Merge branch 'master' into SP-44-speed-up-hedging

src/lib/orderman/orders/spreader_orders/spreader/SingleFillHedger.cpp

@@ -83,8 +83,15 @@ _end_state_worker (this, other._end_state_worker){
 /****************************External Calls**************************/
 /********************************************************************/
 void SingleFillHedger::init_hedger (Price price,
-                                    Quantity quantity){
-   _worker->init(price,quantity);
+                                    Quantity quantity,
+                                    ChildOrder* order){
+   if(order!=nullptr && !_spreader.in_cache_warming_cycle()){
+      _child_order_state.re_init(*order);
+      _child_order_state.modify_order(price,quantity);
+      _switch_state (&_working_state_worker);
+   }
+   else
+      _worker->init(price,quantity);
 }
 void SingleFillHedger::on_order_update(const SpreaderChildOrderState& u){
    //bts_assert (u.order_key() == _order.order_key());

src/lib/orderman/orders/spreader_orders/spreader/SingleFillHedger.h

@@ -93,7 +93,8 @@ public:
    //that live in the START state until...
    //iii.until init_hedger is called which sets the price
    //qty and causes the order to be submitted
-   void init_hedger (Price price, Quantity quantity);
+   void init_hedger (Price price, Quantity quantity,
+                     ChildOrder* order = nullptr);
    //b. called by the spreader when there is an order update
    //  reported by the exchange
    void on_order_update(const SpreaderChildOrderState& order_update_message);

src/lib/orderman/orders/spreader_orders/spreader/SingleLegQuoter.cpp

@@ -118,7 +118,9 @@ void SingleLegQuoter::update_other_leg_fills(size_t leg_index,
                        "spread_key:{} leg_idx:{} fill_idx:{} filled_quantity:{}",
                        _spreader.spreader_order_key(), _this_leg_data.leg_index(),
                        leg_index, filled_quantity);
-   _worker->on_other_leg_quoter_fill (leg_index, filled_quantity);
+   // SP-44
+   terminate();
+   //_worker->on_other_leg_quoter_fill (leg_index, filled_quantity);
 }
 void SingleLegQuoter::update_order_price_quantity(Price price,
                                                   Quantity quantity){

src/lib/orderman/orders/spreader_orders/spreader/SpreaderCacheWarmingState.h

@@ -35,8 +35,8 @@ public:
    llevel(Info),      
    forced_fill_qty(0),      
    fill_mult(1),
-   last_cache_warm_fill_ts()
-   {}
+   last_cache_warm_fill_ts(){
+   }
    void set_forced_flag(){
       in_cache_warming_cycle=true;
       llevel = NoLog;

src/lib/orderman/orders/spreader_orders/spreader/SpreaderChildOrderState.h

@@ -62,11 +62,18 @@ public:
    // const accessors ////////////////////
    ///////////////////////////////////////
    OrderKey order_key() const {
-      if (_is_live)
-         return _child_order.key();
+      if (_is_live){
+         // SP-44
+         if (_child_order.is_active())
+            return _child_order.key();
+         return OrderKey(0);
+      }
       else
          return _test_only_order_key;
    }
+   ChildOrder& child_order() {
+      return _child_order;
+   }
    api::orderman::OrderStatus status () const {
       return _status;
    }

src/lib/orderman/orders/spreader_orders/spreader/SpreaderLegData.h

@@ -183,7 +183,12 @@ public:
    SingleFillHedger& add_new_hedger(bts::Price hedge_price,
                                     bts::Quantity hedge_quantity){
       SingleFillHedger& rv = _hedger_manager.get_hedger();
-      rv.init_hedger (hedge_price,hedge_quantity);
+      ChildOrder* p = nullptr;
+      if(_leg_property_data.is_active_quoting()){
+         bts_assert(_quoter_child_order_state!=nullptr);
+         p = &(_quoter_child_order_state->child_order());
+      }
+      rv.init_hedger (hedge_price,hedge_quantity,p);
       return rv;
 }
 };