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756 Commits
Author SHA1 Message Date
Pete Fisher e974edfc6e Merge branch 'master' of bitbucket.org:bluetradesys/spark 2021-03-18 16:22:27 -04:00
Pete Fisher 3b7740cee0 updating submodule to latest 2021-03-18 16:22:12 -04:00
John Colvin 258d4a3fc1 import compute_synthetic_book method from spartan 2020-12-08 23:00:18 -06:00
John Colvin c53f6425cd import IntPrice arithmetic operators from spartan
The compute_synthetic_book method (also to be imported
from spartan) depends on a couple of them.
2020-12-08 22:52:28 -06:00
Pedro Pinto e5d77593d1 Changed logging 2020-10-15 14:24:02 -04:00
Pedro Pinto 6580f3883b Added logging of cancel/replace 2020-10-15 14:18:57 -04:00
Pete Fisher a66eae66bb fixing for python3 2020-10-14 21:56:49 -04:00
Pedro Pinto 090a9dfb17 Added iLink3 documentation. 2020-09-14 12:02:37 -04:00
Pete Fisher 27aa43f44d fixed time on ilink2 audit 2020-09-09 12:16:57 -04:00
Pedro Pinto 19e087aa69 Fixed time reporting in iLink3. 2020-09-09 10:58:34 -04:00
Pedro Pinto 167c8c23a0 Fixed batching of orders under iLink3. 2020-08-27 08:19:47 -04:00
Pete Fisher d235f4be41 fixed jetfix.conf ports on relay 2020-08-25 10:03:09 -04:00
Pedro Pinto ec43dbd82d Maybe fixed the self match prevention problem. 2020-08-24 17:02:58 -04:00
Pedro Pinto f07998d6a6 Fixed order rounding error in ilink3 2020-08-24 16:17:31 -04:00
Pedro Pinto b3dc2cdcd4 Changed logging subsystem from ilink3 to iLink3 2020-08-24 11:06:44 -04:00
Pete Fisher 0963aee137 added audit log scripts to be run by the docker container 2020-08-19 17:49:47 -04:00
Pedro Pinto c2f8e92b10 Hopefully fixed the ilink3 filled qty reporting problem.
This was crashing the spreader.
2020-08-13 08:42:43 -04:00
Pedro Pinto 7ae0142dff Fixed reset of sequence numbers problem 2020-08-12 11:56:08 -04:00
Pedro Pinto db0ffba8ed Fixed windows build 2020-07-10 13:00:20 -04:00
Pedro Pinto a274a214b4 Merged with master 2020-07-10 11:31:47 -04:00
Pedro Pinto bbcfa3c75a merged with prod 2020-07-10 10:45:10 -04:00
Pedro Pinto 89229d65f1 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2020-07-10 10:43:34 -04:00
Pedro Pinto 0e75cde409 Fixed a bad asser in recovery, a few typos, haderned against bad securities. 2020-07-10 10:36:03 -04:00
Pedro Pinto 42fa6dfaff Fixed life cycle of exe reports and config during replay. 2020-07-09 16:06:39 -04:00
Pedro Pinto 400143c84d Protected against ticker subs for expired securities. 2020-07-09 14:45:51 -04:00
Pedro Pinto e915945880 Trying to replay fix logs. 2020-07-09 14:27:22 -04:00
Taha Afzal ca6673e98f Merge branch 'prod' 2020-07-09 13:09:57 -04:00
Taha Afzal 479f3dccff Adding OnSignal (this is a new algo which is hidden by default) 2020-07-09 13:07:28 -04:00
Pedro Pinto 9601ebab20 Adding replay of stored messages. 2020-07-09 10:16:31 -04:00
Taha Afzal c272d8a8c2 Pyramid Algo: Takes care of the rounding error when Top == sum (child orders) 2020-07-08 13:35:21 -04:00
Pedro Pinto b344ab3377 Fixed an issue with order recovery from Exec reports. 2020-07-08 12:07:48 -04:00
Pedro Pinto ae3080b031 Refactoring. 2020-07-08 10:10:14 -04:00
Pedro Pinto f0464331cb Added better handling of cancel rejects. 2020-07-08 09:52:18 -04:00
Pedro Pinto 0648b618bf Refactored. 2020-07-08 08:42:53 -04:00
Pedro Pinto 59282b8c70 Added one more test to manual order entry list. 2020-07-08 08:42:18 -04:00
Pedro Pinto 34a86009ce Doc and tool minor update. 2020-07-08 07:44:01 -04:00
Pedro Pinto 0ad9ae9001 Small tweak to logging tool. 2020-07-07 20:19:59 -04:00
Pedro Pinto a296e1e772 Fixed parsing of stop px in link3. 2020-07-07 20:19:41 -04:00
Pedro Pinto 7f53d8b161 Improved logging, fix iceberg order, removed duplicate logging. 2020-07-07 17:01:24 -04:00
John Colvin fbd8bbd4a8 algo abbreviation code uses string.Join instead of list_string (the latter method is redundant, should be removed) 2020-07-07 13:16:18 -05:00
John Colvin 3da52b350f fix pure crash (algo abbreviation code choked on names that end with a space) 2020-07-07 13:15:55 -05:00
Pedro Pinto 243d6827d4 Merge remote-tracking branch 'refs/remotes/origin/ilink3_final' into ilink3_final 2020-07-07 12:12:09 -04:00
Pedro Pinto 00221f9bd9 Fixed spread order entry. 2020-07-07 12:11:11 -04:00
Pedro Pinto a6171ae405 Fixed spread order entry. 2020-07-07 11:55:05 -04:00
Pedro Pinto be5d01a797 Fixed fills. 2020-07-07 06:47:58 -04:00
Pedro Pinto e5d9d324bf Order order entry manual test. 2020-07-06 18:22:39 -04:00
Pedro Pinto c34dee9d96 Taked order status from execution report, parse error message in il3 2020-07-06 18:21:44 -04:00
Pedro Pinto e5a98aab41 Merged with master 2020-07-06 12:49:24 -04:00
Pedro Pinto 10cd35372b Can enter, modify, cancel orders. 2020-07-06 11:38:17 -04:00
Pedro Pinto ad4515be39 Renamed NativeOrder to GLBXNativeOrder 2020-07-06 09:47:34 -04:00
Pedro Pinto ff4d87dd6b Fixed IL3 execution report parser to convert exchange prices. 2020-07-06 09:34:26 -04:00
Pedro Pinto 8ddde3f9da Part 2 of MBO service fix. 2020-07-06 09:34:09 -04:00
Pedro Pinto 51093dc3a5 Added simple tool to watch spark logs. 2020-07-06 09:33:35 -04:00
Pedro Pinto 5d5db9ad9f Fixed MBO parser to extract the right exchange key. 2020-07-06 09:33:06 -04:00
Pedro Pinto fca808fe0d Made ilink3 gw wait for start() before its starts. 2020-07-03 14:11:22 -04:00
Pedro Pinto 07d14f877b More nonsense 2020-07-02 20:28:49 -04:00
Pedro Pinto 5ea6dccdd4 Something here breaks 2020-07-02 19:04:49 -04:00
Pedro Pinto ac956a5c02 Renamed ExchangeOrderIDu64 to ExchangeOrderID64 2020-07-02 19:00:32 -04:00
Pedro Pinto 1fba09cf94 Refactor of ids. 2020-07-02 11:05:04 -04:00
Pedro Pinto 0baa6b875e Fixed merge error. 2020-07-02 09:09:20 -04:00
Pedro Pinto cdacc2d4d4 Merged 2020-07-02 07:26:43 -04:00
Pedro Pinto 1433541947 Automatically advanced our own seq number on connection failure.
It is fairly easy for our sequence number to be behind CME if we
crash. Since we can detect this issue (CME tells us about it) we can
try to fix it automatically by incrementing our own sequence
number. This should allow us to recover automatically in some
scenarios.
2020-07-02 06:57:01 -04:00
Pedro Pinto 1070ca7ace Ran clang-format. 2020-07-02 06:28:32 -04:00
Pedro Pinto 56fa27dd7e Handled non text timestamp in native order. 2020-07-02 06:23:07 -04:00
Pedro Pinto d87b522bc6 Added better logging when terminated by exchange. 2020-07-02 06:22:38 -04:00
Eric Harding 166cb03782 Provide account when parsing execution reports. 2020-07-01 14:40:10 -04:00
John Colvin 40bad84c48 algo studio includes algos with undefined children in the dropdown 2020-07-01 12:09:12 -05:00
Eric Harding c3786d9d64 ilink3: Provide SecurityOracle to execution report parser 2020-07-01 11:50:03 -04:00
Pedro Pinto 9080e3124b Filled in cust_order_handing_inst 2020-07-01 11:29:47 -04:00
Pedro Pinto d9c536124a Fixed logging of session seq numbers. 2020-07-01 11:29:30 -04:00
Pedro Pinto 7de6b2907e Filled in sendercompid in routing record.
iLink3 requires this.
2020-07-01 10:48:01 -04:00
Eric Harding 75f017e9f8 ilink3: Get PartyDetails from sender_cmp_id 2020-07-01 10:29:20 -04:00
Pedro Pinto 7757ab3ea0 Fixed a few bugs. 2020-06-30 19:35:53 -04:00
Pedro Pinto 3186dd383c We can connect now. 2020-06-30 19:03:35 -04:00
Pedro Pinto 45f751c9c6 Bad merge. 2020-06-30 19:03:35 -04:00
Pedro Pinto e4d3774980 Better logging. 2020-06-30 19:03:35 -04:00
Eric Harding eedb3ce05d Clear hmac for json logging 2020-06-30 17:11:01 -04:00
Eric Harding 6a7d38c0fd flip session bool 2020-06-30 16:10:26 -04:00
Eric Harding 7f9967834d add readme note 2020-06-30 15:34:03 -04:00
Eric Harding 31ccbfcd19 Switch to ilink3 logging group 2020-06-30 14:43:38 -04:00
Eric Harding c2abf90cc4 IL3MessageFramer owns outgoing messages so it needs to outlive ILinkGW 2020-06-30 14:36:02 -04:00
Eric Harding 8dc4735248 ilink3: set_state(Error) only after disconnect 2020-06-30 14:25:59 -04:00
Pedro Pinto d940d9f11d For now, caught serialization error in some ilink3 msgs. 2020-06-30 14:10:07 -04:00
Pedro Pinto 1e0c75c6c7 Added iLink3 subsystem for logging. 2020-06-30 14:09:55 -04:00
Eric Harding fbaa17bc40 Add some comments to marketdata.proto 2020-06-30 13:16:30 -04:00
Eric Harding 38e3cd6197 Update market data readme 2020-06-30 13:13:48 -04:00
Pedro Pinto 3bb9961af4 Refactor. 2020-06-30 11:35:40 -04:00
Pedro Pinto da8088fd8d Rebased 2020-06-30 11:27:56 -04:00
Eric Harding 748a65f671 Merge branch 'ilink3_gateway' of bitbucket.org:bluetradesys/spark into ilink3_gateway 2020-06-30 10:05:33 -04:00
Eric Harding 66d80136bd ilink3: Keep outgoing messages alive forever. 2020-06-30 10:04:42 -04:00
Eric Harding 10386311d4 Update market data readme 2020-06-29 12:25:30 -04:00
Eric Harding 629a7f8130 Remove unused class in MD 2020-06-29 12:25:14 -04:00
Pedro Pinto 81189bb2cc Forgot to add message logger. 2020-06-29 12:08:22 -04:00
Pedro Pinto e5681a50f2 Made session name come from date. 2020-06-29 10:59:15 -04:00
Pedro Pinto 69fe4569e3 Made FIX session name available as uint64_t as well as strings. 2020-06-29 10:57:40 -04:00
Pedro Pinto c7caf66f9c Changed the ILink3 log format to json. 2020-06-26 19:11:05 -04:00
Pedro Pinto 14504f4a94 Cleaned up comment. 2020-06-26 19:10:49 -04:00
Pedro Pinto 5b601a4016 Fixed encofing of clorid. 2020-06-26 19:10:23 -04:00
John Colvin e3207b921a truncate list of securities in transitive compare test (was timing out due to too many permutations) 2020-06-26 13:32:27 -05:00
Taha Afzal 98db8e61a5 Removing hardcoded ref's to Katallage 2020-06-25 17:05:10 -04:00
Pedro Pinto 45aa75e8bb Brought back the ilink3/ilink2 encoding abstraction. 2020-06-25 16:49:46 -04:00
Pedro Pinto b2471d45b2 Added tool 2020-06-25 16:49:10 -04:00
Pedro Pinto 11e2df8c76 Tweaked build tools. 2020-06-25 16:49:10 -04:00
Pedro Pinto cba6852655 Updated docker 2020-06-25 16:49:10 -04:00
Pedro Pinto 5eeaedde26 Added a few build tools. 2020-06-25 16:49:10 -04:00
Pedro Pinto b63052dbaa Updated ICE Onixs 2020-06-25 16:49:10 -04:00
Pedro Pinto 29f5bc798e Added +x 2020-06-25 16:49:10 -04:00
Pedro Pinto 04603acbb9 Added publishing of new routing info when orders are recorevered from disk 2020-06-25 16:49:10 -04:00
Pedro Pinto bc6890055e temp commit, fixing glbxnative order 2020-06-25 16:49:10 -04:00
Pedro Pinto ea94c09c78 Eric intermediate ilink3 fixes 2020-06-25 16:49:10 -04:00
Eric Harding e3c3bc78fc Note what this address list is for 2020-06-24 20:55:20 -04:00
Eric Harding a11d390dcd ilink3 message logging 2020-06-24 20:52:21 -04:00
Eric Harding 7c74a961d4 Add canned cert sessions for ilink3 nrcert 2020-06-24 20:43:27 -04:00
Eric Harding 5db21ad2ca fix build, session and clordid changes 2020-06-24 19:32:12 -04:00
Eric Harding f703dabdfe Raw msg should be 2 strings 2020-06-24 17:53:30 -04:00
Eric Harding 237d3eea4b encode_clordid needs security key 2020-06-24 17:29:06 -04:00
Taha Afzal e009316bfb Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE 2020-06-24 17:13:38 -04:00
Taha Afzal 5528efd2d2 Cleaning up 2020-06-24 17:13:31 -04:00
Eric Harding 818bdec130 Add NrCert keys 2020-06-24 15:07:02 -04:00
John Colvin 09f91735fe Security sort tests run with ice securities 2020-06-24 12:58:29 -05:00
John Colvin d9fc18547b SecurityHelper.Compare fallsback on 'ToString' then 'Id' comparisons to guarentee deterministic sort 2020-06-24 12:56:29 -05:00
Eric Harding d257cf2c77 Disable broken ilink3 tests for now 2020-06-24 13:28:33 -04:00
Eric Harding 079f46404f Add some testing notes 2020-06-24 10:57:15 -04:00
Eric Harding edcc73e934 Remove old ILink3ExecutionGateway. Instead use GlbxIlink3ExecutionGateway 2020-06-23 22:41:33 -04:00
Taha Afzal 5905ca3e92 Merging frmo master 2020-06-23 13:51:14 -04:00
Pedro Pinto bc7ac8523b Added tool 2020-06-23 13:06:15 -04:00
Eric Harding 0c4c2b7231 cme autocert msgw_failover test script 2020-06-23 13:05:32 -04:00
Eric Harding 420351c093 Replay refactor #4 2020-06-23 12:01:52 -04:00
Eric Harding f69e6b89c5 Sequence number fixes 2020-06-22 22:23:13 -04:00
Eric Harding c3e22e4b23 Recovery revamp #3 2020-06-22 20:16:21 -04:00
John Colvin 32b7b7f40d quantity conversion for ladder right click order 2020-06-22 17:02:23 -05:00
Pedro Pinto 54e5a68730 Tweaked build tools. 2020-06-22 08:41:19 -04:00
Pedro Pinto 880c95d92b Tweaked build tools. 2020-06-20 17:17:22 -04:00
John Colvin e7da6dd79e remove unused 'save/remove_template_cmd' props from OrderPropertiesEditor 2020-06-19 16:42:38 -05:00
John Colvin 8bf78aa880 cleanup/normalize whitespace in OrderDataHelper.cs 2020-06-19 16:37:21 -05:00
John Colvin 1c44165181 remove unused methods/props in OrderDataHelper.cs 2020-06-19 16:35:15 -05:00
John Colvin 8165ec0e3d fix AlgoProvider.get_permitted_algos (seed intersection aggregate a full set instead of empty) 2020-06-19 16:14:58 -05:00
John Colvin 7d1ec5b82a Merge remote-tracking branch 'refs/remotes/origin/DJ_ICE' into DJ_ICE 2020-06-19 15:48:55 -05:00
John Colvin 02e7fb1ee0 iceberg 'show quantity' param uses display divisor 2020-06-19 15:45:17 -05:00
John Colvin c0ea6943e1 AlgoProvider ensures synthetic security algo's last child is a Spreader algo 2020-06-19 15:12:42 -05:00
John Colvin 4c914a2d48 Merge branch 'DJ_ICE_algo_config' into DJ_ICE 2020-06-19 10:59:10 -05:00
Taha Afzal 0ee86f2dd4 CPP override fix 2020-06-19 11:58:58 -04:00
Taha Afzal 00bf3c7f47 Fixing the PNL timestamp 2020-06-19 11:10:23 -04:00
Taha Afzal b61e18d10e CPP logic 2020-06-19 00:44:13 -04:00
John Colvin 90b2607f86 pnl window symbol filter items are sorted 2020-06-18 13:06:41 -05:00
John Colvin e452697088 remove struct contraint on TKey in KeyedMultiSelector, and TableUpdateItemsFilter 2020-06-18 12:50:23 -05:00
John Colvin 1988443497 fix pnl symbol filter (was checking the security.Symbol instead of the 'pnl_symbol') 2020-06-18 12:40:07 -05:00
John Colvin 3f33627f00 add pnl_cpp_tuple extension method bones (taha will implement) 2020-06-18 12:14:44 -05:00
John Colvin 0610612ae6 make PNLData.with a member method instead of extension so it isn't
passed by value (it's a large struct)
2020-06-18 11:35:00 -05:00
John Colvin efcf78bb95 pnl window restores fill/market price decimal format when workspace loaded 2020-06-18 11:28:17 -05:00
John Colvin 03678e79a5 PNLSettings.cs line endings (need to figure out why they keep changing) 2020-06-18 11:00:32 -05:00
Taha Afzal c15a364496 Merge branch 'DJ_ICE_pnl_decimals' into DJ_ICE 2020-06-17 23:50:17 -04:00
Taha Afzal d8ec713dc5 Spreads in PNL show under a different symbol 2020-06-17 23:22:33 -04:00
Taha Afzal daaa7311a0 Merge branch 'DJ_ICE_pnl_symbol' into DJ_ICE_cpp_mult 2020-06-17 22:58:10 -04:00
Taha Afzal f893af1930 Strip Legs are not counted toward futures 2020-06-17 22:57:08 -04:00
Taha Afzal 6ec413c516 Dictinction bw spread legs and strip legs 2020-06-17 15:50:06 -04:00
John Colvin a2a0d88a81 pnl window disposes filters of type IDisposable 2020-06-17 12:39:59 -05:00
John Colvin 7a4dca9589 PNLWindow uses special pnl_symbol (taha will implement pnl_symbol method later, returns regular symbol in meantime) 2020-06-17 12:30:01 -05:00
John Colvin b21cd12cea copy AppendTable extension from another branch 2020-06-17 12:24:58 -05:00
John Colvin ec0b726751 ladder mid tick rounds down for negative numbers (still rounds up for positive) 2020-06-16 16:40:28 -05:00
John Colvin a9f2b4ad9a PNL window - setting for market/fill price column decimal places 2020-06-16 15:32:51 -05:00
Taha Afzal 9cb3a21e5a position service exposes both cpp and overridden cpp 2020-06-15 23:05:53 -04:00
Eric Harding 3231ffb343 Meaningless autocert code 2020-06-15 22:48:28 -04:00
Eric Harding 8d7f1738cf update cert secure logon 2020-06-15 22:47:30 -04:00
John Colvin 60d4dd87fd rename ISecurityAlgoProvider.cs -> IAlgoProvider.cs 2020-06-15 17:01:02 -05:00
John Colvin 3a7eeda70e AlgoProvider.subscribe_algos always fires at least once (doesn't depend on studio algos being present) 2020-06-15 17:00:13 -05:00
John Colvin 712146e028 Merge branch 'algo-type-config' into DJ_ICE_algo_config 2020-06-15 16:57:07 -05:00
Eric Harding 9101214e66 Add message logger and revamp replay sequence handling 2020-06-15 14:51:41 -04:00
Taha Afzal f381d536d6 Merge branch 'DJ_ICE' into DJ_ICE_cpp_mult 2020-06-15 09:53:32 -04:00
Pedro Pinto d8d5f3b93c Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE 2020-06-15 09:29:08 -04:00
Pedro Pinto 1d4dc47a62 Added missing update to session/high low. 2020-06-15 09:28:23 -04:00
Taha Afzal 482c300b72 Merge branch 'DJ_ICE_space_bar_recenter' into DJ_ICE 2020-06-14 21:08:51 -04:00
Pedro Pinto 59774ccbb5 Updated docker 2020-06-14 15:27:18 -04:00
Pedro Pinto fcb6c9b8d9 Added a few build tools. 2020-06-14 15:27:01 -04:00
Pedro Pinto 69ad995ba9 Updated docker 2020-06-14 15:23:18 -04:00
Pedro Pinto 0b26ec1132 Added a few build tools. 2020-06-14 15:21:55 -04:00
John Colvin 3de494c80f recenter all ladders on spacebar (don't require shift) 2020-06-12 17:05:53 -05:00
Eric Harding c6b2e2f21e OMF setting to true, always 2020-06-12 17:49:37 -04:00
Eric Harding 2eac97c1a9 meaningless cert change 2020-06-12 15:18:20 -04:00
Eric Harding b4b0e10f29 Fix IOC=FAK order type (not FOK) 2020-06-12 15:17:38 -04:00
John Colvin 7deb25dd1c fix ladder recenter on spacebar 2020-06-12 13:16:57 -05:00
Pedro Pinto 7a29ae1a83 Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE 2020-06-12 08:44:36 -04:00
Pedro Pinto 6da893128c Cleaned up logging. 2020-06-12 08:44:20 -04:00
Pedro Pinto 2cb458af2d Added OnBehalfofcompid tag to ICE as per cert. 2020-06-12 08:42:40 -04:00
Taha Afzal 04db38d627 Merge branch 'DJ_ICE_release_candidates' into DJ_ICE 2020-06-11 21:22:18 -04:00
John Colvin a144b03361 ladder recenter on spacebar (across thread barrier) 2020-06-11 18:28:37 -05:00
John Colvin 9c89a9a47e TabDocument forwards key press events to IShellWindows 2020-06-11 18:24:26 -05:00
John Colvin 007af71bb2 fix ladder center-on-settle behavior once and for all 2020-06-11 17:09:05 -05:00
John Colvin 7cfe8f4214 add override cpp context menu item in pnl window 2020-06-11 16:33:28 -05:00
John Colvin 24f8e66953 add IPositionModel (has function to override cpp) 2020-06-11 16:30:35 -05:00
John Colvin 90fc6d901f add PropertyEditor control/dialog 2020-06-11 16:29:45 -05:00
Eric Harding 38d9db4a90 Session and sequence number fixes 2020-06-11 11:36:37 -04:00
Taha Afzal a216d1cc81 Fixing sell order check for distance from settlement 2020-06-11 09:19:03 -04:00
Pedro Pinto f8395c11b5 Fixed application, vendor tags for DJ. 2020-06-11 08:26:26 -04:00
John Colvin 2b0e46ed38 fix ladder center around settle behavior 2020-06-11 00:36:11 -05:00
John Colvin 5f3b243265 'max settlement cross ticks limit' ladder setting 2020-06-10 18:16:52 -05:00
John Colvin c9ce2d18bf simplify 'Safety Checks' content alignment in ladder settings dialog 2020-06-10 17:33:13 -05:00
John Colvin 7b563ba66c ladder centers around settlement price if no bid/ask market 2020-06-10 13:17:01 -05:00
Eric Harding 6a679ff78c Fix for cancel/replace 2020-06-10 14:13:28 -04:00
Taha Afzal 3e1be70923 Fix for HHD Balmo spreads 2020-06-10 13:57:19 -04:00
John Colvin aadd7df6c6 quantity divisor is 1 for 'ICE Lots' secs 2020-06-09 22:49:57 -05:00
Eric Harding aba3f21020 stop order does not carry price 2020-06-09 19:18:36 -04:00
John Colvin 8206132a37 quantity conversion in pnl for dj 2020-06-09 17:27:29 -05:00
John Colvin f8b3fd2e14 QuantityConversionData.to/from_display extensions use 'safe_divide' 2020-06-09 17:10:21 -05:00
Eric Harding fede19fd11 stop-limit success 2020-06-09 16:30:00 -04:00
John Colvin 8b17ee72ff quantity conversion in ladder when last size is transposed over volume column 2020-06-09 10:50:06 -05:00
Eric Harding 3fa8dbf112 Cannot send price with market order 2020-06-08 23:09:10 -04:00
Eric Harding 77ae4703b3 Fix clOrdID and custOrdCapacity 2020-06-08 22:58:53 -04:00
John Colvin 31ed473999 quantity conversion in time and sales for dj 2020-06-08 17:25:13 -05:00
John Colvin 673805a7f4 quantity conversion in fills for dj 2020-06-08 17:10:39 -05:00
John Colvin 91422449e9 quantity conversion in manual fills for dj 2020-06-08 17:02:55 -05:00
John Colvin 438089a1cd quantity conversion in mview for dj 2020-06-08 16:36:57 -05:00
John Colvin 6a186d1d7e MarketViewRow - remove unreferenced fields 2020-06-08 16:33:55 -05:00
John Colvin 9d831a2569 fix line endings in MarketViewVM.cs 2020-06-08 16:33:55 -05:00
John Colvin d47cf1a54e (Dynamic)DoubleDivisorConverter uses safe_divide extension 2020-06-08 16:33:55 -05:00
John Colvin 8c9f669e72 refactor IsRealNonZero to is_real_positive (orig name was a typo), add a few more similar extensions to MathUtils 2020-06-08 16:33:55 -05:00
John Colvin f5bda11797 quantity conversion in orderbook for dj 2020-06-08 12:19:43 -05:00
John Colvin 1841a75fec quantity conversion in ladder/ticket for dj 2020-06-08 12:19:43 -05:00
John Colvin 34cdaeec93 don't use Disposable.replace bc it creates the next disposable before disposing the previous one 2020-06-07 16:01:27 -05:00
Taha Afzal 3230fb9e48 Regular TAS contract's formatting did not have the word TAS in it 2020-06-05 16:42:05 -04:00
Taha Afzal 888b4e22c0 Ignoring strips with > 512 components 2020-06-05 14:11:34 -04:00
Taha Afzal 534ce5a8ec strips are XL too 2020-06-05 13:12:57 -04:00
Taha Afzal c2b9ac57dc Fixing build 2020-06-05 11:55:54 -04:00
Taha Afzal 2783361325 Merge branch 'master' into DJ_ICE 2020-06-05 10:50:42 -04:00
Taha Afzal 46d35131d7 Overridable cpps 2020-06-05 10:01:18 -04:00
Pedro Pinto 3b95154c04 Updated ICE Onixs 2020-06-05 09:11:03 -04:00
Pedro Pinto 1a6b918853 Updated docker 2020-06-04 13:43:25 -04:00
Pedro Pinto bc22605a25 Added +x 2020-06-04 13:43:00 -04:00
Pedro Pinto f3d28add1c Added publishing of new routing info when orders are recorevered from disk 2020-06-04 13:41:34 -04:00
Eric Harding a28bfa1175 execution report handling tweaks 2020-06-04 10:05:44 -04:00
Eric Harding 4e4a48283d bool parse_report(string&, SecurityOracle&, ExecutionReport*); 2020-06-03 13:09:56 -04:00
Taha Afzal 63d260a6f8 Security formatting for ICE 2020-06-03 09:42:44 -04:00
Pedro Pinto 7a761d00ce Added security oracle to SessionStore so we can resolve exe reports. 2020-06-03 08:51:31 -04:00
Pedro Pinto 968be6a99a Added storage for sessions. Still missing parsing of exec reports. 2020-06-02 17:13:53 -04:00
Taha Afzal 9b4a63b4a8 Changes to make HNG/HIS/HEN/HHD to work 2020-06-02 11:15:47 -04:00
Pedro Pinto 03404eb3f1 Made some progress in GLBXiLink3ExecutionGateway 2020-06-02 09:16:02 -04:00
Pedro Pinto ff1a970982 Fixed build some more 2020-05-28 14:29:45 -04:00
Pedro Pinto ed890b4d84 Fixed broken tests for subscribe_exe_report change 2020-05-28 13:50:04 -04:00
Pedro Pinto e87003cc41 Merged with master 2020-05-28 12:21:51 -04:00
Eric Harding bc06037843 Fix the build 2020-05-28 12:20:30 -04:00
Pedro Pinto a502c365e5 Build tweaks 2020-05-28 12:15:16 -04:00
Pedro Pinto c4c7cebfc5 Updated externals 2020-05-28 12:12:46 -04:00
Pedro Pinto f18bcd2995 Build tweaks 2020-05-28 12:12:46 -04:00
Pedro Pinto a6a1b6ac53 Fixed clang build. 2020-05-28 12:12:46 -04:00
Pedro Pinto fdacd8b543 Added -f when removing simlinks in build setup. 2020-05-28 12:02:46 -04:00
John Colvin 3d1de9a0c7 nuget_restore.cmd uses externals package source (builds offline) 2020-05-28 12:02:31 -04:00
John Colvin b2b3fa5949 update jenkinsbuild.cmd to use externals nuget source (for windows) 2020-05-28 12:02:17 -04:00
Pedro Pinto 86ecf69820 Updated external subrepos 2020-05-28 11:53:51 -04:00
Eric Harding 8c3da4e43c Re-arrange some methods in ILinkGW.h 2020-05-27 16:51:36 -04:00
Eric Harding 06b955dceb Exchange seq number fix 2020-05-27 11:49:08 -04:00
Eric Harding e75d15146c cme cert test update 2020-05-26 23:55:27 -04:00
Eric Harding cb07384c9f Fix problem with party details 2020-05-26 23:55:13 -04:00
Eric Harding fc9e502539 cert refactor 2020-05-26 12:40:16 -04:00
Eric Harding fcbf3388c0 update ilinkbinaryxml templates 2020-05-26 12:40:04 -04:00
Eric Harding 899bea940f improve ilinkgw logging 2020-05-26 12:39:55 -04:00
Eric Harding 14b7509607 ensure local launch timezone 2020-05-26 12:39:41 -04:00
Pedro Pinto 8f537a8fda Merged in build_improvements (pull request #414)
Build improvements
2020-05-26 16:32:43 +00:00
Pedro Pinto 01b9ff6b47 Dropped celoxica 2020-05-26 12:28:35 -04:00
Pedro Pinto 2609663d3e Updated setup_builds to work even if its run outside the tree. 2020-05-26 12:06:08 -04:00
Eric Harding 25668e8df0 dont' build web client on wsl2 2020-05-26 11:54:19 -04:00
Pedro Pinto fd89241611 Updated externals pointer 2020-05-26 11:49:29 -04:00
John Colvin a69118c5d3 fix line endings in release_notes 2020-05-22 23:42:27 -05:00
John Colvin 5accd0e2b4 Merge branch 'master' into prod 2020-05-22 19:14:16 -05:00
John Colvin df5ad61cd2 release notes for synthetic gui integer tick sizes 2020-05-22 19:12:29 -05:00
John Colvin 4a7674eb29 synthetic gui supports integer tick sizes 2020-05-22 18:15:53 -05:00
Eric Harding 5a458287f4 update license search info in disable_onixs.py 2020-05-22 15:18:46 -04:00
John Colvin 5921f9f6b5 Merge branch 'master' into prod 2020-05-22 12:34:18 -05:00
John Colvin 4c73a63ae8 release notes for bug fix (unsorted custom state grid params in orderbook) 2020-05-22 12:30:53 -05:00
John Colvin 42b1c921a8 OrderBook custom state grid params are sorted alphabetically (again) 2020-05-22 12:24:42 -05:00
Pedro Pinto fab3334b1e Updated release notes 2020-05-22 11:23:03 -04:00
Pedro Pinto 7239dd3ade Merge branch 'master' into prod 2020-05-22 11:20:17 -04:00
John Colvin dd4c8eb649 Merged csharp-api-examples-sln into master 2020-05-22 10:19:13 -05:00
John Colvin 76a29bdc8a client ui supports all integer tick sizes (not just 1) 2020-05-21 15:26:50 -05:00
John Colvin 06d708f3ea new csharp api examples 2020-05-21 15:17:32 -05:00
John Colvin e2f70cbc19 minor config tweaks needed after upgrading VisualStudio 2020-05-21 13:04:00 -05:00
Pedro Pinto 9d54e47a03 Update CMakeDeps 2020-05-19 17:00:24 -04:00
Eric Harding 5345ba8ff8 securities for sending orders ilink3 test 2020-05-19 15:58:56 -05:00
John Colvin faccdf581e Merged in limit-algo-clean-history (pull request #413)
Limit algo clean history
2020-05-19 13:53:07 +00:00
John Colvin 1a64714a54 always log errors observed in LadderGridHost._volume_from_row (not just when it fails after max_num_tries) 2020-05-18 17:03:39 -05:00
John Colvin 3ba6792a85 wrap LadderGridHost._volume_from_row in try/catch (addresses Pure client crash) 2020-05-18 16:46:23 -05:00
Pedro Pinto c32a7f1d62 Made native orders calculate route when recovered from disk.
This is in response to the Pure debacle of May 17th. CME changed the
MSGW used for certain products. As we only route orders once, when
they are created, any orders that already existed never transitioned
to the new MSGW. This made it so that users could no longer control
these orders. With this change we recalculate routes when the orders
are first loaded from disk. Assuming we have up to date securities,
something that sometimes does not happen unfortunately, this should
result in the order being automatically relocated to its new MSGW. As
a bonus we also get the hability to change MSGW configuration even if
there are working for that MSGW.
2020-05-18 08:59:42 -04:00
John Colvin 10e75f30e6 fix algo params grid enum template for GenericOrderVMs 2020-05-15 13:16:25 -05:00
John Colvin 20eac19c4f GenericOrderVM - normalize white space 2020-05-15 13:16:25 -05:00
John Colvin 8c0765a2c7 fix build 2020-05-15 10:34:59 -05:00
Taha Afzal 7a1f88e813 Merge branch 'limit-algo-clean-history' of bitbucket.org:bluetradesys/spark into limit-algo-clean-history 2020-05-14 22:01:32 -04:00
Taha Afzal 3420f14c8a DeleteAndCover detached hedges by default: 2020-05-14 22:01:22 -04:00
Eric Harding 9bf05973bd Add in/out to logs 2020-05-14 20:51:15 -05:00
John Colvin 86277dfbfe config toggle for new 'specific' CustomOrderDefinition params dialog (disabled by default) 2020-05-14 20:14:51 -05:00
John Colvin 4839e464c6 added dialog to edit CustomOrderDefinition params of a specific algo node 2020-05-14 20:02:14 -05:00
John Colvin dc2ad071a9 GenericOrderHelper should use 'FirstOrDefault' (not 'First') 2020-05-14 19:59:06 -05:00
John Colvin 65e49992f9 LimitCoverAlgo.do_update - remove redundant conversion from DynamicOrderDefinition to LimitCoverDefinition 2020-05-14 17:08:01 -05:00
John Colvin afbb9ae92d LimitCover algo - 'Hedge Ticks' and 'Top Ticks Offset' params actually assigned to DeleteAndCover child 2020-05-14 12:29:29 -05:00
John Colvin ff088142d9 fix custom state output grid 2020-05-14 12:29:29 -05:00
Pedro Pinto 93b7cf346b Added an option for the Cover algo to detach hedges. 2020-05-14 10:20:46 -04:00
Eric Harding f0edeadd50 Make shared mem size configurable 2020-05-13 20:29:38 -05:00
Eric Harding cea4d05bc4 log every msg 2020-05-13 20:19:48 -05:00
Taha Afzal 8ee9b84488 Merge branch 'limit-algo-clean-history' of bitbucket.org:bluetradesys/spark into limit-algo-clean-history 2020-05-13 20:39:13 -04:00
Taha Afzal e3648f5373 Better Logging 2020-05-13 20:39:07 -04:00
John Colvin facd3a9d81 LimitCoverAlgo - remove unnecessary else block in 'do_before_launch' 2020-05-13 17:26:13 -05:00
John Colvin 84969cb481 LimitCoverAlgo - dont update me->child_qty in the child_changed callback, since its async 2020-05-13 17:21:32 -05:00
John Colvin 6d521e77db LimitCoverAlgo - don't override do_launch_attached (it's not supported) 2020-05-13 17:15:30 -05:00
John Colvin 82c49f8f49 remove redundant methods: tick_up/less, payup/less 2020-05-13 17:15:30 -05:00
John Colvin e074309da1 typo broke build (missed constructor in 'TickOffset' -> 'PriceOffset' refactor) 2020-05-13 17:15:30 -05:00
John Colvin 2d622a5f39 LimitCover algo - convert 'ticks_offset' param be in price terms 2020-05-13 16:55:01 -05:00
John Colvin d51d20e84c LimitCover algo - remove cancel_on_blah params, add hedge_ticks 2020-05-13 16:18:46 -05:00
John Colvin 2ccdef9dc5 fix clang build errors 2020-05-13 15:59:45 -05:00
John Colvin 42e62a30bf to_string(OrderError) uses generated protobuf enum Name method 2020-05-13 15:32:27 -05:00
Eric Harding 0b7208784b Can't take the double negatives anymore 2020-05-13 14:01:16 -05:00
John Colvin c233c607fa Formatter.h - pass strings/templated args by const ref instead of value 2020-05-13 13:40:07 -05:00
John Colvin 462cb930f7 dont redefine ChildTemplate 2020-05-13 13:20:55 -05:00
Eric Harding 059ccbdab6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ilink3_gateway 2020-05-13 11:05:31 -05:00
Pedro Pinto 2c0f920422 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2020-05-13 08:54:14 -04:00
Pedro Pinto 5ee26065ca Updated .gitignore 2020-05-13 08:53:52 -04:00
John Colvin 550a4e8d50 add config toggle to enable/disable LimitCover algo 2020-05-12 19:11:16 -05:00
John Colvin 99b8221efc LimitCoverAlgo unit tests 2020-05-12 19:11:16 -05:00
John Colvin 19e74c30f8 AlgoTestDriverBase - AlgoState << operator 2020-05-12 19:03:53 -05:00
John Colvin 26693a4c98 AlgoTestDriverBase - after_child_changed callback, and find_child method 2020-05-12 19:03:53 -05:00
John Colvin d8bdb69a7c AlgoTestDriverBase - ChildTemplate impl, added OrderDefinition param to child_launching callback 2020-05-12 19:03:53 -05:00
John Colvin 6d357a74e1 AlgoTestDriverBase - expose cancel/cancel_child methods 2020-05-12 19:03:53 -05:00
John Colvin 73f4e4814c LimitCover algo for pure 2020-05-12 19:03:53 -05:00
John Colvin 312bc4be15 add Formatter.h (defines commonly needed << operators for algos, basic string formatting utils) 2020-05-12 18:55:37 -05:00
John Colvin a0c3ba449a add DynamicOrderAdapter (util to keep param proto conversion code out of the algo) 2020-05-12 18:55:37 -05:00
John Colvin d5a2a7f3f0 orderman_utils.h pragma once 2020-05-12 18:55:37 -05:00
John Colvin eda8c94def replicate_to_linux_vm.py - ignore some dirs generated by visual studio 2020-05-12 18:55:37 -05:00
John Colvin 9a8e80e149 add payup/less price calc utils (Security.h)' 2020-05-12 18:55:37 -05:00
John Colvin 6a7e3d739d fix typo 'epislon' -> 'epsilon' 2020-05-12 15:58:00 -05:00
Taha Afzal e6b8274813 DeletAndCoverOrderDefinition does not contain the nested enum anymore 2020-05-12 15:58:00 -05:00
Taha Afzal 9783520c62 DeleteAndCover completed 2020-05-12 15:58:00 -05:00
Taha Afzal 7e7f0bc37f Adding DeleteAndCover proto 2020-05-12 15:58:00 -05:00
Eric Harding 75eaf8c3d4 IL3ExecutionReportParser 2020-05-12 13:54:28 -05:00
John Colvin b9e2ecdffa Merged in transitive-security-compare (pull request #411)
Transitive security compare

Approved-by: Eric Harding
2020-05-11 19:42:50 +00:00
Eric Harding f1c021a474 Merged in security_preload (pull request #412)
Security preload
2020-05-11 19:41:00 +00:00
Eric Harding 6fda54ffa1 Merged master into security_preload 2020-05-11 15:44:50 +00:00
Taha Afzal bdb0adc16c TASCounter test fixed 2020-05-07 13:07:44 -04:00
Eric Harding 4b19b0ea14 update launch.json 2020-05-06 18:26:03 -05:00
Eric Harding fab1b4dd0f Add SecurityPreload key to pre-load securities from the security DB for sunday startup. 2020-05-06 18:25:29 -05:00
John Colvin f3ed3075cf fix Security comparison impl (its transitive now) 2020-05-06 17:35:46 -05:00
John Colvin 742af36b93 Security comparison unit test (addresses bug that caused Krandall OrderBook crash) 2020-05-06 17:35:46 -05:00
John Colvin c573b5fbb2 add ProtoBufCapture extension (writes TableUpdate state to file when subscription is disposed) 2020-05-06 17:30:00 -05:00
Eric Harding 2d6d4af594 add vscode spark local linux debugger settings 2020-05-06 12:27:11 -05:00
Eric Harding 1e8fcd794f Update ExecutionReport::exchange_order_id 2020-05-06 12:22:33 -05:00
John Colvin 2dcfad979c move FileStreamHelper.cs to spark_core 2020-05-06 12:11:03 -05:00
Eric Harding 726329c4bf Add ilink3 execution report parser and order test 2020-05-06 11:56:52 -05:00
Eric Harding 2d01f3f0f4 CME Certification requires very specific UUID generation 2020-05-06 11:56:01 -05:00
Eric Harding 2a595c0fd7 cme cert hard coding 2020-05-06 11:54:32 -05:00
Taha Afzal ba7e35649e Ignore Spread Pos Limits are defaulted to true 2020-05-06 10:36:40 -04:00
Eric Harding 5f9866c9e8 SecurityCache now hands out raw pointers. SecurityOracle now indexes exchange security key 2020-05-05 11:17:16 -05:00
Pedro Pinto cda4a870b7 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2020-05-05 06:14:30 -04:00
Pedro Pinto b3a8564365 Fixed int32 params in DynamicOrders to be int32 rathern than uint32. 2020-05-05 06:13:40 -04:00
Pedro Pinto 1e0114a4cf Treated disconnected orders as working. 2020-05-05 06:13:06 -04:00
Eric Harding 3a6e95ef05 Downgrade security scanner message to info 2020-05-04 16:16:55 -04:00
Eric Harding 78f1cf88e0 cmake needs love too 2020-05-04 11:16:21 -05:00
Eric Harding 4877436877 Ilink3 order unit test 2020-05-04 11:32:30 -04:00
Eric Harding 1b43124756 Add ReentrancyGuard.h 2020-05-02 13:10:49 -04:00
Eric Harding 6875263743 Update 'update' instructions for spark_sdk 2020-05-01 14:17:07 -04:00
Taha Afzal eac828f323 Merge branch 'master' into TASCounter 2020-05-01 13:49:27 -04:00
Taha Afzal 1635d6f649 Added test for TASCounter 2020-05-01 13:48:50 -04:00
Eric Harding a1feb3fddf PrimaryGatewayConnectionEnforcement 2020-05-01 13:22:35 -04:00
Eric Harding 2da535e9ff Update onixs license 2020-05-01 12:51:31 -04:00
Eric Harding 024328bf8b Refactor empty session 2020-05-01 11:44:03 -04:00
Taha Afzal a98be44a40 Merge branch 'master' into TASCounter 2020-04-30 13:59:49 -04:00
John Colvin 6210ac2ee6 OrderBook custom state grid only shows data if the selected rows are of the same root/branch 2020-04-29 16:21:17 -05:00
Eric Harding 80d7e34bf1 Fixes for updated sbe codegen 2020-04-28 18:16:45 -04:00
Pedro Pinto cfebab0488 Merged in api_improvements (pull request #405)
Api improvements

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2020-04-28 20:06:53 +00:00
Pedro Pinto eacd766359 Updated release notes. 2020-04-28 16:05:21 -04:00
Pedro Pinto 8fb8f8ff58 Merge branch 'master' into api_improvements 2020-04-28 15:58:43 -04:00
Taha Afzal f4b22816a2 Putting config to hide TASCounter 2020-04-27 23:39:41 -04:00
Eric Harding 8ab69c919b Improve cme provided error message 2020-04-27 16:56:32 -04:00
Eric Harding 99531bcfa0 Update ilink3 generated templates 2020-04-27 16:50:54 -04:00
Eric Harding 6bd516d4f2 cleanup 2020-04-27 11:26:42 -04:00
Taha Afzal 1029a464d7 Fixing the bts::timestamp tp protobuf timestamp function (unused, but useful) 2020-04-27 09:57:21 -04:00
Taha Afzal fd8b8e03ea cleanup, comments 2020-04-26 23:10:16 -04:00
Eric Harding 1a1d771e1b addition ilink3 tests 2020-04-25 13:18:58 -04:00
Eric Harding 050fcf7c6e Passing simple log in test 2020-04-24 12:31:30 -04:00
Pedro Pinto 41cf66a943 Added the hability to retrieve all securities in the API. 2020-04-24 08:00:13 -04:00
Pedro Pinto 1c57c9a012 Added position updates in the API. 2020-04-24 07:03:40 -04:00
Taha Afzal 8ccab66120 Merge branch 'add_custom_algo_state_reporting_to_api' into TASCounter 2020-04-23 18:14:28 -04:00
John Colvin e2b2f7ec9c better default widths for custom state grid columns 2020-04-23 16:11:35 -05:00
John Colvin b3c897bf0f custom state grid params are sorted alphabetically 2020-04-23 16:02:38 -05:00
John Colvin 87c9f54c8b custom state grid populates with first child row that has params (if selected row doesn't have any itself) 2020-04-23 15:59:49 -05:00
John Colvin df56b76ab6 OrderBookRowVM - remove dead property 'is_visible' 2020-04-23 15:54:30 -05:00
Taha Afzal 28ff13db11 Merge branch 'add_custom_algo_state_reporting_to_api' into TASCounter 2020-04-23 13:23:30 -04:00
Taha Afzal 2957075769 comments 2020-04-23 13:22:33 -04:00
John Colvin a6477824a8 OrderBookVM - clear the previous 'custom state' params before adding the new ones 2020-04-23 11:16:47 -05:00
Taha Afzal 17431f5ac0 Code complete, output is not showing in the UI which is making testing harder 2020-04-23 00:09:23 -04:00
Taha Afzal 8708f02fe0 Merge branch 'add_custom_algo_state_reporting_to_api' into TASCounter 2020-04-21 17:44:58 -04:00
Taha Afzal 752fb2bc4a Merge branch 'master' into TASCounter 2020-04-21 17:10:32 -04:00
Taha Afzal 6efb78ecf9 Code complete 2020-04-21 14:26:32 -04:00
John Colvin 75c1970aef remove useless IObservable 'Select' op in 'SubscribeEach' extension 2020-04-20 10:39:31 -05:00
John Colvin c2583518d7 OrderBook was only updating custom state grid when selection changed 2020-04-20 10:37:12 -05:00
Eric Harding aadeae3201 update cmake, avoid web build on wsl 2020-04-17 22:38:53 -04:00
Eric Harding b72e8aed02 ilink3 test code 2020-04-17 20:30:11 -05:00
John Colvin 8792871387 add algo custom state grid to orderbook (right panel) 2020-04-17 16:36:05 -05:00
Eric Harding 68a593af7b Add more info to system test 2020-04-17 16:48:10 -04:00
Eric Harding 0820cc3e9a Fix a very subtle bug in serializer 2020-04-17 13:15:12 -05:00
Eric Harding b1ba9a1315 update ilink code gen readme 2020-04-16 14:03:53 -05:00
John Colvin 17c2321a82 Merged in SP-289-naudio-crash (pull request #407)
SP-289 naudio crash

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2020-04-16 18:11:18 +00:00
John Colvin 0affc8a942 SP-289 naudio crash 2020-04-16 12:07:44 -05:00
John Colvin ce36ea4109 move Delegates.cs to spark_core 2020-04-16 10:47:41 -05:00
Eric Harding 39ce4323a1 Add CME cert command line tool 2020-04-13 16:18:59 -05:00
Pedro Pinto 7c29a3d1d8 Added custom state reporting to API. 2020-04-13 11:30:32 -04:00
Eric Harding d9fcd290d9 source files don't need to be executable 2020-04-13 09:53:28 -05:00
Taha Afzal 90bc20575a TimeStamps fixed 2020-04-13 08:56:49 -04:00
Pedro Pinto cb268f505a Added settlements to the new algo API. 2020-04-13 08:19:55 -04:00
Pedro Pinto dfd93b836b Updated externals 2020-04-13 07:44:52 -04:00
Eric Harding 05939b02c5 save 2020-04-12 15:11:46 -05:00
Taha Afzal 28e9c66675 Added all the state, order execution remains 2020-04-10 12:54:57 -04:00
Eric Harding aa91638fe4 ilink3 receive buffer handler + tests 2020-04-10 10:55:53 -05:00
Taha Afzal c0520d6a31 Initial Check-in, skeleton code 2020-04-09 09:30:00 -04:00
Eric Harding 065fc54f73 IL3Reactor 2020-04-07 14:05:31 -05:00
Pedro Pinto 1ba6e3280c Updated CMakeDeps 2020-04-06 09:38:19 -04:00
Eric Harding 3a6f50dfea Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2020-04-03 15:40:30 -04:00
Eric Harding d711f99548 fix externals pointer 2020-04-03 15:40:15 -04:00
pfisher 07ace80871 fixed keycode.conf 2020-04-03 13:40:56 -05:00
John Colvin 93c6277bfc Merged prod into master 2020-04-03 13:20:33 -05:00
Jake Norbut 7ac9d05ae2 Merged in manual_fills_permissions (pull request #403)
add permission filter to manual fills

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2020-04-03 18:18:16 +00:00
Eric Harding 95fb13f58b Fix some build issues 2020-04-01 15:21:04 -05:00
Eric Harding 4eb2931cb8 Additional ilink3 refactoring 2020-03-28 21:08:47 -05:00
Eric Harding 5326015a48 Testcase for framer 2020-03-27 13:46:29 -05:00
Eric Harding fcbe319470 Split out functional pieces for easier testing 2020-03-27 09:14:30 -05:00
Eric Harding 5ad21c88b2 Add tests and refactor includes for faster build 2020-03-25 21:15:19 -05:00
Eric Harding 5a4b31ccc0 add cpp sample to service.md api page 2020-03-20 12:10:40 -04:00
John Colvin fb568aab39 SP-288 ladder crash (IndexOutOfRange ex accessing price array) 2020-03-19 15:28:27 -05:00
Eric Harding 64416de10d Fix the braces in my sample. 2020-03-16 20:41:23 -04:00
Eric Harding 46953cb639 add c# market data sample 2020-03-16 20:39:48 -04:00
Eric Harding 7e68a235ee Add securities sub to client_sdk_example 2020-03-16 15:18:39 -04:00
Eric Harding 3a9c1d557b Split Retransmit of old vs new session logic 2020-03-09 16:29:15 -05:00
Jake Norbut 85f2285ac0 add permission filter to manual fills 2020-03-09 09:28:23 -05:00
Eric Harding 70e0979836 override sim port for sdk image 2020-03-06 12:45:09 -05:00
Eric Harding 08bdd9c8c7 Update bad links on api doc site 2020-03-03 17:14:03 -05:00
Kevin Darby 1f80c3366e Merged in master (pull request #401)
Master
2020-03-03 19:16:43 +00:00
Jake Norbut 886b606093 moving endif for release mode 2020-03-02 14:02:55 -06:00
Jake Norbut b70510b614 Merged in SP-69-fix-stop-and-stop-limit-orders (pull request #400)
SP-69 fix stop and stop limit orders

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2020-03-02 19:46:11 +00:00
John Colvin 6db9a227b1 Merged in SP-287-algo-params-piq-update (pull request #399)
SP-287 algo params piq update

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2020-03-02 19:36:24 +00:00
Jake Norbut a819eb921d PR edit; removing unused local variable 2020-03-02 13:07:01 -06:00
Eric Harding 6fb5b83249 Only send Negotiate if the session is new 2020-02-28 15:33:27 -06:00
Eric Harding 95830fafdf send_cancel 2020-02-27 14:48:56 -06:00
Jake Norbut af4317a7f9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-69-fix-stop-and-stop-limit-orders 2020-02-27 14:27:21 -06:00
John Colvin 5edd7d5467 OrderBookRowVM only resets prospective_qty when the real qty changes 2020-02-27 14:07:05 -06:00
John Colvin 60d2cb5bc1 SP-287 fix algo params piq update bug 2020-02-27 14:05:04 -06:00
John Colvin f26e3d27c4 refactor IEnumerable to IReadOnlyCollection in common_value_group_changed event 2020-02-27 14:01:22 -06:00
Eric Harding d68b03bb91 send_cancel_replace 2020-02-26 17:56:50 -06:00
Eric Harding e7062ce01e send_order call for link3 2020-02-26 17:36:18 -06:00
Jake Norbut 31dab6ca09 allow stop/stop limit price to occupy same level as price 2020-02-26 12:10:05 -06:00
Jake Norbut 1498bf17bb when modifying stop-limit stop_price, don't change the price price 2020-02-26 12:09:32 -06:00
Jake Norbut 1cafe23bd0 stop_price and stop_limit_price now reference Pedro's new StopPx field in NativeState 2020-02-25 15:42:33 -06:00
Jake Norbut 25290df798 remove stop* modification logic from badge vm 2020-02-25 15:41:27 -06:00
Jake Norbut 20ca48e365 modification logic of stop* orders is now done centrally in OrdersModel 2020-02-25 15:40:08 -06:00
Pedro Pinto 78dfb03b8e Reported stop px in order state 2020-02-25 14:30:26 -05:00
Kevin Darby 19e66a1c32 add a new stunnel path for Pete 2020-02-25 11:16:40 -05:00
Jake Norbut a1f71153c8 hook OB col filter up to UI price 2020-02-24 14:34:46 -06:00
Jake Norbut b1d260d98c OB RowVM to use ui_price to stop/limit shows expected value in Price column 2020-02-24 14:33:11 -06:00
Jake Norbut a81aafefe0 get_root_at_price to use ui_price so mini ob opens from Ladder 2020-02-24 14:31:43 -06:00
John Colvin 454330e360 fix typo in DiscretePropertyChangedDetector constructor (don't trim the whole array) 2020-02-21 18:51:37 -06:00
John Colvin 995159b365 pnl hyperlinks display hand cursor on hover 2020-02-21 18:49:25 -06:00
John Colvin fd1a33e9d2 PNLView - set Hyperlink/TextCell 'SnapToDevicePixels' to true 2020-02-21 17:39:48 -06:00
John Colvin e9615bc3aa PNLView - get rid of magic const row height 2020-02-21 17:39:35 -06:00
John Colvin b1b1597686 PNLView.xaml - factor out common TextCell props into base style 2020-02-21 17:24:01 -06:00
John Colvin bc2eb65c0a PNLView.xaml - factor out common HyperlinkCell props into base style 2020-02-21 17:22:46 -06:00
John Colvin 7baa7ca8a1 add OrderTicket.close_on_send config toggle 2020-02-21 16:56:30 -06:00
John Colvin 9bbc73b48c fix silent exception in SparkCommandVM.is_selectable 2020-02-21 16:56:30 -06:00
John Colvin b07a379ee1 orderbook LastMessage background always reverts to black on settings saved 2020-02-21 16:56:30 -06:00
John Colvin af2c6174e8 add 'AffectsRender' flag to Hyperlink/TextCell HorizontalContentAlignment dps 2020-02-21 16:56:30 -06:00
John Colvin 6e5444709d fix Hyperlink/TextCell padding (actually use it) 2020-02-21 16:56:30 -06:00
John Colvin 831aa43f0e tweak HyperlinkCell mouse-capture/mouse-over-click-area logic 2020-02-21 16:56:30 -06:00
John Colvin 50a8592e5e clean up DIYGrid TextColumn (mimic recent changes in HyperlinkColumn) 2020-02-21 15:57:25 -06:00
John Colvin cb7b6ef5cd fix TextCell alignment issues 2020-02-21 15:57:07 -06:00
John Colvin b7c72d1607 HighPerformanceRow does not depend on TColumn 2020-02-21 15:56:27 -06:00
John Colvin cb2747528b fix typo in ColumnGeometry (was assigning 'left' to 'unclicpped_left') 2020-02-21 15:50:58 -06:00
John Colvin 52ad4ad2c9 add 'HyperlinkClickMode' to HyperlinkCell to support cmd on click anywhere 2020-02-21 15:50:32 -06:00
John Colvin 93c81089f6 fix HyperlinkCell HorizontalAlignment binding 2020-02-21 15:42:36 -06:00
John Colvin d7d23a7a93 clip mview animations to scroll content presenter bounds 2020-02-21 15:41:14 -06:00
John Colvin 5525e35d1a OrderTypeItem template uses Rectangle instead of Badge (the latter has some unresolved rounding issues) 2020-02-21 15:39:27 -06:00
John Colvin cdd7856ba0 WPFHelper.measure_content() rounds to layout correctly 2020-02-21 14:14:05 -06:00
John Colvin 7a6de46b17 fix WPFHelper.measure_visual_content - 'left edge' calculation for right align; 'bottom edge' for bottom align 2020-02-21 14:13:08 -06:00
John Colvin 1fcccc674a fix HyperlinkCell Alignment issues 2020-02-21 14:11:09 -06:00
John Colvin c0e6b5556d DIYGrid CellRender.draw_text with layout rounding 2020-02-21 14:07:36 -06:00
John Colvin 8aa2a7e44e add spark menu dock/hide commands to pnl 2020-02-21 13:52:14 -06:00
John Colvin 0303d999ed Merged in algo-studio-style-tweaks (pull request #363)
RTM Algo studio style tweaks

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2020-02-21 19:44:03 +00:00
Pedro Pinto 914a817ddb Fixed crash in handling of stop limit orders 2020-02-21 14:39:18 -05:00
Pedro Pinto 4873e523a9 Re-merged server side stop/stop limit changes 2020-02-21 14:15:56 -05:00
John Colvin 672ef518e2 Merge branch 'SP-279-time-and-sales-column-width' 2020-02-20 12:29:33 -06:00
Pedro Pinto d22cb150f6 Merged 2020-02-20 12:59:51 -05:00
John Colvin 8605b4f11f Merged in SP-281-hidden-toolbar (pull request #393)
SP-281 hidden toolbar

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2020-02-20 17:18:15 +00:00
John Colvin 20eb661fb0 Merged in SP-282-algo-favorite-params (pull request #396)
SP-282 option for algo favorites button to revert modifications after order entry

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2020-02-20 17:14:31 +00:00
John Colvin fad1ca2b6e Merged in SP-285-pnl-working-orders (pull request #395)
SP-285 pnl working qty should only include exchange orders

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2020-02-20 17:10:58 +00:00
John Colvin 747a687fe5 Merged in SP-278-smaller-ladder-columns (pull request #394)
SP-278 Smaller minimum size for Ladder columns

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2020-02-20 17:10:18 +00:00
Jake Norbut e34c63382c merging master and fixing merge conflicts in 3 files by taking master 2020-02-20 08:41:02 -06:00
Pedro Pinto 4b5c744ba5 Updated externals, tools 2020-02-20 08:45:07 -05:00
Pedro Pinto 932738f98e Merge branch 'master' into ilink3_gateway 2020-02-20 08:39:47 -05:00
Pedro Pinto 1426b00e83 Added fake iLink3 gateway 2020-02-19 16:21:06 -05:00
Pedro Pinto e724409b58 Added jetfix support for string_view 2020-02-19 10:55:56 -05:00
Pedro Pinto 9cf828e9a4 Implemented iLink3 order 2020-02-18 15:37:06 -05:00
Eric Harding 41408fb609 ILink3ExecutionGateway placeholder 2020-02-14 16:07:44 -06:00
Eric Harding 4c21e32838 ILink3GW core gateway 2020-02-14 16:06:58 -06:00
Eric Harding 385f3ea402 add unix_nano_now() to datetime.h 2020-02-14 16:05:00 -06:00
Eric Harding 8d6d8cab18 Update SecureLogon for ilink3 2020-02-14 16:05:00 -06:00
Eric Harding 01615f824a Generated ilink3 messages 2020-02-14 16:05:00 -06:00
Pedro Pinto c6779ddc90 Reactore GLBX native order for iLink3. 2020-02-13 15:26:33 -05:00
Pedro Pinto 46eff65435 Changed IExecutionGateway to support non FIX gateways. 2020-02-12 10:11:53 -05:00
Eric Harding cb0dfa50b3 Fix dockerfile 2020-02-11 15:02:41 -05:00
Eric Harding 2429e6019c Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod 2020-02-11 14:16:14 -05:00
Eric Harding e0bb48b0c7 Merged in client_sdk (pull request #397)
Client sdk
2020-02-11 18:31:09 +00:00
Eric Harding a38b0dbc79 Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk 2020-02-11 13:29:43 -05:00
Eric Harding 73065ab48a client sdk sample 2020-02-11 13:29:09 -05:00
Eric Harding bd07c96504 Merged in mdsource_crash (pull request #389)
Fix for assert when algo subs to security w/o MD
2020-02-11 17:11:07 +00:00
Eric Harding dc4033875a Fixes from code review feedback 2020-02-11 11:43:04 -05:00
Eric Harding 130794c538 Merge fixup 2020-02-11 11:22:02 -05:00
Eric Harding b1743f0b1c Uninitialized heap, ffs 2020-02-10 18:58:21 -05:00
Eric Harding 33492c9131 Fixes for _WIN32 2020-02-10 18:27:41 -05:00
Eric Harding d434778a82 MarketDataService 2020-02-10 17:06:13 -06:00
Eric Harding 4c6cc9b3e0 Merge branch 'client_sdk' of bitbucket.org:bluetradesys/spark into client_sdk 2020-02-10 12:32:18 -06:00
Eric Harding 6aaeddb7e9 update vscode for linux on linux development 2020-02-10 12:32:10 -06:00
Eric Harding 1685a13994 Add linux on linux build task (vscode) 2020-02-10 13:24:56 -05:00
Eric Harding 54633dd6db note correct config value for local sparkd 2020-02-10 13:21:03 -05:00
Eric Harding 510f163e5b Add to_string methods for Product for new md api 2020-02-10 12:50:05 -05:00
Eric Harding ee4779da73 MarketDataService 2020-02-09 22:39:01 -05:00
Eric Harding 28e98259f6 Add client sdk example 2020-02-07 22:20:42 -05:00
John Colvin 8e6a17cd0c fix sticky algo behavior in LadderVM 2020-02-07 14:18:10 -06:00
John Colvin 17b314ea3a Merge branch 'master' into algo-type-config 2020-02-07 13:35:50 -06:00
John Colvin cbde36e9e0 Merge branch 'master' into algo-studio-style-tweaks 2020-02-07 13:29:50 -06:00
John Colvin 6fc20924bd SP-282 option for algo favorites button to revert modifications after order entry 2020-02-07 13:01:42 -06:00
John Colvin 381b8064fc SP-285 pnl working qty should only include exchange orders 2020-02-07 12:54:32 -06:00
John Colvin fc1a3ff7dc SP-278 Smaller minimum size for Ladder columns 2020-02-06 13:37:31 -06:00
John Colvin 5fd3d13cfe add spark menu dock/hide commands to synthetic management 2020-02-06 12:27:58 -06:00
John Colvin 1b38822459 add spark menu dock/hide commands to orderbook 2020-02-06 12:27:26 -06:00
John Colvin 8b7ecc430b add spark menu dock/hide commands to fills 2020-02-06 12:26:01 -06:00
John Colvin d9d7a08fd6 add spark menu dock/hide commands to time and sales 2020-02-06 12:25:08 -06:00
John Colvin 2383c00bb9 add spark menu dock/hide commands to mview 2020-02-06 12:23:35 -06:00
John Colvin dcce738d53 SP-281 SparkWindow toolbar can be docked to any side of the window, or hidden 2020-02-06 12:22:37 -06:00
John Colvin 0daa3e0685 add 'is_select_changed' event to ISelectable 2020-02-06 10:17:05 -06:00
Eric Harding 82bc402216 Update client examples 2020-02-05 14:58:46 -05:00
Eric Harding ff70e9694b Set spark version from jenkins environment when available 2020-02-05 10:02:17 -05:00
John Colvin e06daa349c normalize white space in SparkMenuItem.cs 2020-02-04 13:11:06 -06:00
Jake Norbut 525d0eda30 fix typo in notes 2020-01-30 07:39:22 -06:00
Jake Norbut e9e85b44c9 updating release notes 2020-01-30 07:37:51 -06:00
John Colvin 13aa693da1 TimeAndSales status bar 2020-01-29 14:12:33 -06:00
John Colvin f8afa7fc57 SP-280 remove Date portion from Time and Sales time column 2020-01-29 14:00:40 -06:00
John Colvin 2f6a66a2ce DIYGrid DragRect/Selection adorners respond to selection highlight property changes 2020-01-29 13:51:42 -06:00
John Colvin b4674a9120 cache sorting criteria to avoid accessing ColumnBase.SortingDirection on another thread when settings are collected 2020-01-29 13:51:42 -06:00
John Colvin d76eb1153b actually assign TimeAndSalesWindow.thread_id 2020-01-29 13:51:42 -06:00
John Colvin 0934c0014d RowSelectionAdorner listens to ItemContainerGenerator changes (invalidates visual) 2020-01-29 13:51:42 -06:00
John Colvin 19da3e1390 added configurable 'pause updates' menu item to TimeAndSales (hidden by default) 2020-01-29 13:51:42 -06:00
John Colvin 2654b2e446 SP-283 Ladder does not display 6c spreads correctly 2020-01-29 12:43:01 -06:00
John Colvin 61d0ae5257 SP-279 Time and Sales not remembering column width 2020-01-29 10:21:16 -06:00
John Colvin ebea6a8f50 move TimeAndSales classes into their own files/namespace 2020-01-27 16:55:51 -06:00
John Colvin f0b3baaf3f remove unused [TimeAndSales] OrderType column enum 2020-01-27 15:29:48 -06:00
John Colvin 956837d3f3 add ShowOrderTicketAutoLookupTag/SparkCommand 2020-01-27 15:15:25 -06:00
Eric Harding be45938b51 Fix for assert when algo subs to security w/o MD 2020-01-22 14:08:26 -05:00
Eric Harding 663f9ecc52 Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk 2020-01-16 17:23:42 -05:00
Eric Harding a6edbbe7b5 Fix spark sdk build 2020-01-14 17:13:07 -05:00
Eric Harding 51276d161c Revert "Add diagnostic logs to SharedMemory open/close"
This reverts commit 3fa699b4c9 because of
log spam
2020-01-13 11:39:51 -05:00
Eric Harding 3fa699b4c9 Add diagnostic logs to SharedMemory open/close 2020-01-13 11:13:15 -05:00
Eric Harding c9396bd6af Stabilize spark_vm_shell.sh ssk keys 2020-01-13 11:13:00 -05:00
Kevin Darby b80f96fa5e Merged in ice_excel (pull request #388)
fix RTD crash for ice

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2020-01-10 22:39:27 +00:00
Kevin Darby b7dea6817c fix RTD crash for ice 2020-01-10 14:43:06 -05:00
Pedro Pinto f4dc550f1a Fixed slowness in FIX log parsing.
This slowness was actually causing us to take too long to complete the
FIX connection logon process, resulting in a timeout and failure to
establish the session. It took almost 1ms per log line, with
logs commonly having 20K lines. k
2020-01-10 08:35:33 -05:00
Pedro Pinto bc978ed065 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2020-01-10 08:30:17 -05:00
Eric Harding 202c5faffd update devcontainer to allow 2g shm 2020-01-09 10:40:47 -05:00
Kevin Darby a565dcbab7 fix tests 2020-01-06 14:30:04 -05:00
Pedro Pinto 65d55a7618 Added a parser of historical MD to facilitate analysis. 2020-01-02 13:57:54 -05:00
Pedro Pinto 57c3ec34c2 Fixed clang build. 2020-01-02 13:55:49 -05:00
Kevin Darby 4e85218d02 update dev keycodes to 3/31/2020 2020-01-02 10:12:18 -05:00
Taha Afzal f6784f1196 Merged in SP-253-spread-trading-needs-future-posit (pull request #386)
pos neutral spreads's fuures are not checked for pos limits
2019-12-20 23:38:00 +00:00
Taha Afzal 7f05a2c2af pos neutral spreads's fuures are not checked for pos limits 2019-12-20 16:35:29 -05:00
John Colvin c3d2101dcd infinity ticks be gone 2019-12-20 14:12:50 -06:00
John Colvin 8855ea44b0 remove ugly border around expander buttons in grid settings dialog 2019-12-20 13:19:36 -06:00
Kevin Darby 51f70ad5ed Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2019-12-20 10:12:35 -05:00
Kevin Darby 5aa3f1a684 downgrade log 2019-12-19 16:06:26 -05:00
Pedro Pinto 5cd3a710bd Skipped lines that do no match a FIX prefix in FIX logs.
This is needed at the ICE where some messages can have new lines. We
use the new line separator to separate FIX messages so the parser was
getting confused when it saw multi-line messages.
2019-12-19 14:04:34 -05:00
John Colvin 6d8b4636ab fix synthetic import qty & side 2019-12-19 11:11:07 -06:00
Jake Norbut 64a75c4b48 updating release notes 2019-12-19 10:22:42 -06:00
Pedro Pinto 143b6ce5d8 Merged in multi-line-FIX-messages (pull request #385)
Skipped lines that do no match a FIX prefix in FIX logs.

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-12-19 15:29:06 +00:00
John Colvin aa5c0a5613 added create/clone synthetics test 2019-12-18 16:21:26 -06:00
Pedro Pinto d5fc0c5a56 Skipped lines that do no match a FIX prefix in FIX logs.
This is needed at the ICE where some messages can have new lines. We
use the new line separator to separate FIX messages so the parser was
getting confused when it saw multi-line messages.
2019-12-18 17:16:12 -05:00
Kevin Darby 7c4daa0f4b we are trying to log in for a deleted user 2019-12-18 10:32:26 -05:00
Taha Afzal ab430e4afb Merged in SP-272_IB_slowness (pull request #384)
Reports transition to end state right away (vs on a timer)
2019-12-18 15:24:14 +00:00
Taha Afzal 29f6ea6d48 Merged in SP-273-fills-highlighting (pull request #383)
SP-273 fills highlighting
2019-12-18 15:20:41 +00:00
Taha Afzal e46372d08e Merged in SP-271-synthetic-cloning (pull request #382)
SP-271 synthetic cloning
2019-12-18 15:18:48 +00:00
Taha Afzal 1d2faeba3e Merged in SP-270-piq-bug (pull request #381)
SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl)
2019-12-18 15:16:07 +00:00
Taha Afzal 23cffc0630 Merged synthetic-importer into master 2019-12-18 10:03:45 -05:00
Jake Norbut 90b597fc70 Merged in SP-267_ladder_message (pull request #380)
SP-267 ladder status message visibility
2019-12-18 14:57:34 +00:00
Kevin Darby 5ea2a8d6b6 build 2019-12-18 09:36:53 -05:00
Kevin Darby 6e64f7c6df ice login 2019-12-18 09:28:02 -05:00
Eric Harding 8a210f39b6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod 2019-12-17 15:36:40 -05:00
Kevin Darby 2aacd141ad only log in with ice users that have the authorized user set 2019-12-17 15:34:46 -05:00
Taha Afzal 5c01e6a99a Reports transition to end state right away (vs on a timer) 2019-12-16 13:46:26 -05:00
Eric Harding 2688281a10 Protect against ICE 0-leg spread data on cert 2019-12-16 10:26:34 -05:00
Eric Harding c6cd5fcf93 services.md 2019-12-15 22:09:20 -05:00
Eric Harding 177b96b453 manual updates 2019-12-13 17:46:22 -05:00
Eric Harding 292f66a774 Add package id for nuget 2019-12-13 17:46:03 -05:00
John Colvin 7ccd9134c4 SyntheticSecurityParser trims whitespace from leg type text 2019-12-10 18:11:26 -06:00
John Colvin 54d82e1773 DeleteSyntheticDaemon - improve logging, support batch delete 2019-12-10 18:01:44 -06:00
John Colvin 9483962e7b DiscretePropertyChangeDetector uses generic/strong types rather than boxing to object 2019-12-04 13:27:44 -06:00
John Colvin f94c5bc542 SP-273 Fills are unselected when order tree changes 2019-12-04 13:24:30 -06:00
John Colvin ce985f4b44 FillsVM state doesn't need to be observable (every usage is equiv to Observable.Return) 2019-12-03 14:02:26 -06:00
John Colvin 032f2253a7 ExecutionStrategyEditor 'Remove Leg' tooltip 2019-12-03 12:49:42 -06:00
John Colvin 4b4eb66ef0 SP-271 Synthetic cloning 2019-12-03 12:49:42 -06:00
Eric Harding 8c837f9f64 Expound on service fundamentals / ServiceContext 2019-12-03 13:16:41 -05:00
John Colvin a71914d566 TickFactorsPicker - disable auto complete behavior 2019-12-02 16:16:41 -06:00
John Colvin bd00183f7a SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl) 2019-12-02 15:24:10 -06:00
Jake Norbut 2674e526be formatting 2019-12-02 13:11:44 -06:00
Jake Norbut 4ea2c08cc3 hooking up message Visibility to new vm property 2019-12-02 13:06:30 -06:00
Jake Norbut 99432ad7ac adding status message visibility property to ladder vm 2019-12-02 13:05:43 -06:00
Jake Norbut 8c210bff34 adding status message visibility to setting vm 2019-12-02 13:04:57 -06:00
Jake Norbut e566a94380 adding status_message_visible to settings 2019-12-02 13:04:15 -06:00
Eric Harding 85f97ae552 Combine rpc/streams into services.md 2019-12-01 21:50:17 -05:00
Eric Harding 7ca0d10eb0 client/overview.md 2019-11-29 11:49:24 -05:00
John Colvin 07da9fd296 Import Synthetics manual test 2019-11-25 12:55:13 -06:00
John Colvin 436dbd217c SP-266 synthetic csv parser/import dialog 2019-11-25 12:55:13 -06:00
John Colvin 0937381a3f INotifyDataErrorInfo 'subscribe_has_errors' extension only notifies observers when HasErrors changes 2019-11-25 12:55:13 -06:00
John Colvin d42f6b6fff EnumHelper - generic add/remove_flags methods 2019-11-25 12:55:13 -06:00
John Colvin 03940b291b ArrayHelper.trim was not actually reassigning ref with trimmed result 2019-11-25 12:55:13 -06:00
John Colvin 2a72b03afc TickFactorsPicker - disable auto complete behavior 2019-11-25 12:55:13 -06:00
John Colvin 98caeb5410 MDDaemon - check that synthetic metadata.HasStrategy before adding to map 2019-11-25 12:55:13 -06:00
John Colvin 73cb56a661 DIYGridRowPresenter - don't perform drag selection when SelectionMode=Single 2019-11-25 12:55:13 -06:00
John Colvin 88932081b7 add WindowMaxSizeConverter to implement 'SizeToContent' max dimensions 2019-11-25 12:55:13 -06:00
Eric Harding ca8aed1f2b client pages outline 2019-11-22 18:49:58 -05:00
John Colvin a5f27d0d35 AlgoStudio - fix typos in name/badge header tooltip 2019-11-22 11:28:59 -06:00
John Colvin ce7ff0d14f MDDaemon - check that synthetic metadata.HasStrategy before adding to map 2019-11-22 11:25:38 -06:00
John Colvin d08571e862 Merge remote-tracking branch 'origin/master' into algo-studio-style-tweaks 2019-11-22 11:25:09 -06:00
Eric Harding b62d9751cf chown duplicates files in docker image 2019-11-20 14:57:56 -05:00
Eric Harding b32d63fcda Update api site template 2019-11-20 12:39:59 -05:00
Jake Norbut 26b5fe5699 updating release notes 2019-11-20 09:47:48 -06:00
Jake Norbut 2fccceb91d Merged in ladder_recenter_no_kb (pull request #379)
Ladder recenter no kb
2019-11-20 15:47:09 +00:00
Jake Norbut fa49a0de07 adding new test 2019-11-20 09:45:51 -06:00
Jake Norbut bd28a0fa54 delete old test 2019-11-20 09:45:27 -06:00
Jake Norbut 14ebe5ef51 (shift or alt) + double click to recenter all ladders 2019-11-20 09:14:20 -06:00
Jake Norbut a9b4049307 relocating bus.post of recenter all to common public ladder function 2019-11-20 09:13:58 -06:00
Eric Harding 54d9d5e2f3 Add google analytics 2019-11-19 16:38:30 -05:00
Jake Norbut 234d499731 adding ladder spacebar test 2019-11-19 08:51:38 -06:00
Eric Harding 324b9c1cc7 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2019-11-19 09:04:33 -05:00
Eric Harding 6aad329e09 Include ice symbol list in defaults for windows 2019-11-18 13:04:00 -05:00
Jake Norbut 0641cf45d9 Merged in SP-261_bye_bye_butterfly (pull request #366)
RTM - no more butterfly defaults

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-11-18 16:34:35 +00:00
Jake Norbut 1fe0efe5c3 Merged in SP-264_price_display_format (pull request #374)
RTM - SP-264 drop tick separator in ladder prices

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-11-18 16:17:31 +00:00
Jake Norbut 93938b6ef2 fix merge 2019-11-18 10:15:19 -06:00
Jake Norbut 818806a4e1 Merged in SP-263_recenter_on_spacebar (pull request #371)
RTM - SP-263 recenter on spacebar

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-11-18 15:35:59 +00:00
Jake Norbut 261bf3e475 Merged in SP-260_local_max_clip (pull request #370)
RTM SP-260 local max clip

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-11-18 15:34:30 +00:00
John Colvin dbe2194ed3 Merged in SP-265-pnl-cast-exception (pull request #376)
SP-265 pnl cast exception

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-11-18 15:26:06 +00:00
John Colvin 45e10ca377 SP-265 use 'is' instead of explicit cast to IPNLCellData (the cast should work; this is defensive) 2019-11-14 21:09:31 -06:00
Eric Harding c3299232f1 Update release notes 2019-11-14 17:44:24 -05:00
John Colvin 4de77ce339 pnl sometimes duplicates grouping columns when they are changed in settings dialog 2019-11-14 16:12:58 -06:00
John Colvin 96f71290a4 SP-265 pnl crash due to CastException 2019-11-14 16:12:19 -06:00
Jake Norbut e2b80942df adding manual test 2019-11-14 15:58:59 -06:00
Jake Norbut 51fb068469 adding manual test 2019-11-14 15:51:40 -06:00
Eric Harding 81b36edfe3 Merged in subprocess (pull request #375)
[RTM] Simple sparkd subprocess runner
2019-11-14 20:26:38 +00:00
Eric Harding 90976ffeba Merged in init_spark_plugin (pull request #372)
[RTM] Always init_spark_plugin() for libspark.so
2019-11-14 20:24:50 +00:00
Eric Harding 43aad8b53f merge master 2019-11-14 15:24:36 -05:00
Eric Harding 5434647ecb Merged in SP-262-read_latest_crash_dump-crahes (pull request #368)
[RTM] SP-262 check for directory exists in keep_n_matching_files

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-11-14 20:22:53 +00:00
Eric Harding 7c4aa11c69 Merged in SP-259-elliots-tas-algo-not-firing (pull request #369)
[RTM] SP-259 - Fix md exchange status transitions.

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-11-14 20:22:44 +00:00
Eric Harding 176c1f8d92 Update sdk overview.md with blog edits 2019-11-14 15:22:01 -05:00
Jake Norbut 8b0c9e7722 adding some TAS-style symbols so we get md recording on them 2019-11-14 07:56:27 -06:00
Eric Harding a5c2e8b287 SP-230 Disable GMI_import for sdk 2019-11-13 15:37:38 -05:00
Eric Harding 24e766ba59 SP-230 include futures.coconut in dockerfile 2019-11-13 14:45:34 -05:00
Eric Harding ddd81ea93a Allow sdk shell to always skip stunnel 2019-11-13 14:45:06 -05:00
Eric Harding 5481cce34c Simple sparkd subprocess runner 2019-11-13 13:50:21 -05:00
Jake Norbut 58d39c4833 rendering ladder prices approparitely based on price_display_format 2019-11-13 10:38:26 -06:00
Jake Norbut 367d9be724 adding price_display_format to settings view 2019-11-13 10:38:04 -06:00
Jake Norbut 99f2ab7c8a adding price_display_format to vm 2019-11-13 10:37:46 -06:00
Jake Norbut 8b091b39eb adding PriceDisplayFormat enum to proto 2019-11-13 10:37:24 -06:00
Eric Harding 9d1f0e5538 Remove bad symlink breaking build. 2019-11-12 16:58:30 -05:00
Eric Harding 02ade1e0c9 Merged in SP-230-api-experience (pull request #373)
SP-230 api experience
2019-11-12 21:36:11 +00:00
Eric Harding 296749bae3 remote docker part from udpate_github 2019-11-12 16:34:29 -05:00
Eric Harding 49ec9885eb Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-230-api-experience 2019-11-12 13:28:28 -05:00
Eric Harding 04264e70b9 add spark_client.cmd 2019-11-12 11:54:15 -05:00
Eric Harding eaadc74242 SP-230 overview/blog 2019-11-12 10:56:29 -05:00
Eric Harding 6760ca1898 Always init_spark_plugin() for libspark.so 2019-11-12 08:50:31 -05:00
Eric Harding 5f2d3c7c26 SP-230 algo overview draft 2019-11-11 16:49:12 -05:00
Eric Harding 326532ed5c Urls change /algo/ to /server/ 2019-11-11 11:43:31 -05:00
Eric Harding 5cfb4a65e9 SP-230 add faq/join 2019-11-11 10:19:17 -05:00
Eric Harding f955fef680 SP-230 orders 2019-11-08 17:31:54 -05:00
Eric Harding 2214988442 SP-230 rename Algo sdk to Server sdk 2019-11-08 16:51:25 -05:00
Eric Harding e80ab05969 SP-230 subscriptions 2019-11-08 16:26:51 -05:00
Eric Harding 92bdbd460a initialization : editing 2019-11-08 15:43:31 -05:00
Jake Norbut a357d978ca misc string formatting fix; this is only used for debugging focus issues 2019-11-08 13:45:03 -06:00
Jake Norbut dfb673bd63 recenters all ladders via posting to appropriate tag to bus when spacebar is pressed over a ladder 2019-11-08 13:43:29 -06:00
Jake Norbut 24f366491b update view with appropriate controls for enforce_max_clip and max_clip 2019-11-08 10:44:03 -06:00
Jake Norbut 55134bf172 check max clip for crossing market dialog as well 2019-11-08 10:42:23 -06:00
Jake Norbut b6b33f14ef enforce max clip at order entry 2019-11-08 10:40:43 -06:00
Jake Norbut 12d532a17f adding enforce_max_clip and max_clip to settings vm 2019-11-08 10:39:38 -06:00
Jake Norbut 09679ff494 adding enforce_max_clip and max_clip to proto 2019-11-08 10:38:10 -06:00
Eric Harding 781e7c98a0 SP-230 initialization 2019-11-08 10:09:33 -05:00
Eric Harding 4189b05665 SP-262 check for directory exists in keep_n_matching_files 2019-11-07 18:08:13 -05:00
Eric Harding ff5b04f8ee SP-259 - Fix md exchange status transitions. 2019-11-07 17:52:10 -05:00
Jake Norbut 4180b9a8ec removing price and quantity special case when legs = 3 2019-11-06 11:45:42 -06:00
Eric Harding 5ba244c982 Editing initialization 2019-10-31 17:24:20 -04:00
Eric Harding 4029a6a58a registration.md 2019-10-31 16:48:06 -04:00
John Colvin e713210030 remove obsolete algo types from hardcoded defaults 2019-10-29 18:07:32 -05:00
John Colvin c057bf18f6 Merge remote-tracking branch 'origin/master' into algo-type-config 2019-10-29 18:07:01 -05:00
Eric Harding c03d05285b Copy images locally so Michael doesn't steal them 2019-10-28 17:15:18 -04:00
Eric Harding 78323d09e8 SP-230 Development with other editor 2019-10-25 17:40:10 -04:00
Eric Harding f2621da423 SP-230 Development with VScode 2019-10-25 12:19:38 -04:00
Eric Harding cf2bc03dd1 SP-230 Editing 2019-10-24 17:36:27 -04:00
Eric Harding 88e17743ef Disable onixs for sdk sparkd 2019-10-24 11:28:04 -04:00
Eric Harding 950073703f SP-230 Scripts to deploy to api.bluetradesys.com 2019-10-23 19:40:11 -04:00
Eric Harding 504d09eb6c SP-230 devcontainers are pretty neat 2019-10-22 17:36:51 -04:00
Eric Harding c2ea5aa36f ServiceContext needs to include port when deciding to connect to sparkvm:8000 for debuggin 2019-10-22 16:35:00 -04:00
Eric Harding c367488844 sdk: refactor example build 2019-10-22 13:02:10 -04:00
John Colvin 17a0bef824 Merge remote-tracking branch 'origin/master' into algo-type-config 2019-10-21 12:15:00 -05:00
Eric Harding fb19dd8ce5 Add sdk dockerfile and create it on build 2019-10-17 17:43:19 -04:00
Eric Harding c0a2c6a24a Split examples into separate directories and add devcontainer 2019-10-17 17:42:30 -04:00
Eric Harding 7cbd5adccc Advance linux docker to include 'zip' executable 2019-10-17 17:28:38 -04:00
Eric Harding 3b8a4f89cc Rename Log subsystem ClientSdk to just Sdk 2019-10-17 17:25:20 -04:00
John Colvin 9180c48b67 CompositeAlgoVM 'group' is AlgoDisplayGroup.Studio 2019-10-14 15:29:02 -05:00
John Colvin 01acbe08f5 remove dead code 2019-10-14 15:26:01 -05:00
John Colvin 8a47cd4821 exchange/security based algo type config 2019-10-14 15:19:36 -05:00
John Colvin 03050d9b07 refactor some Disposable.replace calls so that the prev hook is disposed before the new one is created 2019-10-14 13:25:21 -05:00
John Colvin 9178878880 AlgoStudio model does not really need to import AdminModel (just UserTuple) 2019-10-14 13:25:21 -05:00
John Colvin f38b1c7af9 ContractPickerModel.result getter performs dictionary lookup (was brute force enumeration) 2019-10-14 13:25:21 -05:00
John Colvin 45cd958b1e make security criteria clause immutable 2019-10-14 13:25:21 -05:00
John Colvin 4d49c8f030 add .rej to gitignore 2019-10-14 13:25:21 -05:00
John Colvin b2227ce37b DynamicOrderHelper stores dyn types in map 2019-10-14 13:25:21 -05:00
Eric Harding 04f165b1a3 api docs: change info icon 2019-10-10 17:12:25 -04:00
Eric Harding 893aa7a370 api sdk - development 2019-10-09 20:01:56 -04:00
Eric Harding 245b5d0f99 sdk docs - downloading 2019-10-09 18:56:30 -04:00
Eric Harding d5225aa75b spark sdk Installing 2019-10-09 12:21:03 -04:00
Eric Harding 48e6e1e139 client sections need work 2019-10-08 17:39:51 -04:00
Eric Harding 1ebd0be57c api docs outline 2019-10-08 17:24:01 -04:00
Eric Harding 28779d333c api docs "landing page" 2019-10-08 16:53:40 -04:00
Eric Harding c9387a92be Add docs/api 2019-10-08 16:41:59 -04:00
John Colvin a4694462ed flip combobox gradient back (there was a light/medium typo in resource keys) 2019-10-07 16:52:23 -05:00
John Colvin f404b0e936 center align ratio checkbox in QuantityMeasureControl 2019-10-07 16:10:47 -05:00
John Colvin 2df1e94fb3 algo studio pr feedback; clean up visual states 2019-10-07 16:05:18 -05:00
John Colvin acd0d7c343 remove 'Cannot change...while templates present' tooltip 2019-10-07 15:27:51 -05:00
John Colvin 1e8a7f09dd make generic algo template child order padding consistent 2019-10-07 14:21:24 -05:00
John Colvin b65d50a9c7 AlgoStudio uses Adorner to display name/abbrev. text prompts 2019-10-07 11:03:33 -05:00
John Colvin 909b4b6cfe AlgoStudio - put badge/name/abbrev uis on a single row 2019-10-07 11:03:33 -05:00
John Colvin 2fbc238ecc AlgoDefinitionVM - update 'is_dirty' when algo_root changes 2019-10-07 11:03:33 -05:00
John Colvin 7c73024919 ObservantAsyncCommand can_execute was not actually changing in response to parameter 2019-10-07 11:03:33 -05:00
John Colvin 0d85aa1644 AlgoStudio - remove old/erroneous 'algo templates' code 2019-10-07 11:03:33 -05:00
John Colvin df16acc4af AlgoStudio - better 'Clone' icon 2019-10-07 11:03:28 -05:00
John Colvin 7ad0c23704 AlgoStudioView - reduce save/revert button width to 90 2019-10-07 11:02:38 -05:00
John Colvin e85e0322e3 AlgoStudio uses consistent vertical padding between params; get rid of cartoonish circle in expander button 2019-10-07 11:02:38 -05:00
John Colvin 1a6a31c857 AlgoStudio - (Glbx)Iceberg/Splitter help button margin is consistent with other algos 2019-10-07 11:02:38 -05:00
John Colvin 65b09c6802 [non-functional] white space changes in AlgoContentTemplateSelector.xaml 2019-10-07 11:02:38 -05:00
John Colvin 148dae32d5 AlgoStudio - remove algo name from buttons, dock save/revert on bottom 2019-10-07 11:02:38 -05:00
John Colvin 9c116fa3d6 AlgoStudio - hide vertical scrollbar 2019-10-07 11:02:38 -05:00
Pedro Pinto 2eba014203 Implement server side of stop limit orders. 2019-07-26 17:36:07 -04:00
Pedro Pinto 37d022251e Fixed another bug in stop order handling. 2019-07-11 09:48:09 -04:00
Pedro Pinto 04cc1da4d9 Hopefully fixed stop order updates. 2019-07-10 17:10:35 -04:00
Jake Norbut 56bba90fdb ladder now determines badge price level based on new ui_price() 2019-07-10 13:11:57 -05:00
Jake Norbut a95841b0e9 OB price filter to hook up to new ui_price() rather than price() 2019-07-10 13:10:32 -05:00
Jake Norbut 9c6be9e87c adding new ui_price ext method that takes into account the status of and type of order (for stop and stop limits) 2019-07-10 13:09:45 -05:00
Pedro Pinto 7c830786ef Fixed issue in stop limit trigger detection 2019-07-10 11:05:00 -04:00
Jake Norbut 9eb9047249 shh...adding M4D secret key 2019-07-09 15:04:56 -05:00
Jake Norbut f7847b7767 adding new M4D cert ilink 2019-07-09 14:13:09 -05:00
Pedro Pinto ae720e4966 Merge branch 'master' into SP-69-fix-stop-and-stop-limit-orders 2019-07-09 12:52:49 -04:00
Pedro Pinto 3b77bc99b6 Fixed update of stop orders. 2019-06-27 13:31:05 -04:00
Jake Norbut b69a0c245e Revert "change price() to report stop/limit price when stop/limit has not yet been triggered"
This reverts commit 14bcef4c0e.
2019-06-26 14:49:26 -05:00
Jake Norbut 14bcef4c0e change price() to report stop/limit price when stop/limit has not yet been triggered 2019-06-26 14:45:27 -05:00
Pedro Pinto a23fe74cdc Re-enabled stop orders 2019-06-26 15:38:06 -04:00
Jake Norbut 7b48f71dec adding stop/limit order modification 2019-06-26 13:34:03 -05:00
Jake Norbut c334c1f636 making use of new has been triggered definition when determining where to draw badge 2019-06-26 13:34:03 -05:00
Jake Norbut 8572ff273f adding helper for determining if stop/limit has been triggered 2019-06-26 13:34:03 -05:00
Pedro Pinto e6ddc71c75 Merged with master 2019-06-26 10:43:29 -04:00
Pedro Pinto 81a0f9193d Support for server side stop orders is code complete. 2019-06-21 17:41:02 -04:00
830 changed files with 175917 additions and 8451 deletions

No files matched your search

+4
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@@ -34,3 +34,7 @@ trace_data/
/doc/user/public/*
.ionide/*
/.ignore
*.rej
/build
.clangd/
*CMakeDeps.cmake
+8 -3
View File
@@ -5,7 +5,9 @@
"includePath": [
"/usr/include",
"/usr/local/include",
"${workspaceRoot}"
"${workspaceRoot}",
"${workspaceFolder}/src",
"${workspaceRoot}/externals/linux/include"
],
"defines": [],
"intelliSenseMode": "clang-x64",
@@ -13,13 +15,16 @@
"path": [
"/usr/include",
"/usr/local/include",
"${workspaceRoot}"
"${workspaceRoot}",
"${workspaceFolder}/src",
"${workspaceRoot}/externals/linux/include"
],
"limitSymbolsToIncludedHeaders": true,
"databaseFilename": ""
},
"cStandard": "c11",
"cppStandard": "c++17"
"cppStandard": "c++17",
"compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
},
{
"name": "Windows",
+29 -1
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@@ -1,13 +1,41 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "Spark Local",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
"args": [
"run",
"test",
"-a",
"OutrightVanillaOrder"
],
"stopAtEntry": false,
"cwd": "${workspaceRoot}/build/ninja_debug/server/",
"environment": [
{ "name": "TZ", "value": "America/Chicago" }
],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
},
{
"name": "SparkVM Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": [
"run"
"test",
"-a",
"[ilink3]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
+19 -10
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@@ -14,24 +14,21 @@
"focus": false,
"panel": "shared"
},
"group": {
"kind": "build",
"isDefault": true
}
"group": "build"
},
{
"label": "server_build",
"label": "server_build",
"type": "shell",
"command": ".\\tools\\buildsparkd.cmd",
"problemMatcher": {
"base": "$gcc",
"problemMatcher": {
"base": "$gcc",
"owner": "cpp",
"fileLocation": [
"relative",
"${workspaceFolder}"
"${workspaceFolder}"
],
"pattern": {
"regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
"regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
"file": 8,
"line": 9,
"column": 10,
@@ -49,6 +46,18 @@
"kind": "build",
"isDefault": true
}
}
},
{
"label": "linux build (Debug)",
"type": "shell",
"command": "cd build/ninja_debug; time ninja",
"group": {
"kind": "build",
"isDefault": true
},
"problemMatcher": [
"$gcc"
]
}
]
}
+2 -2
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@@ -41,6 +41,7 @@ else ()
-Wno-missing-braces -Wno-ignored-qualifiers \
--std=c++17 -fdiagnostics-color")
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
add_subdirectory(src/server/sparkd)
add_subdirectory(src/lib)
@@ -55,10 +56,9 @@ else ()
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
COMMENT "Creating server runtime layout"
DEPENDS sparkd data_files_dir)
+1
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@@ -0,0 +1 @@
public
+15
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@@ -0,0 +1,15 @@
# The URL the site will be built for
base_url = "https://api.bluetradesys.com"
title = "BTS Spark API"
description = "Documentation for the BTS Spark API"
compile_sass = true
highlight_code = true
highlight_theme = "kronuz"
insert_anchor_links = true
build_search_index = true
[extra]
author = "Blue Trading Systems"
+5
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@@ -0,0 +1,5 @@
+++
title = "BTS Spark API"
+++
This is index
+7
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@@ -0,0 +1,7 @@
+++
title="Client API"
redirect_to = "client/getting-started/overview/"
sort_by="weight"
+++
@@ -0,0 +1,6 @@
+++
title="Getting Started"
sort_by="weight"
weight = 1
+++
@@ -0,0 +1,25 @@
+++
title = "Install Prerequisites"
weight = 10
+++
# C#/.NET
We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+. Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.
```
dotnet new console -lang c#
dotnet add package spark_sdk
dotnet build
```
# C++
The easiest way to get started with C++ is to use the Spark Server SDK to develop your application. Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
# JavaScript
We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet. If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
@@ -0,0 +1,31 @@
+++
title = "Overview"
weight = 1
+++
The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem. The API is divided into several independent **"services"** responsible for different aspects of the system. A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol. We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
## Orders
Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
## Spreader
Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads. Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
## Position
Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
## Administration
Use the [AdminService](/client/services/adminservice) to manage users and control limits.
## Market Data
For .NET subscribe to market data though the high level MarketDataClient interface. From C++ or JavaScript use the MarketDataRelay service directly.
@@ -0,0 +1,140 @@
+++
title = "Services"
weight = 20
+++
The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner. Services have both functions which return a single result and streams of data which return values continuously while subscribed. This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
# ServiceContext
To connect your client to the Spark Server you need to get or create a `ServiceContext` instance. A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection. Generally there should be a single `ServiceContext` per process. All of the methods on the `ServiceContext` are safe thread safe.
Construct a ServiceContext by calling the default constructor. The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection. To determine the URL it will search the following locations and use the first one that is present.
* A command line argument `-configserver <url>`
* An environment variable `BTSCONFIG`
* `%APPDATA%/bts/conf/spark.conf` (Windows)
* /sparkdata/conf/spark.conf (Linux)
* $HOME/sparkdata/conf/spark.conf (Linux)
If your application is running on a system with the BTS Client installed this will probably work without any further configuration. If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
</div>
To get a proxy for a given service call ServiceContext.locate&lt;T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service. The locate call cannot fail but it may return a disconnected proxy. When you make a call on the proxy you should check the call result to see if the method call succeeded.
# RPC
Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value. In this example the `create_order` call takes a `Create` instance and returns a `Response`.
```C
service OrderService {
rpc create_order(Create) returns (Response);
...
}
```
The `Create` and `Response` types are also defined as protocol buffer messages. Each field can either be a primitive type another message or a list or map.
```C
message Create {
OrderDefinition new_order = 1;
double price = 2;
uint32 quantity = 3;
}
message Response {
uint32 order_key = 1;
OrderError error_code = 2;
string msg = 3;
}
```
Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`. In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`. If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
### C# example
```c#
var ctx = new ServiceContext();
var orders = ctx.locate<OrderService>();
var response =
await orders.create_order_async(
new Create { price = 2.25, quantity = 42 });
if (response.success) {
Console.WriteLine($"success: {response.value}");
}
else {
Console.WriteLine($"Error: {response.error_message}");
}
```
### C++ example
```cpp
auto ctx = ServiceContext{};
auto orders = ctx.locate<OrderService>();
Create c;
c.set_price(2.25);
c.set_quantity(42);
// Instead of providing an _async method C++ uses overloading.
// To make a syncronous call simply omit the callback
orders.create_order(c, [=](const Result<Response>& response) {
if(response.success()) {
std::cout << "success.";
}
else {
std::cout << "error: " << response.error_message();
}
});
```
# Streams
Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects. Similar to a database row each item has an `id` which uniquely identifies it within the collection. Updates from the Spark server can add, remove or replace entries in the collection. Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
When defined in a proto file streams use the `stream` keyword on the result type.
```C
service OrderService {
...
rpc fills (FillsSub) returns (stream Fill);
}
```
### C# example
```c#
var sc = new ServiceContext();
var orders = sc.locate<OrderService>();
var fills_observable = orders.subscribei_fills();
var unsub = fills_observable.Subscribe(update => {
Console.WriteLine(
"Added {0} items, Removed {1} items, Updated {2} items. Total items {3}",
update.added.Count(),
update.removed.Count(),
update.changes.Count(),
update.all.Count());
});
Thread.Sleep(TimeSpan.FromMinutes(5));
unsub.Dispose();
```
### C++ Example
```cpp
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/OrderService.client.pb.h"
using namespace bts::api;
ServiceContext ctx;
auto orders = ctx.locate<orderman::OrderService>();
auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
std::cout
<< "Added " << update.added().size() << " items, "
<< "Removed " << update.removed().size() << " items, "
<< "Updated " << update.updated().size() << " items, "
<< "Total items " << update.all().size() << std::endl;
});
std::this_thread::sleep_for(std::chrono::minutes(5));
```
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+++
title="Samples"
sort_by="weight"
weight = 30
+++
@@ -0,0 +1,3 @@
+++
title = "AdminService"
+++
@@ -0,0 +1,3 @@
+++
title = "OrderService"
+++
@@ -0,0 +1,3 @@
+++
title = "PositionService"
+++
@@ -0,0 +1,3 @@
+++
title = "SyntheticService"
+++
@@ -0,0 +1,6 @@
+++
title="Services"
#sort_by="weight"
weight = 10
+++
@@ -0,0 +1,51 @@
+++
title = "Market Data"
+++
Use the MarketDataService to subscribe enumerate all available securities.
```cs
using System;
using System.Threading;
using bts.api;
using bts.api.core;
namespace sample {
class Program {
static void Main(string[] args) {
using var context = new ServiceContext();
var md = context.locate<MarketDataService>();
using var sub = md.subscribe_securities().Subscribe(update => {
foreach (var security in update.added) {
Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
}
});
Thread.Sleep(TimeSpan.FromMinutes(5));
}
}
}
```
```cpp
#include "lib/api/public/ServiceContext.h"
#include "spark/lib/domain_model/Security.h"
#include "lib/api/services/MarketDataService.client.pb.h"
#include <thread>
using namespace bts::api;
int main(int argc, char** argv) {
ServiceContext ctx;
auto md_service = ctx.locate<bts::api::MarketDataService>();
auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
for (const auto& s : update.added()) {
std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
}
});
std::this_thread::sleep_for(std::chrono::minutes(5));
return 0;
}
```
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+++
title="Algo API"
redirect_to = "server/getting-started/overview/"
sort_by="weight"
+++
Getting Started
- Install (docker, editor)
- Downloading
- Write your first algo
- Testing
Reference
- Subscriptions
- Child Orders
- Detaching
- Attaching
- ...
Samples
- Iceberg
- Pro-rata
@@ -0,0 +1,6 @@
+++
title="Getting Started"
sort_by="weight"
weight = 1
+++
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+++
title = "Development"
weight = 3
+++
# Visual Studio Code
In this section we're going to use the Remote - Containers feature of <a href="https://code.visualstudio.com/" target="_blank">Visual Studio Code<i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a> to simplify the development experience. If you are using a different editor skip to the <a href="#other-editors">other editor</a> section below.
## Remote - Containers
The Visual Studio Code Remote containers extension allows it to run a complete development environment inside the Spark SDK Docker container. The editor UI runs as a thin client on your desktop and connects to a headless instance running inside the Spark SDK Docker environment. This configuration allows us to ship a pre-configured set of [Tasks](https://code.visualstudio.com/Docs/editor/tasks) for building and testing your code.
Start Visual Studio Code and click on the puzzle piece icon on the left-hand side to open the extensions panel. Use the search box at the top to find the "Remote - Containers" extension and install it.
<img src="../vscode_remote_containers.png" width="640" />
## Into the Code
Open the examples/algo_template directory using the File->Open Folder menu option. If you opted to add it to your path during install, you could run `code .` from your command prompt.
When the workspace opens, you should see a notification offering to let you re-open the workspace inside the container.
<img src="../vscode_notification.png" width="480" />
The first time you open the workspace inside the container it will take a few seconds to configure the spark_sdk docker container. While the workspace is open in Visual Studio Code the docker image will also be running in the background. The container will stop automatically when you close the editor.
Open algo_template.cpp from the file browser on the left or by pressing ctrl-p and typing the name. Each Algo is a standard C++ class which implements **IAlgoOrder**. Placing your cursor on IAlgoOrder and pressing F12 will take you to the IAlgoOrder.h header file where you can browse the API. To learn more about how an Algo is instantiated see the [Algo Initialization](/server/ref/initialization).
## Compiling
To build press "Ctrl+Shift+B". You should see the build output at the bottom of your screen. If the build was successful the resulting algo_template.so will be automatically copied to the plugins directory where it will be loaded by the Spark server process on start.
<img src="../compiled.png" width="640" />
## Debugging
To debug your Algo set a breakpoint (F9) and open the Debug panel (Ctrl+Shift+D) and choose "(gdb) Launch". This will launch the Spark Server inside the container with the debugger attached.
<img src="../gdb_launch.png" width="380" />
With sparkd running you can launch the Spark Client (spark_client.cmd) and it will connect to the running server. Log in with the user "bts" and no password and open a ladder. You can now select your Algo on the order type dropdown and activate it by clicking on a price on the ladder.
<img src="../myalgo.png" width="150" />
While sparkd is running you can also access the Spark Server Admin interface on [http://localhost:9000](http://localhost:9000). Use the same "bts" login to access the admin interface. Here you can manage user and account permissions and risk limits.
## Starting Spark Server
To start the Spark Server without attaching a debugger press "Ctrl+Shift+P" and select "Tasks: Run Task" and then "Start Sparkd" and "Never scan task output" This will open a new terminal where you can see any messages logged with the **Sdk** subsystem as well as any warnings or errors. To stop the Spark server simply kill the terminal (trash can icon) or run the "Stop Sparkd" task.
## Next Steps
If you would like to understand more about how Docker is working behind the scenes continue to the [next section](#other-editors). Otherwise, continue to [Algo Registration](/server/ref/registration) to learn how Algos are registered with the Spark.
<hr>
# Other Editors
In this section you will be more exposed to the details of how Docker works and how to compile and test your Algo using the command line.
## Docker
Spark Server is built and runs only on Linux so you need a Linux development environment to effectively develop plug-ins for it. Docker lets you take the spark_sdk.img disk image and run it inside a virtual Linux machine running on your Windows desktop.
First, some terminology. A Docker "image" is a disk image containing a complete filesystem. The spark_sdk.img file you imported earlier is an image. A Docker "container" is what you get when you get when you attach this image to a running Linux system. You can connect to a running container and use it to run commands like the C++ compiler or the Spark server. Directories from your local filesystem can be mapped into the Docker container when it starts so you can easily share files.
### Start
The first step is to start the spark_sdk Docker container with the examples directory mapped so we can compile the examples inside the container. In your command prompt cd to the *examples* directory that you unzipped from the spark_sdk.zip file. Then run the following command to start the container.
Windows Command Prompt:
{% clipable() %}
docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
{% end %}
**Powershell** / Linux / Mac:
{% clipable() %}
docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
{% end %}
### Attach
The container will remain as long as this prompt is open. You can attach an additional to the running container with the following command:
{% clipable() %}
docker exec -it spark_sdk bash
{% end %}
## Compiling
Let's look at the algo_template sample first. All of the samples are laid out similarly with a `build.sh` script for compiling. As long as you are running build.sh inside the spark Docker container, it automatically copies the build output to /sparkbin/plugins/ where it needs to be to get loaded by the Spark server.
```
bts@spark_sdk:/examples$ cd algo_template/
bts@spark_sdk:/examples/algo_template$ ./build.sh
algo_template.so copied to /sparkbin/plugins/
Restart sparkd to see changes.
```
## Starting Spark Server
To start the Spark server `cd /sparkbin/` and run `./sparkd run`. Press Ctrl+C to stop it.
```
bts@spark_sdk:/sparkbin$ ./sparkd run
2019-10-25 16:21:09.383626|262552152803600|Gen|Warn |1 |main|132 |Run.cpp:53 |dev|
------------------------------------ Sparkd launched --------------------------------
```
You will see any Sdk log messages as well as any log messages at or above Warning level from other parts of the system. If you need additional diagnostic information more details logs are stored in /sparkdata/data/logging/log. These logs will be automatically deleted when you stop the Docker container.
With sparkd running you can launch the Spark Client (spark_client.cmd) and it will connect to the running server. Log in with the user "bts" and no password and open a ladder. You can now select your Algo on the order type dropdown and activate it by clicking on a price on the ladder.
<img src="../myalgo.png" width="150" />
While sparkd is running you can also access the Spark Server Admin interface on [http://localhost:9000](http://localhost:9000). Use the same "bts" login to access the admin interface. Here you can manage user and account permissions and risk limits.
## Debugging
You can debug your algo using gdb from the bash command prompt.
```bts@spark_sdk:/sparkbin$ gdb --args ./sparkd run
GNU gdb (Ubuntu 8.1-0ubuntu3) 8.1.0.20180409-git
Copyright (C) 2018 Free Software Foundation, Inc.
...
Reading symbols from ./sparkd...done.
(gdb) break algo_template.cpp:45
No source file named algo_template.cpp.
Make breakpoint pending on future shared library load? (y or [n]) y
Breakpoint 1 (algo_template.cpp:45) pending.
(gdb) run
Starting program: /sparkbin/sparkd run
```
If your editor supports debugging over the ssh protocol you can start sshd from inside the container.
## Next
Continue to [Algo Registration](/server/ref/registration) to learn how Algos are registered with the Spark.
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+++
title = "Download SDK"
weight = 2
+++
## Request Access 🔑
To start using the Server SDK you will need to request access though our sales department. Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
## Download
Download the latest SDK image here: [spark_sdk.zip](https://api.bluetradesys.com/download/spark_sdk.zip)
Unzip that folder into a working directory. Inside you should see something like this:
```
spark_sdk.img
client/
spark_client.cmd
examples/
```
## Import
Import the spark_sdk image into docker using the `docker load` command.
{% clipable() %}
docker load < spark_sdk.img
{% end %}
<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
<strong>If you see this error it means Docker Desktop is not running:</strong>
error during connect: Get http://%2F%2F.%2Fpipe%2Fdocker_engine/v1.40/images/json: open //./pipe/docker_engine: The system cannot find the file specified. In the default daemon configuration on Windows, the docker client must be run elevated to connect. This error may also indicate that the docker daemon is not running.
</div>
Confirm that the import worked by running `docker images` which should list the new image.
```
c:\bts> docker images
REPOSITORY TAG IMAGE ID CREATED SIZE
bluetradingsystems/spark_sdk latest e2be89436e73 4 hours ago 3.89GB
```
<!--
## Run
Start the docker container by running
```
docker run -d -v %CD%:/work --name spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 8000:8000 -p 8001:8001 -p 8008:8008 bluetradingsytems/spark_sdk
```
<div class="linux">
<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
If you are using Linux or Mac replace <strong>%CD%</strong> with <strong>$PWD</strong>.
</div>
The first time you invoke `docker run` you may be prompted to "share" your filesystem with Docker. This usually works fine but if you run into trouble, see <a href="">Docker Desktop for Windows tips</a> on avoiding common problems.
## Success 🎉
Docker is now running the spark SDK image. If you are on Windows or Mac it is running inside a virtual Linux machine. You can see that is is running by typing `docker ps` to list running docker containers. If you restart the Docker Desktop application you will need to start the spark_sdk image again using `docker start spark_sdk`.
You should now be able to access an admin interface at http://localhost:8008/ which will let you stop and start the spark server process.
-->
## Update
To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://api.bluetradesys.com/download/spark_sdk.zip) and use `docker load < spark_sdk.img` to overwrite the old image with the new one.
To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
### Re-build the Dev Container
If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
#### Inside VSCode
To re-build from inside Visual Studio Code. Click the 'Remote Explorer' icon on the left hand side.
You should see your spark_sdk project listed under the Containers section. Right click on it and select **rebuild-container**.
#### Command Line
To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image.
```
CONTAINER ID IMAGE COMMAND CREATED STATUS PORTS NAMES
54d96cfa3888 spark_sdk "/bin/sh -c 'echo Co…" About a minute ago Up About a minute 127.0.0.1:9000-9001->9000-9001/tcp quizzical_lichterman
```
Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888) or `docker rm quizzical_lichterman` (use your container name).
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+++
title = "Install Prerequisites"
weight = 1
+++
These instructions assume you are using Microsoft Windows but you should be able to follow them on a Linux or Mac with minor modifications.
{% linux() %}
When there is a significant difference on non-Windows platforms it will be called out in a box like this one.
{% end %}
{% info() %}
Tips or solutions to common problems will be highlighted in a box like this.
{% end %}
The minimum hardware requirements for using the SDK are:
- **12 GB** RAM (preferably 16 GB or more)
- 4 CPU cores
- 20 GB free hard disk space
The Spark SDK uses a tool called Docker to distribute all of the tools you need to build and test your trading algorithm ("Algo"). Once you have Docker installed you can download and import the Spark SDK image and be ready to start developing your Algo in a few minutes.
## Docker
Download and install <a href="https://www.docker.com/products/docker-desktop" target="_blank">Docker Desktop for Windows/Mac. <i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a>
<div class="linux">
<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
If you are using Linux follow the <a href="https://docs.docker.com/install/#supported-platforms">official install instructions for Docker for your distribution.</a>
</div>
During the install Docker may ask you to enable virtualization support and reboot.
Once Docker Desktop is installed and running it will create an icon in your system tray area that looks like the Docker logo.
![](../docker_tray.png)
Right click on the tray icon and choose 'Settings' and choose the 'Advanced' tab.
Ensure that the docker image has 8192 MB of memory and at least 2 cores. Memory that you assign to the docker image will not be available to Windows/Mac while Docker is running. CPU cores are shared with the host OS. Since you are going to use this image to compile your Algo it makes sense to allow Docker to use all available cores.
<img src="../docker_config.png" width="640" >
## Sharing
You need to give Docker access to the Windows drive where your source code is kept.
Open Settings -> Shared Drives and check the drive where you intend to keep your Algo source code.
<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
If you run into trouble with drive sharing, see <a href="https://code.visualstudio.com/docs/remote/troubleshooting#_docker-desktop-for-windows-tips">Docker Desktop for Windows tips</a> on avoiding common problems.
</div>
## Editor
The Server SDK includes a complete configuration for C++ development with the <a href="https://code.visualstudio.com/" target="_blank">Visual Studio Code <i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a> editor. If you are a new to C++ development on a Linux system we recommend you give this a try as it's the easiest way to get up and running quickly. Of course, If you have a different editor that you prefer we fully support that as well.
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+++
title = "Overview"
weight = 0
+++
Using the **Spark Server SDK**, users can create new order types ("Algos"). In this case, users implement the new functionality in C++, producing a shared library that is loaded at run time by our Spark Server.
If you are interested in accessing Spark server remotely, please see the [Spark Client SDK](/client/).
## Speed
The Spark platform offers a sub-10 microsecond socket to socket response times for algorithmic trading. With the **Spark Server SDK**, you can create your order types in high-performance C++ and load them into the Spark server.
Since your order is running inside the Spark Server, there is virtually no overhead allowing your algorithm to take full advantage of the speed Spark offers. Hosting a high-performance language like C++ directly in the Spark server process allows it to respond to the market thousands of times faster than an Algo built using a proprietary drag and drop tool.
## Easy to Get Started
If you are not actively developing with C++, it can be time-consuming to set up a complete development environment from scratch. That is why we provide a full development environment out of the box with [Docker](https://docker.io) so you can download and try the Server SDK quickly and easily.
Docker works across Windows, macOS, and Linux, so you don't need to change your development environment to try the Spark API. Docker also ensures that all of the dependencies you need are packaged together in one image, so you know it will work out of the box, no matter the platform.
## Implementation
Creating a new Algo begins with implementing a standard C++ class derived from IAlgoOrder. Start from the [algo_template](/server/samples/template) example to get going quickly.
The first call your new Algo receives is [do_before_launch](/server/ref/initialization#before-launch), which is an opportunity to validate parameters and allocate any long-lived resources needed during execution. Next, it receives either [do_launch](/server/ref/initialization#launch-launch-attached) in the case of a new order or [do_launch_attached](/server/ref/initialization#launch-launch-attached) if the order is attaching to an existing order.
The Algo receives a reference to [IAlgoServices](/server/ref/subscriptions/), which is how it calls out to the Spark system. It will use [IAlgoServices](/server/ref/subscriptions/) to subscribe to market events, launch and control child orders, and communicate its state to the larger Spark system.
## Fully Integrated
When a Spark Server plugin is loaded, it registers its exposed Algos with the Spark Server though the [init_spark_plugin](/server/ref/registration) callback. This callback allows the Algo to describe the parameters it expects so they can be automatically entered in the [Spark Client](https://www.bluetradingsystems.com/bts-spark/).
<img src="../myalgo.png" width="150" />
<img src="../paramsui.png" width="460" />
Compose your Algo with out of the box Algos in the [Spark Algo Studio](https://www.bluetradingsystems.com/news/155-bts-algo-studio-provides-algo-library-with-customization-functionality) to create new functionality on the fly.
<img src="../algostudio.png" width="548" /><br />
<img src="../iced_algo.png" width="460" />
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title="Reference"
sort_by="weight"
weight = 2
+++
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+++
title = "Questions"
weight = 40
+++
## I need to make a call that might take a few seconds. What is the best way to do this?
Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work. Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
## I don't see the header files in the .zip file. Where are they?
The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include` This will copy the headers to the current directory in headers.tar. We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
@@ -0,0 +1,97 @@
+++
title = "Initialization"
weight = 10
+++
Each Algo derives from IAlgoOrder and overrides virtual methods to receive callbacks from the Spark system.
## Before Launch
When an order is activated by a user or by another Algo, the first call it receives is do_before_launch. This call happens outside of the latency-sensitive path, so it's the place to validate parameters and set up data structures that the Algo might need.
This call returns an OrderOpResult, which allows it to fail and return an error message to its creator. If a user created this order, this message is displayed in the [Activity Log](https://www.bluetradingsystems.com/docs/bts_spark/Help/#activity-log) and across the bottom of the ladder.
Every SDK Algo is a "Dynamic" Algo since it's parameters are defined during [registration](/server/ref/registration/). Use the `get_if<T>` helper to retrieve a named parameter from the `order_params` collection as a `std::option<T>`. If a parameter has a valid default value you can use `std::option::value_or(...)` to set default values for missing parameters. If a parameter *must* exist or must be within a certain valid range, return an error to the caller.
```cpp
OrderOpResult MyAlgo::do_before_launch(IBeforeLaunchAlgoServices& serv) {
auto& def = serv.definition();
auto& params = def.custom_def().dynamic().order_params();
auto mqi = get_if<uint32_t>(params, "Min Quantity");
if (!mqi || mqi.value() == 0)
return OrderOpResult{
ORDER_ERROR_INVALID_ORDER_DEFINITON,
"Min Quantity parameter must be defined and non zero"};
}
```
<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
The parameters are defined during <a href="/server/ref/registration/">registration</a> by the <a href="/server/ref/registration/#dynamicorderdescriptor">DynamicOrderDescriptor</a>.
</div>
### IBeforeLaunchAlgoServices
IBeforeLaunchAlgoServices is passed to `do_before_launch` and allows the Algo to query its environment.
```cpp
class IBeforeLaunchAlgoServices {
public:
// The OrderDefinition for this algo
virtual api::orderman::OrderDefinition const &definition() const = 0;
// The security this algo is paramterized with (also available from
// definition())
virtual api::Security const &security() const = 0;
// The unique order key for this algo
virtual OrderKey order_key() const = 0;
// The parent key for this algo's parent or null_order_key() if the
// algo does not have a parent
virtual OrderKey parent_order_key() const = 0;
// The security identified by k or nullptr if no such security exists
virtual api::Security const *lookup_security(SecurityKey k) const = 0;
// Wheter this algo is being attached to an existing order.
// If an algo does not support attaching it can return an error
// if is_attaching() == true from do_before_launch.
virtual bool is_attaching() const = 0;
// Build a child template that can later can be used to quickly
// launch child orders. The reserve parameter indicates how many
// orders should be created ahead of time, before they are
// launched. This is usefull to remove the relatively expensive
// order creation operation to a background thread.
virtual ChildTemplate &
make_child_template(api::orderman::OrderDefinition const &child_def,
size_t reserve = 1) = 0;
// Get the current time
virtual TimeStamp get_time() const;
};
```
## Launch / Launch Attached
Depending on the state of `is_attaching()` the next call will either be `do_launch` or `do_launch_attached`. The only difference is that in `do_launch_attached` the existing OrderKey and ChildState are provided.
`do_launch` and `do_launch_attached` are in the latency-sensitive path and should not do more work than needed. These functions get a reference to `IAlgoServices`, which is a superset of the functionality available on `IBeforeLaunchAlgoServices`. Most Algos should store a pointer or reference to this object for managing child orders (it has a stable address).
Now is the time to use `IAlgoServices` to subscribe to market events that are relevant to your Algo and create any child orders that need to exist at the start of your Algo. You can safely call IAlgoServices from any `IAlgoOrder` callback.
To learn more about subscribing to events see [subscriptions](/server/ref/subscriptions).
### Things to do in the launch callback
☑ Store a reference to IAlgoServices
☑ Subscribe to relevant market events
☑ Launch a child order?
## Update
If the user or parent Algo changes the order parameters (price, size, or the custom parameters defined during registration), Spark calls the `do_update` callback with the new parameters. It is up to the Algo to decide how to apply the new parameters to update the running state. It can do this by canceling, changing, or adding new child orders.
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Every Algo must, at some point, launch a child order to be useful. Each child order can be another Algo or regular exchange order. When the child order is updated or filled, those changes are also sent to the parent.
# Templates
Since launching a child order is one of the most latency-sensitive things an Algo can do, the Server SDK enables you to create a child template. An order template prepares an order based on a known OrderDefinition and gets it ready to send on a background thread. When the Algo determines it is time to send the order, it only needs to provide the price and quantity to complete and send the order. If an Algo expects to send multiple child orders, it can reserve more than one. Preparing a child template is typically done in [do_before_launch](http://127.0.0.1:1111/server/ref/initialization/#before-launch) callback.
```cpp
virtual ChildTemplate&
IBeforeLaunchAlgoServices::make_child_template(
api::orderman::OrderDefinition const &child_def,
size_t reserve = 1);
```
# Launch
IAlgoServices provides two overloads for launching child orders. By default, launching a child order automatically subscribes the Algo to its state changes.
Launch a child order from a template if you have one prepared. This is the fastest option.
```cpp
OrderKey IAlgoServices::launch_child(ChildTemplate&, Price, Quantity, bool subscribe = true);
```
Launch a child order by constructing an OrderDefinition as needed.
```cpp
OrderKey launch_child(OrderDefinition const &, Price, Quantity, bool subscribe = true);
```
When a child is launched its `OrderKey` is returned to the caller. This ID can be used to update, cancel, or detach the child order.
## Update
To update an existing child order, call update_child and pass an Update. The Update type lets you change the price, size or the entire OrderDefinition. You only need to specify the fields that you intend to update so only set the price() field if that is what you are changing.
```cpp
void IAlgoServices::update_child(OrderKey child, api::orderman::Update const &);
```
## Cancel
To cancel an existing child order call `cancel_child`. When the order is canceled you will receive an update though the `on_child_change` callback.
```cpp
void IAlgoServices::cancel_child(OrderKey child);
```
## Detach
The lifetime of a child order is tied to its parent. If a parent is canceled or completed child orders are automatically stopped as well. If the Algo needs to launch an order that will continue after the Algo ends use `detach_child` to sever the connection. This order hierarchy can be viewed in the Spark [Order Book](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#order-book).
```cpp
void IAlgoServices::detach_child(OrderKey child);
```
To detach all children at once use `detach_all_children`.
```cpp
void IAlgoServices::detach_all_children();
```
# Child Updated
When a child order is updated the parent receives the `on_child_change` callback with an updated ChildState object.
```cpp
void on_child_change(OrderKey, ChildState const &) override;
struct ChildState {
Price price;
Quantity quantity;
Quantity total_fills;
Price avg_price;
Quantity last_fills;
Price last_price;
ChildStatus status;
Quantity fills_at_attach_time;
};
```
<!--
To talk about:
- updating fills (update_fill_state)
- handling child finished (unexpected cancel)
-->
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When Spark Server starts, it loads all plugins listed in the /sparkbin/plugins directory and calls an exported function named `init_spark_plugin` which must have the following signature.
```cpp
extern "C" void init_spark_plugin(bts::SparkServices &serv) { }
```
The `init_spark_plugin` function registers the Algo with a DynamicOrderDescriptor. Once registered, the Algo appears in the [Spark ladder](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#ladder) and the [Algo Studio](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#algo-studio).
To register an Algo call `register_dynamic_algo_order` on the provided bts::SparkServices instance. This function takes the DynamicOrderDescriptor and a function that is called to construct the IAlgoOrder. A single init_spark_plugin can call register_dynamic_algo_order multiple times to register multiple Algos.
The DynamicOrderDescriptor must have a dynamic_order_type (name), or the registration will fail.
```cpp
DynamicOrderDescriptor desc;
desc.set_dynamic_order_type("My Algo");
auto result =
serv.register_dynamic_algo_order(
desc, []() { return std::make_unique<MyAlgo>(); });
if (result != bts::AlgoRegistrationResult::SUCCESS) {
// Algo failed to register
}
```
## DynamicOrderDescriptor
The DynamicOrderDescriptor describes the type of parameters that the Algo accepts. These inputs can come either from the user manually entering them or from a parent Algo. Spark Algos are composable, so one Algo can activate another. See [Child Orders](/server/ref/orders) for more on how to activate custom order types as child orders.
Add parameters to the DynamicOrderDescriptor by calling `add_param_desc()` and setting the name and parameter type.
```cpp
*desc.add_param_desc() = param_bool("Enable Feature");
*desc.add_param_desc() = param_uint32("Feature Quantity");
```
The above parameters look like this when rendered in the Spark ladder.
<img src="../paramsui.png" width="460" />
And like this when viewed in the Spark order book.
<img src="../orderbook_truncated.png" width="988" />
Each descriptor can be one of the following types:
```
// Primitive
int32
uint32
double
string
bool
// Complex
Order
Array
Struct
```
**Currently the Spark UI only renders parameters with primitive types.** The complex types can only be provided by a parent order.
### Order
This parameter type indicates that another order type parameterizes this Algo. When the Algo needs to create a child order, it can use this parameter type to create a custom order type instead of defaulting to a limit order.
For example, an Algo might be designed to wait for a specific market condition before putting in an order. Instead of placing a limit order when the condition is met, the user can specify that it should an IceBerg order. The Algo doesn't need special logic to handle different child order types.
### Array
An array parameter is a collection of the same type of parameter. If your Algo needed to behave differently depending on a table of prices, you could send that list in though an array parameter.
```cpp
*desc.add_param_desc() =
param_array("Price Points",
param_double("unused").param_type());
```
### Struct
A struct parameter is a set of named parameter types similar to the entire DynamicOrderDescriptor. The struct parameter type can be combined with the array type to handle tabular data.
```cpp
*desc.add_param_desc() =
param_array("Step Table",
param_struct("", {
param_uint32("Market Quantity"),
param_uint32("Order Quantity")
}).param_type());
```
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+++
title = "Subscriptions"
weight = 20
+++
An Algo exists to observe changes in the market and respond to them. When the Algo is [launched](1/server/ref/initialization/#launch-launch-attached) it uses IAlgoServices to subscribe to the events it needs to operate. Each subscribe call is paired with a matching unsubscribe call, which takes the same argument to unsubscribe.
# Book
Subscribe to book updates for the specified security call use subscribe_book and unsubscribe book.
```cpp
// Subscribe to book updates for the specified security
void IAlgoServices::subscribe_book(SecurityKey);
void IAlgoServices::unsubscribe_book(SecurityKey);
// You implement
virtual void on_book(SecurityKey, Book const &) override;
```
Get the `SecurityKey` of the current security using:
```cpp
services.subscribe_book(SecurityKey(algo_services().security().id()));
```
If your Algo needs to subscribe to other securities, their keys must be passed in as parameters.
To get the details of a security use
```cpp
api::Security const* IBeforeLaunchAlgoServices::lookup_security(SecurityKey k) const = 0;
```
# Timer
To handle time-based logic, an Algo can subscribe to a common timer event that is invoked once every 10 milliseconds. Use the TimeStamp class from `bts_chrono.h` to efficiently handle time calculations.
```cpp
// Subscribe to a periodic 10ms timer
void IAlgoServices::subscribe_timer();
// You implement
virtual void on_timer() override;
```
# Ticker
The status callback is called when the market for this security opens, closes, or has some other state transition.
```cpp
// Subscribe to trade ticker
void IAlgoServices::subscribe_ticker(SecurityKey);
// You implement
void on_ticker(SecurityKey, TradeVector const&) override;
```
# Trading Status
The status callback is called when the market for this security opens, closes, or has some other state transition.
```cpp
// Subscribe to security trading status
void IAlgoServices::subscribe_status(SecurityKey);
// You implement
virtual void on_status(SecurityKey, co2::TradingStatus) override;
```
# Child Orders
When an Algo launches a child order, it is subscribed to the changes on that child automatically. If the Algo unsubscribes from those changes, it can re-subscribe using this method.
```cpp
// Subscribe to child order updates for the specified child order.
void IAlgoServices::subscribe_child_change(OrderKey);
// You implement
virtual void on_child_change(OrderKey, ChildState const &) override;
```
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title = "Join"
weight = 10
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Join starts working N ticks away from the market (usually) and then watches for the opposite inside to become same side inside market; if there is then enough size on that market, it will join.
<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
This sample is part of the Server SDK examples included in the <a href="/server/getting-started/download/">spark_sdk.zip download</a>.
</div>
```cpp
#include "spark/lib/config/config.h"
#include "spark/lib/config/protos/system.pb.h"
#include "spark/lib/domain_model/Security.h"
#include "spark/lib/orderman/orders/server/IAlgoOrder.h"
#include "spark/lib/orderman/orders/server/IAlgoServices.h"
#include "spark/lib/plugin/SparkServices.h"
#include "spark/lib/orderman/order_factory/IOrderFactory.h"
#include "spark/lib/orderman/orderman_utils/Book.h"
#include "spark/lib/orderman/orderman_utils/orderman_utils.h"
#include "spark/lib/utils/PBUtils.h"
using namespace bts::api::orderman;
using namespace bts::orderman;
namespace bts {
namespace order_example {
// Join starts working N ticks away from the market (usually) and then
// watches for the opposite inside to become same side inside market;
// if there is then enough size on that market, it will join.
class DynamicJoin : public IAlgoOrder {
public:
DynamicJoin();
~DynamicJoin();
OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
void do_launch(IAlgoServices &) override;
void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
void do_update(api::orderman::Update const &) override;
void on_book(SecurityKey, Book const &) override;
void on_child_change(OrderKey, ChildState const &) override;
private:
enum class Status;
struct PImpl;
std::unique_ptr<PImpl> me;
IAlgoServices &algo_services() const;
void try_to_join();
};
// The three stages our algo goes through. We start by waiting to
// observe the book for our security (WAITING_FOR_MD). Once we have a
// book we use it to derive our target price and we continue to
// monitor the book to see if we should join the market
// (WAITING_TO_JOIN). Once the size and price constraints are met we
// jump to the target price (JOINED). We remain in the JOINED state
// until our order is filled or canceled.
enum class DynamicJoin::Status { WAITING_FOR_MD, WAITING_TO_JOIN, JOINED };
// All state information needed for this algo
struct DynamicJoin::PImpl {
IAlgoServices *algo_services;
Quantity min_quantity_to_join;
Status status = Status::WAITING_FOR_MD;
OrderKey child_key = null_order_key();
ChildTemplate *child_template = nullptr;
Book book_at_inception;
Book last_book;
};
DynamicJoin::DynamicJoin() : me(new PImpl()) {}
DynamicJoin::~DynamicJoin() {}
IAlgoServices &DynamicJoin::algo_services() const { return *me->algo_services; }
// This is called outside of the latency sensitive path
// once. Expensive initialization should be done here, rather than
// in do_launch()
OrderOpResult DynamicJoin::do_before_launch(IBeforeLaunchAlgoServices &serv) {
auto &def = serv.definition();
bts_assert(def.has_custom_def());
bts_assert(def.custom_def().has_dynamic());
// Validate our parameters, returning an error if we find a
// problem. If an error is returned here the order will be
// abandoned.
auto &params = def.custom_def().dynamic().order_params();
auto mqi = get_if<uint32_t>(params, "Min Quantity");
if (!mqi || mqi.value() == 0) {
return OrderOpResult{
ORDER_ERROR_INVALID_ORDER_DEFINITON,
"Min Quantity parameter must be defined and non zero"};
}
me->min_quantity_to_join = Quantity(mqi.value());
if (!serv.is_attaching()) {
// If we are not attaching, create a child template so we can
// quickly launch our child when the time comes.
// We will be sending a limit order with the same side,
// security, trader, account, etc, as this algo order, so just
// copy our definition to the child definition to start with.
auto child_def = def;
// Now add a limit order component to mark our child as a limit
// order. Limit orders do not require any extra parameters
// beyond those already inherited from this algo order
// (i.e. beyond what we obtained through serv.definition()) so
// we can just use a default constructed LimitOrderDefinition.
*child_def.mutable_custom_def()->mutable_limit() = LimitOrderDefinition{};
// Now just build the child template and cache it for future use
me->child_template = &(serv.make_child_template(child_def));
} else {
// If we are attaching to an existing order then we do not need
// to spawn a new child, so there is no need to setup a child
// template
}
// All is good, return a default constructed OrderOpResult which
// indicates success.
return {};
}
// Called in the latency sensitive path, once, when the algo is first
// launched.
void DynamicJoin::do_launch(IAlgoServices &services) {
// Cache our algo services
me->algo_services = &services;
LOG(OrderMan, Diag, "Lauching DynamicJoin k: {} ",
algo_services().order_key().value());
// Launch our child order
me->child_key =
services.launch_child(*me->child_template, algo_services().price(),
algo_services().quantity());
// Subscribe to market data
services.subscribe_book(SecurityKey(algo_services().security().id()));
}
// Called in the latency sensitive path, once, when the algo is first
// launched. In this case the algo is provided with an existing order
// it is now responsible for managing.
void DynamicJoin::do_launch_attached(IAlgoServices &services,
OrderKey attached_order, ChildState st) {
// The order was launched and attached to an existing order, with
// key 'attached_order' and current state 'st'
// Cache our algo services
me->algo_services = &services;
LOG(OrderMan, Diag,
"Lauching DynamicJoin k: {} Attached to existing order: {}",
algo_services().order_key().value(), attached_order.value());
// Cache the key of the attached order we will be managing
me->child_key = attached_order;
// Subscribe to market data
services.subscribe_book(SecurityKey(services.security().id()));
// Simulate a child change so we can update our own state to
// reflect that of the child order we attached to. From this point
// forward there is no distinction between an algo instance that
// spawned a new child order and one that attached to an existing
// order.
on_child_change(attached_order, st);
}
// Called when a human (or a supervising algo) updates a parameter for
// this algo. The implementation validates the update and depending on
// the validation outcome either applies the update or terminates the
// algo.
void DynamicJoin::do_update(api::orderman::Update const &update) {
LOG(OrderMan, Diag, "DynamicJoin k: {} receiving update: {}",
algo_services().order_key().value(), utils::pb::to_string(update));
// Validate update
if (update.quantity() == 0) {
// An invalid update has been detected so we terminate the
// algo, signaling an error. Any child orders launched by
// this algo will also be terminated.
algo_services().terminate_error("Invalid update");
return;
}
// Updates have two parts, a standard part consisting of price and
// size and present in all updates, and an optional part that is
// specific to the algo in question. Below we check for the
// existance of this optional part and validate if present.
bool has_new_min_qty = false;
if (update.has_custom()) {
auto &params = update.custom().dynamic().order_params();
auto mqi = params.find("Min Quantity");
if (mqi == params.end() || mqi->second.as_uint32() == 0) {
algo_services().terminate_error(
"Minimum quantity to join must be greater than 0");
return;
}
has_new_min_qty = true;
me->min_quantity_to_join = Quantity(mqi->second.as_uint32());
}
// Update is good, forward it to our child
Update child_update;
child_update.set_price(update.price());
child_update.set_quantity(update.quantity());
algo_services().update_child(me->child_key, child_update);
// Try to join again if conditions changed
if (me->status == Status::WAITING_TO_JOIN && has_new_min_qty)
try_to_join();
}
// Called when the book for the specified security has changed
void DynamicJoin::on_book(SecurityKey, Book const &b) {
// Cache the book, so we can reffer to it in the event of a
// parameter change that might allow us to join
me->last_book = b;
LOG(OrderMan, Diag, "DynamicJoin order {} on book. BID: {}@{} ASK: {}@{}",
algo_services().order_key().value(), b.side(api::SIDE_BUY)[0].size(),
b.side(api::SIDE_BUY)[0].price(), b.side(api::SIDE_SELL)[0].size(),
b.side(api::SIDE_SELL)[0].price());
switch (me->status) {
case Status::WAITING_FOR_MD: {
auto other_side =
securities::other_side(algo_services().definition().side());
auto &other_side_top = me->last_book.side(other_side)[0];
if (other_side_top.size() > 0) {
// First time we get the opposite side market, we will use
// this price as the target price for the join
me->status = Status::WAITING_TO_JOIN;
me->book_at_inception = b;
LOG(OrderMan, Diag,
"JoinOrder order {} receiving first book: {} Target: {}",
algo_services().order_key().value(),
me->min_quantity_to_join.value(), other_side_top.price());
try_to_join();
}
} break;
case Status::JOINED:
// Nothing to do at this point
break;
case Status::WAITING_TO_JOIN:
// Check if we reached the target and join if so
try_to_join();
break;
}
}
// Given the current book, our target price and our min quantity
// parameter, join if appropriate
void DynamicJoin::try_to_join() {
bts_assert(me->status == Status::WAITING_TO_JOIN);
auto my_side = algo_services().definition().side();
auto other_side = securities::other_side(my_side);
auto &my_side_psz = me->last_book.side(my_side)[0];
auto &opposite_at_inception_psz = me->book_at_inception.side(other_side)[0];
if (my_side_psz.size() &&
my_side_psz.size() >= me->min_quantity_to_join.value() &&
securities::is_equal_or_better(
my_side, Price(my_side_psz.price()),
Price(opposite_at_inception_psz.price()))) {
// Time to update our child to join the market
Update child_update;
child_update.set_price(my_side_psz.price());
child_update.set_quantity(algo_services().quantity().value());
algo_services().update_child(me->child_key, child_update);
me->status = Status::JOINED;
LOG(OrderMan, Diag, "DynamicJoin order {} joined: {}@{}",
algo_services().order_key().value(),
algo_services().quantity().value(), my_side_psz.price());
} else {
LOG(OrderMan, Diag,
"JoinOrder order {} still waiting to join. Order: {}@{} Top of "
"the book: {}@{} Target: {}@{}",
algo_services().order_key().value(),
algo_services().quantity().value(), algo_services().price().value(),
my_side_psz.size(), my_side_psz.price(),
me->min_quantity_to_join.value(), opposite_at_inception_psz.price());
}
}
// Our child reported a change:
void DynamicJoin::on_child_change(OrderKey, ChildState const &st) {
// Our fill quantity and price is always a reflection of our
// child's state
algo_services().update_fill_state(st.total_fills, st.last_price);
switch (st.status) {
case ChildStatus::WORKING:
// Child order is still working, nothing to do
return;
case ChildStatus::COMPLETED:
// Child order completed, we should also complete
algo_services().complete();
return;
case ChildStatus::CANCELED:
// Child order unexpectedly canceled, signal an error and
// terminate
algo_services().terminate_error("Unexpected child cancel");
return;
}
}
// This is called by the spark daemon at startup. In this call we
// describe our algo's parameters and register a factory function to
// create an instance of the algo.
extern "C" void init_spark_plugin(bts::SparkServices &serv) {
using namespace bts;
DynamicOrderDescriptor join_desc;
// Start by naming our order type
join_desc.set_dynamic_order_type("dyn join");
// Now add a single unsigned int parameter, Min Quantity, that will
// determine the minimum quantity that must exist in the book in
// order for us to join the market.
*join_desc.add_param_desc() = param_uint32("Min Quantity");
// Associate the descriptor with a builder function and register
// that with the Spark server.
auto result =
serv.register_dynamic_algo_order(
join_desc, []() { return std::make_unique<DynamicJoin>(); });
if (result != bts::AlgoRegistrationResult::SUCCESS) {
// The join_desc has errors
// Check the error log for more details
}
}
} // namespace order_example
} // namespace bts
```
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+++
title = "Template"
weight = 5
+++
A mostly blank Algo template that can be used as a jump-start for developing a new Algo.
<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
This sample is part of the Server SDK examples included in the <a href="/server/getting-started/download/">spark_sdk.zip download</a>.
</div>
```cpp
#include "spark/lib/config/config.h"
#include "spark/lib/config/protos/system.pb.h"
#include "spark/lib/domain_model/Security.h"
#include "spark/lib/orderman/orders/algo/IAlgoOrder.h"
#include "spark/lib/orderman/orders/algo/IAlgoServices.h"
#include "spark/lib/plugin/SparkServices.h"
#include "spark/lib/orderman/order_factory/IOrderFactory.h"
#include "spark/lib/orderman/orderman_utils/Book.h"
#include "spark/lib/orderman/orderman_utils/orderman_utils.h"
#include "spark/lib/utils/PBUtils.h"
using namespace bts::api::orderman;
using namespace bts::orderman;
namespace bts {
namespace order_example {
// MyAlgo is a blank IAlgoOrder which you can copy when starting a new Algo
class MyAlgo : public IAlgoOrder {
public:
MyAlgo();
~MyAlgo();
OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
void do_launch(IAlgoServices &) override;
void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
void do_update(api::orderman::Update const &) override;
void on_book(SecurityKey, Book const &) override;
void on_child_change(OrderKey, ChildState const &) override;
private:
IAlgoServices* algo_services;
ChildTemplate *child_template = nullptr;
OrderKey child_key = null_order_key();
};
MyAlgo::MyAlgo() : algo_services(nullptr) {}
MyAlgo::~MyAlgo() {}
// This is called outside of the latency sensitive path.
// Expensive initialization should be done here, rather than in do_launch()
OrderOpResult MyAlgo::do_before_launch(IBeforeLaunchAlgoServices &serv) {
LOG(Sdk,Info, "MyAlgo: do_before_launch");
// If we are not attaching, create a child template so we can
// quickly launch our child when the time comes.
if (!serv.is_attaching()) {
// We will be sending a limit order with the same side,
// security, trader, account, etc, as this algo order, so just
// copy our definition to the child definition to start with.
auto child_def = serv.definition();
// Now add a limit order component to mark our child as a limit
// order. Limit orders do not require any extra parameters
// beyond those already inherited from this algo order
// (i.e. beyond what we obtained through serv.definition()) so
// we can just use a default constructed LimitOrderDefinition.
*child_def.mutable_custom_def()->mutable_limit() = LimitOrderDefinition{};
// Now just build the child template and cache it for future use
child_template = &(serv.make_child_template(child_def));
}
// Default constructed result is successful
return {};
}
// Called in the latency sensitive path, once, when the algo is first launched.
// If the Algo is attaching to an existing order do_launch_attached is called instead.
void MyAlgo::do_launch(IAlgoServices &services) {
algo_services = &services;
// Subscribe to book updates for this security
services.subscribe_book(SecurityKey(services.security().id()));
// Launch a child limit order
child_key =
services.launch_child(*child_template, services.price(), services.quantity());
LOG(Sdk,Info, "MyAlgo: do_launch");
}
// Called in the latency sensitive path, once, when the algo is first
// launched. In this case the algo is provided with an existing order
// it is now responsible for managing.
void MyAlgo::do_launch_attached(IAlgoServices &services,
OrderKey attached_order, ChildState st) {
algo_services = &services;
// Subscribe to book updates for this security
services.subscribe_book(SecurityKey(services.security().id()));
// Keep track of the child key
child_key = attached_order;
LOG(Sdk,Info, "MyAlgo: do_launch_attached");
}
// Called when a human (or a supervising algo) updates a parameter for
// this algo. The implementation validates the update and depending on
// the validation outcome either applies the update or terminates the algo.
void MyAlgo::do_update(api::orderman::Update const &update) {
}
// Called when the book for the specified security has changed
void MyAlgo::on_book(SecurityKey, Book const &b) {
}
// Our child reported a change
void MyAlgo::on_child_change(OrderKey, ChildState const &st) {
}
// This is called by the spark daemon at startup. In this call we
// describe our algo's parameters and register a factory function to
// create an instance of the algo.
extern "C" void init_spark_plugin(bts::SparkServices &serv) {
using namespace bts;
DynamicOrderDescriptor desc;
// Start by naming our order type
desc.set_dynamic_order_type("My Algo");
*desc.add_param_desc() = param_bool("Enable Feature");
*desc.add_param_desc() = param_uint32("Feature Quantity");
// Associate the descriptor with a builder function and register
// that with the Spark server.
auto result =
serv.register_dynamic_algo_order(
desc, []() { return std::make_unique<MyAlgo>(); });
if (result != bts::AlgoRegistrationResult::SUCCESS) {
// The desc has errors
// Check the error log (/sparkdata/data/logging/log) for more details
}
}
} // namespace order_example
} // namespace bts
```
+9
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#/bin/bash
# ../../externals/linux/bin/zola/zola build
zola.exe build
rsync -avzL public/ bts@api.bluetradesys.com:/data/sdk/public/
rm -rf ./public/
+97
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html, body {
font-size: 16px;
height: 100%;
}
body {
font-family: "Source Sans Pro", "Open Sans","Helvetica Neue",Helvetica,Arial,sans-serif;
line-height: 1.6;
// from http://www.heropatterns.com
background-color: #0072a2;
background-image: url("data:image/svg+xml,%3Csvg xmlns='http://www.w3.org/2000/svg' width='100' height='100' viewBox='0 0 100 100'%3E%3Cg fill-rule='evenodd'%3E%3Cg fill='%234b4b4b' fill-opacity='0.4'%3E%3Cpath opacity='.5' d='M96 95h4v1h-4v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9zm-1 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9z'/%3E%3Cpath d='M6 5V0H5v5H0v1h5v94h1V6h94V5H6z'/%3E%3C/g%3E%3C/g%3E%3C/svg%3E");
color: $foreground;
// for sticky footer
display: flex;
flex-direction: column;
min-height: 100vh;
}
a {
color: $link-color;
text-decoration: none;
cursor: pointer;
border-bottom: 1px solid rgba(0, 124, 188, 0.25);
&:hover {
border-bottom: 1px solid $link-color;
}
&:visited {
color: $link-color;
}
// totally taken from stripe
&.button {
outline: none;
white-space: nowrap;
display: inline-block;
height: 40px;
line-height: 40px;
padding: 0 14px;
box-shadow: 0 4px 6px rgba(50, 50, 93, 0.11), 0 1px 3px rgba(0, 0, 0, 0.08);
background: #fff;
border-radius: 4px;
font-size: 15px;
font-weight: 600;
text-transform: uppercase;
letter-spacing: .025em;
color: #191919;
text-decoration: none;
transition: all .15s ease;
border-bottom: none;
&:hover {
transform: translateY(-1px);
text-decoration: none;
box-shadow: 0 7px 14px rgba(50, 50, 93, 0.1), 0 3px 6px rgba(0, 0, 0, 0.08);
}
&:active {
background-color: #f6f9fc;
transform: translateY(1px);
}
}
&.white {
color: white;
border-bottom-color: rgba(255, 255, 255, 0.25);
&:hover {
border-bottom-color: white;
}
&:visited {
color: white;
}
}
}
pre {
padding: 1rem;
overflow: auto;
}
p code, li code {
// color: #e6e1dc;
// background-color: #383838;
color: #191919;
background-color: #f5f5f5;
white-space: pre-wrap;
padding: 3px;
border-radius: 3px;
font-size: 0.85rem;
font-family: monospace;
// box-shadow: 0 1px 3px rgba(0,0,0,.1), 0 1px 1px rgba(0,0,0,.1), 0 2px 1px -1px rgba(0,0,0,.12);
}
+96
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.documentation {
padding: 3rem;
display: flex;
&__sidebar {
margin-right: 2rem;
ul {
padding-left: 0;
list-style: none;
}
> ul {
> li {
margin-bottom: 1rem;
}
.documentation__sidebar__title {
font-size: 1.25rem;
font-weight: bold;
}
ul {
margin-top: 0.25rem;
li {
border-left: 1px solid $background;
padding-left: 0.75rem;
padding-top: 0.25rem;
padding-bottom: 0.25rem;
}
li.active a {
font-weight: bold;
border-bottom: 1px solid $link-color;
}
}
}
}
&__content {
width: 60%;
// Same as the anchor absolute left to not overlap
margin-left: 2rem;
h1, h2, h3, h4, h5, h6 {
.zola-anchor {
font-size: 1.25rem;
visibility: hidden;
margin-left: -2rem;
text-decoration: none;
border-bottom-color: transparent;
cursor: pointer;
}
&:hover {
.zola-anchor {
visibility: visible;
}
}
}
blockquote {
border-left: 10px solid black;
padding: 0.25rem 0.5rem;
margin-left: 0;
font-style: italic;
}
}
iframe {
width: 100%;
min-height: 400px;
}
}
@media only screen and (max-width: 1000px) {
.documentation {
flex-direction: column;
padding: 2rem;
&__content {
width: 100%;
margin-left: 0;
}
&__sidebar {
border-top: 1px solid $background;
order: 1;
margin-right: 0;
margin-top: 1rem;
}
}
}
+33
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header {
.header__logo {
border-bottom: none;
}
nav a {
margin-right: 2rem;
}
.header__logo {
font-size: 2rem;
font-weight: bold;
&:hover {
text-decoration: none;
}
}
}
@media only screen and (max-width: 1000px) {
header {
padding: 1rem 0;
nav {
text-align: center;
}
.header__logo {
// to force menu links to be on a line below
display: block;
}
}
}
+71
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.inverted-colours {
background: $foreground;
color: $background;
}
.hero {
width: 60%;
margin: 0 auto;
margin-top: 2rem;
margin-bottom: 4rem;
text-align: center;
&__tagline {
margin-bottom: 2rem;
}
}
.disabled {
opacity: 0.5;
}
.selling-points {
padding: 3rem;
&__content {
display: flex;
flex-wrap: wrap;
}
}
.selling-point {
// 2 selling points per row on desktop
width: 50%;
padding: 2rem;
padding-top: 1rem;
}
.selling-header {
width: 100%;
padding: 1rem;
padding-top: 0rem;
display: flex;
align-items: center;
justify-content: center;
img {
align-self: center;
max-width: 70%;
}
}
// and 1 on mobile
@media only screen and (max-width: 1000px) {
.hero {
width: 90%;
margin-top: 2rem;
margin-bottom: 4rem;
}
.selling-points {
padding: 2rem;
}
.selling-point {
width: 100%;
padding: 1rem;
h2 {
text-align: center;
}
}
}
+43
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header {
padding: 2rem 3rem;
}
.container {
max-width: 1000px;
margin: 0 auto;
}
@media only screen and (max-width: 1000px) {
.container {
max-width: 90%;
}
}
.content {
flex-grow: 1;
&--reversed {
background: $foreground;
color: $background;
}
}
.linux {
padding: 25px 15px;
background: #eff0f1;
border-radius: 5px;
border: 1px solid #0072a2;
}
.info {
padding: 25px 15px;
background: #ffffe0;
border-radius: 5px;
border: 1px solid #383838;
}
footer {
text-align: center;
padding: 2rem 3rem;
}
+447
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/*! normalize.css v7.0.0 | MIT License | github.com/necolas/normalize.css */
/* Document
========================================================================== */
/**
* 1. Correct the line height in all browsers.
* 2. Prevent adjustments of font size after orientation changes in
* IE on Windows Phone and in iOS.
*/
html {
line-height: 1.15; /* 1 */
-ms-text-size-adjust: 100%; /* 2 */
-webkit-text-size-adjust: 100%; /* 2 */
}
/* Sections
========================================================================== */
/**
* Remove the margin in all browsers (opinionated).
*/
body {
margin: 0;
}
/**
* Add the correct display in IE 9-.
*/
article,
aside,
footer,
header,
nav,
section {
display: block;
}
/**
* Correct the font size and margin on `h1` elements within `section` and
* `article` contexts in Chrome, Firefox, and Safari.
*/
h1 {
font-size: 2em;
margin: 0.67em 0;
}
/* Grouping content
========================================================================== */
/**
* Add the correct display in IE 9-.
* 1. Add the correct display in IE.
*/
figcaption,
figure,
main { /* 1 */
display: block;
}
/**
* Add the correct margin in IE 8.
*/
figure {
margin: 1em 40px;
}
/**
* 1. Add the correct box sizing in Firefox.
* 2. Show the overflow in Edge and IE.
*/
hr {
box-sizing: content-box; /* 1 */
height: 0; /* 1 */
overflow: visible; /* 2 */
}
/**
* 1. Correct the inheritance and scaling of font size in all browsers.
* 2. Correct the odd `em` font sizing in all browsers.
*/
pre {
font-family: monospace, monospace; /* 1 */
font-size: 1em; /* 2 */
}
/* Text-level semantics
========================================================================== */
/**
* 1. Remove the gray background on active links in IE 10.
* 2. Remove gaps in links underline in iOS 8+ and Safari 8+.
*/
a {
background-color: transparent; /* 1 */
-webkit-text-decoration-skip: objects; /* 2 */
}
/**
* 1. Remove the bottom border in Chrome 57- and Firefox 39-.
* 2. Add the correct text decoration in Chrome, Edge, IE, Opera, and Safari.
*/
abbr[title] {
border-bottom: none; /* 1 */
text-decoration: underline; /* 2 */
text-decoration: underline dotted; /* 2 */
}
/**
* Prevent the duplicate application of `bolder` by the next rule in Safari 6.
*/
b,
strong {
font-weight: inherit;
}
/**
* Add the correct font weight in Chrome, Edge, and Safari.
*/
b,
strong {
font-weight: bolder;
}
/**
* 1. Correct the inheritance and scaling of font size in all browsers.
* 2. Correct the odd `em` font sizing in all browsers.
*/
code,
kbd,
samp {
font-family: monospace, monospace; /* 1 */
font-size: 1em; /* 2 */
}
/**
* Add the correct font style in Android 4.3-.
*/
dfn {
font-style: italic;
}
/**
* Add the correct background and color in IE 9-.
*/
mark {
background-color: #ff0;
color: #000;
}
/**
* Add the correct font size in all browsers.
*/
small {
font-size: 80%;
}
/**
* Prevent `sub` and `sup` elements from affecting the line height in
* all browsers.
*/
sub,
sup {
font-size: 75%;
line-height: 0;
position: relative;
vertical-align: baseline;
}
sub {
bottom: -0.25em;
}
sup {
top: -0.5em;
}
/* Embedded content
========================================================================== */
/**
* Add the correct display in IE 9-.
*/
audio,
video {
display: inline-block;
}
/**
* Add the correct display in iOS 4-7.
*/
audio:not([controls]) {
display: none;
height: 0;
}
/**
* Remove the border on images inside links in IE 10-.
*/
img {
border-style: none;
}
/**
* Hide the overflow in IE.
*/
svg:not(:root) {
overflow: hidden;
}
/* Forms
========================================================================== */
/**
* 1. Change the font styles in all browsers (opinionated).
* 2. Remove the margin in Firefox and Safari.
*/
button,
input,
optgroup,
select,
textarea {
font-family: sans-serif; /* 1 */
font-size: 100%; /* 1 */
line-height: 1.15; /* 1 */
margin: 0; /* 2 */
}
/**
* Show the overflow in IE.
* 1. Show the overflow in Edge.
*/
button,
input { /* 1 */
overflow: visible;
}
/**
* Remove the inheritance of text transform in Edge, Firefox, and IE.
* 1. Remove the inheritance of text transform in Firefox.
*/
button,
select { /* 1 */
text-transform: none;
}
/**
* 1. Prevent a WebKit bug where (2) destroys native `audio` and `video`
* controls in Android 4.
* 2. Correct the inability to style clickable types in iOS and Safari.
*/
button,
html [type="button"], /* 1 */
[type="reset"],
[type="submit"] {
-webkit-appearance: button; /* 2 */
}
/**
* Remove the inner border and padding in Firefox.
*/
button::-moz-focus-inner,
[type="button"]::-moz-focus-inner,
[type="reset"]::-moz-focus-inner,
[type="submit"]::-moz-focus-inner {
border-style: none;
padding: 0;
}
/**
* Restore the focus styles unset by the previous rule.
*/
button:-moz-focusring,
[type="button"]:-moz-focusring,
[type="reset"]:-moz-focusring,
[type="submit"]:-moz-focusring {
outline: 1px dotted ButtonText;
}
/**
* Correct the padding in Firefox.
*/
fieldset {
padding: 0.35em 0.75em 0.625em;
}
/**
* 1. Correct the text wrapping in Edge and IE.
* 2. Correct the color inheritance from `fieldset` elements in IE.
* 3. Remove the padding so developers are not caught out when they zero out
* `fieldset` elements in all browsers.
*/
legend {
box-sizing: border-box; /* 1 */
color: inherit; /* 2 */
display: table; /* 1 */
max-width: 100%; /* 1 */
padding: 0; /* 3 */
white-space: normal; /* 1 */
}
/**
* 1. Add the correct display in IE 9-.
* 2. Add the correct vertical alignment in Chrome, Firefox, and Opera.
*/
progress {
display: inline-block; /* 1 */
vertical-align: baseline; /* 2 */
}
/**
* Remove the default vertical scrollbar in IE.
*/
textarea {
overflow: auto;
}
/**
* 1. Add the correct box sizing in IE 10-.
* 2. Remove the padding in IE 10-.
*/
[type="checkbox"],
[type="radio"] {
box-sizing: border-box; /* 1 */
padding: 0; /* 2 */
}
/**
* Correct the cursor style of increment and decrement buttons in Chrome.
*/
[type="number"]::-webkit-inner-spin-button,
[type="number"]::-webkit-outer-spin-button {
height: auto;
}
/**
* 1. Correct the odd appearance in Chrome and Safari.
* 2. Correct the outline style in Safari.
*/
[type="search"] {
-webkit-appearance: textfield; /* 1 */
outline-offset: -2px; /* 2 */
}
/**
* Remove the inner padding and cancel buttons in Chrome and Safari on macOS.
*/
[type="search"]::-webkit-search-cancel-button,
[type="search"]::-webkit-search-decoration {
-webkit-appearance: none;
}
/**
* 1. Correct the inability to style clickable types in iOS and Safari.
* 2. Change font properties to `inherit` in Safari.
*/
::-webkit-file-upload-button {
-webkit-appearance: button; /* 1 */
font: inherit; /* 2 */
}
/* Interactive
========================================================================== */
/*
* Add the correct display in IE 9-.
* 1. Add the correct display in Edge, IE, and Firefox.
*/
details, /* 1 */
menu {
display: block;
}
/*
* Add the correct display in all browsers.
*/
summary {
display: list-item;
}
/* Scripting
========================================================================== */
/**
* Add the correct display in IE 9-.
*/
canvas {
display: inline-block;
}
/**
* Add the correct display in IE.
*/
template {
display: none;
}
/* Hidden
========================================================================== */
/**
* Add the correct display in IE 10-.
*/
[hidden] {
display: none;
}
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.search-container {
display: inline-block;
position: relative;
width: 300px;
input {
width: 100%;
padding: 0.5rem;
}
}
.search-results {
display: none;
position: absolute;
background: white;
color: black;
padding: 1rem;
box-shadow: 2px 2px 2px 0 rgba(0, 0, 0, 0.5);
max-height: 500px;
overflow: auto;
width: 150%;
right: 0;
&__items {
list-style: none;
}
li {
margin-top: 1rem;
border-bottom: 1px solid #ccc;
font-size: 0.9rem;
&:first-of-type {
margin-top: 0;
}
}
&__item {
margin-bottom: 1rem;
a {
font-size: 1.2rem;
display: inline-block;
margin-bottom: 0.5rem;
}
}
}
+79
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.themes-container {
padding: 3rem;
width: 80%;
margin: 0 auto;
img {
max-width: 100%;
}
}
@media only screen and (max-width: 1000px) {
.themes-container {
width: 100%;
margin: 0 1rem;
}
}
.themes {
display: flex;
flex-wrap: wrap;
justify-content: space-between;
.theme {
width: 45%;
text-decoration: none;
cursor: pointer;
margin-bottom: 2rem;
border-bottom: none;
box-shadow: 0 1px 2px rgba(0, 0, 0, 0.4);
padding: 10px;
img {
width: 100%;
height: 90%;
}
span {
display: block;
text-align: center;
font-size: 1.1rem;
}
}
}
.theme-info {
display: flex;
align-items: flex-start;
.thumb {
box-shadow: 0 1px 2px rgba(0, 0, 0, 0.07);
width: 400px;
margin-right: 2rem;
}
h1, p {
margin: 0;
}
padding: 1rem;
}
@media only screen and (max-width: 1000px) {
.themes .theme {
width: 100%;
}
}
@media only screen and (max-width: 1000px) {
.theme-info {
flex-direction: column;
align-items: center;
img {
margin-bottom: 1rem;
}
}
}
+19
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@charset "utf-8";
@import "normalize";
*, *:before, *:after {
box-sizing: border-box;
}
$background: #191919;
$foreground: white;
$link-color: #007CBC;
@import "base";
@import "layout";
@import "header";
@import "index";
@import "docs";
@import "themes";
@import "search";
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function debounce(func, wait) {
var timeout;
return function () {
var context = this;
var args = arguments;
clearTimeout(timeout);
timeout = setTimeout(function () {
timeout = null;
func.apply(context, args);
}, wait);
};
}
// Taken from mdbook
// The strategy is as follows:
// First, assign a value to each word in the document:
// Words that correspond to search terms (stemmer aware): 40
// Normal words: 2
// First word in a sentence: 8
// Then use a sliding window with a constant number of words and count the
// sum of the values of the words within the window. Then use the window that got the
// maximum sum. If there are multiple maximas, then get the last one.
// Enclose the terms in <b>.
function makeTeaser(body, terms) {
var TERM_WEIGHT = 40;
var NORMAL_WORD_WEIGHT = 2;
var FIRST_WORD_WEIGHT = 8;
var TEASER_MAX_WORDS = 30;
var stemmedTerms = terms.map(function (w) {
return elasticlunr.stemmer(w.toLowerCase());
});
var termFound = false;
var index = 0;
var weighted = []; // contains elements of ["word", weight, index_in_document]
// split in sentences, then words
var sentences = body.toLowerCase().split(". ");
for (var i in sentences) {
var words = sentences[i].split(" ");
var value = FIRST_WORD_WEIGHT;
for (var j in words) {
var word = words[j];
if (word.length > 0) {
for (var k in stemmedTerms) {
if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
value = TERM_WEIGHT;
termFound = true;
}
}
weighted.push([word, value, index]);
value = NORMAL_WORD_WEIGHT;
}
index += word.length;
index += 1; // ' ' or '.' if last word in sentence
}
index += 1; // because we split at a two-char boundary '. '
}
if (weighted.length === 0) {
return body;
}
var windowWeights = [];
var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
// We add a window with all the weights first
var curSum = 0;
for (var i = 0; i < windowSize; i++) {
curSum += weighted[i][1];
}
windowWeights.push(curSum);
for (var i = 0; i < weighted.length - windowSize; i++) {
curSum -= weighted[i][1];
curSum += weighted[i + windowSize][1];
windowWeights.push(curSum);
}
// If we didn't find the term, just pick the first window
var maxSumIndex = 0;
if (termFound) {
var maxFound = 0;
// backwards
for (var i = windowWeights.length - 1; i >= 0; i--) {
if (windowWeights[i] > maxFound) {
maxFound = windowWeights[i];
maxSumIndex = i;
}
}
}
var teaser = [];
var startIndex = weighted[maxSumIndex][2];
for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
var word = weighted[i];
if (startIndex < word[2]) {
// missing text from index to start of `word`
teaser.push(body.substring(startIndex, word[2]));
startIndex = word[2];
}
// add <em/> around search terms
if (word[1] === TERM_WEIGHT) {
teaser.push("<b>");
}
startIndex = word[2] + word[0].length;
teaser.push(body.substring(word[2], startIndex));
if (word[1] === TERM_WEIGHT) {
teaser.push("</b>");
}
}
teaser.push("…");
return teaser.join("");
}
function formatSearchResultItem(item, terms) {
return '<div class="search-results__item">'
+ `<a href="${item.ref}">${item.doc.title}</a>`
+ `<div>${makeTeaser(item.doc.body, terms)}</div>`
+ '</div>';
}
function initSearch() {
var $searchInput = document.getElementById("search");
var $searchResults = document.querySelector(".search-results");
var $searchResultsItems = document.querySelector(".search-results__items");
var MAX_ITEMS = 10;
var options = {
bool: "AND",
fields: {
title: {boost: 2},
body: {boost: 1},
}
};
var currentTerm = "";
var index = elasticlunr.Index.load(window.searchIndex);
$searchInput.addEventListener("keyup", debounce(function() {
var term = $searchInput.value.trim();
if (term === currentTerm || !index) {
return;
}
$searchResults.style.display = term === "" ? "none" : "block";
$searchResultsItems.innerHTML = "";
if (term === "") {
return;
}
var results = index.search(term, options);
if (results.length === 0) {
$searchResults.style.display = "none";
return;
}
currentTerm = term;
for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
var item = document.createElement("li");
item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
$searchResultsItems.appendChild(item);
}
}, 150));
}
if (document.readyState === "complete" ||
(document.readyState !== "loading" && !document.documentElement.doScroll)
) {
initSearch();
} else {
document.addEventListener("DOMContentLoaded", initSearch);
}
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<!DOCTYPE html>
<html lang="en-us">
<head>
<meta charset="UTF-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="apple-mobile-web-app-capable" content="yes">
<link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
<meta name="viewport" content="width=device-width, initial-scale=1">
<meta name="description" content="{% block description %}{{ config.description }}{% endblock description %}">
<meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software, API, SDK" />
<meta name="rights" content="© Blue Trading Systems" />
<meta name="author" content="{{ config.extra.author }}">
<title>{% block title %}{{ config.title }}{% endblock title %}</title>
<link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
<link rel="icon" href="{{ get_url(path="favicon.ico") }}">
<link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
<script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
</head>
<body>
<header>
<nav class="{% block extra_nav_class %}container{% endblock extra_nav_class %}">
<a class="header__logo white" href="{{ config.base_url }}">
<img width="100" src="/images/logo.svg">
</a>
<a class="white" href="{{ get_url(path="@/server/_index.md") }}" class="nav-link">Server SDK</a>
<a class="white" href="{{ get_url(path="@/client/_index.md") }}" class="nav-link">Client SDK</a>
<a class="white" href="https://www.bluetradingsystems.com/bts-spark" class="nav-link">About Spark</a>
<div class="search-container">
<input id="search" type="search" placeholder="🔎 Search">
<div class="search-results">
<div class="search-results__items"></div>
</div>
</div>
</nav>
</header>
<div class="content content--reversed">
{% block content %}
<div class="hero">
<h1>Spark SDK</h1>
<p class="hero__tagline">
Spark consists of a client UI
(<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>),
a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
</p>
</div>
<div class="inverted-colours selling-points">
<div class="selling-points__content container">
<div class="selling-header">
<img src="/images/API.png" width="100%" />
</div>
<div class="selling-point">
<h2>
Server SDK
<i class="fa fa-tachometer" aria-hidden="true"></i>
</h2>
<p>
Leverage the ultra-low latency Spark C++ API to develop and run your custom Algo. Have your first sub-10 microsecond trading algorithm running in under an hour.
</p>
<a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
</div>
<div class="selling-point">
<h2>
Client SDK
<i class="fa fa-gamepad" aria-hidden="true"></i>
</h2>
<p>
The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
</p>
<a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
</div>
</div>
</div>
{% endblock content %}
</div>
<footer>
© Blue Trading Systems
</footer>
<script>
if (location.hostname == "api.bluetradesys.com") {
(function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
})(window,document,'script','dataLayer','GTM-56FHG8R');
}
</script>
<script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
<script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
<script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>
</body>
</html>
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{% extends "index.html" %}
{# this has access to the "page" variable but documentation.html does not #}
{% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
{% block next_link %}
{% endblock next_link %}
{% block content %}
{% set section = get_section(path=page.ancestors[1]) %}
{#
{#<div>{{ section.title }} </div>#}
<div class="documentation">
<aside class="documentation__sidebar">
<ul>
{% for p in section.subsections %}
{% set subsection = get_section(path=p) %}
<li>
<span class="documentation__sidebar__title">{{ subsection.title }}</span>
<ul>
{% for page in subsection.pages %}
<li class="{% if current_path == page.path %}active{% endif %}">
<a href="{{page.permalink}}">{{page.title}}</a>
</li>
{% endfor %}
</ul>
</li>
{% endfor %}
</ul>
</aside>
<div class="documentation__content">
<h1>{{page.title}}</h1>
{{page.content | safe}}
{# next/pre links #}
<p>
{% if page.lighter %}
<a href="{{ page.lighter.permalink }}">
<i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
Previous
</a>
{% endif %}
&nbsp;
{% if page.heavier %}
<a href="{{ page.heavier.permalink }}">
Next
<i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
</a>
{% endif %}
</p>
</div>
</div>
{% endblock content %}
@@ -0,0 +1,15 @@
<pre
{% if background %}
style="background-color:{{background}};"
{% else %}
style="background-color:#383838;"
{% endif %}
>
<span
{% if color %}
style="color:{{color}};"
{% else %}
style="color:#e6e1dc;"
{% endif %}
><a onclick="navigator.clipboard.writeText('{{body}}')"><i class="fa fa-clipboard fa-underline" style="color: white; text-decoration: none;"></i></a> {{body}}</span>
</pre>
@@ -0,0 +1,7 @@
{% for asset in page.assets -%}
{%- if asset is matching("[.](jpg|png)$") -%}
<a href="{{ get_url(path=asset) | safe }}" target="_blank">
<img src="{{ resize_image(path=asset, width=240, height=180, op="fill", format="auto") | safe }}" />
</a>
{%- endif %}
{%- endfor %}
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<div class="info">
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
{{body}}
</div>
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<div class="linux">
<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
{{body}}
</div>
@@ -0,0 +1 @@
<img src="{{ resize_image(path=path, width=width, height=height, op=op) }}" />
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@@ -1 +1 @@
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
set(sources /home/pfisher/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -3,10 +3,6 @@ title = "Glossary of Terms"
weight = 9
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Definitions of common terms used in BTS Spark and this manual"
+++
+7 -7
View File
@@ -3,12 +3,12 @@ title = "Help"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Report a problem or find the activity log from the Help module in BTS Spark"
+++
{{ youtube(id="yGQfr_puT3w") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
## Report a Problem
If there is any issue at all, you can click here
@@ -18,14 +18,14 @@ page_description = "Report a problem or find the activity log from the Help modu
send, BTS will get an alert of everything you submitted and will be
in contact with you shortly.
{{ image(name="image58.png", alt="screenshot") }}
![](image58.png)
## About Spark
Upon launching this, you will see an info window
which will list what version you are running as well as who is
currently logged in.
{{ image(name="about_spark.png", alt="screenshot") }}
![](about_spark.png)
## Activity log
This is an overall log viewer which will show
@@ -34,4 +34,4 @@ page_description = "Report a problem or find the activity log from the Help modu
messages in a text box in the right top corner.
 
{{ image(name="image39.png", alt="screenshot") }}
![](image39.png)
@@ -1,15 +1,15 @@
+++
title = "Launcher"
title = "Module Launcher"
weight = 2
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The basics of the BTS Spark launcher and user interface"
+++
{{ youtube(id="OxVqQBKFIDw") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The module launcher is the first item that will come up after
logging in to Spark.
@@ -18,7 +18,7 @@ page_description = "The basics of the BTS Spark launcher and user interface"
each module
- It appears like the following:
{{ image(name="image38.png", alt="screenshot") }}
![](image38.png)
- If you right-click anywhere on the launcher you can modify
various display settings including:
@@ -29,7 +29,7 @@ page_description = "The basics of the BTS Spark launcher and user interface"
- Ability to exit the front end, this can also be done by simply clicking the “X” on the top right of this window or by clicking on exit from this options window
- These options are all displayed like the following:
{{ image(name="image68.png", alt="screenshot") }}
![](image68.png)
## Spark User interface
@@ -3,21 +3,17 @@ title = "Logging in to the system"
weight = 1
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "How to log into BTS Spark"
+++
The shortcut icon will appear on your desktop like below:
{{ image(name="image64.png", alt="BTS icon") }}
![](image64.png)
Simply double click or single click and hit enter to launch the
login screen:
{{ image(name="image3.png", alt="login screen") }}
![](image3.png)
Choose your username from the drop down, choose your initial
workspace, enter your password, and click Login
+22 -20
View File
@@ -3,22 +3,22 @@ title = "Market"
weight = 4
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The BTS Spark Market module contains the Market View and Time and Sales windows"
+++
- This is one of the main items on the module launcher
- When hovering over it, it will show 2 different modules which can
be launched from it, market view and then, time and sales
- It appears like the below:
{{ image(name="image53.png", alt="screenshot") }}
![](image53.png)
## Market View
{{ youtube(id="Y54S1uscT_g") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Y54S1uscT_g" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- This provides a grid of outright, spread, and synthetic products
showing real-time market data all in one place
@@ -29,7 +29,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- You choose which products you would like to view upon launching it,
the security browser will appear as shown below:
{{ image(name="image21.png", alt="security picker") }}
![](image21.png)
- Click on individual securities that you wish to view and click add,
they will then show up in the selected securities window below.  If
@@ -45,13 +45,13 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- Below is an example of an outright, spread, all futures, and
synthetic chosen:
{{ image(name="image14.png", alt="screenshot") }}
![](image14.png)
- Clicking OK will bring up the Market View with the selected
securities you have chosen, in this example, it appears like the
following:
{{ image(name="market_view.png", alt="screenshot") }}
![](market_view.png)
- Once a market view is launched and you are viewing data, you can
customize the view further by the following:
@@ -61,19 +61,19 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- Filtering - by hovering over the column header, a filtering box
will appear like below:
{{ image(name="image66.png", alt="screenshot") }}
![](image66.png)
- All columns let you sort by that columns minimum and maximum
information in a box that appears like the following:
{{ image(name="image24.png", alt="screenshot") }}
![](image24.png)
- Specifically for the securities column, there is a search box that
will appear by bringing up the filtering box, which enables users to
type the security in which they are looking for.  This appears like
the following:
{{ image(name="image11.png", alt="screenshot") }}
![](image11.png)
- Besides viewing the market data, you can do a lot within the market
view by utilizing the icons to the left of the main window, these
@@ -88,7 +88,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- Change securities
- Click on the settings icon {{ image(name="change_securities.png", alt="screenshot") }} which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
- Click on the settings icon ![](change_securities.png) which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
- Launch an order ticket
- This is done 1 of 3 ways:
@@ -96,7 +96,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
or Ask Qty which will bring up an order ticket pre-populated with
either the Bid or Ask price and volume.
- Highlighting a single security and clicking on the order ticket
{{ image(name="image23.png", alt="screenshot") }} icon
![](image23.png) icon
on the left-hand browser window of the market view
- Highlighting a single security and right clicking bringing up the
menu options to launch an order ticket.
@@ -121,7 +121,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- This is done by either highlighting 1 or many securities and then
clicking on the Fills icon
{{ image(name="image20.png", alt="screenshot") }} on
![](image20.png) on
the left-hand side to bring up a fill window for the selected
securities.  
@@ -132,14 +132,14 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- This is accomplished by highlighting 1 or many securities and then
clicking on the time and sales icon
{{ image(name="image49.png", alt="screenshot") }} on
![](image49.png) on
the left-hand side
- Launching the synthetic window to create a synthetic product
- This is accomplished by highlighting either 1 or 2 securities and
clicking on the Synthetic icon
{{ image(name="image34.png", alt="screenshot") }} on
![](image34.png) on
the lower left-hand side
- Please note - If only 1 security is chosen, a create synthetic
@@ -148,7 +148,9 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
## Time and Sales
{{ youtube(id="nEkSGacjt0s") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- Provides a display of real-time fills as they happen for 1 or many
securities
@@ -159,9 +161,9 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- On launching a security browser will appear, allowing you to choose
the products you would like to view.
{{ image(name="time_and_sales.png", alt="screenshot") }}
![](time_and_sales.png)
- From time and sales, you can launch the same items as the market
view with the exception of a launching the synthetic window to
create a synthetic product
- From the settings icon {{ image(name="settings_icon.png", alt="screenshot") }} you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
- From the settings icon ![](settings_icon.png) you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
@@ -3,13 +3,13 @@ title = "My Windows"
weight = 7
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Name and load windows with the My Windows module in BTS Spark"
+++
{{ youtube(id="pjm1JJ9Q3jM") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/pjm1JJ9Q3jM" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
This is the housing of the windows that you have manually named and
creates a place where you can quickly and easily launch windows
@@ -20,18 +20,18 @@ click on any tab and the “Add to My Windows” menu will appear.  If you
click on Add to My Windows, it will give you the ability to type in a
text box on the tab itself.
{{ image(name="image16.png", alt="screenshot") }}
![](image16.png)
Once you have named the tab, click enter to get out of the editing view
of the text box.  Once that is done, it will display that name for that
tab moving forward, which will be displayed within the My Windows
section of the module launcher.
{{ image(name="image15.png", alt="screenshot") }}
![](image15.png)
Right-clicking on a tab that has already had its default title modified
will show the following which will allow you to rename the modified
title or remove it from the My Windows, which will then restore the
default standard title.
{{ image(name="image37.png", alt="screenshot") }}
![](image37.png)
@@ -3,13 +3,12 @@ title = "Settings"
weight = 8
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The BTS Spark Settings module and workspaces management"
+++
{{ youtube(id="yGQfr_puT3w") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
## Workspaces
@@ -17,7 +16,7 @@ This is where your workspaces can be saved or switched
to pre-saved ones that you have created.  If you click on the
Settings module, the Workspaces
{{ image(name="image9.png", alt="screenshot") }}
![](image9.png)
Once the Workspace menu is launched you can save your current workspace
by typing in a name in the text box and clicking save.  This will save
@@ -27,4 +26,4 @@ switching to it from the workspace launcher later on.
You can also delete workspaces by clicking on the “X” to the right of
the saved workspace from the workspace menu.
{{ image(name="image51.png", alt="screenshot") }}
![](image51.png)
+42 -26
View File
@@ -3,33 +3,47 @@ title = "Spreader"
weight = 6
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "How to create and edit synthetic spreads in BTS Spark's spreader"
+++
{{ youtube(id="RZU9Wj0cETo") }}
{{ youtube(id="XEZpuPAgMC0") }}
{{ youtube(id="EVFK2yNQFS4") }}
{{ youtube(id="d5ywlHen6yo") }}
{{ youtube(id="Mmw8PNJA0Dw") }}
{{ youtube(id="QK-bBSH6Rc0") }}
- Launching the spreader from the launcher will bring up the
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/EVFK2yNQFS4" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/d5ywlHen6yo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Mmw8PNJA0Dw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/QK-bBSH6Rc0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- Launching the spreader from the module launcher will bring up the
synthetic management browser which appears like below:
{{ image(name="image35.png", alt="screenshot") }}
![](image35.png)
- From this window, it will show any synthetics that you have already
created as well as various other options of both managing the
synthetics and other tasks all from the left-hand side pane within
the window, including:
- Adding a new synthetic {{ image(name="image8.png", alt="screenshot") }}
- Removing a synthetic {{ image(name="image13.png", alt="screenshot") }}
- Changing a synthetic {{ image(name="image55.png", alt="screenshot") }}
- Cloning a synthetic {{ image(name="image28.png", alt="screenshot") }}
- Launching a ladder of a highlighted synthetic {{ image(name="image7.png", alt="screenshot") }}
- Launching an order book of selected synthetic {{ image(name="image43.png", alt="screenshot") }}
- Adding a new synthetic ![](image8.png)
- Removing a synthetic ![](image13.png)
- Changing a synthetic ![](image55.png)
- Cloning a synthetic ![](image28.png)
- Launching a ladder of a highlighted synthetic ![](image7.png)
- Launching an order book of selected synthetic ![](image43.png)
@@ -49,7 +63,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
- An empty synthetic browser will look like below without any legs
chosen:
{{ image(name="image31.png", alt="screenshot") }}
![](image31.png)
- Clicking on Add Leg on the top right of the window will launch the
security browser, which will allow you to choose the first leg
@@ -63,13 +77,13 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
name your synthetic product.  By default, it will auto-populate
based on the symbols you have chosen:
{{ image(name="image29.png", alt="screenshot") }}
![](image29.png)
- You can click into the text box to the right of the name and
customize the name to be whatever you would like, we’ll call this
ES\_CAL:
{{ image(name="image19.png", alt="screenshot") }}
![](image19.png)
- Also included on this row are what ticks you would like this to be
priced in as well as the format of the pricing
@@ -78,7 +92,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
as the option to add additional legs through the add leg box to the
right of the symbols:
{{ image(name="image18.png", alt="screenshot") }}
![](image18.png)
- The following rows are all part of the main parameters which can
all be modified according to the traders style of designing the
@@ -90,14 +104,14 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
details of how that parameter functions.  Below is an example of the
throttle details displayed:
{{ image(name="image56.png", alt="screenshot") }}
![](image56.png)
- Main parameters - these are the top 4 rows in the Create Synthetic
window which all synthetics will be required to have set.
 Everything below these can be customized to a trader's needs, however, the top 4 are the main foundational aspects used for the calculation of
the synthetic:
{{ image(name="image10.png", alt="screenshot") }}
![](image10.png)
- Quantity - This is the number of contracts of the security you
would like to be included in the calculation of the synthetic as
@@ -125,7 +139,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
displayed and click on such will display further details on how this
parameter is used:
{{ image(name="image72.png", alt="screenshot") }}
![](image72.png)
- Quote
@@ -134,7 +148,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
by defining a region on either side of the working quote order,
inside which quote updates will not be sent:
{{ image(name="image6.png", alt="screenshot") }}
![](image6.png)
- Pre-Hedge
@@ -147,7 +161,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
more than the threshold defined.  The hedge order will pay up by the
“Payup Ticks” as defined per leg.
{{ image(name="image54.png", alt="screenshot") }}
![](image54.png)
- Post-Hedge
@@ -158,7 +172,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
opposite inside market, it is re-priced to cross the opposite inside
market as defined by “cross ticks”
{{ image(name="image70.png", alt="screenshot") }}
![](image70.png)
- Time Based Cross - Basically the same as Ticks Away Cross,
however, this is based on time (in ms) on when to automatically cross
@@ -167,7 +181,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
away from the opposite inside market, it is re-priced to cross the
opposite inside market as defined by “cross ticks”
{{ image(name="image40.png", alt="screenshot") }}
![](image40.png)
- Size Based Cross - similar to ticks and time based cross, but based
on size instead.  If you define a threshold of the opposite inside
@@ -175,3 +189,5 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
the market.  If a legged hedge order’s price gets X amount of
“ticks” away from the opposite inside market, it is re-priced to
cross the opposite inside market as defined by “cross ticks”
![](image76.png)
@@ -4,10 +4,6 @@ weight = 1
sort_by = "weight"
insert_anchor_links = "right"
aliases = ["./bts_spark/Algos/"]
[extra]
page_description = "Definitions of the Algos built into BTS Spark and their parameters"
+++
## Lean
+62 -53
View File
@@ -3,9 +3,6 @@ title = "Trading"
weight = 5
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "BTS Spark's Trading module, including The Order Book, Fills, P&amp;L, Ladder, Order Ticket, and Algo Studio"
+++
@@ -13,11 +10,13 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
Order Book, Fills, P&L, Ladder, and Order Ticket
- It appears like below:
{{ image( name = "image44.png", alt = "screenshot") }}
![](image44.png)
## Order Book
{{ youtube(id="ygMFkjBBGeU") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/ygMFkjBBGeU" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- This provides a list of all orders a user has placed, by default it
will display only working orders
@@ -27,7 +26,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
other windows within BTS
- Appears like the following:
{{ lightbox( name = "image5.png", alt = "screenshot") }}
![](image5.png)
- You can sort all columns by single left clicking on the column
header which will sort in either descending or ascending order, an
@@ -35,14 +34,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 Below is a display of the security column sorting in descending
fashion.
{{ image( name = "image60.png", alt = "screenshot") }}
![](image60.png)
- Filtering can occur, by hovering over any column header which will
display a “Filter” box.  Clicking on this will then display the
available components which can be filtered, below is an example of
clicking on the securities column
{{ image( name = "image52.png", alt = "screenshot") }}
![](image52.png)
- If the column is displaying time base information, a special style
box will appear when clicking on the filtering box providing more
@@ -54,45 +53,49 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- Since Open
- A specific user-defined period of time
{{ image( name = "image25.png", alt = "screenshot") }}
![](image25.png)
- The left-hand box within an order book provides users with further
functionality to quickly perform various tasks with live orders as
well as launch other modules.
{{ image(name="spark_menu_order_book.png", alt="the spark menu in the order book", pull="right") }}
well as launch other modules.  It appears like the below:
- {{ icon(name="image48.png", alt="Fills icon") }} Fills -
![](spark_menu_order_book.png)
- ![](image48.png)Fills -
clicking on this will launch a fills window
- {{ icon(name="image57.png", alt = "modify icon") }} Modify -
- ![](image57.png) Modify -
clicking on this will launch an order ticket for a live order
highlighted in the Order Book.
- {{ icon(name="image73.png", alt = "cancel selected icon")}} Cancel
- ![](image73.png)Cancel
selected - clicking on this will cancel the selected orders you have
highlighted in the order book.  You can choose more than one by
holding hold the Ctrl key when clicking on each row of orders
- {{ icon(name="image74.png", alt = "cancel buys icon")}} Cancel
- ![](image74.png)Cancel
buys - clicking on this will cancel all the buy orders you have in
the order book
- {{ icon(name="image33.png", alt = "cancel all icon")}} Cancel
- ![](image33.png)Cancel
sells - clicking on this will cancel all the sell orders you have in
the order book
- {{ icon(name="image2.png", alt = "cancel all icon")}} Cancel
- ![](image2.png)Cancel
all - clicking on this will cancel all working orders you have the
order book
- {{ icon(name = "recreate_icon.png", alt = "screenshot") }} Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
- {{ image( name = "collapse_all_icon.png", alt = "screenshot") }} Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
- {{ icon( name = "expand_all_icon.png", alt = "screenshot") }} Expand all - This will expand to show everything inside the order book.
- {{ icon( name = "settings_icon.png", alt = "screenshot") }} Settings - This launches the settings for the orderbook.
- The mini orderbook is integrated into the ladder
- Middle click (click the mouse wheel) on a working order to display the mini orderbook
- From here, you can change the price and quantity of any working order
{{ image( name = "mini_orderbook.png", alt = "screenshot") }}
- ![](recreate_icon.png) Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
- ![](collapse_all_icon.png) Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
- ![](expand_all_icon.png) Expand all - This will expand to show everything inside the order book.
- ![](settings_icon.png) Settings - This launches the settings for the orderbook.
- Furthermore, there is a “floating” or “mini orderbook” feature as well
integrated within the ladder itself.
- To access this, you need to center click with your mouse wheel over
working orders on the ladder.
- From here, you can change the price and quantity of any working order
within the mini orderbook straight from the window
- This looks like below:
![](mini_orderbook.png)
## Fills
- This provides a list of all fills a user has had for a given time
period, by default it will open up with “since open” time frame
period, by default it will open up with “since open” timeframe
selected showing you fills on the day thus far
- You can create multiple fill windows, filtered however you
like
@@ -103,7 +106,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
## P&amp;L
{{ youtube(id="xj6cEQ6By34") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/xj6cEQ6By34" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- This provides a running ledger of a users account(s) profit and
loss, broken down per symbol
@@ -120,18 +125,20 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- This is accomplished on the top bar, which when clicked on, displays
the choices for calculation, this appears like below:
{{ image( name = "pnl_calculation.png", alt = "screenshot") }}
![](pnl_calculation.png)
- Below is an example P&L window showing a user’s multiple accounts and
various positions in each:
{{ image( name = "pnl_window.png", alt = "screenshot") }}
![](pnl_window.png)
## Ladder
{{ youtube(id="Q0qsyc1nvYo") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Q0qsyc1nvYo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The ladder was designed to be the most logically produced ladder on
the market, engineered and designed by professional traders for
@@ -142,12 +149,12 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
market with a single click
- Below is an example ladder:
{{ image( name = "ladder.png", alt = "screenshot") }}
![](ladder.png)
- The ladder consists of 2 major parts, the Ladder itself and the
information and control section on the left-hand side
- The information section on the left contains the following: &nbsp; {{ image( name = "image1.png", alt = "screenshot") }}
- The information section on the left contains the following: &nbsp; ![](image1.png)
- Day - showing the current price of the security on the day
- High - showing the high price of the security on the day
- Low - showing the low price of the security on the day
@@ -160,7 +167,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- The control section right underneath the information section on the
left-hand side offers the following:
{{ image( name = "image62.png", alt = "screenshot") }}
![](image62.png)
- The account in which the orders will flow into when trading this
security
@@ -195,7 +202,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
the stop price, by clicking on the “&lt;” to bring up the stop price
option:
{{ image( name = "image61.png", alt = "screenshot") }}
![](image61.png)
- Iceberg
@@ -206,7 +213,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
quantity.  You will need to define what type of order that will
be used for the child order to be sent.
{{ image( name = "image47.png", alt = "screenshot") }}
![](image47.png)
- Time Box
@@ -226,9 +233,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- Below are images of the type of time frame that can be used within
the time box
{{ image( name = "image42.png", alt = "screenshot") }}
![](image42.png)
         
{{ image( name = "image50.png", alt = "screenshot") }}
![](image50.png)
- Lean
- This is a specialized algo order which allows the user to
@@ -237,14 +244,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- “Cross” means to take an order working on the bid and 'cross' by
buying into the asks.  This is often referred to as “paying up” as well
{{ image( name = "lean_algo_control.png", alt = "screenshot") }}
![](lean_algo_control.png)
- Join
- This is a specialized algo order which allows the user to enter an
order which will watch the opposite-inside market and join when the
market flips and has at least threshold size as defined.
{{ image( name = "join_algo_control.png", alt = "screenshot") }}
![](join_algo_control.png)
- Top
- This is a specialized algo order which allows the user to
@@ -252,14 +259,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- If the order is on the market (current bid price) and the quantity
on that bid price is below the top threshold defined the order will
cancel and do nothing else
{{ image( name = "top_algo_control.png", alt = "screenshot") }}
![](top_algo_control.png)
- Offset
- The goal of the offset order is to send your order X amount of ticks
from where you actually place it on the ladder. This is sometimes
known as a "fat finger" safety.
{{ image( name = "offset_algo_control.png", alt = "screenshot") }}
![](offset_algo_control.png)
- OCO
@@ -269,26 +276,26 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
of the fill. Composing this order with Cover simulates scalping
functionality.
{{ image( name = "oco_algo_control.png", alt = "screenshot") }}
![](oco_algo_control.png)
- Cover
- A Cover order’s purpose is to fire a hedge order (of any algo-type) in response to fills from it’s child order on the opposite side of the market N ticks away.
{{ image( name = "cover_algo_control.png", alt = "screenshot") }}
![](cover_algo_control.png)
- Trigger
- The Trigger order is exactly as it sounds, where it will trigger an order based on conditions defined.
- This order also has exit strategy built in where a user can define when the trigger order can auto-cancel based on time as well as price conditional.
{{ image( name = "trigger_algo_control.png", alt = "screenshot") }}
![](trigger_algo_control.png)
- The middle of the control section is where you can click on
predefined values to quickly populate the volume at which you wish
to enter the market.
{{ image( name = "image17.png", alt = "screenshot") }}
![](image17.png)
- You can manually type in a quantity here as well
- Furthermore, if you have a value in the volume bar, you can
@@ -298,7 +305,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- By having the auto clear box checked, it will bring the value back
to zero after placing an order at the size chosen.
{{ image( name = "image59.png", alt = "screenshot") }}
![](image59.png)
-  The bottom section of the control area of a ladder has 4 aspects
to it
@@ -310,7 +317,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- Cancel All, which will cancel all orders on the ladder
- Settings, which will launch the ladder settings window which
appears like below
{{ image( name = "ladder_settings.PNG", alt = "screenshot") }}
![](ladder_settings.png)
- Fonts and Colors - This is where you can customize the overall main
aspects of the ladder.
- Market Break Lines - These are where can control the viewing of what
@@ -332,7 +339,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- The other, main part of the ladder, is the ladder itself as
displayed below
{{ image( name = "ladder_main_part.png", alt = "screenshot") }}
![](ladder_main_part.png)
- There are 5 main columns
@@ -349,7 +356,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- To enter an order directly by clicking in the ladder, left click on either the bid or ask volume with a volume greater than 0 on the predefined value box on the left-hand section
- A badge will be displayed within the orders column of the value you have chosen and the quantity filled as displayed below
{{ image( name = "ladder_badges.png", alt = "screenshot") }}
![](ladder_badges.png)
- To change the price level you wish to work the order, you can right-click and hold on the badge to move it up or down the ladder for the
desired price
@@ -360,7 +367,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
## Order Ticket
{{ youtube(id="bdC5pZ6T35I") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/bdC5pZ6T35I" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The order ticket was designed to provide another means other than
the ladder to enter orders into the market
@@ -369,7 +378,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
which security to populate
- The order ticket appears like below
{{ image( name = "image27.png", alt = "screenshot") }}
![](image27.png)
- On the top left, you have the price for the order as well as the
volume
@@ -407,7 +416,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- This is all in place in a very user friendly GUI as shown below:
{{ image( name = "algo_studio.png", alt = "screenshot") }}
![](algo_studio.png)
- There are 3 main areas of the Algo Studio:
-3
View File
@@ -3,9 +3,6 @@ title = "BTS Spark"
weight = 1
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Documentation for Blue Trading Systems' BTS Spark"
+++
Click on the headings on the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.
+75 -15
View File
@@ -1,12 +1,71 @@
+++
+++
title = "Release notes"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Release notes for BTS Spark"
+++
## 2.16.2
### User Visible Change
- Synthetic creation dialog has a "fractional" checkbox next to the tick settings. Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
## 2.16.1
### Bug Fixes
- OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
## 2.16.0
### Bug Fixes
- Solved an issue that could result in incorrect ladder levels
- Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
### API Changes
- Add C# client side API samples for order entry, position monitoring and market data observation
## 2.15.10
### Bug Fixes
- Solved an issue that could cause the user interface to fail when playing some alert sounds
### API Changes
- Added settlement and position information to the API
- Added the ability for user algos to report custom state to the user interface
- Added the ability for algos to discover all active securities
## 2.15.3
### Bug Fixes
- Fixed a bug where some CME currency spreads exhibited incorrect tick values
## 2.15.2
### User Visible Changes
- Excel RTD plugin can now receive ICE market data
## 2.15.1
### Bug Fixes
- Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
## 2.15.0
### User Visible Changes
- Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
- Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
- Added ability to import synthetics from a CSV file; see our manual for further details on this process
- Reduced Iceberg reloading latency
### Bug Fixes
- Fixed a bug where highlighted fills could lose their highlight status
- Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value
## 2.14.3
### Bug Fixes
- Fixed a bug regarding ICE logon messaging
## 2.14.2
### Bug Fixes
- Fixed a bug regarding ICE messaging
## 2.14.1
### Bug Fixes
- Fixed a bug regarding ICE logon authentication
## 2.14.0
### User Visible Changes
- All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
- Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
- Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
- Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
### Bug Fixes
- Fixed an issue where market transition were not observed by IAlgoOrder
- Fixed a bug in error reporting
- Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure
## 2.13.0
### User Visible Changes
- Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
@@ -32,11 +91,11 @@ page_description = "Release notes for BTS Spark"
- Fixed an issue that could cause erroneous fill account attribution in the event of a crash
### Internal Changes
- Added support for tag 1031. Currently defaults to Y, can it be override through config.
- To facilitate support, allowed the bts user to view and edit algos from all other users
- To facilitate support, allowed the bts user to view and edit algos from all other users
- Improved system tests
- Improved log messages in UI to include dispatcher thread name
- Added support for Windows core dumps in the UI
## 2.10.0
### User Visible Changes
- Fills now include information about the algo that originated the fill
@@ -156,7 +215,7 @@ page_description = "Release notes for BTS Spark"
## 2.6.0
### User Visible Changes
- In the ladder made last trade more distinctive when overlaid on the volume column
- In the ladder made last trade more distinctive when overlayed on the volumn column
- In the ladder, corrected display of volume tool tip
- In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
- Added an option for the Top Algo to delete itself if within N ticks from top of book
@@ -173,11 +232,11 @@ page_description = "Release notes for BTS Spark"
- Made algos, synthetics and user names private so that multiple users can share a single system privately.
- Allowed the mini order book defaults for column widths to be changed from the mini order book
- Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
- Improved accuracy of the directional arrow when displaying last trades in the volume column
- Improved accuracy of the directional arrow when displaying last trades in the volumn column
## 2.4.0
### User Visible Settings
- In the ladder, changed the last trade column to accumulate successive trades at the same price
- Fixed a bug in the order book where the right side ladder would display the top level order's security rather then current row's
- Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
- Added OK, Cancel buttons to the security picker for ladder profiles or sounds
- Added ladder settings for the mini order book
- Added a safety check to guard against unintentional market crosses
@@ -193,7 +252,7 @@ page_description = "Release notes for BTS Spark"
### User Visible Changes
- Introduced multiple settings profiles for the ladder
- This allows multiple standard configuration for the ladder, optionally with security specific variations
- Made Cover order more independent from its hedging children:
- Made Cover order more independent from its hedging chidren:
- Cover continues to operate even if an hedging child is canceled
- When a cover is canceled it will detach from any running hedging children, instead of canceling them
- Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
@@ -240,7 +299,7 @@ page_description = "Release notes for BTS Spark"
## 2.2.1
### User Visible Changes
- Fixed order book form exception when display a spreader order for which the legs were not present yet
- Fixed order book form exception when display a spreader order for whichs the legs were not present yet
## 2.1.1
### User Visible Changes
@@ -252,7 +311,7 @@ page_description = "Release notes for BTS Spark"
- Added support for the GLBX Iceberg order type
- Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
- Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
- Allowed the LTQ and VAP values to be overlaid on the same ladder column
- Allowed the LTQ and VAP values to be overlayed on the same ladder column
- Added day position information to the ladder
- Added PIQ to the mini order book
- Fixed a rare bug that could lead to server failure when requesting market data
@@ -333,7 +392,7 @@ page_description = "Release notes for BTS Spark"
- Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
## 1.5.7
### User Visible Changes
- New videos have been added to the manual describing the [Algo Studio](@/bts_spark/Trading/_index.md#algo-studio) and [Spreader](@/bts_spark/Spreader/_index.md)
- New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/_index.md#algo-studio) and [Spreader](./bts_spark/Spreader/_index.md)
- Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
- Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
- Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
@@ -409,7 +468,7 @@ page_description = "Release notes for BTS Spark"
- Fixed a bug in handling of built-in bts to user that could lead to failure to login as bts in old systems
- Improved market data subsystem to support security definition updates
- Fixed a startup race in market data that could lead to data corruption on startup
- Increased default order price precision to 8 digits as required by some CME products
- Increased default order price precision to 8 digis as required by some CME products
## 1.4.11
### New Features
@@ -477,7 +536,7 @@ page_description = "Release notes for BTS Spark"
### Ladder Usability Improvements
- Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
- The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accommodate the entire form
- The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
- The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
### Performance Improvements
- Requoting and hedging latency has been reduced by up to 30%
@@ -669,3 +728,4 @@ page_description = "Release notes for BTS Spark"
- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
- Corrected cash per point values, used in pnl calculations, for a number of products
- PnL report will now remember any customizations you make to filtering and/or sorting criteria
@@ -3,9 +3,6 @@ title = "System Requirements"
weight = 4
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Recommended and minimum systems requirements for BTS Spark"
+++
+2 -7
View File
@@ -1,20 +1,15 @@
#/bin/bash
#python -m mkdocs build -d site
./run_zola.sh build
ssh bts@bluetradesys.com "rm -r /home/bts/bts_website/zola/content/docs"
scp -r ./content bts@bluetradesys.com:/home/bts/bts_website/zola/content/docs
scp -r ./public bts@bluetradesys.com:/home/bts/doc/
ssh bts@bluetradesys.com << EOF
cd /home/bts/doc/
cd doc
sudo rm -r /var/www/documentation/*
sudo mv ./public/* /var/www/documentation/
cd /home/bts/bts_website/zola/
./fix_links.sh
./deploy.sh
EOF
rm -r public
+9 -18
View File
@@ -1,4 +1,4 @@
.page, .menu-open .page {
.page {
position: absolute;
width: calc(100% - #{$sidebar-width});
height: 100%;
@@ -7,24 +7,15 @@
background: #f6f6f6;
padding-bottom: 20px;
transition: 0.5s;
left: $sidebar-width;
h1:hover .zola-anchor, h2:hover .zola-anchor, h3:hover .zola-anchor, h4:hover .zola-anchor, h5:hover .zola-anchor, h6:hover .zola-anchor {
visibility: visible;
}
.zola-anchor {
color: #4183c4;
padding-right: .5em;
margin-left: -1.5em;
padding-left: 10px;
text-decoration: none;
font-weight: initial;
float: left;
visibility: hidden;
&:hover {
text-decoration: none;
visibility: visible;
text-decoration: underline;
}
}
@@ -164,13 +155,13 @@
}
}
// @include min-screen(600px) {
// .page {
// left: $sidebar-width;
// }
// }
@include min-screen(600px) {
.page {
left: $sidebar-width;
}
}
.menu-closed .page {
.page-without-menu {
width: 100%;
left: 0;
+19 -46
View File
@@ -123,9 +123,27 @@
.page__header {
height: 50px;
position: fixed;
.menu-icon {
height: 50px;
width: 50px;
font-size: 24px;
text-align: center;
float: left;
position: relative;
transition: background .5s;
cursor: pointer;
@include menu-icon();
&:hover {
span {
background-color: black;
}
}
}
.search-icon {
height: 50px;
width: 50px;
display: inline-block;
@@ -138,50 +156,5 @@
&:hover {
color: black
}
@include menu-icon();
&:hover {
span {
background-color: black;
}
}
}
.search-icon, .font-icon {
height: 40px;
width: 40px;
display: inline-block;
text-align: center;
line-height: 40px;
color: rgba(0, 0, 0, 0.5);
cursor: pointer;
font-size: 2rem;
&:hover {
color: #eee;
background-color:#666;
border-radius: .2ex;
}
}
.font-icon{
display: inline-block;
// padding:0.6ex 1ex;
margin-left:1rem;
background:#333;
color:#eee;
border-radius: .2ex;
&:hover {
background:#666;
}
}
}
.dark-mode .font-icon{
background:#aaa;
color:#333;
}
+2 -17
View File
@@ -1,4 +1,4 @@
.menu, .menu-open .menu {
.menu {
height: 100%;
position: absolute;
left: 0;
@@ -39,7 +39,7 @@
}
}
.menu-closed .menu {
.menu-hidden {
width: 0;
}
@@ -47,19 +47,4 @@
.menu {
width: 0;
}
.menu-close-icon {
display: block;
padding:1ex;
font-size: 1.5em;
float:right;
}
}
@include min-screen(600px) {
.menu-close-icon {
display: none;
}
}
+3 -98
View File
@@ -1,7 +1,6 @@
@charset "utf-8";
@import "normalize";
@import "colorbox";
* {
box-sizing: border-box;
@@ -22,10 +21,6 @@ body {
letter-spacing: 0.2px;
}
body.dark-mode .page{
background:#444;
color:#eee;
}
@mixin min-screen($min-width: $body-width) {
@media screen and (min-width: $min-width) {
@@ -45,21 +40,9 @@ $sidebar-width: 300px;
@import "content";
@import "header";
@media screen and (min-width: 1920px)
{
// img.scaled-image {
// transform: scale(0.666);
// transform-origin: top left;
// }
}
.colorbox-inline img {
max-width: 100%;
}
.icon-image {
display:inline;
max-height: 1.4em;
img {
transform: scale(0.666);
transform-origin: top left;
}
.back-button {
@@ -75,82 +58,4 @@ $sidebar-width: 300px;
iframe {
width:560px;
height:315px;
}
.youtube-thumb {
margin-top:2em;
position:relative;
max-width:500px;
}
.youtube-overlay {
position:absolute;
width:8rem;
height:4.5rem;
line-height:4.5rem;
font-size: 2.5rem;
left:calc(50% - 4rem);
top:calc(50% - 2.25rem);
text-align:center;
opacity:.8;
background:#f68a28;
color:white;
border-radius: .3rem;
}
.youtube-overlay:hover {
background:#f68a28;
opacity:1;
}
.video-parent {
position: relative;
width: fit-content;
}
.video-parent:hover .play-pause, .video-parent.paused .play-pause {
display: block;
}
.play-pause {
display:none;
opacity:.7;
position:absolute;
width:8rem;
height:4.5rem;
line-height:4.5rem;
font-size: 2.5rem;
left:calc(50% - 4rem);
top:calc(50% - 2.25rem);
text-align:center;
background:#f68a28;
color:#fff;
border-radius: .3rem;
z-index:1000;
}
.play-pause:hover {
opacity: 0.9;
}
@media (hover: none) {
.play-pause {
display:block;
}
.video-parent.playing:hover .play-pause {
display:none;
}
}
.is-clearfix {
clear:both;
}
.is-pulled-left {
float: left;
}
.is-pulled-right {
float: right;
}
-42
View File
@@ -1,42 +0,0 @@
#colorbox, #cboxOverlay, #cboxWrapper{position:absolute;top:0;left:0;z-index:9999;overflow:hidden;-webkit-transform:translate3d(0,0,0);}
#cboxWrapper{max-width:none;}
#cboxOverlay{position:fixed;width:100%;height:100%;}
#cboxMiddleLeft, #cboxBottomLeft{clear:left;}
#cboxContent{position:relative;}
#cboxLoadedContent{overflow:auto;-webkit-overflow-scrolling:touch;}
#cboxTitle{margin:0;}
#cboxLoadingOverlay, #cboxLoadingGraphic{position:absolute;top:0;left:0;width:100%;height:100%;}
#cboxPrevious, #cboxNext, #cboxClose, #cboxSlideshow{cursor:pointer;}
.cboxPhoto{float:left;margin:auto;border:0;display:block;max-width:none;-ms-interpolation-mode:bicubic;}
.cboxIframe{width:100%;height:100%;display:block;border:0;padding:0;margin:0;}
#colorbox, #cboxContent, #cboxLoadedContent{box-sizing:content-box;-moz-box-sizing:content-box;-webkit-box-sizing:content-box;}
#cboxOverlay{background:#000;opacity:0.9;filter:alpha(opacity = 90);}
#colorbox{outline:0;}
#cboxTopLeft{width:14px;height:14px;background:url(colorbox-images/controls.png) no-repeat 0 0;}
#cboxTopCenter{height:14px;background:url(colorbox-images/border.png) repeat-x top left;}
#cboxTopRight{width:14px;height:14px;background:url(colorbox-images/controls.png) no-repeat -36px 0;}
#cboxBottomLeft{width:14px;height:43px;background:url(colorbox-images/controls.png) no-repeat 0 -32px;}
#cboxBottomCenter{height:43px;background:url(colorbox-images/border.png) repeat-x bottom left;}
#cboxBottomRight{width:14px;height:43px;background:url(colorbox-images/controls.png) no-repeat -36px -32px;}
#cboxMiddleLeft{width:14px;background:url(colorbox-images/controls.png) repeat-y -175px 0;}
#cboxMiddleRight{width:14px;background:url(colorbox-images/controls.png) repeat-y -211px 0;}
#cboxContent{background:#fff;overflow:visible;}
.cboxIframe{background:#fff;}
#cboxError{padding:50px;border:1px solid #ccc;}
#cboxLoadedContent{margin-bottom:5px;}
#cboxLoadingOverlay{background:url(colorbox-images/loading_background.png) no-repeat center center;}
#cboxLoadingGraphic{background:url(colorbox-images/loading.gif) no-repeat center center;}
#cboxTitle{position:absolute;bottom:-25px;left:0;text-align:center;width:100%;font-weight:bold;color:#7C7C7C;}
#cboxCurrent{position:absolute;bottom:-25px;left:58px;font-weight:bold;color:#7C7C7C;}
#cboxPrevious, #cboxNext, #cboxSlideshow, #cboxClose{border:0;padding:0;margin:0;overflow:visible;position:absolute;bottom:-29px;background:url(colorbox-images/controls.png) no-repeat 0px 0px;width:23px;height:23px;text-indent:-9999px;}
#cboxPrevious:active, #cboxNext:active, #cboxSlideshow:active, #cboxClose:active{outline:0;}
#cboxPrevious{left:0px;background-position:-51px -25px;}
#cboxPrevious:hover{background-position:-51px 0px;}
#cboxNext{left:27px;background-position:-75px -25px;}
#cboxNext:hover{background-position:-75px 0px;}
#cboxClose{right:0;background-position:-100px -25px;}
#cboxClose:hover{background-position:-100px 0px;}
.cboxSlideshow_on #cboxSlideshow{background-position:-125px 0px;right:27px;}
.cboxSlideshow_on #cboxSlideshow:hover{background-position:-150px 0px;}
.cboxSlideshow_off #cboxSlideshow{background-position:-150px -25px;right:27px;}
.cboxSlideshow_off #cboxSlideshow:hover{background-position:-125px 0px;}
+6 -15
View File
@@ -1,19 +1,10 @@
function initToggleMenu() {
$(".menu-icon").click(function (e) {
let body = $("body");
let mobile = window.innerWidth < 600;
let menu_closed = body.hasClass("menu-closed");
let menu_open = body.hasClass("menu-open");
let new_page = !(menu_closed || menu_open);
if((!mobile && (new_page || menu_open)) || mobile && menu_open) {
body.addClass("menu-closed");
body.removeClass("menu-open");
}
else {
body.removeClass("menu-closed");
body.addClass("menu-open");
}
var $menu = document.querySelector(".menu");
var $menuIcon = document.querySelector(".menu-icon");
var $page = document.querySelector(".page");
$menuIcon.addEventListener("click", function () {
$menu.classList.toggle("menu-hidden");
$page.classList.toggle("page-without-menu");
});
}
function debounce(func, wait) {
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+4 -58
View File
@@ -1,40 +1,11 @@
$(document).ready(function() {
jQuery('a.thumbnail').colorbox({rel:'gal'});
jQuery('a.gallery_image').colorbox({rel:'gal'});
jQuery(".youtube").colorbox({iframe:true, innerWidth:'75%', innerHeight:'75%'});
jQuery(".font-icon").click(function (){
jQuery("body").toggleClass("dark-mode");
if(getCookie("dark-mode") === "true") {
setCookie("dark-mode", "false", 365);
}
else {
setCookie("dark-mode", "true", 365);
}
$("img").each(function(idx, elm){
$(elm).css("margin-bottom", elm.height * -0.333);
}).on("load", function(e){
$(e.target).css("margin-bottom", e.target.height * -0.333);
});
if(getCookie("dark-mode") === "true") {
jQuery("body").toggleClass("dark-mode");
}
if(window.innerWidth >= 1920) {
// $("img.scaled-image").each(function(idx, elm){
// $(elm).css("margin-bottom", elm.height * -0.333);
// }).on("load", function(e){
// $(e.target).css("margin-bottom", e.target.height * -0.333);
// });
$("a.colorbox-inline").each(function(idx, elm){
let child = $(elm).children("img")[0];
let w = (child.naturalWidth * 0.666) + 1
let h = (child.naturalHeight * 0.666) + 1
$(elm).colorbox({inline: true, innerWidth: w, innerHeight: h, scrolling: false});
});
}
else {
jQuery("a.colorbox-inline").colorbox({inline:true});
}
$(".back-button")
.html("Go Back")
.click(function(_) { window.history.back()});
@@ -43,29 +14,4 @@ $(document).ready(function() {
console.log(navigator.userAgent);
$(".search-icon").css("display", "none");
}
});
function setCookie(cname, cvalue, exdays) {
var d = new Date();
d.setTime(d.getTime() + (exdays*24*60*60*1000));
var expires = "expires="+ d.toUTCString();
document.cookie = cname + "=" + cvalue + ";" + expires + ";path=/";
}
function getCookie(cname) {
var name = cname + "=";
var decodedCookie = decodeURIComponent(document.cookie);
var ca = decodedCookie.split(';');
for(var i = 0; i <ca.length; i++) {
var c = ca[i];
while (c.charAt(0) == ' ') {
c = c.substring(1);
}
if (c.indexOf(name) == 0) {
return c.substring(name.length, c.length);
}
}
return "";
}
-6
View File
@@ -1,6 +0,0 @@
/*!
Colorbox 1.6.3
license: MIT
http://www.jacklmoore.com/colorbox
*/
(function(t,e,i){function n(i,n,o){var r=e.createElement(i);return n&&(r.id=Z+n),o&&(r.style.cssText=o),t(r)}function o(){return i.innerHeight?i.innerHeight:t(i).height()}function r(e,i){i!==Object(i)&&(i={}),this.cache={},this.el=e,this.value=function(e){var n;return void 0===this.cache[e]&&(n=t(this.el).attr("data-cbox-"+e),void 0!==n?this.cache[e]=n:void 0!==i[e]?this.cache[e]=i[e]:void 0!==X[e]&&(this.cache[e]=X[e])),this.cache[e]},this.get=function(e){var i=this.value(e);return t.isFunction(i)?i.call(this.el,this):i}}function h(t){var e=W.length,i=(A+t)%e;return 0>i?e+i:i}function a(t,e){return Math.round((/%/.test(t)?("x"===e?E.width():o())/100:1)*parseInt(t,10))}function s(t,e){return t.get("photo")||t.get("photoRegex").test(e)}function l(t,e){return t.get("retinaUrl")&&i.devicePixelRatio>1?e.replace(t.get("photoRegex"),t.get("retinaSuffix")):e}function d(t){"contains"in x[0]&&!x[0].contains(t.target)&&t.target!==v[0]&&(t.stopPropagation(),x.focus())}function c(t){c.str!==t&&(x.add(v).removeClass(c.str).addClass(t),c.str=t)}function g(e){A=0,e&&e!==!1&&"nofollow"!==e?(W=t("."+te).filter(function(){var i=t.data(this,Y),n=new r(this,i);return n.get("rel")===e}),A=W.index(_.el),-1===A&&(W=W.add(_.el),A=W.length-1)):W=t(_.el)}function u(i){t(e).trigger(i),ae.triggerHandler(i)}function f(i){var o;if(!G){if(o=t(i).data(Y),_=new r(i,o),g(_.get("rel")),!$){$=q=!0,c(_.get("className")),x.css({visibility:"hidden",display:"block",opacity:""}),I=n(se,"LoadedContent","width:0; height:0; overflow:hidden; visibility:hidden"),b.css({width:"",height:""}).append(I),j=T.height()+k.height()+b.outerHeight(!0)-b.height(),D=C.width()+H.width()+b.outerWidth(!0)-b.width(),N=I.outerHeight(!0),z=I.outerWidth(!0);var h=a(_.get("initialWidth"),"x"),s=a(_.get("initialHeight"),"y"),l=_.get("maxWidth"),f=_.get("maxHeight");_.w=Math.max((l!==!1?Math.min(h,a(l,"x")):h)-z-D,0),_.h=Math.max((f!==!1?Math.min(s,a(f,"y")):s)-N-j,0),I.css({width:"",height:_.h}),J.position(),u(ee),_.get("onOpen"),O.add(F).hide(),x.focus(),_.get("trapFocus")&&e.addEventListener&&(e.addEventListener("focus",d,!0),ae.one(re,function(){e.removeEventListener("focus",d,!0)})),_.get("returnFocus")&&ae.one(re,function(){t(_.el).focus()})}var p=parseFloat(_.get("opacity"));v.css({opacity:p===p?p:"",cursor:_.get("overlayClose")?"pointer":"",visibility:"visible"}).show(),_.get("closeButton")?B.html(_.get("close")).appendTo(b):B.appendTo("<div/>"),w()}}function p(){x||(V=!1,E=t(i),x=n(se).attr({id:Y,"class":t.support.opacity===!1?Z+"IE":"",role:"dialog",tabindex:"-1"}).hide(),v=n(se,"Overlay").hide(),L=t([n(se,"LoadingOverlay")[0],n(se,"LoadingGraphic")[0]]),y=n(se,"Wrapper"),b=n(se,"Content").append(F=n(se,"Title"),R=n(se,"Current"),P=t('<button type="button"/>').attr({id:Z+"Previous"}),K=t('<button type="button"/>').attr({id:Z+"Next"}),S=n("button","Slideshow"),L),B=t('<button type="button"/>').attr({id:Z+"Close"}),y.append(n(se).append(n(se,"TopLeft"),T=n(se,"TopCenter"),n(se,"TopRight")),n(se,!1,"clear:left").append(C=n(se,"MiddleLeft"),b,H=n(se,"MiddleRight")),n(se,!1,"clear:left").append(n(se,"BottomLeft"),k=n(se,"BottomCenter"),n(se,"BottomRight"))).find("div div").css({"float":"left"}),M=n(se,!1,"position:absolute; width:9999px; visibility:hidden; display:none; max-width:none;"),O=K.add(P).add(R).add(S)),e.body&&!x.parent().length&&t(e.body).append(v,x.append(y,M))}function m(){function i(t){t.which>1||t.shiftKey||t.altKey||t.metaKey||t.ctrlKey||(t.preventDefault(),f(this))}return x?(V||(V=!0,K.click(function(){J.next()}),P.click(function(){J.prev()}),B.click(function(){J.close()}),v.click(function(){_.get("overlayClose")&&J.close()}),t(e).bind("keydown."+Z,function(t){var e=t.keyCode;$&&_.get("escKey")&&27===e&&(t.preventDefault(),J.close()),$&&_.get("arrowKey")&&W[1]&&!t.altKey&&(37===e?(t.preventDefault(),P.click()):39===e&&(t.preventDefault(),K.click()))}),t.isFunction(t.fn.on)?t(e).on("click."+Z,"."+te,i):t("."+te).live("click."+Z,i)),!0):!1}function w(){var e,o,r,h=J.prep,d=++le;if(q=!0,U=!1,u(he),u(ie),_.get("onLoad"),_.h=_.get("height")?a(_.get("height"),"y")-N-j:_.get("innerHeight")&&a(_.get("innerHeight"),"y"),_.w=_.get("width")?a(_.get("width"),"x")-z-D:_.get("innerWidth")&&a(_.get("innerWidth"),"x"),_.mw=_.w,_.mh=_.h,_.get("maxWidth")&&(_.mw=a(_.get("maxWidth"),"x")-z-D,_.mw=_.w&&_.w<_.mw?_.w:_.mw),_.get("maxHeight")&&(_.mh=a(_.get("maxHeight"),"y")-N-j,_.mh=_.h&&_.h<_.mh?_.h:_.mh),e=_.get("href"),Q=setTimeout(function(){L.show()},100),_.get("inline")){var c=t(e);r=t("<div>").hide().insertBefore(c),ae.one(he,function(){r.replaceWith(c)}),h(c)}else _.get("iframe")?h(" "):_.get("html")?h(_.get("html")):s(_,e)?(e=l(_,e),U=_.get("createImg"),t(U).addClass(Z+"Photo").bind("error."+Z,function(){h(n(se,"Error").html(_.get("imgError")))}).one("load",function(){d===le&&setTimeout(function(){var e;_.get("retinaImage")&&i.devicePixelRatio>1&&(U.height=U.height/i.devicePixelRatio,U.width=U.width/i.devicePixelRatio),_.get("scalePhotos")&&(o=function(){U.height-Line truncated
-131
View File
@@ -1,131 +0,0 @@
jQuery(function($)
{
// Default time delay before checking location
var call_back_delay = 500;
// Set some flags for tracking & execution
var scroll_timer = null;
var scroller = false; // indicate the user has begun scrolling
scroll_points_in_page = jQuery(".scroll_point");
video_screenshots = jQuery(".video-screenshot");
video_parents = jQuery(".video-parent");
var apply_video_click = function (video) {
$(video).click(function (e) {
var v = $(this)[0];
if(v.paused) {
v.play();
$(v).attr("data-paused", "false");
}
else {
v.pause();
$(v).attr("data-paused", "true");
}
});
}
for(var i = 0; i < video_parents.length; i++) {
let video_with_event = $(video_parents[i]).children("video")[0];
let play_icon = $($(video_parents[i]).children(".play-pause")[0]).children("i");
let parent = $(video_parents[i]);
parent.addClass("playing");
video_with_event.onpause = function () {
parent.addClass("paused");
parent.removeClass("playing");
play_icon.addClass("fa-play");
play_icon.removeClass("fa-pause");
}
video_with_event.onplay = function () {
parent.removeClass("paused");
parent.addClass("playing");
play_icon.removeClass("fa-play");
play_icon.addClass("fa-pause");
}
}
for(var i = 0; i < video_screenshots.length; i++) {
apply_video_click(video_screenshots[i]);
}
$(".play-pause").click(function (e) { $(this).next("video").click();});
// Check the location and track user
function track_location()
{
view_bottom = $(window).height() + $(window).scrollTop();// the bottom of the visible area
// loop through the scroll points and send events for any within the visible part of the page
for(var i = 0; i < scroll_points_in_page.length; i++)
{
check_scroll_point(scroll_points_in_page[i]);
}
for(var i = 0; i < video_screenshots.length; i++)
{
video_screenshots_play_pause(video_screenshots[i]);
}
}
var check_scroll_point = function(current_value)
{
var current_object = $(current_value);
if (view_bottom >= current_object.offset().top && $(window).scrollTop() <= current_object.offset().top && (current_object.attr("hit") === undefined || current_object.attr("hit") === null))
{
if (!debug_mode)
{
ga('send', 'event', current_object.attr("data-eventCategory") + "_scroll_points", "in_view", current_object.attr("data-eventLabel"));
}
else
{
console.log(current_object.attr("data-eventCategory") + "_scroll_points, " + current_object.attr("data-eventLabel"));
}
$("[data-eventLabel='" + current_object.attr("data-eventLabel")+ "']").attr("hit", "1"); // after the point has been hit don't count it again
}
}
var video_screenshots_play_pause = function(current_value)
{
var current_object = $(current_value);
var video_middle = current_object.offset().top + (current_object.height() / 2);
var video_on_screen = view_bottom > video_middle && video_middle > $(window).scrollTop();
if (
window.innerWidth > 600
&& video_on_screen
&& current_value.paused
&& current_object.attr("data-paused") === "false"
)
{
current_value.play();
}
else if (!current_value.paused && !video_on_screen) {
current_value.pause();
}
}
// Track the scrolling and track location
$(".page").scroll(function()
{
if (scroll_timer) {
clearTimeout(scroll_timer);
}
// Use a buffer so we don't call track_location too often.
scroll_timer = setTimeout(track_location, call_back_delay);
});
});
-1
View File
@@ -1 +0,0 @@
<a class="zola-anchor" href="#{{ id }}" aria-label="Anchor link for: {{ id }}"><i class="fas fa-link"></i></a>
+13 -23
View File
@@ -5,12 +5,9 @@
<meta http-equiv="content-type" content="text/html; charset=utf-8">
<link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
<meta name="viewport" content="width=device-width, initial-scale=1.0, maximum-scale=1">
<meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software" />
<meta name="rights" content="© Blue Trading Systems" />
<!-- <meta name="keywords" content="Futures, Derivatives, Trade, Trading, Trader, Professional, futures trading, Software" />
<meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" /> -->
{% block meta %}
{% endblock meta %}
<meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" />
<title>{% block title %}{{ config.title }}{% endblock title %}</title>
@@ -39,8 +36,12 @@
}
</script>
<script src="https://kit.fontawesome.com/93aca32d82.js"></script>
<script
src="https://code.jquery.com/jquery-3.3.1.min.js"
integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
crossorigin="anonymous"></script>
<script type="text/javascript" src="{{ get_url(path="image.js") | safe }}"></script>
{% block js %}
{% endblock js %}
@@ -59,9 +60,6 @@
{% block before_menu %}
{% endblock before_menu %}
<nav role="navigation">
<div class="menu-icon menu-close-icon">
<i class="fas fa-arrow-left"></i>
</div>
<ul>
{% block menu %}
{% set index = get_section(path="_index.md") %}
@@ -118,14 +116,14 @@
<div class="page">
<div class="page__header">
<span class="menu-icon">
<i class="fas fa-bars"></i>
</span>
<div class="menu-icon">
<span></span>
<span></span>
<span></span>
</div>
{% if config.build_search_index %}
<span class="search-icon"><i class="fas fa-search"></i></span>
<span class="search-icon">🔎</span>
{% endif %}
<span class="font-icon"><i class="fas fa-font"></i></span>
</div>
<div class="page__content">
@@ -156,19 +154,11 @@
</div>
{% block js_body %}
<script
src="https://code.jquery.com/jquery-3.3.1.min.js"
integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
crossorigin="anonymous"></script>
<script type="text/javascript" src="{{ get_url(path="jquery.colorbox-min.js") | safe }}"></script>
<script type="text/javascript" src="{{ get_url(path="image.js") | safe }}"></script>
<script type="text/javascript" src="{{ get_url(path="scroll_actions.js") | safe }}"></script>
{% if config.build_search_index %}
<script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") | safe }}"></script>
<script type="text/javascript" src="{{ get_url(path="search_index.en.js") | safe }}"></script>
{% endif %}
<script type="text/javascript" src="{{ get_url(path="book.js") | safe }}"></script>
{% endblock js_body %}
</body>
-8
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@@ -1,13 +1,5 @@
{% extends "index.html" %}
{% block meta %}
{% if page.extra.page_description %}
<meta name="description" content="{{ page.extra.page_description }}" />
{% else %}
<meta name="description" content="{{ page.title }} Documentation for Blue Trading Systems' BTS Spark" />
{% endif %}
{% endblock meta %}
{% block title %}{{ page.title }} &bull; {{ config.title }}{% endblock title %}
{% block content %}
-8
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@@ -1,13 +1,5 @@
{% extends "index.html" %}
{% block meta %}
{% if section.extra.page_description %}
<meta name="description" content="{{ section.extra.page_description }}" />
{% else %}
<meta name="description" content="{{ section.title }} Documentation for Blue Trading Systems' BTS Spark" />
{% endif %}
{% endblock meta %}
{% block title %}{{ section.title }} &bull; {{ config.title }}{% endblock title %}
{% block content %}
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