby
706b3b151d
Pair programming with Jake, spark-1121
2018-05-17 11:58:29 -04:00
John Colvin
e1f6c27a94
SPARK-1094 Hedge Ratio should have floating point increments
2018-05-17 11:36:41 -04:00
John Colvin
cdaf9e9875
SyntheticEditor - use header_error_text brush
2018-05-17 11:36:41 -04:00
Eric Harding
71993d4a2d
SPARK-1106 - Fix up web ui grids a bit
2018-05-17 11:03:55 -04:00
Taha Afzal
84115df405
SPARK-1017 in progress
2018-05-17 11:03:13 -04:00
Jake Norbut
5407279504
OrderBook - should filter for status = working by default; not currently working
2018-05-17 09:30:25 -05:00
Taha Afzal
e0b211d002
SPARK-1078 xchange fields length restriction
2018-05-17 07:19:29 -04:00
John Colvin
ec6d4936f1
OrderPropertiesEditorVM - fix internal security source
2018-05-16 19:59:03 -04:00
John Colvin
135803b2ce
SPARK-1103 fills - move to separate thread
2018-05-16 19:14:40 -04:00
John Colvin
2fb91e8dd9
TimeAndSales - fix icon thread access bug by freezing icon
2018-05-16 18:46:17 -04:00
John Colvin
b12fc408b5
SPARK-1102 mview - move to separate thread
2018-05-16 18:44:26 -04:00
Pedro Pinto
7193122a73
Windows screws up X permissions.
2018-05-16 16:44:30 -04:00
Pedro Pinto
1ea8a1c093
Fixed clang build.
2018-05-16 16:43:06 -04:00
Jake Norbut
b7200c0581
Merged in hook_badge_style (pull request #21 )
...
SPARK-1082 - badge sytle changes according to settings selection
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-16 20:23:43 +00:00
Taha Afzal
1ab5b65060
SPARK-1111 removal or users and accounts
2018-05-16 16:15:44 -04:00
Jake Norbut
ac53734052
PR suggestion
2018-05-16 15:13:38 -05:00
Jake Norbut
cdbce6b141
PR suggestion
2018-05-16 15:11:03 -05:00
Pedro Pinto
f18235bf96
Ignored src/web when replicating to windows.
2018-05-16 16:01:55 -04:00
Pedro Pinto
f8e638d74a
Silence is golden.
2018-05-16 16:01:55 -04:00
Pedro Pinto
32dd64fca7
Autocert.
2018-05-16 16:01:55 -04:00
Pedro Pinto
395f686e19
SPARK-1039, Prettier names for default accounts.
2018-05-16 16:01:55 -04:00
Pedro Pinto
62f91d6ebb
Guarded against unresolved securities when enforcing limits.
2018-05-16 16:01:55 -04:00
Pedro Pinto
2de2189710
Fixed typo in comment.
2018-05-16 16:01:55 -04:00
Pedro Pinto
51aa3edb17
Fixed typo in log msg.
2018-05-16 16:01:55 -04:00
John Colvin
01fb88a525
Ladder/Ticket - Iceberg orders' "ShowQuantity" is 1 by default
2018-05-16 15:37:57 -04:00
John Colvin
cd52dad334
SPARK-1090 New spreader ladders come up without an order type
2018-05-16 15:08:49 -04:00
John Colvin
f1a7fdf5cd
OrderPropertiesEditorVM - remove unused code
2018-05-16 15:08:49 -04:00
Jake Norbut
96de949ac5
SPARK-1082 - badge sytle changes according to settings selection
2018-05-16 13:55:27 -05:00
Taha Afzal
23a860f7bb
fixing broken build
2018-05-16 14:41:08 -04:00
Taha Afzal
2cb539508a
merging
2018-05-16 14:31:21 -04:00
Taha Afzal
7059edc0b6
is_active was breaking tests
2018-05-16 14:00:27 -04:00
Eric Harding
d417d99357
SPARK-1098 - Create user or account should switch to General tab
2018-05-16 13:59:09 -04:00
Taha Afzal
abc400e8c4
SPARK 1046 manual cases for limiter
2018-05-16 13:22:15 -04:00
Eric Harding
52fd21c933
Add robots.txt to spark webserver
2018-05-16 12:54:07 -04:00
Jake Norbut
d93e7a9f84
renaming Kevin badge style to Alternate
2018-05-16 11:08:05 -05:00
Taha Afzal
bd8b15bbd9
SPARK-1022 completed
2018-05-16 12:03:52 -04:00
Eric Harding
8ac6993fd8
Serve web ui from sparkd/ui for easier production bundle.
2018-05-16 10:52:29 -04:00
Eric Harding
b518ae3eca
Fix and re-enable web admin build
2018-05-16 10:11:32 -04:00
Taha Afzal
64f19a93ad
SPARK-1022
2018-05-15 22:07:06 -04:00
Pedro Pinto
dad45f736a
Disabled fable build until we figure this out.
2018-05-15 18:16:20 -04:00
Pedro Pinto
2b6a60a79f
More fable build fixes, maybe the brokeness is legit.
2018-05-15 18:08:22 -04:00
Pedro Pinto
a0306a412d
Fixed fable build.
2018-05-15 17:42:55 -04:00
Pedro Pinto
afae51012b
Handled trace cancelation/correction msgs, fixed SPARK-1105
2018-05-15 17:42:55 -04:00
Eric Harding
eaa12d0788
SPARK-592 - Ensure timestamp write is not re-ordered by compiler for multi-cache line depth update
2018-05-15 17:30:59 -04:00
Michael Harding
a5c3d5cf09
SPARK-1100: AdminUI
2018-05-15 17:29:42 -04:00
Michael Harding
1d9333724f
AdminUI: User account permissions table style
2018-05-15 17:29:42 -04:00
Eric Harding
fb48fd82c7
SPARK-592 Market data atomic depth write
2018-05-15 15:28:36 -04:00
Eric Harding
bf13115a14
Fix .all file in WebServer
2018-05-15 15:28:36 -04:00
Eric Harding
4bf147eee4
Update market data tests launch.json
2018-05-15 15:28:35 -04:00
John Colvin
39be08432c
SPARK-1081 Last Trade Column in ladder is broken
2018-05-15 14:40:19 -04:00
Jake Norbut
0474ea1d53
Ladder - AdornerDecorator surroiunding control is necessary for red border to show errors when LaddersOnThread = true
2018-05-15 13:08:54 -05:00
Jake Norbut
78090ab15c
Merged in selector_validation (pull request #20 )
...
SelectoryProperty validation - prevent users with no accounts from sending orders
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-15 17:32:42 +00:00
Jake Norbut
2d37f88553
PR suggestion, thx John!
2018-05-15 12:22:35 -05:00
John Colvin
97447fe634
DataGridFilters - use Esc/Enter KeyBindings and Commit/Clear RoutedCommands
2018-05-15 12:49:27 -04:00
John Colvin
e11835d654
SPARK-1087 typing in filter boxes
2018-05-15 12:49:27 -04:00
Taha Afzal
7797cf7435
SPARK-1046
2018-05-15 12:05:29 -04:00
Taha Afzal
71071edd05
SPARK-1022
2018-05-15 12:05:29 -04:00
Taha Afzal
1fb38badfb
Temp fix for the Nullable ID vs 0 problem
2018-05-15 12:05:29 -04:00
Taha Afzal
bd3399560b
SPARK 1022 (more tests, better error messages etc)
2018-05-15 12:05:29 -04:00
Pedro Pinto
1ef5c670bf
fable build
2018-05-15 11:58:26 -04:00
Pedro Pinto
095f258edf
Disabled broke unit tests.
2018-05-15 11:58:26 -04:00
Pedro Pinto
5da057dc50
Fixed some unused references in Taha's code.
2018-05-15 11:58:26 -04:00
Pedro Pinto
0a84cb0c81
AutoCert
2018-05-15 11:58:26 -04:00
Pedro Pinto
d8bc3c757f
Autocert
2018-05-15 11:58:26 -04:00
Pedro Pinto
80cbb9869b
AutoCert
2018-05-15 11:58:26 -04:00
Jake Norbut
4a517adefb
SelectoryProperty validation - prevent users with no accounts from sending orders
2018-05-15 10:11:03 -05:00
John Colvin
18e12f47b8
Merged in ladder-dispatcher-priority (pull request #19 )
...
Ladder dispatcher priority
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-15 14:41:41 +00:00
Michael Harding
b1687f92e0
AdminUI: aesthetic improvements
2018-05-15 09:14:40 -04:00
John Colvin
a9fb92e1d2
Ladder dispatcher priority - default priority fallback is ApplicationIdle
2018-05-14 20:07:22 -04:00
John Colvin
4781f0ba06
Ladder dispatcher priority - rename 'one_hundred' const to 'sample_cycle_size'
2018-05-14 19:15:11 -04:00
John Colvin
122451c20f
Ladder Dispatcher Priority - pr edits
2018-05-14 18:41:53 -04:00
Kevin Darby
08efcf9737
workspaces.txt edited
2018-05-14 22:00:38 +00:00
John Colvin
fad111314d
LadderTimer typeos - actually call timer.start and update elapsed_total
2018-05-14 17:52:07 -04:00
John Colvin
8c368affd9
Merged master into ladder-dispatcher-priority
2018-05-14 17:19:15 -04:00
Michael Harding
730d43bfd8
AdminUI: Increase Similitude
2018-05-14 16:28:09 -04:00
Michael Harding
13e95023af
AdminUI: Misc Tag Mapping Fields
2018-05-14 16:28:09 -04:00
Eric Harding
283a90bc50
WebUI Build: Suppress "first time experience". Thanks .NET
2018-05-14 16:06:16 -04:00
Eric Harding
3d33efd7a7
SPARK-1041 - Obfuscate missing user in failed login message.
2018-05-14 16:06:16 -04:00
Jake Norbut
8bf0ed7536
Order Properties Editor - selected account on gui does not revert back to first item in the list when an account change from the web is received
2018-05-14 15:01:59 -05:00
Jake Norbut
1b2c0e03e0
PnL - use account from order instead of fill
2018-05-14 13:07:40 -05:00
Eric Harding
1a7e9776dd
SPARK-1041 Redirect login service to authenticate with AdminService
2018-05-14 13:09:49 -04:00
Eric Harding
61d297293d
advance docker pointer
2018-05-14 12:26:21 -04:00
Eric Harding
e9aec2aad6
Fix npm install to not use --production because it fails to install build dependencies. Also alias doesn't work
2018-05-14 12:25:45 -04:00
Michael Harding
96d76d26b5
AdminUI: update page title and favicon
2018-05-14 11:36:23 -04:00
Eric Harding
c0bc773bbc
Advance docker pointer. Maybe it will stay that way. haha
2018-05-14 10:44:26 -04:00
Eric Harding
c0cfd6e167
Remove obj files from web build. Take a temporary dependency on mono
2018-05-14 10:44:26 -04:00
Eric Harding
b44fec29b1
NPM: add --production flag so it doesn't try to change anything
2018-05-14 10:44:26 -04:00
Michael Harding
425b1a82fd
GTS->BTS
2018-05-14 10:04:47 -04:00
Eric Harding
2cdf21455e
Merged in jsmap (pull request #18 )
...
Replace "obj" with JSMap type which emulates Map but is backed by a plain JS object
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2018-05-14 13:49:58 +00:00
Michael Harding
fd523a645d
Fix line endings in docker_update.sh
2018-05-14 09:30:37 -04:00
Eric Harding
32ff893f99
Replace "obj" with JSMap typ which emulates Map but is backed by a plain
...
JS object
2018-05-14 08:32:19 -04:00
John Colvin
5927be56a2
fix typeo
2018-05-12 17:12:51 -04:00
John Colvin
b35cfbd824
add config for Ladder DispatcherTimer
2018-05-11 22:37:44 -04:00
Jake Norbut
3f1d98a613
accounts changed to SelectorProperty
2018-05-11 16:13:01 -05:00
John Colvin
e8423ee11e
SPARK-1085 Cancel Buys/Cancel Sells button should reflect bid/ask column color
2018-05-11 15:51:20 -04:00
John Colvin
6cca33841a
SPARK-1084 Market Break Settings
2018-05-11 15:26:18 -04:00
John Colvin
11468548c2
LadderSettingsView - reduce font cell width (looked too wide for reasonable font sizes)
2018-05-11 14:57:50 -04:00
John Colvin
402abafaca
OrderPropertiesEditorVM - use ViewModelBase.SelectorProperty for TimeInForce
2018-05-11 14:40:50 -04:00
Jake Norbut
664a46d438
Changing About Edge to About Spark
2018-05-11 12:11:23 -05:00
Jake Norbut
098fbb1a23
updating p and l test text
2018-05-11 12:11:23 -05:00
Michael Harding
38e32c645d
GTS
2018-05-11 12:08:29 -04:00
Kevin Darby
6de4d74d87
audit uploader needs an example file
2018-05-11 10:03:32 -04:00
Michael Harding
b27a54e0fb
SPARK-1074
2018-05-11 09:43:22 -04:00
Kevin Darby
3040516f84
adding audit uploader for Karl
2018-05-10 17:29:18 -04:00
John Colvin
5262cb4966
Ladder - marketbreak IndexOutOfRange bug
2018-05-10 17:24:16 -04:00
Michael Harding
5a4199bf93
AdminUI: Add Add User button
2018-05-10 17:18:54 -04:00
Michael Harding
4eb2790ee4
SPARK-1077: Saving or changing a user undirties the ui state
2018-05-10 17:18:54 -04:00
Michael Harding
860640cda5
Dont Expect an Obj to be a Map any more
2018-05-10 17:18:54 -04:00
Michael Harding
354c3e04bf
AdminUI: Hide User controls if no user is selected
2018-05-10 17:18:54 -04:00
Jake Norbut
ac6a5cd88d
mysterious control Error when no Error; possibly a WPF validation bug; thx Eric!
2018-05-10 16:10:26 -05:00
Kevin Darby
7384a11070
fix build
2018-05-10 16:09:26 -04:00
Kevin Darby
cc4bc755ae
placeholder span command
2018-05-10 15:58:06 -04:00
John Colvin
a907675a41
SPARK-1070 Disallow creation of synthetics with more than 2 legs
2018-05-10 15:32:54 -04:00
Eric Harding
b25121d94a
AdminServiceServer should save data to disk when it changes.
2018-05-10 15:10:56 -04:00
John Colvin
70eed209e5
SPARK-1072 MarketView - Qty columns surrounding Bid Ask columns are not sortable
2018-05-10 15:03:20 -04:00
John Colvin
868aa305d1
OrderBadge - FontFamily AffectsRender and updates text
2018-05-10 14:50:32 -04:00
John Colvin
82d59252ec
UserSettingsTest
2018-05-10 14:42:12 -04:00
John Colvin
aa921a22b7
LadderSettingsView - show badge in Orders column sample cell
2018-05-10 14:42:11 -04:00
Eric Harding
a5152fa4cc
SPARK-1071 Web UI cannot be accessed from differnet machines.
2018-05-10 13:48:09 -04:00
Pedro Pinto
5208be6cd1
Updated test script.
2018-05-10 12:00:19 -04:00
Pedro Pinto
b764726d99
Refactor tests
2018-05-10 11:32:23 -04:00
John Colvin
3170574272
checking in placeholder-settings-test
2018-05-10 10:55:33 -04:00
Taha Afzal
6b557b1f88
disabling limiter until the defaults work properly
2018-05-10 10:28:02 -04:00
Taha Afzal
be062cc014
default sec and prod position limits
2018-05-10 10:10:00 -04:00
Taha Afzal
f4a2b788ff
SPARK-1022
2018-05-10 10:10:00 -04:00
Pedro Pinto
b773e801f7
Wasn't calling update on Limiter when new admin available.
2018-05-10 09:45:58 -04:00
Pedro Pinto
7bf099060a
Auto cert
2018-05-10 09:45:58 -04:00
Jake Norbut
0120c58ed4
misc refactoring
2018-05-10 08:14:32 -05:00
Jake Norbut
c791dd81d6
Merged in more_stops (pull request #17 )
...
SPARK-975 - StopLimits and disallow both price and size changes
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-10 12:44:05 +00:00
John Colvin
141e0a64d4
thicken shell window border to make resizing threaded windows easier
2018-05-10 00:49:17 -04:00
Eric Harding
ab57fac1a8
WebUI: workaround for lack of structural equality in Pojo types
2018-05-09 22:31:15 -04:00
Eric Harding
0cda9ec9ae
Strip query string from request path for font-awesome
2018-05-09 20:27:08 -04:00
Eric Harding
fefa659150
WebUI: Limits remove functionality
2018-05-09 20:04:46 -04:00
John Colvin
3ea77974d4
CME gen open time config and TimeFilter RadioButton item
2018-05-09 20:02:01 -04:00
Eric Harding
70e264e693
Remove typescript generation from build.sh
2018-05-09 18:34:16 -04:00
John Colvin
6f9d0c4897
LadderSettings - fix startup race, remove WindowManagerFactory
2018-05-09 17:54:15 -04:00
John Colvin
198d006e6d
fix LadderSettings Equals fn
2018-05-09 17:54:15 -04:00
Eric Harding
0cbe1a6988
WebUI: Add Position limits grids
2018-05-09 17:39:14 -04:00
Michael Harding
6bd8f1d1ac
AdminUI: User Page
2018-05-09 17:20:10 -04:00
Michael Harding
7fed123f99
AdminUI: select name conflict
2018-05-09 17:18:35 -04:00
Michael Harding
c6e468aba4
AdminUI: Update TableControl
2018-05-09 17:02:57 -04:00
Michael Harding
2d96a7e9c4
AdminUI: Obj functions in Reflection
2018-05-09 17:02:24 -04:00
Michael Harding
aa345e2dd7
AdminUI: Add new Fields
2018-05-09 17:00:36 -04:00
Michael Harding
0946c528a9
AdminUI: Add password field
2018-05-09 16:53:11 -04:00
Michael Harding
0f8ce93a21
AdminUI: Add TableControl
2018-05-09 16:53:11 -04:00
Eric Harding
5106f99870
WebUI: drop down selection in react-data-grid
2018-05-09 15:03:58 -04:00
Jake Norbut
eaa09435c8
SPARK-975 - StopLimits and disallow both price and size changes
2018-05-09 12:49:32 -05:00
John Colvin
18f77215f0
LadderSettings/FontPicker font-size-ticker resize bug
2018-05-09 13:31:12 -04:00
John Colvin
2b29a6ae17
accidentally negated LadderOnThreads
2018-05-09 12:20:15 -04:00
John Colvin
73544c13a7
remove superfluous comment
2018-05-09 12:17:00 -04:00
John Colvin
b1f1fe682f
Ladder - automatically adjust row_height to fit font size
2018-05-09 12:15:47 -04:00
John Colvin
4aa8818cb0
define DialogSkirt default style in xaml (no partial class)
2018-05-09 12:15:46 -04:00
Eric Harding
048d8d1882
WebUI: actually don't use toObject. It doesn't work
2018-05-09 11:20:30 -04:00
Eric Harding
60adb8b55b
WebUI: Use toObject/fromObject instead of hand written enum conversion
2018-05-09 10:15:50 -04:00
Eric Harding
da5ebf27c8
VSCode wants this file changed
2018-05-09 10:02:35 -04:00
Eric Harding
5dfd0ffbdd
Web UI: Enums IV reveng of the integer
2018-05-08 22:18:33 -04:00
Eric Harding
12e4e3ad8d
Enums - Never more than possibly correct.
2018-05-08 14:54:42 -04:00
Eric Harding
115bc16b12
Javascript enums are my nemesis
2018-05-08 14:40:20 -04:00
Eric Harding
7b2a81c51d
WebUI: add fields.enumeration to make a dropdown
2018-05-08 13:14:53 -04:00
John Colvin
75ccf5a1af
Organize the random assortment of files in core\utils, and core\Utility
2018-05-08 12:40:08 -04:00
Eric Harding
09bc617859
Web UI: Improve enum generation
2018-05-07 23:23:09 -04:00
Eric Harding
f4890e0adc
Web UI: Additional generated enum functions
2018-05-07 22:58:52 -04:00
John Colvin
1fed3a0ccf
Ladder - fix badge drag lag
2018-05-07 18:54:48 -04:00
Taha Afzal
075fbff042
SPAKR-1022, just need to link Limiter to LimitStore now
2018-05-07 18:19:12 -04:00
Eric Harding
88073c6c4f
Fix adminservice users test
2018-05-07 17:42:54 -04:00
Eric Harding
53d32753f1
Treat 0 as empty for create_account (adminserviceserver.cpp)
2018-05-07 17:38:50 -04:00
Michael Harding
10e62d1ce7
Add smp_instruction and max_order_rate_per_connection AdminService.proto
2018-05-07 16:30:26 -04:00
Michael Harding
013153add7
AdminUI: Checkbox on same line
2018-05-07 16:30:26 -04:00
Taha Afzal
cb53e1eb31
AdminService create user returns AdminServiceCreateEntityResult
2018-05-07 16:30:10 -04:00
Taha Afzal
1d94edd4b9
AdminService update_user wholesale for Admin UI
2018-05-07 16:09:21 -04:00
Eric Harding
7dcb1e67d9
Web UI: Accounts->Exchange Settings
2018-05-07 15:41:49 -04:00
John Colvin
19cc2c4ed8
GlyphContext - don't use obsolete GlyphRun constructor (get dpi_ratio)
2018-05-07 14:40:12 -04:00
John Colvin
83cb900c1c
GlyphContext - return null if typeface does not have key for char (avoid KeyNotFoundException)
2018-05-07 14:34:10 -04:00
John Colvin
340c270e8a
GlyphContext - Lazy glyph-char-mapping
2018-05-07 14:20:38 -04:00
Eric Harding
1263b91cfd
WebUI: Accounts->ClipLimits
2018-05-07 14:16:37 -04:00
Taha Afzal
4e27cc6140
SPARK 1022 organizing files
2018-05-07 13:46:49 -04:00
Taha Afzal
688e0d650e
SPARK 1022 organizing files
2018-05-07 13:42:51 -04:00
John Colvin
d591420054
LadderSettings - use Subject instead of event for default settings changes (thread safe)
2018-05-07 12:55:06 -04:00
Eric Harding
8b0dad3d61
Fix admin service tests
2018-05-07 11:55:46 -04:00
Eric Harding
f0605f1e96
WebUI: Save/Create accounts
2018-05-07 11:44:59 -04:00
John Colvin
be523c1848
LadderSettingsDialog - bind to 'use default' check box (not default-tab-selected)
2018-05-07 10:59:07 -04:00
Taha Afzal
6d721fa186
SPARK 1022 adding account wholesale update function for the webUI
2018-05-07 10:33:58 -04:00
Taha Afzal
905f079757
SPARK 1022 adding limit functions
2018-05-07 10:12:09 -04:00
Pedro Pinto
e53c186ea9
Batched new secs in a single call to limiter.
2018-05-07 10:10:36 -04:00
Jake Norbut
3d08755ffe
Merged in ladder_validation_no_account (pull request #16 )
...
Enforcing account validation at the start in the case a user does not have any accounts from the new AdminService
2018-05-07 14:03:11 +00:00
Eric Harding
d3422010df
Web UI: refactor scratch to plain account
2018-05-07 09:56:02 -04:00
Your Name
70a768e475
Update fable assets - part2/2 (linux)
2018-05-07 12:57:51 +00:00
Eric Harding
2503dd414f
Updated fable assets - part1
2018-05-07 08:53:41 -04:00
Taha Afzal
30f5a56a8d
SPARK 1022 getting there
2018-05-07 08:34:52 -04:00
Taha Afzal
3d42ef609e
SPARK 1022 75% done
2018-05-07 07:44:06 -04:00
John Colvin
4ad679b65d
fix typeos
2018-05-06 22:16:33 -04:00
John Colvin
fc8f55930f
change ColorPicker from UserControl to Control (improves perf by reducing baml load)
2018-05-06 22:14:25 -04:00
John Colvin
8d7c7fc742
ladder settings dialog tweaks
2018-05-06 20:34:53 -04:00
Eric Harding
3ffa831a4e
Javascript: A Comedy of Errors
2018-05-05 22:17:40 -04:00
Eric Harding
3d6326502d
DataGrid example code. Import is still giving me trouble.
2018-05-05 13:58:47 -04:00
Eric Harding
8ec01e5930
Admin UI: Accounts->General
2018-05-05 10:53:19 -04:00
Jake Norbut
ebe0c1e6ec
PR suggestion 2, thx john!
2018-05-04 16:33:50 -05:00
Eric Harding
8bbfcd7734
Web UI - some utils
2018-05-04 17:30:19 -04:00
Jake Norbut
68bd4b5a73
PR suggestion
2018-05-04 16:21:25 -05:00
Michael Harding
16d02f30c5
AdminUI: Fields Controls
2018-05-04 15:57:20 -04:00
Pedro Pinto
1f0cf2b3f5
SPARK-1025, Native orders are tagged with their native type.
2018-05-04 15:05:22 -04:00
Pedro Pinto
9a3b806d9e
Fixed build in latest clang.
2018-05-04 15:05:22 -04:00
Pedro Pinto
5e4e56dab6
Fixed the docker subrepo ptr again, taha just stop it
2018-05-04 15:05:22 -04:00
John Colvin
8925db961b
LadderSettingsDialog - adjust open position
2018-05-04 14:36:59 -04:00
John Colvin
4b0c22b2fa
LadderSettings - Import/Export menu items
2018-05-04 14:32:38 -04:00
John Colvin
ed4d50a2fd
x:Shared=False for Import/Export icons
2018-05-04 14:22:01 -04:00
Jake Norbut
18a60d854d
Enforcing account validation at the start in the case a user does not have any accounts from the new AdminService
2018-05-04 12:59:34 -05:00
John Colvin
44caaf6b4c
LadderSettings - fix LadderOrderVM 'DependencySource thread bug'
2018-05-04 12:16:00 -04:00
Michael Harding
bc7f1af5be
forcing things to exist in JS
2018-05-04 11:53:45 -04:00
Taha Afzal
d7b3f5df7c
SPARK-1020 Implement OrderRouter
2018-05-04 11:34:47 -04:00
Taha Afzal
31ba0f22e9
SPARK-1020 Implement OrderRouter
2018-05-04 11:31:47 -04:00
Pedro Pinto
c0cfb63d7b
Moved docker sub repo pointer forward
2018-05-04 09:21:44 -04:00
Eric Harding
945ea04102
WebUI: Typo in DynamicService.ts
2018-05-04 09:20:49 -04:00
Eric Harding
b3bf25f81d
Web: Fill in defaults for returned proto types
2018-05-04 09:14:41 -04:00
John Colvin
8c4a7ae0f0
Ladder - add\implement market-break-line settings
2018-05-03 20:54:07 -04:00
John Colvin
d739d19a42
Ladder - "Last" column actually uses its column settings' background
2018-05-03 17:34:34 -04:00
Eric Harding
663dd92751
WebUI: add accounts page skeleton
2018-05-03 17:30:13 -04:00
John Colvin
a14ec89b4f
Ladder - badge only sets fontsize once: in format_text
2018-05-03 17:10:37 -04:00
John Colvin
e821548a5d
Ladder - order badges actually use settings fontfamily/size/color
2018-05-03 17:01:52 -04:00
Eric Harding
0dc6c16e6b
Web: Account for 'null' in generated code
2018-05-03 16:54:05 -04:00
Eric Harding
3bb527247d
Web: Add react grid and higher level wrapper
2018-05-03 16:54:05 -04:00
Taha Afzal
2290c955ef
SPARK-964
2018-05-03 14:56:03 -04:00
Taha Afzal
d28e8a2eab
SPARK-1034 (cleaing up OrderRouter.cpp)
2018-05-03 14:56:03 -04:00
Eric Harding
b8674fcbb9
Update Fable and add ReactGrid
2018-05-03 14:51:46 -04:00
Eric Harding
adcaee1480
Web UI: Remove counter. Add Accounts
2018-05-03 14:51:46 -04:00
Pedro Pinto
c748149174
Fixed build.
2018-05-03 14:47:21 -04:00
Pedro Pinto
65fd36e9ae
SPARK-1018, Code complete.
2018-05-03 14:39:05 -04:00
Pedro Pinto
e2a3055046
Added a const qualifyer to order::definition
2018-05-03 14:39:05 -04:00
Pedro Pinto
2d9a61ca15
SPARK-1201, Integrated Limiter with NativeOrder
2018-05-03 14:39:05 -04:00
Michael Harding
0fe6da7eab
is_active -> isActive
2018-05-03 14:32:06 -04:00
Michael Harding
01660153c0
WebAdmin: Using real user Data
2018-05-03 14:32:06 -04:00
Michael Harding
95d0d17bcf
fix tools/docker_update.sh
2018-05-03 14:32:06 -04:00
John Colvin
9009678f7c
LadderSettingsVM - remove redundant fn call
2018-05-03 14:28:37 -04:00
John Colvin
d55c52df62
Ladder - actually use column settings font size
2018-05-03 14:27:36 -04:00
John Colvin
24a128d041
SPARK-1027 Empty ladder
2018-05-03 14:15:25 -04:00
John Colvin
cd699d5ad7
LadderTactileAdorner draws GlyphRuns and uses settings font/foreground
2018-05-03 13:49:37 -04:00
John Colvin
51b62ac66f
LadderSettingsView - vertically center align some text
2018-05-03 13:31:24 -04:00
John Colvin
fed0427cbc
accidentally negated the LaddersOnThreads toggle (changed it for testing purposes)
2018-05-03 13:23:18 -04:00
John Colvin
fb498adffe
ladder - actually use column settings' fontweight
2018-05-03 13:02:57 -04:00
John Colvin
eb84ba8371
fix FontPicker (plus a little refactoring)
2018-05-03 13:02:57 -04:00
Jake Norbut
ab078bdad3
updating test to check for our favorite bts user
2018-05-03 11:43:32 -05:00
Jake Norbut
6f0da78530
Merged in account_service_hookup (pull request #15 )
...
Account service hookup
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-03 16:32:15 +00:00
Jake Norbut
8a0daed378
merge redux round 2; fixing user in orderbook to look at user and not login
2018-05-03 11:28:59 -05:00
Eric Harding
2636f5dde4
SPARK-958 Improved code gen
2018-05-03 12:24:11 -04:00
John Colvin
3f1aa74bbb
Merged in settings-framework (pull request #14 )
...
Settings framework
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-05-03 16:07:14 +00:00
John Colvin
af0152b945
PR edits
2018-05-03 11:57:41 -04:00
Jake Norbut
a2d83a79ff
resolving merge conflict with master
2018-05-03 10:34:42 -05:00
Taha Afzal
e0f2b7e2ed
SPARK-1034 (is_valid_session)
2018-05-03 11:00:58 -04:00
Taha Afzal
cc919a08d0
SPARK-1034 (connections are correctly read from config now)
2018-05-03 11:00:58 -04:00
Michael Harding
b515e55378
WebAdmin: Change Title
2018-05-03 10:55:32 -04:00
Jake Norbut
c2b8e9c382
removing the bus too since the moodel doesn't publish anythinng to it at the moment
2018-05-03 09:39:26 -05:00
Jake Norbut
e553e5fa1e
Since we don't have anhy IDisposables yet, removing the interface; also we're only using the IOBservable, so removing the unused Task
2018-05-03 09:32:38 -05:00
Jake Norbut
1aee8d4920
removing empty file
2018-05-03 09:31:26 -05:00
Michael Harding
07629cadcb
Admin-UI: use newer node-sass
2018-05-03 10:02:39 -04:00
Michael Harding
f3adfc142d
Move FontAwsome
2018-05-03 10:02:39 -04:00
John Colvin
554ff8ea6f
rename PropertyUpdateLock to PropertyUpdateGate
2018-05-02 22:48:28 -04:00
John Colvin
ff66c3767d
fix typeo in class name
2018-05-02 22:33:25 -04:00
Eric Harding
af2504b9cd
SPARK-1035 Make F# generated code more idiomatic
2018-05-02 20:47:43 -04:00
John Colvin
535b901d6f
SPARK-969 design and implement a settings framework (ui)
2018-05-02 20:31:24 -04:00
John Colvin
e45952ea2c
NotConverter goes both ways
2018-05-02 20:31:24 -04:00
John Colvin
f85dbc4b5f
add new FontPicker
2018-05-02 20:31:24 -04:00
John Colvin
96d59d1885
add new ColorPicker (remove old one)
2018-05-02 20:31:24 -04:00
John Colvin
9df77f7d70
FileDialogCommands to import/export proto objs
2018-05-02 20:31:23 -04:00
John Colvin
7346b99371
SPARK-969 design and implement a settings framework (no ui yet)
2018-05-02 20:31:23 -04:00
Jake Norbut
47f9c837f0
accounts must be under 12 characters
2018-05-02 17:16:15 -05:00
Jake Norbut
3d88d5b2a6
popuulating order_id and account_id on orders
2018-05-02 16:56:11 -05:00
Eric Harding
a9dee31c41
Serve admin UI from sparkd root path
2018-05-02 17:55:05 -04:00
Eric Harding
5abd9879fc
immutable.pb.js missing extra {} for exception message
2018-05-02 17:46:42 -04:00
Jake Norbut
6fe3d1664d
Start of AdminModel
2018-05-02 16:00:18 -05:00
Pedro Pinto
2edd509635
SPARK-1018, Towards limiting order entry.
2018-05-02 15:53:23 -04:00
Pedro Pinto
7340753458
Added additional methods to OrderRouter.
...
1) Resolve tags by ids rather than string names
2) Add a reverse route map to help recover when order records are lost.
2018-05-02 15:53:23 -04:00
Taha Afzal
330cd2ba6d
SPARK 1-34 almost done
2018-05-02 15:25:57 -04:00
Eric Harding
f935c7109f
Make this part of build output more obvious
2018-05-02 13:39:28 -04:00
Eric Harding
284ed47ddc
Line endings. My eternal foe
2018-05-02 11:20:39 -04:00
Eric Harding
e5262ed44f
externals
2018-05-02 10:55:31 -04:00
Pedro Pinto
8b812735fb
Added account id and user id to Order def for Jake to fill in.
2018-05-02 10:54:05 -04:00
Eric Harding
98524ee1e4
SPARK-1028
2018-05-02 10:48:03 -04:00
Pedro Pinto
141aa3b0ba
Fixed race condition that was causing ServiceBridge to crash.
2018-05-02 10:08:36 -04:00
Taha Afzal
d81d13b40a
fixing build
2018-05-02 10:03:45 -04:00
Taha Afzal
cc300a7a2d
externals
2018-05-02 09:54:51 -04:00
Taha Afzal
a852423f4b
externals
2018-05-02 09:37:50 -04:00
Taha Afzal
c9e875540b
SPARK-1020 getting the connections from config
2018-05-02 09:23:43 -04:00
Taha Afzal
b020349fe3
SPARK-1018 OrderRouting cti, account etc done, connection name to be done
2018-05-02 09:23:43 -04:00
Eric Harding
bf13877750
SPARK-1031 auto-reconnect websocket more than once
2018-05-01 17:41:57 -04:00
Eric Harding
2408c8dcc7
SPARK-1030 Make authentication real
2018-05-01 17:18:05 -04:00
Jake Norbut
7a329522bb
Badges - up to 2 badges side by side, qty in 100s
2018-05-01 15:13:17 -05:00
Eric Harding
fca0489085
docker container should restart itself on boot
2018-05-01 16:10:58 -04:00
Eric Harding
70aa95ba36
advance docker pointer
2018-05-01 16:10:45 -04:00
Eric Harding
d36b2c6dab
SPARK-1028 - these files need to be here until the next version of paket
2018-05-01 16:10:38 -04:00
Kevin Darby
32a9a3c425
badge wars
2018-05-01 14:29:57 -04:00
Pedro Pinto
bd15bb43fe
Removed assertion that a FIX session must exist for inactive orders.
2018-05-01 14:12:16 -04:00
Your Name
ff49178dff
SPARK-1028 Update web UI build script to produce full bundle on linux. Also +x
2018-05-01 17:59:46 +00:00
Eric Harding
d9f1c17053
Add AdminService to Imports.fs. Remove non-generated HelloService definition.
2018-05-01 11:29:28 -04:00
Eric Harding
55dbccfb35
Advance externals pointer (again)
2018-05-01 10:23:54 -04:00
Eric Harding
630a7aef17
SPARK-1000 Complete code generator for .proto->.ts->.js
2018-05-01 09:43:47 -04:00
Taha Afzal
eca65db215
SPARK-1013 adding exchange data to boostrap data
2018-04-30 18:19:53 -04:00
Taha Afzal
8214f838b4
accidentally had some test proto's in AdminService
2018-04-30 18:19:53 -04:00
Taha Afzal
270e882c04
hooking admin services to the stream
2018-04-30 18:19:53 -04:00
Taha Afzal
e3ca3143be
SPARK-1013 moving the service helper to its own place
2018-04-30 18:19:53 -04:00
Kevin Darby
43e68cd43c
slightly better badges; I think the multi-badge idea might be inherently flawed
2018-04-30 18:00:19 -04:00
Michael Harding
242784ab3d
add docker_update.sh
2018-04-30 17:03:18 -04:00
Eric Harding
71913cfe83
SPARK-1000 Add DynamicService.ts and initial generator template
2018-04-30 16:10:21 -04:00
Eric Harding
ec7a4df5ee
Remove underscore restiction on qualifier in ApiServerInterop
2018-04-30 15:55:28 -04:00
Pedro Pinto
be918fc3b1
Changed how we define the FIX connections used by spark.
...
All connections present in the JetFIX key will now be used, the
SparkConnection key is deprecated. Actual selection of connection will
be done through the Admin model.
2018-04-30 15:12:41 -04:00
Pedro Pinto
a5421dbe2d
SPARK-1026, briding Admin Service to Order Manager.
2018-04-30 14:23:44 -04:00
Taha Afzal
450a7a8c86
SPARK-1013 hooking OrderRouter to new model
2018-04-30 07:47:34 -04:00
Taha Afzal
431bed6819
SPARK-1013 bootstrapping with good values
2018-04-28 22:34:37 -04:00
Eric Harding
02cf1fbed9
Add web api build script
2018-04-28 14:50:31 -04:00
Eric Harding
6b3a88905c
merge from JS branch
2018-04-27 17:24:52 -04:00
Eric Harding
fc5ebd2cb0
SPARK-1000 Add template for typescript generation.
2018-04-27 16:50:53 -04:00
Taha Afzal
703d03d24a
db name change
2018-04-27 15:10:57 -04:00
Taha Afzal
ed4fdf4284
SPARK-1013 more tests
2018-04-27 14:40:21 -04:00
Pedro Pinto
10252ba7c0
SPARK-1019, Towards proper order routing
2018-04-27 10:28:22 -04:00
Taha Afzal
49e462b54d
SPARK-1013 tests, more to follow
2018-04-27 07:40:05 -04:00
Michael Harding
9bd6c53642
WebUI: add initial Users page
2018-04-26 17:04:45 -04:00
Eric Harding
27940b65ee
Web UI - simplify left side menu code
2018-04-26 14:18:13 -04:00
Taha Afzal
7db16e87f4
SPARK-1013 service is complete
2018-04-26 14:00:25 -04:00
Eric Harding
9929f38f4d
fix typo
2018-04-26 13:44:03 -04:00
Eric Harding
ccef457e41
Anon interface is more type safe than createObj
2018-04-26 13:43:22 -04:00
Eric Harding
f169991241
Add UglifyJS to webpack config. This reduces release bundle to 620k->150.gz
2018-04-26 13:42:52 -04:00
Taha Afzal
15c8ecc3e6
SPARK-1013 proto name changes
2018-04-26 12:36:11 -04:00
Eric Harding
dfbc319926
Call 'HelloService' on the spark server for 'home' as sample
2018-04-26 12:15:18 -04:00
Eric Harding
6541ca2685
Add test for multiple calls to the same service
2018-04-26 12:14:36 -04:00
Taha Afzal
a3b94a3cf3
SPARK-1013 user account permissions
2018-04-26 11:44:11 -04:00
Michael Harding
5fbdedfdca
Login Classname
2018-04-26 10:50:51 -04:00
Michael Harding
25c793e232
Login is a form again
2018-04-26 10:50:51 -04:00
Michael Harding
e141800e60
Login Message
2018-04-26 10:50:51 -04:00
Michael Harding
b15f4cebf1
Logout Button
2018-04-26 10:50:51 -04:00
Taha Afzal
a444e71f70
SPARK-1013 helper functions on the admin data
2018-04-26 10:29:53 -04:00
Taha Afzal
ed1b3aca92
SPARK-1013 helper functions on the admin data
2018-04-26 07:30:48 -04:00
Taha Afzal
a8aa62aaaa
SPARK-1013 helper functions on the admin data
2018-04-25 20:11:32 -04:00
Taha Afzal
245b48cb0a
SPARK-1013 implementing more API functions
2018-04-25 18:54:33 -04:00
Eric Harding
3dc8dd7acb
SPARK-958 APIGateway.cpp RPC handler
2018-04-25 18:01:05 -04:00
Jake Norbut
ba4c04f55a
badge full vertical height
2018-04-25 13:49:58 -05:00
Taha Afzal
799f06247d
SPARK-1013 moving admin data functions into its own util class
2018-04-25 12:56:17 -04:00
Taha Afzal
e4b155b270
SPARK-1013 (changing namespaces)
2018-04-25 12:56:17 -04:00
Jake Norbut
fcffe2ad11
Badges - going to a version with () for seels
2018-04-25 08:13:33 -05:00
Eric Harding
ce44f015e5
Remove underscore restiction on qualifier in ApiServerInterop
2018-04-25 09:09:07 -04:00
Eric Harding
f3a2525b8d
Typescript shared javascript's flawed notion of 'this'.
2018-04-24 22:19:31 -04:00
Eric Harding
783a71217f
Fix typescript unit tests... maybe?
2018-04-24 21:22:55 -04:00
Eric Harding
49d16a3e03
Typescript does not let me type 'export' in bts_assert.ts for no discernable reason.
2018-04-24 17:33:16 -04:00
Eric Harding
9f624d54b3
merge
2018-04-24 15:41:27 -04:00
Eric Harding
643cd33762
Web: Fix jest unit tests. Inject WebSocket from test code
2018-04-24 15:39:23 -04:00
Eric Harding
cdc0831ca6
Change typescript output path to fix .d.ts is a source file error
2018-04-24 15:38:08 -04:00
Eric Harding
40d808ed7a
SPARK-958 encode request to server
2018-04-24 15:38:08 -04:00
Michael Harding
2eb1468781
Eric's login changes
2018-04-24 15:31:52 -04:00
Kevin Darby
d223929caa
don't need GC thanks to the CompositeDisposable
2018-04-24 13:57:52 -04:00
Jake Norbut
c6783383ef
Badges - be able to discern order type from the badge at a glace per pedro + kevin
2018-04-24 13:57:52 -04:00
Eric Harding
9b776c52f7
Commit updated cmakedeps.cmake
2018-04-24 13:57:52 -04:00
Kevin Darby
627f228e4e
don't need GC thanks to the CompositeDisposable
2018-04-24 13:56:22 -04:00
Michael Harding
720695b613
The Page is dead, long live the Page
2018-04-24 13:24:20 -04:00
Jake Norbut
c7e89a8e0a
Badges - be able to discern order type from the badge at a glace per pedro + kevin
2018-04-24 11:46:07 -05:00
Kevin Darby
1704abcd47
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2018-04-24 12:44:35 -04:00
Eric Harding
3ba69bfdbc
Commit updated cmakedeps.cmake
2018-04-24 12:44:13 -04:00
Kevin Darby
d8ba3e1198
reduce logging for demo
2018-04-24 12:44:11 -04:00
Kevin Darby
2b4ee75393
exposed immutable in sdk and added ToString() => _impl.ToString()
...
made a slightly better async model in sdk
2018-04-24 12:38:18 -04:00
Taha Afzal
eaf6e27c56
SPARK-1013 (moving files)
2018-04-24 12:30:06 -04:00
Taha Afzal
d104a6b3b7
SPARK-1013 in progress
2018-04-24 12:05:35 -04:00
Taha Afzal
f188869413
SPARK-1013 in progress
2018-04-24 11:35:27 -04:00
Taha Afzal
6c9ec7238d
SPARK-1013 in progress
2018-04-24 10:58:56 -04:00
Taha Afzal
d2fb9f2b7b
SPARK-1013 in progress
2018-04-23 23:21:34 -04:00
John Colvin
dad7fe654a
Merged master into prod
2018-04-23 20:21:54 -04:00
John Colvin
f6522db4f1
SPARK-1014 Timebox "start immediately" needs 500 ms delay
2018-04-23 20:08:08 -04:00
John Colvin
5ca1c87ba8
Merged master into prod
2018-04-23 19:49:41 -04:00
John Colvin
c05be5e6a1
synthman - fix resource-created-on-a-different-thread crash
2018-04-23 19:41:08 -04:00
John Colvin
9f4bed9cfe
fix synthetic editor popup crash
2018-04-23 19:17:25 -04:00
John Colvin
e1ccbfb672
TextUtils - change default typeface to Segoe UI
2018-04-23 17:24:54 -04:00
Kevin Darby
ef65163ed8
reduce logging for demo
2018-04-23 17:21:39 -04:00
Pedro Pinto
fa290833ce
Downgrading exchange sim log messages.
2018-04-23 16:48:17 -04:00
Pedro Pinto
8b75a6fdc3
Some work to facilitate CME certification.
2018-04-23 16:48:17 -04:00
John Colvin
4df93163f7
mview - do not overwrite initial sorting
2018-04-23 16:16:22 -04:00
John Colvin
5867fba95d
DIYGrid - initialize sorting properly
2018-04-23 15:48:23 -04:00
Taha Afzal
1f68d1d7a0
SPARK-1013 in progress
2018-04-23 15:33:06 -04:00
Eric Harding
050057e43f
Web: Fix jest unit tests. Inject WebSocket from test code
2018-04-23 15:07:14 -04:00
Eric Harding
4a327411d4
Web: More idiomatic use of Cmd.ofPromise
2018-04-23 14:26:37 -04:00
Eric Harding
62bc828e79
Web UI: Handle login response from server
2018-04-23 13:45:38 -04:00
Eric Harding
cb9a9bdd92
Web UI: Contact server for login information
2018-04-23 13:04:03 -04:00
Taha Afzal
5ac21f14fb
SPARK-1013 in progress
2018-04-23 12:49:57 -04:00
John Colvin
3cc78e6f72
fills - use DIYGrid
2018-04-23 11:57:39 -04:00
Jake Norbut
a4091cc47f
Merged in stop_orders (pull request #13 )
...
Stop orders
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-04-23 15:21:42 +00:00
Eric Harding
e61be98c61
WUI: fix import
2018-04-23 11:03:34 -04:00
John Colvin
9413e89ce5
mview - remove unused xaml #DIYGrid
2018-04-23 10:43:41 -04:00
Taha Afzal
a1ba9579fc
SPARK-1013
2018-04-23 08:07:52 -04:00
John Colvin
59467becf9
DIYGrid - fix column-reverse-sort bug
2018-04-22 20:40:14 -04:00
John Colvin
1073ff84e9
mview - some cols weren't updating #DIYGrid
2018-04-22 20:39:28 -04:00
John Colvin
d819e440dd
DIYGrid - render text with GlyphContext
2018-04-22 19:49:41 -04:00
John Colvin
d76f465086
DIYGrid - mview commands
2018-04-22 17:07:24 -04:00
John Colvin
ca6e11715d
DIYGrid - sorting
2018-04-22 12:28:16 -04:00
John Colvin
2c976f0ad1
TimeAndSalesView - add AdornerDecorator #DIYGrid
2018-04-22 12:26:01 -04:00
John Colvin
9e8e10fce8
DIYGridAnimationAdorner - only InvalidateVisual when necessary
2018-04-22 12:26:01 -04:00
Taha Afzal
ac5df69c67
user model service API
2018-04-22 10:20:40 -04:00
John Colvin
671ef41a5b
Merge branch 'master' into implementing-diy-grid
2018-04-21 17:13:24 -04:00
John Colvin
33b69b09a0
SPARK-979 on the ladder the order type currently selected is not saved across sessions
2018-04-21 16:03:45 -04:00
John Colvin
6e8c1df339
SPARK-935 Adding securities to market view removes sorting
2018-04-21 15:46:09 -04:00
John Colvin
65c873da9a
SPARK-1004 Timebox order start time should be 5 minutes in the future, stop 10 minutes in the future
2018-04-21 13:15:43 -04:00
John Colvin
0480405291
SPARK-1006/SPARK-1011 TimeBox params dropdown needs relative time options
2018-04-21 12:26:32 -04:00
Eric Harding
03e317f1c5
Web UI: Enable clicking login button to move to rest of the app. Next step submit to server
2018-04-20 19:59:39 -04:00
Eric Harding
2e4dbd4431
Web UI: Add basic login page
2018-04-20 19:46:54 -04:00
Taha Afzal
9a32a5ec67
user model service API
2018-04-20 19:24:29 -04:00
Jake Norbut
3bbc42941b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into stop_orders
2018-04-20 15:34:10 -05:00
Eric Harding
0d9abc047b
Web UI - Remove url parsing
2018-04-20 16:29:30 -04:00
Jake Norbut
53d8c12e3f
stop order type will no longer present itself as having properties (no < in ladder now); price will also be set just by clicking in ladder
2018-04-20 15:27:00 -05:00
Eric Harding
98e9dd33b8
Javascript websocket connection and login
2018-04-20 16:08:42 -04:00
John Colvin
467858b101
SPARK-1006/SPARK-1010 OrderTicket - definition params dropdown is missing
2018-04-20 14:15:09 -04:00
Michael Harding
f37cbbe0ee
Add brand_primary and shell_gray to main.sass
2018-04-20 14:13:35 -04:00
Jake Norbut
de2b4ae6fd
stops: drawing badge at trigger price when filled qty == 0
2018-04-20 12:06:36 -05:00
John Colvin
5e490f7243
SaveWindowFactory 'Restore window' log uses window.diagnostic_name
2018-04-20 12:23:41 -04:00
John Colvin
633b636c57
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-04-20 12:20:23 -04:00
John Colvin
25c9ab908d
Merged in window-manager-with-locks (pull request #12 )
...
SPARK-1008 Closing window/shell while windows are opening crashes
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-04-20 16:19:03 +00:00
John Colvin
6e415700c0
SPARK-1008 - pr edit: 'opening window' log msg
2018-04-20 12:18:12 -04:00
John Colvin
58ab793534
SPARK-1008 pr edits
2018-04-20 11:42:15 -04:00
Taha Afzal
5985d1196e
adding margin to accounts proto
2018-04-20 10:56:13 -04:00
Michael Harding
e5cf7ae712
webpack looks in public dir
2018-04-20 10:23:21 -04:00
Eric Harding
96655304ff
Fix module import paths for typescript and jest
2018-04-19 22:25:35 -04:00
Eric Harding
55194f0830
Enable logon though websocket gateway. Generate js protobufs for all services.
2018-04-19 17:02:51 -04:00
Eric Harding
c285cbafa8
do not replicate node_modules to linux
2018-04-19 17:01:57 -04:00
Eric Harding
ff20d27f41
Add authentication fields to api request header
2018-04-19 17:00:31 -04:00
John Colvin
f46c271194
freeze brushes used by ActivityLog
2018-04-19 13:48:28 -04:00
John Colvin
aac84e99e2
SPARK-1008 Closing window/shell while windows are opening crashes
2018-04-19 13:05:56 -04:00
John Colvin
2a9c8f5342
Ladder - change assert to log-warning
2018-04-18 16:40:24 -04:00
John Colvin
d32e766561
Merged in ladder-with-glyphs (pull request #11 )
...
Ladder - render GlyphRuns instead of FormattedPrices
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-04-18 20:27:25 +00:00
John Colvin
7f5f3b496a
Ladder - render column text with clip
2018-04-18 16:13:13 -04:00
John Colvin
6e066e5031
Ladder - render GlyphRuns instead of FormattedPrices
2018-04-18 14:40:47 -04:00
John Colvin
773ac8ffa0
DIYGridAnimationAdorner was not animating top row
2018-04-17 16:51:30 -04:00
Eric Harding
a13be3156b
Add typescript api unit tests
2018-04-17 15:38:41 -04:00
John Colvin
d2123bef10
create DIYGridAnimationAdorner (used by mview)
2018-04-17 13:49:23 -04:00
John Colvin
1a9d340db1
DIYGrid - mview updates properly
2018-04-17 13:49:09 -04:00
Eric Harding
f99e6e9188
Add Imports.fs as a single place to declare import definitions
2018-04-17 12:04:01 -04:00
Eric Harding
2c9c0f8563
Add ts2fable to api project as a way to specify the version
2018-04-17 12:04:01 -04:00
Eric Harding
91939df1e6
Add sln file for web ui. Makes vscode happier.
2018-04-17 12:04:00 -04:00
Eric Harding
aa2bb376b1
Sample for importing api module into web ui
2018-04-17 12:04:00 -04:00
Taha Afzal
c251e589c5
SPARK-965
2018-04-16 22:11:13 -04:00
John Colvin
8ca84522ac
DIYGrid - reorganize columns/rows/cells, HighPerformanceRow can handle FrameworkElementColumns
2018-04-16 20:31:00 -04:00
John Colvin
7a18a58f5d
DIYGrid - add optimized text/price/size cell views
2018-04-16 20:01:55 -04:00
John Colvin
00d7c5777c
DIYGrid - GlyphRun utils
2018-04-16 19:55:07 -04:00
John Colvin
31bc2a8b9b
DIYGrid - cache/freeze brushes
2018-04-16 19:53:26 -04:00
John Colvin
756ffdcea8
DIYGrid - bind column filter properties
2018-04-16 19:38:03 -04:00
John Colvin
e10b5e21a5
DIYGrid - fix drag selection
2018-04-16 19:36:56 -04:00
Jake Norbut
999d28c906
SPARK-949 - Sell button hover effect on order ticket now matches ladder
2018-04-16 15:11:00 -05:00
Kevin Darby
69e0968c35
orders sdk
2018-04-16 15:41:42 -04:00
Eric Harding
71c4214cb3
Add fable template src/web/ui
2018-04-16 13:40:22 -04:00
Kevin Darby
786689ecfc
more sdk work
2018-04-16 13:20:03 -04:00
Kevin Darby
45e8e8a9b7
added streaming interfaces for accounts and users; Taha can now maybe use these services to serve his types
2018-04-16 13:20:03 -04:00
Eric Harding
2116149a30
Add web/api project to build api web core layer.
2018-04-16 11:28:22 -04:00
John Colvin
674ee6144e
Merged in SPARK-1003-multiple-ladders (pull request #10 )
...
SPARK-1003 Market view ladder button only opens 1 ladder despite multiple selected
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2018-04-16 14:20:17 +00:00
Kevin Darby
b5006ff520
add make_ to stateful publisher per Eric
2018-04-16 09:25:20 -04:00
Taha Afzal
a6e7d77d1d
SPARK-965
2018-04-15 16:44:26 -04:00
Pedro Pinto
46e80e277a
SPARK-1007, and just like that sim supports market orders.
2018-04-13 18:06:29 -04:00
Pedro Pinto
194b947e1b
Added code to facilitate autocert.
2018-04-13 18:06:05 -04:00
John Colvin
e34e3194df
Merged master into implementing-diy-grid
2018-04-13 16:17:54 -04:00
John Colvin
9aeab69581
add window_type property to IShellWindow
2018-04-13 15:36:58 -04:00
John Colvin
d7186b7052
LadderWindowFactory accidentally lost an ObserveOnDispatcher()
2018-04-13 14:34:49 -04:00
John Colvin
3c51b091b9
SPARK-1003 Market view ladder button only opens 1 ladder despite multiple selected
2018-04-13 14:23:23 -04:00
Eric Harding
5e86462676
Advance the security keys by # replay securities to avoid screwy synthetics
2018-04-13 14:05:18 -04:00
Taha Afzal
36103452da
Spark-965
2018-04-13 11:47:36 -04:00
John Colvin
fa2f08ba75
remove unused/deprecated extensions from Update.cs
2018-04-13 11:40:10 -04:00
John Colvin
7251abdd60
SPARK-1002 market break {value} is unacceptable for market range assert
2018-04-12 19:18:44 -04:00
John Colvin
80d87c4139
fix typeo in lastordefault extension
2018-04-12 19:11:57 -04:00
John Colvin
7eace1a892
fix FillTuple observable in OrdersModel
2018-04-12 18:05:14 -04:00
Kevin Darby
44684e9377
little cleanup
2018-04-12 16:15:26 -04:00
Pedro Pinto
fe7bf108f3
SPARK-994, We are more economical in how we represent the sim book.
2018-04-12 13:25:24 -04:00
Pedro Pinto
16bf0a7236
Changed how we reply to logon in Jetfix, trying to pacify Autocert.
2018-04-12 11:56:17 -04:00
Kevin Darby
48491d6b90
made some changes in SDK but it's still clumsy
2018-04-11 18:41:48 -04:00
Eric Harding
4d3a0375aa
Add websocket session tracking
2018-04-11 18:11:50 -04:00
Eric Harding
f50118fb45
SPARK-999 C++ http server which can serve config. No python
2018-04-11 14:57:27 -04:00
Kevin Darby
03773e52ca
orders in SDK
2018-04-11 11:47:13 -04:00
John Colvin
001d1aa5b4
SparkWindowView - change menu-expander-button width to 5, grid.column to auto
2018-04-11 11:27:08 -04:00
Eric Harding
87df2c4d6d
add websocketpp to externals
2018-04-10 17:37:44 -04:00
Eric Harding
59321c0e46
SPARK-975 - "found duplicate entry for platform_id"
...
CME AutoCert puts the same 0GLB future on 2 channels which confuses the
security db. There isn't really a fix for this other than to remember
the channel the security was originally found on which is kind of a
pain. Since this has never happened in production I think it might be
AutoCert only behavior. Just in case I'm putting in an emergency
workaround to just not load the database. This should allow us to keep
a production customer running while we put in a real fix.
2018-04-10 13:02:38 -04:00
Eric Harding
5ee027020b
Merged in ImmutableChange (pull request #9 )
...
Fixes the problem where Immutable wrapper does not discern a null field on the underlying proto
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-04-10 13:33:54 +00:00
Eric Harding
4c81f3bb1e
Fix from code review feedback.
2018-04-10 09:27:11 -04:00
John Colvin
83dd20dd55
Ladder Perf - allow row count to increase as-needed up to a hard-coded max
2018-04-09 18:47:31 -04:00
John Colvin
f59a2f6f48
Ladder Perf - increase price_out_of_range_render_interval to 5 secs
2018-04-09 18:47:31 -04:00
John Colvin
8388768edc
add/implement LaddersSpawnMany to toggles.proto, defaults to false
2018-04-09 18:47:30 -04:00
John Colvin
38e8c9a0c8
LaddersOnThreads, in toggles.proto, defaults to true
2018-04-09 18:47:30 -04:00
Eric Harding
03bf7212a0
Add some checks. Try to remove null checks for non-nullable fields
2018-04-09 16:11:57 -04:00
Eric Harding
84dca4a714
Make Message fields in Immutable protos nullable 1/2
2018-04-09 15:59:04 -04:00
Pedro Pinto
c14ffe900a
Drop tags 95, 96 if securelogon is on. Changed application to spark
2018-04-09 15:46:42 -04:00
Jake Norbut
4428e74d10
PnL - PnL is now a ISharedWindow
2018-04-09 14:28:45 -05:00
Jake Norbut
386b5f9b6b
OrerBook - OrderBook is now an ISharedWindow (ISlowWindow)
2018-04-09 12:33:04 -05:00
Jake Norbut
2394f0abc4
PnL - Summary in status bar now ignores NaN pnl [this should never occur in practice with a waterfall pnl type]
2018-04-09 11:22:25 -05:00
Jake Norbut
4a4a30b0fd
Orderbook - don't crash when filtering an OrderBook with orphans
2018-04-09 10:59:08 -05:00
John Colvin
d530108854
DIYGrid - HyperlinkColumn and CellAdorner
2018-04-08 21:21:33 -04:00
John Colvin
5836855636
DIYGrid - mouse-drag selection
2018-04-08 18:16:43 -04:00
John Colvin
6ecbe8c951
Ladder Perf - cache/reuse size-FormattedTexts
2018-04-07 20:45:34 -04:00
John Colvin
50a6cc3223
Ladder Perf - in LadderRender, use const top_margin
2018-04-07 18:59:56 -04:00
John Colvin
3caee644ab
Ladder Perf - only render grid lines once (nothin' like low hanging fruit)
2018-04-07 18:39:15 -04:00
John Colvin
021f79ff8c
Merged master into implementing-diy-grid
2018-04-07 17:24:50 -04:00
John Colvin
419de81457
DIYGrid.ColumnBase - remove unused function
2018-04-07 17:23:21 -04:00
John Colvin
fe8cb76d52
MarketView/TimeAndSales default column widths #DIYGrid
2018-04-07 17:14:26 -04:00
John Colvin
f52516b49f
DIYGrid - _frozen_column_count is 0 by default
2018-04-07 16:35:59 -04:00
John Colvin
70e66927a6
DIYGrid - fix cell clipping, simplify row/cell render
2018-04-07 16:33:01 -04:00
Kevin Darby
18a0ed75c4
sdk refactor, much cleaner now
2018-04-06 18:23:32 -04:00
Pedro Pinto
c62490d410
Moved docker ptr
2018-04-06 19:34:40 +00:00
Pedro Pinto
3602fd479b
Made secure logon work a bit more portable
2018-04-06 19:29:35 +00:00
Kevin Darby
335d590106
Merge branch 'master' of bitbucket.org:bluetradesys/spark
...
# Conflicts:
# src/lib/sparkproto/SparkProtos.proto
# src/server/sparkd/CMakeLists.txt
# src/server/sparkd/order_man/order_man_utils.hgit
2018-04-06 15:29:27 -04:00
Kevin Darby
a9d8a3929e
fix build
2018-04-06 15:16:58 -04:00
Kevin Darby
b814a23a57
spark_sdk coming along
2018-04-06 15:02:48 -04:00
Kevin Darby
d6aeda8cfd
sdk
2018-04-06 13:10:47 -04:00
Kevin Darby
c95b402683
fixed help message
2018-04-06 13:10:47 -04:00
Kevin Darby
ebecef31f4
spark_sdk md works
2018-04-06 13:10:47 -04:00
Kevin Darby
cc815c0778
maybe eric changed this
2018-04-06 13:10:23 -04:00
Eric Harding
6a5cde8a33
advance docker pointer
2018-04-06 11:39:23 -04:00
Jake Norbut
d58c1b5fca
PnL - right align status bar, visual polishing
2018-04-05 16:33:35 -05:00
Eric Harding
dd729f815d
SPARK-985 Implement RFQ
2018-04-05 16:03:15 -04:00
Jake Norbut
49f3ad6304
SPARK-941 - added some totals in a new status bar; will ultimately put a swipe sum in here
2018-04-05 14:55:52 -05:00
Eric Harding
7c20402bd5
advance linux docker pointer
2018-04-05 15:16:53 -04:00
Eric Harding
09f96d4cce
Backport mdp3main changes from edge
2018-04-05 15:16:53 -04:00
John Colvin
04d0e82ea8
DIYGrid - row selection
2018-04-05 14:48:08 -04:00
John Colvin
d855a7025e
DIYGrid - invalidate_column_layout in OnRenderSizeChanged
2018-04-05 13:40:33 -04:00
John Colvin
bdb7dfb8c6
DIYGrid - handle null columns
2018-04-05 13:39:58 -04:00
Pedro Pinto
a64001a333
SPARK-971, Fixed a bug in secure logon implementation.
2018-04-05 13:36:57 -04:00
Pedro Pinto
07a406142a
SPARK-971, Secure logon for spark.
2018-04-05 12:34:34 -04:00
Pedro Pinto
7523e812ea
Moved container pointer
2018-04-05 12:33:32 -04:00
Eric Harding
a008bac794
SPARK-959 SecureLogon - only consider non-expired keys
2018-04-05 10:58:12 -04:00
John Colvin
904cea0389
DIYGrid - row selection color
2018-04-05 10:46:34 -04:00
Eric Harding
005073060a
Marketdata.conf should not have 'Regular' (every packet) onixs logging enabled.
2018-04-05 09:13:50 -04:00
John Colvin
eafd648a19
DIYGrid.HighPerformance - row_height assert msg typeo
2018-04-04 17:27:14 -04:00
John Colvin
964ad04e94
DIYGrid.RowBase - protect constructor
2018-04-04 17:24:41 -04:00
John Colvin
c082f181c6
DIYGrid.RowBase - clear previous Height Binding on rowLoaded
2018-04-04 17:24:21 -04:00
John Colvin
747cc872ea
DIYGrid.HighPerformanceRow - row_height is readonly
2018-04-04 17:23:37 -04:00
John Colvin
ab00a4dc98
DIYGrid.HighPerformanceRow - initialize row_height
2018-04-04 16:15:58 -04:00
John Colvin
8045be92bf
DIYGrid.RowBase - discourage changes disclaimer
2018-04-04 16:10:20 -04:00
John Colvin
e6ff41428f
DIYGrid.HighPerformanceRow - remove hardcoded row height
2018-04-04 16:09:10 -04:00
John Colvin
f6bc4c953a
DIYGrid - fix 'ColumnHeight' misnomer
2018-04-04 13:49:48 -04:00
Jake Norbut
a449ff23a4
Ladder Badge - the Taming of the Badge; badge borders stay within ladder levels now
2018-04-04 12:20:20 -05:00
John Colvin
8e5db104a2
DIYGrid DataContext can be null
2018-04-04 13:17:45 -04:00
John Colvin
dc4d3a9ea3
TimeAndSales - fix 'zero-width' rows on startup bug #DIYGrid
2018-04-04 13:17:45 -04:00
John Colvin
a8ffb45529
DIYGrid - add column filters
2018-04-04 13:17:44 -04:00
Jake Norbut
2532c2b2a1
SPARK-925 - updating proto defaults for new Order column size; updating total window width to accomodate for larger order column
2018-04-04 11:20:11 -05:00
Jake Norbut
3897dbc6e5
PnL - no need to update pnl when it was recnetly updated w/i some threshold by a position update
2018-04-04 11:20:11 -05:00
Eric Harding
d1daf73086
SPARK-959 Implement functions for CME secure logon.
2018-04-04 11:28:21 -04:00
Pedro Pinto
4a02df82a4
Moved externals pointer and referenced cryptopp
2018-04-04 15:13:05 +00:00
John Colvin
3b73cb6e99
TimeAndSales - set background to 'CommonBackground'
2018-04-04 11:09:02 -04:00
John Colvin
c891c3dd30
DIYGrid - mview and time&sales use new HighPerformanceRow
2018-04-04 11:09:02 -04:00
Eric Harding
f318dffdeb
Revert "SPARK-959 Implement functions for CME "secure" logon."
...
This reverts commit ac2fa9b7bc .
2018-04-04 11:04:59 -04:00
John Colvin
9bc7edb246
Merged master into implementing-diy-grid
2018-04-04 11:02:42 -04:00
Eric Harding
ac2fa9b7bc
SPARK-959 Implement functions for CME "secure" logon.
2018-04-04 11:01:12 -04:00
Jake Norbut
9abf59170a
PnL - specifying a default sort and minwidth so that window is resized appropriately on launch
2018-04-04 09:45:24 -05:00
Pedro Pinto
fec3c68958
Claned up SparkProtos a little.
2018-04-04 10:17:58 -04:00
Pedro Pinto
90fd7bfd1b
SPARK-503, Aligned simulator and jf sessions so we don't crash
2018-04-04 08:56:52 -04:00
Jake Norbut
9544b69047
SPARK-925 - at least in part; made order badge wider by 10 pixels
2018-04-03 14:20:41 -05:00
Pedro Pinto
9beb8e0035
SPARK-974, Partial handling of trade correction messages.
2018-04-03 11:42:04 -04:00
Jake Norbut
27558a3dca
OrdersModel - Adding .Replay(1).RefCount() to the subscribei; cancel selected wasn't working from the OrderBook prior to this because the subscription appeared to be getting immediately disposed
2018-04-03 09:39:15 -05:00
Eric Harding
8852671151
Touch CMakeLists.txt before server build.
2018-04-03 10:30:37 -04:00
Jake Norbut
19b9eb69f1
SPARK-918 - No longer hiding high/open/etc for synthetics in ladder
2018-04-02 16:13:53 -05:00
Jake Norbut
b5869e348c
SPARK-689 - adding Settle price to ladder info area
2018-04-02 16:03:27 -05:00
Jake Norbut
2ed0a14c29
SPARK-519 - smarter MinWidth size for OrderBook
2018-04-02 13:27:21 -05:00
Eric Harding
be751c0443
Remove .conf reference to 'UseFakeOrderLogic'
2018-04-02 13:54:10 -04:00
Pedro Pinto
557e539fad
SPARK-678, 0 sized stream updates were being swallowed by the API.
2018-04-02 13:52:36 -04:00
Pedro Pinto
057e41342b
SPARK-923, Qty and price no longer updated in completed orders.
2018-04-02 12:22:33 -04:00
Jake Norbut
96f35493a4
Windows positioning - removing temporary code
2018-04-02 09:11:02 -05:00
Jake Norbut
2f65e3d257
SPARK-686 - window positioning code now moves the window if it overlaps with the taskbar
2018-04-02 09:04:00 -05:00
Pedro Pinto
dcffc8b2db
SPARK-692, We no longer risk missing order state transitions on boot.
2018-04-02 10:01:58 -04:00
Eric Harding
04873b5847
SPARK-671 toggle for ladders on threads for easier debugging
2018-04-02 09:20:34 -04:00
Eric Harding
076e81c529
SPARK-671 Switch ladder to multi thread mode
2018-04-02 09:07:06 -04:00
Pedro Pinto
1dc4293eb5
Fixed build.
2018-04-02 08:55:11 -04:00
Pedro Pinto
01d1753620
Changed Support to support, for consistency with other subsystems.
2018-04-02 08:52:47 -04:00
Pedro Pinto
669da60852
Added logging for incoming order API calls.
2018-03-29 21:54:56 +00:00
Eric Harding
7e46267e43
fix build
2018-03-29 17:18:34 -04:00
Eric Harding
fde007bf30
missing proto changes from previous checkin
2018-03-29 15:21:03 -04:00
Eric Harding
1fdaf6933d
Backport some mdp3 changes from edge.
2018-03-29 15:17:12 -04:00
Eric Harding
522ba48c85
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2018-03-29 13:38:33 -04:00
Eric Harding
70fcc09b02
Readability improvement in WPFPanel
2018-03-29 13:38:05 -04:00
Eric Harding
bfd72eb2b2
SPARK-671 make ActivityLogWindow run on its own thread.
2018-03-29 13:37:48 -04:00
Eric Harding
0e1352e99b
Probably want to keep this at 300
2018-03-29 11:37:52 -04:00
Eric Harding
feeb3348bf
SPARK-977 larger ladder recenter control
2018-03-29 11:30:35 -04:00
Eric Harding
5dcee95c6b
SPARK-933 The screenshot included by 'Report a Problem' is cropped
2018-03-28 19:24:13 -04:00
Eric Harding
4b3e67cae9
Cannot sample OrderActivity looking for changes.
2018-03-28 18:57:13 -04:00
Eric Harding
3751569ac5
Some code cleanup
2018-03-28 18:55:18 -04:00
Eric Harding
a667ffd671
SimpleBus name change
2018-03-28 18:54:43 -04:00
Eric Harding
2495f0c9de
Make tableupdate.update internal
2018-03-28 18:53:01 -04:00
Eric Harding
540e92d42a
Rename SingletonBus to SimpleBus
2018-03-28 17:52:18 -04:00
Eric Harding
063df2cbea
Posting to the bus should always be "safe" for the caller
2018-03-28 17:51:06 -04:00
Eric Harding
3c44f0746b
Freeze brushes by default
2018-03-28 17:13:30 -04:00
John Colvin
081fd61793
freeze some orders brushes
2018-03-28 16:36:25 -04:00
John Colvin
05c0fc4430
modify ticket - init size with working qty
2018-03-28 16:23:23 -04:00
Eric Harding
8cbe874f22
Speed up ladder order handling from O(N^2) to O(N*d)
2018-03-28 14:47:41 -04:00
Eric Harding
841a8071d0
Format log message
2018-03-28 14:46:11 -04:00
John Colvin
7c8da47f6e
DIYGrid style changes
2018-03-28 14:07:41 -04:00
John Colvin
890143c806
Merged master into implementing-diy-grid
2018-03-28 13:58:38 -04:00
Eric Harding
01293cfb8c
Add 'all' flag to dumpsecurity
2018-03-28 13:49:58 -04:00
John Colvin
a2dce0febb
BTSColors - freeze brushes again
2018-03-28 13:43:56 -04:00
Eric Harding
172b13e931
Fix broken publish
2018-03-28 11:28:24 -04:00
Eric Harding
421386fb32
simplify this asnc code
2018-03-28 11:24:56 -04:00
Eric Harding
e256bba2a2
spark-691 - when a ladder originated orders is rejected the bottom message does not mention it
2018-03-28 11:03:01 -04:00
Eric Harding
24fec0bcfe
Clean up some unused extension methods in GlobalExtensions.
2018-03-28 10:53:54 -04:00
John Colvin
344d0f966a
modify ticket - fix false 'change type' msg
2018-03-27 20:40:14 -04:00
John Colvin
f337146a4d
order ticket - 'size' commit on enter
2018-03-27 20:05:12 -04:00
John Colvin
4cfa7b0ccf
PriceEntryControl input filter, commit on enter
2018-03-27 20:05:11 -04:00
John Colvin
cf7561ccc7
aggregate OrderPropertiesEditor
2018-03-27 20:05:11 -04:00
John Colvin
b0101bfbcb
ViewModelBase Property automatic validation, observe_current
2018-03-27 20:05:11 -04:00
John Colvin
5ff62baf85
fix SpreaderOrderVM validation bug
2018-03-27 20:05:11 -04:00
Jake Norbut
18a42eb892
jetfix - switching to mc7 since ktk is not available for ilink 2.x cert
2018-03-27 14:54:04 -05:00
John Colvin
06bab721c0
SPARK-950 Ladder - order drag and drop sometimes doesn't work
2018-03-27 11:56:04 -04:00
Taha Afzal
4b66c70985
SPARK-309 (N legged tests) completed for a basic subset
2018-03-27 07:53:05 -04:00
John Colvin
ffaddb47e9
Ladder - remove obsolete/erroneous resize code
2018-03-26 21:51:34 -04:00
John Colvin
72a30ad03f
SPARK-926 move time and sales form to own thread
2018-03-26 20:33:39 -04:00
John Colvin
4971364b69
don't freeze brushes in btscolors
2018-03-26 20:33:39 -04:00
Jake Norbut
c2cce08f5b
adding KTK autocert session
2018-03-26 14:54:26 -05:00
John Colvin
264b76ae20
order modify ticket - flip ok/cancel positions
2018-03-26 11:59:09 -04:00
John Colvin
dcef963710
order modify ticket - drop 's' in 'changes blah'
2018-03-26 11:54:59 -04:00
John Colvin
c30f3afdfd
SPARK-697 trade ticket when brought up to modify an order should not have a cancel order button
2018-03-26 11:51:55 -04:00
Jake Norbut
46f4163e5c
Spread tests - clarifying steps
2018-03-26 09:45:26 -05:00
Taha Afzal
e07982ad9a
SPARK-309 (N legged tests) partially done
2018-03-26 07:37:02 -04:00
John Colvin
51b8603fbb
fix cell total width calculation
2018-03-25 15:10:18 -04:00
John Colvin
2934ed642d
start the conversation
2018-03-25 14:59:35 -04:00
John Colvin
20405ec715
SPARK-930 New synth should spawn a ladder
2018-03-24 15:54:31 -04:00
Taha Afzal
335faa121f
all roundings go to one place now
2018-03-24 12:37:16 -04:00
Taha Afzal
5978ebe865
ratio spreads are better but all the rounding, flooring, ceiling for fractional qty's and fractional price_mults need to be formalized
2018-03-24 12:37:15 -04:00
John Colvin
6fed369b57
SPARK-936 Phantom grid over Market View
2018-03-23 18:48:46 -04:00
John Colvin
387116b320
remove unnecessary 'new' dictionary in time and sales model
2018-03-23 18:48:46 -04:00
Jake Norbut
17b0f71bac
refining some tests
2018-03-23 17:07:55 -05:00
Eric Harding
269c354154
Spark-942 Ladder gotta move.
2018-03-23 17:42:51 -04:00
Eric Harding
bd43f5633e
Misread modal as topmost. Why does the BTSMessagebox use topmost by default?
2018-03-23 17:42:51 -04:00
John Colvin
3244ffcf97
fix fills security filter
2018-03-23 17:24:34 -04:00
Pedro Pinto
1d60ae7749
Sim persists orders now.
2018-03-23 16:35:53 -04:00
Pedro Pinto
9392ba47e6
Towards a persistent book.
2018-03-23 16:35:53 -04:00
Eric Harding
bf01d8254e
spark-688 fix electronic volume
2018-03-23 16:09:21 -04:00
John Colvin
92ffe729a6
SPARK-937 Remove synthetic command from MView
2018-03-23 13:54:57 -04:00
John Colvin
7439c2474e
SPARK-939 Modify ticket should only allow price and qty to be modified
2018-03-23 13:49:34 -04:00
Michael Harding
1e3e1d5da0
SPARK-698: Workspaces like mice
2018-03-23 13:41:24 -04:00
John Colvin
08f63724b4
SPARK-944 OrdersModel.on_fill_tuples fires for all orders, not just new fills
2018-03-23 13:36:12 -04:00
Michael Harding
2437c27402
SPARK-677: More Ladder Header refinements
2018-03-23 13:23:01 -04:00
Eric Harding
e0e9b451ca
spark-947 - Fix crash in read_trades at startup.
2018-03-23 13:14:37 -04:00
Eric Harding
29ce8b804b
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-03-23 13:09:08 -04:00
John Colvin
0e15784a43
SPARK-932 When adding a new synthetic...
2018-03-23 12:40:16 -04:00
Eric Harding
c8d1952e60
spark-946
2018-03-23 11:38:24 -04:00
John Colvin
cefd8501c8
minor refactoring
2018-03-23 11:19:12 -04:00
Jake Norbut
e00975bf4a
PnL - typo spotted by Eric in binding
2018-03-23 09:58:00 -05:00
Eric Harding
f50098ee91
fix error in setup_builds.bat
2018-03-23 10:40:52 -04:00
Eric Harding
877e915969
spark-938. Support request confirmation should not be topmost.
2018-03-23 10:20:27 -04:00
Jake Norbut
7e1fc8fe46
PnL - fleshing out a more comprehensive PnL test
2018-03-23 08:43:03 -05:00
Pedro Pinto
cd5801a9b2
Added cert reservation for Michael.
2018-03-23 00:20:32 +00:00
John Colvin
873045826b
SPARK-929 Need better defaults on synth creation
2018-03-22 20:13:16 -04:00
Jake Norbut
d5a3e5c5f1
PnL - have to hide NaN now that the Tickconverter is no lnoger used
2018-03-22 18:20:59 -05:00
John Colvin
bbdccf62b1
SPARK-909 Time and sales does not sort by anything
2018-03-22 18:29:53 -04:00
Jake Norbut
ecd036e6e7
PnL - AvgBuy/Sell need to show non-tickable prices, so Tickconverter is out
2018-03-22 17:12:46 -05:00
Michael Harding
2fb0e9c478
SPARK-943: Add Clone Synthetic Icon
2018-03-22 17:16:30 -04:00
Michael Harding
74aca81322
Update Ladder test
2018-03-22 16:47:39 -04:00
Jake Norbut
1646516b68
OrderBook - right aligning some columns
2018-03-22 14:39:49 -05:00
Jake Norbut
be9d94dd6f
SPARK-916 - qty and filled qty are now color-coded according to buy/sell side
2018-03-22 14:15:14 -05:00
Kevin Darby
087aa8e889
reserving cme_mc5
2018-03-22 14:00:29 -04:00
John Colvin
cce8c5912f
SPARK-906 Ladder input qty box should only display numeric chars
2018-03-22 13:33:03 -04:00
Michael Harding
c8e48310c7
Test Updates
2018-03-22 13:19:35 -04:00
Michael Harding
f9df53533c
Remove OK Cancel from workspaces dialog
2018-03-22 13:19:35 -04:00
John Colvin
267d0e08a2
synth create dialog - fix textbox scroll grid line bug
2018-03-22 12:35:33 -04:00
Pedro Pinto
1d38fbe356
Fixed price in sim T&S.
2018-03-22 10:35:40 -04:00
Pedro Pinto
f255c2f713
Default MD platfor to be sim. It's that good.
2018-03-22 09:31:49 -04:00
Pedro Pinto
e500bb57dd
Time & sales information with sim.
2018-03-22 09:30:32 -04:00
John Colvin
0c3dde7663
SPARK-915 Activity Log - fills are past tense (bought, sold), orders are present (buy, sell)
2018-03-21 18:14:31 -04:00
Jake Norbut
c0e25d6422
PnL - right aligning other numeric columns
2018-03-21 15:35:09 -05:00
John Colvin
c4ffe98eff
fix ladder
2018-03-21 16:27:12 -04:00
Jake Norbut
186a546708
SPARK-919 - Grid expander is now indented with symbol
2018-03-21 15:15:23 -05:00
Eric Harding
834b94f3f3
Rename OrderVM.cs to LadderOrderVM.cs to match class name.
2018-03-21 15:33:44 -04:00
John Colvin
1be0aee9b8
SPARK-902 Ladder should not allow NaN price orders sends
2018-03-21 15:32:26 -04:00
John Colvin
f40fbb476e
SPARK-913 Clicking on > button a spreader ladder crashes
2018-03-21 15:22:23 -04:00
Jake Norbut
6327972ecf
SPARK-917- pnl values are now calculated when the position update and not just on the timer
2018-03-21 14:15:37 -05:00
John Colvin
85f79ac3ca
simplify dicretevalues filter
2018-03-21 15:03:51 -04:00
Eric Harding
57389b35d6
clarify something in simple sanity test.
2018-03-21 14:53:20 -04:00
Pedro Pinto
6ab053ab10
Towards a better simulator.
2018-03-21 14:31:26 -04:00
Jake Norbut
4a7e009422
PnL - Changing SOD pos to buys - sells too
2018-03-21 13:18:46 -05:00
Jake Norbut
8e156deb35
PnL - change buys and sell to be since start of day, minor refactoring for when we lookup the start of day according to symbol schedule
2018-03-21 13:14:23 -05:00
Jake Norbut
ceb683838b
PnL - Changing to Net Pos to buys - sells rather than buys + sells
2018-03-21 12:50:07 -05:00
Jake Norbut
603f90dadb
SPARK-910 - pnl sort last few tickconverter columns
2018-03-21 11:59:51 -05:00
Michael Harding
1cba4483eb
Test updates: common_setup1 and simple_sanity
2018-03-21 12:26:44 -04:00
Eric Harding
59ef7d6ff5
report_a_problem.txt edited online with Bitbucket
2018-03-21 16:04:33 +00:00
Eric Harding
df996c00b3
report_a_problem.txt edited online with Bitbucket
2018-03-21 16:02:26 +00:00
Taha Afzal
3e8f21e843
fixing the broken tests caused by the price_mult changing places
2018-03-21 11:31:44 -04:00
Eric Harding
b890eef52d
Include contact info in error report.
2018-03-21 10:36:12 -04:00
Michael Harding
f3b49ae1db
SPARK-677: buttons move up
2018-03-21 10:15:08 -04:00
Michael Harding
939e2b4444
SPARK-901: Link to website in About
2018-03-21 10:15:08 -04:00
Eric Harding
d864a773c3
Needed to touch CMakeLists.txt... I guess?
2018-03-21 10:02:45 -04:00
Eric Harding
f246f21277
Back end for ErrorReportService
2018-03-21 09:18:30 -04:00
Taha Afzal
0bf9fe6b9f
Ratio spreads fixed
2018-03-20 22:41:50 -04:00
Jake Norbut
92a538ac17
OrderBook - no longer crashes when a child's parent is never received
2018-03-20 17:35:09 -05:00
Pedro Pinto
0ac6c0c62c
Improved test case generation scripts
2018-03-20 17:34:38 -04:00
Pedro Pinto
cb3dd642d2
Towards test issue generation
2018-03-20 17:07:36 -04:00
Eric Harding
1afe75b6cf
runspark.cmd should pass along command line arguments.
2018-03-20 17:07:10 -04:00
Eric Harding
c1b4392ac1
Synthetic leg side is implied in the price_multiplier so no additional sign flip needed.
2018-03-20 17:06:55 -04:00
John Colvin
c95533a7ea
SPARK-694 In synthetic creation dialog, remove Inside Market Throttle Threshold
2018-03-20 16:32:14 -04:00
John Colvin
b76db3b06e
SPARK-700 disallow changes to synth if working orders exist
2018-03-20 16:22:56 -04:00
Eric Harding
e3190bade5
price_multiplier - there can be only one.
2018-03-20 16:02:00 -04:00
Jake Norbut
5f5257f000
pnl - overriding ToString() for easier debugging
2018-03-20 14:10:00 -05:00
Jake Norbut
c50fdd9f6e
pnl - right aligning pnl columns
2018-03-20 14:10:00 -05:00
John Colvin
bb93cf4944
SPARK-687 Create Synthetic dialog does not update Name field if 'Enter' is pressed...
2018-03-20 14:57:53 -04:00
Pedro Pinto
4caaa36d26
SPARK-696, Modifying order size was not properly updating book
2018-03-20 14:34:45 -04:00
John Colvin
da3956764c
SPARK-701 Allow cancel of child orders in ladder
2018-03-20 14:32:46 -04:00
John Colvin
3f9ce2fa11
SPARK-685 TimeAndSalesModel - trade cursor cannot be shared between different channels
2018-03-20 14:22:41 -04:00
Jake Norbut
91bde6eab5
SPARK-690: sort no longer crashes (with the new filtering); general refactoring
2018-03-20 11:49:12 -05:00
Pedro Pinto
c0025b08c5
SPARK-693, simulator fills are tagged with correct price
2018-03-20 12:25:30 -04:00
John Colvin
6f8f57ca4a
add timebox to spreader order type dropdown
2018-03-20 12:18:18 -04:00
Pedro Pinto
ba15f8c74c
Fixed a few bugs in TimeBoxOrder
2018-03-20 10:19:06 -04:00
John Colvin
42a02274d9
timebox order view
2018-03-20 02:53:54 -04:00
John Colvin
fb58703e64
timebox order default child to limit
2018-03-20 02:26:20 -04:00
John Colvin
5b152ace97
SPARK-682 Add UI support for TimeBox order
2018-03-20 02:21:31 -04:00
John Colvin
e9a258bb8c
organize some discretevalues filter methods
2018-03-20 02:21:31 -04:00
Michael Harding
31d43ae8e6
SPARK-673: header resize
2018-03-19 18:30:35 -04:00
Eric Harding
9dd2b83b8c
spark-668 Shell crash on server bounce
2018-03-19 17:36:05 -04:00
Jake Norbut
0fad22d5fc
SPARK-606 - new filtering
2018-03-19 16:08:14 -05:00
Eric Harding
a32fc2ed17
Spark-681 Synthetic creat works ok if heartbeats are ticking.
2018-03-19 16:58:16 -04:00
Eric Harding
d5f90772fe
SyntheticSecurityService log on synthetic create
2018-03-19 16:57:42 -04:00
Eric Harding
247365d762
Spark-681 Synthetics can be lost on startup due to race.
2018-03-19 16:06:51 -04:00
Eric Harding
6079d7f02d
Remove some dead code.
2018-03-19 14:38:25 -04:00
Taha Afzal
c3cb14a351
SPARK-656, spreader tests:
2018-03-19 11:54:56 -04:00
Jake Norbut
381e277eb9
SPARK-684: OrderBook now calls .Sample(333)
2018-03-19 09:58:50 -05:00
Taha Afzal
6e6b9faa38
Fixed a bug where if the throttle params were unset, modifications would be sent for no reason
2018-03-19 10:03:38 -04:00
Taha Afzal
6ff4f0a992
price comparison function being used in pre-hedge qty discovery
2018-03-19 10:03:38 -04:00
Pedro Pinto
fcf4c9f187
TimeBox order code complete on server.
2018-03-19 09:28:19 -04:00
John Colvin
81941cba4e
domain filter undoes selection changes on close (if not applied first)
2018-03-18 19:48:16 -04:00
Pedro Pinto
69e337bcd2
TimeBox order work.
2018-03-18 18:59:31 -04:00
Pedro Pinto
418f626023
More sensible logging for simulator.
2018-03-18 18:31:12 -04:00
Pedro Pinto
3da33aba84
Improved exchage simulator.
2018-03-18 18:01:51 -04:00
John Colvin
2f6c665c5c
SPARK-655 When you click out of a grid filter make sure to clean the filter dialog
2018-03-18 17:02:11 -04:00
John Colvin
54252f8e0c
filters - fix selected text input filter
2018-03-18 15:59:09 -04:00
John Colvin
e270d6ae15
filters - remove focus noise
2018-03-18 15:19:34 -04:00
John Colvin
79a543cab3
fix typeo
2018-03-18 15:11:42 -04:00
John Colvin
bdf8e2c2ff
filters - TickUpDowns ctrl + arrow key traverse
2018-03-18 15:08:20 -04:00
John Colvin
ec2e293095
remove superfluous dependency property in TickUpDown
2018-03-18 15:02:01 -04:00
John Colvin
0169ffd39e
SPARK-651 add a button in synth management window to bring up an order book filtered for only synths
2018-03-18 14:46:49 -04:00
John Colvin
3b51c8e6ad
SPARK-650 make WorkingOrders column in Synth management link to an orders view filtered by the security in question
2018-03-18 14:46:49 -04:00
John Colvin
2a26b587a7
SPARK-654 Domain filter in grid should not be real time
2018-03-18 14:46:48 -04:00
John Colvin
cbbf1221e6
filters - fix focus bug
2018-03-18 14:46:01 -04:00
John Colvin
45d9434965
filters - escape/enter commands are executed even if filter does not have focus
2018-03-18 13:05:24 -04:00
John Colvin
498d992661
SPARK-653/SPARK-680 Make the Clear button exit the filter
2018-03-18 13:05:24 -04:00
John Colvin
1a88d99aed
SPARK-653/SPARK-679 Rename 'Commit' to 'Apply'
2018-03-18 13:05:24 -04:00
Pedro Pinto
c5a69bc637
Towards TimeBoxOrder.
2018-03-17 20:52:14 -04:00
Pedro Pinto
664f0fa519
Exchange sim discovers rather than load securities.
2018-03-17 20:52:14 -04:00
Pedro Pinto
86e42c0d0b
Made sim a bit more realistic.
2018-03-17 19:04:51 -04:00
Eric Harding
8cadbeda17
spark-670 Shell hangs if config is wrong.
2018-03-16 17:38:47 -04:00
John Colvin
3d644f9a36
SPARK-657 Default Qty Price Mults
2018-03-16 16:01:36 -04:00
John Colvin
0988eae87c
DataGridEx - ignore (Preview)KeyDown events if popups are open
2018-03-16 16:01:36 -04:00
Michael Harding
1e78ef1aba
SPARK-672: more (superficially) consistent ladder cancel buttons
2018-03-16 15:40:39 -04:00
Jake Norbut
89c07ebc0e
OrderBook - source formatting fix
2018-03-16 14:34:13 -05:00
Eric Harding
75a9c73d0f
Spark-660 - Round synthetic book to tick size
2018-03-16 15:23:58 -04:00
Jake Norbut
222aa771c2
SPARK-647 - addiing custom filtering type for Sub Type; one last sorting nit
2018-03-16 14:12:42 -05:00
Eric Harding
55c7526e90
Fix crash on exit when TABLE_DESTROYED fires and CLR is shut down
2018-03-16 13:22:31 -04:00
John Colvin
aa9fb87556
SPARK-658 Pre-Hedge -> Max Inside Ticks
2018-03-16 11:45:19 -04:00
John Colvin
aad88dfb01
synth editor - raise correct property changed
2018-03-16 11:41:46 -04:00
John Colvin
036a008e2b
synth creation - description grammar/capitalization
2018-03-16 11:35:30 -04:00
Pedro Pinto
afe35b3875
Removed assert(false) from md merge code.
2018-03-16 10:34:32 -04:00
Pedro Pinto
66dd47f4ae
Removed obsolete files.
2018-03-16 09:38:09 -04:00
Pedro Pinto
faf4da04ad
Merging our book with outside MD.
2018-03-16 09:19:43 -04:00
John Colvin
5a41cafc5d
syn create - increase description font size
2018-03-16 03:15:23 -04:00
John Colvin
56e49ab0e1
SPARK-557 In the Synthetic creatio form fill in pop up hints with proper documentation
2018-03-16 02:02:22 -04:00
Taha Afzal
d7c028048d
Modified the post hedge ticks away to use ticks instead of $
2018-03-15 17:30:14 -04:00
Jake Norbut
fdcd7d1b84
OrderBook - basic filtering works again; still need to implement revised filtering
2018-03-15 16:27:58 -05:00
Jake Norbut
bea629ed42
OrderBook - new way of setting inital sort glyph b/c accessing Items creates a CollectionView that can drive people crazy
2018-03-15 15:34:23 -05:00
Eric Harding
17c9fa0520
Add constructor to MDConsumer which lets you specify what platform you want. (for simulator)
2018-03-15 15:05:03 -04:00
John Colvin
c4112aea66
ObservableFilterCollection inserts in correct relative index on PropertyChanges
2018-03-15 14:53:31 -04:00
John Colvin
51f2710f57
SPARK-652 Change format of Working column in Market View from price @ qty to qty @ price
2018-03-15 14:06:16 -04:00
Pedro Pinto
5c19957288
Exchange simulator now supports order changes / cancels.
2018-03-15 13:59:23 -04:00
Pedro Pinto
c07bf453e9
Removed obsolete file.
2018-03-15 13:59:23 -04:00
John Colvin
8390f87352
rename 'ObservableFilter.cs' 'ObservableFilterCollection.cs'
2018-03-15 13:35:24 -04:00
John Colvin
5096784a7d
grid filters - fix hook_filters method for ObservableFilterCollection
2018-03-15 13:34:14 -04:00
John Colvin
696713eccf
ObservableFilterCollection filters on property changes
2018-03-15 13:33:39 -04:00
John Colvin
1a5e3531f5
overload hook_filters for ObservableFilterCollection
2018-03-15 12:08:42 -04:00
John Colvin
7abe18f595
synth create - add security key filter
2018-03-15 12:08:42 -04:00
John Colvin
50a0b56a86
synth create - don't allow creation with < 2 legs
2018-03-15 12:08:42 -04:00
Jake Norbut
df85c4651b
OrderBook - sort critera is correctly saved and restored, and reflects in the grid column upon restore
2018-03-15 10:45:35 -05:00
John Colvin
7c55bd9060
SPARK-666 synthetic modification window does not close after hitting OK
2018-03-15 11:34:44 -04:00
Jake Norbut
2c6b10d398
OrderBook: user-selected grid sort is now applied on model updates
2018-03-15 09:17:53 -05:00
John Colvin
84216ffa7d
SPARK-667 Spreader params changes are not reflected in new orders
2018-03-14 23:52:57 -04:00
John Colvin
d82f564794
SPARK-615 Spreader params should be disable-able
2018-03-14 18:45:55 -04:00
John Colvin
8dee3b7686
remove unused file
2018-03-14 18:45:55 -04:00
Jake Norbut
89cea9bb03
OrderBook - fixing crash on exit when saving settings; need to come up with something new to persist saved sort criteria, maybe
2018-03-14 16:41:01 -05:00
Eric Harding
fe91360921
Fix missing binding in launcher.xaml
2018-03-14 16:58:55 -04:00
Michael Harding
5c36bcea8e
Status in the second row
2018-03-14 16:52:54 -04:00
Michael Harding
7f6fa9ada0
SPARK-525: Headers in the ladder
2018-03-14 16:48:26 -04:00
Jake Norbut
37a4bed317
OrderBook - attached properties, more sorting, no more clear() on sort
2018-03-14 15:14:38 -05:00
Taha Afzal
f715d196b0
adding test for throttle exposed a rounding bug
2018-03-14 14:08:12 -04:00
Eric Harding
13f6268082
spark-568 don't display child order updates
2018-03-14 13:57:38 -04:00
Eric Harding
21526c5f83
Quiet mouse up/down debug log messages.
2018-03-14 13:57:14 -04:00
Eric Harding
c1d62d6c60
Send ActivityLog messages to the spark log
2018-03-14 13:55:56 -04:00
Eric Harding
ae46e7475c
Spark-555 2/2 Change the ladder specific even log into a global activity log
2018-03-14 13:40:33 -04:00
Jake Norbut
9199aeb1c3
OrderBook - sorting now works for MultiBinding column types
2018-03-14 08:53:48 -05:00
Jake Norbut
3f2f140646
OrderBook - more columns can sort now, but not all
2018-03-14 08:07:36 -05:00
Pete
fdbff50cf4
fix docker pointer
2018-03-14 08:46:23 -04:00
Pete
92335be733
testing for ERRORLEVEL
2018-03-13 22:45:42 -04:00
Jake Norbut
b4e134599c
OrderBook - defer_refresh causing strange behavior when sorting, taking it out
2018-03-13 20:15:54 -05:00
Jake Norbut
4f5f072bb5
OrderBook - SortedTree based sorting
2018-03-13 20:07:27 -05:00
Eric Harding
d3099a42fe
Fix build
2018-03-13 20:38:36 -04:00
Taha Afzal
75627d0fb3
quoting qty (from walking the hedging depth) be floor'ed and not rounded
2018-03-13 19:46:17 -04:00
Eric Harding
7e00d8cce3
Spark-555 part 1/2 - remove event log from ladder bottom
2018-03-13 16:58:17 -04:00
Eric Harding
02cc555cc0
Make SortedTree immutable for now.
2018-03-13 16:16:11 -04:00
John Colvin
d2a2de0a4d
grid filters - fix commit-focus bug
2018-03-13 16:06:00 -04:00
John Colvin
e086982ad9
grid filters - fix regexvm false 'active' bug
2018-03-13 16:05:59 -04:00
Eric Harding
38a7a8040b
Add SortedTree for Orders window
2018-03-13 15:38:05 -04:00
John Colvin
30a4fb90bc
grid filters - fix regexfiltervm null ref
2018-03-13 14:14:41 -04:00
John Colvin
33e170c392
grid filters - make 'commit' button focusable
2018-03-13 14:11:10 -04:00
Jake Norbut
0555c5e05e
SPARK-649: PnL missing filters added
2018-03-13 12:28:30 -05:00
John Colvin
60b3a36577
ladder - check if market break index is out of range
2018-03-13 13:03:41 -04:00
Eric Harding
69d6264d0a
TickDisplayConverter should handle binding.unsetvalue (and other unexpected inputs).
2018-03-13 12:26:34 -04:00
Taha Afzal
ccbc5f24b9
comments
2018-03-13 11:48:56 -04:00
Jake Norbut
fed03435b2
OrderBook - toggle visibility now works recursively
2018-03-13 10:47:06 -05:00
Jake Norbut
3650d37f50
Missed a line when rebasing with a merge conflict
2018-03-13 09:20:57 -05:00
Jake Norbut
8a3e1b9862
Orders - work in progress parent-child
2018-03-13 09:19:37 -05:00
Jake Norbut
d12423b458
Nodes and Trees
2018-03-13 09:17:48 -05:00
John Colvin
42e15b3434
refactor grid filters
2018-03-12 22:33:03 -04:00
John Colvin
136acec4ba
SPARK-548 In time filter make sure to validate date
2018-03-12 21:05:16 -04:00
John Colvin
3bef2e64ec
create general purpose NotifyDataErrorAdorner (used by ExecutionStrategyEditor)
2018-03-12 21:05:15 -04:00
John Colvin
cb03605690
DateTimePicker filters user input
2018-03-12 21:05:14 -04:00
John Colvin
67b124bc96
PriceEntryControl filters user input
2018-03-12 21:05:14 -04:00
Pedro Pinto
8bea201396
Towards a simulated book.
2018-03-12 18:51:52 -04:00
Taha Afzal
adfe774efb
more parameter comments
2018-03-12 10:28:10 -04:00
John Colvin
ace38507db
filters - commit click/enter closes filter popup
2018-03-11 19:22:47 -04:00
John Colvin
793f2b7f3c
removed cancel button from filters (left cancel_commands in vm, in case we add it back)
2018-03-11 19:08:49 -04:00
John Colvin
312d745755
remove Security.Empty, use SecurityDataHelper.Defaults.SecurityImmutable instead
2018-03-11 17:55:59 -04:00
John Colvin
9bc6b02fab
remove unnecessary line from TickUtils.mid_tick fn
2018-03-11 17:17:51 -04:00
John Colvin
17979c04bc
synth create - added more hardcoded default ticks, user must select a tick from the defaults (cannot enter custom text anymore)
2018-03-11 17:15:43 -04:00
John Colvin
693ef4a12a
ladder - remove unused function
2018-03-11 13:32:10 -04:00
John Colvin
571998ab24
ladder - fix rare mid-price index out of range bug
2018-03-11 13:29:05 -04:00
John Colvin
b04bea7093
Ladder - avoid unnecessary iterations through price list when rendering sizes
2018-03-10 18:11:47 -05:00
John Colvin
d08e102410
synth create - only allow user to choose an existing tick until we have
...
tick settings
2018-03-10 17:50:33 -05:00
John Colvin
3ebec942df
Ladder - use same tick_equals method for normal/mouse-over size (no more ghost prices)
2018-03-10 16:07:20 -05:00
John Colvin
77e804a9dc
SPARK-643 Synthetic management window
2018-03-10 15:40:06 -05:00
John Colvin
93da66765a
SPARK-547 in grid filters do not filter in real time (for performance reasons)
2018-03-10 15:17:57 -05:00
John Colvin
be19e5153a
ViewModelBase - make ObjSnapshot revertable
2018-03-10 13:57:46 -05:00
John Colvin
970d4756e3
DataGridEx - block arrow key traverse if filter popup is open
2018-03-10 12:22:18 -05:00
John Colvin
6e93eb6938
TimeFilter/DateTimePicker - arrow key traversal/navigation
2018-03-10 12:10:24 -05:00
John Colvin
d6bd67b601
TimeFilter/DateTimePicker - remove focus noise
2018-03-10 12:10:23 -05:00
John Colvin
4be3471f42
TickUpDown - Alt-Parameters
2018-03-10 12:02:56 -05:00
John Colvin
1c34fa2a1f
SPARK-645 Order Ticket TIF=undefined when started from Market View
2018-03-09 17:40:53 -05:00
Jake Norbut
3df7716a84
SortedList - This will be a component of our Tree; fixed initial size bug; wrote a test
2018-03-09 16:40:04 -06:00
Eric Harding
cdc68663bf
Fix for tab though order ticket price/size
2018-03-09 17:32:33 -05:00
Eric Harding
e652435890
Spark-608 - get the simulator to send markets down to the shell.
2018-03-09 17:16:20 -05:00
John Colvin
1653671764
normalizing font sizes
2018-03-09 17:15:06 -05:00
John Colvin
1ae2efca79
setting DataGrid default TextElement.FontSize to 11
2018-03-09 16:55:00 -05:00
John Colvin
5d6b2e185b
synth create - auto name if user hasn't entered text
2018-03-09 16:50:55 -05:00
Eric Harding
f34800ffed
Spark-644 one side of synthetic market showing size=1 when source leg has no market
2018-03-09 16:04:59 -05:00
Eric Harding
a1b39aaa2d
Fix SortedList
2018-03-09 15:53:53 -05:00
Eric Harding
0754fc7947
Add SortedList class.
2018-03-09 15:52:36 -05:00
Michael Harding
d48584fffe
SPARK-626: less button-like buttons for canceling orders in the ladder
2018-03-09 14:46:20 -05:00
John Colvin
eafc5c80cc
remove font size overrides from mview, timeandsales, and fills
2018-03-09 14:30:25 -05:00
John Colvin
a5d09b5b7d
SPARK-642 Synthetic creation improvements - 2
2018-03-09 14:12:34 -05:00
John Colvin
aac0d7799a
synth editor - grey out readonly cells, add tool tip
2018-03-09 14:12:33 -05:00
John Colvin
9d981a1041
add input_disabled_text to BTSColors.UI
2018-03-09 14:12:33 -05:00
Jake Norbut
c22a711fc7
orderBook - adding sub type; we may change this later
2018-03-09 12:05:46 -06:00
Jake Norbut
8b23690b3d
sort wrapper - adding a null check
2018-03-09 12:05:46 -06:00
Jake Norbut
3bf8ce700a
OrderBook - fixing last message ToolTip style
2018-03-09 12:05:46 -06:00
Taha Afzal
bec1282f43
fixing build
2018-03-09 13:05:18 -05:00
Taha Afzal
a918d1e40d
comments on spreader params
2018-03-09 11:30:43 -05:00
John Colvin
b7ae23fb07
DataGridEx - escape cancels edit without re-focusing cell's textbox
2018-03-09 11:24:42 -05:00
Jake Norbut
73b8bf3458
OrderBook - orders are indented more according to their depth
2018-03-09 10:19:51 -06:00
John Colvin
3e074b3ff7
SPARK-595 Synthetic modification rules
2018-03-09 10:56:15 -05:00
John Colvin
77168c86b3
SPARK-620 do not show synthetics when choosing leg for a synthetic
2018-03-08 20:35:11 -05:00
Jake Norbut
987db8ea6a
ContractPicker - getting rid of old crusty comments
2018-03-08 15:56:54 -06:00
Jake Norbut
bfe73d7a6a
SecurityPicker - exchange list is now sourced from the bus Securities and not UserSymbols
2018-03-08 15:49:41 -06:00
Jake Norbut
6c0fe62c91
SPARK-604: cpp for spreads takes the first leg else nan and log
2018-03-08 14:07:15 -06:00
Pedro Pinto
b339e456e4
SPARK-624, Multiple subscriptions for the same topic now work.
...
This was a scary one.
2018-03-08 14:24:23 -05:00
Pedro Pinto
69140002ed
Adding new quick test helper
2018-03-08 14:24:23 -05:00
Pedro Pinto
6272be98a5
Adding new quick test helper
2018-03-08 14:24:23 -05:00
Eric Harding
2388711d4a
min(), max() What's the difference really?
2018-03-08 14:04:57 -05:00
Jake Norbut
e59587a0ea
SPARK-620 - Contract Picker's world view can now be filterd via a SecurityCriteria
2018-03-08 12:40:05 -06:00
John Colvin
6cfc519d2d
fix typeo in previous commit
2018-03-08 13:33:53 -05:00
John Colvin
7a1e8f9570
Remove "Enable Hedging"
2018-03-08 13:29:16 -05:00
John Colvin
53c669d14e
SPARK-589/SPARK-633 "Size" should be called "Quantity"
2018-03-08 13:18:50 -05:00
John Colvin
72230209dc
SPARK-589/SPARK-632 "Pay up" should be "Pay Up"
2018-03-08 13:15:32 -05:00
John Colvin
16b941344a
SPARK-598/SPARK-631 "Market Order Hedge" should be "Send Market Order"
2018-03-08 13:11:08 -05:00
John Colvin
d40b6c0092
SPARK-589/SPARK-630 PreHedge should be Pre-Hedge (similarly for Post)
2018-03-08 13:07:08 -05:00
John Colvin
9dbc482f31
SPARK-589/SPARK-629 disable pricing (restrict to standard)
2018-03-08 13:01:41 -05:00
John Colvin
d97a126d64
SPARK-589/SPARK-628 leg does not need to be collapsible
2018-03-08 12:53:09 -05:00
Eric Harding
f441c1f649
setup_builds.bat should also restore nuget packages.
2018-03-08 12:17:45 -05:00
John Colvin
d3b00b1a6f
synth create - fix msg text alignment
2018-03-08 12:04:26 -05:00
Jake Norbut
85b282479d
SPARK-625 - orders whose securities come in after the order book is launched now fill in correctly rather that remain with Unknown Security
2018-03-08 10:39:17 -06:00
Taha Afzal
e4d25506f6
adding comments
2018-03-08 07:34:48 -05:00
Taha Afzal
501e6db786
SPARK-616 suborder type
2018-03-08 07:34:48 -05:00
Taha Afzal
becbee5af7
made some logging more clear, plus added an unused function to know if a leg has been completely filled
2018-03-08 07:34:48 -05:00
John Colvin
9e60aed4c4
synth create - shift msg text right
2018-03-08 02:07:20 -05:00
John Colvin
e40354bf4f
synth create - change message font color to green
2018-03-08 01:19:28 -05:00
John Colvin
9089936b83
SPARK-569 in order ticket do not display updates and original price sizes (its confusing)
2018-03-07 23:47:22 -05:00
John Colvin
4f94f4d6cf
synth create - increase error flash duration
2018-03-07 23:40:28 -05:00
John Colvin
55fc66512b
synth create - validate leg count when opened
2018-03-07 23:23:02 -05:00
John Colvin
6c6cc79002
synth create - change 'Must select...' to 'Please select...'
2018-03-07 23:19:43 -05:00
John Colvin
11696884d9
synth create - forgot to unhook from some events
2018-03-07 23:19:36 -05:00
John Colvin
7d2f65425b
SPARK-619 Synthetic Creation Window should not allow OK if the data for a synth isn't there
2018-03-07 23:07:18 -05:00
John Colvin
c910e522a7
SPARK-621 In order ticket the price is initially displayed with a - which
...
can result in seemingly sending out a negative price
2018-03-07 18:37:13 -05:00
Eric Harding
2d875c18b9
Use generated with() syntax because it's so cool.
2018-03-07 17:27:19 -05:00
Eric Harding
c8302c35a7
Fix crash in MDConsumer recovery logic. Attempt to unsubscribe from event that was never subscribed.
2018-03-07 17:27:19 -05:00
Pedro Pinto
d116a03ef5
Stop/start shell on build_win
2018-03-07 17:09:52 -05:00
Jake Norbut
611f5c723d
SPARK-605 - probably partial; parent/child sorting based on time created
2018-03-07 16:07:58 -06:00
John Colvin
8e1d4e9e27
Merged in SPARK-602 (pull request #7 )
...
SPARK-602 (take 2)
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2018-03-07 21:05:10 +00:00
John Colvin
b6e6c70f4d
SPARK-602 (take 2)
2018-03-07 15:53:25 -05:00
John Colvin
ca52530b63
reverting mdsource file
2018-03-07 13:53:09 -05:00
John Colvin
30b4293483
SPARK-602 Add facility to delete/hide synthetics
2018-03-07 13:28:52 -05:00
Eric Harding
574def08b7
clean up some comments
2018-03-07 13:24:33 -05:00
Eric Harding
8f57c5f5e8
make 'md dump' tool more user friendly.
2018-03-07 13:18:27 -05:00
Eric Harding
cd2a5641de
Spark-325 Implement fast synthetic book merge.
2018-03-07 12:55:52 -05:00
John Colvin
20d4ba0279
add has_editable_properties to IOrderTypeVM
2018-03-07 11:54:15 -05:00
John Colvin
03611efecb
ladder - fix iceberg revert, and ignore spreader order revert (todo)
2018-03-07 11:47:10 -05:00
John Colvin
0201b01d34
Synthetic Management row default action (show ladder)
2018-03-07 11:47:10 -05:00
Michael Harding
da2888eecc
restore unintentional changes to linux docker
2018-03-07 11:05:56 -05:00
John Colvin
8c0aff349b
SPARK-611 Incorrect synthetic ladder comes up from Synthetic Management form
2018-03-07 10:37:43 -05:00
Michael Harding
21d7cb8d4f
Change cancel button order
2018-03-07 10:24:06 -05:00
Michael Harding
ed6d92dd64
Synthetic Spreads Icon set ('share' icon)
2018-03-07 10:09:58 -05:00
Michael Harding
b82065b094
Update Order Icons
2018-03-07 09:45:13 -05:00
Michael Harding
bae0633c51
Ladder cancel buttons
2018-03-07 09:45:13 -05:00
Michael Harding
161cffeeae
Restore order badge mouse over
2018-03-07 09:45:13 -05:00
John Colvin
f141ff6135
SPARK-567 in synth security creation form the sec picker disappears on click
2018-03-06 23:51:20 -05:00
John Colvin
d224527a3c
PopupControl doesn't close on background click
2018-03-06 23:11:12 -05:00
John Colvin
cf35dd1711
SyntheticManagement - add n_working_orders column
2018-03-06 21:50:09 -05:00
John Colvin
63a628e4cd
SyntheticManagement - add security key column
2018-03-06 20:41:15 -05:00
John Colvin
3a4e49938c
SyntheticEditor - add ticks to ui
2018-03-06 20:41:14 -05:00
Pedro Pinto
0f28a7f1c2
SPARK-612, Added marker for spreader hedger/quoter order tag
2018-03-06 16:57:20 -05:00
Pedro Pinto
d4230502ec
Fixed a few bugs in our book generation.
2018-03-06 15:35:24 -05:00
Eric Harding
f275385aa4
Disable unnecessarily lenghy unit test.
2018-03-06 15:24:41 -05:00
Pedro Pinto
970bf44751
SPARK-608, Generating our own book.
2018-03-06 14:28:58 -05:00
Pedro Pinto
fab0388ae1
Added canary write to shared memory, to detect allocation issues.
2018-03-06 14:28:58 -05:00
John Colvin
cf2582a25b
maybe fix ladder stuck with nan prices bug
2018-03-06 13:50:02 -05:00
John Colvin
cf8faf8c4e
split up OrderTypeDefVMS into there own classes
2018-03-06 13:50:02 -05:00
Eric Harding
58be751faa
Prevent raw FixedSecurity from being created unintentionally
2018-03-06 13:25:58 -05:00
Eric Harding
2db2af67a0
Shared memory size is limited by default inside docker.
2018-03-06 13:09:20 -05:00
John Colvin
87918da433
move Orders dir to Spark proj base dir
2018-03-06 12:59:15 -05:00
John Colvin
b89825876b
fills - fix duplicate SortDescriptions bug
2018-03-06 12:51:41 -05:00
John Colvin
c91fe35310
rename SyntheticCreationDialog to SyntheticEditorView (it is not only used for creation)
2018-03-06 12:39:21 -05:00
John Colvin
5a72a44d72
make SyntheticDataHelper private to ShowSyntheticEditorHandler
2018-03-06 12:09:34 -05:00
John Colvin
1e2920c8ae
remove a bunch of old order references
2018-03-06 11:32:20 -05:00
Pedro Pinto
92be59e0df
Cleaning up SparkProtos
2018-03-06 10:02:21 -05:00
Pedro Pinto
457e899dff
Working towards our own book.
2018-03-06 10:01:01 -05:00
Eric Harding
20404c0ecf
Stop overwriting cpp value with cme_unit_of_measure_qty
2018-03-06 09:42:56 -05:00
John Colvin
7398a353b5
ladder - fix one tick ask market ghost prices bug
2018-03-06 02:58:42 -05:00
John Colvin
3b413cd36a
ladder - fix nan prices bug
2018-03-05 22:52:07 -05:00
John Colvin
84f04fb3f0
throttling the ladder refresh time, will check in a better fix tommorrow (it's late)
2018-03-05 22:27:32 -05:00
John Colvin
db1966b775
SPARK-470 ladder auto re-centering is incorrect
2018-03-05 21:26:38 -05:00
John Colvin
1692d0c7c7
ladder - don't show 0 (size) on mouse over
2018-03-05 21:08:23 -05:00
John Colvin
d19c6894b6
ladder - corner cases for one-sided/empty markets
2018-03-05 20:44:41 -05:00
John Colvin
13cf14d859
fix theoretical bug in SyntheticEditorView (would prob never happen in practice)
2018-03-05 20:44:41 -05:00
Eric Harding
bb1449c55e
Spark-577 display factory wackyness.
2018-03-05 17:31:15 -05:00
Jake Norbut
c59cb19fea
SPARK-598: Orderbook Last Message now has tooltips
2018-03-05 14:59:32 -06:00
Taha Afzal
a3b850b06d
added nymex and cbot entries to jetfix.conf
2018-03-05 11:39:58 -05:00
Eric Harding
8d62eaf15e
spark-577 get cash-per-point from market data feed.
2018-03-05 11:23:11 -05:00
Jake Norbut
206f2d3c3c
SPARK-599 - Exceptions are now exceptional
2018-03-05 09:56:52 -06:00
Pedro Pinto
dc6bce362f
Non-limit orders are now also recoverable from disk.
2018-03-05 10:50:07 -05:00
Eric Harding
9939857f17
spark-596 fix tick sizes for exchange spreads
2018-03-05 10:02:46 -05:00
Pedro Pinto
06551dc327
Better build win script
2018-03-05 10:01:59 -05:00
Eric Harding
c3490ea5a3
Merged in position_and_working_order_check (pull request #6 )
...
Fix intermittent unit test failure in position_and_working_order_check
2018-03-05 13:59:58 +00:00
Eric Harding
bdd00be747
Fix intermittent unit test failure in position_and_working_order_check
2018-03-05 08:55:22 -05:00
Taha Afzal
f8d25bf305
fixed qty calc for N legged
2018-03-05 07:36:22 -05:00
John Colvin
e0a8dc62c4
ladder/ticket spreader template
2018-03-04 22:51:54 -05:00
John Colvin
d7c92855e9
ladder/ticket - stop/stoplimit format stop price with ticks
2018-03-04 17:40:23 -05:00
John Colvin
809d739116
order ticket - flash price/size if invalid
2018-03-04 17:12:43 -05:00
John Colvin
fdef25b860
ladder/ticket - validate stop/stoplimit/iceberg parameters
2018-03-04 16:54:24 -05:00
John Colvin
dac8031c81
ladder/order ticket - TimeBoxOrder popup
2018-03-04 16:05:09 -05:00
John Colvin
e4f63464a1
order modify ticket - remove some redundant code
2018-03-04 14:48:28 -05:00
John Colvin
97ed5dad20
order modify ticket - don't allow modify if price and size are both unchanged
2018-03-04 14:25:48 -05:00
John Colvin
cf705553df
order modify ticket - center align modify hint
2018-03-04 14:19:17 -05:00
John Colvin
6d1ab82d63
grid filters focus textboxes when popup opens
2018-03-04 14:13:25 -05:00
John Colvin
c3340b4389
grid filters - improve style, search text box auto focus, close on escape
2018-03-03 20:34:28 -05:00
John Colvin
bdd49ed19e
TimeAndSales line endings
2018-03-03 20:19:07 -05:00
John Colvin
31e1789fa3
mview - fix animation adorner transform from scroll changes in filters
2018-03-03 18:59:39 -05:00
John Colvin
24670bfada
TickUpDowns default border/background, add TickUpDownNullableDouble (for filters)
2018-03-03 17:25:40 -05:00
John Colvin
56ee3679ee
order ticket - fix cancel, close after action, add input-dirty borders
2018-03-03 16:07:54 -05:00
John Colvin
53f88e4c60
ComboBox actually binds Background/BorderBrush, condense really wide lines in generic.xaml
2018-03-03 15:55:53 -05:00
John Colvin
6466c8b727
Synthetic Management fix description filter xaml typeo
2018-03-02 22:42:16 -05:00
John Colvin
7ec535ae3e
Synthetic Management Create Time filter uses TimeFilterTemplate
2018-03-02 22:37:14 -05:00
John Colvin
c04c9bbd44
Synthetic Management description lists legs, not name
2018-03-02 22:34:11 -05:00
John Colvin
9ef66991af
SPARK-582 Create synthetic window is not sorting the legs correctly
2018-03-02 21:02:32 -05:00
John Colvin
2de8c98b57
format_tick function in checked scope, logs and returns 'Overflow' if an Overthrow Ex occurs
2018-03-02 18:50:40 -05:00
Eric Harding
6126c9eefc
Test 3 legs. Creating these tests is very time consuming.
2018-03-02 18:30:21 -05:00
Eric Harding
2ce50a17f9
Fix line endings
2018-03-02 18:27:59 -05:00
Eric Harding
36bd9744ef
Make test instrument copyable
2018-03-02 18:27:59 -05:00
Eric Harding
88a90a724d
Add Deep book and empty market tests
2018-03-02 18:27:59 -05:00
Eric Harding
03d11c6e69
ImportMany script support allows you to drive the launcher with python.
2018-03-02 18:27:59 -05:00
Taha Afzal
ef98da320b
simplified the error condition detection for the child orders
2018-03-02 17:09:31 -05:00
John Colvin
c7675ef2b6
[SPARK-584, SPARK-591] refactor common ladder/ticket code, fix ladder mouse-hover ghost price bug
2018-03-02 17:07:17 -05:00
Michael Harding
34163a720d
SPARK-393: yet more icons
2018-03-02 16:07:33 -05:00
Jake Norbut
09c9431374
PnL: PnL Price
2018-03-02 14:58:02 -06:00
Jake Norbut
9400f7e622
PnL: Adding SOD; mockup object for CME session info, not in use yet
2018-03-02 13:17:56 -06:00
Eric Harding
998fb33b59
spark-325 Synthetic Book Merge. Does not yet compute weighted average for partial sizes
2018-03-02 12:37:40 -05:00
Taha Afzal
ca3b91afb5
SPARK-593
2018-03-02 10:24:32 -05:00
Eric Harding
d3b86b607b
Add CompositionContainer to script host. Ready for user
2018-03-02 09:43:32 -05:00
Eric Harding
86ee057e13
Spark script logging improvements
2018-03-02 08:50:08 -05:00
Eric Harding
57b9cfa8d1
python scripting in spark
2018-03-01 22:52:50 -05:00
John Colvin
bbf3726241
ladder/ticket default to Limit Order
2018-03-01 18:22:31 -05:00
Jake Norbut
8f34552f2d
OrderBook - Disabling grid sorting since it's not compatible with tree representation at the moment
2018-03-01 16:46:13 -06:00
Jake Norbut
ffb31b5944
PnL: more filterable columns
2018-03-01 15:40:10 -06:00
Michael Harding
69aba23d2c
Fix Button style
2018-03-01 16:36:35 -05:00
Pedro Pinto
11e0c87ee4
SPARK-513, Execution report processing is now idempotent.
2018-03-01 16:29:08 -05:00
Pedro Pinto
4db5399b13
Disabled flaky test.
2018-03-01 16:29:08 -05:00
John Colvin
3b50864b18
SPARK-565 on synth security creation change Add to Add Leg
2018-03-01 15:04:11 -05:00
John Colvin
ed148d2673
SPARK-566 on synth security creator the first column should not be editable
2018-03-01 14:26:24 -05:00
Kevin Darby
c5eb597965
added P&L test, but need a little more meat here once Jake finishes a few things
2018-03-01 13:22:36 -05:00
Kevin Darby
6d54a25765
adding manual tests
2018-03-01 13:05:27 -05:00
Eric Harding
c1d168c605
Do not load deleted synthetics or their metadata.
2018-03-01 12:28:49 -05:00
Eric Harding
b1dc722b43
SyntheticSecurityService should publish initial metadata from database.
2018-03-01 12:02:18 -05:00
John Colvin
c0aee087bd
accidentally added some test code
2018-03-01 12:01:16 -05:00
John Colvin
e033ceb0a8
synth man doesn't depend on strategy firing once to show rows
2018-03-01 11:59:56 -05:00
Jake Norbut
6e629119f7
SecurityPicker - Format Synthetics using Name property
2018-03-01 10:40:58 -06:00
Jake Norbut
21ae8ab78f
PnL: adding weighted average
2018-03-01 10:24:45 -06:00
John Colvin
60ea25e7f9
ticket/ladder order type dropdown filters items based on the security
2018-03-01 11:18:57 -05:00
Pedro Pinto
0f9fc84085
Get rid of old security db.
2018-03-01 11:10:37 -05:00
John Colvin
06a1d937dc
synthetic management add new button prepopulates legs with selected synthetic
2018-03-01 00:11:32 -05:00
Taha Afzal
96e5c5b00e
log changes
2018-02-28 23:15:26 -05:00
John Colvin
0888d7066f
synthetic management window shows all synthetics, with or without a strategy
2018-02-28 19:48:05 -05:00
Pedro Pinto
2cc62fb9d2
Should address the server crash that Taha.
2018-02-28 22:05:35 +00:00
Michael Harding
af2c284b4a
SPARK-576: Don't order when recentering
2018-02-28 16:44:38 -05:00
Jake Norbut
18120e3ab5
SPARK-549: OrderBook now has a regex filter for Security column
2018-02-28 15:25:28 -06:00
Jake Norbut
e1fbd84b26
PnL - mock up the cpp store
2018-02-28 15:07:32 -06:00
John Colvin
53a59e5f53
add spreader order logic to ticket and ladder
2018-02-28 15:45:03 -05:00
Pedro Pinto
701ed71681
Added price, size to file loaded order in TestOrderMan
2018-02-28 15:24:04 -05:00
Pedro Pinto
1011e196c4
Revert "SPARK-564, Dropped old security DB."
...
This reverts commit 3c595bc4b5 .
2018-02-28 14:54:41 -05:00
Eric Harding
9fab67e938
std::stoi instead of stringstream
2018-02-28 13:35:00 -05:00
Eric Harding
408bff4c82
Add dumpsecurity tool. sparkd md dumpsecurity [security_key list]
2018-02-28 13:06:13 -05:00
Jake Norbut
3ae413a983
PnL: Adding some grid filters
2018-02-28 11:51:11 -06:00
Eric Harding
c01ae5afa2
aesthetic change to SyntheticSecurityService api
2018-02-28 11:49:08 -05:00
Taha Afzal
8ac385c53b
Fixed docker subrepo
2018-02-28 11:45:31 -05:00
Eric Harding
ccc135ef80
add stateful publisher feature to c++ api server
2018-02-28 11:41:10 -05:00
Taha Afzal
20d3c2ad58
logs
2018-02-28 10:22:10 -05:00
John Colvin
f83028ab98
ladder - fix invisible orders due to price rounding
2018-02-27 23:58:32 -05:00
John Colvin
e63e3c76d3
SPARK-571 Multiple issues with Synthetic Management Form
2018-02-27 23:58:32 -05:00
Eric Harding
6526a9760c
Split spark script test server into separate process
2018-02-27 22:06:38 -05:00
Eric Harding
54ad149b6f
ShellDiagnosticService test code
2018-02-27 21:55:32 -05:00
Pedro Pinto
f1c28bf200
Revert "Enable onixs instrumentSelection filter"
...
This reverts commit bcb2e068d2 .
2018-02-27 18:06:03 -05:00
Pedro Pinto
3c595bc4b5
SPARK-564, Dropped old security DB.
2018-02-27 22:48:11 +00:00
Eric Harding
bcb2e068d2
Enable onixs instrumentSelection filter
2018-02-27 17:44:43 -05:00
Jake Norbut
a62718765e
cmake file per pedro
2018-02-27 16:36:37 -06:00
Jake Norbut
fa6e72b1e6
PnL: defaulting to waterfall
2018-02-27 16:33:10 -06:00
Jake Norbut
a261c55060
PnL: it's helpful to actually upate when md ticks
2018-02-27 16:26:40 -06:00
Pedro Pinto
a89624ca90
SPARK-554, Shell should recover from server bounce now.
2018-02-27 15:54:11 -05:00
Pedro Pinto
e18af921d9
Increased timeout in tests some more.
2018-02-27 15:54:11 -05:00
Pedro Pinto
155835e5f2
Added test code to flush out api disconnect problem.
2018-02-27 15:54:11 -05:00
John Colvin
0d443e579e
synthetic creation dialog - leg params are properly set before commit
2018-02-27 15:17:15 -05:00
Eric Harding
82cdc9fc32
Spark-340 Return of MDConsumerHandle
2018-02-27 15:08:19 -05:00
Eric Harding
bdf15fb383
spark-340 partial. Add functionality required for synthetic execution strategy to reach client
2018-02-27 14:59:22 -05:00
Michael Harding
3f098f36b9
SPARK-527: Order badge context menu
2018-02-27 14:05:43 -05:00
Michael Harding
4f3bd66dac
SPARK-526: Middle click to center Ladder
2018-02-27 14:05:43 -05:00
Eric Harding
a671890487
Add streaming notification of synthetic metadata changes.
2018-02-27 13:49:39 -05:00
Eric Harding
572a6f1178
Add ShellDiagnosticeServiceServer.proto Not yet implemented.
2018-02-27 13:49:39 -05:00
Michael Harding
55bf38703e
Filled/Total
2018-02-27 12:31:10 -05:00
Taha Afzal
437dbd3fb9
Not finding an order key in an order update is not an assert condition - the quoter order could have been cancelled and a new one sent
2018-02-27 10:22:59 -05:00
Taha Afzal
50623c3039
added find_qty_at_price_level to SpreaderUtils
2018-02-27 09:12:57 -05:00
Pedro Pinto
4e1f18c02c
Added extra MSGW cert sessions for different groups.
...
squash! Added a commodities MSGW cert session.
2018-02-27 09:08:38 -05:00
Pedro Pinto
49122cfb20
Added const qualifiers to api Result.
2018-02-27 08:51:44 -05:00
John Colvin
6685ae671f
dare i say fixed the ladder cert-price bug
2018-02-26 20:56:38 -05:00
John Colvin
e8a49ecf18
ladder check for null depth in _size_from_row
2018-02-26 19:03:55 -05:00
Jake Norbut
5dedd45a35
PnL: Waterfall, you so awesome
2018-02-26 18:00:39 -06:00
John Colvin
0525f3ba0b
ladder - more log messages
2018-02-26 18:36:22 -05:00
John Colvin
d9974f50e0
fix logviewer textwrapping binding
2018-02-26 18:29:44 -05:00
John Colvin
c8d81725cb
ugh xaml named elements are false compiler errors, and thus break refactoring
2018-02-26 17:58:44 -05:00
John Colvin
52b69df5f4
ladder fix log toggle headers
2018-02-26 17:56:34 -05:00
Michael Harding
00b35d9d07
SPARK-553: Taking Down the Christmas lights
2018-02-26 17:11:58 -05:00
Michael Harding
e6239e878b
SPARK-536: Clearly
2018-02-26 17:11:58 -05:00
John Colvin
2800c2bae3
ladder fix typeo in status changed log
2018-02-26 17:11:11 -05:00
Eric Harding
6d9242b355
Spark-552' MDConsumer needs to load real securities before it resolves legs of synthetics
2018-02-26 16:47:52 -05:00
Eric Harding
51bf57eff4
Spark-552 Synthetic Securities not restored from DB
2018-02-26 16:05:24 -05:00
Michael Harding
bde83aa111
SPARK-524: Change ladder badge
2018-02-26 16:00:22 -05:00
Michael Harding
7bf8e77999
Colorful cancel icons
2018-02-26 16:00:22 -05:00
John Colvin
3669d878db
ladder - add warning logs (to track down cert-price bug)
2018-02-26 15:04:31 -05:00
Michael Harding
0f086fdd59
Fix Blurry Buttons
2018-02-26 13:01:34 -05:00
Michael Harding
3e367eca59
Spark-520, 522, 528: Buttons in the ladder are better
2018-02-26 12:56:14 -05:00
Michael Harding
fb76def8ce
Return Text to the Default Launcher State
2018-02-26 12:56:14 -05:00
Eric Harding
705bf5b167
Spark-563 return an error if user requests to create a security which already exists.
2018-02-26 12:23:11 -05:00
Eric Harding
06aed6e411
spark-545 insert *or update* metadata
2018-02-26 12:21:18 -05:00
Eric Harding
b1dbf5e3ba
Spark-562
2018-02-26 11:45:39 -05:00
John Colvin
0022b63ab7
fix update_order_size method
2018-02-26 11:18:37 -05:00
Taha Afzal
347f5357d0
initialized the out values in pahless/paymore functions
2018-02-26 09:50:44 -05:00
Taha Afzal
e17888a044
fixing build
2018-02-26 09:43:56 -05:00
Taha Afzal
efa8616f69
hooked thepayless paymore prehedge logic
2018-02-25 19:27:47 -05:00
John Colvin
f49ec1db03
ladder - make log headers visible by default again (without headers/logs, it looks like a random white box)
2018-02-25 15:32:14 -05:00
John Colvin
84b8eeac75
ladder log viewer headers hidden by default (ctrl + l toggles show/hide)
2018-02-25 14:23:52 -05:00
John Colvin
f30055ccfb
SyntheticManagement window can create synthetic without any securities selected
2018-02-24 16:02:45 -05:00
Pedro Pinto
a63deaac45
What is going on with this subrepo shit
2018-02-24 15:20:07 -05:00
Pedro Pinto
00f44217a4
Fixed clang build. C++ sucks.
2018-02-24 15:19:55 -05:00
John Colvin
87b41b286f
ladder log message time stamp in military time
2018-02-24 15:04:59 -05:00
John Colvin
c7fd14808e
ladder log viewer doesn't automatically grow vertically
2018-02-24 15:03:57 -05:00
John Colvin
72865994ae
ladder order-modify logs added in response to changes detected in order state
2018-02-24 14:20:41 -05:00
John Colvin
c0adb038ab
ladder - change 'Details' button to 'Book'
2018-02-24 13:37:16 -05:00
John Colvin
d525c33c2d
ladder log viewer uses colors in BTSColors.Orders, added filled_dark and sent
2018-02-24 13:31:06 -05:00
John Colvin
b71ae5477b
SPARK-523 provide status bar on the ladder to give feedback on last order operation
2018-02-24 12:14:56 -05:00
Eric Harding
40d5bee934
Spark-546 Fix the NullRef with no stack. Still not entirely sure why the ContinueWith solution doesn't work.
2018-02-23 19:40:23 -05:00
Eric Harding
6dda712a61
Add extra safeguard around calling CLR callbacks.
2018-02-23 19:40:23 -05:00
Eric Harding
78644f9f4d
Fix error. Protobuf.CopyFrom does not check the type of the argument at compile time :(
2018-02-23 19:40:23 -05:00
Jake Norbut
50aaef5516
PnL - in case my machine starts on fire
2018-02-23 17:10:56 -06:00
John Colvin
e2c90bebe2
OrderUtils.working_quantity() returns an int (not susceptible to overfill-overflow)
2018-02-23 17:26:00 -05:00
John Colvin
c218f2ef23
NumericSignBrushConverter returns error_brush for nans
2018-02-23 16:15:21 -05:00
John Colvin
fce22cfacd
ladder - better drag/drop feedback
2018-02-23 15:16:58 -05:00
Taha Afzal
82f059d0f6
spreader reported avg filled price fixed
2018-02-23 15:04:38 -05:00
Taha Afzal
b95965684d
adding avg price to report
2018-02-23 15:04:38 -05:00
Jake Norbut
90181c9137
SPARK-542: extend security_type() to support Synthetic
2018-02-23 13:52:31 -06:00
John Colvin
e7348cb2bb
ladder - fix size_from_row null ref
2018-02-23 14:21:52 -05:00
Eric Harding
d6a310c5b5
Synthetics have depth
2018-02-23 14:06:54 -05:00
Eric Harding
23e3d5e5ee
Additional md asserts.
2018-02-23 14:06:54 -05:00
Eric Harding
2bdd8b517d
Record security to db before making it visible. (2 database pain)
2018-02-23 14:06:54 -05:00
Eric Harding
d2cd4e233a
Validate synthetic symbol is present.
2018-02-23 14:06:54 -05:00
Eric Harding
2aadab900d
Move synthetic legs into shared_ptr for faster copy
2018-02-23 14:06:54 -05:00
Eric Harding
5328560827
Add LaunchSettings.json to gitignore
2018-02-23 14:06:54 -05:00
Eric Harding
bcfcb2a089
Remove unused ErrorReporter from MDSource
2018-02-23 14:06:54 -05:00
John Colvin
82996efd62
SPARK-531 Ladder - qty input not detecting input is done via keyboard
2018-02-23 13:32:46 -05:00
John Colvin
5ef126462f
SPARK-532 stop and stop limit orders need more parameters
2018-02-23 13:18:14 -05:00
John Colvin
4b4d85c303
SPARK-538 crash while moving ladder orders
2018-02-23 13:09:47 -05:00
John Colvin
6d7067637f
time filter tick up/downs
2018-02-23 13:05:05 -05:00
Jake Norbut
07b1b73606
SPARK-541: OrderBook avg and last price now use TickDisplayConverter
2018-02-23 08:49:31 -06:00
Eric Harding
5f896555fc
Add synthetic creat test tool to sparkcmd
2018-02-23 09:42:41 -05:00
Eric Harding
74b0afd943
fix build
2018-02-22 19:57:11 -05:00
Jake Norbut
c8121a54d3
SPARK-539: make sure ParentOrder exists before adding to child list
2018-02-22 17:50:23 -06:00
John Colvin
804c574d4d
SPARK-517 One more go at the grid filters
2018-02-22 18:18:19 -05:00
Jake Norbut
54aa5592af
ContractPicker - needs an ObserveOnDispatcher
2018-02-22 17:06:39 -06:00
John Colvin
9226809781
synthetic editor disposes contract picker model
2018-02-22 18:00:20 -05:00
Eric Harding
758ce36539
Handfull of synthetic security fixes
2018-02-22 17:41:24 -05:00
Eric Harding
240730de68
Accidental check in. Thanks unit tests!
2018-02-22 16:06:03 -05:00
Eric Harding
a7d295051c
Spark-495 and Spark-486.
2018-02-22 15:57:52 -05:00
Eric Harding
3311a29d6d
Convert TimeStamp::shift* to return a copy rather than mutate original.
2018-02-22 15:57:52 -05:00
Jake Norbut
1168c37d59
PAndL: completing the skeleton
2018-02-22 14:53:59 -06:00
Jake Norbut
05b188030f
OrderBook: Adding LastChange back to the OrderBook grid
2018-02-22 13:01:34 -06:00
Pedro Pinto
07621ba838
Increasing time out in tests, probably useless.
2018-02-22 12:41:55 -05:00
Taha Afzal
3d80cf7115
post hedge was modifying orders too fast
2018-02-22 12:30:39 -05:00
Taha Afzal
0f69e1a959
added some asserts, and made the fill case more clear
2018-02-22 12:30:39 -05:00
Pedro Pinto
c21dd8d96c
Removed dependency on test file for unit tests.
2018-02-22 12:19:05 -05:00
Jake Norbut
1b4651ca24
PAndL - basic skeleton files
2018-02-22 11:08:34 -06:00
John Colvin
430029b4a0
ordervm only resets phantom price when all active price change tasks have finished
2018-02-21 18:04:20 -05:00
Pedro Pinto
37d5a7d96b
Fixed unit tests.
2018-02-21 17:34:42 -05:00
Jake Norbut
df965f9a10
SPARK-530: OrderBook last_change has been replaced with new create time
2018-02-21 15:05:47 -06:00
Eric Harding
e236bafde1
Might help mysterious nullref problem.
2018-02-21 15:32:33 -05:00
Pedro Pinto
97f652576e
More sub repo BS
2018-02-21 19:59:35 +00:00
Pedro Pinto
21b4476689
Added creation time to order record.
2018-02-21 14:26:04 -05:00
Taha Afzal
5ba3e74ab9
fixed hedging issue with partially sized fully filled quote fills
2018-02-21 10:39:31 -05:00
Jake Norbut
4c36fbc79a
ContractPicker - Exchange list is now sorted (woo hoo BTS exchange)
2018-02-21 08:46:26 -06:00
Michael Harding
6b19cd60af
New Ladder Icon
2018-02-21 09:22:25 -05:00
Eric Harding
7a2d24cf54
Spark-496, spark-497. Store and retrieve synthetic securities from a single block of shared memory.
2018-02-20 17:40:12 -05:00
Eric Harding
8a05326f74
Add 'skip stl' to sparkvm launch in vscode.
2018-02-20 17:40:12 -05:00
Pedro Pinto
ac0463a631
Allowed loading of orders from disk for testing purposes.
2018-02-20 17:15:11 -05:00
Jake Norbut
0ad42b5049
OrderBook - window should come up when workspace is restored
2018-02-20 15:18:36 -06:00
Eric Harding
175fe92f08
Spark-498 Enable FixedSyntheticSecurity type.
2018-02-20 15:42:52 -05:00
Eric Harding
239d641989
Fix SecurityIDRecorder for spreads which have unresolved legs.
2018-02-20 15:42:51 -05:00
John Colvin
2a4923cbed
render nans with '-'
2018-02-20 15:18:59 -05:00
Michael Harding
4caf48347e
SPARK-505: two pixels...
2018-02-20 14:02:13 -05:00
Michael Harding
e17cb03108
SPARK-512: Center Workspaces Dialog
2018-02-20 14:02:13 -05:00
Pedro Pinto
7890f76b03
Fixed release build for Taha
2018-02-20 13:54:01 -05:00
Pedro Pinto
172d186daa
Fixed clang build.
2018-02-20 13:54:01 -05:00
Pedro Pinto
949a98ac67
move dockerfile subrepo pointer
2018-02-20 13:54:01 -05:00
Pedro Pinto
66cf280f1b
Removed on dispose logging call to avoid crash on exit
2018-02-20 13:54:01 -05:00
John Colvin
76620647ae
order modify ticket first tick goes to working size/price
2018-02-20 13:42:42 -05:00
John Colvin
1a984a3fda
ladder - change menu buttons style
2018-02-20 12:15:30 -05:00
John Colvin
528690ab34
SPARK-506 Iceberg order needs to set child member to something
2018-02-19 21:24:33 -05:00
John Colvin
30d9893d10
ladder and order ticket size buttons not focusable
2018-02-19 18:19:53 -05:00
John Colvin
33a79cc636
Ladder - hook up order modify-command
2018-02-19 16:58:48 -05:00
John Colvin
94f689e94d
SPARK-474 Show more information in ladder tooltip
2018-02-19 16:51:35 -05:00
John Colvin
4d44e32b34
fix OrderVM.Equals stack overflow
2018-02-19 16:51:34 -05:00
John Colvin
7feda2a1c5
Ladder opens order context menu on ctrl+click
2018-02-19 16:51:34 -05:00
John Colvin
4ad9384f9b
LadderSettings does not append calculator buttons on deserialization
2018-02-19 16:51:33 -05:00
Taha Afzal
9f744bbd75
reporting shored up a bit
2018-02-19 15:09:32 -05:00
John Colvin
014971295b
ladder retains state
2018-02-19 13:08:51 -05:00
John Colvin
045577bbd1
ladder/ticket size won't tick down across 0 (was going to uint.Max)
2018-02-19 12:19:26 -05:00
John Colvin
cb7cb56518
ladder - fix column resize bug
2018-02-19 12:08:41 -05:00
John Colvin
beb6bd000c
ladder won't send order if resizing column
2018-02-19 00:03:33 -05:00
John Colvin
98112386fa
SPARK-489 Resize ladder columns when form resizes
2018-02-18 23:48:03 -05:00
John Colvin
6f1160a2ec
ladder orders use hand cursor
2018-02-18 23:26:02 -05:00
John Colvin
a27abfb6d4
ladder resizable columns
2018-02-18 20:11:29 -05:00
John Colvin
1b918278f6
wpfhelper.manage_collection_change
2018-02-18 19:05:20 -05:00
John Colvin
37191ca2bb
increase ladder revert check box margin
2018-02-17 21:50:21 -05:00
John Colvin
cd050b5a00
SPARK-487, SPARK-488 - sprucing up ladder
2018-02-17 21:42:09 -05:00
John Colvin
2acec803c5
obviously this .tmp_proj file was added by mistake
2018-02-17 21:04:33 -05:00
John Colvin
4f5cfc743f
SPARK-508 Ladder - defer refresh order price during order-update task
2018-02-17 16:46:07 -05:00
John Colvin
cf47f29a14
fix EqualityComparer.Create key comparer
2018-02-17 16:09:19 -05:00
John Colvin
8f5c4c6ea5
fix stackoverflow exception in ObjectHelper.try_convert
2018-02-16 18:46:37 -05:00
John Colvin
dcbfadb413
time and sales - fix sorting, add trade key column
2018-02-16 18:46:14 -05:00
John Colvin
707b445e31
SPARK-499 Fills window unsorts on fills
2018-02-16 17:54:23 -05:00
Michael Harding
045b750314
Arrows, Icons, Text
2018-02-16 17:31:11 -05:00
Taha Afzal
8099f36cb6
SPARK-477
2018-02-16 17:18:48 -05:00
John Colvin
737b55abb4
fill time in local am/pm format
2018-02-16 16:27:04 -05:00
John Colvin
cbd0104f25
SPARK-509 Fills window is showing inconsistent data
2018-02-16 16:21:22 -05:00
John Colvin
3825c52d08
modify order ticket shows working quantity/price
2018-02-16 15:57:54 -05:00
Jake Norbut
16a2f303f1
OrderBook - Adding Avg Filled (price) back to the grid
2018-02-16 11:14:08 -06:00
Michael Harding
fbb0518ba4
SPARK 442: Vertical Launcher
2018-02-16 10:44:18 -05:00
Eric Harding
da647680d3
SPARK-493 - Lets not introduce yet another crash on exit
2018-02-16 09:54:55 -05:00
Eric Harding
026e0686be
spark-500. Don't throw out the client just because we unsubscribe one subscription.
2018-02-16 09:35:08 -05:00
John Colvin
749f8e8fb4
time filter text prompts
2018-02-15 19:12:08 -05:00
Taha Afzal
42a0695b71
shouldhave gone in the last commit
2018-02-15 18:07:23 -05:00
Taha Afzal
cdb90f370c
cleaned up the ISpreaderWorker interface for on_order updates
2018-02-15 18:07:23 -05:00
Jake Norbut
3f04a5ab46
OrderBook - savings a few allocations when sorting
2018-02-15 15:59:00 -06:00
Pedro Pinto
f849086397
Handled transition of order from disconnected back to connected.
2018-02-15 21:40:37 +00:00
Pedro Pinto
46abf5ae59
Rename OrderServiceServer2 to OrderServiceServer
2018-02-15 21:40:37 +00:00
Pedro Pinto
c600cc0caf
Canceled orders no longer reset fill qty to 0.
2018-02-15 21:40:37 +00:00
John Colvin
5c66666be9
SPARK-455 change time filter to use begin/end and avoid the extra click to turn the filter on
2018-02-15 16:37:51 -05:00
Jake Norbut
7732d80e10
Order Book - parent/child sorting
2018-02-15 15:21:05 -06:00
Taha Afzal
c60103d654
tests adjusted for avg price vs last price
2018-02-15 16:05:01 -05:00
Eric Harding
11a01c895c
Merged in review_me (pull request #5 )
...
spark-493
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2018-02-15 21:01:47 +00:00
Eric Harding
198b11efc0
spark-493
2018-02-15 15:33:06 -05:00
Eric Harding
76baa88f40
Use console log level info for debug builds (except for orderman)
2018-02-15 14:40:59 -05:00
Jake Norbut
bbb340c1a0
SPARK-435 and SPARK-464 (I think) [thx Eric!] - order parent toggle visibility
2018-02-15 11:40:14 -06:00
Eric Harding
3f250b40f2
Merge branch 'master' of bitbucket.org:bluetradesys/spark into MDScratch
2018-02-15 11:54:10 -05:00
Eric Harding
5f01bf5ea8
Fix up relay unit tests. Detected an unintentional bug benign behavior change.
2018-02-15 11:39:55 -05:00
Taha Afzal
8b01c57691
spreader is not using OrderState::avg_price anymore
2018-02-15 11:05:56 -05:00
Jake Norbut
82424aebe2
SPARK-494 - OrderBook Last Filled now uses last_price instead of average_price
2018-02-15 09:55:02 -06:00
Eric Harding
4adaddbdb7
bugfix: break instead of return causes fall though to assert.
2018-02-15 10:51:26 -05:00
Eric Harding
011165e129
Fix test platform
2018-02-15 10:42:09 -05:00
Pedro Pinto
ae7229478e
Subrepos suck
2018-02-14 17:53:18 -05:00
Pedro Pinto
a360b37e82
Fixed accumulated fill quantiy value.
2018-02-14 17:52:38 -05:00
Pedro Pinto
cfa4f8b8b7
Removed duplicate file
2018-02-14 17:52:38 -05:00
John Colvin
28e97640a1
fix LadderTactileAdorner empty size text bug
2018-02-14 17:28:03 -05:00
Eric Harding
c824ceed2a
Add skip STL to debugger launch command.
2018-02-14 17:15:05 -05:00
Eric Harding
3d8409fd14
Clean up some logging.
2018-02-14 17:14:52 -05:00
John Colvin
d67fe21c9c
fix mview and time and sales second to last column width
2018-02-14 16:36:34 -05:00
John Colvin
bf5e4dbdd3
SPARK-457 Add security key to time and sales
2018-02-14 16:35:08 -05:00
John Colvin
33ad27882c
SPARK-456 Add security key to MView
2018-02-14 16:20:57 -05:00
John Colvin
4c2a68cb4b
SPARK-458 add security key to fills form
2018-02-14 16:10:54 -05:00
Eric Harding
c7bd026457
Inline perf fixes from edge
2018-02-14 16:10:49 -05:00
John Colvin
487b533c3a
SPARK-469 remove mutable order related columns in fills window
2018-02-14 16:10:46 -05:00
Eric Harding
1387a8bcf0
Fix from merge.
2018-02-14 15:55:41 -05:00
Eric Harding
228b00e218
merge origin master
2018-02-14 15:34:39 -05:00
John Colvin
31bc756173
SPARK-449 Automatic re-centering does not work
2018-02-14 15:23:33 -05:00
Eric Harding
25051fedb5
add md unit test vscode debug config
2018-02-14 14:49:53 -05:00
Eric Harding
c5297185aa
Spark-231
2018-02-14 14:28:42 -05:00
Eric Harding
ecaf1c13db
Delete some unused tests
2018-02-14 14:28:22 -05:00
Taha Afzal
88aebd949b
log improvements
2018-02-14 14:28:02 -05:00
Taha Afzal
d7d56a7b33
disabling auto recenter in the ladder
2018-02-14 14:28:02 -05:00
John Colvin
0e1be68093
added atm_line setting to Ladder, defaults to bid
2018-02-14 14:21:32 -05:00
John Colvin
6920738f0c
delete DialogButtonSkirt, use DialogSkirtOKCancel/OKApplyCancel instead
2018-02-14 13:09:50 -05:00
John Colvin
ae1d66ef1e
fix handle_error ErrorReporter extension method
2018-02-14 12:48:34 -05:00
Jake Norbut
a9744228a0
SPARK-468 - moved security key to near last column; milliseconds now in time field
2018-02-14 10:14:11 -06:00
Eric Harding
1732388b23
Temporarily remove this assert. spark-482
2018-02-14 10:49:22 -05:00
Taha Afzal
93b83d2158
more logs
2018-02-14 09:23:24 -05:00
John Colvin
f48c2ed80e
SPARK-461 Iceberg order is not filling in show quantity
2018-02-13 20:20:36 -05:00
John Colvin
d9bc3348c2
SPARK-452 0 sized orders should not be allowed from the ladder or ticket
2018-02-13 19:18:40 -05:00
John Colvin
d5b0ee5eab
SPARK-447 Changing the price of a partially filled order
2018-02-13 18:08:32 -05:00
Pedro Pinto
b5c75e6cef
Better phrasing in dialog.
2018-02-13 17:45:59 -05:00
Pedro Pinto
e6023b27e7
This subrepo stuff is baffling
2018-02-13 17:27:23 -05:00
Pedro Pinto
1589355e27
Minor doc change.
2018-02-13 17:26:39 -05:00
John Colvin
75ed72dd0c
SPARK-446 Ladder order placement feedback
2018-02-13 16:43:15 -05:00
Eric Harding
3b5aaca062
RecenterCountdown might not have a security yet
2018-02-13 16:21:20 -05:00
Taha Afzal
7f817a47dc
log for hedging
2018-02-13 16:03:20 -05:00
Jake Norbut
c6be6f63f6
OrderBook - nows allows for unknown securities (Spreader) in orders
2018-02-13 14:45:26 -06:00
Taha Afzal
826f69dcdc
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-02-13 15:21:06 -05:00
Eric Harding
0aa5ccda18
delete[] doesn't like this pointer type.
2018-02-13 14:29:55 -05:00
Eric Harding
045ac9143a
Add null check to implicit constructor for Immutable genererated types
2018-02-13 14:13:41 -05:00
Eric Harding
c515129d20
Destroy logging after config is initialized
2018-02-13 13:42:02 -05:00
Taha Afzal
dd7a400e2d
SPARK-462 recovered errors take the spreader to the end state now (not asserting)
2018-02-13 13:10:01 -05:00
Pedro Pinto
1b41f69939
Hopefully fixed bad fill handling bug
2018-02-13 12:34:38 -05:00
Pedro Pinto
64c51c64be
Updated docker ptr
2018-02-13 12:34:38 -05:00
Pedro Pinto
7be1bbccfd
More civilized string conversions.
2018-02-13 12:34:38 -05:00
Eric Harding
1a2cc6280d
md md2_unit tests (2h)
2018-02-13 12:14:29 -05:00
Jake Norbut
c98c6cca76
SPARK-459 - OrderBook grid now displays security key
2018-02-13 09:55:09 -06:00
Eric Harding
1f59438363
Synthetic discovery in on_security. Next add to scan_securities to get new ones
2018-02-12 17:30:54 -05:00
Jake Norbut
2378b3cb05
SPARK-460: OrderBook performancce issues - grid is now virtualizing rows correctly
2018-02-12 15:33:44 -06:00
John Colvin
3d7efd5686
implement Security IComparable (not just compare ids)
2018-02-12 15:26:35 -05:00
Taha Afzal
1745a327e7
logs
2018-02-12 15:05:56 -05:00
Michael Harding
88d09a1cf8
SPARK 450: refine workspaces dialog
2018-02-12 10:33:11 -05:00
Pedro Pinto
db47b28cbd
Fixed MD subscription service in OrderServices.
2018-02-11 16:30:12 -05:00
Pedro Pinto
1d2a21a636
Defaulted console logging to error
2018-02-11 14:42:51 -05:00
Taha Afzal
3b6e8e0076
more logs
2018-02-11 09:27:48 -05:00
John Colvin
d73932f7af
SPARK-448 Market sheets Working
2018-02-09 21:06:55 -05:00
John Colvin
8b9bd244fe
SPARK-444 Double click ladder price column to recenter
2018-02-09 19:11:29 -05:00
John Colvin
aa24b881fc
fix mview orders update bug
2018-02-09 18:24:24 -05:00
Jake Norbut
6e9d733355
SPARK-445 - Working orders have a distinctive background color
2018-02-09 15:53:55 -06:00
John Colvin
d5fec688af
mview - inside orders animation responds to market changes
2018-02-09 16:34:28 -05:00
Pedro Pinto
c78232554e
Reduced output of testorderman.
2018-02-09 15:31:52 -05:00
Jake Norbut
0ca4379859
SPARK-434: OrderBook now has Cancel Selected
2018-02-09 13:04:42 -06:00
Jake Norbut
fb61c8522f
SPARK-443: Security Picker language
2018-02-09 12:22:31 -06:00
John Colvin
7cd3d4653b
remove old order references
2018-02-09 12:17:07 -05:00
Michael Harding
cf0d8f7801
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-02-09 12:06:32 -05:00
Michael Harding
67026489ac
SPARK-440: Move Ticket button up
2018-02-09 12:06:24 -05:00
Taha Afzal
5058e3ffae
more logs
2018-02-09 12:00:26 -05:00
Michael Harding
a0bf258fc6
SPARK-431: Change Support to Help
2018-02-09 11:01:10 -05:00
Michael Harding
1b89dae918
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-02-09 10:44:34 -05:00
Michael Harding
fbe2f57148
SPARK-407: Tooltips now show on disabled Spark Menu items
2018-02-09 10:40:49 -05:00
Pedro Pinto
eb80dde5e2
Fixed order update/cancel at cert.
2018-02-09 10:13:32 -05:00
Pedro Pinto
a7d9352755
Added utility to load core dumps.Assumes a specific core name format
...
This should be set in rc.local:
sysctl -w "kernel.core_pattern=/tmp/core_dump_%e_%p"
2018-02-09 10:12:17 -05:00
Michael Harding
87b0232caf
SPARK-432: Support dialog does not require contact info
2018-02-08 15:41:46 -05:00
Jake Norbut
529c55e0db
SPARK-441: OrderBook Order Type text now displays correctly in the fancy column
2018-02-08 11:33:07 -06:00
Michael Harding
019cbbbdda
SPARK-433: Report a problem
2018-02-08 10:40:25 -05:00
Michael Harding
4f5b0ee1b5
Spark 415: 400<800
2018-02-08 10:40:25 -05:00
Michael Harding
5a3a815cd6
SPARK-416: Sythetics menu
2018-02-08 10:40:25 -05:00
Pedro Pinto
9895c01de8
Refactored orderman2 to orderman
2018-02-08 10:28:59 -05:00
Pedro Pinto
4b0d08d59f
Cleaned up file locations for spreader.
2018-02-08 10:07:54 -05:00
Pedro Pinto
494cd327fc
Better sim defaults
2018-02-08 13:54:53 +00:00
Taha Afzal
459e6b5044
sec res from the spreader uses the synthetic sec inside the order def (for testing)
2018-02-07 23:34:12 -05:00
Taha Afzal
c441b942bb
sec res logs more
2018-02-07 22:38:08 -05:00
Pedro Pinto
9b50ec699d
Reduced maintenance window for SIM fix session.
...
For all you hard workers out there.
2018-02-07 19:23:36 -05:00
Taha Afzal
af1629007f
state machine change to account for on_active in END state
2018-02-07 17:19:09 -05:00
Pedro Pinto
1b88903610
Added support for stop and stop limit orders in testing.
2018-02-07 17:05:17 -05:00
John Colvin
1e533fe4eb
SPARK-428 Synthetics: Use the word Synthetic not Synthetic Spread everywhere
2018-02-07 16:32:28 -05:00
John Colvin
e5fbb7a8df
SPARK-429 Grid filters: select from domain filter should use checkboxes
2018-02-07 16:19:08 -05:00
Pedro Pinto
0a18fba52d
Improved support for market orders.
2018-02-07 15:33:29 -05:00
Pedro Pinto
210faa3d1e
Logged more sensibly.
2018-02-07 15:33:29 -05:00
Pedro Pinto
5ee5cb97db
Fixed test prompt.
2018-02-07 15:33:29 -05:00
Taha Afzal
4d6903301a
better log reporting in the spreader
2018-02-07 15:18:25 -05:00
Pedro Pinto
17354c1c07
Moved docker subrepo pointer
2018-02-07 19:38:29 +00:00
Pedro Pinto
c401b77f9b
SPARK-439 - Added support for spreader orders in test interface.
2018-02-07 19:38:29 +00:00
Pedro Pinto
74fb77cd0a
Added some documentation and moved some files around for clarity.
2018-02-07 19:38:29 +00:00
John Colvin
2ad25c13f9
SPARK-437, SPARK-438 -- window heights
2018-02-07 14:35:09 -05:00
John Colvin
5f7d90d320
remove a lot of unused code
2018-02-07 14:07:41 -05:00
Taha Afzal
6b09d1a4d0
fixing the build
2018-02-07 09:57:08 -05:00
Taha Afzal
5f3a5e1834
reproting needed the quantity
2018-02-07 09:47:18 -05:00
John Colvin
a30e140555
[SPARK-423] SparkWindow implements IMeasureContentSize, provides windows
...
with sensible initial size"
2018-02-06 21:37:38 -05:00
Pedro Pinto
560e54075c
More refactoring of orderman.
2018-02-06 17:56:39 -05:00
Pedro Pinto
551ac20aaf
Cleaning up obsolete orderman code.
2018-02-06 17:06:54 -05:00
Pedro Pinto
842829b4a3
Fixed clang build.
2018-02-06 16:57:56 -05:00
Pedro Pinto
6ae3f62150
Tweaked log viewer script.
2018-02-06 16:03:54 -05:00
Eric Harding
961328c82c
Port double rounding fix from edge
2018-02-06 13:32:24 -05:00
Taha Afzal
6f1af3eeff
spreader better reporting
2018-02-06 07:45:18 -05:00
John Colvin
d2a1f8dab3
SPARK-430 Filters: time filter should have before/after gates
2018-02-05 22:04:01 -05:00
John Colvin
63b87260fc
SPARK-424 Time and sales window: first column should be security
2018-02-05 19:00:35 -05:00
John Colvin
24777a4040
SPARK-419 Market View: fills and time and sales commands should bring up filtered views
2018-02-05 18:53:32 -05:00
Taha Afzal
bd99b770ed
spreader reporting its state
2018-02-05 14:02:38 -05:00
Jake Norbut
d3229b9756
OrderBook - low-hanging perf fix (GetHashCode)
2018-02-05 11:11:49 -06:00
Jake Norbut
0d8a7d948b
OrderBook - hooking up enter key to default action
2018-02-05 11:09:46 -06:00
Taha Afzal
345c98a5bb
SPARK-331 all tests almost done
2018-02-04 22:07:17 -05:00
Taha Afzal
1a6ab53f61
SPARK-331 last spreader test remains after this
2018-02-04 15:21:31 -05:00
Taha Afzal
06ac964e0f
SPARK-331 accidentally disabled tests
2018-02-03 19:07:29 -05:00
Taha Afzal
d94bf2d569
SPARK-331 spreader on_book
2018-02-03 18:49:06 -05:00
Taha Afzal
d259f9824f
SPARK-331 spreader working state
2018-02-02 19:45:10 -05:00
Michael Harding
482a76ae3a
Add Workspaces dialog to the Settings menu
2018-02-02 16:52:05 -05:00
Eric Harding
a1146adbd3
Merge branch 'master' of bitbucket.org:bluetradesys/spark into MDScratch
2018-02-02 15:00:33 -05:00
Taha Afzal
9fdf52141e
SPARK-331 spreader start state test completed
2018-02-02 13:57:08 -05:00
John Colvin
3d4d0fc75d
AttachedCommands.DoubleClick uses InputBinding rather than DoubleClick event
2018-02-02 12:55:24 -05:00
John Colvin
719703b6e3
mview - fix row Enter Key binding
2018-02-02 12:55:24 -05:00
Pedro Pinto
a269d82ee5
Improved log viewing script.
2018-02-02 11:55:25 -05:00
Pedro Pinto
9c59420b3c
Fixed a bug in order id generation when we send over 1000 orders
2018-02-02 11:55:25 -05:00
Eric Harding
8c7b11ae5b
Fixes for cert market data
2018-02-02 11:33:51 -05:00
Eric Harding
b00bbbb582
advance linux docker pointer
2018-02-02 10:57:20 -05:00
Pedro Pinto
707bcf82f3
Added core dump enabling to sparklib
2018-02-01 19:43:43 -05:00
Pedro Pinto
54245295b9
Build tweaks
2018-02-01 19:43:43 -05:00
Pedro Pinto
317f3a8e71
Build tweaks
2018-02-01 19:43:43 -05:00
John Colvin
69cd3a97a3
Fills Window selection highlight stretches across whole grid
2018-02-01 19:38:33 -05:00
John Colvin
c8d8c97e1b
SPARK-425 Time and sales window: remove Type column
2018-02-01 19:37:51 -05:00
John Colvin
dedce259ec
SPARK-417 No default action (dbl click or enter) on Mview
2018-02-01 19:27:06 -05:00
John Colvin
5d43b033e6
delete ImportedResources.cs
2018-02-01 19:27:06 -05:00
John Colvin
73e60fe62c
Ladder accounts come from OrderFactory
2018-02-01 19:27:05 -05:00
Taha Afzal
e5a10ea875
SPARK-331 spreader start state test
2018-02-01 18:03:40 -05:00
Taha Afzal
c968b46d83
SPARK-331 spreader start state test
2018-02-01 17:08:01 -05:00
John Colvin
4e329d0baf
SPARK-426 Time and Sales window: sparkmenu for ladder and ticket don't seem to work
2018-02-01 16:41:02 -05:00
John Colvin
0aaaeb6687
SPARK-420 Fills Window cleanup
2018-02-01 16:15:23 -05:00
John Colvin
c221b427b2
introduce OrdersFactory, nearly retire OrderDataHelper
2018-02-01 15:30:37 -05:00
Jake Norbut
4761b24517
SPARK-406 - duplicates criteria additions no longer possible
2018-02-01 13:48:32 -06:00
Eric Harding
35c6844501
Port fixes from edge to mdp3 to spark.
2018-02-01 13:58:03 -05:00
Eric Harding
7ba2062e21
run_market_datapublishers should have an option to not return.
2018-02-01 13:57:29 -05:00
Eric Harding
4ac7753a4e
removed unused windows scripts
2018-02-01 13:31:48 -05:00
Eric Harding
7f6e26edea
advance docker/linux repo pointer
2018-02-01 13:31:48 -05:00
Taha Afzal
fe67971a9a
SPARK-331 hedger tests completed"
2018-02-01 10:36:52 -05:00
Taha Afzal
c03cf06738
SPARK-331 hedger tests partially enabled 19/22
2018-02-01 10:19:04 -05:00
Pedro Pinto
aec57a13c3
Minor built setup tweaks.
2018-02-01 14:03:15 +00:00
John Colvin
6f311a6278
fills proto
2018-01-31 18:29:03 -05:00
John Colvin
a2be509df6
orderbook selection highlight stretches across grid
2018-01-31 18:29:03 -05:00
Taha Afzal
6a949a4d5a
SPARK-331 hedger tests partially enabled 17/22
2018-01-31 18:18:53 -05:00
Taha Afzal
0ac00e54d5
SPARK-331 quoter cycle test enabled 14/22
2018-01-31 18:18:53 -05:00
John Colvin
df4ff8caf9
left align column header content by default
2018-01-31 18:18:01 -05:00
John Colvin
7352468f7d
fix unintended implicit cast of null to Security to SecurityImmutable in fills
2018-01-31 17:17:43 -05:00
John Colvin
d7f847ec91
code cleanup
2018-01-31 15:30:11 -05:00
John Colvin
37f915892e
SPARK-405 Fix up column names in Mview
2018-01-31 13:54:17 -05:00
John Colvin
709e0ad06f
SPARK-404 Remove little frame around Working column in mview
2018-01-31 13:52:44 -05:00
Taha Afzal
855ae306f6
SPARK-331 more tests enabled 13/22
2018-01-31 12:40:14 -05:00
John Colvin
ae2f5e6742
clean up OrdersModel on_fill_tuples
2018-01-31 12:22:59 -05:00
John Colvin
8dde742f29
SPARK-409, SPARK-411
2018-01-31 12:22:58 -05:00
Taha Afzal
0b974f56b6
SPARK-331 more tests enabled 11/22
2018-01-30 18:29:11 -05:00
Taha Afzal
9998069280
SPARK-331 more tests enabled 9/22
2018-01-30 18:06:03 -05:00
Taha Afzal
ca099313ab
SPARK-331 more tests enabled
2018-01-30 18:06:03 -05:00
John Colvin
6c7dc36c4c
SPARK-412 In ladder Cancell All/Cancel Buy/Cancel Sell should only send cancels for orders that are in non terminal states (i.e inactive, working, disconnected, pending working)
2018-01-30 17:46:20 -05:00
John Colvin
1db63f12da
google proto TimeStamp.FromDateTime expects UTC time
2018-01-30 17:42:18 -05:00
John Colvin
d53ac06f6b
SPARK-411 Fills Window doesn't seem to be connected to Order Interface?
2018-01-30 17:26:08 -05:00
John Colvin
949de3752d
unify prop name in SecurityGrid
2018-01-30 17:26:07 -05:00
John Colvin
1090396286
SecurityGrid was not disposing subscription
2018-01-30 17:26:07 -05:00
John Colvin
563d973023
hide IRXCollection implementations
2018-01-30 17:26:07 -05:00
Taha Afzal
b13c55ed28
SPARK-331 just bulldozing through the tests will not work
2018-01-30 14:57:54 -05:00
Pedro Pinto
36f93f1df3
Improved exchange simulator. Now with fewer crashes.
2018-01-29 17:29:21 -05:00
John Colvin
407f329965
move MDSource to daemons
2018-01-29 16:18:19 -05:00
Jake Norbut
903303e542
Order Book Window - Cancel widgets now are only enabled based on order state
2018-01-29 14:36:00 -06:00
Pedro Pinto
855499c5b4
Fixed clang build.
2018-01-29 11:48:06 -05:00
Pedro Pinto
7db43fa2cb
Added dynamic lttng back.
2018-01-29 11:48:06 -05:00
Pedro Pinto
78bcca871c
Removed linking to lttng until we can figure shared/static linking
2018-01-29 11:31:58 -05:00
Pedro Pinto
5ea0f5010f
Added lttng trace support.
2018-01-29 11:08:22 -05:00
Pedro Pinto
144be5e816
Fixed fix buffer allocation.
2018-01-29 08:51:23 -05:00
Pedro Pinto
cf8a79201d
Fixed MergeByKey so that it can take references.
2018-01-29 08:51:23 -05:00
Pedro Pinto
0882966138
Made sure that native orders report their last msgs.
2018-01-29 08:51:23 -05:00
Pedro Pinto
1aa4d4d69d
Work towards dspark.
2018-01-29 08:51:23 -05:00
Pedro Pinto
74528bfa8f
Fixed clang build.
2018-01-29 08:51:23 -05:00
Pedro Pinto
ca5faa206f
Changed jetfix conf default to account for cert
2018-01-29 08:51:23 -05:00
Pedro Pinto
1f56d89c33
Updated container
2018-01-29 08:51:23 -05:00
Pedro Pinto
2f3ed3f621
Added a few notes.
2018-01-29 08:51:23 -05:00
Taha Afzal
84e145f0be
SPARK-331 getting the tests back (6/22)
2018-01-28 17:24:04 -05:00
John Colvin
87d562a753
MarketView - fix show OrderBook side filter
2018-01-27 17:44:41 -05:00
John Colvin
0ce9d86e4b
organize SparkTags
2018-01-27 17:37:24 -05:00
John Colvin
c258f57385
remove unused code
2018-01-27 17:36:45 -05:00
John Colvin
4b230f489c
SPARK-402 Investigate tick down for non decimal products
2018-01-26 17:22:50 -05:00
John Colvin
5089bdc702
TimeAndSales - remove row header color
2018-01-26 16:48:59 -05:00
John Colvin
9ca2a479e6
Fills - remove row header color
2018-01-26 16:43:15 -05:00
John Colvin
e71b6bbb73
MarketView - working orders hyperlinks to OrderBook
2018-01-26 16:36:18 -05:00
John Colvin
7a712fbaf2
MarketView - reduce slowness with large security sets
2018-01-26 15:55:29 -05:00
Taha Afzal
332b7380be
SPARK-331 getting the tests back (3/22)
2018-01-26 13:35:28 -05:00
Taha Afzal
2ec26b390f
SPARK-331 test_common integrated with orderman2
2018-01-26 12:47:55 -05:00
Taha Afzal
41c925f593
SPARK-331 Hedger States done have strings in them anymore
2018-01-26 09:57:59 -05:00
Taha Afzal
a14b8642cc
SPARK-331 ChildOrders arre handled through SpreadChildOrderState
2018-01-26 00:15:27 -05:00
Taha Afzal
ac427f5102
SPARK-331 Spreader external classes wrapped in interfaces
2018-01-25 23:47:27 -05:00
Kevin Darby
afe100455c
buildspark, clientbuild, jenkinsbuild. We need more scripts!
2018-01-25 13:25:21 -05:00
John Colvin
9307eceb0e
MarketView observes securities from criteria (no longer depends on hard set)
2018-01-25 12:05:10 -05:00
Michael Harding
969253dbc9
SparkMenu/Toolbar refinements
2018-01-25 12:00:46 -05:00
Michael Harding
af6356f2f7
Removing another border
2018-01-25 11:20:16 -05:00
Taha Afzal
f51bbf0c3d
SPARK-331 Adding on_transition to Quoter
2018-01-25 08:02:06 -05:00
John Colvin
4af07c358b
fix BufferLatest
2018-01-24 19:06:29 -05:00
Kevin Darby
205de4cc54
ready for cert, but still hitting sim for now
2018-01-24 17:58:36 -05:00
Taha Afzal
ff217c2007
SPARK-331 Remove old init() from Quoter
2018-01-24 17:48:53 -05:00
Kevin Darby
51ddea62d1
target .net 471 and change build scripts to generate portable PDBs to facilitate debugging in vscode
2018-01-24 17:37:37 -05:00
John Colvin
798fc8f7ff
remove unused change securities callback in FillsWindow
2018-01-24 17:29:30 -05:00
John Colvin
6b6721d93f
fix null ref in FillsWindow.Dispose()
2018-01-24 17:25:58 -05:00
John Colvin
4d8a08fa66
SPARK-385 in time and sales drop synthetic spreads command
2018-01-24 17:25:01 -05:00
John Colvin
4c5b0e5a66
SPARK-384 in time and sales provide default action
2018-01-24 17:19:36 -05:00
John Colvin
117dae64c9
TimeAndSales protomember indices
2018-01-24 17:19:36 -05:00
John Colvin
1695150841
TimeAndSales - use CustomOrderDefinition.OrderType for order type col
2018-01-24 17:19:35 -05:00
John Colvin
18c17f938d
SecurityGrids - fix CurrentItem bindings and related command-parameter-observables
2018-01-24 17:19:35 -05:00
Jake Norbut
8638c807e4
Ladder - change on day is now sign-sensitive
2018-01-24 15:08:56 -06:00
Taha Afzal
d3916bf41a
SPARK-331 Added SpreaderOrder new time event
2018-01-24 14:58:58 -05:00
Jake Norbut
b87b4eaa07
SPARK-400: OrderBook price now shows ticks
2018-01-24 13:34:57 -06:00
John Colvin
94fab05f83
Fills - row-selection highlight spans whole grid
2018-01-24 14:18:16 -05:00
John Colvin
1d51e2170b
TimeAndSales - row-selection highlight spans whole grid
2018-01-24 14:17:32 -05:00
John Colvin
16429d4e61
fix type-o in SecurityRow object.Equals override
2018-01-24 14:14:05 -05:00
John Colvin
51cf21b424
SPARK-396 Modifying Order ticket size crashes it
2018-01-24 14:05:43 -05:00
John Colvin
e11d85021f
fix RXObservable use of Observable.Buffer, add BufferLatest extension
2018-01-24 13:58:16 -05:00
John Colvin
9a5375a4f2
SecurityGrids use id based security IEqualityComparer
2018-01-24 13:58:16 -05:00
Jake Norbut
2cb372211d
SPARK-397: Security Picker remove box now supports multiselect
2018-01-24 11:20:18 -06:00
John Colvin
b71789574d
fix SparkCommandParamObserver raiseCanExecuteChanged, appropriately disable spark menu items
2018-01-24 01:12:08 -05:00
John Colvin
75e9c2349d
fix null ref exception in ViewModelBase.Property value setter
2018-01-24 01:10:01 -05:00
John Colvin
5993d21bfc
mview - security header cell style based on default style
2018-01-24 01:07:32 -05:00
John Colvin
db93d35c95
SPARK-379 in mview do not use header color inside grid row
2018-01-24 00:38:15 -05:00
John Colvin
4b9b37f6df
SPARK-388 in fills get rid of all commands
2018-01-24 00:34:30 -05:00
John Colvin
3440af355f
SparkWindow hides menu if no Commands present
2018-01-24 00:34:00 -05:00
John Colvin
225fb2b595
SPARK-387 in fills use single row selection
2018-01-23 21:50:31 -05:00
John Colvin
ca5ec59db3
SPARK-383 in time and sales use row selection
2018-01-23 21:44:56 -05:00
John Colvin
0efcec43a0
MarketView - change CurrentCell binding to CurrentItem(row) binding
2018-01-23 21:40:07 -05:00
John Colvin
d884114fc2
SPARK-394 Change Ladder right click functionality
2018-01-23 21:29:13 -05:00
John Colvin
5654e79535
get rid of old unused drag/drop diagnostics logger class
2018-01-23 21:29:13 -05:00
Taha Afzal
01d10b516b
SPARK-331 Added SpreaderChildOrder re-init
2018-01-23 17:25:33 -05:00
John Colvin
a4e62f6af5
SPARK-378 in mview use row selection
2018-01-23 16:31:07 -05:00
John Colvin
2902eb5f6c
SecurityGrid hides IHandleRowSelection imp
2018-01-23 16:21:47 -05:00
John Colvin
c504229532
MarketView uses [new] OrdersModel
2018-01-23 15:49:22 -05:00
John Colvin
fd395cbd27
AttachedCommands.DoubleClick uses FrameworkElementLifeDependency
2018-01-23 15:49:22 -05:00
Taha Afzal
9524f16798
SPARK-331 Hedger is using orderman2
2018-01-23 15:03:15 -05:00
Jake Norbut
0ec4061868
SPARK-398: Security Picker double click behavior now calls OK and Remove RaiseCanExecuteChanged
2018-01-23 13:45:50 -06:00
Jake Norbut
b44d3c869e
SPARK-350: Modify Order behavior changes
2018-01-23 13:36:13 -06:00
Taha Afzal
8c24936702
SPARK-331 Quoter is using orderman2
2018-01-23 12:36:01 -05:00
Taha Afzal
1ecc33fb6c
SPARK-331 IQuoterStateWorker interface changedto accomodate orderman2
2018-01-23 12:36:00 -05:00
Jake Norbut
2bcaab2fd6
Security Picker - Set selected index to 0 on load so that all listboxes are initially populated
2018-01-23 10:36:40 -06:00
Taha Afzal
24f7519beb
SPARK-331 ISpreaderStateWorker interface now deals with orderman2 completely
2018-01-22 23:30:26 -05:00
Taha Afzal
9cf100650c
SPARK-331 Removed WaitingForFirstConn state
2018-01-22 19:05:55 -05:00
Taha Afzal
ff82df6e99
SPARK-331 ISpreaderStateWorker getting rid of on_external_error and on_disconnect
2018-01-22 18:38:48 -05:00
Taha Afzal
70aa373a8f
SPARK-331 (Hedger is using new book)
2018-01-20 21:07:42 -05:00
Taha Afzal
5c3799e2aa
SPARK-331 (deleting old Book headers from Quoter)
2018-01-20 20:48:03 -05:00
Taha Afzal
752556d716
SPARK-331 (Using orderman2::Book)
2018-01-20 20:39:38 -05:00
Taha Afzal
cfaad8ee01
SPARK-331 Intergaring with orderMan2
2018-01-19 23:01:11 -05:00
Taha Afzal
985e3d57fd
SPARK-331 Intergaring with orderMan2
2018-01-19 20:29:25 -05:00
Michael Harding
c2180c1e71
Secret Expander button
2018-01-19 19:02:32 -05:00
Taha Afzal
8123512269
SPARK-331 Intergaring with orderMan2
2018-01-19 16:38:39 -05:00
John Colvin
235e8b397f
SPARK-266 create synthetic add/remove leg functionality; add
...
SyntheticSpreadsMangement window; CreateSynthetic add/remove leg functionality
2018-01-19 15:48:10 -05:00
Michael Harding
a0bfedce82
Spark 365
2018-01-19 15:40:15 -05:00
Jake Norbut
a1c1e7e8d7
Security Picker - broke single selection mode
2018-01-19 14:39:15 -06:00
Michael Harding
1b8cbc1127
Hide unused launcher menu items
2018-01-19 14:16:43 -05:00
Michael Harding
69a6d97852
Spark 358, 359
2018-01-19 14:16:43 -05:00
Taha Afzal
cfa868921a
SPARK-331 Intergaring with orderMan2
2018-01-19 14:10:02 -05:00
Taha Afzal
2282a814d8
SPARK-331 Intergaring with orderMan2
2018-01-19 13:34:09 -05:00
Jake Norbut
4834647e56
SPARK-367 - double click now takes focused item regardless of selection
2018-01-19 11:52:32 -06:00
Michael Harding
23067caf89
About Spark window now Says Spark
2018-01-19 12:45:55 -05:00
Michael Harding
9dcf4cb530
Security picker title is now an action
2018-01-19 12:34:35 -05:00
Michael Harding
df779af56a
Spark Menu/toolbar Item names
2018-01-19 12:34:10 -05:00
Michael Harding
343727e862
Borders
2018-01-19 12:33:02 -05:00
Jake Norbut
6c8135ec93
refactor SecurityImmutable sorting by exp
2018-01-19 09:13:31 -06:00
Taha Afzal
2681dd5b35
SPARK-331 Intergaring with orderMan2
2018-01-18 23:27:02 -05:00
Jake Norbut
525e11fb32
SPARK-342: picker sort by exp
2018-01-18 18:03:38 -06:00
Jake Norbut
0319667b2d
some of SPARK-367; Security Picker listboxes must have a selection to populate the next one over
2018-01-18 17:25:41 -06:00
Jake Norbut
55f67cd54b
SPARK-373: order state enums to Title Case
2018-01-18 13:56:51 -06:00
Jake Norbut
e0c31e8749
OrderBook - tweaking date and time format string
2018-01-18 12:44:04 -06:00
Jake Norbut
f1e479503f
SparkCommands - Cancel Orders text changed to Cancel All Orders
2018-01-18 12:42:53 -06:00
John Colvin
336f171d08
SPARK-391 in fills use real OrdersModel
2018-01-17 18:11:16 -05:00
John Colvin
ab02ef44e5
SPARK-386 in fills remove security picker preamble
2018-01-17 15:42:32 -05:00
John Colvin
ec563ab5ab
SPARK-382 in time and sales rename update securities to change securities
2018-01-17 14:22:26 -05:00
John Colvin
61a55c4d0a
SPARK-377 in mview rename update securities to change securities
2018-01-17 14:21:54 -05:00
John Colvin
0c49c1fc93
SPARK-380 in mview provide hyper links in bid/ask size
2018-01-17 14:00:44 -05:00
Eric Harding
68b407387c
work in progress
2018-01-17 08:20:26 -05:00
John Colvin
7cd7358b60
OrderTicket - use Limit as fallback selected_order_type
2018-01-16 20:25:33 -05:00
John Colvin
96223b5d61
OrderTicket - fix selected_order_type binding
2018-01-16 20:24:05 -05:00
John Colvin
12bdbd3e04
SPARK-389 Ticket crashes (from launcher)
2018-01-16 20:11:10 -05:00
John Colvin
70a8993234
add Create Synthetic SparkCommand to MarketView
2018-01-16 19:46:26 -05:00
John Colvin
748cccedca
CellSelectionMapper removes row from selection map if no columns are selected
2018-01-16 19:46:25 -05:00
John Colvin
ba49bb854e
SparkWindows use selected_securities_observable() in SparkCommands
2018-01-16 19:46:25 -05:00
John Colvin
815d073a72
subscribe and handle SyntheticCreate/Strategy tags
2018-01-16 19:46:25 -05:00
John Colvin
1ff6dae378
move Synthetic files into Modules/Spreader dir
2018-01-16 19:46:25 -05:00
John Colvin
b390000dd5
remove old, unused code
2018-01-16 19:46:25 -05:00
John Colvin
c8a6aa68ae
Factor out common ErrorHandler behavior to generic extensions
2018-01-16 19:46:24 -05:00
Jake Norbut
8af2a7fa1c
SPARK-371
2018-01-16 17:00:57 -06:00
Jake Norbut
bb8298e306
SPARK-374
2018-01-16 12:35:52 -06:00
Jake Norbut
f5d6a968e3
SPARK-370
2018-01-16 12:35:02 -06:00
Jake Norbut
582fbec3d4
SPARK-369 and SPARK-372
2018-01-16 12:31:48 -06:00
Taha Afzal
6cfa22c96b
SPARK-331, Adding OrderBuilder creation to SpreaderUtils
2018-01-16 12:59:33 -05:00
Jake Norbut
108b5056b6
SPARK-346
2018-01-16 11:39:22 -06:00
Jake Norbut
8a39f08634
moving formatted name cache so non-glbx spreads can make use of it as well
2018-01-16 11:19:38 -06:00
Jake Norbut
4e6e97abe1
SPARK-341
2018-01-16 10:32:35 -06:00
Eric Harding
6d256ffa7f
Fix copy constructor and c# MDConsumerHandle blit code
2018-01-16 10:22:06 -05:00
Jake Norbut
dc42247c57
SPARK-342
2018-01-16 09:17:26 -06:00
Eric Harding
97ef233dfe
Implement misc function
2018-01-16 09:37:36 -05:00
Eric Harding
5f7d4df386
merge from master
2018-01-16 08:24:14 -05:00
John Colvin
29597855c0
SPARK-337 OrderVM.try_change_price should not ignore result of calling order_gateway to change the price.
2018-01-15 17:27:43 -05:00
John Colvin
643677b3b0
Ladder uses OrderRecordImmutable order template
2018-01-15 17:27:34 -05:00
John Colvin
7540617425
buildsparkd.cmd accepts d/r arguments (debug/release)
2018-01-15 14:01:39 -05:00
Taha Afzal
5323394cb4
SPARK-331, Adding sec res to SpeaderUtils
2018-01-14 16:01:57 -05:00
Taha Afzal
a1676c74af
SPARK-331, Integrating SpreaderStartStateWorker with new Order
2018-01-14 16:01:57 -05:00
John Colvin
4dafd0da9c
SPARK-355 Ladder size should default to zero
2018-01-12 18:26:51 -05:00
Jake Norbut
59702d4562
Contract Picker - ListBox is sorted by ToString (not good)
2018-01-12 17:21:36 -06:00
John Colvin
508161f12b
OrderTicketVM correctly sets the OrderDef's side before sending
2018-01-12 18:05:41 -05:00
John Colvin
e22090c76c
ShowOrderTicketHandler uses valid OrderDefinition defaults
2018-01-12 18:00:18 -05:00
John Colvin
8495c3ecf1
SPARK-348 Nonworking orders should not be displayed in ladder
2018-01-12 17:49:18 -05:00
Eric Harding
b2033cf52e
spark-338 more complex than it looked
2018-01-12 17:36:29 -05:00
Jake Norbut
1dc084ac93
OrderBook - double click to modify, context menu, some dead code removal
2018-01-12 12:50:42 -06:00
Pedro Pinto
7656810934
Fixed clang build.
2018-01-12 10:15:18 -05:00
Pedro Pinto
5d930d40bf
Fixed NaN price in order entry.
2018-01-12 10:15:00 -05:00
Pedro Pinto
750b166d82
Made logging lazy with respect to msg arg evaluation.
2018-01-12 09:58:45 -05:00
Eric Harding
2935368f66
fold this in
2018-01-12 08:50:23 -05:00
Eric Harding
162cd66fee
This might work
2018-01-11 22:00:18 -05:00
John Colvin
5ed39dee62
hook up OrderTicket/Modify to new OrdersModel
2018-01-11 17:33:07 -05:00
Jake Norbut
2b74fe79f6
Complete Order template so we can send orders to sim
2018-01-11 15:12:21 -06:00
Eric Harding
7bb3758bae
Merged MDTempBranch into master
2018-01-11 15:15:15 -05:00
Michael Harding
1549c4d4f4
Replace menu icon with expander arrow in spark menus (tool bars)
2018-01-11 15:09:56 -05:00
Eric Harding
af5ffad7aa
Merge branch 'master' of bitbucket.org:bluetradesys/spark into MDTempBranch
2018-01-11 14:56:00 -05:00
John Colvin
b384afb8e4
revise new order model Ladder changes (per eric's comments)
2018-01-11 14:30:37 -05:00
John Colvin
c01b630222
Merge branch 'new-order-model'
2018-01-11 14:05:24 -05:00
Jake Norbut
f766edbbb7
OrderBook - populating cancel commands
2018-01-11 12:19:47 -06:00
John Colvin
19230dac85
Merge remote-tracking branch 'origin/master' into new-order-model
2018-01-11 11:45:05 -05:00
Pedro Pinto
074f0cbeea
Fixed market orders
2018-01-11 00:01:16 +00:00
John Colvin
c3f7fdaa6f
removing unused _test_data in OrdersModel
2018-01-10 17:55:38 -05:00
Eric Harding
7cfc556ea2
Fix typo in SQL
2018-01-10 17:34:52 -05:00
Jake Norbut
1b48adfc99
OrderBook Grid - saves and restores filter and sort criteria
2018-01-10 16:08:36 -06:00
Eric Harding
013f8ed184
run SyntheticSecurityService in main
2018-01-10 16:58:11 -05:00
Eric Harding
6ec7443677
spark-335 Hide details of syntheticsecurityservice in preparation for using in mdconsumer.
2018-01-10 16:57:44 -05:00
John Colvin
415dc4f580
SPARK-330 Ladder - hook up [new] OrdersModel
2018-01-10 16:53:30 -05:00
John Colvin
6e9857379c
deleting SampleOrderService
2018-01-10 16:12:17 -05:00
Jake Norbut
26cfafd6b0
more of SPARK-328 - adding filtering to grid
2018-01-10 13:22:11 -06:00
John Colvin
70181f1158
OrdersModel.on_orders uses service (not test data)'
2018-01-10 14:03:04 -05:00
Pedro Pinto
5d97bde3bf
Improved test harness for order manager.
2018-01-10 11:39:09 -05:00
Pedro Pinto
0c48b7f0b2
Fixed a few bugs in iceberg order.
2018-01-10 11:39:09 -05:00
Eric Harding
9d62b4592e
spark 334 Load/save security metadata
2018-01-10 11:19:39 -05:00
Jake Norbut
ae5820f187
fixing RegexFinder filter
2018-01-10 09:44:24 -06:00
Michael Harding
1b7cb04b5b
Icons and Blue
2018-01-10 09:37:06 -05:00
Eric Harding
dba3c541be
SyntheticSecurityService spark-322
2018-01-09 18:17:47 -05:00
Pedro Pinto
3afe48a446
Added a few more notes for spark.
2018-01-09 16:18:39 -05:00
Pedro Pinto
3b14feae59
Finished first cut of iceberg order.
2018-01-09 16:18:39 -05:00
Pedro Pinto
1d8891e23b
Made ChildOrder a bit easier to use.
2018-01-09 16:18:39 -05:00
Eric Harding
d0d5706a03
Add market_segment to shared memory dumper
2018-01-09 10:13:06 -05:00
John Colvin
a2b215091a
remove RegexOptions.Compiled from camel_to_title_case fn
2018-01-08 20:15:25 -05:00
Pedro Pinto
ea64fad8f1
Initial cut of iceberg order.
2018-01-08 12:23:24 -05:00
Pedro Pinto
e6f7cc9842
Added a bit more logging.
2018-01-08 11:58:14 -05:00
Jake Norbut
0d5bf06587
More of Spark-328
2018-01-08 09:22:54 -06:00
Eric Harding
4a84764dde
Simplify SecurityIDRecorder - have it record securities to DB when key is assigned.
2018-01-05 21:36:13 -05:00
Taha Afzal
e7ecf32423
SPARK-331, SpreaderOrder state machine interface has the new Order calls now
2018-01-05 17:20:22 -05:00
Taha Afzal
5b4996295b
SPARK-331, SpreaderOrder derives from the the new Order base class
2018-01-05 16:30:08 -05:00
Eric Harding
fcc29ec2d1
Load security db in mdp3 startup
2018-01-05 12:35:17 -05:00
Pedro Pinto
ff613f8d5c
Fixed a few bugs in native order management.
2018-01-05 11:52:04 -05:00
Pedro Pinto
7e5211ad59
Update docker container.
2018-01-05 11:02:38 -05:00
Pedro Pinto
638ff85b3a
Adding support for more native order types.
...
Market, Stop, Stop Limit
2018-01-05 11:02:31 -05:00
Jake Norbut
0e7f911b22
Order Book - some of SPARK-238; in case machine starts on fire
2018-01-04 15:15:07 -06:00
Taha Afzal
e397816a84
SPARK-331, removing derivation from SpreaderBase
2018-01-04 15:17:45 -05:00
Taha Afzal
1926802a7b
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2018-01-04 14:28:22 -05:00
Taha Afzal
a7f93091e8
SPARK-331, removing old SpreaderOrderMan
2018-01-04 14:28:11 -05:00
Eric Harding
d97b4db80a
Fix SecurityDB on windows so I can use it as a no-op for now
2018-01-03 17:23:28 -05:00
Eric Harding
4a6e31deb6
spark-320 implement securitydb
2018-01-03 17:14:57 -05:00
Taha Afzal
90f5a5d078
docker/linux
2018-01-03 17:07:24 -05:00
Pedro Pinto
279fbc9f13
Fixed clang build
2018-01-03 21:58:47 +00:00
Pedro Pinto
40627ffee7
Minor changes.
2018-01-03 16:54:50 -05:00
Taha Afzal
d1861cb404
SPARK-327 (restrcutured SpreaderBookkeepingData to be more efficent)
2018-01-03 15:00:34 -05:00
Eric Harding
8fe166633d
Add .vscode to excluded files for replication to linux
2018-01-03 12:50:02 -05:00
Eric Harding
7316757164
Add -t to buildsparkd to get colors to show across ssh.
2018-01-03 12:49:42 -05:00
Pedro Pinto
606e62ab69
Order execution/cancel/update works.
...
Need more testing, but looking good.
2018-01-03 11:22:30 -05:00
Pedro Pinto
1a79dcbfe0
Minor update to container.
2018-01-03 11:22:19 -05:00
Pedro Pinto
207b7d7c52
Minor build tweaks.
2018-01-03 08:39:20 -05:00
Pedro Pinto
7bf24f01c4
Fixed a few bugs in the order manager. Almost there.
2018-01-03 08:39:20 -05:00
Eric Harding
d7761125ff
Add WindowsQuick c_cpp profile for vscode. Mostly disables tag parser which was consuming 8+ hours of cpu time on launch.
2017-12-29 19:27:26 -05:00
Pedro Pinto
0737e2af58
Started to remove old order service.
2017-12-29 17:27:48 -05:00
Pedro Pinto
8b12d7c475
Updated orderman client cli to use new service.
2017-12-29 17:27:48 -05:00
John Colvin
b01d7bc1c1
darken DataGrid SelectedRowBackground for clearer distinction in RowHeaderCell style
2017-12-29 16:23:38 -05:00
John Colvin
8c851283e2
DataGrid RowHeaderCell background indicates IsSelected
2017-12-29 16:23:38 -05:00
Pedro Pinto
994580a40e
Fixed build.
2017-12-29 15:58:53 -05:00
Pedro Pinto
672aa14990
Order service boots, connects to gateway. More tests in order.
2017-12-29 15:58:53 -05:00
Pedro Pinto
07a3f99f78
Added a log pretty-printer and precise time stamps to log msgs.
...
We now get a total order for log messages that makes sense and also
the possiblity of measuring the time between any log messages
precisely. This can be used to provide latency logs for the spreader
or any other critical part of the system.
2017-12-29 15:58:53 -05:00
Pedro Pinto
e981bfb7ba
Changed polling mechanism in mercury to avoid using concurrent queue
...
This avoids the overhead of pushing/poping from the queue for polling
actors.
2017-12-29 15:58:53 -05:00
Pedro Pinto
a066e44da7
Prettier logging.
2017-12-29 15:58:53 -05:00
Pedro Pinto
0e6f37d6ee
Improved logging with respect to threading information.
2017-12-29 15:58:53 -05:00
Pedro Pinto
67342349d5
Improved log readability.
2017-12-29 15:58:53 -05:00
Pedro Pinto
2f47dd8bcf
Cleaned up a bit.
2017-12-29 15:58:53 -05:00
John Colvin
0a21fcdebd
fix MarketView and TimeAndSales price columns' sort
2017-12-29 15:55:31 -05:00
John Colvin
c879e5b52a
undo last push (live filtering already implemented, doh!)
2017-12-29 15:25:54 -05:00
John Colvin
79681c7bdf
grid column filters live filtering (i.e respond to row value changes)
2017-12-29 15:24:21 -05:00
John Colvin
8f6b94ddd6
remove StatePublisher and StateSubject, add SingleValuePump
2017-12-29 14:26:56 -05:00
Taha Afzal
1e69d8967e
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-29 14:01:04 -05:00
Taha Afzal
e2d77e684c
Post Hedging hooked to SingleFillHegder
2017-12-29 14:00:57 -05:00
John Colvin
b4f1615ee9
simplify SparkCommandParamObserver
2017-12-29 13:09:44 -05:00
John Colvin
2d049e0dce
forgot to bind columns' FilterActive in Fills and TimeAndSales
2017-12-29 13:09:44 -05:00
Taha Afzal
dc32824373
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-28 19:59:03 -05:00
Taha Afzal
bac1f12665
Post hedge params added
2017-12-28 19:58:56 -05:00
John Colvin
cd914d6cbf
MarketView minor code style
2017-12-28 18:50:33 -05:00
John Colvin
caf32dda5c
SPARK-211 / SPARK-262, SPARK-300 / SPARK-304 - fills...
2017-12-28 18:50:33 -05:00
John Colvin
180ece821a
MarketView default sorting criteria
2017-12-28 18:50:33 -05:00
John Colvin
663555ffca
SPARK-300 / SPARK-301, SPARK-324
2017-12-28 18:50:33 -05:00
John Colvin
2a18362735
fix grid time filter
2017-12-28 18:50:32 -05:00
John Colvin
1c97648562
common grid filters ignore null states in load_state
2017-12-28 18:50:32 -05:00
John Colvin
a73d1e3fb9
add Current() method to StatePublisher and StateSubject
2017-12-28 18:50:32 -05:00
John Colvin
04405be4a8
GenericCollectionExtensions new c# styling
2017-12-28 18:50:32 -05:00
John Colvin
4ecb2eacb4
add ToLArray() => ToList().ToArray() global extension
2017-12-28 18:50:32 -05:00
Taha Afzal
39434506dc
comments
2017-12-28 15:06:26 -05:00
Taha Afzal
0223bcd817
Spreader state workers access bookkeeping_data is accessed via a function
2017-12-28 11:41:02 -05:00
Taha Afzal
868c4e0e6d
cleanup
2017-12-27 18:38:49 -05:00
Taha Afzal
4093654258
added a few asserts
2017-12-27 16:50:47 -05:00
Taha Afzal
6dca404da2
SPARK-311 (IQuoterStateWorker name change)
2017-12-27 13:34:11 -05:00
Taha Afzal
97eefceec0
SPARK-311 (SpreaderOrderUpdateMessage name change)
2017-12-27 12:44:30 -05:00
Taha Afzal
7e721bed08
Fixing build
2017-12-27 11:54:20 -05:00
Taha Afzal
4f1ac553de
SPARK-311 (SpreaderOrderUpdateMessage has an init)
2017-12-27 11:41:19 -05:00
Taha Afzal
d40a9a9a68
SPARK-311
2017-12-27 11:08:40 -05:00
Taha Afzal
b37d1822cf
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-26 19:01:26 -05:00
Taha Afzal
cdae8e1fb3
N legged changes broke the hedge price test
2017-12-26 19:01:21 -05:00
Jake Norbut
48556e958e
OrderBook - checkin in before family visit
2017-12-26 15:43:01 -06:00
Taha Afzal
e22f8d6c28
n legged if
2017-12-26 16:36:57 -05:00
Taha Afzal
850c38601a
merging
2017-12-26 15:17:38 -05:00
Pedro Pinto
b76bec20ad
Added .clang-format, applied it to a couple of files.
2017-12-24 13:00:05 -05:00
Pedro Pinto
a68ff5342c
Pretified logging subsystems.
2017-12-22 17:44:09 -05:00
Pedro Pinto
8ca60dd822
Backend is code complete except for spreader integration.
2017-12-22 15:56:05 -05:00
Eric Harding
919ab75fe5
Adjust margins on constrols in BTSMessageBox so it looks less like they were randomly generated. (thanks Michael)
2017-12-22 12:37:00 -05:00
Eric Harding
4c4c3b4394
Make btsmessagebox show up when called.
2017-12-22 12:14:49 -05:00
Pedro Pinto
8c925b46e1
Service integration, first cut.
2017-12-22 12:11:22 -05:00
Eric Harding
4b2be30348
Add a diagnostic button to Orders window
2017-12-22 11:48:22 -05:00
Jake Norbut
53748ceb0f
OrderBook - lost updates sample
2017-12-22 10:20:34 -06:00
Taha Afzal
78b6036708
merging
2017-12-21 17:59:58 -05:00
Taha Afzal
9ecd076b92
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-21 17:38:55 -05:00
Taha Afzal
4668fa126d
SPARK-309 (n legged hedge)
2017-12-21 17:38:52 -05:00
Pedro Pinto
dac73c4cdb
Fixed gcc build
2017-12-21 22:15:20 +00:00
Pedro Pinto
747c4d2dda
Fixed clang compilation.
2017-12-21 16:58:19 -05:00
Pedro Pinto
6fc59d37ff
Merge
2017-12-21 16:37:29 -05:00
Pedro Pinto
3cff22eba1
Limit order is code complete.
2017-12-21 16:36:36 -05:00
Eric Harding
796bd30972
Clean up md2 namespace
2017-12-21 16:33:28 -05:00
Eric Harding
bff5e1e3c6
Dont' crash service base when null supplied as qualifier
2017-12-21 15:43:25 -05:00
Eric Harding
e085cf83e4
delete more unused methods
2017-12-21 15:02:34 -05:00
Eric Harding
a89fa7fc33
Add killsparkd because sparkd doesn't seem to listen to SIGHUP from windows. Remove some unused docker commands
2017-12-21 15:02:34 -05:00
Jake Norbut
c4c9101353
Order Book - Fake Order Service woes
2017-12-21 14:02:14 -06:00
Eric Harding
1016f6e320
Delete some unused methods
2017-12-21 14:34:49 -05:00
Taha Afzal
c7018ce54c
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-21 13:44:27 -05:00
Taha Afzal
48c75f5345
SPARK-309 (changed names of variables)
2017-12-21 13:44:23 -05:00
Eric Harding
8b7d24aa40
Change terribly named folder "structure" and "structure.h"
2017-12-21 10:11:30 -05:00
Eric Harding
630a781c02
Get rid of warning about "taskName" being called "label" now in tasks.json
2017-12-21 10:11:30 -05:00
Taha Afzal
c9991818ac
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-21 09:58:26 -05:00
Taha Afzal
e9adf17b2c
SPARK-309
2017-12-21 09:58:20 -05:00
John Colvin
6b51cf2bb4
SPARK-324 TimeAndSales - implement extended selection for SparkCommands
2017-12-20 22:19:46 -05:00
John Colvin
df76553ead
SPARK-308 MarketView - implement extended selection for SparkCommands
2017-12-20 22:17:21 -05:00
John Colvin
1c9c632533
factor out common GridVM behavior into Security[MD]Grid/Row base classes
2017-12-20 22:12:29 -05:00
John Colvin
4389984542
fix ListBoxEx
2017-12-20 20:21:09 -05:00
John Colvin
6acfdc68bb
create SparkCommandParamObserver
2017-12-20 20:21:09 -05:00
John Colvin
c509a2ab83
move Fills files to Modules/Trading/Fills/
2017-12-20 20:21:09 -05:00
John Colvin
3b0c45e2d7
unify all numeric grid column filters into a generic class
2017-12-20 20:21:09 -05:00
Jake Norbut
482199f4b2
Order Book - taking my first step into a larger world
2017-12-20 16:06:06 -06:00
Jake Norbut
065481e6bf
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-20 16:04:33 -06:00
Jake Norbut
a0fcf326d3
Order Book - taking my first step into a larger world
2017-12-20 16:04:26 -06:00
Eric Harding
8bb9b32811
Add /d to vscode.cmd
2017-12-20 14:56:38 -05:00
Eric Harding
42b318e83a
Add [ImportingConstructor] to OrdersModel
2017-12-20 10:36:32 -05:00
Taha Afzal
bf85b6c596
merging
2017-12-19 21:56:32 -05:00
Taha Afzal
e457a4b3a6
SPARK-310 (order interaction behind switch)
2017-12-19 20:28:12 -05:00
Pedro Pinto
b1b0e128ec
More limit order work.
2017-12-19 18:44:54 -05:00
Pedro Pinto
cc23cf0d4c
initial native order support
2017-12-19 23:21:44 +00:00
Pedro Pinto
c1aa9a2068
Updated service
2017-12-19 23:21:44 +00:00
Pedro Pinto
ae03b515a0
Added async factory.
2017-12-19 23:21:44 +00:00
Pedro Pinto
0440c8fb6f
Added fill recording.
2017-12-19 23:21:44 +00:00
Eric Harding
c2984972a6
New OrdersModel for Orders UI to work against
2017-12-19 17:36:47 -05:00
Taha Afzal
355b29458b
tests:moving order update to common
2017-12-19 16:20:20 -05:00
Eric Harding
652ef37147
Specify maximum icon width in SparkWindow base style. (Fixes Fills icon on Picker)
2017-12-19 12:46:06 -05:00
Pedro Pinto
ce2208218b
Cleaned up merge.
2017-12-19 11:43:59 -05:00
Pedro Pinto
deb8f8e440
Orderman2
2017-12-19 11:30:00 -05:00
Pedro Pinto
dba051e374
Orderman2
2017-12-19 11:30:00 -05:00
Pedro Pinto
fea0ec2279
Orderman2
2017-12-19 11:30:00 -05:00
Pedro Pinto
abef2b94f1
Orderman2
2017-12-19 11:30:00 -05:00
Pedro Pinto
20c4cb912d
Orderman2
2017-12-19 11:26:02 -05:00
Pedro Pinto
1f9ccafa16
More orderman2
2017-12-19 11:26:02 -05:00
Pedro Pinto
645b80caf5
Added support for batching of events.
...
This allows natural synopsis policies like cache all or cache N to be
overlayed on top of the event without affecting the event members.
2017-12-19 11:26:02 -05:00
Pedro Pinto
a2442baf6c
Orderman2
2017-12-19 11:26:02 -05:00
Pedro Pinto
f0458d9f7e
Replicating externals is not so bad.
2017-12-19 11:26:02 -05:00
Pedro Pinto
fd2a422468
Orderman2
2017-12-19 11:26:02 -05:00
Pedro Pinto
199a7a2da3
Made generated API C++ a bit more readeable.
2017-12-19 11:25:48 -05:00
Pedro Pinto
4afe973eb2
Added FIX gw.
2017-12-19 11:25:48 -05:00
Pedro Pinto
38b5ebecc4
Added FIX gw.
2017-12-19 11:25:48 -05:00
Pedro Pinto
dbc7ba5598
Refactor.
2017-12-19 11:25:48 -05:00
Pedro Pinto
ed2f42f91a
refacor
2017-12-19 11:25:48 -05:00
Pedro Pinto
b04ec71146
Refactor
2017-12-19 11:25:48 -05:00
Pedro Pinto
bd5bb0716b
Refactor
2017-12-19 11:25:48 -05:00
Pedro Pinto
533132b4c1
Merged
2017-12-19 11:25:48 -05:00
Pedro Pinto
753134cbc5
Upgraded docker container
2017-12-19 11:23:28 -05:00
Pedro Pinto
8ccd3ee96d
Refactor.
2017-12-19 11:22:58 -05:00
Pedro Pinto
6b87c2ea78
Refactor.
2017-12-19 11:22:58 -05:00
Pedro Pinto
6316c28f57
Refactor.
2017-12-19 11:22:58 -05:00
Pedro Pinto
718c4620b0
Event broker is code complete.
2017-12-19 11:22:58 -05:00
Pedro Pinto
2010f59029
Refactor.
2017-12-19 11:22:26 -05:00
Pedro Pinto
f4f9baa7b4
Revamping order management.
2017-12-19 11:22:26 -05:00
Eric Harding
d15d8a3db7
comment out ShowP&L menu
2017-12-19 10:40:17 -05:00
Jake Norbut
20ec9094b4
Contract Picker - removing static/fake CBOE exchange; using distinct list of exchanges actually present in MD
2017-12-19 09:13:07 -06:00
Taha Afzal
5b6e76f9ae
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-18 22:21:50 -05:00
Taha Afzal
7334f10c7b
SPART-310/311
2017-12-18 22:21:46 -05:00
Eric Harding
705e61f2cf
Add bold left border on FloatingWindow (goes away when maximized)
2017-12-18 16:28:30 -05:00
Michael Harding
3c3c94b4c3
Unset FocusVisualStyle for SparkMenuButton
2017-12-18 16:18:43 -05:00
Taha Afzal
8086059272
SPART-310/311
2017-12-18 16:09:14 -05:00
Jake Norbut
4b8f3418f0
ContractPicker - Security type check should actually check security types
2017-12-18 13:27:53 -06:00
Jake Norbut
c3abd88794
ContractPicker - fixing null ref when SecurityCriteria doesn't actually contain any SecurityKeys
2017-12-18 13:19:30 -06:00
Eric Harding
9f6c1e7435
add menu collapse button. WPF is hard without snoop
2017-12-18 12:50:37 -05:00
Eric Harding
079d6f125f
SparkCommand needs a CanExecuteChanged event handler
2017-12-18 11:50:03 -05:00
Eric Harding
71413f6543
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-18 10:52:33 -05:00
Eric Harding
4d1f500559
Clean up markup in style
2017-12-18 10:52:10 -05:00
Pedro Pinto
1b670b8852
Made unit tests self-aware
2017-12-18 10:49:39 -05:00
Eric Harding
18abe69558
Fix context menu style on SparkWindow
2017-12-18 10:48:20 -05:00
Pedro Pinto
f73085d9c0
Made unit tests self-aware
2017-12-18 15:36:51 +00:00
Eric Harding
d3792fa2c8
Merge branch 'TempBranch' of bitbucket.org:bluetradesys/spark
2017-12-18 09:10:19 -05:00
Taha Afzal
3693453e21
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-18 07:18:46 -05:00
Taha Afzal
9659a0c9e4
SPARK-251
2017-12-18 07:18:42 -05:00
Eric Harding
9fa64e6e1f
convert SparkWindowView to UserControl and use Xaml instead of code. Also add style to contextmenu
2017-12-16 20:27:27 -05:00
John Colvin
01bef02822
SPARK-307 / SPARK-300 Market View - implement SparkCommand menu
2017-12-15 19:50:55 -05:00
Taha Afzal
8df6ccbae5
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-15 19:16:12 -05:00
Taha Afzal
4584da8459
SPARK-251
2017-12-15 19:16:09 -05:00
Jake Norbut
d2b43c794b
SecurityPicker can now update a previous SecurityCriteria selection
2017-12-15 16:28:22 -06:00
Jake Norbut
94785a3a80
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-15 16:19:31 -06:00
Eric Harding
42854afd2b
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-15 17:07:14 -05:00
Eric Harding
c6b5d2d11d
Add remaining commands to TimeAndSales.
2017-12-15 17:07:11 -05:00
Jake Norbut
326411f942
Contract Picker - minor refactoring; actually reflect passed in criteria clauses
2017-12-15 15:56:06 -06:00
Michael Harding
e513f73881
Launcher menu item disabled style
2017-12-15 14:35:45 -05:00
John Colvin
039314e7c3
ObservableDistictCollection unit test
2017-12-15 13:32:24 -05:00
Taha Afzal
e763c65694
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-15 12:49:04 -05:00
Taha Afzal
0e4490d991
SPARK-287 done
2017-12-15 12:49:00 -05:00
Eric Harding
7151a196fc
remove some unused icons
2017-12-15 12:06:45 -05:00
John Colvin
849ddba4de
SPARK-211 / SPARK-257: build filterable grid
2017-12-14 21:20:56 -05:00
Eric Harding
4fd3dd38ea
Add TimeAndSales update command as a sample for jake
2017-12-14 17:31:01 -05:00
Eric Harding
50bd7aff0e
Add the idea of a PartialCommand to SparkCommands. This is a SparkCommand without a payload. It cannot be posted to the bus until a payload is provided by calling .complete() on it
2017-12-14 16:53:24 -05:00
Jake Norbut
4e86357645
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-14 14:10:30 -06:00
Jake Norbut
48bcab1818
Spark-289 - edit/multi behavior change
2017-12-14 14:10:19 -06:00
Eric Harding
23e297ed4d
Remove while(true); in ExchangeSim.cpp (pull this to cool your room down a little)
2017-12-14 14:02:49 -05:00
Taha Afzal
9fb23d9e36
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-14 12:45:55 -05:00
Taha Afzal
838f4cacb2
SPARK-287 spreader_WORKING.on_book remains
2017-12-14 12:45:51 -05:00
Jake Norbut
8502d2a6aa
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-14 11:05:18 -06:00
Jake Norbut
5622efbb93
Picker - setting Margin to a binding so it can vary based on single or multi modes
2017-12-14 11:05:05 -06:00
Taha Afzal
bc1a364808
SPARK-287 spreader_WORKING test tamed (was getting too big)
2017-12-14 11:23:51 -05:00
Taha Afzal
96c3233bb1
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-13 23:22:24 -05:00
Taha Afzal
a5b2f0519c
SPARK-287 spreader_WORKING test does more now
2017-12-13 23:22:21 -05:00
Eric Harding
1d70aa55a6
Change TimeAndSales to SparkWindow pattern
2017-12-13 17:23:21 -05:00
Eric Harding
2397bde141
Add SparkWindow base type
2017-12-13 17:23:21 -05:00
Taha Afzal
f4360d7abe
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-12 18:34:05 -05:00
Taha Afzal
89f3f86c92
SPARK-287 spreader_WAITING_FOR_CANCEL_ACK done
2017-12-12 18:33:52 -05:00
Jake Norbut
4a39ce13e6
SecurityPicker - necessary messaging changes to pipe the icon and launched-from-menu item over to the picker window
2017-12-12 14:34:05 -06:00
Jake Norbut
d1c7a7e228
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-12 12:45:57 -06:00
Jake Norbut
90cd63d726
removing unnecessary command binding
2017-12-12 12:24:55 -06:00
Jake Norbut
4257772130
Security Picker - reorg
2017-12-12 12:14:56 -06:00
Jake Norbut
3f5447d7d9
Contract Picker - messing around
2017-12-12 10:14:41 -06:00
Taha Afzal
9ad8a11ac7
SPARK-287 spreader_WAITING_FOR_CANCEL_ACK base
2017-12-12 11:08:49 -05:00
Jake Norbut
1f5537e8ee
ContractPicker - BTS Window Style
2017-12-12 09:23:36 -06:00
Jake Norbut
f75ee3324b
SecurityPicker - Window is shown at mouse location
2017-12-12 08:39:19 -06:00
Taha Afzal
80884e7b27
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-11 17:59:54 -05:00
Taha Afzal
c4827fe9cf
SPARK-287 working state done
2017-12-11 17:59:50 -05:00
Eric Harding
7e8fb900a8
Add time to buildsparkd
2017-12-11 15:36:39 -05:00
Kevin Darby
50929d1a69
cleaned up public margin api
2017-12-11 13:52:37 -05:00
Jake Norbut
a05c0c0f22
ContractPicker - Upper casing Exchange listbox
2017-12-11 12:20:42 -06:00
Michael Harding
396996f707
Add Tooltip to LauncherMenuButton
2017-12-11 12:48:40 -05:00
Eric Harding
17b2ec8ae5
Make spark build commands more resilient to vsbuildcmd switching directory for no reason
2017-12-11 11:47:28 -05:00
Taha Afzal
d1f23ba4e2
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-11 11:30:02 -05:00
Taha Afzal
da5bca5349
SPARK-287 (going on and on)
2017-12-11 11:29:53 -05:00
Michael Harding
ec849ad79c
Add Collapsed Style to launcher menu button
2017-12-11 10:59:36 -05:00
Taha Afzal
6faeaed7f2
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-09 18:43:31 -05:00
Taha Afzal
81fda682b3
SPARK-287
2017-12-09 18:43:27 -05:00
Taha Afzal
cb7a5c1d54
SPARK-287
2017-12-08 23:14:25 -05:00
Michael Harding
78eda54c05
Merged SPARK-252-clean-up-launcher-menu into master
2017-12-08 17:31:40 -05:00
Michael Harding
e6a570db07
Fix launcher menu Item FocusVisualStyle
2017-12-08 17:25:23 -05:00
Michael Harding
de898a6228
Bind Icon for Spark menu items
2017-12-08 17:14:52 -05:00
Michael Harding
0141e8e057
Add Animations to Spark launcher menu Items
2017-12-08 16:20:59 -05:00
Michael Harding
f5e09ccb4f
Static Launcher Menu Item Style
2017-12-08 16:20:59 -05:00
Michael Harding
f82951ad48
Update the BTSColorExtension to allow better organiation of BTSColors.cs
2017-12-08 16:20:59 -05:00
Jake Norbut
8614759433
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-08 15:01:46 -06:00
Jake Norbut
c4deae2b0f
Contract Picker - double click security in single-pick mode
2017-12-08 15:01:39 -06:00
Eric Harding
361431a144
move sparkmenu into it's own folder
2017-12-08 10:54:30 -05:00
Taha Afzal
4a6cc10a39
In SpreaderLegData WORKING on_book done
2017-12-08 00:15:49 -05:00
Taha Afzal
e498348b03
merging
2017-12-07 18:25:06 -05:00
Taha Afzal
128c071563
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-07 18:17:56 -05:00
Taha Afzal
fd9521b66b
In SpreaderLegData WORKING in progress
2017-12-07 18:17:53 -05:00
Kevin Darby
6d56a8f057
added methods to MarginServiceCore api for last_result and last_valid_result
2017-12-07 12:55:17 -05:00
Kevin Darby
8a244d89b2
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-07 12:40:21 -05:00
Kevin Darby
a25f518679
move externals pointer
2017-12-07 12:40:00 -05:00
Jake Norbut
9fc0c55e48
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-07 11:33:24 -06:00
Jake Norbut
38f582615e
Contract Picker - more GUI organization, keyboard nav, button accelerators
2017-12-07 11:33:13 -06:00
Kevin Darby
2638927ef1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-12-07 11:59:37 -05:00
Taha Afzal
e3d9081d76
In SpreaderLegData WORKING in progress
2017-12-06 18:36:53 -05:00
Taha Afzal
a4296f1b79
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-06 17:54:35 -05:00
Taha Afzal
c191158e0e
In SpreaderLegData WAITING_FOR_FIRST_CONNECT
2017-12-06 17:54:32 -05:00
Kevin Darby
6c56959e4c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-12-06 17:26:33 -05:00
Kevin Darby
cbd2a58b5c
successful connection to CME span for futures
2017-12-06 17:23:41 -05:00
Jake Norbut
3da394552b
Contract Picker - reorganizing some things, GUI changes
2017-12-06 12:16:30 -06:00
Eric Harding
01a22b00e3
move TimeAndSales folder
2017-12-06 12:27:17 -05:00
Eric Harding
77b76e3b75
Missed one folder in yesterdays cleanup
2017-12-06 11:59:13 -05:00
Taha Afzal
b607a53edd
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-06 10:17:18 -05:00
Taha Afzal
07ba7a8f59
In SpreaderLegData quoter is stored as a pointer vs value
2017-12-06 10:17:14 -05:00
Eric Harding
13adbb1d42
Remove ViewLocator service
2017-12-05 20:36:05 -05:00
Jake Norbut
31392df28d
Contract Picker Model - OK and Cancel buttons behave as one would expect
2017-12-05 18:43:35 -06:00
Taha Afzal
d2b9f6d620
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-05 18:38:56 -05:00
Taha Afzal
ef68015e05
SPARK-287 WAITING_FOR_FIRST_CONN
2017-12-05 18:38:54 -05:00
Jake Norbut
81bb056dba
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-05 16:30:12 -06:00
Jake Norbut
6141d2969e
Contract Picker - fixing bool logic
2017-12-05 16:29:58 -06:00
Eric Harding
02a0279903
Found a test folder in the wrong place
2017-12-05 17:29:35 -05:00
Eric Harding
682350aef1
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-05 17:24:07 -05:00
Eric Harding
7e84dc628d
Clean up spark subfolders
2017-12-05 17:24:00 -05:00
Jake Norbut
f05603f6ba
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-05 11:53:19 -06:00
Jake Norbut
cac172ff1d
Contract Picker Model - adding proper null checks in the func so linq won't NRE
2017-12-05 11:53:03 -06:00
Taha Afzal
f478a4621b
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-05 10:13:09 -05:00
Taha Afzal
2a793e63ab
SPARK-287 spreader WAITING_FOR_FIRST_CONN tests partially done
2017-12-05 10:13:06 -05:00
Eric Harding
225134d4e4
Remove reference to deleted SecurityConverter
2017-12-05 10:04:12 -05:00
Taha Afzal
8761e7420a
SPARK-287 spreader data creation factored out for the other tests
2017-12-04 19:47:52 -05:00
Taha Afzal
336e85bf97
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-04 19:23:42 -05:00
Taha Afzal
3039c51032
SPARK-287 start state tests completed
2017-12-04 19:23:39 -05:00
Eric Harding
a573a63a62
Remove SecurityConverter which didn't do what it said it did anyway
2017-12-04 15:50:31 -05:00
Eric Harding
fa4274aa9f
Delete unused c# algo stuff
2017-12-04 15:05:16 -05:00
Eric Harding
c29aef63e0
Update TimeAndSales to SecurityCriteria
2017-12-04 15:05:16 -05:00
Taha Afzal
5c5b96af83
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-04 13:17:29 -05:00
Taha Afzal
448c7fe2a8
SPARK-210 setup
2017-12-04 13:17:17 -05:00
Jake Norbut
115371e039
Contract Picker should pass selection onto next window now
2017-12-04 12:14:32 -06:00
Eric Harding
ae40deb941
Add CanExecute to SparkCmd and update ShowMarketViewTag to use SecurityCriteria+extension methods
2017-12-04 12:30:51 -05:00
Eric Harding
0f081d29a8
Change security_in_criteria to not test once first matchis found
2017-12-04 12:30:51 -05:00
Taha Afzal
055ced0590
better comments
2017-12-04 09:48:46 -05:00
Taha Afzal
299d513102
SPARK-286
2017-12-03 10:12:17 -05:00
Taha Afzal
76c9eae2cf
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-01 22:56:37 -05:00
Taha Afzal
724c3549fb
SPARK-286, just WORKING state is left
2017-12-01 22:56:34 -05:00
Eric Harding
f6996e6b49
add BeholderCollection : ObservableCollection which subscribes to IObservable
2017-12-01 22:39:06 -05:00
Taha Afzal
afc4139458
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-01 21:54:30 -05:00
Taha Afzal
2396ee0a64
SPARK-286
2017-12-01 21:54:27 -05:00
Eric Harding
cd45576fb0
Add SecurityCriteriaExtensions
2017-12-01 16:34:35 -05:00
Taha Afzal
9e5c0e9c68
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-12-01 15:57:34 -05:00
Taha Afzal
2ca4a3ea75
SPARK-286 start state
2017-12-01 15:57:30 -05:00
Eric Harding
c0d1e91a8a
Change PickOne to take SecurityMD so downstream doesn't have to do the lookup
2017-12-01 15:28:13 -05:00
Taha Afzal
d49e4ce234
factored common test functions out
2017-11-30 19:02:27 -05:00
Kevin Darby
76fed35a76
curl....
2017-11-30 18:15:13 -05:00
Taha Afzal
01afc3a2f1
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-30 18:03:19 -05:00
Taha Afzal
4484056c98
test file name changed
2017-11-30 18:03:14 -05:00
Eric Harding
c64abce1b9
Change ShowPickX tags to use SecurityCriteria so jake can integrate his UI
2017-11-30 17:34:00 -05:00
Taha Afzal
8ccf75a7fe
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-30 15:49:07 -05:00
Taha Afzal
c5678e894e
SPARK-285 done
2017-11-30 15:49:03 -05:00
Jake Norbut
58522154b7
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-30 09:30:09 -06:00
Jake Norbut
98437807c8
commit before merge because git says my files will be overwritten
2017-11-30 09:28:29 -06:00
Eric Harding
a4b282834a
merge LauncherReorg branch
2017-11-30 09:53:09 -05:00
Taha Afzal
08b2294145
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-29 19:10:56 -05:00
Taha Afzal
8c16ddfbc4
cycle_back
2017-11-29 19:10:54 -05:00
Eric Harding
d4b0520dc6
Add stack trace to logged unhandled exceptions (c#)
2017-11-29 17:33:55 -05:00
Eric Harding
4cdad2c60a
Add very basic button style to launcher menus. Updated style coming soon.
2017-11-29 17:33:27 -05:00
Jake Norbut
fec0eab8ce
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-29 15:16:46 -06:00
Jake Norbut
512d907d54
Contract picker - View, Criteria Clause, and auto-generating name clause on select
2017-11-29 15:16:32 -06:00
Taha Afzal
bca935e446
enabling a previoulsy disabled test
2017-11-29 16:00:01 -05:00
Taha Afzal
3797e6784e
merging
2017-11-29 15:42:26 -05:00
Taha Afzal
e3f9b2a078
SPARK-285 mostly done
2017-11-29 15:33:04 -05:00
Taha Afzal
10d7d5a801
SPARK-285 on_book done
2017-11-29 12:15:03 -05:00
Eric Harding
d5910673c3
Remove IFavorites
2017-11-29 10:16:11 -05:00
Eric Harding
83a7fb54aa
Remove unintentional commit.
2017-11-29 10:12:45 -05:00
Eric Harding
95ee540724
Add IShellDaemon interface
2017-11-29 10:12:44 -05:00
Taha Afzal
2f2bbe60c1
SPARK-285 working state test partally done
2017-11-28 20:53:04 -05:00
Eric Harding
90dac39122
remove non-generic ITag
2017-11-28 15:18:46 -05:00
Eric Harding
51e178c6b5
fix merge issues
2017-11-28 14:14:28 -05:00
Eric Harding
d4ee0cfc97
merge from master
2017-11-28 13:21:24 -05:00
Taha Afzal
cd681b9ab5
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-28 09:45:49 -05:00
Taha Afzal
240e255b8d
SPARK-285 end state test
2017-11-28 09:45:45 -05:00
Taha Afzal
590231799d
SPARK-285 test re-org
2017-11-27 23:20:06 -05:00
Kevin Darby
0d72bb47d4
clarify porfolio_id / account
2017-11-27 18:08:41 -05:00
Kevin Darby
3f5ba37aca
ready to start testing positions / margins
2017-11-27 17:59:07 -05:00
Jake Norbut
23b0b637f9
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-27 16:29:10 -06:00
Jake Norbut
cdb0b8312d
Contract Picker work
2017-11-27 16:28:44 -06:00
Taha Afzal
e85e648510
SPARK-285 test re-org
2017-11-27 11:58:45 -05:00
Taha Afzal
967d47858c
SPARK-285 End State test
2017-11-24 16:02:26 -05:00
Taha Afzal
de1b74cd92
SPARK-285 file name change
2017-11-24 10:18:45 -05:00
Taha Afzal
30db05a722
SPARK-285 state name change
2017-11-24 09:55:24 -05:00
Taha Afzal
9eed4d1275
SPARK-285 (end state can potentially transfer control at the start, this simplifies a lot of things
2017-11-23 23:35:57 -05:00
Taha Afzal
d270847b27
SPARK-285 WAITING_FOR_CANCEL_ACK done
2017-11-23 13:51:18 -05:00
Eric Harding
df0134d7b4
remove our ObserveOnDispatcher use Rx one
2017-11-22 16:50:44 -05:00
Taha Afzal
2b58c0b425
SPARK-285 WAITING_FOR_FIRST_ACL_CANCELLED done
2017-11-22 16:36:18 -05:00
Eric Harding
800f87fca7
Launcher menu structure looks right
2017-11-22 16:34:22 -05:00
Eric Harding
27b66cac06
OrderTicketHandler
2017-11-22 14:30:26 -05:00
Eric Harding
63d784feaa
Enable Show picker tags in SparkTags
2017-11-22 14:15:58 -05:00
Eric Harding
b26a2ef784
fills window
2017-11-22 13:37:06 -05:00
Taha Afzal
27418a9cbc
SPARK-285 WAITING_FOR_FIRST_ACL_CANCELLED half way done
2017-11-22 12:35:19 -05:00
Eric Harding
ec7bd46cbb
IShellWindowFactory should take the version number also
2017-11-22 11:01:26 -05:00
Eric Harding
2c4bceca45
Add Time and sales
2017-11-22 10:48:43 -05:00
Eric Harding
79e578c0ac
Add ShowWindow bus tag
2017-11-21 21:16:29 -05:00
Taha Afzal
fb55a676c1
SPARK-285 WAITING_FOR_FIRST_ACK state test completed
2017-11-21 19:31:48 -05:00
Taha Afzal
9ab1911838
SPARK-285 WAITING_FOR_SIZE state test completed
2017-11-21 17:05:37 -05:00
Eric Harding
ba997e67ba
Update and simplify IShellModule api and separate concerns.
2017-11-21 15:49:11 -05:00
Kevin Darby
32ddfe1848
rename function
2017-11-21 12:29:17 -05:00
Taha Afzal
0908a56eda
SPARK-285 start state test completed
2017-11-20 18:43:04 -05:00
Taha Afzal
7f2138b308
SPARK-285 start
2017-11-20 13:29:48 -05:00
Kevin Darby
d6e10e1ffc
cleaned up risk limiter ambiguity
2017-11-20 12:42:34 -05:00
Eric Harding
0a6102cc77
Simplify IShellModule menu interaction
2017-11-20 11:55:34 -05:00
Eric Harding
010b22fb9f
Deleted unimplemented tests.
2017-11-20 11:53:18 -05:00
Eric Harding
75a5872632
Move IBus to top level folder under spark.
2017-11-20 11:52:59 -05:00
Taha Afzal
7ea0c395a1
fixing tests, asserts were missing
2017-11-20 11:12:04 -05:00
Taha Afzal
26daef09af
hedging price/qty test
2017-11-17 19:14:56 -05:00
Kevin Darby
5b677125bb
fix test
2017-11-17 18:02:47 -05:00
Kevin Darby
bf6dfba165
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-11-17 17:53:37 -05:00
Kevin Darby
c48beff9da
margin / position feedback into limits; needs more work
2017-11-17 17:52:40 -05:00
Taha Afzal
c5c5e35670
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-17 16:58:37 -05:00
Taha Afzal
27fe42e906
pricing tests with fractional price mults
2017-11-17 16:58:34 -05:00
Jake Norbut
954bb59392
ContractPicker - the start of something grand
2017-11-17 14:19:54 -06:00
Eric Harding
45a58d6735
Remove unused GenericCellStore which was broken by changes in IBus
2017-11-17 13:53:20 -05:00
Jake Norbut
7acbacfbf9
adding a parameterless ToString for Security
2017-11-17 09:35:37 -06:00
Jake Norbut
3c5facf934
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-16 16:03:03 -06:00
Jake Norbut
32be7accad
From Eric - Bus now uses ReplaySubject
2017-11-16 16:02:32 -06:00
Taha Afzal
387c225851
SpreaderLegData has SpreaderPorpertyData exposed as a cons ref& function now
2017-11-16 10:21:11 -05:00
Taha Afzal
87e1d1bf37
In LegPropertyData, made the public member vars private and exposed them through functions
2017-11-15 22:52:39 -05:00
Taha Afzal
0614333213
In LegPropertyData, made the public member vars private and exposed them through functions
2017-11-15 22:28:44 -05:00
Taha Afzal
4f1585f15f
made the public member vars private and exposed them through functions
2017-11-15 22:14:36 -05:00
Taha Afzal
40e9c4a151
SPARK-283 spreader bookkeeper data test
2017-11-15 20:18:27 -05:00
Taha Afzal
0bb0a4ed34
SPARK-283 book traversal test
2017-11-15 12:55:57 -05:00
Taha Afzal
08a62988f0
SPARK-283 more tests
2017-11-15 10:18:09 -05:00
Taha Afzal
4f77edbe93
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-14 22:31:49 -05:00
Taha Afzal
812ba5cd0f
Spark-283 partially done
2017-11-14 22:31:46 -05:00
Kevin Darby
c33473a5f0
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-11-14 15:58:44 -05:00
Eric Harding
6eeaf21d9c
Support window to submit problems to the server with logs/screenshots/etc
2017-11-14 11:55:31 -05:00
Taha Afzal
c04bc9db6a
adding test skeletons
2017-11-14 10:04:41 -05:00
Taha Afzal
ff363d1398
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-13 22:11:58 -05:00
Taha Afzal
3670313d2a
added logs to hedger and streamlined the state switching
2017-11-13 22:11:55 -05:00
Kevin Darby
a8050617c5
a simple position service, wrong for exchange traded spreads until I can get at the leg fills
2017-11-13 17:29:27 -05:00
Eric Harding
6b770ea137
Add support button option to BTSMessageBox
2017-11-13 16:12:51 -05:00
Eric Harding
6790b6cf34
Add extension methods that help when interacting with protobuf apis
2017-11-13 16:12:51 -05:00
Eric Harding
5f1432057d
Logger.nonull should not accept a struct to check for null.
2017-11-13 16:12:51 -05:00
Taha Afzal
712b3dee1c
merging
2017-11-13 15:53:59 -05:00
Taha Afzal
eb69640394
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-13 15:53:41 -05:00
Taha Afzal
1afb53a951
SPARK-278 for 2 legged spreads
2017-11-13 15:53:38 -05:00
Kevin Darby
d03574ccc7
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-11-13 15:37:57 -05:00
Kevin Darby
20a344a0a5
clean up fwd decl
2017-11-13 15:36:11 -05:00
Kevin Darby
6e77ccf152
fixed limits bug after writing another test
2017-11-13 15:29:23 -05:00
Jake Norbut
f3658e5a45
CME audit file creation script
2017-11-13 14:00:59 -06:00
Eric Harding
59d960af31
Delete some unused code
2017-11-13 14:02:59 -05:00
Eric Harding
440c33a267
Rename OrdersModel DemoOrdersModel to make it's temporary nature more obvious
2017-11-13 13:59:16 -05:00
Eric Harding
ff8c4abc49
Make ImportedResources.ToSecurity accept the bus so dependencies are clear.
2017-11-13 12:06:11 -05:00
Eric Harding
dc06d44f82
Remove ImportedResources.UserName singleton.
2017-11-13 11:40:47 -05:00
Eric Harding
4781fdac1e
Re-use the same ~/spark directory when doing windows->linux replication
2017-11-13 11:14:46 -05:00
Eric Harding
94a738129e
Make SecuritySource an instance isntead of static singleton
2017-11-13 10:07:16 -05:00
Pedro Pinto
7f7fec6ae2
Fixed build.
2017-11-13 09:36:09 -05:00
Pedro Pinto
501f3ff4f2
Docker linux again
2017-11-13 09:26:16 -05:00
Pedro Pinto
fb48b84504
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-13 09:25:58 -05:00
Pedro Pinto
377695716d
Updated docker
2017-11-13 09:25:48 -05:00
Pedro Pinto
93af8949fa
Merged
2017-11-13 09:24:54 -05:00
Pedro Pinto
c44282085e
Tweaks to order building.
2017-11-13 09:22:11 -05:00
Pedro Pinto
ae5a6d2493
Fixed some warnings reported by newer clang.
2017-11-13 09:19:40 -05:00
Taha Afzal
0514b84f42
order generation done in one place only
2017-11-12 22:00:44 -05:00
Taha Afzal
3e025f1805
spark-267 done
2017-11-10 18:30:38 -05:00
Taha Afzal
6b5efceb60
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-10 17:50:38 -05:00
Taha Afzal
7bd1302f22
Spark-267 better logging
2017-11-10 17:50:35 -05:00
Eric Harding
36ab9439a2
Convert SecuritySelectorControl to use SecurityImmutable
2017-11-10 17:38:16 -05:00
Eric Harding
cd5c329bab
IEnumerable.Cast<T> does not run implicit conversion operators
2017-11-10 17:15:27 -05:00
Eric Harding
1eee21118f
Enable override port for unison and ssh in buildsparkd.cmd/runsparkd.cmd - SPARKVM_PORT and SPARKVM_UNISON_PORT
2017-11-10 16:14:57 -05:00
Eric Harding
4b4eed91f0
Fix stringly typed oneof in OrderTypeVM
2017-11-10 14:02:20 -05:00
Eric Harding
fa19edb6ba
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-10 13:18:17 -05:00
Eric Harding
a37483f146
Switch shell to use immutable security type
2017-11-10 13:18:13 -05:00
Taha Afzal
5998b599be
merging
2017-11-10 12:59:19 -05:00
Taha Afzal
0da87235de
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-10 12:47:46 -05:00
Taha Afzal
cf80d06e07
Spark-267
2017-11-10 12:47:43 -05:00
Eric Harding
eafa6ed68d
Make c# api friendlier to immutable types. Rename Result.result to Result.value
2017-11-10 11:18:45 -05:00
Taha Afzal
b7b3cbb59d
merging
2017-11-10 09:37:35 -05:00
Taha Afzal
a1793af2f4
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-10 09:37:03 -05:00
Taha Afzal
b2a4ae0bc0
Spark-280 pimpl
2017-11-10 09:36:59 -05:00
Kevin Darby
3066c234f6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-11-09 13:24:21 -05:00
Kevin Darby
11c3982fce
user, account, risklimits tests pass
2017-11-09 13:23:37 -05:00
Taha Afzal
801819838d
Spark-278
2017-11-08 10:42:18 -05:00
Taha Afzal
885b22102f
spark-278 partially done
2017-11-08 07:45:26 -05:00
Kevin Darby
423041c472
User/Account service with some (perhaps insufficient) level of authentication to prevent unauthorized account or user modifications
2017-11-07 16:45:56 -05:00
Taha Afzal
85fb331fd9
spark-269 done
2017-11-07 09:36:21 -05:00
Taha Afzal
f9a954494d
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-06 23:03:41 -05:00
Taha Afzal
78c8da8652
spark-269 almost done
2017-11-06 23:03:37 -05:00
Kevin Darby
cd08199dae
.
2017-11-06 17:28:02 -05:00
Kevin Darby
d7cbeab1d7
Merge branch 'master' of bitbucket.org:bluetradesys/spark into limits
2017-11-06 16:02:04 -05:00
Kevin Darby
fb9f6544b4
implement UserServiceServer and AccountServiceServer on top of IStore
2017-11-06 16:01:26 -05:00
Jake Norbut
48301936b2
ignore leg fills on spreads
2017-11-06 14:06:58 -06:00
Taha Afzal
7fdece2991
merging
2017-11-06 11:58:36 -05:00
Taha Afzal
5fb7a4547d
merging
2017-11-06 10:46:53 -05:00
Taha Afzal
1cfd724839
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-06 10:41:24 -05:00
Taha Afzal
761b1301f8
Spark-269
2017-11-06 10:41:12 -05:00
Pedro Pinto
c324eec7c1
Refactored main.cpp slightly.
2017-11-06 09:05:38 -05:00
Pedro Pinto
f787a9018e
Added utility to read PB's from string.
2017-11-06 09:05:07 -05:00
Pedro Pinto
7de639eb66
Build tweaks.
2017-11-06 09:04:54 -05:00
Kevin Darby
7ab3258383
.
2017-11-03 15:18:02 -04:00
Pedro Pinto
3d96274508
Merged
2017-11-03 18:47:03 +00:00
Pedro Pinto
8f7ad5b947
Added Google Benchmark support in sparkd.
2017-11-03 18:21:41 +00:00
Pedro Pinto
037b5ab19a
Working around bogus warning.
2017-11-03 18:18:32 +00:00
Taha Afzal
8f3a6b0fa0
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-03 14:00:35 -04:00
Taha Afzal
2596c4a2b8
WaitingForSize state
2017-11-03 14:00:30 -04:00
Eric Harding
626bc903d6
Merge branch 'master' into HEAD
2017-11-03 13:45:30 -04:00
Eric Harding
4422292ff5
Make c# protobuf and immutable protobuf implement common IImmutableMessage interface
2017-11-03 13:45:17 -04:00
Taha Afzal
ae99bb3f03
QuoterStartStateWorker
2017-11-03 11:36:18 -04:00
Taha Afzal
4f850c85a7
merge
2017-11-02 23:47:36 -04:00
Taha Afzal
dccb675d18
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-11-02 23:47:02 -04:00
Taha Afzal
a12d9471ef
Quoter states
2017-11-02 23:46:21 -04:00
Pedro Pinto
6829f3e384
Basics of exchange simulator work.
2017-11-02 14:44:09 +00:00
Kevin Darby
69bd47322e
limits backend builds
2017-11-01 18:03:23 -04:00
Pedro Pinto
cfe51b38df
Fixed clang build
2017-11-01 21:03:55 +00:00
Pedro Pinto
fbeeefe7cf
Merged
2017-11-01 21:03:39 +00:00
Pedro Pinto
82964b713c
Improved exchange simulator.
2017-11-01 20:57:53 +00:00
Pedro Pinto
a60b3838b9
Specified full domain name of mdreplay site so we can work from home.
2017-11-01 17:06:58 +00:00
Pedro Pinto
b9795a0fd7
Cleaned up order manager command line driver.
2017-11-01 17:06:35 +00:00
Pedro Pinto
d6a83c1c7f
Added sleep utility to bts_chrono.
2017-11-01 17:06:10 +00:00
Pedro Pinto
595570a518
Fixed a bug in Sqlite result code check.
2017-11-01 17:05:54 +00:00
Pedro Pinto
e35a152f25
Made MD replay a bit more robust when no file is present.
2017-11-01 17:05:29 +00:00
Pedro Pinto
5dc43562e5
Cleaned up assert logging.
2017-11-01 17:05:05 +00:00
Taha Afzal
54c6160795
SPARK-268, hedger state handlers
2017-11-01 10:18:44 -04:00
Taha Afzal
394852a492
hedger states
2017-11-01 07:39:27 -04:00
Taha Afzal
e02d22eead
Spark-268, 2 more state handlers for Hedger
2017-10-31 23:35:55 -04:00
Taha Afzal
1c66f1c6f3
Spark-268 more work
2017-10-31 17:35:23 -04:00
Taha Afzal
8d579c2f0b
IHedgerStateWorker get a build_once
2017-10-31 15:47:51 -04:00
Kevin Darby
3258021c42
user/account model backend boilerplate
2017-10-31 13:35:20 -04:00
Taha Afzal
9792f7d0a1
moving state and price/qty inner classes out from SingleFillHedger
2017-10-31 13:10:50 -04:00
Pedro Pinto
d4f49279e1
Updated docker for linux
2017-10-31 16:47:02 +00:00
Pedro Pinto
b1b4a8b5ea
Fixed clang build.
2017-10-31 16:45:27 +00:00
Pedro Pinto
b20207cdd0
Merged
2017-10-31 12:30:52 -04:00
Pedro Pinto
6aaf85bb1c
Merge remote-tracking branch 'refs/remotes/origin/master'
2017-10-31 12:29:45 -04:00
Pedro Pinto
fc21f1224e
Tweaked linux main/win vm build setup.
2017-10-31 16:28:25 +00:00
Taha Afzal
682aaac9bc
Spark-268 work
2017-10-31 11:11:47 -04:00
Taha Afzal
931577038b
hedger state worker scaffolding complete
2017-10-30 21:50:16 -04:00
Taha Afzal
788c767a5f
changing the namespace from bts::spreader to bts::orderman
2017-10-30 19:57:02 -04:00
Taha Afzal
dd0238b4b5
deleting SpreaderBase and some test users
2017-10-30 19:47:01 -04:00
Taha Afzal
ea118e41e6
merging
2017-10-30 19:41:45 -04:00
Taha Afzal
734c7f07e3
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-30 19:34:07 -04:00
Taha Afzal
580f8c3b98
Removing ordertemplate usage
2017-10-30 19:34:02 -04:00
Taha Afzal
966897bfc6
Getting rid of SpreaderBase
2017-10-30 19:09:15 -04:00
Taha Afzal
6274015cb3
IHedgeStateWorker sheds some headers
2017-10-30 18:51:34 -04:00
Taha Afzal
281cd705f0
SpreaderUtils
2017-10-30 18:33:56 -04:00
Taha Afzal
21356c17f7
SpreaderHedgerData headers
2017-10-30 17:45:24 -04:00
Pedro Pinto
ab21552386
Updated git ignore to ignore CLion stuff
2017-10-30 21:34:01 +00:00
Pedro Pinto
5a38269d16
ExchangeSim was interfering with the orderman test driver.
2017-10-30 21:31:34 +00:00
Taha Afzal
a3a5748ed9
LegPropertyData headers fixed
2017-10-30 17:11:07 -04:00
Pedro Pinto
0a2ed5f7e0
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-30 17:03:31 -04:00
Pedro Pinto
b5a054632e
Fixed cmd line driver for order manager.
2017-10-30 21:02:40 +00:00
Taha Afzal
b98a2750f4
more hedger work
2017-10-30 14:55:06 -04:00
Taha Afzal
b7e2e1536f
Cleaning up hedger headers
2017-10-30 14:04:08 -04:00
Taha Afzal
b7bf9ba2d4
SPARK-268 (not complete)
2017-10-30 12:10:12 -04:00
Taha Afzal
9b9616c4bf
merge
2017-10-30 10:13:47 -04:00
Taha Afzal
51ec0dbb07
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-30 10:13:04 -04:00
Taha Afzal
6e82155d86
Spark-249-Spreader Order : Create state handlers
2017-10-30 10:12:55 -04:00
Pedro Pinto
73282f5e7b
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-30 13:32:25 +00:00
Pedro Pinto
493586a0ca
More work on exchange simulator.
2017-10-30 13:32:11 +00:00
Kevin Darby
4740eb5879
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-27 15:25:34 -04:00
Eric Harding
7637c872b6
Externals pointer got moved backwards somehow. Updated it to head so unison.exe is available
2017-10-27 09:53:38 -04:00
Eric Harding
8be0c3e03e
code cleanup in diff
2017-10-26 17:55:10 -04:00
Kevin Darby
2dc57b6809
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-26 10:08:44 -04:00
Taha Afzal
ffeb86dd8c
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-25 17:43:26 -04:00
Eric Harding
cc9fcb4b59
Improved sync_with
2017-10-25 17:38:48 -04:00
Eric Harding
e2cd9820af
Fix buildprops
2017-10-25 17:38:47 -04:00
Kevin Darby
f421296812
remove unneeded tools
2017-10-25 16:32:07 -04:00
Taha Afzal
9aca77729c
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-25 15:38:46 -04:00
Taha Afzal
2521352737
Case 248 SpreaderOrder : move state into the pimpl structure
2017-10-25 15:38:43 -04:00
Taha Afzal
149d68b805
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-24 10:10:25 -04:00
Taha Afzal
4884981837
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2017-10-23 11:40:34 -04:00
Taha Afzal
0d11726104
merging
2017-10-21 09:08:48 -04:00