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Author SHA1 Message Date
Michael Harding ebaf8ff51f Merged master into doc-theme 2019-11-04 16:17:12 -05:00
Taha Afzal b3369db7cc Release notes 2019-11-04 13:07:02 -05:00
Taha Afzal 279abcfefd Made the fractional_hedging test a bit easier to do 2019-11-04 10:41:27 -05:00
Taha Afzal 872e2465a6 Fixing the test 2019-11-01 14:15:11 -04:00
Taha Afzal 89fb79c556 Manual tests added 2019-10-29 18:53:17 -04:00
Taha Afzal c92e9df77b Merge branch 'hide_deleted_accounts' 2019-10-29 14:58:11 -04:00
Taha Afzal 81aaa853d5 Merging SP-248 2019-10-29 14:40:00 -04:00
Taha Afzal 4f308faba2 Merge branch 'SP-247-order-entry-sounds' 2019-10-29 14:09:30 -04:00
Taha Afzal 0b924033c2 Merge branch 'SP-252-root-spreader-security' 2019-10-29 14:08:29 -04:00
Taha Afzal 3606c707e4 Merge branch 'SP-204-local-fills' 2019-10-29 14:07:42 -04:00
Taha Afzal 5998107e6a Merge branch 'SP-225-investigate-the-lack-of-price-rep' 2019-10-29 14:03:12 -04:00
Taha Afzal 297982433b Merge branch 'SP-249' 2019-10-29 13:58:28 -04:00
Taha Afzal 15ac9d945b Modified tests 2019-10-29 13:53:20 -04:00
Jake Norbut a0f1d11692 adding manual fills don't show admin fills test 2019-10-28 16:15:01 -05:00
Jake Norbut e7890a459c test for order sent sound 2019-10-28 15:57:27 -05:00
Jake Norbut f7fb5ed400 adding test for deleted accounts 2019-10-28 15:48:47 -05:00
Jake Norbut 75e98d353f adding left panel test steps 2019-10-28 15:41:39 -05:00
Michael Harding 01ab0dd3e5 update manual deploy script 2019-10-28 14:28:59 -04:00
Michael Harding fbdf56b4dc Move lightbox assets into the manual build 2019-10-28 14:28:01 -04:00
Michael Harding b698b64879 Merge master into doc-theme 2019-10-28 11:41:34 -04:00
John Colvin 5fc6ff4c00 SP-204 Local fills UI erroneously shows admin fills too 2019-10-26 16:40:32 -05:00
Taha Afzal 6951272633 Just has to update the last_price 2019-10-25 13:05:44 -04:00
Taha Afzal 548611b44f Adding tooltips, and hooking to the right proto 2019-10-24 18:04:54 -04:00
Taha Afzal 322da04723 Merge branch 'SP-249' of bitbucket.org:bluetradesys/spark into SP-249 2019-10-24 17:09:30 -04:00
Taha Afzal 3544eac815 Cleaned up the quote throttling code 2019-10-24 17:09:24 -04:00
John Colvin 7fef7d88ce refactor QuoteInsideMarketDistance to new proto type (cannot recycle old type bc it must be null in existing synths) 2019-10-24 15:41:30 -05:00
John Colvin 7531cf5eb4 remove unused synth param 'QuoteInsideMarketDistanceAwayModel' 2019-10-24 15:38:15 -05:00
John Colvin 5826a083c0 SyntheticEditor - remove Quote Inside Market Away Distance param 2019-10-24 12:44:47 -05:00
John Colvin ec0d5d22f1 SyntheticEditor - disable Quote Throttle/Inside Market Distance by default 2019-10-24 12:37:13 -05:00
John Colvin d433368795 fix typo in 'order sent alert' predicate (creation time comparison was backwards) 2019-10-24 11:51:39 -05:00
Jake Norbut dc4453e510 SP-256 - hide deleted accounts 2019-10-24 08:32:38 -05:00
Jake Norbut 1b1583abda removing OJ and KC IFU entries; regen cme ref data file 2019-10-23 09:24:28 -05:00
Jake Norbut 9d2f2888bb updating reference data with latest for RodrigoSGU and CNH 2019-10-23 09:08:20 -05:00
John Colvin 26816f0048 SP-249 New spreader quoting throttle parameter 2019-10-22 12:12:17 -05:00
Taha Afzal e97e6b93c7 Adding proto 2019-10-21 16:44:00 -04:00
John Colvin 0d8252e131 SP-252 Parent spreader badge should show the spreader name as well 2019-10-21 12:58:21 -05:00
Taha Afzal 801b9622f8 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-10-17 15:09:19 -04:00
Taha Afzal a5df3f2da2 Dynamic Algos are now loaded only when explicitely enabled by name in Toggles config 2019-10-17 15:09:10 -04:00
John Colvin f03a413855 SP-247 Order Entry Sounds 2019-10-17 13:55:52 -05:00
Michael Harding f3a692bda2 Delete ex_sim_orders_venue_sim in system tests 2019-10-17 13:30:11 -04:00
Kevin Darby 6c3bdbdc34 make sim datapaths pretty again 2019-10-17 12:09:05 -04:00
Eric Harding d4749dd381 Tool to test c# api latency 2019-10-17 11:57:20 -04:00
Taha Afzal a008f4d0fd Hiding pyramid, ignoring timer (which was faking market status) 2019-10-17 11:38:35 -04:00
Taha Afzal 0ee9521454 Merge branch 'TAS' 2019-10-17 11:16:03 -04:00
Kevin Darby 62cef7c2f7 release notes 2019-10-17 09:44:53 -04:00
Taha Afzal 1b39f4e47c Merge branch 'master' into TAS 2019-10-16 21:54:24 -04:00
Taha Afzal 3212b2fcee Added logs for TAS Algo 2019-10-16 16:38:12 -04:00
Taha Afzal 1576541bd1 Clean up 2019-10-16 14:59:34 -04:00
Kevin Darby 62e97364fb Merged in ice_exec3 (pull request #230)
Ice execution

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-10-16 18:47:10 +00:00
Taha Afzal 93b954ce46 Some cleanup remains, mostlty done 2019-10-16 11:37:32 -04:00
John Colvin c9da022c58 SP-248 Ladder left panel scroll 2019-10-15 12:12:20 -05:00
Michael Harding 68a822c342 Fix build 2019-10-15 11:42:11 -04:00
John Colvin 0772a13b09 introduce ladder settings 'profile-equivalent' logic to avoid disconnecting ladders from profiles due to trivial settings changes 2019-10-14 20:55:00 -05:00
Michael Harding 5ee2cfb5f6 Merged master into doc-theme 2019-10-14 17:05:38 -04:00
John Colvin c53f6ad906 finally remove mutable members from LadderSettings GetHashCode impl 2019-10-14 16:01:24 -05:00
Michael Harding e8d4fa1200 Manual: Add page descriptions 2019-10-14 16:48:31 -04:00
Taha Afzal 1058c8a80e Merge branch 'pyramid' into TAS 2019-10-14 11:45:56 -04:00
Taha Afzal 7ecb106880 Done 2019-10-14 11:39:27 -04:00
Taha Afzal b0c1d93c50 Corner cases fixed 2019-10-14 11:08:29 -04:00
Michael Harding 8d47584ee8 Manual: make navigation fixed 2019-10-11 14:05:48 -04:00
Kevin Darby 0c5a039226 tested buffered cancel and replace with lean_controlled.txt, verified in fix 2019-10-11 14:04:32 -04:00
Michael Harding 7b95174171 Manual: Fix menu on mobile 2019-10-11 13:36:08 -04:00
Michael Harding 31e913fb1b manual: improve lightbox 2019-10-11 10:48:36 -04:00
Kevin Darby 2677144bfa buffer cancel and updates because ice sucks 2019-10-10 17:43:28 -04:00
Michael Harding 20f6c76050 Manual: screen_recording short code better youtube 2019-10-10 17:05:54 -04:00
Kevin Darby 6b30c42c0d added gt_cert jetfix rule to conf per Pete 2019-10-10 14:56:32 -04:00
Michael Harding 4a41f9b166 Manual: image shortcode 2019-10-10 11:27:07 -04:00
BTS f4bb2aaada Manual: image processing 2019-10-09 17:45:01 -04:00
BTS 36b43024ac Manual Dark Mode 2019-10-09 16:35:21 -04:00
Kevin Darby 2f62d29f66 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-09 14:03:11 -04:00
Taha Afzal 828f867a80 Merge branch 'pyramid' of bitbucket.org:bluetradesys/spark into pyramid 2019-10-09 13:46:19 -04:00
Taha Afzal c9663cf7ab made the child orders configurable 2019-10-09 13:46:08 -04:00
John Colvin b85de51d0c bring back DefaultAlgoVM for 'None' case (dynamic children placeholders do not have specific impl) 2019-10-09 12:33:40 -05:00
John Colvin dc8e65923d fix adminModel typo '&&' -> '||' (users need admin OR trade permissions to see account) 2019-10-09 12:00:25 -05:00
Eric Harding 1469373b9c fix Sparkcmd -h help printer 2019-10-08 15:59:15 -04:00
Kevin Darby 820e937336 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-08 12:49:58 -04:00
John Colvin 8b73878782 null check for TradingPermissions (fixes login crash) 2019-10-08 11:46:32 -05:00
Kevin Darby b15106dac4 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-08 11:43:22 -04:00
Michael Harding 100316b791 SP-246: Fix System Tests 2019-10-08 11:06:41 -04:00
Kevin Darby 3c98425226 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-07 12:53:44 -04:00
John Colvin 1aa9c46367 fix build (bad using directives after merge) 2019-10-07 10:48:12 -05:00
Kevin Darby 5211cab351 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-07 10:24:36 -04:00
Pedro Pinto e89a4cce53 Merged in sim_prorata (pull request #350)
RTM. Documented OrderMatcher better.
2019-10-07 13:38:41 +00:00
Eric Harding cb56b90737 Merged in SP-229-shell-crash-dumps (pull request #346)
RTM: SP-229 shell crash dumps

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-10-07 13:38:00 +00:00
Pedro Pinto 761a89f052 Updated release notes 2019-10-07 09:37:00 -04:00
Pedro Pinto cab6b56606 Merged master 2019-10-07 09:36:21 -04:00
Pedro Pinto 8a743a91a5 Updated release notes. 2019-10-07 09:29:30 -04:00
Taha Afzal 5dec5dc392 Merged in SP-232 (pull request #345)
RTM. Fixing SP-232

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-10-07 13:28:30 +00:00
Eric Harding 27aa4fca26 Merged in system-tests (pull request #349)
RTM: System tests

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-10-07 13:20:35 +00:00
Pedro Pinto 84a2e50bf7 Updated release notes. 2019-10-07 09:19:18 -04:00
John Colvin 297eb5b25b Merged in SP-181-no-spreads-in-man-fills (pull request #352)
RTM SP-181 Remove the option to enter manual fills of spreads

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-10-07 13:18:26 +00:00
Pedro Pinto d9d0e1f4ef Updated release notes. 2019-10-07 09:15:21 -04:00
Eric Harding 6ec0cc8bbe Merged in SP-236-websocketpp (pull request #353)
RTM: SP-236 Disable websocketpp open_handshake timeout
2019-10-07 13:13:30 +00:00
Pedro Pinto 795b77ea3f Updated release notes. 2019-10-07 09:12:45 -04:00
John Colvin 91c97d32bb Merged in SP-223-som-synth-crash (pull request #355)
RTM add dispatcher thread name to assert log

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-10-07 13:11:57 +00:00
John Colvin e0c50703d7 Merged in SPARK-2534-fills-time-filter-bug (pull request #357)
RTM SPARK-2534 fills time filter bug

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-10-07 13:11:03 +00:00
Pedro Pinto dab1e76766 Updated release notes. 2019-10-07 09:10:32 -04:00
Pedro Pinto b8c927df27 Merge branch 'master' into SPARK-2534-fills-time-filter-bug 2019-10-07 09:02:25 -04:00
Pedro Pinto 2684d25f09 Updated release notes 2019-10-07 09:01:48 -04:00
John Colvin 7c95a77ae2 Merged in update-naggle-test (pull request #360)
RTM unit test for update.naggle fix
2019-10-07 13:00:06 +00:00
John Colvin 31b115d13b Merged in bts-admin-permissions (pull request #356)
RTM Bts admin permissions
2019-10-07 12:58:42 +00:00
Pedro Pinto d681a6924b Updated release notes. 2019-10-07 08:39:01 -04:00
Pedro Pinto d0cce84d2e Merge branch 'master' into bts-admin-permissions 2019-10-07 08:38:07 -04:00
Pedro Pinto 532591c34f Updated release notes. 2019-10-07 08:36:14 -04:00
Taha Afzal 562b9419bd hedge is a lean now 2019-10-04 17:32:03 -04:00
John Colvin 7f187224c1 add .Replay(1).RefCount() to AdminModel.on_accounts 2019-10-02 13:40:29 -05:00
John Colvin 79b2121f5e OrderBookVM disposes order_mod_vm 2019-10-02 13:40:28 -05:00
John Colvin 0bd477594c FillsVM disposes filters 2019-10-02 13:36:58 -05:00
John Colvin 149cd90fb4 apply permission filter to pnl stream 2019-10-02 11:54:38 -05:00
John Colvin f74e719a9f sort accounts/users in filter dropdowns for OrderBook/Fills/PNL 2019-10-02 11:54:38 -05:00
John Colvin 8b68beae96 Merge remote-tracking branch 'origin/master' into bts-admin-permissions 2019-10-02 10:52:45 -05:00
Pedro Pinto 9cc0b471f2 Added support for tag 1031, defaults to Y. 2019-10-02 10:32:23 -04:00
Taha Afzal 3e035197d0 Top Spread is also a security (forgot to mark it as a security, so it was showing as a uint in the ui) 2019-10-01 20:42:06 -04:00
Taha Afzal c9d8a640b6 Merge branch 'pyramid' of bitbucket.org:bluetradesys/spark into pyramid 2019-10-01 19:44:49 -04:00
John Colvin 1d97e620fd add security map to view's resources for dynamic security key param's ContractPickerPopup 2019-10-01 17:17:31 -05:00
John Colvin f6299ab5c3 clean up DynamicOrderParamVM - don't store value with the descriptor, make 'param' prop readonly 2019-10-01 17:08:32 -05:00
John Colvin eaff4774e0 refactor some Disposable.replace calls so that the prev hook is disposed before the new one is created 2019-10-01 17:08:32 -05:00
John Colvin bed52db98a dynamic order SecurityKey DataTemplate 2019-10-01 17:08:32 -05:00
John Colvin bd3ef33607 AlgoStudio dynamic order 'SecurityKey' template 2019-10-01 17:08:32 -05:00
John Colvin 25a594895e ladder/ticket/algo studio views store SecurityMap in resource dictionary 2019-10-01 17:08:31 -05:00
John Colvin 4d468c8026 DynamicOrderVM 'SecurityKey' descriptor impl 2019-10-01 17:08:31 -05:00
John Colvin 68ed90487b AlgoParamVM template key impl 2019-10-01 17:08:31 -05:00
John Colvin ddc2c67fea add SelectedSecurityKey dp to ContractPickerPopup 2019-10-01 17:08:31 -05:00
Taha Afzal 77459e9c64 price changes dont have the algo params filled in 2019-10-01 16:15:36 -04:00
John Colvin db64f2f45b migrate common ManualFills resource keys into central location 2019-09-30 18:21:06 -05:00
John Colvin 3f7ea71de7 [non-functional] normalize whitespace in AlgoContentTemplateSelector.xaml 2019-09-30 18:11:18 -05:00
John Colvin d334418655 PyramidAlgo uses 'SecurityKey' dynamic param descriptor 2019-09-30 18:09:11 -05:00
John Colvin d1844afeae server side impl for 'SecurityKey' dynamic param descriptor 2019-09-30 18:08:41 -05:00
John Colvin b6dc2bd4d4 add 'SecurityKey' dynamic param descriptor 2019-09-30 18:03:52 -05:00
Taha Afzal 58906eb3b6 Code complete 2019-09-30 16:55:35 -04:00
Kevin Darby 50e61604ba move default keycode exp to 12/31/2019 to fix unit tests 2019-09-30 11:53:44 -04:00
Kevin Darby 6bd23f106f Merged in fix_nan_pnl (pull request #361)
add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market
2019-09-30 15:07:11 +00:00
Kevin Darby dfd8348724 add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market 2019-09-30 11:03:03 -04:00
Taha Afzal 963a4207e2 Code complete, need cleanup and testing 2019-09-26 19:00:15 -04:00
John Colvin d2e9352e48 unit test for update.naggle fix 2019-09-25 12:01:31 -05:00
Kevin Darby da42e95754 fixed externals and docker 2019-09-25 10:59:58 -04:00
Kevin Darby a878a55ac1 moved externals 2019-09-25 10:00:20 -04:00
John Colvin 4305d560aa Merged in pnl-rounding-error (pull request #359)
RTM Pnl rounding error

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-09-25 13:57:52 +00:00
John Colvin 055f0015e7 Update.naggle pr edit: 'TryPop' is an innappropriate name (just use 'Remove') 2019-09-24 17:28:06 -05:00
Kevin Darby a39d91ceb3 Merge branch 'pnl-rounding-error' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-24 14:38:26 -04:00
John Colvin ddc50e1fba pnl initial calc type was not being applied to data 2019-09-24 13:32:54 -05:00
John Colvin ffb571d1cf fix pnl rounding issues (use 9 decimal places) 2019-09-24 13:32:53 -05:00
John Colvin 2a36c05d75 fix PNLRowData Equals impl (was not comparing market prices) 2019-09-24 13:32:53 -05:00
John Colvin a3730eb203 Update.naggle merge maintains changes (could get into state where changes became adds/removes) 2019-09-24 13:32:53 -05:00
John Colvin d033275694 remove unused member OrdersModel.on_account_pnl 2019-09-24 13:32:53 -05:00
Taha Afzal 4e58342677 Merge branch 'master' into Pyramid 2019-09-24 13:12:56 -04:00
Taha Afzal 5eeb5a534c Adding logs 2019-09-24 13:12:16 -04:00
Jake Norbut 016ddf9b69 fixing pay less definition 2019-09-24 08:21:56 -05:00
John Colvin 0cc5817932 expand synthetic leg columns to fit name 2019-09-24 01:04:28 -05:00
Michael Harding 032836dea4 Test updates 2019-09-23 15:54:33 -04:00
Taha Afzal f20c53bced Organized the code better 2019-09-23 14:08:21 -04:00
Kevin Darby a06461eb5e Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 13:58:22 -04:00
Kevin Darby 34e7d6a617 remove ice bust handling 2019-09-23 13:57:43 -04:00
Kevin Darby 276e9ad0ef Merged in fix_expired_fill_crash (pull request #358)
Fix expired fill crash
2019-09-23 17:50:02 +00:00
Pedro Pinto 5968ac10d2 The fix is right, but the code was a bit clumsy. 2019-09-23 13:48:26 -04:00
Kevin Darby 31e44d8c10 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 13:03:20 -04:00
John Colvin 9bf7666c30 downgrade pnl rounding error Log assert to warning 2019-09-23 11:56:57 -05:00
Kevin Darby 8fdab4a510 note about expired securities in sod tests 2019-09-23 12:47:48 -04:00
Kevin Darby 385adaa1b0 Merge branch 'fix_expired_fill_crash' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 12:36:16 -04:00
Kevin Darby f9506bc9ad Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 12:36:00 -04:00
Kevin Darby b9fd0e2e28 in SIM you can trade an expired security and if we leave it out of this map
we will later attempt to add this fill twice while testing SOD because the test
asks to delete the fills db
2019-09-23 12:31:03 -04:00
Kevin Darby 6b5b517d70 slight nit in GLBXExecutionGateway 2019-09-23 12:29:38 -04:00
John Colvin 80850146c1 TableUpdate.AggregateLatest shouldn't share seed across subscriptions 2019-09-23 00:08:12 -05:00
John Colvin 0680dddab4 normalize line endings in TickUpDown.xaml 2019-09-22 15:22:57 -05:00
John Colvin 70aa62c0cf add border to DateTimePicker 'time' part view 2019-09-22 15:22:20 -05:00
John Colvin 06165b3842 SPARK-2534 Fills Form seems to always have SOD orders in there 2019-09-22 15:06:03 -05:00
John Colvin f21902d60d remove unused files AdminModelWrapper/PermissionFilter.cs 2019-09-22 14:46:52 -05:00
John Colvin a27f383b62 remove LoginContainer MEF Export consts (replace usages with UserTuple) 2019-09-22 12:58:46 -05:00
John Colvin 35d4fcc513 make UserTuple public (it's referenced in multiple assemblies) 2019-09-22 12:58:46 -05:00
John Colvin 8a96b00f64 add 'User' column to Synthetic Management window 2019-09-22 12:58:46 -05:00
John Colvin 2d06fd3d92 [non-functional] style cop/whitespace changes to SyntheticManagementDialogVM.cs 2019-09-22 12:58:45 -05:00
John Colvin 76050e0722 SyntheticManagement vm uses 'DataGridFilterHelper.hook_all' method to eliminate risk of omitting column filters 2019-09-22 12:58:45 -05:00
John Colvin a3f0c2fbf6 pass UserTuple to SyntheticManagement row (for imminent user column), remove dependency on securitymd 2019-09-22 12:58:45 -05:00
John Colvin 1ccc4c3746 add 'ShowLadderAutoLookupTag' to eschew securitymd depependency 2019-09-22 12:58:45 -05:00
John Colvin e5d85db888 SP-151 BTS user can view/edit all synths/algos 2019-09-22 12:11:15 -05:00
John Colvin e47b1c3048 [non-functional] style cop/whitespace changes in MDSource/Daemon.cs 2019-09-22 12:11:15 -05:00
John Colvin 039791a296 simplify AdminModel, api 'permission filters' use new UserTuple.Permissions enum 2019-09-22 12:11:15 -05:00
John Colvin e6884b6654 add 'Permissions' enum to UserTuple 2019-09-22 11:39:26 -05:00
John Colvin 8cbae28dd8 move UserTuple.cs into spark_api 2019-09-22 11:39:26 -05:00
John Colvin 010a1fecb1 remove unused function 'OrderFactory.subscribe_user_tuples' 2019-09-22 11:39:26 -05:00
Pedro Pinto ec1d925dbe Added to .gitignore 2019-09-22 08:25:10 -04:00
Kevin Darby 96bec55ee7 fix build, we will have to handle these ice cpps someplace else 2019-09-20 15:01:56 -04:00
Kevin Darby 424bb36fc7 update jakes script for ice cpps 2019-09-20 14:30:27 -04:00
Kevin Darby c24700195f fixed cpp coming from market data for ice, added the obligatory overrides 2019-09-20 14:15:27 -04:00
Jake Norbut f7184b0949 updating tests 2019-09-20 09:13:01 -05:00
John Colvin 633ebf38a2 restore original ComboBox default padding on the left 2019-09-19 18:58:19 -05:00
John Colvin 1eb8352b6b OrdersModel blocks GlbxIceberg orders from going out to non-glbx exchange 2019-09-19 17:21:48 -05:00
John Colvin 33c201b395 remove unused SparkTag.CreateOrder 2019-09-19 17:21:17 -05:00
Eric Harding 999973c349 upgrade websocketpp 0.7.0 to 0.8.1 (externals) 2019-09-19 14:59:09 -04:00
Eric Harding 4663ae9e4d SP-236 Disable websocketpp open_handshake timeout 2019-09-19 14:38:00 -04:00
Kevin Darby 34fc6af137 fix mview test 2019-09-19 14:17:53 -04:00
Kevin Darby 6cc25a7337 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-19 13:56:32 -04:00
Kevin Darby 0c9a9fcb5e git lfs 2019-09-19 13:56:01 -04:00
Kevin Darby 48b62f1cab new externals 2019-09-19 13:40:01 -04:00
Kevin Darby 5a0ceafa66 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-19 13:28:31 -04:00
Kevin Darby d31969606e Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-19 13:27:52 -04:00
Kevin Darby 6c6fb74506 Merged in minimal_api_tests (pull request #348)
RTM. Minimal api tests

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-09-19 17:26:14 +00:00
Pedro Pinto a69ed30e70 Updated release notes. 2019-09-19 13:19:52 -04:00
Eric Harding a654f302a2 Merged in SP-106-md-crashy (pull request #351)
SP-106 md crashy
2019-09-19 17:10:35 +00:00
John Colvin 9ca3285888 miniob 'CheckColumn' is visible 2019-09-19 11:56:47 -05:00
John Colvin d7d170f228 SP-181 Remove the option to enter manual fills of spreads 2019-09-19 11:23:36 -05:00
Eric Harding df4c3b9376 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-106-md-crashy 2019-09-19 09:11:10 -04:00
Taha Afzal cf977befd1 odds and ends 2019-09-18 17:22:09 -04:00
Eric Harding 1d538b4cb0 Code review feedback. Checked DeleteValue 2019-09-18 17:04:38 -04:00
Pedro Pinto f21c9f96d1 Merged from prod 2019-09-18 16:25:35 -04:00
Pedro Pinto 16a71a9f63 Updated release notes. 2019-09-18 16:24:09 -04:00
Pedro Pinto b42febdf60 Documented OrderMatcher better. 2019-09-18 16:11:16 -04:00
Eric Harding 71915de4b0 sparkcmd CaseInsensitiveEnumValues 2019-09-18 15:47:53 -04:00
Kevin Darby facb3249d0 Merge branch 'minimal_api_tests' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-18 15:24:51 -04:00
Kevin Darby f323efc61a Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-18 15:24:14 -04:00
Eric Harding be5f54326e sparkcmd test should always respect test type (unit/system) 2019-09-18 15:16:28 -04:00
Kevin Darby a8689aee06 verified client api examples work 2019-09-18 15:13:53 -04:00
Kevin Darby 85b2d257a7 updated the example excel sheet, added some manual tests to vet api docs and excel 2019-09-18 14:57:40 -04:00
Michael Harding f49ca9f7bd Merged in system-tests (pull request #347)
System tests
2019-09-18 18:39:11 +00:00
Michael Harding 65cf042639 Merge branch 'system-tests' into ice_exec3 2019-09-18 13:45:26 -04:00
Michael Harding 6aae7831bc typo 2019-09-18 13:44:49 -04:00
Eric Harding 297233eae6 Clientbuild probably needs this too 2019-09-18 13:28:00 -04:00
Michael Harding 57526a5df5 merge system-tests into ice_exec3 2019-09-18 13:12:38 -04:00
Michael Harding 69dcbdd348 Set type in system tests 2019-09-18 13:08:49 -04:00
Eric Harding 0114dd0276 SP-106 MDConsumerHandle crash both managed+native 2019-09-18 12:58:15 -04:00
Michael Harding 7d26ff641e more ports 2019-09-18 12:20:26 -04:00
Michael Harding a8ffe3a6ec logging ports 2019-09-18 11:20:13 -04:00
Michael Harding bda135c435 Add more logging to system tests 2019-09-18 10:12:40 -04:00
Eric Harding ffd35aebac Enable btree_map.h on windows 2019-09-18 09:52:41 -04:00
Taha Afzal c9b2ac290c payup logic implemented 2019-09-17 22:10:53 -04:00
Pedro Pinto b92fed4f47 Merged from prod 2019-09-17 16:59:03 -04:00
Pedro Pinto 6d7290db63 Updated release notes. 2019-09-17 16:56:28 -04:00
Pedro Pinto 0d0cf11157 Fixed matching error in sim 2019-09-17 16:55:24 -04:00
Kevin Darby 0fa97aeb56 added a service call to clear the auth sessions list in case of keycode trouble 2019-09-17 16:43:24 -04:00
Kevin Darby d1422ddc58 fix auth tests 2019-09-17 16:36:16 -04:00
Taha Afzal 340d65a47c Merge branch 'master' into pyramid 2019-09-17 16:32:53 -04:00
Kevin Darby 51ffa7e7f7 set_mic for synthetics 2019-09-17 16:15:17 -04:00
Kevin Darby 2a89c3721b Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-17 15:20:57 -04:00
Kevin Darby 0156bbfc46 fix id corner case 2019-09-17 15:06:04 -04:00
Taha Afzal f89fb76cb2 Merge branch 'master' into SP-232 2019-09-17 14:11:26 -04:00
Taha Afzal 16adb9ee18 Fixing SP-232 2019-09-17 14:09:34 -04:00
Pedro Pinto fd6eedda87 Fixed typo in release notes. 2019-09-17 13:10:21 -04:00
Pedro Pinto 1ef2b2f55d Updated release notes. 2019-09-17 11:44:51 -04:00
John Colvin e2cd1ec2f3 Merged in pnl_draft (pull request #344)
RTM Pnl draft
2019-09-17 15:22:30 +00:00
Michael Harding ffd1835218 Manual: Add icons, hover heading links 2019-09-17 11:07:06 -04:00
John Colvin 110a5f74de Merge remote-tracking branch 'origin/master' into pnl_draft 2019-09-16 22:38:35 -05:00
John Colvin 6d20c782ca add null check to FillTuple 2019-09-16 22:18:12 -05:00
John Colvin fa88ee6f68 PNL fills/order popups are filtered for visible rows (i.e., the item's account/sec pair must be visible) 2019-09-16 19:32:37 -05:00
Taha Afzal 22ef965840 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-09-16 19:05:27 -04:00
Taha Afzal 09a19b702c Fixing SOD time's timezone issues 2019-09-16 19:05:21 -04:00
John Colvin c90915fb1c fix pnl 'selected total' orderbook popup input filter 2019-09-16 17:23:50 -05:00
BTS 18af3dce74 manual: make images floatable 2019-09-16 17:46:59 -04:00
Eric Harding 154a637ee1 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-229-shell-crash-dumps 2019-09-16 17:34:36 -04:00
BTS 88c42ee6bd Manual: fixes for High DPI and icon short code 2019-09-16 17:13:26 -04:00
Kevin Darby 8b583fcbec Merge branch 'fix_server_bounce' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-16 17:11:00 -04:00
Kevin Darby 48dfded132 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-16 17:09:52 -04:00
Kevin Darby baaa3c4f98 Fixed case where a non-super user shell denied market data after bring left up through a server restart 2019-09-16 16:28:53 -04:00
Kevin Darby 838550d78a entitlements are tricky 2019-09-16 16:15:38 -04:00
John Colvin 0fc2a55378 Merged in fills-root-algo (pull request #341)
RTM Fills root algo
2019-09-16 20:09:12 +00:00
Pedro Pinto 38b466d305 Updated release notes. 2019-09-16 16:08:41 -04:00
John Colvin 0052c88804 PNL fix filter on group working orders popup 2019-09-16 15:05:51 -05:00
Pedro Pinto 6d183e0db9 Merge branch 'master' into fills-root-algo 2019-09-16 16:01:06 -04:00
John Colvin ccbf1e1323 fix MiniOrderBookView 'base()' -> 'this()' typo 2019-09-16 14:58:32 -05:00
Michael Harding c3e43beada Merged in icons (pull request #337)
RTM Make icons more consistent
2019-09-16 19:56:37 +00:00
Kevin Darby bf8323e79b fixed ice entitlements 2019-09-16 15:53:50 -04:00
Pedro Pinto ab44da6a96 Merge branch 'master' into icons 2019-09-16 15:48:08 -04:00
John Colvin dbad27e97d discrete values filter tableupdate impl was selecting lazy items twice 2019-09-16 14:19:49 -05:00
Pedro Pinto 10656f7071 Merge branch 'master' into icons 2019-09-16 15:15:15 -04:00
Eric Harding ed00025a01 Merged in SP-214-provide-security-state-signal (pull request #338)
RTM: SP-214 provide security state signal

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-09-16 19:13:15 +00:00
Pedro Pinto 7d076437a5 Updated release notes 2019-09-16 15:11:23 -04:00
John Colvin b7ee9aa208 Merge remote-tracking branch 'origin/master' into fills-root-algo 2019-09-16 13:58:40 -05:00
Pedro Pinto 601b989e75 Merge branch 'master' into SP-214-provide-security-state-signal 2019-09-16 14:55:33 -04:00
John Colvin 02c8714cfd change pnl defaults to use 'Mid' calc type and hide Selected/Total headers 2019-09-16 13:55:13 -05:00
John Colvin e25514b75e PNL closes filter popups on Apply/Clear click 2019-09-16 12:48:14 -05:00
John Colvin 0f05a45d0d organize PNL FilterStates members (use common pattern to break up sod/day/total/working/etc members) 2019-09-16 12:48:14 -05:00
Eric Harding 399e4bf654 SP-229 Detect unclean shell shutdown and automatically upload an error report 2019-09-16 13:48:12 -04:00
Eric Harding 5908b4478e Error reports should be logged on the client 2019-09-16 13:20:03 -04:00
John Colvin 8107b058b0 remove Same/Opposite pnl cacluation options 2019-09-16 12:14:24 -05:00
John Colvin 7d3efdb220 pnl supports 0 group cols (was hiding all rows in that case) 2019-09-16 12:02:05 -05:00
John Colvin e335c54f20 PNLSettingsVM - move anchor cols to the left, order wrt grouping hierarchy 2019-09-16 11:35:01 -05:00
John Colvin 5b748feb5c DIYGrid - set UseLayoutRounding=False in GridViewColumnHeader style 2019-09-16 11:09:08 -05:00
John Colvin a1b9bad321 don't use layout rounding in shell settings dialog 2019-09-16 10:58:51 -05:00
John Colvin e6ef795de7 pnl auxiliary popups open at the bottom left of the target cell 2019-09-16 10:45:29 -05:00
John Colvin aa88a0906d fix PopupAdorner initial position (when opening under target element, rather than mouse) 2019-09-16 10:44:40 -05:00
John Colvin 4b75aa6080 specify comparer for pnl working order pos cols 2019-09-16 10:23:32 -05:00
Kevin Darby e6ab7d825a fix fs build 2019-09-16 11:15:56 -04:00
John Colvin 7b5155f599 pnl default filtering: 'sec type = fut' and 'has day trades = true' 2019-09-16 09:50:26 -05:00
Kevin Darby c78e6e8315 rather large master -> ice merge 2019-09-16 10:43:19 -04:00
Eric Harding 44571a5af5 spark shell should dispose daemons 2019-09-16 10:41:58 -04:00
Eric Harding 7b833087e5 Merged in SP-233-wilson (pull request #342)
RTM: SP-233 wilson
2019-09-16 13:05:41 +00:00
Eric Harding 12f1e026d0 Update release notes 2019-09-16 09:05:10 -04:00
Eric Harding 762ce06f7c Merge branch 'prod' of bitbucket.org:bluetradesys/spark into SP-233-wilson 2019-09-16 09:00:14 -04:00
John Colvin 657973c2d4 pnl toggles group 'is_expanded' on double click 2019-09-15 20:05:15 -05:00
John Colvin c509669de9 hookup pnl grid background 2019-09-15 19:47:51 -05:00
John Colvin d79378aa28 initialize _enable_background_color in GridSettings default constructor (dropped line in master -> pnl_draft merge) 2019-09-15 19:42:44 -05:00
John Colvin 5799d5ed1e style cop method grouping in PNLVM 2019-09-15 19:24:06 -05:00
John Colvin 05a7f9fa72 most pnl columns are right aligned by default 2019-09-15 19:10:09 -05:00
John Colvin fef0143ee9 increase PNLSettings working long/short avg price col default width 2019-09-15 19:10:08 -05:00
John Colvin ece8a12f4a hook up cpp filter in PNLView.xaml 2019-09-15 19:10:08 -05:00
John Colvin 6758c94adf add 'security key' column to pnl 2019-09-15 19:10:04 -05:00
John Colvin 8930f59cd6 pnl wasn't saving cpp filter state (with ~50 columns, really helps to keep col-based members tightly organized) 2019-09-15 19:07:37 -05:00
John Colvin 967f789114 add security_key prop to PNL FilterStates (recategorize has_day_trades and cpp while we're at it) 2019-09-15 19:07:37 -05:00
John Colvin d1210b06cc fix pnl group-row sort 2019-09-15 19:07:34 -05:00
John Colvin caeda6c12a better categories for a few column enum vals in pnl window 2019-09-15 18:38:49 -05:00
John Colvin b6bf02045e DIYGrid sorting was checking wrong event args' 'Handled' 2019-09-15 12:23:33 -05:00
John Colvin 156561c976 hookup pnl group row [alternating]background colors 2019-09-15 12:02:54 -05:00
John Colvin 6a433b8cef add PartialConverter 2019-09-15 11:55:31 -05:00
John Colvin 1d9f0de409 add DynamicAlternationConverter 2019-09-15 11:53:41 -05:00
John Colvin 66b06d7190 PNLSettings invalidates _grid_cell_appearance when grid prop is assigned 2019-09-14 10:20:18 -05:00
John Colvin 9c160f5e41 define pnl auxiliary popup in xaml (also fixes overlapping text in title) 2019-09-14 10:15:06 -05:00
John Colvin 19f4bfb6ab MiniOrderBookView default constructor (so it can be declared in xaml) 2019-09-13 23:27:33 -05:00
John Colvin a06dc98b98 move 'FocusOnLoaded' attached prop from TextBoxBehavior -> Behavior (it's a general behavior) 2019-09-13 22:45:22 -05:00
John Colvin 95b6382a3a hook up pnl header row background setting 2019-09-13 19:19:27 -05:00
John Colvin 419e8550c1 PNLSettings 'with' method assigns props in same order that Equals impl checks equality (easier to spot incongruence) 2019-09-13 19:19:06 -05:00
John Colvin e29c6a1a22 PNLSettings Equals impl includes header_row_animations 2019-09-13 19:19:06 -05:00
John Colvin daceee2af9 remove 'create_dp' overload that was being called inadvertantly bc compiler interpretted assignment lambda to be a Func instead of Action 2019-09-13 18:57:14 -05:00
BTS ba61d5de76 Add image shorttags in the manual 2019-09-13 19:48:10 -04:00
John Colvin 4594282f2a alphabetize non-proto props in PNLSettings 2019-09-13 18:21:12 -05:00
John Colvin 58ca003c94 ColorPicker (w/ opacity) - increase opacity % text min width so it doesn't expand at 100% (bc of the extra digit) 2019-09-13 17:45:54 -05:00
John Colvin 70c0d422c8 PNLCellAppearanceVM actually loads the font_color 2019-09-13 17:41:23 -05:00
John Colvin a04871f15f PNLSettings equals impl includes 'header_columns' 2019-09-13 17:02:58 -05:00
John Colvin f9b67c7ee4 PNL group/header font color settings work now 2019-09-13 17:01:36 -05:00
John Colvin 69fdec2866 add TypefaceProto (holds font family/weight) 2019-09-13 16:55:51 -05:00
Eric Harding 9052051872 Increase initial logging queue size. 128 is too small 2019-09-13 15:44:26 -04:00
Eric Harding ab5b4e17ad SP-233 SDK sample should avoid async due to hidden complexity 2019-09-13 15:44:12 -04:00
BTS ffbdd81a9e Add Youtube lightbox to manual 2019-09-13 14:57:24 -04:00
John Colvin 269b08e119 [non-functional] code style changes in TradingShellModule 2019-09-13 13:24:23 -05:00
John Colvin 7eb8f32ff7 TradingShellModule hides new/old pnl menu items if disabled in config 2019-09-13 13:20:57 -05:00
Michael Harding 66f58e1d4b Add meta description to Manual 2019-09-13 10:14:19 -04:00
Eric Harding 62274f5129 Append windows event log and crash dumps to error reports 2019-09-12 17:18:47 -04:00
Eric Harding b5b5101faf SP-229 Allow ErrorReportService to accept an arbitrary list of files 2019-09-12 17:17:57 -04:00
Eric Harding bb232d8f1e Add easy convert to immutable function c# 2019-09-12 17:17:15 -04:00
John Colvin 3bb473f62d PNL account/totals only include spread positions in raw cols 2019-09-12 13:54:50 -05:00
Pedro Pinto 4295165427 Updated release notes. 2019-09-12 09:46:26 -04:00
John Colvin 10fbf30ac4 PNL - prettier 3rd level group background color (was mustard yellow, gross) 2019-09-11 18:35:21 -05:00
John Colvin bb0aedeb0d fills - [non-root] order type column filter shows badge color 2019-09-11 17:52:07 -05:00
John Colvin e01c7f5372 SP-227 Display originating top algo in the fills window 2019-09-11 17:46:39 -05:00
John Colvin d6cb22bdf8 add 'OrdersModel.on_fill_tuples_with_root' stream 2019-09-11 16:12:15 -05:00
Taha Afzal 9a1199a058 Better comments 2019-09-11 16:07:15 -04:00
John Colvin adcb5502b0 UserSettingsHub fills migration rules impl 2019-09-11 13:04:52 -05:00
Pedro Pinto 62f1911f35 Merge branch 'SP-220-raw-day-pos' into prod 2019-09-11 13:56:33 -04:00
Pedro Pinto d75c8af729 Updated release notes. 2019-09-11 13:53:03 -04:00
Taha Afzal 1b3f5bc8a6 Fixed a bug with reporting 2019-09-11 13:44:37 -04:00
Pedro Pinto da95ece9fc Merge branch 'SP-221-sound-alerts' into prod 2019-09-11 13:28:42 -04:00
John Colvin d6ff13dd00 [non-functional] style cop changes (i am ocd) 2019-09-11 12:23:24 -05:00
John Colvin 1124829aad UserSettingsHub migration rule impl uses IImmutableProperty to reduce chance of typos 2019-09-11 12:08:01 -05:00
John Colvin f9d98787a0 added IImmutableProperty interface and anonymous factory impl 2019-09-11 12:00:15 -05:00
Pedro Pinto deca2bedb5 Made GMI sftp settings empty for prod use. 2019-09-11 09:55:24 -04:00
Taha Afzal 1b767f6e5e Cleaning up 2019-09-09 18:03:07 -04:00
Taha Afzal fe647044f8 Adding comments to SpreaderUtils 2019-09-09 15:03:52 -04:00
John Colvin 5f52d81194 white space formatting in StateManager.cs 2019-09-09 13:13:33 -05:00
John Colvin 792a4bcace added 'transition_on_loaded' delegate param to StateManager.GoToState (to avoid overwriting a more recent target state) 2019-09-09 13:13:33 -05:00
John Colvin f012f4d70b remove unusued variable in 'StateManager.GoToState' 2019-09-09 13:05:07 -05:00
John Colvin aaca502500 add dispatcher thread name to assert log 2019-09-09 11:42:11 -05:00
John Colvin de64bd843c was adding account name twice to position tool tip in ladder 2019-09-09 10:40:21 -05:00
John Colvin af7897f9f3 pnl 'has day trades' col is visible by default 2019-09-07 19:25:16 -05:00
John Colvin 0defcce179 hookup pnl raw day pos hyperlink popups 2019-09-07 19:21:18 -05:00
John Colvin b69035acf7 PNL 'RemoveColumn/Animations' migration rules remove columns that are no longer in the columns enum (instead of removing specific, defined columns) 2019-09-07 19:21:18 -05:00
John Colvin 8e33343f9c include raw day pos filters in PNLFilterStates Equals impl 2019-09-07 19:08:18 -05:00
John Colvin 5f718750a3 hookup pnl raw day pos filters in 'build_predicate' extension 2019-09-07 19:08:06 -05:00
John Colvin 935227cfa2 PNLVM - fix some filter paths 2019-09-07 19:03:48 -05:00
John Colvin 940705a066 remove avg price delta columns from pnl window 2019-09-07 18:56:08 -05:00
John Colvin d2bfcf7603 remove avg price delta columns from new pnl 2019-09-06 20:04:03 -05:00
John Colvin ae4e6c2221 add SecurityType to pnl anchorable columns 2019-09-06 20:04:03 -05:00
John Colvin 2a85289c6a pnl settings dialog - bind anchor item checkboxes to vm (was hardcoded in xaml) 2019-09-06 20:04:03 -05:00
John Colvin 0047890f9d PNLSettings foreground animations shouldn't use partial opacity 2019-09-06 20:04:03 -05:00
John Colvin dab3b3cd80 impl pnl settings migration rule to add raw day pos columns 2019-09-06 20:03:56 -05:00
John Colvin 593533736b add IPNLSettingsMigrationRule interface, hookup in UserSettingsHub 2019-09-06 17:50:49 -05:00
John Colvin eb29368b80 impl raw day pos columns in pnl view/vm 2019-09-06 17:50:49 -05:00
John Colvin b93203e4b6 add raw day cols to PNLSettings 2019-09-06 17:50:49 -05:00
John Colvin f87c04a835 refactor add_missing_columns extension 2019-09-06 17:26:10 -05:00
Eric Harding a63657e0d5 SP-214 add doc comment for on_status 2019-09-06 16:06:01 -04:00
Eric Harding b702d8dc9e SP-214 simplify trading status for synthetic logic 2019-09-06 16:03:33 -04:00
Eric Harding b0e5a4929f SP-214 attempt to simplify calling securityTradingStatus 2019-09-06 16:02:02 -04:00
Kevin Darby 7d2695e602 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-06 11:46:40 -04:00
John Colvin 79a8a29bac LadderView.PositionToolTipConverter - restructure impl a bit, change comments 2019-09-05 19:07:00 -05:00
John Colvin 6aaed0e76e simplify LadderView.PositionToolTipConverter impl 2019-09-05 18:57:41 -05:00
John Colvin 8072eece66 SP-220 pr edit: added comment explaining confusing position display formatting 2019-09-05 18:37:33 -05:00
John Colvin 043d826442 GreaterThanTrigger IEquatable impl 2019-09-05 17:36:51 -05:00
John Colvin 3bf9fa08e5 SP-221 Deleting an alert with 'Not Between' causes the shell to crash 2019-09-05 17:32:19 -05:00
John Colvin 79a7b8504e SP-220 mview row raises invalidated event view when raw day pos changes 2019-09-05 17:01:50 -05:00
John Colvin ffd2dd22c2 SP-220 fix raw day pos tooltip in ladder 2019-09-05 16:58:46 -05:00
John Colvin 469e4636e3 overload ValueConverter.create for 4 generic input args 2019-09-05 16:53:22 -05:00
John Colvin 15b45b7494 Ladder was hiding the position button when only raw day pos was checked 2019-09-05 14:07:33 -05:00
Michael Harding edf9fd268f Merged master into icons 2019-09-05 14:59:40 -04:00
Michael Harding 9f1bae7d6f Make icons more consistent 2019-09-05 14:38:00 -04:00
John Colvin 52a35a56de add null check to ISettingsMigrationRule selector-wrapper impl 2019-09-05 12:42:56 -05:00
John Colvin 59338635f1 rename file PNLNormalizedDataVM.cs -> PNLHeaderRowVM.cs 2019-09-05 12:27:58 -05:00
John Colvin 0f3c0c2f24 remove PNLNormalizedDataVM class (no longer needed) 2019-09-05 12:27:58 -05:00
John Colvin fa76cad459 PNLRowCollectionView - remove some diagnostic code that is no longer needed 2019-09-05 12:27:54 -05:00
John Colvin b98d51cc55 PNLNormalizedDataVM doesn't need to perform net pos arithmetic (data already does) 2019-09-05 12:04:40 -05:00
John Colvin 1c10149a2c fix typo in PNLNormalizedData.ToString() 2019-09-05 12:00:13 -05:00
John Colvin 2ab063d5cd remove unused method 'PNLNormalizedData.create_nanless' 2019-09-05 11:57:19 -05:00
Eric Harding 030cf8a938 SP-214 Missed initialization of EventStream 2019-09-05 12:44:56 -04:00
John Colvin 2b8815c90d fix typo in PNL WorkingOrderData (change '<' to '<=') 2019-09-05 11:40:04 -05:00
John Colvin a7ee3b28ff [non-functional] normalize white space, remove dead comments in OrdersModel.cs 2019-09-05 11:14:59 -05:00
John Colvin 06af24666b Merge remote-tracking branch 'origin/master' into pnl_draft 2019-09-05 10:58:07 -05:00
Pedro Pinto d7a98a8a95 Updated release notes. 2019-09-05 11:44:49 -04:00
John Colvin f0a144e786 Merged in raw-day-pos (pull request #336)
RTM Raw day pos

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-09-05 15:22:53 +00:00
Jake Norbut c45f131dc0 mview settings manager should use mv grid defaults and not pnl 2019-09-05 10:15:35 -05:00
Jake Norbut b5a227f7aa I don't think we need this now that we have John's IxxxMigrations rules 2019-09-05 10:14:41 -05:00
Michael Harding b4f2de327a test updates 2019-09-05 10:08:20 -04:00
John Colvin 6bc5b35295 PNLSettings view 'header' cell background override disabled placeholder was on wrong row 2019-09-05 00:20:21 -05:00
John Colvin 562bb0423a PNLSettings view - add 'None' to header display dropdown items 2019-09-05 00:15:12 -05:00
John Colvin 122a2c6f53 PNLSettings - rename 'Selected/Total Row' -> 'Header Row' 2019-09-05 00:12:01 -05:00
John Colvin dbf6bc1bf8 PNLSettings view HeaderRowDisplay dropdown 2019-09-05 00:11:24 -05:00
John Colvin 569bcee7e7 EnumHelper.split_flags returns the default value by iteself if flag is 0 2019-09-05 00:05:23 -05:00
John Colvin 8e471af048 split PNLSettings viewmodels into separate files 2019-09-04 23:14:51 -05:00
John Colvin f7c8ceb88d SP-202 PNL feedback - get rid of checkboxes and selected row 2019-09-04 19:11:41 -05:00
John Colvin 48fca3a9cc PNLSettings HeaderRowDisplay defaults to 'Total' (hides SelectedTotal) 2019-09-04 19:10:02 -05:00
John Colvin adce1a40a8 SP-202 PNL feedback - reset to factory does not work 2019-09-04 18:59:53 -05:00
John Colvin 6f88e7585b SP-202 PNL feedback - make grouping the first tab in settings 2019-09-04 18:55:05 -05:00
John Colvin 7b0fd23b5b SP-202 PNL feedback - rename 'Waterfall' to 'Cascade' 2019-09-04 18:53:35 -05:00
John Colvin e433de5241 PNLSettings group/total headers animate foreground instead of background 2019-09-04 18:50:27 -05:00
John Colvin 8e1e96d9f8 fix merge (DIYGrid lost change that added Background/Border TemplateBindings) 2019-09-04 18:45:47 -05:00
John Colvin ff9c9e2d64 Merge branch 'master' into pnl_draft 2019-09-04 18:41:24 -05:00
John Colvin 70a1f0305e export mview 'sanitize' logic as ISettingsMigrationRules 2019-09-04 17:09:50 -05:00
John Colvin 6bb7348b54 edit TradeAlertsManualTest 2019-09-04 15:40:35 -05:00
John Colvin 1cfba93216 SP-210 Trade Alerts Manual Test 2019-09-04 15:12:06 -05:00
Kevin Darby ba33d9a657 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-09-04 15:11:14 -04:00
Kevin Darby 5b2a6215a7 fixing tests 2019-09-04 15:09:56 -04:00
Eric Harding 9edb5625c1 Dorman Algo : Use the lower value when between entries in the step table 2019-09-04 14:41:59 -04:00
Kevin Darby a31ad90be4 shorten prorata parameter names by removing 'enable_' 2019-09-04 14:01:20 -04:00
Kevin Darby bddebfc25b fix some tests 2019-09-04 14:00:54 -04:00
John Colvin f184ec5ecf SP-218 add raw day pos column to mview 2019-09-04 11:45:23 -05:00
John Colvin b0a1d4f448 stack MarketViewView.Columns enum values vertically 2019-09-04 11:45:23 -05:00
John Colvin 5bcb75b15c SP-217 add raw day pos to ladder (expose via optional setting) 2019-09-04 11:45:23 -05:00
John Colvin 24ce565051 SP-213 add raw day pos column to original pnl window 2019-09-04 11:45:23 -05:00
Eric Harding 23d4e7f78d SP-214 Wire StatusEvent to IAlgoOrder/IAlgoServices 2019-09-04 11:49:12 -04:00
John Colvin d3aa696afb GridSettings 'add_missing_columns' extension 2019-09-04 10:30:35 -05:00
John Colvin e33028669d UserSettingsHub imports/applies IPAndLGridSettingsMigrationRules 2019-09-04 10:30:35 -05:00
John Colvin 81700b03c8 add ISettingsMigrationRule 2019-09-04 10:30:35 -05:00
Eric Harding 8e2092c3e2 SP-214 add status to MDSource.h 2019-09-04 10:39:31 -04:00
John Colvin 775ff3e2db PAndLWindow default settings was missing 'has day trades' col 2019-09-03 16:47:12 -05:00
Taha Afzal 69dcfdb2bd Delete parameter added 2019-09-03 16:57:41 -04:00
Eric Harding 51584e5e0f SP-214 Expose trading_status on MDConsumer. 2019-09-03 14:40:15 -04:00
Pedro Pinto 9f48b648b7 Added an option to run our FIX simulator standalone.
This is needed to run wire to wire speed trials.
2019-09-03 14:29:24 -04:00
Pedro Pinto f0376843db Updated CME logon file, made it so its always copied if in dev 2019-09-03 14:23:10 -04:00
Eric Harding cb46e853ee SP-214 map cme status to co2 status 2019-09-03 14:06:35 -04:00
Eric Harding 9e2ad000d4 Write exchange_status MDP3 2019-09-03 13:44:58 -04:00
Kevin Darby cb52c14db1 disable span by default 2019-09-03 10:17:14 -04:00
Taha Afzal 2b53a051d3 Presod local fills are deleted at startup, Modified the SOD test to test for this 2019-09-01 13:00:15 -04:00
Taha Afzal 768853bbe5 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-08-30 18:30:15 -04:00
Taha Afzal cc40c523f9 Local fills are not applied to the SOD, Admin fills are applied to the SOD (if they havent been overwritten by the base) 2019-08-30 18:30:11 -04:00
Pedro Pinto c7fd8deabe Updated release notes. 2019-08-30 16:59:37 -04:00
Pedro Pinto 6a896586ce Added MD sequence number to order FIX. 2019-08-30 16:55:23 -04:00
Pedro Pinto c4f4a8ff4e Updated release notes. 2019-08-30 11:29:07 -04:00
Pedro Pinto 1cc594d3a4 Merged in SP-91-position-migration (pull request #331)
SP-91 position migration
2019-08-30 15:22:39 +00:00
Pedro Pinto 6725762fa1 Merged master 2019-08-30 11:20:18 -04:00
Eric Harding 2dd2b4e9b8 Merged in api_support (pull request #335)
Api support
2019-08-29 20:59:07 +00:00
Eric Harding 6c78a949bb Merge branch 'master' of bitbucket.org:bluetradesys/spark into api_support 2019-08-29 16:51:00 -04:00
Eric Harding ce0beafac3 CR feedback 2019-08-29 16:43:43 -04:00
Michael Harding b2f27e0a58 Manual fills updated after 1970 2019-08-29 16:24:52 -04:00
John Colvin a9152ff365 Merged in sound-alerts (pull request #332)
RTM Sound alerts
2019-08-29 19:59:31 +00:00
Michael Harding 9ea581367b Add timestamp to Position management 2019-08-29 15:58:33 -04:00
John Colvin b761e24dbc accidentally changed 'Recreate' icon (set it back to Beaker) 2019-08-29 15:51:04 -04:00
John Colvin ca8a148108 Merge remote-tracking branch 'origin/master' into sound-alerts-draft 2019-08-29 15:03:00 -04:00
John Colvin 53586d19df add comment abt accessing dispatcher in ThreadedWindowLauncher 2019-08-29 14:47:39 -04:00
Pedro Pinto 095e4bc325 Updated release notes. 2019-08-29 14:46:36 -04:00
John Colvin 5b8a5af7cd ThreadedWindowLauncher exits loop after the timeout 2019-08-29 14:42:58 -04:00
Pedro Pinto 6a8f2a4868 Updated release notes 2019-08-29 14:36:40 -04:00
John Colvin b7c9d282ea SP-212 (Alerts Feedback) - cancel button dismisses dialog 2019-08-29 14:18:15 -04:00
John Colvin 8cc61628e3 SP-212 (Alerts Feedback) - Initial dialog is too large 2019-08-29 14:15:44 -04:00
Jake Norbut 6f91d1a890 Merged in SP-211 (pull request #333)
RTM - Launcher window will always show a title in taskbar preview
2019-08-29 18:12:24 +00:00
John Colvin 548328dc41 regular settings dialog can use BTSDialog style (now that icon height/margin looks good) 2019-08-29 13:56:28 -04:00
John Colvin 12c864368d better icon margin/height in BTSDialog (Style) Template 2019-08-29 13:52:22 -04:00
John Colvin dd60692b28 better alerts icon 2019-08-29 13:35:43 -04:00
Michael Harding 9fc4b369bf Clear security dropdown 2019-08-29 13:22:53 -04:00
Eric Harding d12200e977 Allow a larger timeout for rpc connect in bts api 2019-08-29 13:17:57 -04:00
Jake Norbut 38941d9bd9 Launcher window will always show a title in taskbar preview 2019-08-29 10:36:11 -05:00
Pedro Pinto f59f6a54ce Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-29 11:29:30 -04:00
Pedro Pinto 727898fc9c Changed fills to use exchange provided timestamp. 2019-08-29 11:29:12 -04:00
Eric Harding f7b5eeb04c Increase default message queue size on windows 2019-08-29 10:49:38 -04:00
Michael Harding 908f924e28 Manual fills feedback - simple items 2019-08-29 10:33:40 -04:00
Taha Afzal 0ff2fbc4ff Modifying tests according to the limit changes 2019-08-28 22:24:54 -04:00
Taha Afzal 82535c915a Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-28 20:15:20 -04:00
Taha Afzal 038137d002 Cleaned up SOD time and modified the test 2019-08-28 20:15:15 -04:00
Pedro Pinto 031dd3779d Fixed windows build. 2019-08-28 19:04:08 -04:00
Pedro Pinto 5c552f4e50 Fixed windows build 2019-08-28 18:47:15 -04:00
Eric Harding 64d43be34a Add error checking to order sample 2019-08-28 15:56:27 -04:00
Eric Harding d544511993 Additional managed init cleanup 2019-08-28 15:47:36 -04:00
Pedro Pinto 5c2617d065 Merge branch 'master' into SP-91-position-migration 2019-08-28 14:35:43 -04:00
Pedro Pinto 27dfc14085 Updated release notes. 2019-08-28 14:32:24 -04:00
Pedro Pinto 8f43c2e172 Merge branch 'SP-175-bg_color' 2019-08-28 14:31:00 -04:00
Eric Harding e030518d60 Config bug: if configserver is down but we proceed (for unit tests or something) we don't get the right values 2019-08-28 14:25:37 -04:00
Pedro Pinto f794537868 Updated release notes. 2019-08-28 14:21:45 -04:00
Eric Harding 7a4cb105d8 Merged in entitlement_logging (pull request #327)
RTM: Add entitlement logging to everyone's favorite super long md log
2019-08-28 18:20:24 +00:00
Eric Harding 06e4e34625 Merged in SP-197 (pull request #328)
RTM  SP-197 Move onixs license file into license.h

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-28 18:19:47 +00:00
Jake Norbut 78be61c9ba PR suggestion - changing ISelectionHighlightListener.on_selection_fill's parameter method to be SolidColorBrush so we avoid casting 2019-08-28 13:11:48 -05:00
Jake Norbut d80045d7c0 PR suggestion - adding new _default_enable_background_color const rather than having random falses strewn throughout; good style catch John 2019-08-28 13:07:20 -05:00
Pedro Pinto 725a3dd76b Updated release notes. 2019-08-28 13:57:16 -04:00
Pedro Pinto 81e8acb459 Merge branch 'SP-174' 2019-08-28 13:54:19 -04:00
Pedro Pinto 9cc5a38213 Updated release notes 2019-08-28 13:40:01 -04:00
Pedro Pinto dd28d5375c Merge branch 'SP-163' 2019-08-28 13:32:03 -04:00
John Colvin 46c37059b2 TradeSource should not recycle List in .Scan extension 2019-08-28 13:25:09 -04:00
Jake Norbut b0bfcc861a fixing OrderBook template as well while we're in here 2019-08-28 12:14:28 -05:00
John Colvin 1e353c2a21 ThreadedWindowLauncher max_thread_count = Environment.ProcessorCount 2019-08-28 12:55:49 -04:00
Pedro Pinto e283d05d81 Merge branch 'prod' 2019-08-28 12:50:05 -04:00
Jake Norbut aaf90c5293 PR feedback - Hardening the RowSelectionAdorner 2019-08-28 11:42:09 -05:00
Michael Harding 4f5f73101d Merge branch 'SP-91-position-migration' into SP-150 2019-08-28 12:37:33 -04:00
Michael Harding e1a5c1e6cd Hide GMI upload 2019-08-28 12:35:53 -04:00
Taha Afzal e179f7e5a4 Some error handling (originating the algo from the wrong top spread) 2019-08-28 12:27:36 -04:00
Eric Harding 2ee0f0be2c buildspark.cmd should touch CMakeLists so it doesn't get lonely 2019-08-28 12:26:41 -04:00
Eric Harding 5bdaab0581 Add BTS.init() to init_spark lib and provide args 2019-08-28 12:26:03 -04:00
Jake Norbut 707b5cf016 PR suggestion - adding Flags to enum declaration 2019-08-28 11:03:25 -05:00
Jake Norbut f415cddf0b Merged in SP-208 (pull request #330)
SP-208 - no nullref when clearing empty discrete filter

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-28 15:52:57 +00:00
Jake Norbut 8c36b498a4 proposed release notes 2019-08-28 10:45:45 -05:00
Taha Afzal dba3747d98 Need more robust error checking, functionality works 2019-08-28 11:17:33 -04:00
John Colvin c03263ef0b SettingsModule - put global alerts menu item on top of workspaces 2019-08-28 11:14:15 -04:00
Jake Norbut 94baf15d01 Per John, adding this line back to repopulate items once again 2019-08-28 10:02:37 -05:00
John Colvin c36541cee0 GlobalAlertsDialog SizeToContent=Width 2019-08-28 10:39:07 -04:00
Jake Norbut 14aad6ece8 SP-208 - no nullref when clearing empty discrete filter 2019-08-28 08:48:34 -05:00
Michael Harding 088185d5ce Fix revert 2019-08-28 09:42:17 -04:00
Jake Norbut 08478a2663 don't skip new bool when serializing settings to disk 2019-08-28 08:01:23 -05:00
John Colvin 9fd88f2a86 model 'ToggleSwitch' style after windows 10 settings dialog toggle buttons 2019-08-28 00:30:48 -04:00
John Colvin 83b8f14aa0 added ShowGlobalAlerts SparkCommand to SettingsShellModule 2019-08-28 00:30:47 -04:00
John Colvin aba09e769b added GlobalAlertsDaemon 2019-08-28 00:30:46 -04:00
John Colvin 8de1fa00aa added GlobalAlertsView/VM 2019-08-28 00:30:46 -04:00
John Colvin d1960850e8 added Global\TradeAlertSettings 2019-08-27 18:48:39 -04:00
John Colvin b1714cbd83 SoundNotification IEquatable/Equals impl 2019-08-27 18:48:38 -04:00
John Colvin ed3a1a735e added TradeSource factory methods (creates IObservable<IReadOnlyList<TradeInfo>>) 2019-08-27 18:48:37 -04:00
John Colvin b6d1eb9773 set DIYGrid BorderBrush\Thickness TemplateBindings 2019-08-27 18:48:37 -04:00
John Colvin d39d7b8f47 added ColumnBase default constructor, made 'key' prop mutable so columns can be defined in xaml (snatched from pnl branch) 2019-08-27 18:48:36 -04:00
John Colvin fb4ffaeeb9 DIYGrid.SyncWithColumnGeometry impl (snatched from pnl branch) 2019-08-27 18:48:36 -04:00
John Colvin 19e4079864 add 'LoggerContext' (snatched from pnl branch) 2019-08-27 18:48:36 -04:00
John Colvin a38fb38f33 added DoublePredicateVM (will use in GlobalAlertsVM) 2019-08-27 18:48:36 -04:00
Jake Norbut 20df8a6597 if show_background, then set the background from the color popup, else default to the Fallback background color, transparent 2019-08-27 16:50:47 -05:00
Jake Norbut f90ef6e12c changing can we set the background color override to check for can_override_background_color 2019-08-27 16:49:30 -05:00
Jake Norbut b528e1c1ec background color default should be transparent and not black 2019-08-27 16:48:14 -05:00
Michael Harding 97a2ff9adf Sort securities 2019-08-27 17:30:11 -04:00
Jake Norbut d52ec704fb bind Foreground to font_brush 2019-08-27 15:14:49 -05:00
Jake Norbut e2d065f6b3 allow font color to change on bid/ask implied/direct/merged cols 2019-08-27 15:12:21 -05:00
Michael Harding 6454ea16ae Indicate validation errors in tab 2019-08-27 15:54:29 -04:00
Jake Norbut 298f9261b4 allow overrideable settings to not be overridden 2019-08-27 14:49:43 -05:00
Michael Harding 09805de03e Validate fills before allowing save 2019-08-27 15:23:17 -04:00
Pedro Pinto a0d3447a0d Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-27 14:05:24 -04:00
Pedro Pinto 14be87e22d Added unit test to validate is_expired logic. 2019-08-27 14:05:05 -04:00
Pedro Pinto e61f514c0b Fixed GMI test. 2019-08-27 14:01:06 -04:00
Michael Harding 5e84af4f8f Manual fills validation and style improvements 2019-08-27 13:51:52 -04:00
Pedro Pinto 5f75609d8d SP-180, Lean Redeploying After Detach/Attach 2019-08-27 13:33:34 -04:00
Pedro Pinto bd0e697ea3 Made the SFTP client use the name of the target in its temp file. 2019-08-27 13:28:07 -04:00
John Colvin 67d62f0d8c IPropertyWrapperVM.sync_with_models extension 2019-08-27 13:16:48 -04:00
John Colvin 1712069530 TradeMessage.price extension 2019-08-27 13:16:48 -04:00
John Colvin 2b12e7fee1 INotificationService.link_to_trades method/impl 2019-08-27 13:16:48 -04:00
John Colvin 0fb69c8beb PredicateBuilder.and_safe factory method (handles null args gracefully) 2019-08-27 13:16:47 -04:00
John Colvin 6f68c0f6a1 PredicateBuilder.greater/less_than_or_equal_to factory methods 2019-08-27 13:16:47 -04:00
John Colvin a9df42deec added SparkTag/Command to show GlobalAlerts dialog (not yet implemented) 2019-08-27 13:16:47 -04:00
John Colvin 258f4f394d added NotificationProcessor.process_items (handles multiple items rather than 1) 2019-08-27 13:10:38 -04:00
John Colvin d42ebd7ea5 added ExceptionAssert.Between method 2019-08-27 13:10:37 -04:00
John Colvin d9bb667351 added AppendTextConverter 2019-08-27 13:10:37 -04:00
John Colvin 8ef97d012a EnumHelper.split_flags requires all bits to match and be non-zero 2019-08-27 13:10:36 -04:00
John Colvin 76cc77485a added Side.to_aggressor extension 2019-08-27 13:10:36 -04:00
John Colvin 6572c7344d move TradeInfo into its own file 2019-08-27 13:10:36 -04:00
John Colvin 25dfa9a0a2 IEquatable impl for IPredicate impls 2019-08-27 13:10:36 -04:00
John Colvin 50f6ce9fb4 fix 'TOutter' typo 2019-08-27 13:10:36 -04:00
John Colvin cba1675da7 remove AnonymousMutablePredicate (don't need it) 2019-08-27 13:10:35 -04:00
John Colvin 3720a7728f added ThreadedWindowLauncher (will be used to launch GlobalAlertsDialog) 2019-08-27 13:10:35 -04:00
John Colvin ce26c2acaf reduce ComboBox default padding 2019-08-27 13:08:18 -04:00
Michael Harding 631964e8bd Add manual fills before validating 2019-08-27 12:41:09 -04:00
Jake Norbut 4ea32e06a9 fix ActionMenu binding in SimpleGrid template
(cherry picked from commit 3b25e181fa)
2019-08-26 16:26:42 -05:00
Jake Norbut 3b25e181fa fix ActionMenu binding in SimpleGrid template 2019-08-26 16:22:33 -05:00
Taha Afzal 3bd4dce5cb Spread positions limits can be optionally not enforced 2019-08-26 16:34:51 -04:00
Eric Harding 880dac06b9 SP-197 factor common code between onixs cme/ice 2019-08-26 15:31:44 -04:00
Pedro Pinto cb6e004931 SP-206, expiration predicate takes SOD into account 2019-08-26 14:00:17 -04:00
Kevin Darby c19aae91a6 added checkbox for ignoreSpreadPositionLimits 2019-08-26 13:54:19 -04:00
Kevin Darby 2194ea027f added default for ignoreSpreadPositionLimits 2019-08-26 13:33:59 -04:00
Taha Afzal ded84cfb1c Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-26 13:12:21 -04:00
Taha Afzal 0464b61de5 Optionally ignore spread posiiton limits 2019-08-26 13:12:15 -04:00
Michael Harding 7cbfc4d7d7 Merge branch 'SP-91-position-migration' into SP-150 2019-08-26 10:56:04 -04:00
Eric Harding af83516e38 Add user to KEYCODE logging 2019-08-26 10:22:48 -04:00
Michael Harding 8f4f0649a6 Comment out position tab 2019-08-26 09:32:40 -04:00
Taha Afzal 68834e2a6d SP-186 2019-08-25 15:49:16 -04:00
Taha Afzal 3e7627ac24 Almost done, need to hook up hedging (cover) and parameter change 2019-08-24 13:08:26 -04:00
Pedro Pinto 3181501210 Allowed GMI parser to skip option positions. Fixed default conf file 2019-08-23 17:25:39 -04:00
Pedro Pinto 0cec54dd62 Merge branch 'master' into SP-91-position-migration 2019-08-23 16:28:07 -04:00
Pedro Pinto 1766feebcb Fixed SP-157, starting up with 0 fills is no longer a problem. 2019-08-23 16:25:15 -04:00
Eric Harding e2d10bc518 SP-197 Move onixs license file into license.h 2019-08-23 15:07:30 -04:00
Eric Harding aacc5d8d27 add entitlement logging to everyone's favorite super long md log 2019-08-23 11:50:59 -04:00
Eric Harding 0ddf145ef9 Merged in settingsmanager_bugfix (pull request #319)
RTM: Settingsmanager : handle more than 9 users
2019-08-23 01:50:48 +00:00
Eric Harding e7ee32b3df SP-199 Apply cash_per_point overrides in SecurityMapper 2019-08-22 12:48:40 -04:00
Eric Harding fc41203f28 merge master 2019-08-22 12:40:35 -04:00
Pedro Pinto 13009a6d90 Fixed clang build 2019-08-22 12:00:05 -04:00
Pedro Pinto fa55a61ef3 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod 2019-08-22 11:43:08 -04:00
Pedro Pinto e832252669 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-08-22 11:41:30 -04:00
Pedro Pinto 31980f7c14 Updated release notes. 2019-08-22 11:41:14 -04:00
Pedro Pinto d63ee80f94 Fixed up internal tool only pp uses. 2019-08-22 11:40:53 -04:00
Jake Norbut ca69e11fff Merged in SP-190 (pull request #325)
use Spreader AlgoFormat when security is synthetic

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-08-22 15:38:17 +00:00
Eric Harding 9d202906f0 Merged in SP-184-add-display-factor-mapping (pull request #326)
SP-184 add display factor mapping

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-08-22 15:27:04 +00:00
Pedro Pinto 968dd5a4d3 Merge branch 'prod' 2019-08-22 11:03:09 -04:00
Pedro Pinto 30cb1fd800 Updated externals subrepo pointer 2019-08-22 11:02:35 -04:00
Pedro Pinto 38eb122bbc Updated docker subrepo pointer 2019-08-22 11:01:51 -04:00
Taha Afzal 1b043f77cb Basic scaffolding in place for pyramid algo, shows up in the UI 2019-08-22 11:01:42 -04:00
Eric Harding e2e31d310f SP-184 Update SOM price mult 2019-08-22 10:55:02 -04:00
Eric Harding 6890a61b26 Add SOM display factor to defaults 2019-08-22 08:51:29 -04:00
Eric Harding 36828a979f Add std::optional stand-in for _WIN32 2019-08-21 18:40:26 -04:00
Eric Harding 57bf60e6df Extract parse_enum<T> for parsing protobuf enum to optional<T> 2019-08-21 18:40:26 -04:00
Eric Harding 8e3a83d314 SP-184 Revenge of Mapping Part IV 2019-08-21 18:40:26 -04:00
Jake Norbut dc43d25c53 use Spreader AlgoFormat when security is synthetic 2019-08-21 15:54:23 -05:00
Jake Norbut 068e762f44 PR feedback - Workspaces are now Topmost true; gret suggestion Eric! 2019-08-21 11:28:19 -05:00
Jake Norbut 845fa99bd0 swapping these statements so no NullRef 2019-08-21 10:48:48 -05:00
John Colvin 2b5403bbd5 Merged in sorted-wrapper-crash (pull request #324)
SP-188 DiscreteValuesFilterVM SortedWrapper crash
2019-08-21 15:34:50 +00:00
John Colvin c9ff3e1bb3 SP-188 DiscreteValuesFilterVM SortedWrapper crash 2019-08-21 10:21:18 -05:00
Pedro Pinto c60ada3c78 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-20 20:18:14 -04:00
Taha Afzal ed7790bc0c Admin day positions hooked up 2019-08-20 16:10:12 -04:00
Jake Norbut 63434516f8 quoting workspace names in confirmation dialogs 2019-08-20 14:44:14 -05:00
Jake Norbut 8d5715d510 adding comment 2019-08-20 14:37:29 -05:00
Jake Norbut e8b1786411 splitting date and time in UI into separate columns; formatting DateTime is now done in Style 2019-08-20 14:24:07 -05:00
Jake Norbut b2be4c58c4 Workspaces ComboBox now has a table-like appearance 2019-08-20 13:43:10 -05:00
Jake Norbut 380d263c5e stylizing ComboBox for a 2 column layout 2019-08-20 13:01:09 -05:00
Jake Norbut 9a13fb3626 adding LastSaveTime to VM for use in UI 2019-08-20 13:00:39 -05:00
Pedro Pinto 924eb31d1d Merged 2019-08-20 13:36:22 -04:00
Jake Norbut a8cd07e4d4 relocating commands here, adding confirmations, etc 2019-08-20 10:16:21 -05:00
Jake Norbut aa3dda2c57 adding DisplayName property that displays last save info if available 2019-08-20 10:15:34 -05:00
Jake Norbut 4e78938827 adding last_save_lldatetime ulong to proto; populing said field in save_workspace 2019-08-20 10:14:45 -05:00
Jake Norbut 02062ee07b removing commands 2019-08-20 10:13:40 -05:00
Jake Norbut ed10545d8a Removing no longer valid VisualState changes 2019-08-20 10:12:41 -05:00
Jake Norbut 1335813031 bringing order to Workspaces dialog UI 2019-08-20 10:10:30 -05:00
Michael Harding cacf3933be GMI file Upload 2019-08-20 11:09:28 -04:00
Taha Afzal f7b89b3d39 Flling the AdminServiceUtils::get_clearing_account_map stub 2019-08-19 17:13:00 -04:00
Eric Harding 14cbd4a174 ICE: make settlement price conditional on onMarketSnapshot 2019-08-19 16:30:37 -04:00
Taha Afzal d86e7c4ad2 Adding price multiplier to GMI_SymbolMap 2019-08-19 16:17:49 -04:00
John Colvin 6e3e4e1385 OrdersModel.on_pnl uses TableCheckedAutoCorrect() to avoid crashing due to bug in security join 2019-08-19 14:56:25 -05:00
John Colvin 0864925031 TableCheckedAutoCorrect diagnostic method 2019-08-19 14:56:25 -05:00
John Colvin d122d5704b ColorPickerPopup disabled animation 2019-08-19 13:15:00 -05:00
John Colvin 8a1a75098e organize ComboBox color resources in Colors.xaml 2019-08-19 13:15:00 -05:00
John Colvin 7063035e7b set ColorPickerWithOpacitySlider label column MinWidth, so slider's width doesn't react to text width changes 2019-08-19 13:15:00 -05:00
John Colvin 0db69f1b1b guard against potential null ref 2019-08-19 13:15:00 -05:00
John Colvin efa07fe96e impl new PNL settings dialog 2019-08-19 13:15:00 -05:00
John Colvin a36f9278d5 added DataTypeTemplateSelector 2019-08-19 13:15:00 -05:00
John Colvin 727f39b6a6 KeyedTemplateSelector 'TryMatchType' fallback behavior 2019-08-19 13:15:00 -05:00
John Colvin d0c978b71c ColorPickerPopupVM initailizes palettes lazily 2019-08-19 13:15:00 -05:00
John Colvin 6e9d164d32 added ColorPickerPopup.bind_opacity_to_alpha flag and behavior impl 2019-08-19 13:15:00 -05:00
John Colvin 50a96fc22a PopupControl Width TemplateBinding 2019-08-19 13:15:00 -05:00
John Colvin c6499976a9 config to toggle animations, and pause/resume buttons in new pnl window 2019-08-19 13:15:00 -05:00
John Colvin 4b8ca8d97e add comment explaining why ColumnBase.create() should not access dp store 2019-08-19 13:15:00 -05:00
John Colvin 7e77e510fc SP-47 Revamp PnL form 2019-08-19 13:15:00 -05:00
John Colvin bd24381986 made ExpressionSnakeToTitleCaseConverter (for pnl rules text) 2019-08-19 13:14:59 -05:00
John Colvin 5830eee68d CoreExpressionParser casts decimals to doubles (for pnl rules, wrt PNLNormalizedData) 2019-08-19 13:14:59 -05:00
John Colvin f3928f58dd added CoreExpressionEvaluator.try_create/validate methods (for pnl rules, and potential use down the road) 2019-08-19 13:14:59 -05:00
John Colvin 72d57b242e ToArray() extension for IList that accepts selector param 2019-08-19 13:14:59 -05:00
John Colvin 9a6e43e4a4 added static 'editable_columns' prop to OrderBookColumns, for easier miniob creation 2019-08-19 13:14:59 -05:00
John Colvin ffb443fcb2 added OrderBookVM constructor to specify iobservable orders_source arg 2019-08-19 13:14:59 -05:00
John Colvin f22e68f4bc added OrderDataHelper.PriceComparers for double and decimal 2019-08-19 13:14:59 -05:00
John Colvin 09f08f0a57 added error margin/epsilon comparer to MathUtils 2019-08-19 13:14:59 -05:00
John Colvin 53ca6aade8 added 'RealPrice' dp to PriceEntryCommitControl, which updates the 'prospective price' if the control doesn't have KeyboardFocus 2019-08-19 13:14:59 -05:00
John Colvin b968ebe492 (Simple)GridColumnSettingsVM were not properly clearing font/color weight overrides 2019-08-19 13:14:59 -05:00
John Colvin bbef942f86 ColumnGeometry.visible_width should not return negative value 2019-08-19 13:14:59 -05:00
John Colvin 7859b7923e hook up DIYGrid.ColumnBase 'is_visible' prop 2019-08-19 13:14:59 -05:00
John Colvin 8202b51cb9 correct ScrollViewerCorrector 2019-08-19 13:14:59 -05:00
John Colvin ddd41ab317 add ScrollViewer to DragDropListBox ControlTemplate 2019-08-19 13:14:59 -05:00
John Colvin d175a53ef8 added TriggerAnimation facilities for DIYGrid 2019-08-19 13:14:59 -05:00
John Colvin 904e238a78 DIYGridAnimationAdorner supports GroupItems 2019-08-19 13:14:59 -05:00
John Colvin 0fb1425766 refactor MappedDictionary.create, to avoid ambiguity in untyped lambdas 2019-08-19 13:14:59 -05:00
John Colvin 2104fd5ad8 add background_override prop to GridColumnSettings 2019-08-19 13:14:59 -05:00
John Colvin 26a58e82bf add argb prop to NullableColorProto 2019-08-19 13:14:59 -05:00
John Colvin 01e96c8241 added 'argb_color' uint extension (like rgb_color, but includes alpha byte) 2019-08-19 13:14:59 -05:00
John Colvin ab931bb527 add pause icon 2019-08-19 13:14:59 -05:00
John Colvin e756897f88 Price formatting delegates 2019-08-19 13:14:58 -05:00
John Colvin 05ea25a86f DIYGrid '_header_frozen' needs to be hidden when no frozen cols (still 1.6 pixels wide) 2019-08-19 13:14:58 -05:00
John Colvin a6ab49a911 normalize namespaces in DIYGrid.xaml 2019-08-19 13:14:58 -05:00
John Colvin 33ee7ac114 DIYGrid ColumnHeaders don't hide HeaderContent behind filter/sort icons 2019-08-19 13:14:58 -05:00
John Colvin 61981a0ea1 refactor ObservableAutoWrapper.connect/connect_item_hooks 2019-08-19 13:14:58 -05:00
John Colvin 204e9383fa added MutableWrapper impl to MappedDictionary 2019-08-19 13:14:58 -05:00
John Colvin d424032757 added 'wrap_selector()' util to CollectionHelper (the wrapper is an ICollection impl) 2019-08-19 13:14:58 -05:00
John Colvin 0fcdf3f4ff added 'FromEventThrottle()' to ObservableExtensions 2019-08-19 13:14:58 -05:00
John Colvin 1b48739e1e added 'ReverseWrapper()' to ListExtensions 2019-08-19 13:14:58 -05:00
John Colvin 8b96b1d835 make ExpanderToggleButton customizable by overriding default togglebutton style key 2019-08-19 13:14:58 -05:00
John Colvin 3569500111 TableUpdate 'Operate' extension 2019-08-19 13:14:58 -05:00
John Colvin 05cfcb5648 TableUpdate 'BufferTable' extension 2019-08-19 13:14:58 -05:00
John Colvin e425064730 TableUpdate 'GroupTable' extension 2019-08-19 13:14:58 -05:00
John Colvin 4a50e7f86d made System.Linq style 'Cast/Select' extensions for ObservableCollection 2019-08-19 13:14:58 -05:00
John Colvin 15cbacd1d2 WPFHelper.measure_visual_content should never return infinity for width/height 2019-08-19 13:14:58 -05:00
John Colvin cdf4a63ae8 HelpButton shouldn't overwrite the ToolTip ContentTemplate (bind style to dynamicresource to support override without breaking existing use) 2019-08-19 13:14:58 -05:00
John Colvin f35a674b9f impl TableUpdate FullJoin 2019-08-19 13:14:58 -05:00
John Colvin 03a4691bc0 added some TableUpdate diagnostic utils 2019-08-19 13:14:58 -05:00
John Colvin a990eac146 NumericSignBrushConverter uses new UniversalNumericComparer to support cross type comparisons 2019-08-19 13:14:58 -05:00
John Colvin 27f06d0f9d move NumericSignBrushConverter.cs into Converters\Numeric dir 2019-08-19 13:14:58 -05:00
John Colvin 7a05ae1714 fix TextCell (remake) 2019-08-19 13:14:58 -05:00
John Colvin 72549a7bcb redo HyperlinkCell (alignment/measurement doesn't work right outside of the HighPerformanceRow) 2019-08-19 13:14:58 -05:00
John Colvin 4f46aa5360 add PopupAdorner.StayOpen dp 2019-08-19 13:14:58 -05:00
John Colvin b07e985e8b fix typo in PopupAdorner: 'Botton' -> 'Bottom' 2019-08-19 13:14:58 -05:00
John Colvin 0c072b018e adjust mini ob 'Select All' checkbox alignment after stretching DIYGrid ColumnHeader content 2019-08-19 13:14:58 -05:00
John Colvin d7456c0528 abstracted out ladder's thread id logic into ShellWindowThreadIDProvider (max thread count = Environment.ProcessorCount for each window type) 2019-08-19 13:14:57 -05:00
John Colvin 60c5159a4a made 'property change detector' that uses prop getter delegate rather than PropertyInfo.GetValue for better performance 2019-08-19 13:14:57 -05:00
John Colvin 7388472f6a ObjectSnapshot.property_table initializes observer on Subscribe 2019-08-19 13:14:57 -05:00
John Colvin c24c31d8d3 DIYGrid features for pnl: 1) select GroupItems, 2) SyncWithColumnGeometry behavior allows Grid(panels) to mirror the DIYGrid's column layout 2019-08-19 13:14:57 -05:00
John Colvin be006051b5 rename 'GroupItem' -> 'HierarchicalGroupItem' to avoid name conflict with System.Windows.Controls.GroupItem 2019-08-19 13:14:57 -05:00
John Colvin 4590dbc056 vertically align min/max/close buttons in BTSWindowTitleTemplate 2019-08-19 13:14:57 -05:00
John Colvin b5e751e625 remove unused 'hook_filters' fns 2019-08-19 13:14:57 -05:00
John Colvin b5a8098d9e IntMinMax (filter) protos impl IEquatable 2019-08-19 13:14:57 -05:00
John Colvin 3d1de2849c added some common DiscreteValuesFilterVM factory fns 2019-08-19 13:14:57 -05:00
John Colvin 887850a612 fix vertical alignments in GridSettingsView 2019-08-19 13:14:57 -05:00
Pedro Pinto 0d910d6f6e Cleaned up docs. 2019-08-19 10:33:08 -04:00
Pedro Pinto f1fe8226b5 Cleaned column references in money parser. 2019-08-19 10:07:25 -04:00
Pedro Pinto d4cd9d5399 Cleaned column references in GMI parser. 2019-08-19 10:00:44 -04:00
Pedro Pinto 3a8d3e0104 Use CTPRIC consistently as the source of trade price. 2019-08-19 10:00:22 -04:00
Taha Afzal a053609cc9 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-16 22:13:41 -04:00
Taha Afzal 6b311883a5 Fixed the bug which was preventing the GMI imported rows to be to shown in the PNL UI 2019-08-16 22:13:36 -04:00
Pedro Pinto c8e3258544 Broke the update cycle between money file download and admin changes. 2019-08-16 21:35:37 -04:00
Taha Afzal a24e814182 Added more logs 2019-08-16 19:33:54 -04:00
Taha Afzal 417413e8c0 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-16 17:46:13 -04:00
Taha Afzal 1090422fa2 base pos tests 2019-08-16 17:46:09 -04:00
Pedro Pinto ff753b0550 Added an option to map GLBX to SIM in GMI import. 2019-08-16 16:25:46 -04:00
Taha Afzal 74f2e2ac50 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-16 15:07:53 -04:00
Taha Afzal ffbed31b33 Added a basic base position text, and logs when base positions ar eupdated 2019-08-16 15:07:49 -04:00
Kevin Darby 4992d2dab6 Implemented set_cash_balance_batch
made defaults/position_cfg build
2019-08-16 14:55:34 -04:00
Taha Afzal 88dbfd4346 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-16 13:40:10 -04:00
Taha Afzal 2c1cf5f2e0 tests for sd 2019-08-16 13:39:58 -04:00
Pedro Pinto 3d6e6ea7db Money file download code complete. 2019-08-16 12:34:02 -04:00
Pedro Pinto 73d1f67dcd Added helper class to share download logic. 2019-08-16 11:29:09 -04:00
Pedro Pinto ebb427dc90 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-16 09:59:03 -04:00
Pedro Pinto 74bed6275a Added skelleton for money file download. 2019-08-16 09:50:15 -04:00
Taha Afzal 20f65a9196 Name changed (unnormalized to raw) 2019-08-16 09:45:36 -04:00
Taha Afzal 69208bf347 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-15 23:43:59 -04:00
Taha Afzal 7c9eac2803 More PositionMap tests 2019-08-15 23:43:53 -04:00
Pedro Pinto 2039be54df Added money file parser. 2019-08-15 22:00:53 -04:00
Pedro Pinto 221f24827b Refactored. 2019-08-15 20:47:50 -04:00
Jake Norbut 5e0f1d450c removing unused property 2019-08-15 15:49:26 -05:00
Jake Norbut ec4f88c68f having row selection adorner reactor to selection changed events rather than key|mouse up|down 2019-08-15 15:48:59 -05:00
Pedro Pinto cad611104b Moved some files around. 2019-08-15 16:37:48 -04:00
Jake Norbut fe179d44f2 RowSelectionAdorner now responds to KeyUp (CTRL-A for example) 2019-08-15 15:15:07 -05:00
Jake Norbut c4866253b8 need a KeyUp here 2019-08-15 15:14:33 -05:00
Pedro Pinto 932b185769 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-15 16:13:32 -04:00
Pedro Pinto a3e4576165 Allowed for multiple records for the same security in gmi file. 2019-08-15 16:13:09 -04:00
Jake Norbut 0a1cf0198d sending my NullableColorOpacityProto to /dev/null 2019-08-15 14:20:59 -05:00
Jake Norbut 6b97d55927 adding show_background_color to main GridSettingsVM so that OB bg color settings are kept hidden for now; misc comment 2019-08-15 14:09:47 -05:00
Taha Afzal 2780d6da0b Basic tests 2019-08-15 15:08:20 -04:00
Jake Norbut 2e831aa90e fixing alpha in column-level background override 2019-08-15 13:27:29 -05:00
Jake Norbut ad819dca68 can just use rgb_color() now that Popup is in alpha enabled mode 2019-08-15 13:27:04 -05:00
Jake Norbut 14f2ae481a selection highlight and background color picker popupsnow make use of the new alpha hotness 2019-08-15 10:34:31 -05:00
Jake Norbut c222181730 ColorOpacityProto can now spit out a Color with the appropriate alpha bytes 2019-08-15 10:33:42 -05:00
Jake Norbut d59f7a5bb1 new alpha-compliant ColorPickerPopupVM from John 2019-08-15 10:32:32 -05:00
Jake Norbut 0d4f97a023 visiblity of bg color Column-level override UI is now linked to GridSettings enable_background_color as well 2019-08-15 09:11:47 -05:00
Jake Norbut 6603e8ad86 another sanitization spot 2019-08-15 08:37:44 -05:00
Kevin Darby 632a86f670 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2019-08-15 09:35:33 -04:00
Taha Afzal cdbda8250f 'Fixing' the test (the test is broken, fill really fix it in the subsequent push) 2019-08-14 22:14:54 -04:00
Taha Afzal be6c2f8b35 Fixing merge conflict 2019-08-14 21:48:07 -04:00
Taha Afzal ddaf029cc7 Cleaned up the SODPosition file and added scaffolding for tests 2019-08-14 21:45:24 -04:00
Pedro Pinto fae994c057 Fixed a bug in gmi parser. 2019-08-14 21:03:06 -04:00
Pedro Pinto d72796394d Made GMI parser more configurable and more articulate. 2019-08-14 20:54:03 -04:00
Pedro Pinto a3dc6ebc2e Dropped non existing docs from SDK build. 2019-08-14 19:43:35 -04:00
Pedro Pinto 8278a20b95 Adjusted to new GMI file format. 2019-08-14 19:17:34 -04:00
Pedro Pinto 88401f0c27 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-14 18:58:36 -04:00
Pedro Pinto 16493a9919 Made download more robust. 2019-08-14 18:58:03 -04:00
Jake Norbut 5c9c75463c GridSettings background_color should be a uint (can be tranparent by deafult), and not a NullableColorProto; fml 2019-08-14 17:39:03 -05:00
Jake Norbut 5f6742f1db adding enable_background_color to GridSettings and all the right spots 2019-08-14 16:48:08 -05:00
Taha Afzal ccb050c8b8 SP-182, Implement clearing to bts account lookup in AdminServiceUtils 2019-08-14 16:55:40 -04:00
John Colvin 43fd07dcfa Merged in SOM-ticks (pull request #320)
SPARK-1715 Handle fractional numerator tick sizes

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-14 20:43:00 +00:00
John Colvin efcb4f471c fix config toggle for som ticks 2019-08-14 15:40:23 -05:00
John Colvin d2f2e03e64 [SPARK-1715] config toggle for som ticks fix 2019-08-14 15:31:30 -05:00
Jake Norbut ea2aee5044 utilzing new argb 2019-08-14 15:04:40 -05:00
John Colvin cfeba74900 SPARK-1715 Handle fractional numerator tick sizes 2019-08-14 14:50:42 -05:00
Kevin Darby cc3353e243 messed up the externals 2019-08-14 15:42:16 -04:00
Kevin Darby 683b85c66b subrepos 2019-08-14 15:25:27 -04:00
Kevin Darby 789710d841 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-14 15:25:19 -04:00
Jake Norbut 9a76d9c857 argb-ness from John 2019-08-14 14:21:58 -05:00
Jake Norbut 231f596ad7 switching to NullableColorProto in wrap up attempt 2019-08-14 14:17:33 -05:00
Jake Norbut 41bc4f7950 re-generated conf with SOM and latest from CME ftp 2019-08-14 11:51:07 -05:00
Jake Norbut 963bd15b35 adding SOM manual list; CME does not publish SOM data in their ftp 2019-08-14 11:50:24 -05:00
Jake Norbut 3c7dbc0489 RowSelectionAdorner now implements IDisposable 2019-08-14 11:17:50 -05:00
Jake Norbut 3046871cf4 removing background_overlay property from HyperLinkColumn, et al 2019-08-14 10:59:52 -05:00
Jake Norbut dd9ca350af RowSelectionAdorner bounds check should use ScrollContentPresenter for X point 2019-08-14 10:51:06 -05:00
Jake Norbut b292f50d99 Removing Background selection/active highlighting from DIYGridRowStyle 2019-08-14 10:16:48 -05:00
Jake Norbut 910cf20473 sanitize existing persisted grid state 2019-08-14 10:05:46 -05:00
Jake Norbut 5ac8a46a6c DIYGrid makes use of new RowSelectionAdorner 2019-08-14 09:22:49 -05:00
Jake Norbut decdae424d new Adorner to convey row selection 2019-08-14 09:22:02 -05:00
Taha Afzal 4228dcab95 Added unnormalized_day position data to PositionUnit 2019-08-13 20:03:58 -04:00
Eric Harding d99a2f5b88 Settingsmanager : handle more than 9 users 2019-08-13 17:24:27 -04:00
Kevin Darby b080d4a9c4 Merged in master (pull request #318)
Spark 2.8

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-13 19:19:47 +00:00
pfisher 282e10cba3 fixed update.txt test 2019-08-13 12:04:11 -04:00
Eric Harding dd67252173 Merge branch 'SP-183' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-13 11:51:26 -04:00
Jake Norbut 540559de3e Adding sanitization routine for MarketViewWindowFactory 2019-08-12 16:38:15 -05:00
Michael Harding 19871752ee Merged SP-91-position-migration into SP-150 2019-08-12 16:47:09 -04:00
Eric Harding 4801a16977 Re-enable api unit tests 2019-08-12 14:15:09 -04:00
Jake Norbut 7aaae817ac higher level changes as a result of previous checkin 2019-08-12 13:02:48 -05:00
Jake Norbut d6499464cf fleshing out per Column bg color override 2019-08-12 13:01:34 -05:00
Eric Harding 52d30249fe Allow empty updates in ApiServer 2019-08-12 13:52:39 -04:00
Jake Norbut a14d449b33 this brush needs to be frozen, because of course it does 2019-08-09 15:06:25 -05:00
Jake Norbut 14a86d7b29 changing RenderColumn to use ColumnBase's background_brush; removed background property 2019-08-09 14:09:19 -05:00
Jake Norbut 19729a276d adding background color to ColumnBase as every column should be able to eventually override the grid default bg 2019-08-09 14:08:03 -05:00
Jake Norbut 0f1135d5d6 adding background color to settings and related infrastruture 2019-08-09 14:07:04 -05:00
Pedro Pinto 146b5bdd8a Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-09 14:14:26 -04:00
Pedro Pinto 1783feffe7 Adds on demand gmi parsing and fixes a few bugs. 2019-08-09 14:13:27 -04:00
Kevin Darby fa1b436fb3 added sticky button release notes 2019-08-09 10:53:02 -04:00
Kevin Darby 1a9ff09f43 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-08 16:58:31 -04:00
Eric Harding 38964f4d10 SP-150 Decode http multipart form data in WebServer.cpp 2019-08-08 16:39:56 -04:00
Eric Harding 637d7384b1 Add Http log subsystem for spard web server 2019-08-08 16:39:56 -04:00
Kevin Darby 191518d8bc Merged in fix_algo_docs (pull request #316)
removing duplicate mark down describing algos

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2019-08-08 20:26:11 +00:00
Kevin Darby 50768750d6 removing duplicate mark down describing algos 2019-08-08 16:14:49 -04:00
Michael Harding b3f8976922 Merge branch 'SP-91-position-migration' into SP-150 2019-08-08 15:53:53 -04:00
Michael Harding dfe906ea64 Inhibit margin polling and unsub on tab change 2019-08-08 15:52:36 -04:00
Jake Norbut 450ef7dd56 Merged in SP-128 (pull request #312)
SP-128 - Allow for configurable stickyness on Algo Favorites

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-08 19:26:03 +00:00
Jake Norbut 89a4f9264a LadderSaveState now at version 2; implementing upgrade mechanism for migrating existing favorite algos to stickied algos 2019-08-08 13:03:26 -05:00
Jake Norbut 55ade15574 provide upgrade mechanism when loading IShellWindow 2019-08-08 13:01:19 -05:00
Kevin Darby 36b8b35e47 Merged in fix_tooltips2 (pull request #315)
fix non-dynamic and non-generic tooltips

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-08-08 16:18:29 +00:00
Kevin Darby 23bb872052 fix non-dynamic and non-generic tooltips 2019-08-08 12:09:48 -04:00
Eric Harding 1af8247a69 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-150 2019-08-08 11:37:27 -04:00
Eric Harding de569e2564 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-08 11:36:58 -04:00
Pedro Pinto fc24c768d8 Added local defaults for gmi file download. 2019-08-07 17:14:19 -04:00
Pedro Pinto 7aee876d54 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-07 17:03:57 -04:00
Pedro Pinto 3e3e519403 Changed gmi download to only work on specific time windows. 2019-08-07 17:03:26 -04:00
Michael Harding 3e40bf9fd3 Remove uncommited fills, update numbers 2019-08-07 16:53:17 -04:00
Michael Harding 315ca96d4f Make uncommited manual fills editable 2019-08-07 15:35:18 -04:00
Eric Harding 9d1c0d7f44 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-150 2019-08-07 15:24:24 -04:00
Michael Harding 97b2f2df75 Handle deleted users in manual fills table 2019-08-07 13:21:43 -04:00
Michael Harding 92a9127160 Better number validation in the spark admin 2019-08-07 12:51:00 -04:00
Michael Harding 388d491a0a Fix empty symbol col on manual fills 2019-08-07 12:26:24 -04:00
Michael Harding 13b09ffc12 add 3 minute delay to system tests 2019-08-07 10:42:41 -04:00
Pedro Pinto 2ec7aa5f3f Changed gmi download to pick oldest file rather than guess its name. 2019-08-06 19:34:15 -04:00
Pedro Pinto 6148a08b62 Updated dev tool. 2019-08-06 15:30:49 -04:00
Pedro Pinto e914ca9c15 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-06 15:30:12 -04:00
Eric Harding 17c2a91a0f SP-169 sftp downloads with libssh2 2019-08-06 14:27:12 -04:00
Pedro Pinto 09d75af8c3 Improved algo API documentation slightly. 2019-08-06 14:18:22 -04:00
Kevin Darby 83a2a01789 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-06 12:06:46 -04:00
Kevin Darby e1137c4e1d go back to statically linked CME 2019-08-06 11:27:38 -04:00
Jake Norbut bf8df1d396 always push Limit onto the algo stack; henceforth known as the anchor 2019-08-06 10:24:59 -05:00
Michael Harding 97e1277b6a Manual Fills get data from streams 2019-08-06 11:00:15 -04:00
Michael Harding c198965a49 Fix enums in DynamicService.ts 2019-08-06 09:45:47 -04:00
Taha Afzal a10a49cf4f Cleanup, removing some decaying code which was making for bad readibility 2019-08-05 22:49:13 -04:00
Taha Afzal cfec77bb96 Removed unused cons variables 2019-08-05 22:25:19 -04:00
Taha Afzal 03e2433201 Comments added and some cleanup for the position update related changes to SecurityLimitNode and ProductLimitNode 2019-08-05 19:38:43 -04:00
John Colvin d064af817c remove unreferenced '_sticky_algos' field 2019-08-05 15:51:21 -05:00
John Colvin 7b3c4b76bc LadderVM/OrderPropertiesEditorVM sticky/stack behavior 2019-08-05 15:36:57 -05:00
John Colvin 5de431f279 make LadderVM.send_order_command an IAsyncCommand 2019-08-05 15:36:57 -05:00
John Colvin 7b63d951f0 ShellSettingsDialogVM profilevm resets 'is_dirty' whenever the internal vm's resultant value equals the target value 2019-08-05 15:36:57 -05:00
John Colvin 018887980b LadderSettingsVM 'sticky buttons' impl reacts to FavoriteAlgoItem's value (algo) changes 2019-08-05 15:06:39 -05:00
John Colvin 8b4d649bd4 ExecuteAsync should return the Task directly (no need to await internally) 2019-08-05 15:06:39 -05:00
Jake Norbut 441d3c886b fixing improper use of is 2019-08-05 15:06:39 -05:00
Jake Norbut 472e32f558 removing empty new lines; leftovers from Dispatcher debugging 2019-08-05 15:06:39 -05:00
Jake Norbut 472c9252f9 adding Stay Enabled (sticky) checkbox to Favorites UI 2019-08-05 15:06:39 -05:00
Jake Norbut 98a9ad3ef2 reset order type after non-sticky order entry 2019-08-05 15:06:39 -05:00
Jake Norbut 7b237fedea adding sticky-related bits 2019-08-05 15:06:39 -05:00
Jake Norbut 7281aa8ff1 adding is_sticky property 2019-08-05 15:06:39 -05:00
Jake Norbut d915e2f064 setting algo_def_vm.is_sticky via CollectionChanged event (hmm) 2019-08-05 15:06:39 -05:00
Jake Norbut beb5d855b1 Dispatcher debuggering with John; think does not appear to work since the if condition is never met, but commiting this part of the pair-debugging experience 2019-08-05 15:06:39 -05:00
Jake Norbut 120b86aaae popuplating stickied algo keys for persistence/restoration state 2019-08-05 15:06:39 -05:00
Jake Norbut 44eeff98e7 adding is_sticky member to which the view will Databind 2019-08-05 15:06:39 -05:00
Jake Norbut dc420a097a adding stickied_algos ProtoMember for persistence 2019-08-05 15:06:39 -05:00
Jake Norbut 69ee85dea9 misc - adding OnDispatcher after discussing with John 2019-08-05 15:06:39 -05:00
Taha Afzal c42bc45f24 PositionServiceServer uses the manual fills state in PositionMap 2019-08-05 15:55:01 -04:00
Taha Afzal 37a8ae6677 zero_out_pos_unit was not zering out backwards compat doubles 2019-08-05 14:00:40 -04:00
Taha Afzal a271abf3c4 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-05 10:48:07 -04:00
Taha Afzal 76f582613b Comments mainly 2019-08-05 10:47:58 -04:00
Eric Harding e15d7babbd Fix client build errors 2019-08-05 10:23:34 -04:00
Eric Harding 469914c6c9 SP-150 file upload decoder 2019-08-04 21:17:22 -04:00
Taha Afzal edba0e1cd7 Positions entries published by the PositionService are never removed, if a baseposition is absent, the enrties are 0'd out 2019-08-04 19:27:02 -04:00
Taha Afzal ac1c5566ac For backwards compat, PositionUnit's account is populated 2019-08-02 18:48:46 -04:00
Taha Afzal 4564e630db Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-02 17:51:02 -04:00
Taha Afzal 5c77fa2799 PositionMap keeps a SODPosition around to resolve sod fills 2019-08-02 17:50:54 -04:00
Michael Harding db234c7d06 fix web build after merge 2019-08-02 15:24:21 -04:00
Pedro Pinto 1bb4ce91cf Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-08-02 14:45:58 -04:00
Pedro Pinto d1a3857119 Removed some remaining conflicts 2019-08-02 14:42:49 -04:00
Eric Harding 6dd63156cc SP-169 Use sftp command for sftp instead of scp 2019-08-02 13:59:19 -04:00
Pedro Pinto 01f178fe3b Partial merge 2019-08-02 13:18:15 -04:00
Pedro Pinto 53672e1875 Added as of timestamp to base position call. 2019-08-02 11:27:13 -04:00
Pedro Pinto e7a20252a0 GMI parser parses. 2019-08-02 11:14:15 -04:00
Pedro Pinto 497884fe00 Added sod helper. 2019-08-02 10:02:11 -04:00
Pedro Pinto f7aa2c5bec Removed unusued timestamp for base pos call 2019-08-02 09:13:32 -04:00
Pedro Pinto 5c75507f42 Updated sub repos pointers 2019-08-02 09:06:46 -04:00
Pedro Pinto ba1b459b0b More gmi parser files. 2019-08-02 09:06:46 -04:00
Pedro Pinto bac7ea06f2 Fixed some issues with GMI import. 2019-08-02 09:06:46 -04:00
Pedro Pinto 26c577f94b GMI parsing is code complete. 2019-08-02 09:06:46 -04:00
Taha Afzal 4fc59c2ca8 Base Position incorporation but untested 2019-08-02 00:10:54 -04:00
Kevin Darby 0a6cc0cdf1 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-01 15:11:04 -04:00
Kevin Darby e96d9112ef SIMICE causing some trouble sharing replay and MBO 2019-08-01 14:25:17 -04:00
Taha Afzal 3a7fbe2ddf Line got deleted in FillStore when removing call to SOD 2019-08-01 14:08:22 -04:00
Taha Afzal 2bfc3148d1 merging 2019-08-01 13:50:54 -04:00
Taha Afzal 72734bb15f Moving PositionServiceServer data into PositionMap (the Service Server was getting too long and confusing) 2019-08-01 13:22:38 -04:00
Eric Harding 1dd72abc9a SP-169 sftp download 2019-08-01 12:30:58 -04:00
Pedro Pinto 6dfcb970b8 Fixed build 2019-07-31 14:23:15 -04:00
Pedro Pinto 72aab5bbcb Merged 2019-07-31 14:16:55 -04:00
Pedro Pinto 0afededebf Added bones of base position service. 2019-07-31 14:12:36 -04:00
Michael Harding 8c8e4dd0e8 Delete fills... theoretically 2019-07-30 16:35:25 -04:00
Pedro Pinto 17769cbced Added skelleton for BasePositionService. 2019-07-30 15:58:15 -04:00
Pedro Pinto 5cb1220d05 Added stubs for base position service. 2019-07-30 14:41:39 -04:00
Pedro Pinto 37ba9f7b0d Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-07-30 13:58:19 -04:00
Pedro Pinto 9a1bf1bbae Removed SOD from fill store. 2019-07-30 13:45:11 -04:00
Michael Harding a404bbf654 Add Day position management table 2019-07-30 10:06:56 -04:00
Michael Harding 0b34457259 SP-97: updates to existing manual fills 2019-07-30 10:06:56 -04:00
Taha Afzal 5939b983dd Hooked up the new Limiter call set_filled_position 2019-07-29 18:33:22 -04:00
Taha Afzal c0b0ffd646 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-07-29 16:59:22 -04:00
Taha Afzal 21a48ba0ad moving PositionUtilities into lib, removing 2 unused functions in Limiter 2019-07-29 16:59:12 -04:00
Eric Harding 9a21d03311 Merged master into SP-150 2019-07-29 14:59:08 -04:00
Eric Harding 46d6ca9d2c SP-152 Handle stream unsubscribe with IDisposable 2019-07-29 13:06:31 -04:00
Taha Afzal 6ef274d5d6 Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-07-29 13:01:10 -04:00
Taha Afzal 36d507b3ca comments 2019-07-29 13:00:58 -04:00
Pedro Pinto 54820107db Updated externals pointer. 2019-07-29 12:58:16 -04:00
Pedro Pinto 38bf521132 Position based limits in order manager code complete. 2019-07-29 12:58:16 -04:00
Pedro Pinto 4aa0d878a6 Updated cmakedeps. 2019-07-29 12:58:16 -04:00
Eric Harding 03bbf2f4a8 SP-152 unsubscribe support 2019-07-29 12:37:28 -04:00
Taha Afzal f2d284cadb Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration 2019-07-29 11:31:36 -04:00
Taha Afzal 9f1ac3ee80 Added a proto for an unresolved File row to be imported as a SOD 2019-07-29 11:31:29 -04:00
Eric Harding 6b81dcef7d SP-152 fix F# type definition 2019-07-29 11:29:49 -04:00
Eric Harding 1f0371e870 SP-152 c++ side 2019-07-26 17:37:38 -04:00
Eric Harding 322f1164be SP-152 typescript/f# half 2019-07-26 17:35:54 -04:00
Eric Harding c6cae3064d SP-150 add server endpoint for file upload 2019-07-23 12:25:01 -04:00
Michael Harding 7c13474e31 SP-97: Position Management tab and add fills 2019-07-22 14:50:26 -04:00
Kevin Darby 72aa028bd6 ice orders works again 2019-07-04 14:31:57 -04:00
Kevin Darby f8d5b9bace bookmark initial clordid 2019-07-03 18:20:11 -04:00
Kevin Darby e861e2916f Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-07-03 17:28:03 -04:00
Kevin Darby 23738b109d changes to use non-static onixs 2019-07-03 17:26:46 -04:00
Pedro Pinto 713e11d146 Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-07-03 16:26:34 -04:00
Pedro Pinto 444e3154b3 Made exchange id gen asynchronous, improved concurrency. 2019-07-03 16:26:07 -04:00
Kevin Darby 270ee60df9 nonstatic cme 2019-07-03 19:39:22 +00:00
Kevin Darby 1ce041c5e5 called Pedro's new id generator 2019-07-03 15:23:38 -04:00
Pedro Pinto 50940bfd13 Merged 2019-07-03 13:46:48 -04:00
Taha Afzal 06c1f60598 update_position called is routed from Limiter to ProductNode 2019-07-02 18:23:06 -04:00
Taha Afzal 37414d6c78 Added function signature in Limiter to acceot positions 2019-07-01 14:58:11 -04:00
Taha Afzal 3057f8233d Merge branch 'SP-24-loss-limit' into SP-91-position-migration 2019-07-01 11:52:11 -04:00
Pedro Pinto 8cb4151f63 Added id generator to order services. 2019-06-30 20:27:48 -04:00
Taha Afzal e000d34766 Converting PositionUtilities into a class (vs functions) and big fixes 2019-06-30 09:46:04 -04:00
Taha Afzal 87a8665273 Added support for Admin fills to PositionService 2019-06-28 19:18:58 -04:00
Kevin Darby 7a47b7a85a Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-06-28 13:08:44 -04:00
Pedro Pinto a60a792dfa Ran clang-format. 2019-06-27 14:17:08 -04:00
Pedro Pinto a73a1cc4f5 CMakeDeps updates. 2019-06-27 14:16:05 -04:00
Pedro Pinto 32fbdf8a21 Better handling of unresolved securities. 2019-06-27 14:15:40 -04:00
Pedro Pinto 75c54bbe3e Refactored order factory. 2019-06-27 14:11:40 -04:00
Pedro Pinto 38575039b9 Fixed clang build. 2019-06-27 14:11:23 -04:00
Kevin Darby 43a49b9399 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-06-10 10:40:56 -04:00
Kevin Darby 618c41ce97 synthesized Pedro's cme changes for ice 2019-06-07 17:49:33 -04:00
Kevin Darby bd8c9c354b Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-06-07 17:49:11 -04:00
Kevin Darby 8f5d062a3b Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-21 16:58:35 -04:00
Kevin Darby e1a3950051 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-20 17:04:53 -04:00
Kevin Darby 7e816c1503 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-16 17:56:07 -04:00
Kevin Darby 15d9afb2de added a comment about ice reverse_routing_record 2019-05-16 15:26:21 -04:00
Kevin Darby b5468e5565 changes for ice certification perf testing and to recover an order from an exec report 2019-05-16 15:02:04 -04:00
Kevin Darby a4c3a61f13 fixed ice specific bug with attach detach 2019-05-14 17:55:52 -04:00
Kevin Darby 7ce101f7f7 messed up docker linux pointer 2019-05-14 16:41:49 -04:00
Kevin Darby b61cab397d Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-14 16:36:12 -04:00
Kevin Darby 222e1a51dc fixed SOD time for dev
fixed bugs in mview when settle/last/low/high change without a bid or offer changing
2019-05-14 15:50:53 -04:00
Kevin Darby 9fa3464188 ice busts and corrects, ugh... 2019-05-14 09:55:05 -04:00
Kevin Darby fee695d3d9 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-13 16:02:56 -04:00
Kevin Darby 140f1d88ea ice entitlements 2019-05-05 16:41:13 -04:00
Kevin Darby c4eeaf2ec8 this should do it for bust / adjust 2019-05-03 16:28:37 -04:00
Kevin Darby 54dd30245f Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-03 15:54:07 -04:00
Kevin Darby 263ff63a37 added concept of active and busted fill to support ice busts 2019-05-03 15:31:23 -04:00
Kevin Darby f3d16502de going a new way on the busts 2019-05-03 13:39:35 -04:00
Kevin Darby 4b7db298c4 something up with settlement re-price 2019-05-03 10:39:54 -04:00
Kevin Darby 65f41452fb work around onixs assert for us financials that does not have an implieds feed 2019-05-02 18:33:54 -04:00
Kevin Darby d7a2ae4b09 added spread marker to last trade display....lotta code for an S 2019-05-02 17:55:46 -04:00
Kevin Darby 61ac626542 ice wants tag 1031 2019-05-02 12:36:14 -04:00
Michael Harding 8d7a2f342e Add Custom Order Instructions 2019-05-02 12:14:50 -04:00
Kevin Darby 0db037175f fixed ice forced logout issue 2019-05-02 12:07:09 -04:00
Kevin Darby 98aa463b4e Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-05-02 11:51:28 -04:00
Kevin Darby 0b40d3971d lining up with ice downtime 2019-05-01 14:05:02 -04:00
Kevin Darby a21a769909 cleaned up todos 2019-04-30 17:43:23 -04:00
Kevin Darby ca8e540453 volume is tricky 2019-04-30 15:09:53 -04:00
Kevin Darby 134950747f bugs found during cert 2019-04-30 14:36:54 -04:00
Kevin Darby 5abc17adf3 settles 2019-04-29 17:58:53 -04:00
Kevin Darby f3cd3a402e ice spread config, workaround for onixs bug 2019-04-29 16:53:50 -04:00
Kevin Darby c7217b8475 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-29 16:47:26 -04:00
Kevin Darby 99c5129ea7 ice spreads are weird 2019-04-29 16:25:54 -04:00
Kevin Darby d025ee0c89 seems to be an onixs bug that exits a loop early if not provisioned for a market_type 2019-04-29 15:09:56 -04:00
Kevin Darby c24ddaa190 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-29 10:21:39 -04:00
Kevin Darby 442aa156ac trying to get orance juice market 2019-04-29 10:20:27 -04:00
Kevin Darby e906d41cc2 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-26 14:48:20 -04:00
Kevin Darby 6e09d9e949 small changes for ice cert 2019-04-26 14:35:36 -04:00
Kevin Darby aea02e212a cleaned up cancel / reject messages 2019-04-25 16:36:07 -04:00
Kevin Darby a94a66234a ice puids 2019-04-25 15:57:04 -04:00
Kevin Darby 4cbbf6972a add, update, remove orders work across logouts 2019-04-25 15:25:07 -04:00
Kevin Darby caa9671c96 ids... 2019-04-24 18:37:45 -04:00
Kevin Darby 20eb3ed39d matched Pedro's ICE deferred cancel / update for ice 2019-04-24 14:07:21 -04:00
Kevin Darby 772a898433 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-24 14:07:09 -04:00
Kevin Darby b5997d326e f# 64 bit ints, maybe 2019-04-23 18:22:44 -04:00
Kevin Darby f8626f81cd throwing this back to michael for int64 2019-04-23 18:14:14 -04:00
Kevin Darby bc208d2421 Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-23 17:22:26 -04:00
Kevin Darby 625ebcc762 got a fill 2019-04-23 17:21:52 -04:00
Michael Harding 0a163badf0 SPARK-2289: Add MIFID fields to Spark Admin 2019-04-23 15:45:11 -04:00
Kevin Darby dea95455a0 Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-23 13:28:45 -04:00
Kevin Darby f0f5988abf almost sending orders 2019-04-23 13:27:50 -04:00
Michael Harding db5f16985c SPARK-2289: Remove IFUnset from ICEMics 2019-04-23 11:00:38 -04:00
Michael Harding f0105867be SPARK-2289: Implement Eric's Map suggestion 2019-04-23 10:03:58 -04:00
Michael Harding 2c0b314428 SPARK-2289: Additional ICE fields 2019-04-23 10:03:12 -04:00
Kevin Darby 3cd74f33f1 changed trader login per Pedro 2019-04-22 16:51:28 -04:00
Kevin Darby a6ee36f4bc typo 2019-04-22 15:16:12 -04:00
Kevin Darby 9cadf635fb Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-22 14:42:10 -04:00
Kevin Darby 43e043b044 more ice 2019-04-22 14:41:39 -04:00
Michael Harding 6bac75d7ab SPARK-2289: Add ICE to Accounts in Spark Admin 2019-04-22 10:58:26 -04:00
Michael Harding 7ceb170c5f SPARK-2289: Add ICE User data to Spark Admin 2019-04-22 10:36:35 -04:00
Kevin Darby 47c7ee71b4 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-18 17:46:34 -04:00
Kevin Darby 4f58452771 stop using legacy spread 2019-04-17 18:14:00 -04:00
Kevin Darby d5bf15cc36 ice secondary login 2019-04-17 17:12:25 -04:00
Kevin Darby 9736541385 logon rejected; we're going places 2019-04-16 15:59:45 -04:00
Kevin Darby 5591c8316d about to send a login message 2019-04-16 13:18:39 -04:00
Kevin Darby a44d3a2c26 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-15 13:22:42 -04:00
Kevin Darby dceb300324 Merge branch 'SPARK-2241-add-support-for-multi-char-me' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-15 13:20:56 -04:00
Pedro Pinto 84b9ca3096 Added jetfix suppport for multi char message types. 2019-04-08 17:07:40 -04:00
Pedro Pinto 17e9f1ea96 Ran clang-format. 2019-04-08 13:43:20 -04:00
Kevin Darby 946ec36840 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-06 22:18:21 -04:00
Kevin Darby 11425a898f honing in on simice 2019-04-05 17:58:28 -04:00
Kevin Darby d0029e7f88 sim doesn't crash, but doesn't give exec reports either 2019-04-05 17:39:04 -04:00
Kevin Darby bdbdda947f Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-05 15:51:51 -04:00
Kevin Darby f88ab57fa0 got the basic structure down, still waiting on ICE for a few things 2019-04-05 15:49:37 -04:00
Kevin Darby 36442a037e more ice 2019-04-03 17:12:52 -04:00
Kevin Darby 5969568dee ice native order 2019-04-02 17:36:12 -04:00
Kevin Darby 96265ea187 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-02 17:34:54 -04:00
Kevin Darby 9676b1fdca Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-04-02 16:21:51 -04:00
Kevin Darby 556132c2dd ice exec moving along 2019-04-01 18:11:48 -04:00
Kevin Darby a22b7b7189 more ice 2019-03-29 16:52:50 -04:00
Kevin Darby 8e41a42ced more ice 2019-03-28 16:18:10 -04:00
Kevin Darby e0f7bdfc13 fix conf 2019-03-27 17:42:23 -04:00
Kevin Darby ec0b96215f Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec 2019-03-27 17:29:32 -04:00
Kevin Darby e27a8be526 ICEExecutionGateway 2019-03-27 17:01:07 -04:00
Kevin Darby 70cd9f185e Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_exec 2019-03-26 18:44:16 -04:00
Kevin Darby 33eaf6f86d beginnings of ICE exec and SIMICE 2019-03-26 18:38:05 -04:00
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set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/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/Logging-In-to-the-System/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/index.md;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/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/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/Spreader/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/index.md;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/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)
@@ -3,6 +3,10 @@ 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"
+++
<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>
{{ youtube(id="yGQfr_puT3w") }}
## Report a Problem
If there is any issue at all, you can click here
@@ -18,14 +18,14 @@ insert_anchor_links = "right"
send, BTS will get an alert of everything you submitted and will be
in contact with you shortly.
![](image58.png)
{{ image(name="image58.png", alt="screenshot") }}
## 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.
![](about_spark.png)
{{ image(name="about_spark.png", alt="screenshot") }}
## Activity log
This is an overall log viewer which will show
@@ -34,4 +34,4 @@ insert_anchor_links = "right"
messages in a text box in the right top corner.
 
![](image39.png)
{{ image(name="image39.png", alt="screenshot") }}
@@ -1,15 +1,15 @@
+++
title = "Module Launcher"
title = "Launcher"
weight = 2
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The basics of the BTS Spark launcher and user interface"
+++
<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>
{{ youtube(id="OxVqQBKFIDw") }}
- The module launcher is the first item that will come up after
logging in to Spark.
@@ -18,7 +18,7 @@ insert_anchor_links = "right"
each module
- It appears like the following:
![](image38.png)
{{ image(name="image38.png", alt="screenshot") }}
- If you right-click anywhere on the launcher you can modify
various display settings including:
@@ -29,7 +29,7 @@ insert_anchor_links = "right"
- 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:
![](image68.png)
{{ image(name="image68.png", alt="screenshot") }}
## Spark User interface
@@ -3,17 +3,21 @@ 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:
![](image64.png)
{{ image(name="image64.png", alt="BTS icon") }}
Simply double click or single click and hit enter to launch the
login screen:
![](image3.png)
{{ image(name="image3.png", alt="login screen") }}
Choose your username from the drop down, choose your initial
workspace, enter your password, and click Login
+20 -22
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:
![](image53.png)
{{ image(name="image53.png", alt="screenshot") }}
## Market View
<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>
{{ youtube(id="Y54S1uscT_g") }}
- This provides a grid of outright, spread, and synthetic products
showing real-time market data all in one place
@@ -29,7 +29,7 @@ insert_anchor_links = "right"
- You choose which products you would like to view upon launching it,
the security browser will appear as shown below:
![](image21.png)
{{ image(name="image21.png", alt="security picker") }}
- 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 @@ insert_anchor_links = "right"
- Below is an example of an outright, spread, all futures, and
synthetic chosen:
![](image14.png)
{{ image(name="image14.png", alt="screenshot") }}
- Clicking OK will bring up the Market View with the selected
securities you have chosen, in this example, it appears like the
following:
![](market_view.png)
{{ image(name="market_view.png", alt="screenshot") }}
- Once a market view is launched and you are viewing data, you can
customize the view further by the following:
@@ -61,19 +61,19 @@ insert_anchor_links = "right"
- Filtering - by hovering over the column header, a filtering box
will appear like below:
![](image66.png)
{{ image(name="image66.png", alt="screenshot") }}
- All columns let you sort by that columns minimum and maximum
information in a box that appears like the following:
![](image24.png)
{{ image(name="image24.png", alt="screenshot") }}
- 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:
![](image11.png)
{{ image(name="image11.png", alt="screenshot") }}
- 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 @@ insert_anchor_links = "right"
- Change securities
- 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.
- 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.
- Launch an order ticket
- This is done 1 of 3 ways:
@@ -96,7 +96,7 @@ insert_anchor_links = "right"
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
![](image23.png) icon
{{ image(name="image23.png", alt="screenshot") }} 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 @@ insert_anchor_links = "right"
- This is done by either highlighting 1 or many securities and then
clicking on the Fills icon
![](image20.png) on
{{ image(name="image20.png", alt="screenshot") }} on
the left-hand side to bring up a fill window for the selected
securities.  
@@ -132,14 +132,14 @@ insert_anchor_links = "right"
- This is accomplished by highlighting 1 or many securities and then
clicking on the time and sales icon
![](image49.png) on
{{ image(name="image49.png", alt="screenshot") }} 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
![](image34.png) on
{{ image(name="image34.png", alt="screenshot") }} on
the lower left-hand side
- Please note - If only 1 security is chosen, a create synthetic
@@ -148,9 +148,7 @@ insert_anchor_links = "right"
## Time and Sales
<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>
{{ youtube(id="nEkSGacjt0s") }}
- Provides a display of real-time fills as they happen for 1 or many
securities
@@ -161,9 +159,9 @@ insert_anchor_links = "right"
- On launching a security browser will appear, allowing you to choose
the products you would like to view.
![](time_and_sales.png)
{{ image(name="time_and_sales.png", alt="screenshot") }}
- 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 ![](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.
- 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.
@@ -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"
+++
<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>
{{ youtube(id="pjm1JJ9Q3jM") }}
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.
![](image16.png)
{{ image(name="image16.png", alt="screenshot") }}
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.
![](image15.png)
{{ image(name="image15.png", alt="screenshot") }}
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.
![](image37.png)
{{ image(name="image37.png", alt="screenshot") }}
@@ -3,12 +3,13 @@ title = "Settings"
weight = 8
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The BTS Spark Settings module and workspaces management"
+++
<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>
{{ youtube(id="yGQfr_puT3w") }}
## Workspaces
@@ -16,7 +17,7 @@ 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
![](image9.png)
{{ image(name="image9.png", alt="screenshot") }}
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
@@ -26,4 +27,4 @@ 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.
![](image51.png)
{{ image(name="image51.png", alt="screenshot") }}
+27 -43
View File
@@ -3,47 +3,33 @@ 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") }}
<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
- Launching the spreader from the launcher will bring up the
synthetic management browser which appears like below:
![](image35.png)
{{ image(name="image35.png", alt="screenshot") }}
- 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 ![](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)
- 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") }}
@@ -63,7 +49,7 @@ insert_anchor_links = "right"
- An empty synthetic browser will look like below without any legs
chosen:
![](image31.png)
{{ image(name="image31.png", alt="screenshot") }}
- 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
@@ -77,13 +63,13 @@ insert_anchor_links = "right"
name your synthetic product.  By default, it will auto-populate
based on the symbols you have chosen:
![](image29.png)
{{ image(name="image29.png", alt="screenshot") }}
- 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:
![](image19.png)
{{ image(name="image19.png", alt="screenshot") }}
- Also included on this row are what ticks you would like this to be
priced in as well as the format of the pricing
@@ -92,7 +78,7 @@ insert_anchor_links = "right"
as the option to add additional legs through the add leg box to the
right of the symbols:
![](image18.png)
{{ image(name="image18.png", alt="screenshot") }}
- The following rows are all part of the main parameters which can
all be modified according to the traders style of designing the
@@ -104,14 +90,14 @@ insert_anchor_links = "right"
details of how that parameter functions.  Below is an example of the
throttle details displayed:
![](image56.png)
{{ image(name="image56.png", alt="screenshot") }}
- 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:
![](image10.png)
{{ image(name="image10.png", alt="screenshot") }}
- Quantity - This is the number of contracts of the security you
would like to be included in the calculation of the synthetic as
@@ -139,7 +125,7 @@ insert_anchor_links = "right"
displayed and click on such will display further details on how this
parameter is used:
![](image72.png)
{{ image(name="image72.png", alt="screenshot") }}
- Quote
@@ -148,20 +134,20 @@ insert_anchor_links = "right"
by defining a region on either side of the working quote order,
inside which quote updates will not be sent:
![](image6.png)
{{ image(name="image6.png", alt="screenshot") }}
- Pre-Hedge
- Pay Less - If enabled by checking the checkbox, the spreader will
attempt to pay less when the quantity at the level of the calculated
hedge price is more than the threshold defined.  The hedge order is
hedge price is less than the threshold defined.  The hedge order is
paid less by the “Payless Ticks” as defined per leg.
- Pay Up - If enabled by checking the checkbox, the spreader will pay
up when the quantity at the level of the calculated hedge price is
more than the threshold defined.  The hedge order will pay up by the
“Payup Ticks” as defined per leg.
![](image54.png)
{{ image(name="image54.png", alt="screenshot") }}
- Post-Hedge
@@ -172,7 +158,7 @@ insert_anchor_links = "right"
opposite inside market, it is re-priced to cross the opposite inside
market as defined by “cross ticks”
![](image70.png)
{{ image(name="image70.png", alt="screenshot") }}
- Time Based Cross - Basically the same as Ticks Away Cross,
however, this is based on time (in ms) on when to automatically cross
@@ -181,7 +167,7 @@ insert_anchor_links = "right"
away from the opposite inside market, it is re-priced to cross the
opposite inside market as defined by “cross ticks”
![](image40.png)
{{ image(name="image40.png", alt="screenshot") }}
- Size Based Cross - similar to ticks and time based cross, but based
on size instead.  If you define a threshold of the opposite inside
@@ -189,5 +175,3 @@ insert_anchor_links = "right"
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)
@@ -4,6 +4,10 @@ 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
+53 -62
View File
@@ -3,6 +3,9 @@ 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"
+++
@@ -10,13 +13,11 @@ insert_anchor_links = "right"
Order Book, Fills, P&L, Ladder, and Order Ticket
- It appears like below:
![](image44.png)
{{ image( name = "image44.png", alt = "screenshot") }}
## Order Book
<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>
{{ youtube(id="ygMFkjBBGeU") }}
- This provides a list of all orders a user has placed, by default it
will display only working orders
@@ -26,7 +27,7 @@ insert_anchor_links = "right"
other windows within BTS
- Appears like the following:
![](image5.png)
{{ lightbox( name = "image5.png", alt = "screenshot") }}
- You can sort all columns by single left clicking on the column
header which will sort in either descending or ascending order, an
@@ -34,14 +35,14 @@ insert_anchor_links = "right"
 Below is a display of the security column sorting in descending
fashion.
![](image60.png)
{{ image( name = "image60.png", alt = "screenshot") }}
- 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
![](image52.png)
{{ image( name = "image52.png", alt = "screenshot") }}
- If the column is displaying time base information, a special style
box will appear when clicking on the filtering box providing more
@@ -53,49 +54,45 @@ insert_anchor_links = "right"
- Since Open
- A specific user-defined period of time
![](image25.png)
{{ image( name = "image25.png", alt = "screenshot") }}
- 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.  It appears like the below:
well as launch other modules.
{{ image(name="spark_menu_order_book.png", alt="the spark menu in the order book", pull="right") }}
![](spark_menu_order_book.png)
- ![](image48.png)Fills -
- {{ icon(name="image48.png", alt="Fills icon") }} Fills -
clicking on this will launch a fills window
- ![](image57.png) Modify -
- {{ icon(name="image57.png", alt = "modify icon") }} Modify -
clicking on this will launch an order ticket for a live order
highlighted in the Order Book.
- ![](image73.png)Cancel
- {{ icon(name="image73.png", alt = "cancel selected icon")}} 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
- ![](image74.png)Cancel
- {{ icon(name="image74.png", alt = "cancel buys icon")}} Cancel
buys - clicking on this will cancel all the buy orders you have in
the order book
- ![](image33.png)Cancel
- {{ icon(name="image33.png", alt = "cancel all icon")}} Cancel
sells - clicking on this will cancel all the sell orders you have in
the order book
- ![](image2.png)Cancel
- {{ icon(name="image2.png", alt = "cancel all icon")}} Cancel
all - clicking on this will cancel all working orders you have the
order book
- ![](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)
- {{ 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") }}
## 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” timeframe
period, by default it will open up with “since open” time frame
selected showing you fills on the day thus far
- You can create multiple fill windows, filtered however you
like
@@ -106,9 +103,7 @@ insert_anchor_links = "right"
## P&amp;L
<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>
{{ youtube(id="xj6cEQ6By34") }}
- This provides a running ledger of a users account(s) profit and
loss, broken down per symbol
@@ -125,20 +120,18 @@ insert_anchor_links = "right"
- This is accomplished on the top bar, which when clicked on, displays
the choices for calculation, this appears like below:
![](pnl_calculation.png)
{{ image( name = "pnl_calculation.png", alt = "screenshot") }}
- Below is an example P&L window showing a user’s multiple accounts and
various positions in each:
![](pnl_window.png)
{{ image( name = "pnl_window.png", alt = "screenshot") }}
## Ladder
<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>
{{ youtube(id="Q0qsyc1nvYo") }}
- The ladder was designed to be the most logically produced ladder on
the market, engineered and designed by professional traders for
@@ -149,12 +142,12 @@ insert_anchor_links = "right"
market with a single click
- Below is an example ladder:
![](ladder.png)
{{ image( name = "ladder.png", alt = "screenshot") }}
- 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; ![](image1.png)
- The information section on the left contains the following: &nbsp; {{ image( name = "image1.png", alt = "screenshot") }}
- 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
@@ -167,7 +160,7 @@ insert_anchor_links = "right"
- The control section right underneath the information section on the
left-hand side offers the following:
![](image62.png)
{{ image( name = "image62.png", alt = "screenshot") }}
- The account in which the orders will flow into when trading this
security
@@ -202,7 +195,7 @@ insert_anchor_links = "right"
the stop price, by clicking on the “&lt;” to bring up the stop price
option:
![](image61.png)
{{ image( name = "image61.png", alt = "screenshot") }}
- Iceberg
@@ -213,7 +206,7 @@ insert_anchor_links = "right"
quantity.  You will need to define what type of order that will
be used for the child order to be sent.
![](image47.png)
{{ image( name = "image47.png", alt = "screenshot") }}
- Time Box
@@ -233,9 +226,9 @@ insert_anchor_links = "right"
- Below are images of the type of time frame that can be used within
the time box
![](image42.png)
{{ image( name = "image42.png", alt = "screenshot") }}
         
![](image50.png)
{{ image( name = "image50.png", alt = "screenshot") }}
- Lean
- This is a specialized algo order which allows the user to
@@ -244,14 +237,14 @@ insert_anchor_links = "right"
- “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
![](lean_algo_control.png)
{{ image( name = "lean_algo_control.png", alt = "screenshot") }}
- 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.
![](join_algo_control.png)
{{ image( name = "join_algo_control.png", alt = "screenshot") }}
- Top
- This is a specialized algo order which allows the user to
@@ -259,14 +252,14 @@ insert_anchor_links = "right"
- 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
![](top_algo_control.png)
{{ image( name = "top_algo_control.png", alt = "screenshot") }}
- 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.
![](offset_algo_control.png)
{{ image( name = "offset_algo_control.png", alt = "screenshot") }}
- OCO
@@ -276,26 +269,26 @@ insert_anchor_links = "right"
of the fill. Composing this order with Cover simulates scalping
functionality.
![](oco_algo_control.png)
{{ image( name = "oco_algo_control.png", alt = "screenshot") }}
- 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.
![](cover_algo_control.png)
{{ image( name = "cover_algo_control.png", alt = "screenshot") }}
- 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.
![](trigger_algo_control.png)
{{ image( name = "trigger_algo_control.png", alt = "screenshot") }}
- 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.
![](image17.png)
{{ image( name = "image17.png", alt = "screenshot") }}
- You can manually type in a quantity here as well
- Furthermore, if you have a value in the volume bar, you can
@@ -305,7 +298,7 @@ insert_anchor_links = "right"
- By having the auto clear box checked, it will bring the value back
to zero after placing an order at the size chosen.
![](image59.png)
{{ image( name = "image59.png", alt = "screenshot") }}
-  The bottom section of the control area of a ladder has 4 aspects
to it
@@ -317,7 +310,7 @@ insert_anchor_links = "right"
- Cancel All, which will cancel all orders on the ladder
- Settings, which will launch the ladder settings window which
appears like below
![](ladder_settings.png)
{{ image( name = "ladder_settings.PNG", alt = "screenshot") }}
- 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
@@ -339,7 +332,7 @@ insert_anchor_links = "right"
- The other, main part of the ladder, is the ladder itself as
displayed below
![](ladder_main_part.png)
{{ image( name = "ladder_main_part.png", alt = "screenshot") }}
- There are 5 main columns
@@ -356,7 +349,7 @@ insert_anchor_links = "right"
- 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
![](ladder_badges.png)
{{ image( name = "ladder_badges.png", alt = "screenshot") }}
- 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
@@ -367,9 +360,7 @@ insert_anchor_links = "right"
## Order Ticket
<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>
{{ youtube(id="bdC5pZ6T35I") }}
- The order ticket was designed to provide another means other than
the ladder to enter orders into the market
@@ -378,7 +369,7 @@ insert_anchor_links = "right"
which security to populate
- The order ticket appears like below
![](image27.png)
{{ image( name = "image27.png", alt = "screenshot") }}
- On the top left, you have the price for the order as well as the
volume
@@ -416,7 +407,7 @@ insert_anchor_links = "right"
- This is all in place in a very user friendly GUI as shown below:
![](algo_studio.png)
{{ image( name = "algo_studio.png", alt = "screenshot") }}
- There are 3 main areas of the Algo Studio:
+3
View File
@@ -3,6 +3,9 @@ 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.
+137 -45
View File
@@ -3,7 +3,98 @@ title = "Release notes"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Release notes for BTS Spark"
+++
## 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
- Added support for sounds for new orders
- Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
- Enabled the ladder to remember the left panel scroll position across front end restarts
### Bug Fixes
- Fixed the local fills window so that it does not show the admin fills
- Removed the deleted accounts from the ladder accounts dropdown
- Fixed the orderbook price for iceberg of spreaders
## 2.12.0
### User Visible Changes
- Added support for ICE market data and order execution
### Internal Changes
- Lots of permission / admin changes to facilitate ICE
## 2.11.0
### User Visible Changes
- Fixed fills form time filter to also apply to SOD fills
- Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
- Removed the option to enter manual spread fills
- 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
- 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
- A new, more powerful PnL form is now available
### API Changes
- Added security state information (pre open, halted, normal, closed, etc)
### Bug Fixes
- Brought back the "select all" check box in the mini order book
- Fixed an issue in the market data subsystem that on rare occasions could result in a startup crash
### Internal Changes
- Fixed an issue that was stopping us from interpreting SOD times as local rather than GMT
## 2.9.3
### Internal Changes
- Fixed system test scripts
## 2.9.2
### Bug Fixes
- Fixed an issue with the exchange simulator that could lead to crossed markets
## 2.9.1
### Bug Fixes
- Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.
- Fixed an issue with the display of the new raw position column in the market view window.
- Fixed the popup label that describes the raw position information in the ladder
### Internal Changes
- Avoided shipping production configuration defaults that lead to trying to download a position file for the development sftp server.
### Api
- C# API sample now uses synchronous calls.
## 2.9.0
### User Visible Changes
- Improved Workspace management User Interface
- Added the ability to change grid background colors
- The Spark UI Window group now has a title in the Windows task bar
- Added sound alerts for trade events, see Launcher -> Settings -> Alerts
- Allowed composite algos that are attached to existing orders to identify fills that were already present prior to attachment
- Added import facilities for GMI position files
- Added the ability for risk managers to enter manual fills
- Added "raw" P&L columns, that is columns that *do not* include spread legs in their accounting
### Bug Fixes
- Fixed the settings action menu (Load/Save/Reset to Factory)
- Fixed the method used to determine if a security is expired to take into account the start of day time
### API Changes
- Fixed an issue in the Client SDK that could lead to occasional failures to connect to the spark server as well as excessive memory usage.
- Added the ability for algo orders to distinguish fills existing prior to launch
### Internal Changes
- Changed how we packaged certain third-party components
- Added logging of entitlement status
- Tagged outgoing orders with sequence number of marketdata or FIX event that triggered them
## 2.8.3
### Bug Fixes
- Fixed a bug that could cause an OrderBook's Security column filter to be blank
- Fixed a bug that could cause a UI failure when clearing a filter selection on a filtering widget
## 2.8.2
### Bug Fixes
- Added proper display factors for SOM spreads
- Fixed a bug that could cause a UI failure when trying to change settings in a synthetic ladder
## 2.8.1
### Bug fixes
- Fixed an error in the UI grids filtering widget
## 2.8.0
### User Visible Changes
- Added ProRata and Scratch algos
@@ -16,14 +107,15 @@ insert_anchor_links = "right"
selected by default
- Increased width of login panel to better show login error messages
- Added optional 'Maker/Taker' pricing to Spreader algo
- Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
### Internal changes
- Made it easier to generate simple UI's for new order types
### API Changes
- Dynamic orders can now use QuantityMeasure parameter types
## 2.7.2
### User Visible Changes
- Changed the login dialog to avoid leaking workspace names from other users.
- Changed the login dialog to avoid leaking workspace names from other users.
- Added new Splitter algo. From the manual: The splitter is useful
for pro-rata markets where you want to vary your exposure
independent of the order quantity that you want to fill. The
@@ -31,13 +123,13 @@ insert_anchor_links = "right"
the order quantity but it will put exposed_qty total size on the
market. Splitter favors order size over queue position.
### Internal Changes
- Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
- Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
## 2.7.1
### User Visible Changes
- Fixed some issues with the Cover algo, where in some circumstances
it would erroneously cancel launched hedges on completion.
## 2.7.0
### User Visible Changes
- Allowed algos to process "in-flight" fills while shutting down
@@ -56,36 +148,36 @@ insert_anchor_links = "right"
### User Visible Changes
- Fixed an issue in the ladder where in some cases the mini order book could not be brought up from a badge
- Fixed a rare race condition that could lead to erroneous limit enforcement
- Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used
- Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used
## 2.6.1
### User Visible Changes
- Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
## 2.6.0
### User Visible Changes
- 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 made last trade more distinctive when overlaid on the volume 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
- Address a rare issue that could lead to an error report on UI exit
- Added margin risk limits
- Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
- Avoided switching the current account and order type on open ladders when limits are changed
- Avoided switching the current account and order type on open ladders when limits are changed
### Internal Changes
- Ensure that admin logins are always allowed to login, regardless of keycode status.
## 2.5.0
### User Visible Changes
- Added loss limit risk check
- 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 volumn column
- Improved accuracy of the directional arrow when displaying last trades in the volume 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 leve order's security rather then current row's
- 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
- 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
@@ -101,16 +193,16 @@ insert_anchor_links = "right"
### 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 chidren:
- Made Cover order more independent from its hedging children:
- 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
- Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
- Changed manual fills to appear in day PnL rather than in the SOD records
- Add buy/sell coloring to fill rows in fills window
- Streamlined the mini order book:
- Display of the mini order book popup is quicker
- Only exchange orders are displayed
- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
- We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
- A checkbox column has been added to make clearer which rows are selected
### API Changes
@@ -120,7 +212,7 @@ insert_anchor_links = "right"
- Added system requirements to Spark documentation
- Implemented keycodes
- Temporarily rejected stop and stop limit orders, pending bug fixes
## 2.2.0
### User Visible Changes
- Made our orders easier to spot in MBO display
@@ -131,41 +223,41 @@ insert_anchor_links = "right"
- Improved handling of orders with undiscovered securities
- Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
- Fixed display of algo studio algo types in order book
- Hid net change setting in synthetic ladders
- Hid net change setting in synthetic ladders
- Fixed a number of problems with filtering on the Fills form
- On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
- Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
- Added security symbol column to fills window
- Re-organized ladder settings dialog to make it clearer and easier to use
## 2.1.4
### User Visible Changes
- Fixed handling of cancel button in security picker
## 2.1.3
### User Visible Changes
- Fixed a simulator bug in the handling of 0 sized orders
- Fixed a simulator bug in the handling of 0 sized orders
## 2.2.1
### User Visible Changes
- Fixed order book form exception when display a spreader order for whichs the legs were not present yet
- Fixed order book form exception when display a spreader order for which the legs were not present yet
## 2.1.1
### User Visible Changes
- Added PIQ to GLBX Iceberg orders
- Corrected handling of stop limit orders
## 2.1.0
### User Visible Changes
- 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 overlayed on the same ladder column
- Allowed the LTQ and VAP values to be overlaid 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
- Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
## 2.0.5
### User Visible Changes
- Fixed a bug in the handling of rejected QHO orders
@@ -175,19 +267,19 @@ insert_anchor_links = "right"
## 2.0.4
### User Visible Changes
- Fixed performance regression in order manager
### Internal changes
- Improved market data diagnostics for bad configurations
- Changed market data default buffer size
## 2.0.3
### Internal changes
- Improved backwards compatibility in UI settings
## 2.0.2
### User Visible Changes
- Middle click the ladder price column to show the orders for that price level
- Middle click the ladder price column to show the orders for that price level
- Middle click the bid or ask column in the ladder no longer sends an order
### Internal changes
@@ -215,8 +307,8 @@ insert_anchor_links = "right"
- Improved settings manager tool output
- Added diagnostics in the event MD memory corruption is detected
- Added systems tests for join,lean, iceberg and spreader orders
- Made exchange order recovery more resilient in the presence of database loss
- Made exchange order recovery more resilient in the presence of database loss
## 1.6.2
### User Visible Changes
### Exchange simulator
@@ -241,7 +333,7 @@ insert_anchor_links = "right"
- 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
@@ -255,21 +347,21 @@ insert_anchor_links = "right"
- These columns can be restored by toggling their visibility within the PnL's Settings form
- A new Traded Today column has been added to the PnL
- Filtering on this column will allow a user to restrict the report to only show today's position
### Internal changes
- Improved organization of the shell notification architecture
### Internal changes
- Improved organization of the shell notification architecture
- Added logging to help troubleshoot shell exit hang
## 1.5.6
### User Visible Changes
- Fixed a bug that could cause limits to be erroneously enforced
- Fixed a bug that could cause limits to be erroneously enforced
- Improved algo documentation
- Changed how the spreader uses net change
- Simplified trigger algo user interface
### Internal changes
### Internal changes
- Defaulted to not recording sim market data
- Improved documentation build
- Improved documentation build
- Added additional performance tracing
## 1.5.5
- Fixed Market View 'stale working orders' bug
@@ -277,11 +369,11 @@ insert_anchor_links = "right"
- Avoided logging when warming up cache
## 1.5.3
- Fixed sounds startup issue
- Fixed sounds startup issue
## 1.5.2
- Added better logging to AlgoDefinitionService
## 1.5.1
- Fixed missing securities in the Fills and P&L windows.
@@ -302,7 +394,7 @@ insert_anchor_links = "right"
#### Bug Fixes
- Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
- Fixed a bug in the order book where sometimes parent orders would not update their last message column.
#### Algos
- Added OCO Algo
- An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill. Composing this order with Cover simulates scalping functionality
@@ -310,14 +402,14 @@ insert_anchor_links = "right"
- Improved SDK documentation and usability
- Dynamic orders are now properly identified in the order book
#### Documentation
- Information on the Spark API has been added to the Spark manual
- Information on the Spark API has been added to the Spark manual
- The documentation has been updated and reorganized to make information easier to find
### Internal Changes
- Improved robustness of limit system test
- 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 digis as required by some CME products
- Increased default order price precision to 8 digits as required by some CME products
## 1.4.11
### New Features
@@ -385,7 +477,7 @@ insert_anchor_links = "right"
### 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 accomodate the entire form
- 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 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%
@@ -3,6 +3,9 @@ title = "System Requirements"
weight = 4
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Recommended and minimum systems requirements for BTS Spark"
+++
+7 -2
View File
@@ -1,15 +1,20 @@
#/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 doc
cd /home/bts/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
+18 -9
View File
@@ -1,4 +1,4 @@
.page {
.page, .menu-open .page {
position: absolute;
width: calc(100% - #{$sidebar-width});
height: 100%;
@@ -7,15 +7,24 @@
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-left: 10px;
padding-right: .5em;
margin-left: -1.5em;
text-decoration: none;
font-weight: initial;
float: left;
visibility: hidden;
&:hover {
text-decoration: underline;
text-decoration: none;
visibility: visible;
}
}
@@ -155,13 +164,13 @@
}
}
@include min-screen(600px) {
.page {
left: $sidebar-width;
}
}
// @include min-screen(600px) {
// .page {
// left: $sidebar-width;
// }
// }
.page-without-menu {
.menu-closed .page {
width: 100%;
left: 0;
+46 -19
View File
@@ -123,27 +123,9 @@
.page__header {
height: 50px;
position: fixed;
.menu-icon {
height: 50px;
width: 50px;
font-size: 24px;
text-align: center;
float: left;
position: relative;
transition: background .5s;
cursor: pointer;
@include menu-icon();
&:hover {
span {
background-color: black;
}
}
}
.search-icon {
height: 50px;
width: 50px;
display: inline-block;
@@ -156,5 +138,50 @@
&:hover {
color: black
}
@include menu-icon();
&:hover {
span {
background-color: black;
}
}
}
.search-icon, .font-icon {
height: 40px;
width: 40px;
display: inline-block;
text-align: center;
line-height: 40px;
color: rgba(0, 0, 0, 0.5);
cursor: pointer;
font-size: 2rem;
&:hover {
color: #eee;
background-color:#666;
border-radius: .2ex;
}
}
.font-icon{
display: inline-block;
// padding:0.6ex 1ex;
margin-left:1rem;
background:#333;
color:#eee;
border-radius: .2ex;
&:hover {
background:#666;
}
}
}
.dark-mode .font-icon{
background:#aaa;
color:#333;
}
+17 -2
View File
@@ -1,4 +1,4 @@
.menu {
.menu, .menu-open .menu {
height: 100%;
position: absolute;
left: 0;
@@ -39,7 +39,7 @@
}
}
.menu-hidden {
.menu-closed .menu {
width: 0;
}
@@ -47,4 +47,19 @@
.menu {
width: 0;
}
.menu-close-icon {
display: block;
padding:1ex;
font-size: 1.5em;
float:right;
}
}
@include min-screen(600px) {
.menu-close-icon {
display: none;
}
}
+98 -3
View File
@@ -1,6 +1,7 @@
@charset "utf-8";
@import "normalize";
@import "colorbox";
* {
box-sizing: border-box;
@@ -21,6 +22,10 @@ body {
letter-spacing: 0.2px;
}
body.dark-mode .page{
background:#444;
color:#eee;
}
@mixin min-screen($min-width: $body-width) {
@media screen and (min-width: $min-width) {
@@ -40,9 +45,21 @@ $sidebar-width: 300px;
@import "content";
@import "header";
img {
transform: scale(0.666);
transform-origin: top left;
@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;
}
.back-button {
@@ -58,4 +75,82 @@ img {
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
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@@ -0,0 +1,42 @@
#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;}
+15 -6
View File
@@ -1,10 +1,19 @@
function initToggleMenu() {
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");
$(".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");
}
});
}
function debounce(func, wait) {
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+58 -4
View File
@@ -1,11 +1,40 @@
$(document).ready(function() {
$("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);
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);
}
});
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()});
@@ -14,4 +43,29 @@ $(document).ready(function() {
console.log(navigator.userAgent);
$(".search-icon").css("display", "none");
}
});
function setCookie(cname, cvalue, exdays) {
var d = new Date();
d.setTime(d.getTime() + (exdays*24*60*60*1000));
var expires = "expires="+ d.toUTCString();
document.cookie = cname + "=" + cvalue + ";" + expires + ";path=/";
}
function getCookie(cname) {
var name = cname + "=";
var decodedCookie = decodeURIComponent(document.cookie);
var ca = decodedCookie.split(';');
for(var i = 0; i <ca.length; i++) {
var c = ca[i];
while (c.charAt(0) == ' ') {
c = c.substring(1);
}
if (c.indexOf(name) == 0) {
return c.substring(name.length, c.length);
}
}
return "";
}
+6
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@@ -0,0 +1,6 @@
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http://www.jacklmoore.com/colorbox
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+131
View File
@@ -0,0 +1,131 @@
jQuery(function($)
{
// 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
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@@ -0,0 +1 @@
<a class="zola-anchor" href="#{{ id }}" aria-label="Anchor link for: {{ id }}"><i class="fas fa-link"></i></a>
+23 -13
View File
@@ -5,9 +5,12 @@
<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="description" content="Documentation for Blue Trading Systems' BTS Spark" />
<!-- <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 %}
<title>{% block title %}{{ config.title }}{% endblock title %}</title>
@@ -36,12 +39,8 @@
}
</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 %}
@@ -60,6 +59,9 @@
{% 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") %}
@@ -116,14 +118,14 @@
<div class="page">
<div class="page__header">
<div class="menu-icon">
<span></span>
<span></span>
<span></span>
</div>
<span class="menu-icon">
<i class="fas fa-bars"></i>
</span>
{% if config.build_search_index %}
<span class="search-icon">🔎</span>
<span class="search-icon"><i class="fas fa-search"></i></span>
{% endif %}
<span class="font-icon"><i class="fas fa-font"></i></span>
</div>
<div class="page__content">
@@ -154,11 +156,19 @@
</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
View File
@@ -1,5 +1,13 @@
{% 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
View File
@@ -1,5 +1,13 @@
{% 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 %}
+1
View File
@@ -0,0 +1 @@
<div style="clear:both;"></div>
+17
View File
@@ -0,0 +1,17 @@
{% if class %}
{% set cls = class %}
{% else %}
{% set cls = "" %}
{% endif %}
{% if page %}
{% set context = page %}
{% elif section %}
{% set context = section %}
{% endif %}
<img
class="icon-image {{cls}}"
src="{{name}}"
alt="{{alt}}"
/>
+34
View File
@@ -0,0 +1,34 @@
{% if pull %}
{% if pull == "left" %}
{% set float = "is-pulled-left" %}
{% elif pull == "right" %}
{% set float = "is-pulled-right" %}
{% else %}
{% set float = "is-pulled-over-there" %}
{% endif %}
{% else %}
{% set float = " " %}
{% endif %}
{% if class %}
{% set cls = class %}
{% else %}
{% set cls = "" %}
{% endif %}
{% if page %}
{% set context = page %}
{% elif section %}
{% set context = section %}
{% endif %}
{% set image_path = context.path ~ name %}
{% set meta = get_image_metadata(path = image_path) %}
{% set image_width = (meta.width * 0.666)%}
<img
class="{{cls}} {{float}}"
style="width:{{image_width}}px;"
src="{{name}}"
alt="{{alt}}"
/>
@@ -0,0 +1,52 @@
{% if pull %}
{% if pull == "left" %}
{% set float = "is-pulled-left" %}
{% elif pull == "right" %}
{% set float = "is-pulled-right" %}
{% else %}
{% set float = "is-pulled-over-there" %}
{% endif %}
{% else %}
{% set float = " " %}
{% endif %}
{% if class %}
{% set cls = class %}
{% else %}
{% set cls = "" %}
{% endif %}
{% if width %}
{% set wdth = width %}
{% else %}
{% set wdth = "100%" %}
{% endif %}
{% if page %}
{% set context = page %}
{% elif section %}
{% set context = section %}
{% endif %}
{% set image_path = context.path ~ name %}
{% set meta = get_image_metadata(path = image_path) %}
{% set image_width = (meta.width * 0.666)%}
{% set id = name | replace(from=".", to="-") %}
<a class="colorbox-inline" href="#{{id}}">
<img
class="{{cls}} {{float}}"
style="width: {{wdth}}; max-width:{{image_width}}"
src="{{name}}"
alt="{{alt}}"
/>
</a>
<div id="colorbox-inline-content" style="display: none;">
<div id="{{id}}">
<img class = "" style="width:{{image_width}}; max-width:95vw; max-height:95vh; object-fit: scale-down"
src="{{name}}"
alt="{{alt}}"
/>
</div>
</div>
@@ -0,0 +1,6 @@
<div class="video-parent">
<div class="play-pause"><i class="fas fa-play"></i></div>
<video class="video-screenshot" style="width: {{width}}; max-width:100%;" muted loop data-paused="false">
<source src="{{name}}" type="video/mp4">
</video>
</div>
@@ -0,0 +1,8 @@
<div {% if class %}class="{{class}}"{% endif %}>
<div class="embed-responsive embed-responsive-16by9 youtube-thumb">
<a class="gallery_image youtube cboxElement" href="https://www.youtube.com/embed/{{id}}" style="display:block;">
<img class="video_thumb" style="width:100%;" src="https://img.youtube.com/vi/{{id}}/0.jpg" alt="Video Thumbnail" />
<div class="youtube-overlay"><i class="fas fa-play"></i></div>
</a>
</div>
</div>
+53 -62
View File
@@ -1,83 +1,74 @@
using bts;
using bts.api.admin;
using bts.api.core;
using bts.utils;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using bts.api.core;
using mbts.ui.shell;
namespace mbts.spark {
[Export]
class AdminModel : IDisposable {
public readonly UserTuple user;
readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
_accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
_users_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>());
IReadOnlyDictionary<uint, string>
_account_map = new Dictionary<uint, string>(),
_user_map = new Dictionary<uint, string>();
readonly BehaviorSubject<AdminModelWrapper> _wrapper_subject = new BehaviorSubject<AdminModelWrapper>(new AdminModelWrapper());
IDisposable _dispose;
IDisposable _dispose;
IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();
[ImportingConstructor]
AdminModel(AdminService service, [Import]UserTuple user) {
AdminModel(AdminService service, UserTuple user) {
this.user = user;
_dispose = service.subscribei_admin_data().Select(update => {
_wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
IEnumerable<BTSUserImmutable> active_users =
from admin_data in update.all
from bts_user in admin_data.Users
where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
select bts_user;
IEnumerable<BTSAccountImmutable> active_accounts =
from admin_data in update.all
from bts_account in admin_data.Accounts
where bts_account.IsPresent && _wrapper_subject.Value.can_view_account(bts_account.Name)
join account_id in (
from bts_user in active_users
from account_id in bts_user.UserData.AccountPermissions.AccountPermissions.Keys
select account_id
) on bts_account.Id equals account_id
select bts_account;
var users = active_users.ToDictionary(u => u.Id, u => u.Name);
var accounts = active_accounts.ToDictionary(a => a.Id, a => a.Name);
return (users, accounts);
}).Subscribe(t => {
_account_map = t.accounts;
_user_map = t.users;
_users_subject.OnNext(_user_map = t.users);
_accounts_subject.OnNext(_account_map = t.accounts);
});
// accounts
on_accounts = service.subscribei_admin_data()
.Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
usr.UserData.AccountPermissions.AccountPermissions
.Where(kv => (kv.Value.TradingPermission != null && kv.Value.TradingPermission.HasPermissions) || kv.Value.AdminPermission.HasPermissions)
.Select(kv => ad.Accounts.Where(a => a.Id == kv.Key).TryGetSingle(out var acc) ? acc : (BTSAccountImmutable?)null)
.Where(acc => acc.HasValue && acc.Value.IsPresent)
.Select(acc => acc.Value)
.ToDictionary(acc => acc.Id, acc => acc.Name) :
new Dictionary<uint, string>(0))
.Replay(1)
.RefCount();
// users
on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
service.subscribei_admin_data()
.Select(u => u.all.TryFirst())
.Where(ad => ad.HasValue)
.Select(ad => ad.Value.Users
.Where(u => user.can_access_user_data(u.Id))
.Select(u => new UserTuple(u.Id, u.Name))
.ToDictionary(UserTuple.key_fn))
.Table(UserTuple.key_fn)
.Cache() :
Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
_dispose = on_accounts.Subscribe(map => _account_map = map);
}
public IObservable<IReadOnlyDictionary<uint, string>> on_users => _users_subject.AsObservable();
public IObservable<IReadOnlyDictionary<uint, string>> on_accounts => _accounts_subject.AsObservable();
public IObservable<IReadOnlyList<UserTuple>> on_user_tuples => on_users.Select(d => d.Select(kv => new UserTuple(kv.Key, kv.Value)).ToList());
public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();
public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
public AccountTuple? get_default_account() {
foreach (var kv in _account_map) {
return new AccountTuple(kv.Key, kv.Value);
}
return null;
}
public uint? get_user_id(string user) => _id_for_name(user, _user_map);
public uint? get_account_id(string account) => _id_for_name(account, _account_map);
public void Dispose() => Disposable.dispose(ref _dispose);
public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
user.permissions == UserTuple.Permissions.Admin ?
positions :
positions.Filter(on_accounts.Select(map => new Func<T, bool>(p => map.ContainsKey(get_account_id(p)))));
static uint? _id_for_name(string name, IReadOnlyDictionary<uint, string> map) {
foreach (var kv in map) {
if (kv.Value == name)
return kv.Key;
}
return null;
}
public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, string> get_account_name) where TKey : IEquatable<TKey> =>
user.permissions == UserTuple.Permissions.Admin ?
positions :
positions.Filter(on_accounts.Select(map => {
var hash = new HashSet<string>(map.Values);
return new Func<T, bool>(v => hash.Contains(get_account_name(v)));
}));
public AccountTuple? get_default_account() =>
_account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
public void Dispose() =>
Disposable.dispose(ref _dispose);
}
}
-1
View File
@@ -70,7 +70,6 @@ namespace mbts.ui.shell
{
Log.Gen.info("Application.OnExit");
if (_runtime != null) _runtime.Dispose();
utils.BTSNativeMethods.finit_spark_lib();
base.OnExit(e);
Environment.Exit(0);
}
+3 -8
View File
@@ -3,15 +3,10 @@ using mbts;
using mbts.config;
using mbts.spark;
using mbts.ui;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Diagnostics;
using System.Linq;
using System.Reactive.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
@@ -23,8 +18,8 @@ namespace bts.ui {
IDisposable _dispose;
[ImportingConstructor]
public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
_user = username;
public AboutDaemon(IBus bus, UserTuple user) {
_user = user.name;
_bus = bus;
_dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
}
@@ -63,4 +58,4 @@ namespace bts.ui {
Disposable.dispose(ref _dispose);
}
}
}
}
+44 -7
View File
@@ -7,13 +7,11 @@ using mbts.ui;
using System;
using System.ComponentModel.Composition;
using System.Reactive.Linq;
using System.Windows.Threading;
using System.Windows;
using System.Threading.Tasks;
using mbts.ui.shell;
using System.Windows;
using System.Windows.Threading;
namespace bts.spark
{
namespace bts.spark {
[Export, Export(typeof(IShellDaemon))]
public class ErrorReporter : IShellDaemon, IDisposable {
readonly ErrorReportService _svc;
@@ -21,9 +19,9 @@ namespace bts.spark
IDisposable _dispose;
[ImportingConstructor]
public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
public ErrorReporter(ErrorReportService svc, IBus bus, UserTuple user) {
_svc = svc;
_username = username;
_username = user.name;
_dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
}
@@ -48,6 +46,45 @@ namespace bts.spark
ErrorMessage = message,
});
}
public async Task report_silently(string contact, string description, string userdata) {
var request = append_logs(new ErrorReport {
User = _username,
ErrorMessage = description,
UserDescription = userdata,
Contact = contact
}.immutable());
var reply = await _svc.send_report_async(request);
}
public static ErrorReportImmutable append_logs(ErrorReportImmutable src) {
var result = src.CloneToMutable();
var windows_log = LogUtil.read_windows_event_log();
if (!windows_log.IsEmpty) {
result.Files.Add(new FileData {
Name = "Application.evtx.gz",
Contents = windows_log
});
}
var (data,date) = LogUtil.read_latest_crash_dump();
if (!data.IsEmpty) {
result.Files.Add(new FileData {
Name = $"spark-{date.ToString("s")}.dmp.gz",
Contents = data
});
}
var spark_log = LogUtil.read_logs_compressed();
if (!spark_log.IsEmpty) {
result.Files.Add(new FileData {
Name = "log.gz",
Contents = spark_log
});
}
return result.immutable();
}
}
static class ErrorReporterExtensions {
@@ -0,0 +1,68 @@
using bts.api;
using bts.shell;
using mbts;
using mbts.persist;
using mbts.spark;
using mbts.ui;
using mbts.ui.spark;
using mbts.ui.utilities;
using System;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Windows;
using Disposable = mbts.Disposable;
namespace bts {
[Export(typeof(IShellDaemon))]
class GlobalAlertsDaemon : IShellDaemon, IDisposable {
const string
// used for logging/diagnostic purposes
_window_name = "Global Alerts Dialog",
// actual window title
_window_title = "Alerts";
readonly ThreadedWindowLauncher _launcher;
readonly UserSettingsHub _hub;
readonly IBus _bus;
readonly INotificationService _notification_service;
IDisposable _dispose;
[ImportingConstructor]
public GlobalAlertsDaemon(IBus bus, UserSettingsHub hub, INotificationService notification_service) {
_bus = bus;
_hub = hub;
_notification_service = notification_service;
_launcher = new ThreadedWindowLauncher(_window_name);
_dispose = Disposable.Create(
bus.subscribe(SparkTags.ShowGlobalAlertsTag)
.Subscribe(_ => _launcher.show(_view_factory)),
_hub.subscribe_default_settings()
.SubscribeEach(s => new CompositeDisposable(
s.alerts.trade_alerts.Where(t => t.is_enabled).Select(
a => _notification_service.link_to_trades(
a.predicate.security_criteria, a.predicate.create(), a.sound)))));
}
Window _view_factory() {
var vm = new GlobalAlertsVM();
vm.load_from(_hub.current.alerts);
vm.request_commit += commit;
var sec_sub = _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => vm.security_map = m);
var win = new GlobalAlertsDialog {
Title = "Alerts",
DataContext = vm
};
win.Closed += (s, e) => Disposable.dispose(ref sec_sub);
return win;
void commit() {
var s = _hub.current.with(alerts: vm.create());
_hub.save_default(s).ignore();
}
}
public void Dispose() =>
Disposable.dispose(ref _dispose);
}
}
+13 -21
View File
@@ -1,5 +1,6 @@
using bts.api;
using bts.api.synthetic;
using bts.md;
using mbts;
using mbts.co2;
using mbts.spark;
@@ -7,15 +8,10 @@ using mbts.ui;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Linq;
using SecurityKey = System.UInt32;
using System.Collections.Concurrent;
using System.Threading;
using bts.api.user;
using bts.md;
using mbts.ui.shell;
namespace bts {
[Export(typeof(IInitializable))]
@@ -25,17 +21,21 @@ namespace bts {
readonly Lazy<SyntheticSecurityService> _ss;
readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();
static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;
[ImportingConstructor]
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) :
base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, UserTuple user)
: base(mbts.config.Configuration.get<md.RelayOptions>().naggle_ms, MDSourceOptions.DeferInit, user) {
_bus = bus;
_token = token;
_ss = ss;
_ss = ss;
}
override public void initialize() {
public int priority => 55;
[Export]
MDConsumer consumer => _consumer;
IBus bus => _bus.Value;
public override void initialize() {
_relay.set_token(_token.Value);
_dispose.Add(
_ss.Value.subscribei_metadata()
@@ -60,16 +60,8 @@ namespace bts {
// Post full dictionary of syntheics here
bus.post(SparkTags.SyntheticstrategiesTag, t);
}));
_dispose.Add( this.on_securities.Subscribe( (md) => {
bus.post(SparkTags.SecuritiesTag, md);
}));
_dispose.Add(on_securities.Subscribe(md => bus.post(SparkTags.SecuritiesTag, md)));
Task.Run(run);
}
[Export]
MDConsumer consumer => _consumer;
public int priority => 55;
IBus bus => _bus.Value;
}
}
+55
View File
@@ -0,0 +1,55 @@
using System;
using System.ComponentModel.Composition;
using mbts.ui;
using mbts;
using Newtonsoft.Json;
using System.Threading.Tasks;
namespace bts.spark {
[Export(typeof(IShellDaemon))]
class OopsDaemon : IShellDaemon, IDisposable {
[ImportingConstructor]
public OopsDaemon(ErrorReporter e) {
var pid = get_pid();
if (pid.HasValue) {
handle_unclean_shutdown(e, pid.Value);
}
save_pid();
}
public void Dispose() {
clear_pid();
}
void handle_unclean_shutdown(ErrorReporter e, int oldpid) {
string extra = "";
try {
var conf = mbts.config.Configuration.get<bts.config.System>();
extra = JsonConvert.SerializeObject(conf, Formatting.Indented);
}
catch { }
Task.Run(() => e.report_silently(
$"Host: {Environment.MachineName}",
$"pid: {oldpid}\n{extra}",
"Automated crash report")
);
}
const string _subkey = @"Software\BTS";
private void save_pid() {
using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
key.SetValue("pid", System.Diagnostics.Process.GetCurrentProcess().Id, Microsoft.Win32.RegistryValueKind.DWord);
}
}
private void clear_pid() {
using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
key.DeleteValue("pid",false);
}
}
private int? get_pid() {
using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
return key.GetValue("pid") as int?;
}
}
}
}
@@ -43,6 +43,11 @@ namespace bts.shell {
void _show_order_window(Window window) {
foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(_model.algo_model.ui_configuration))
window.Resources[kv.Key] = kv.Value;
// the dynamic algo 'SecurityKey' template has a ContractPickerPopup that expects the security map to be available as a DynamicResource.
var sub = _bus.subscribe(SparkTags.SecuritiesTag)
.OnDispatcher()
.Subscribe(sec_map => window.Resources[ResourceKeys.Securities] = sec_map);
window.Closed += (s, e) => Disposable.dispose(ref sub);
window.Show(-200, -160, true);
}
@@ -3,17 +3,13 @@ using bts.metrics;
using mbts;
using mbts.config;
using mbts.ui;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Net.NetworkInformation;
using System.Text;
using System.Threading.Tasks;
namespace bts.perf {
[Export, Export(typeof(IShellDaemon))]
class ShellLatencyDaemon : IShellDaemon, IDisposable {
readonly ShellLatencyService _service;
@@ -24,10 +20,10 @@ namespace bts.perf {
Ping _pinger = new Ping();
[ImportingConstructor]
public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
public ShellLatencyDaemon(ShellLatencyService service, UserTuple user) {
_service = service;
_version = Configuration.get<bts.config.System>().version;
_username = user;
_username = user.name;
_hostname = Environment.MachineName;
_forever_ping_host(_pinger);
@@ -105,4 +101,4 @@ namespace bts.perf {
Disposable.dispose(ref _subs);
}
}
}
}
+10 -1
View File
@@ -40,14 +40,18 @@ namespace mbts.ui {
EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
GearGeometryKey = nameof(GearGeometryKey),
HornGeometryKey = nameof(HornGeometryKey),
KeyGeometryKey = nameof(KeyGeometryKey),
LetterAKey = nameof(LetterAKey),
LetterDKey = nameof(LetterDKey),
OrdersGeometryKey = nameof(OrdersGeometryKey),
PauseGeometryKey = nameof(PauseGeometryKey),
PaymentGeometryKey = nameof(PaymentGeometryKey),
PencilGeometryKey = nameof(PencilGeometryKey),
PlayGeometryKey = nameof(PlayGeometryKey),
ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
RubberStampGeometryKey = nameof(RubberStampGeometryKey),
SpeakerGeometryKey = nameof(SpeakerGeometryKey),
StarGeometryKey = nameof(StarGeometryKey),
ToolsGeometryKey = nameof(ToolsGeometryKey),
TrashGeometryKey = nameof(TrashGeometryKey),
@@ -149,7 +153,7 @@ namespace mbts.ui {
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
public static ImageSource Disk => create_icon(DiskGeometryKey);
@@ -168,14 +172,19 @@ namespace mbts.ui {
public static ImageSource FilterActive { get { return load_resource_and_freeze("FilterActive"); } }
public static ImageSource FilterError { get { return load_resource_and_freeze("FilterError"); } }
public static ImageSource Gear => create_icon(GearGeometryKey);
public static ImageSource Horn => create_icon(HornGeometryKey);
public static ImageSource Import => load_resource_and_freeze("Import");
public static ImageSource Key => create_icon(KeyGeometryKey);
public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
public static ImageSource Pause => create_icon(PauseGeometryKey);
public static ImageSource Payment => create_icon(PaymentGeometryKey);
public static ImageSource Pencil => create_icon(PencilGeometryKey);
public static ImageSource Play => create_icon(PlayGeometryKey);
public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
public static ImageSource Speaker => create_icon(SpeakerGeometryKey);
public static ImageSource Star => create_icon(StarGeometryKey);
public static ImageSource Target { get { return load_resource_and_freeze("Target"); } }
public static ImageSource Tetris { get { return load_resource_and_freeze("Tetris"); } }
+47 -32
View File
@@ -1,7 +1,7 @@
<ResourceDictionary
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:mbts="clr-namespace:mbts.ui"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
@@ -18,9 +18,7 @@
Ttile: Add free icon
Credit: Icon made by Gregor Cresnar from www.flaticon.com-->
<sys:String x:Key="{x:Static mbts:Icons.AddBoxesGeometryKey}">
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M373.9,187.5H302v-71.9c0-5-4.1-9.1-9.1-9.1s-9.1,4.1-9.1,9.1v71.9h-71.9c-5,0-9.1,4.1-9.1,9.1s4.1,9.1,9.1,9.1h71.9v71.9 c0,5,4.1,9.1,9.1,9.1s9.1-4.1,9.1-9.1v-71.9h71.9c5,0,9.1-4.1,9.1-9.1C382.9,191.5,378.9,187.5,373.9,187.5z
M105.5,393h374.8c5,0,9.1-4.1,9.1-9.1V9.1c0-5-4.1-9.1-9.1-9.1H105.5c-5,0-9.1,4.1-9.1,9.1v374.8 C96.4,388.9,100.5,393,105.5,393z M114.5,18.2h356.7v356.7H114.5V18.2z
M 87.5 10 C 80.313542 10 74.400391 15.913151 74.400391 23.099609 V 397.90039 C 74.400391 405.08685 80.313541 411 87.5 411 h 374.80078 c 7.18646 0 13.09961 -5.91315 13.09961 -13.09961 V 23.099609 C 475.40039 15.913151 469.48724 10 462.30078 10 Z m 13 26.199219 H 449.19922 V 384.90039 H 100.5 Z M 21.099609 76.400391 C 13.912943 76.400391 8 82.313333 8 89.5 v 374.80078 c 0 7.18667 5.912943 13.09961 13.099609 13.09961 H 395.90039 c 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 0 -7.18667 -5.91294 -13.10156 -13.09961 -13.10156 H 34.199219 V 89.5 c 0 -7.186667 -5.912943 -13.099609 -13.09961 -13.099609 z M 274.90039 116.5 c -7.18667 0 -13.09961 5.91294 -13.09961 13.09961 V 197.5 h -67.90039 c -7.18667 0 -13.09961 5.91294 -13.09961 13.09961 0 7.18667 5.91294 13.09961 13.09961 13.09961 h 67.90039 v 67.90039 c 0 7.18667 5.91294 13.09961 13.09961 13.09961 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 v -67.90039 h 67.90039 c 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 v -0.0391 -0.0391 C 368.85982 203.37217 363.03372 197.5 355.90039 197.5 H 288 V 129.59961 C 288 122.41294 282.08706 116.5 274.90039 116.5 Z
</sys:String>
<!--File (the icon is free to use if we include this information in our credit section)
@@ -116,7 +114,7 @@
</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
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</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
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@@ -1149,10 +1164,10 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
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@@ -5,7 +5,6 @@ using mbts.co2;
using mbts.persist;
using mbts.spark;
using mbts.ui;
using mbts.ui.shell;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.IO;
@@ -13,13 +12,11 @@ using System.Threading.Tasks;
using System.Windows.Media;
using static mbts.ui.shell.ProtoBufSerializationHelper;
namespace bts.shell
{
namespace bts.shell {
[Export(typeof(IShellModule))]
class MarketShellModule : IShellModule
{
class MarketShellModule : IShellModule {
[ImportingConstructor]
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
_mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
}
@@ -26,6 +26,7 @@ namespace mbts.spark {
readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
readonly string _security_text, _security_key_text;
readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
readonly Property<bool> _last_price_from_spread;
readonly CellProperty<int> _position;
readonly CellProperty<uint> _last_size;
readonly CellProperty<ulong> _volume;
@@ -36,6 +37,7 @@ namespace mbts.spark {
readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
double _raw_day_position;
string _bid_merged_size_text, _ask_merged_size_text;
ulong _bbo_ref, _last_ref;
@@ -53,6 +55,7 @@ namespace mbts.spark {
_day_change = backing(nameof(day_change), double.NaN);
_session_low = backing(nameof(session_low), double.NaN);
_session_high = backing(nameof(session_high), double.NaN);
_last_price_from_spread = backing(nameof(last_price_from_spread), false);
_settlement = backing(nameof(settlement), double.NaN);
_volume = new CellProperty<ulong>(this, nameof(volume), 0);
_inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
@@ -89,6 +92,10 @@ namespace mbts.spark {
_dispose = Disposable.Create(
_orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
_position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
_orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
raise_invalidated();
}),
_inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
_inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
_day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
@@ -102,7 +109,9 @@ namespace mbts.spark {
public bool inside_bids => _inside_bids.value;
public bool inside_asks => _inside_asks.value;
public int position => _position.value;
public double raw_day_position => _raw_day_position;
public double last_price => _last_price.Value;
public bool last_price_from_spread => _last_price_from_spread.Value;
public uint last_size => _last_size.value;
public double bid_price => _bid_price.Value;
public uint bid_direct_size => _bid_direct_size.Value;
@@ -161,15 +170,17 @@ namespace mbts.spark {
_inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
_inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
}
if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v, out bool from_spread)) {
_last_price.set(ps.price);
_last_price_from_spread.set(from_spread);
_last_size.on_next_distinct(ps.size, ref dirty);
_volume.on_next_distinct(v, ref dirty);
}
_settlement.set(md.md.settlement_price);
_session_low.set(md.md.session_low);
_session_high.set(md.md.session_high);
_day_change.set(last_price - settlement);
dirty |= _settlement.set_new(md.md.settlement_price);
dirty |= _session_low.set_new(md.md.session_low);
dirty |= _session_high.set_new(md.md.session_high);
dirty |= _day_change.set_new(last_price - settlement);
_volume.on_next_distinct(md.md.total_volume, ref dirty);
if (dirty)
invalidated?.Invoke();
@@ -10,7 +10,6 @@ using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Windows.Data;
using System.Windows.Media;
using static bts.shell.MarketViewWindowFactory;
@@ -39,15 +38,17 @@ namespace mbts.spark {
IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -77,18 +78,18 @@ namespace mbts.spark {
horizontal_alignment = h_alignment
});
void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Brush background, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, DefaultSelectionHighlight, h_alignment);
void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, h_alignment);
void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, h_alignment);
void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null, h_alignment);
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, h_alignment);
void add_hl_col(
Columns col_key, string header, BindingBase binding, string prop, string command_prop,
IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Brush background, Brush background_overlay, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
columns.Add(new HyperlinkElementColumn<Row, Columns>(
col_key, binding, new Binding(command_prop), filter, filter_template) {
// it's necessary to have this id populated for grid settings
@@ -96,8 +97,7 @@ namespace mbts.spark {
Header = header,
sort_member_path = prop,
font_color_override = foreground,
background = background,
background_overlay = background_overlay,
background_color_override = background,
Width = DefaultColumnWidths.Price,
horizontal_alignment = h_alignment
});
@@ -111,14 +111,8 @@ namespace mbts.spark {
//
// make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
var col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
{ Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.BidImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.BidDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.BidMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.AskImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.AskDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.AskMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
{ Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
{ Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
};
@@ -145,12 +139,14 @@ namespace mbts.spark {
ask_direct_size_filter.load_state(filters.ask_direct_size);
ask_implied_size_filter.load_state(filters.ask_implied_size);
last_price_filter.load_state(filters.last_price);
last_price_from_spread_filter.load_state(filters.last_price_from_spread);
last_size_filter.load_state(filters.last_size);
day_change_filter.load_state(filters.day_change);
settlement_filter.load_state(filters.settlement);
session_low_filter.load_state(filters.session_low);
session_high_filter.load_state(filters.session_high);
position_filter.load_state(filters.position);
raw_day_position_filter.load_state(filters.raw_day_position);
working_bid_volume_filter.load_state(filters.working_bid_volume);
working_ask_volume_filter.load_state(filters.working_ask_volume);
volume_filter.load_state(filters.volume);
@@ -161,8 +157,8 @@ namespace mbts.spark {
}), DataGridFilterHelper.hook_filters(rows_view, security_filter,
bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
last_price_filter, last_size_filter, day_change_filter, settlement_filter,
session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
WorkLoop.Start("MarketView", _refresh)
);
@@ -224,12 +220,14 @@ namespace mbts.spark {
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
public IDataGridColumnPersistentFilter<Row, string> last_price_from_spread_filter { get; } = new RegexFilterVM<Row>(r => r.last_price_from_spread.ToString(), nameof(Row.last_price_from_spread));
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<Row>(r => r.last_size, nameof(Row.last_size));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> settlement_filter { get; } = new DoubleMinMax<Row>(r => r.settlement, nameof(Row.settlement));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_low_filter { get; } = new DoubleMinMax<Row>(r => r.session_low, nameof(Row.session_low));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_high_filter { get; } = new DoubleMinMax<Row>(r => r.session_high, nameof(Row.session_high));
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> position_filter { get; } = new IntMinMax<Row>(r => r.position, nameof(Row.position));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> raw_day_position_filter { get; } = new DoubleMinMax<Row>(r => r.raw_day_position, nameof(Row.raw_day_position));
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_bid_volume_filter { get; } = new IntMinMax<Row>(r => r.working_bid_volume, nameof(Row.working_bid_volume));
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
@@ -255,12 +253,14 @@ namespace mbts.spark {
ask_direct_size = ask_direct_size_filter.get_state(),
ask_implied_size = ask_implied_size_filter.get_state(),
last_price = last_price_filter.get_state(),
last_price_from_spread = last_price_from_spread_filter.get_state(),
last_size = last_size_filter.get_state(),
day_change = day_change_filter.get_state(),
settlement = settlement_filter.get_state(),
session_low = session_low_filter.get_state(),
session_high = session_high_filter.get_state(),
position = position_filter.get_state(),
raw_day_position = raw_day_position_filter.get_state(),
working_bid_volume = working_bid_volume_filter.get_state(),
working_ask_volume = working_ask_volume_filter.get_state(),
volume = volume_filter.get_state(),
@@ -8,8 +8,35 @@ namespace mbts.ui.spark {
/// Interaction logic for MarketSheetsView.xaml
/// </summary>
partial class MarketViewView : UserControl {
public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
public enum Columns {
Security,
Volume,
Last,
LastSpd,
LastSize,
Position,
RawDayPosition,
WorkingBids,
Bid,
BidMergedSize,
BidDirectSize,
BidImpliedSize,
Ask,
AskMergedSize,
AskDirectSize,
AskImpliedSize,
WorkingAsks,
Settlement,
DayChange,
SessionLow,
SessionHigh,
SecurityKey,
MarketDescription,
ClearedAlias,
ProductDescription,
HubAlias,
StripName,
MicCode
}
public MarketViewView() {
@@ -33,7 +33,7 @@ namespace mbts.spark {
_selected_security_criteria_backing,
_sorted_selected_security_criteria_backing;
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
: base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
_orders_model = orders_model;
_state = state;
@@ -1,4 +1,6 @@
using bts.api;
using bts.proto;
using bts.settings;
using mbts.persist;
using mbts.spark;
using mbts.spark.filters;
@@ -7,6 +9,7 @@ using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
@@ -35,13 +38,8 @@ namespace bts.shell {
void _show(SecurityCriteria criteria) =>
_bus.post(SparkTags.ShowWindow, _create(StartupData.Default(criteria)));
IShellWindow _create(StartupData state) {
var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
state.grid,
get: us => us.market_view_grid,
set: (us, gs) => us.with(provided_market_view_gridsettings: gs));
return new MarketViewWindow(this, _bus, _orders_model, state, settings_manager);
}
IShellWindow _create(StartupData state) =>
new MarketViewWindow(this, _bus, _orders_model, state, _settings_hub.create_mview_settings_manager(state.grid));
[ProtoContract]
public class StartupData {
@@ -68,7 +66,29 @@ namespace bts.shell {
_sorting_criteria = sort;
}
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
public static GridSettings sanitize(GridSettings s) {
if (s == null) {
return null;
}
// column upgrade
var columns = s.columns.ToList();
var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
if (bid_col_index > -1 && ask_col_index > -1) {
if (!columns[bid_col_index].background_color_override.HasValue) {
columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
}
if (!columns[ask_col_index].background_color_override.HasValue) {
columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
}
}
// and enable background color upgrade
return s.with(columns, enable_background_color: true);
}
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
@@ -80,14 +100,16 @@ namespace bts.shell {
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
public static GridColumnSettings volume => new GridColumnSettings(col_id(Columns.Volume), DefaultColumnHeaders.Volume, width: DefaultColumnWidths.Volume);
public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
public static GridColumnSettings last_from_spread => new GridColumnSettings(col_id(Columns.LastSpd), DefaultColumnHeaders.S, width: DefaultColumnWidths.Price, is_visible: false);
public static GridColumnSettings last_size => new GridColumnSettings(col_id(Columns.LastSize), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings position => new GridColumnSettings(col_id(Columns.Position), DefaultColumnHeaders.Pos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings raw_day_position => new GridColumnSettings(col_id(Columns.RawDayPosition), DefaultColumnHeaders.RawDayPos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right, is_visible: false);
public static GridColumnSettings working_bids => new GridColumnSettings(col_id(Columns.WorkingBids), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid_implied_size => new GridColumnSettings(col_id(Columns.BidImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid_direct_size => new GridColumnSettings(col_id(Columns.BidDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid_merged_size => new GridColumnSettings(col_id(Columns.BidMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.bid);
public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.ask);
public static GridColumnSettings ask_merged_size => new GridColumnSettings(col_id(Columns.AskMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask_direct_size => new GridColumnSettings(col_id(Columns.AskDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask_implied_size => new GridColumnSettings(col_id(Columns.AskImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -117,8 +139,10 @@ namespace bts.shell {
yield return security;
yield return volume;
yield return last;
yield return last_from_spread;
yield return last_size;
yield return position;
yield return raw_day_position;
yield return working_bids;
yield return bid_implied_size;
yield return bid_direct_size;
@@ -173,6 +197,8 @@ namespace bts.shell {
public DoubleMinMaxState session_high;
[ProtoMember(12)]
public IntMinMaxState position;
[ProtoMember(27)]
public DoubleMinMaxState raw_day_position;
[ProtoMember(13)]
public IntMinMaxState working_bid_volume;
[ProtoMember(14)]
@@ -200,7 +226,50 @@ namespace bts.shell {
[ProtoMember(25)]
public string strip_name;
[ProtoMember(26)]
public string last_price_from_spread;
[ProtoMember(28)]
public string mic_code;
}
// migration rules
[Export(typeof(IMarketViewGridSettingsMigrationRule))]
class AddMissingColumnsMigrationRule : IMarketViewGridSettingsMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) =>
settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
}
[Export(typeof(IMarketViewGridSettingsMigrationRule))]
class InitBidAskBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
public bool apply(GridSettings s, out GridSettings new_settings) {
var columns = s.columns.ToList();
var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
bool applied = false;
if (bid_col_index > -1 && ask_col_index > -1) {
if (!columns[bid_col_index].background_color_override.HasValue) {
columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
applied = true;
}
if (!columns[ask_col_index].background_color_override.HasValue) {
columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
applied = true;
}
}
new_settings = applied ? s.with(columns) : default;
return applied;
}
}
[Export(typeof(IMarketViewGridSettingsMigrationRule))]
class InitBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) {
if (!settings.enable_background_color) {
new_settings = settings.with(enable_background_color: true);
return true;
}
new_settings = default;
return false;
}
}
}
}
}
@@ -7,16 +7,6 @@ using System.Linq;
using System.Reactive.Linq;
namespace mbts.spark {
struct TradeInfo {
public readonly SecurityImmutable security;
public readonly TradeMessageImmutable trade;
public TradeInfo(SecurityImmutable security, TradeMessageImmutable trade) {
this.security = security;
this.trade = trade;
}
}
class TimeAndSalesModel : IDisposable {
internal readonly SecurityCriteria security_criteria;
@@ -137,7 +137,7 @@ namespace mbts.spark {
public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
_trade_key = trade.Key;
time = ((ulong)trade.Time).lldatetime().ToLocalTime();
price = trade.Mantissa * Math.Pow(10, trade.Exponent);
price = trade.price();
size = trade.Size;
aggressor_side = trade.AggressorSide;
show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
@@ -26,7 +26,10 @@ namespace bts.ui {
public SettingsShellModule(IBus bus, UserSettingsHub settings_hub, WorkspacesModel ws) {
// todo: settings dialog
ws_model = ws;
var actions_list = new List<SparkCommand>(2) { SparkCommands.ShowWorkspaces };
var actions_list = new List<SparkCommand>(2) {
SparkCommands.ShowGlobalAlerts,
SparkCommands.ShowWorkspaces
};
if (Configuration.get<bts.config.toggles.ToastNotifications>().enabled) {
actions_list.Add(SparkCommands.ShowSettings);
}
@@ -227,7 +227,7 @@ namespace mbts.ui.spark {
}
DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter) { Width = 75, };
var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
return col;
@@ -1,7 +1,9 @@
using bts.api;
using bts;
using bts.api;
using bts.api.core;
using bts.api.synthetic;
using bts.collections;
using bts.spark;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
@@ -18,11 +20,36 @@ namespace mbts.spark {
readonly uint _user_id;
[ImportingConstructor]
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
public SpreaderModel(IBus bus, SyntheticSecurityService service, AdminModel admin_model, ErrorReporter error, UserTuple user) {
_bus = bus;
_service = service;
_error = error;
_user_id = user_id;
_user_id = user.id;
// synthetic tuples
var strategy_source = _bus.subscribe(SparkTags.SyntheticstrategiesTag)
.Select(map => MappedDictionary.create<uint, ExecutionStrategyImmutable, (uint security_id, ExecutionStrategyImmutable strategy)>(map, (k, v) => (k, v)))
.Table(tup => tup.security_id);
var synthetic_source = _bus.subscribe(SparkTags.SecuritiesTag)
.Select(map => new FilteredDictionary<uint, SecurityMD>(map, smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic))
.Table(smd => smd.security.Id);
var synthetic_user_join = synthetic_source.LeftJoin(
admin_model.all_user_tuples,
SecurityMD.key_fn,
UserTuple.key_fn,
smd => smd.security.Synthetic.UserId,
(smd, sid, ut, uid) => new SyntheticTuple(smd.security, ut.name, null),
(smd, sid, uid) => new SyntheticTuple(smd.security, null, null),
SyntheticTuple.key_fn);
synthetic_tuples = synthetic_user_join.LeftJoin(
strategy_source,
SyntheticTuple.key_fn,
tup => tup.security_id,
(synth_tup, id, strat_tup) => new SyntheticTuple(synth_tup.security, synth_tup.user_name, strat_tup.strategy),
(synth_tup, id) => synth_tup,
SyntheticTuple.key_fn);
}
public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
@@ -36,6 +63,8 @@ namespace mbts.spark {
.LeftJoin(strategies, (security, strategy) => (new ExecutionStrategyImmutable?(strategy), security), security => (new ExecutionStrategyImmutable?(), security))
);
public IObservable<TableUpdate<SyntheticTuple, uint>> synthetic_tuples { get; }
public IObservable<ExecutionStrategyImmutable> security_strategy(uint security_key) =>
strategy.TrySelect(s => {
bool success = s.TryGetValue(security_key, out ExecutionStrategyImmutable result);
@@ -81,9 +81,9 @@ namespace bts.shell {
#region QuoteParams
public static QuoteParams QuoteParams => new QuoteParams {
LeanQuantityRatio = 1,
QuoteInsideMarketDistance = QuoteInsideMarketDistance,
//QuoteInsideMarketDistance = QuoteInsideMarketDistance,
QuoteMaxOrderMove = QuoteMaxOrderMove,
QuoteMuteZone = QuoteMuteZone,
//QuoteMuteZone = QuoteMuteZone,
QuoteRepriceThrottle = QuoteRepriceThrottle,
QuoteInsideMarketDistanceWithTravel = QuoteInsideMarketDistanceWithTravel,
};
@@ -113,6 +113,7 @@ namespace bts.shell {
};
public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
#endregion
#region PreHedge
@@ -7,8 +7,15 @@ namespace mbts.ui.spark {
/// Interaction logic for SyntheticManagementView.xaml
/// </summary>
partial class SyntheticManagementView : UserControl {
public enum Columns {
Name,
Description,
n_legs,
n_working_orders,
SecurityKey,
User
}
public enum Columns { Name, Description, n_legs, n_working_orders, SecurityKey}
public SyntheticManagementView() =>
InitializeComponent();
}
@@ -10,6 +10,7 @@ using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
@@ -27,7 +28,7 @@ namespace mbts.spark {
readonly IWindowSettingsManager<GridSettings> _settings_manager;
public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
: base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
_orders_model = orders_model;
_state = state;
@@ -66,8 +67,8 @@ namespace mbts.spark {
), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
current_row_connectable_builder.create(observe_row_strategy),
rs => rs.HasValue, select_row_strategy_tuple
), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
), SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder).complete(
vm_connectable_builder.create(vm => vm.current_security_observable.Select(s => s.HasValue ? ImmutableHashSet<uint>.Empty.Add(s.Value.Id) : null)), id => id != null
), SparkCommands.ShowOrders.complete(() => {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
ob_settings.filters = new bts.shell.orderbook.FilterStates {
@@ -1,4 +1,5 @@
using bts.api;
using bts.settings;
using mbts.persist;
using mbts.spark;
using mbts.spark.filters;
@@ -7,6 +8,7 @@ using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Reactive.Linq;
using System.Threading.Tasks;
using static mbts.ui.controls.DIYGrid;
@@ -33,13 +35,8 @@ namespace bts.shell {
public async void show(SparkTags.Nothing nothing) =>
_bus.post(SparkTags.ShowWindow, await load(new StartupData()));
IShellWindow _create(StartupData state) {
var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
state.grid,
get: us => us.synthetic_management_grid,
set: (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
return new SyntheticManagementWindow(this, _bus, _orders_model, state, settings_manager);
}
IShellWindow _create(StartupData state) =>
new SyntheticManagementWindow(this, _bus, _orders_model, state, _settings_hub.create_synth_settings_manager(state.grid));
[ProtoContract]
public class StartupData {
@@ -67,6 +64,7 @@ namespace bts.shell {
public static GridColumnSettings n_legs => new GridColumnSettings(col_id(Columns.n_legs), DefaultColumnHeaders.N_Legs, width: DefaultColumnWidths.N_Legs);
public static GridColumnSettings n_working_orders => new GridColumnSettings(col_id(Columns.n_working_orders), DefaultColumnHeaders.N_Working_Orders, width: DefaultColumnWidths.N_Working_Orders);
public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, is_visible: false, width: DefaultColumnWidths.User);
public static IEnumerable<SortingCriteria> default_sorting_criterion {
get {
@@ -81,6 +79,7 @@ namespace bts.shell {
yield return n_legs;
yield return n_working_orders;
yield return security_key;
yield return user;
}
}
@@ -101,6 +100,15 @@ namespace bts.shell {
public UIntMinMaxState n_working_orders;
[ProtoMember(6)]
public string security_key;
[ProtoMember(7)]
public uint[] user;
}
// migration rules
[Export(typeof(ISyntheticManagementMigrationRule))]
class AddMissingColumnsMigrationRule : ISyntheticManagementMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) =>
settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
}
}
}
}
@@ -0,0 +1,33 @@
using bts.shell;
using mbts.ui.spark;
namespace mbts.spark {
partial class SyntheticEditorVM {
class QuoteInsideMarketDistanceEnabledModel : RowModelBase<bool> {
readonly QuoteInsideMarketDistanceTowardModel _toward;
public QuoteInsideMarketDistanceEnabledModel(QuoteInsideMarketDistanceTowardModel toward) =>
_toward = toward;
public override string display_name { get; } = string.Empty;
public override string help_text { get; } = string.Empty;
public override string man_page { get; } = string.Empty;
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle != null;
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
if (value) {
if (leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle == null) {
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceThrottle;
_toward.apply_value(leg_tup);
}
} else {
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = null;
}
_toward.set_enabled(leg_tup, value);
}
}
}
}
@@ -0,0 +1,39 @@
using bts.spark;
using mbts.ui.spark;
using System.Collections.Generic;
namespace mbts.spark {
partial class SyntheticEditorVM {
class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
public override string display_name { get; } = "Toward Distance";
public override string help_text { get; } = string.Empty;
public override string man_page { get; } = string.Empty;
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
_get_inside_market_distance(leg_tup).OnTowardDistance = _value_from_store(leg_tup);
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance ?
inside_market_distance.OnTowardDistance :
_value_from_store(leg_tup);
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
_value_store[leg_tup.SecurityKey] = value;
if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
inside_market_distance.OnTowardDistance = value;
}
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
_get_inside_market_distance(leg_tup) != null;
QuoteInsideMarketDistanceThrottle _get_inside_market_distance(LegSpreaderParamsTuple leg_tup) =>
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
_value_store.GetValueOrDefault(leg_tup.SecurityKey);
}
}
}
@@ -115,6 +115,11 @@ namespace mbts.spark {
"dictates if this logic applies to the quoting market or to the synthetic spread " +
"market");
public static ParameterSection InsideMarketDistance =>
new ParameterSection("Inside Market Distance", true,
"Reduces re-quoting by throttling quotes that are moving toward the inside market " +
"but are more than 'Toward Distance' away from the inside market");
public static ParameterSection InsideMarketThrottleThresholds =>
new ParameterSection("Inside Market Throttle Thresholds", true,
"Reduces re-quoting for quotes that are moving toward the inside market. " +
@@ -190,6 +190,8 @@ namespace mbts.spark {
var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();
var quote_inside_market_distance_toward = new QuoteInsideMarketDistanceTowardModel();
var pre_hedge_payless_threshold = new PreHedgePaylessThresholdModel();
var pre_hedge_payless_ticks = new PreHedgePaylessTicksModel();
@@ -227,6 +229,8 @@ namespace mbts.spark {
//quote_inside_market_throttle_ticks,
//quote_inside_market_throttle_min_move,
//new MaxTicksInsideMarketModel(),
new QuoteInsideMarketDistanceEnabledModel(quote_inside_market_distance_toward),
quote_inside_market_distance_toward,
new PreHedgePaylessEnabledModel(pre_hedge_payless_threshold, pre_hedge_payless_ticks),
pre_hedge_payless_threshold,
pre_hedge_payless_ticks,
@@ -1,12 +1,15 @@
using bts.api;
using bts;
using bts.api;
using bts.collections;
using bts.spark;
using bts.utils;
using mbts.persist;
using mbts.spark.filters;
using mbts.ui;
using mbts.ui.settings;
using System;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.Collections.ObjectModel;
using System.Linq;
using System.Reactive.Linq;
@@ -17,43 +20,45 @@ using static mbts.ui.controls.DIYGrid;
using static mbts.ui.spark.SyntheticManagementView;
namespace mbts.spark {
class SyntheticManagementDialogVM : SecurityMDGrid<SyntheticManagementDialogVM.Row, (ExecutionStrategyImmutable? strategy, SecurityMD md)> {
class SyntheticManagementDialogVM : SecurityGrid<SyntheticManagementDialogVM.Row, SyntheticTuple> {
readonly IBus _bus;
readonly OrdersModel _orders_model;
IWindowSettingsManager<GridSettings> _settings_manager;
readonly IWindowSettingsManager<GridSettings> _settings_manager;
public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager) : this(bus, orders_model, settings_manager, null, null) { }
public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
: base(orders_model.spreader.strategy_tuple.Select(map => map.Values), sorting) {
: base(orders_model.spreader.synthetic_tuples.Select(t => t.state.Values), sorting) {
_bus = bus;
_orders_model = orders_model;
_settings_manager = settings_manager;
// init filters
user_filter = DiscreteValuesFilterVM.CreateTableUpdate<Row, UserTuple, uint>(r => r.user_tuple, UserTuple.key_fn, out var user_filter_items_observer, out var user_filter_items_view, nameof(Row.user_tuple));
user_filter_items_view.CustomSort = Comparer<string>.Default.wrap<string, UserTuple>(ut => ut.name).to_non_generic();
if (filters != null) {
create_time_filter.load_state(filters.create_time);
name_filter.load_state(filters.name);
description_filter.load_state(filters.description);
n_legs_filter.load_state(filters.n_legs);
n_working_orders_filter.load_state(filters.n_working_orders);
security_key_filter.load_state(filters.security_key);
security_key_filter.load_state(filters.security_key);
user_filter.load_state(filters.user);
}
_settings_manager = settings_manager;
// columns
add_col(Columns.Name, DefaultColumnHeaders.Name, r => r.name, nameof(Row.name), name_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Security);
add_col(Columns.Description, DefaultColumnHeaders.Description, r => r.description, nameof(Row.description), description_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Description);
add_col(Columns.n_legs, DefaultColumnHeaders.N_Legs, r => r.n_legs.ToString(), nameof(Row.n_legs), n_legs_filter, DataGridFilterKnownTemplates.IntMinMax, DefaultColumnWidths.N_Legs);
columns.Add(new HyperlinkElementColumn<Row, Columns>(
Columns.n_working_orders,
new Binding(nameof(Row.n_working_orders)),
Columns.n_working_orders,
new Binding(nameof(Row.n_working_orders)),
new Binding(nameof(Row.show_order_book)),
n_working_orders_filter,
DataGridFilterKnownTemplates.UIntMinMax) {
id = col_id(Columns.n_working_orders),
Header = DefaultColumnHeaders.N_Working_Orders,
Width = DefaultColumnWidths.N_Working_Orders
}
);
});
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user_name, nameof(Row.user_name), user_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
//
void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, IDataGridColumnFilter filter, string filter_template, double width) =>
columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -63,42 +68,39 @@ namespace mbts.spark {
Width = width
});
//
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>(), row_vms);
// this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
grid_settings_manager.load_from(settings_manager.current_settings());
_resources.AddRange(
DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter),
orders_model.admin_model.all_user_tuples.OnDispatcher().Subscribe(user_filter_items_observer),
DataGridFilterHelper.hook_all<SyntheticManagementDialogVM, Row>(this, rows_view),
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
);
}
protected override Row row_factory((ExecutionStrategyImmutable? strategy, SecurityMD md) row_model) =>
new Row(_bus, row_model.md, row_model.strategy, _orders_model);
protected override void on_row_removed(Row row) => row.Dispose();
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
public GridSettings get_grid_save_state() {
if (_settings_manager.instance_settings == null)
return null;
else
return grid_settings_manager.create();
}
public StartupData create() =>
new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
#region Filters
public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> create_time_filter { get; } = new TimeFilterVM<Row>(r => r.create_time, nameof(Row.create_time));
public IDataGridColumnPersistentFilter<Row, string> name_filter { get; } = new RegexFilterVM<Row>(r => r.name, nameof(Row.name));
public IDataGridColumnPersistentFilter<Row, string> description_filter { get; } = new RegexFilterVM<Row>(r => r.description, nameof(Row.description));
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> n_legs_filter { get; } = new IntMinMax<Row>(r => r.n_legs, nameof(Row.n_legs));
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> n_working_orders_filter { get; } = new UIntMinMax<Row>(r => r.n_working_orders, nameof(Row.n_legs));
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
public IDataGridColumnPersistentFilter<Row, uint[]> user_filter { get; }
public GridSettings get_grid_save_state() =>
_settings_manager.instance_settings == null ? null : grid_settings_manager.create();
public StartupData create() =>
new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
protected override Row row_factory(SyntheticTuple row_model) =>
new Row(_bus, row_model, _orders_model);
protected override void on_row_removed(Row row) =>
row.Dispose();
FilterStates _get_filter_states() =>
new FilterStates {
@@ -107,19 +109,19 @@ namespace mbts.spark {
name = name_filter.get_state(),
n_legs = n_legs_filter.get_state(),
n_working_orders = n_working_orders_filter.get_state(),
security_key = security_key_filter.get_state()
security_key = security_key_filter.get_state(),
user = user_filter.get_state()
};
#endregion
public class Row : SecurityMDRow, IEquatable<Row>, IRowVM, IActionableRowVM {
public readonly ExecutionStrategyImmutable? strategy;
public class Row : SecurityRow, IEquatable<Row>, IRowVM, IActionableRowVM {
public readonly SyntheticTuple synthetic_tuple;
readonly IBus _bus;
readonly Property<uint> _n_working_orders;
public Row(IBus bus, SecurityMD security_md, ExecutionStrategyImmutable? strategy, OrdersModel orders_model) : base(security_md) {
public Row(IBus bus, SyntheticTuple synthetic_tuple, OrdersModel orders_model) : base(synthetic_tuple.security) {
_bus = bus;
this.strategy = strategy;
this.synthetic_tuple = synthetic_tuple;
_n_working_orders = backing(nameof(n_working_orders),
orders_model.on_security_orders(security_key)
.Select(t => (uint)(t.state
@@ -133,25 +135,23 @@ namespace mbts.spark {
show_order_book = new DelegateCommand(_show_order_book);
}
public event Action invalidated;
public DateTime create_time => DateTime.MinValue; //TODO
public string name { get; }
public string user_name => synthetic_tuple.user_name;
public UserTuple user_tuple => new UserTuple(synthetic_tuple.security.Synthetic.UserId, user_name);
public int n_legs { get; }
public string description { get; }
public ExecutionStrategyImmutable? strategy => synthetic_tuple.strategy;
public bool strategy_present => strategy.HasValue;
public uint n_working_orders => _n_working_orders.Value;
public ICommand show_ladder { get; }
public ICommand show_order_book { get; }
public ICommand default_command => show_ladder;
public ObservableCollection<RowAnimation> row_animations => new ObservableCollection<RowAnimation>();
public IReadOnlyList<IGridCellStore> cell_stores => new IGridCellStore[0];
public event Action invalidated;
public void raise_invalidated() => invalidated?.Invoke();
public void raise_invalidated() =>
invalidated?.Invoke();
public bool Equals(Row other) =>
other != null &&
@@ -163,10 +163,8 @@ namespace mbts.spark {
public override int GetHashCode() =>
security_key.GetHashCode();
void _show_ladder() =>
_bus.post(SparkTags.ShowLadderTag, md);
_bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet<uint>.Empty.Add(security.Id));
void _show_order_book() {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
@@ -177,4 +175,4 @@ namespace mbts.spark {
}
}
}
}
}
@@ -62,7 +62,10 @@ namespace mbts.spark {
_vm = new AlgoStudioVM(_model);
_vm.load_from(_state);
_view = new AlgoStudioView { DataContext = _vm };
_resources = new CompositeDisposable();
_resources = new CompositeDisposable(
_bus.subscribe(SparkTags.SecuritiesTag)
.OnDispatcher()
.Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
// add definition
_commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
// clone definition
@@ -19,6 +19,8 @@ namespace mbts.spark {
this.key = key;
}
public static AlgoData empty => from_custom_def(new CustomOrderDefinitionImmutable(new CustomOrderDefinition()));
/// <summary>
/// This is the only <see cref="AlgoData"/> factory method that allows callers to explicitly specify a name.
/// It should only be used within the context of creating, or renaming, studio algos.
@@ -65,6 +67,8 @@ namespace mbts.spark {
}
struct AlgoDataVM : IEquatable<AlgoDataVM> {
public static readonly Func<AlgoDataVM, AlgoID> id_fn = vm => AlgoID.from_algo_key(vm.data.key);
public readonly AlgoData data;
public readonly AlgoDefinitionMetadata? meta;
@@ -27,7 +27,7 @@ namespace mbts.spark {
_error_reporter = error_reporter;
definitions =
service.subscribei_algo_definitions()
.Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
.Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
.SelectKeyValue(_definition_data, d => d.key)
.Table()
.Cache();
@@ -13,6 +13,9 @@ namespace mbts.spark {
string _template_key;
ICommand _set_value_cmd;
public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent)
: this(algo, param, parent, (param as ITemplateSelectorKey)?.key) { }
public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
this.param = param;
this.algo = algo;
@@ -247,6 +247,31 @@
</TextBlock>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
<DataTemplate>
<Grid>
<!--Note: Ideally, this 'securities BindingProxy' would be a static resource, but it only seems to detect the dynamic securities when it is in the visual tree.-->
<!--<Grid.Resources>
<u:BindingProxy x:Key="SecuritiesBindingProxy" x:Shared="False" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
</Grid.Resources>-->
<u:BindingProxy x:Name="SecuritiesBindingProxy" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
<TextBlock>
<TextBlock.Text>
<MultiBinding>
<MultiBinding.Converter>
<cv:MultiValueConverterPipe>
<cv:DictionaryLookupConverter/>
<x:Static MemberType="cv:ValueConverters" Member="SecuritySelectorText"/>
</cv:MultiValueConverterPipe>
</MultiBinding.Converter>
<Binding Path="Value" ElementName="SecuritiesBindingProxy"/>
<Binding Path="param.value"/>
</MultiBinding>
</TextBlock.Text>
</TextBlock>
</Grid>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</usp:AlgoParamTemplateSelector.KeyedTemplates>
<!--Bool-->
<usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -320,6 +345,21 @@
</usp:PriceEntryControl>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
<DataTemplate>
<c:ContractPickerPopup
CloseOnCancel="True"
CloseOnOK="True"
Header="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
IsEditMode="False"
IsLazy="True"
SecurityMap="{DynamicResource {x:Static u:ResourceKeys.Securities}}"
SelectedSecurityKey="{Binding param.value}"
ShowDialogSkirt="True"
OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityKeyHandler}"
/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</usp:AlgoParamTemplateSelector.KeyedTemplates>
<!--Bool-->
<usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -10,7 +10,7 @@ using System.Reactive.Disposables;
namespace mbts.spark {
static class AlgoParamRowsHelper {
public static IDisposable connect(AlgoDefinitionVM algo, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) =>
algo == null ? null : new CompositeDisposable(algo.observe_algo_root().SubscribeEach(a => {
algo == null ? null : new CompositeDisposable(algo.observe_algo_root().OnDispatcher().SubscribeEach(a => {
rows.clear_collections();
if (a == null)
return Disposable.empty;
@@ -77,7 +77,7 @@ namespace mbts.spark {
include_algo_type_rows ?
(ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
child_rows,
s.subscribe_selected_algo().SubscribeEach(a => {
s.subscribe_selected_algo().OnDispatcher().SubscribeEach(a => {
s.value = a;
child_rows.clear_collections();
return _wrap_rows(a, selector_wrapper, child_rows, include_algo_type_rows);
@@ -21,7 +21,7 @@ namespace mbts.ui.spark {
class AlgoParamTemplateSelector : DataTemplateSelector {
public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);
KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);
KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key.ToString());
public DataTemplate BoolTemplate { get; set; }
public DataTemplate NullableBoolTemplate { get; set; }
@@ -68,25 +68,64 @@ namespace mbts.spark {
nameof(OrderBookRowVM.symbol)),
DataGridFilterKnownTemplates.DiscreteValues,
DefaultColumnWidths.Symbol);
// algo items view (common resources)
var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
// order type
var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
var order_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID, OrderType[]>(
ft => new AlgoDataVM(ft.algo ?? AlgoData.empty),
AlgoDataVM.id_fn,
ots => Array.ConvertAll(ots ?? Array.Empty<OrderType>(), ot => AlgoID.from_algo_key(AlgoKey.from_known_type(ot))),
ids => ids.empty_if_null().Select(AlgoID.to_algo_key).Where(k => k.mode == AlgoKey.Mode.Factory).Select(k => k.factory).ToArray(),
out var order_type_observer,
out var order_type_items_view);
order_type_items_view.CustomSort = algo_items_comp;
order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
order_type_observer.OnNext(TableUpdate<AlgoDataVM, AlgoID>.mk_empty(AlgoDataVM.id_fn)
.with_added(OrderDataHelper.all_order_types
.Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
.Select(AlgoData.from_custom_def)
.Select(d => new AlgoDataVM(d))));
add_col_expl(Columns.OrderType,
new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.badge_fill)), new Binding(nameof(Row.display_name)), order_type_filter) {
id = col_id(Columns.OrderType),
sort_member_path = nameof(Row.order_type)
}, order_type_filter);
// root algo type
var root_algo_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID>(
ft => new AlgoDataVM(ft.root_algo ?? AlgoData.empty),
AlgoDataVM.id_fn,
out var root_algo_type_observer,
out var root_algo_type_items_view);
root_algo_type_items_view.CustomSort = algo_items_comp;
root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
add_col_expl(Columns.RootAlgoType,
new OrderTypeColumn<Columns>(
Columns.RootAlgoType,
new Binding(nameof(Row.root_algo_badge_color)) { Converter = new ui.converters.ColorToBrushConverter() },
new Binding(nameof(Row.root_algo_display_name)),
root_algo_type_filter,
DefaultColumnHeaders.RootAlgoType) {
id = col_id(Columns.RootAlgoType),
sort_member_path = nameof(Row.root_algo_order_type)
}, root_algo_type_filter);
// side
var side_filter = dv_filter(new[] { Side.Buy, Side.Sell }, r => r.fill.Side);
add_col_expl(Columns.Side, new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { id = col_id(Columns.Side) }, side_filter);
// all others (easily identified by the enum 'Columns.Foo')
add_col(Columns.FillTime, DefaultColumnHeaders.FillTime, r => r.fill_time.ToString("M/d h:mm:ss tt"), new TimeFilterVM<FillTuple>(r => r.fill.Timestamp.ToDateTimeOffset().LocalDateTime), DataGridFilterKnownTemplates.TimeFilter, DefaultColumnWidths.Time);
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values.Ordered()), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
@@ -108,6 +147,7 @@ namespace mbts.spark {
});
_dispose = new CompositeDisposable(
ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
ObservableAutoWrapper.connect_item_hooks(col_tups, ct => ct.filter as IDisposable),
RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
fills_source.OnDispatcher().Subscribe(t => {
last_unfiltered_fills = t;
@@ -128,6 +168,7 @@ namespace mbts.spark {
};
_rows_manager.on_settings(fs, s.sorting_criterion);
}),
model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher().Subscribe(root_algo_type_observer),
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
);
// local methods
@@ -175,8 +216,8 @@ namespace mbts.spark {
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
if (!state.orders.is_null_or_empty()) {
var orders_hash = new HashSet<uint>(state.orders);
return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
} else return model.on_fill_tuples;
return model.on_fill_tuples_with_root.Filter(f => orders_hash.Contains(f.fill.OrderKey));
} else return model.on_fill_tuples_with_root;
}
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
@@ -188,9 +229,11 @@ namespace mbts.spark {
case Columns.Exchange: return wrap_default(ft => ft.security.exchange_or_default());
case Columns.FillKey: return wrap(ft => ft.fill.FillKey);
case Columns.FillKind: return wrap_default(ft => ft.fill.FillKind);
case Columns.FillStatus: return wrap_default(ft => ft.fill.FillStatus);
case Columns.FillTime: return wrap(ft => ft.fill.Timestamp.to_local_time());
case Columns.OrderKey: return wrap(ft => ft.fill.OrderKey);
case Columns.OrderType: return wrap_default(ft => ft.order?.order_type() ?? OrderType.None);
case Columns.RootAlgoType: return wrap_default(ft => ft.root_algo.HasValue ? ft.root_algo.Value.value.CustomCase : OrderType.None);
case Columns.Price: return wrap(ft => ft.fill.LastPrice);
case Columns.Security: return wrap(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
@@ -224,7 +267,10 @@ namespace mbts.spark {
readonly OrdersModel _model;
readonly FillImmutable _fill;
readonly OrderRecordImmutable _order;
AlgoData? _root_algo => fill_tuple.root_algo;
AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
Brush _badge_fill;
Color? _root_algo_badge_color;
OrderMetadata _order_metadata;
public Row(FillTuple fill_tuple, OrdersModel model) :
@@ -249,9 +295,16 @@ namespace mbts.spark {
public double price => _fill.LastPrice;
public double size => _fill.LastShares;
public FillKind fill_kind => _fill.FillKind;
public FillStatus fill_status => _fill.FillStatus;
public string fill_key => _fill.FillKey;
public string order_key => _order.Key.ToString();
// Root Algo
public OrderType root_algo_order_type => _root_algo.HasValue ? _root_algo.Value.value.CustomCase : OrderType.None;
public OrderMetadata root_algo_order_metadata => _model.factory.get_metadata(root_algo_order_type);
public Color root_algo_badge_color => _root_algo_badge_color ?? (_root_algo_badge_color = OrderUtils.badge_color(_root_algo_meta, root_algo_order_metadata)).Value;
public string root_algo_display_name => fill_tuple.root_order_security?.display_name() ?? OrderType.None.display_name();
public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
public override bool Equals(object obj) => Equals(obj as Row);
public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
@@ -16,10 +16,12 @@ namespace mbts.ui.spark {
Symbol,
TimeInForce,
OrderType,
RootAlgoType,
Side,
Price,
Size,
FillKind,
FillStatus,
FillKey,
OrderKey,
SecurityKey
@@ -1,19 +1,15 @@
using bts.api;
using bts.api.orderman;
using bts.settings;
using bts.shell.fills;
using mbts.persist;
using mbts.spark;
using mbts.spark.filters;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.Linq;
using System.ComponentModel.Composition;
using System.Reactive.Linq;
using System.Threading.Tasks;
using static mbts.ui.controls.DIYGrid;
using static mbts.ui.spark.FillsView;
namespace bts.shell {
@@ -34,13 +30,15 @@ namespace bts.shell {
{ nameof(FillsVM.Row.fill_time), Columns.FillTime },
{ nameof(FillsVM.Row.order_key), Columns.OrderKey },
{ nameof(FillsVM.Row.order_type), Columns.OrderType },
{ nameof(FillsVM.Row.root_algo_order_type), Columns.RootAlgoType },
{ nameof(FillsVM.Row.price), Columns.Price },
{ nameof(FillsVM.Row.security), Columns.Security },
{ nameof(FillsVM.Row.security_key), Columns.SecurityKey },
{ nameof(FillsVM.Row.side), Columns.Side },
{ nameof(FillsVM.Row.size), Columns.Size },
{ nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
{ nameof(FillsVM.Row.user), Columns.User }
{ nameof(FillsVM.Row.user), Columns.User },
{ nameof(FillsVM.Row.fill_status ), Columns.FillStatus },
};
public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
@@ -67,5 +65,12 @@ namespace bts.shell {
set: (us, gs) => us.with(provided_fills_gridsettings: gs));
return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
}
// migration rules
[Export(typeof(IFillsGridSettingsMigrationRule))]
class AddMissingColumnsMigrationRule : IFillsGridSettingsMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) =>
settings.add_missing_columns(FillsSettings.DefaultGridSettings.columns, out new_settings);
}
}
}
@@ -23,6 +23,10 @@ namespace bts.shell.fills {
[DIYGridColumnID(nameof(Columns.OrderType))]
public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
[ProtoMember(16)]
[DIYGridColumnID(nameof(Columns.RootAlgoType))]
public AlgoID[] root_algo_type { get; set; }
[ProtoMember(4)]
[DIYGridColumnID(nameof(Columns.Account))]
public string[] account { get; set; }
@@ -70,6 +74,10 @@ namespace bts.shell.fills {
[ProtoMember(15)]
[DIYGridColumnID(nameof(Columns.Symbol))]
public string[] symbol { get; set; }
[ProtoMember(17)]
[DIYGridColumnID(nameof(Columns.FillStatus))]
public Fill.Types.FillStatus[] fill_status { get; set; }
}
static class FillsFilterStatesExtensions {
@@ -88,9 +96,11 @@ namespace bts.shell.fills {
pb.add_discrete_values(fs.exchange, ft => ft.exchange());
pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
pb.add_discrete_values(fs.order_type, ft => ft.order_type());
pb.add_discrete_values(fs.root_algo_type, ft => AlgoID.from_algo_key((ft.root_algo ?? AlgoData.empty).key));
pb.add_discrete_values(fs.side, ft => ft.fill.Side);
pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
pb.add_discrete_values(fs.fill_status, ft => ft.fill.FillStatus);
// numeric
pb.add_numeric(fs.size, ft => ft.fill.LastShares);
pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
@@ -47,6 +47,7 @@ namespace bts.shell.fills {
public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
public static GridColumnSettings root_algo_type => new GridColumnSettings(col_id(Columns.RootAlgoType), DefaultColumnHeaders.RootAlgoType, width: DefaultColumnWidths.OrderType);
public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -70,6 +71,7 @@ namespace bts.shell.fills {
yield return exchange;
yield return time_in_force;
yield return order_type;
yield return root_algo_type;
yield return side;
yield return quantity;
yield return price;
@@ -23,6 +23,10 @@ namespace mbts.spark {
// TODO: somehow allow windows that are using the default settings to still have individual column widths.
[ProtoContract]
class LadderColumnSettings : IEquatable<LadderColumnSettings> {
// this class is 100% mutable (there are literally 0 readonly members),
// so GetHashCode must return the same hash for every instance.
static readonly int _type_hash = typeof(LadderColumnSettings).GetHashCode();
public static LadderColumnSettings Default => new LadderColumnSettings {
show = true,
width = 50,
@@ -74,14 +78,7 @@ namespace mbts.spark {
other.show == show;
public override bool Equals(object obj) => Equals(obj as LadderColumnSettings);
public override int GetHashCode() =>
width.GetHashCode() +
background.GetHashCode() +
foreground.GetHashCode() +
font_family.GetHashCode() +
font_size.GetHashCode() +
font_weight.GetHashCode();
public override int GetHashCode() => _type_hash;
public static bool operator ==(LadderColumnSettings x, LadderColumnSettings y) => x.safe_equals(y);
public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
@@ -89,6 +86,9 @@ namespace mbts.spark {
[ProtoContract]
class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
// this class is 100% mutable (there are literally 0 readonly members),
// so GetHashCode must return the same hash for every instance.
static readonly int _type_hash = typeof(HistogramBarAnimation).GetHashCode();
[ProtoMember(1)]
public ColorShowProto bars { get; set; }
[ProtoMember(2)]
@@ -102,14 +102,14 @@ namespace mbts.spark {
show_numbers == other.show_numbers;
public override bool Equals(object obj) => Equals(obj as HistogramBarAnimation);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
bars.GetHashCode(),
show_numbers.GetHashCode());
public override int GetHashCode() => _type_hash;
}
[ProtoContract]
class VolumeColumnSettings : IEquatable<VolumeColumnSettings> {
// this class is 100% mutable (there are literally 0 readonly members),
// so GetHashCode must return the same hash for every instance.
static readonly int _type_hash = typeof(VolumeColumnSettings).GetHashCode();
public static VolumeColumnSettings Default {
get {
var gen = LadderColumnSettings.Default;
@@ -149,19 +149,14 @@ namespace mbts.spark {
show_ltq.Equals(other.show_ltq);
public override bool Equals(object obj) => Equals(obj as VolumeColumnSettings);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
general.GetHashCode(),
buy.GetHashCode(),
sell.GetHashCode(),
passive.GetHashCode(),
total.GetHashCode(),
show_ltq.GetHashCode());
public override int GetHashCode() => _type_hash;
}
[ProtoContract]
class LadderMarketBreakLine : IEquatable<LadderMarketBreakLine> {
// this class is 100% mutable (there are literally 0 readonly members),
// so GetHashCode must return the same hash for every instance.
static readonly int _type_hash = typeof(LadderMarketBreakLine).GetHashCode();
[ProtoMember(1)]
public bool show { get; set; }
[ProtoMember(2)]
@@ -184,8 +179,7 @@ namespace mbts.spark {
Equals(obj as LadderMarketBreakLine);
public override int GetHashCode() =>
show.GetHashCode() +
(int)color;
_type_hash;
}
[ProtoContract]
@@ -194,20 +188,27 @@ namespace mbts.spark {
readonly bts.persist.algo.AlgoPersistedKey[] _favorite_algos;
[ProtoMember(2)]
public readonly int column_count;
[ProtoMember(3)]
readonly bts.persist.algo.AlgoPersistedKey[] _stickied_algos;
public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count)
: this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)), column_count) { }
public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count, AlgoKey[] stickied_algos)
: this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)),
column_count,
ArrayHelper.safe_convert(stickied_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted))) { }
LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count) {
LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count, bts.persist.algo.AlgoPersistedKey[] stickied_algos) {
_favorite_algos = favorite_algos;
this.column_count = column_count;
_stickied_algos = stickied_algos;
}
public IReadOnlyList<AlgoKey> favorite_algos => ArrayHelper.safe_convert(_favorite_algos, k => k.to_algo_key());
public IReadOnlyList<AlgoKey> stickied_algos => ArrayHelper.safe_convert(_stickied_algos, k => k.to_algo_key());
public bool Equals(LadderFavoriteAlgosSettings other) =>
column_count == other.column_count &&
favorite_algos.SequenceEqual(other.favorite_algos);
favorite_algos.SequenceEqual(other.favorite_algos) &&
stickied_algos.SequenceEqual(other.stickied_algos);
public override bool Equals(object obj) =>
EqualityComparer.equals_obj(this, obj);
@@ -215,7 +216,8 @@ namespace mbts.spark {
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
column_count,
EqualityComparer.aggregate_hash_limited(favorite_algos));
EqualityComparer.aggregate_hash_limited(favorite_algos),
EqualityComparer.aggregate_hash_limited(stickied_algos));
public static bool operator ==(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => a.Equals(b);
public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
@@ -247,6 +249,11 @@ namespace mbts.spark {
const double _default_order_entry_panel_width = 110.0;
const double _default_zoom_factor = 1.0;
const bool _default_show_warn_on_cross = true;
public static readonly IEqualityComparer<LadderSettings> profile_equality_comparer =
EqualityComparer.Create<LadderSettings>(profile_equals);
// this class is 100% mutable (there are literally 0 readonly members),
// so GetHashCode must return the same hash for every instance.
static readonly int _type_hash = typeof(LadderSettings).GetHashCode();
// Default proto constructor
// Added this so that when clients upgrade to a version with new settings,
@@ -273,7 +280,7 @@ namespace mbts.spark {
order_entry_panel_initial_width = _default_order_entry_panel_width;
zoom_factor = _default_zoom_factor;
use_defaults = true;
favorite_algos = new LadderFavoriteAlgosSettings(null, 2);
favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null);
show_warn_on_cross = _default_show_warn_on_cross;
}
@@ -442,6 +449,8 @@ namespace mbts.spark {
public bool account_position_visible { get; set; }
[ProtoMember(50), DefaultValue(true)]
public bool day_position_visible { get; set; }
[ProtoMember(56)]
public bool raw_day_position_visible { get; set; }
[ProtoMember(37), DefaultValue(true)]
public bool size_presets_visible { get; set; }
[ProtoMember(38), DefaultValue(true)]
@@ -487,6 +496,9 @@ namespace mbts.spark {
[ProtoMember(55)]
public LadderMiniOrderBookSettings mini_ob { get; set; }
[ProtoMember(57)]
public double left_panel_scroll_position { get; set; }
public void sanitize() =>
sanitize(this);
@@ -523,111 +535,81 @@ namespace mbts.spark {
return s;
}
/// <summary>
/// Determines whether or not the specified LadderSettings are 'profile equivalent.'
/// This means that 2 ladders, each with a different one of the specified settings, could share the same profile.
/// </summary>
///
/// Note: the impetus for this version of equality is to avoid disconnecting a ladder from its profile due to 'trivial' settings changes.
/// Consider the '<see cref="default_algo"/>' property:
/// If a ladder is using a settings profile with Limit as the default algo, and the user decides to send a 'Market' order,
/// the ladder would suddenly be disconnected from the profile, because it's settings state would no longer be equal to the profile's settings,
/// since they changed the selected algo type to 'Market.'
/// To avoid such travesties, a separate equals logic is needed: this is called 'profile-equivalent' and is implemented in <see cref="profile_equals)"/>.
/// Devs: be sure to account for properties that are excluded in the 'profile-equals' logic in the [regular]'equals' logic.
public static bool profile_equals(LadderSettings a, LadderSettings b) =>
a == null ? b == null :
b != null &&
a.row_height == b.row_height &&
a.grid_line_color == b.grid_line_color &&
a.orders_column.safe_equals(b.orders_column) &&
a.bid_column.safe_equals(b.bid_column) &&
a.ask_column.safe_equals(b.ask_column) &&
a.price_column.safe_equals(b.price_column) &&
a.last_column.safe_equals(b.last_column) &&
a.piq_column.safe_equals(b.piq_column) &&
a.calculator_buttons.safe_equals(b.calculator_buttons, Enumerable.SequenceEqual) &&
a.scroll_bar_visible == b.scroll_bar_visible &&
a.default_account == b.default_account &&
a.default_time_in_force == b.default_time_in_force &&
a.size == b.size &&
a.animate_recenter == b.animate_recenter &&
a.badge_style == b.badge_style &&
a.auto_clear == b.auto_clear &&
a.bid_break_line.safe_equals(b.bid_break_line) &&
a.ask_break_line.safe_equals(b.ask_break_line) &&
a.mid_break_line.safe_equals(b.mid_break_line) &&
a.alternate_order_size == b.alternate_order_size &&
a.session_low_line.safe_equals(b.session_low_line) &&
a.session_high_line.safe_equals(b.session_high_line) &&
a.session_range_fill.safe_equals(b.session_range_fill) &&
a.volume_column.safe_equals(b.volume_column) &&
a.size_display.safe_equals(b.size_display) &&
a.day_visible == b.day_visible &&
a.high_visible == b.high_visible &&
a.low_visible == b.low_visible &&
a.open_visible == b.open_visible &&
a.settle_visible == b.settle_visible &&
a.volume_visible == b.volume_visible &&
a.account_visible == b.account_visible &&
a.tif_visible == b.tif_visible &&
a.order_type_visible == b.order_type_visible &&
a.account_position_visible == b.account_position_visible &&
a.day_position_visible == b.day_position_visible &&
a.raw_day_position_visible == b.raw_day_position_visible &&
a.size_presets_visible == b.size_presets_visible &&
a.cancel_buys_visible == b.cancel_buys_visible &&
a.cancel_sells_visible == b.cancel_sells_visible &&
a.cancel_all_visible == b.cancel_all_visible &&
a.auto_clear_visible == b.auto_clear_visible &&
a.clear_visible == b.clear_visible &&
a.order_entry_panel_initial_width == b.order_entry_panel_initial_width &&
a.zoom_slider_visible == b.zoom_slider_visible &&
a.zoom_factor == b.zoom_factor &&
a.use_defaults == b.use_defaults &&
a.favorite_algos == b.favorite_algos &&
a.net_change == b.net_change &&
a.show_warn_on_cross == b.show_warn_on_cross &&
a.mini_ob == b.mini_ob;
public bool Equals(LadderSettings other) =>
other != null &&
row_height == other.row_height &&
grid_line_color == other.grid_line_color &&
orders_column.safe_equals(other.orders_column) &&
bid_column.safe_equals(other.bid_column) &&
ask_column.safe_equals(other.ask_column) &&
price_column.safe_equals(other.price_column) &&
last_column.safe_equals(other.last_column) &&
piq_column.safe_equals(other.piq_column) &&
calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
scroll_bar_visible == other.scroll_bar_visible &&
default_account == other.default_account &&
profile_equals(this, other) &&
default_algo == other.default_algo &&
default_time_in_force == other.default_time_in_force &&
size == other.size &&
animate_recenter == other.animate_recenter &&
badge_style == other.badge_style &&
auto_clear == other.auto_clear &&
bid_break_line.safe_equals(other.bid_break_line) &&
ask_break_line.safe_equals(other.ask_break_line) &&
mid_break_line.safe_equals(other.mid_break_line) &&
alternate_order_size == other.alternate_order_size &&
session_low_line.safe_equals(other.session_low_line) &&
session_high_line.safe_equals(other.session_high_line) &&
session_range_fill.safe_equals(other.session_range_fill) &&
volume_column.safe_equals(other.volume_column) &&
size_display.safe_equals(other.size_display) &&
day_visible == other.day_visible &&
high_visible == other.high_visible &&
low_visible == other.low_visible &&
open_visible == other.open_visible &&
settle_visible == other.settle_visible &&
volume_visible == other.volume_visible &&
account_visible == other.account_visible &&
tif_visible == other.tif_visible &&
order_type_visible == other.order_type_visible &&
account_position_visible == other.account_position_visible &&
day_position_visible == other.day_position_visible &&
size_presets_visible == other.size_presets_visible &&
cancel_buys_visible == other.cancel_buys_visible &&
cancel_sells_visible == other.cancel_sells_visible &&
cancel_all_visible == other.cancel_all_visible &&
auto_clear_visible == other.auto_clear_visible &&
clear_visible == other.clear_visible &&
order_entry_panel_initial_width == other.order_entry_panel_initial_width &&
zoom_slider_visible == other.zoom_slider_visible &&
zoom_factor == other.zoom_factor &&
use_defaults == other.use_defaults &&
favorite_algos == other.favorite_algos &&
net_change == other.net_change &&
show_warn_on_cross == other.show_warn_on_cross &&
mini_ob == other.mini_ob;
left_panel_scroll_position == other.left_panel_scroll_position;
public override bool Equals(object obj) => Equals(obj as LadderSettings);
// TODO: remove mutable props from hash logic (or conversely, make them immutable).
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
row_height.GetHashCode(),
grid_line_color.GetHashCode(),
EqualityComparer.safe_get_hash_code(orders_column),
EqualityComparer.safe_get_hash_code(bid_column),
EqualityComparer.safe_get_hash_code(ask_column),
EqualityComparer.safe_get_hash_code(price_column),
EqualityComparer.safe_get_hash_code(last_column),
EqualityComparer.safe_get_hash_code(piq_column),
EqualityComparer.safe_get_hash_code(calculator_buttons),
scroll_bar_visible.GetHashCode(),
default_time_in_force.GetHashCode(),
size.GetHashCode(),
animate_recenter.GetHashCode(),
badge_style.GetHashCode(),
EqualityComparer.safe_get_hash_code(bid_break_line),
EqualityComparer.safe_get_hash_code(ask_break_line),
EqualityComparer.safe_get_hash_code(mid_break_line),
alternate_order_size.GetHashCode(),
EqualityComparer.safe_get_hash_code(session_low_line),
EqualityComparer.safe_get_hash_code(session_high_line),
EqualityComparer.safe_get_hash_code(session_range_fill),
EqualityComparer.safe_get_hash_code(volume_column),
EqualityComparer.safe_get_hash_code(size_display),
day_visible.GetHashCode(),
high_visible.GetHashCode(),
low_visible.GetHashCode(),
open_visible.GetHashCode(),
settle_visible.GetHashCode(),
volume_visible.GetHashCode(),
account_visible.GetHashCode(),
tif_visible.GetHashCode(),
order_type_visible.GetHashCode(),
account_position_visible.GetHashCode(),
size_presets_visible.GetHashCode(),
cancel_buys_visible.GetHashCode(),
cancel_sells_visible.GetHashCode(),
cancel_all_visible.GetHashCode(),
auto_clear_visible.GetHashCode(),
clear_visible.GetHashCode(),
order_entry_panel_initial_width.GetHashCode(),
zoom_slider_visible.GetHashCode(),
zoom_factor.GetHashCode(),
use_defaults.GetHashCode(),
favorite_algos.GetHashCode(),
net_change.GetHashCode(),
show_warn_on_cross.GetHashCode());
public override int GetHashCode() => _type_hash;
public struct WindowSpecifics {
public readonly double order_entry_panel_width, zoom_factor;
@@ -1,4 +1,5 @@
using bts.api;
using bts.collections;
using bts.md;
using mbts;
using mbts.config;
@@ -11,10 +12,10 @@ using ProtoBuf;
using System;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.IO;
using System.Linq;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Threading;
using System.Threading.Tasks;
using System.Windows;
using LadderSettings = mbts.spark.LadderSettings;
@@ -22,31 +23,35 @@ using LadderSettings = mbts.spark.LadderSettings;
namespace bts.shell {
class LadderWindowFactory : ShellWindowFactory<LadderSaveState> {
const string _window_type = "ladder";
const int _version_where_stickied_algos_introduced = 2;
readonly LadderConfig _ladder_conf;
readonly IBus _bus;
readonly IWindowManager _wm;
readonly MBOService _mbo;
readonly UserSettingsHub _settings_hub;
readonly OrdersModel _orders_model;
readonly IShellWindowThreadIDProvider _thread_id_provider;
IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
public LadderWindowFactory(
IShellModule owner,
IBus bus,
IWindowManager wm,
UserSettingsHub settings_hub,
IShellModule owner,
IBus bus,
IWindowManager wm,
UserSettingsHub settings_hub,
OrdersModel orders_model,
MBOService mbo)
: base(owner, "SparkLadder") {
: base(owner, "SparkLadder", 2) {
_bus = bus;
_wm = wm;
_settings_hub = settings_hub;
_orders_model = orders_model;
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
_thread_id_provider = ShellWindowThreadIDFactory.create("Ladder", _ladder_conf.ladders_on_threads);
_mbo = mbo;
_dispose = Disposable.Create(
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
bus.subscribe(SparkTags.ShowLadderAutoLookupTag).Subscribe(_show_windows),
bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
bus.subscribe(SparkTags.ShowLaddersTag).OnDispatcher().Subscribe(show_windows)
);
@@ -60,26 +65,32 @@ namespace bts.shell {
return null;
}
protected override Task<IShellWindow> try_upgrade_state(Stream load_stream, int version) {
var state = ProtoBuf.Serializer.DeserializeWithLengthPrefix<LadderSaveState>(load_stream, ProtoBuf.PrefixStyle.Fixed32);
if (version < _version_where_stickied_algos_introduced) {
// We want to assign any existing favorite algos to stickied algos upon setting upgrade
var favorite_algos_array = state.settings.favorite_algos.favorite_algos.ToArray();
state.settings.favorite_algos = new LadderFavoriteAlgosSettings(favorite_algos_array, state.settings.favorite_algos.column_count, favorite_algos_array);
}
return load(state);
}
LadderSaveState _get_state(LadderVM vm, uint id) {
LadderSettings s = vm.get_save_state();
if (id != 0) {
if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
// profile was deleted
id = 0;
} else {
if (!s.Equals(result.value)) {
// ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
id = 0;
}
} else if (!LadderSettings.profile_equals(s, result.value)) {
// ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
id = 0;
}
}
return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
}
int _ladder_count = 0;
IShellWindow create_ladder_window(SecurityMD md, LadderSettings last_value, uint settings_id = 0) {
IDisposable active_settings_dialog = null;
var thread_id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
// on_shell_window_vm should behave like an event (do not set to null)
Action<ShellWindowVM> on_shell_window_vm = _ => { };
ShellWindowVM shell_window_vm = null;
@@ -136,7 +147,7 @@ namespace bts.shell {
var curr = vm.get_save_state();
if (settings_id == 0) {
last_value = curr;
} else if (!curr.Equals(last_value)) {
} else if (!LadderSettings.profile_equals(curr, last_value)) {
settings_id = 0;
last_value = curr;
}
@@ -150,7 +161,7 @@ namespace bts.shell {
// not on a profile, don't respond to default settings changes
return;
} else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
if (!last_value.Equals(vm.get_save_state())) {
if (!LadderSettings.profile_equals(last_value, vm.get_save_state())) {
settings_id = 0;
} else {
settings_subject.OnNext(last_value = profile.value);
@@ -198,6 +209,7 @@ namespace bts.shell {
_ => _,
vm.get_save_state(),
UserSettings.FileExtensions.LADDER,
LadderSettings.profile_equals,
settings_id);
dialog_vm.applied += apply;
// dialog
@@ -251,19 +263,32 @@ namespace bts.shell {
Log.Ui.warn($"LadderSettingsDialog error {action_desc}: {error}.");
}
});
string thread = _ladder_conf.ladders_on_threads ? $"Ladder{thread_id:00}" : "";
return shell_window = ShellWindow.create(
module, md.security.ToString(), _window_type, view,
(v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
icon: Icons.Ladder,
thread_id: thread,
thread_id: _thread_id_provider.next_id(),
vm => {
shell_window_vm = vm;
title_source.connect();
});
}
void show_windows(IReadOnlyCollection<SecurityMD> securities) {
async void _show_windows(IImmutableSet<uint> securities) {
if (securities == null)
return;
var start_time = DateTime.Now;
do {
var found = securities.KeyJoin(_securities).ToList();
securities = securities.RemoveRange(found.Select(SecurityMD.key_fn));
show_windows(found);
if (securities.Count == 0)
break;
await Task.Delay(500);
} while ((DateTime.Now - start_time) < _ladder_conf.security_timeout);
}
void show_windows(IEnumerable<SecurityMD> securities) {
int n_allowed = (int)_ladder_conf.max_open_ladders - _wm.list_windows().Where(w => w.window_type == _window_type).Count();
int n_opened = 0;
foreach (var s in securities) {
@@ -301,4 +326,4 @@ namespace bts.shell {
[ProtoMember(3)]
public uint settings_id;
}
}
}
@@ -2,6 +2,7 @@
using bts.api;
using bts.api.orderman;
using bts.collections;
using bts.persist.algo;
using bts.shell.orderbook;
using bts.utils;
using mbts.collections;
@@ -71,6 +72,7 @@ namespace mbts.spark {
_order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
_account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
_day_position_visibility = new OrderEntryPanelItemVisibilityVM("Day Position"),
_raw_day_position_visibility = new OrderEntryPanelItemVisibilityVM("Raw Day Position"),
_size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
_auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
_clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
@@ -135,8 +137,8 @@ namespace mbts.spark {
foreach (var c in _observable_components)
c.PropertyChanged -= on_prop_changed;
}
AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
}
public event Action result_changed;
@@ -238,6 +240,7 @@ namespace mbts.spark {
yield return _order_type_visibility;
yield return _account_position_visibility;
yield return _day_position_visibility;
yield return _raw_day_position_visibility;
yield return _size_preset_visibility;
yield return _clear_visibility;
yield return _auto_clear_visibility;
@@ -280,6 +283,7 @@ namespace mbts.spark {
yield return _order_type_visibility;
yield return _account_position_visibility;
yield return _day_position_visibility;
yield return _raw_day_position_visibility;
yield return _size_preset_visibility;
yield return _auto_clear_visibility;
yield return _clear_visibility;
@@ -342,6 +346,7 @@ namespace mbts.spark {
_order_type_visibility.show = settings.order_type_visible;
_account_position_visibility.show = settings.account_position_visible;
_day_position_visibility.show = settings.day_position_visible;
_raw_day_position_visibility.show = settings.raw_day_position_visible;
_size_preset_visibility.show = settings.size_presets_visible;
_clear_visibility.show = settings.clear_visible;
_auto_clear_visibility.show = settings.auto_clear_visible;
@@ -414,6 +419,7 @@ namespace mbts.spark {
clone.order_type_visible = _order_type_visibility.show;
clone.account_position_visible = _account_position_visibility.show;
clone.day_position_visible = _day_position_visibility.show;
clone.raw_day_position_visible = _raw_day_position_visibility.show;
clone.size_presets_visible = _size_preset_visibility.show;
clone.auto_clear_visible = _auto_clear_visibility.show;
clone.clear_visible = _clear_visibility.show;
@@ -723,12 +729,15 @@ namespace mbts.spark {
readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
int _column_count = 2;
HashSet<AlgoPersistedKey> _sticky_algo_keys;
IDisposable _sticky_algos_hook;
public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
_algo_definitions = algo_definitions;
items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
_dispose = Disposable.Create(() => Disposable.dispose(ref _sticky_algos_hook));
}
public ObservableCollection<FavoriteAlgoItem> items { get; }
@@ -745,6 +754,17 @@ namespace mbts.spark {
fai.selector.try_select(k);
return fai;
}));
_sticky_algo_keys = new HashSet<AlgoPersistedKey>(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
Disposable.replace(ref _sticky_algos_hook,
ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
x.selector.subscribe_value().Subscribe(algo => {
if (algo != null &&
algo.key.is_persisted &&
(x.is_sticky = _sticky_algo_keys.Remove(new AlgoPersistedKey(algo.key.persisted))) &&
_sticky_algo_keys.Count == 0)
//
Disposable.dispose(ref _sticky_algos_hook);
})));
}
public LadderFavoriteAlgosSettings create() =>
@@ -753,7 +773,13 @@ namespace mbts.spark {
.Where(k => k.HasValue && k.Value.is_persisted)
.Select(k => k.Value)
.ToArray(),
column_count);
column_count,
_raw_items
.Where(fai => fai.is_sticky)
.Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
.Where(k => k.HasValue && k.Value.is_persisted)
.Select(k => k.Value)
.ToArray());
FavoriteAlgoItem _item_factory() =>
new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
@@ -766,6 +792,7 @@ namespace mbts.spark {
public static readonly FavoriteAlgoItem AddButtonPlaceholderItem = new _AddButtonPlaceholderItem();
internal readonly KeyedItemSelector<AlgoDefinitionVM, AlgoKey> selector;
bool _is_sticky;
protected FavoriteAlgoItem() { }
@@ -776,6 +803,7 @@ namespace mbts.spark {
public ICollectionView<AlgoDefinitionVM> algo_definitions_view { get; }
public AlgoDefinitionVM algo_definition { get => selector.value; set => selector.value = value; }
public bool is_sticky { get => _is_sticky; set => Set(ref _is_sticky, value); }
class _AddButtonPlaceholderItem : FavoriteAlgoItem, ITemplateSelectorKey {
public string key => LadderSettingsView.FavoriteAlgoAddButtonTemplateKey;
@@ -1,9 +1,11 @@
using bts.api;
using bts.api.orderman;
using bts.collections;
using bts.shell;
using bts.spark;
using bts.utils;
using mbts.co2;
using mbts.spark.utilities;
using mbts.ui;
using mbts.ui.shell;
using mbts.utils;
@@ -32,8 +34,16 @@ namespace mbts.spark {
_show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
_show_cancel_sells, _show_cancel_all, _show_zoom;
readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
double _position, _day_position;
bool _show_account_position, _show_day_position;
readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
double
_position,
_day_position,
_raw_day_position,
_left_panel_extent_height,
_left_panel_view_port_height,
_left_panel_scroll_position,
_left_panel_scroll_position_target;
bool _show_account_position, _show_day_position, _show_raw_day_position;
ulong _misc_time = 0;
ulong _last_trade_time = 0;
IEqualityComparer<double> _equality;
@@ -73,6 +83,7 @@ namespace mbts.spark {
_volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
_left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
_zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
_left_panel_scroll_position_target = init.left_panel_scroll_position;
// remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
_volume = backing(nameof(volume), 0ul);
_auto_clear = backing(nameof(auto_clear), init.auto_clear);
@@ -106,7 +117,10 @@ namespace mbts.spark {
(_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible)).set,
(_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
s => {
if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
if (
Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) |
Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position)) |
Set(ref _show_raw_day_position, s.raw_day_position_visible, nameof(show_raw_day_position))) {
RaisePropertyChanged(nameof(position_display_text));
}
size_calculator.buttons = s.calculator_buttons;
@@ -132,8 +146,8 @@ namespace mbts.spark {
//
//_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
//_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : (_show_raw_day_position ? _raw_day_position : position))));
send_order_command = new AsyncCommand<(double price, Side? side, MouseButton button)>(send_order_async);
cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
show_book_command = new DelegateCommand(_show_book);
show_ticket_command = new DelegateCommand(_show_ticket);
@@ -223,17 +237,25 @@ namespace mbts.spark {
.SelectManyInSeries(a => _model.order_gateway.on_security_positions(security.Id)
.Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
return Disposable.Create(
settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
settings.OnDispatcher().Subscribe(s => {
_sticky_algos.SetItems(s.favorite_algos.stickied_algos);
order_properties_vm.on_favorite_algos(s.favorite_algos);
}),
order_properties_vm,
position_src.OnDispatcher().Subscribe(pos => {
double total, day;
double total, day, raw_day;
if (pos.HasValue) {
total = pos.Value.total_pos();
day = pos.Value.day_pos();
raw_day = pos.Value.raw_day_pos();
} else {
total = day = double.NaN;
total = day = raw_day = double.NaN;
}
if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
if ((
Set(ref _position, total, nameof(position)) |
Set(ref _day_position, day, nameof(day_position)) |
Set(ref _raw_day_position, raw_day, nameof(raw_day_position))
) && (show_day_position || show_account_position || show_raw_day_position))
RaisePropertyChanged(nameof(position_display_text));
}));
}
@@ -284,6 +306,7 @@ namespace mbts.spark {
public double settlement => _settlement.Value;
public double position => _position;
public double day_position => _day_position;
public double raw_day_position => _raw_day_position;
public ulong volume => _volume.Value;
public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
@@ -310,6 +333,7 @@ namespace mbts.spark {
public bool show_order_type => _show_order_type.view;
public bool show_account_position => _show_account_position;
public bool show_day_position => _show_day_position;
public bool show_raw_day_position => _show_raw_day_position;
public bool show_size_preset => _show_size_preset.view;
public bool show_auto_clear => _show_auto_clear.view;
public bool show_clear => _show_clear.view;
@@ -317,16 +341,49 @@ namespace mbts.spark {
public bool show_cancel_sells => _show_cancel_sells.view;
public bool show_cancel_all => _show_cancel_all.view;
public bool show_zoom => _show_zoom.view;
// left panel scroll props
public double left_panel_view_port_height {
get => _left_panel_view_port_height;
set {
using (detect_property_changes(nameof(left_panel_scroll_position)))
_left_panel_view_port_height = value;
}
}
public double left_panel_scroll_position {
get {
if (!_left_panel_scroll_position_target.is_nan()) {
if (_left_panel_scroll_position_target < _max_left_panel_scroll_position) {
_left_panel_scroll_position = _left_panel_scroll_position_target;
_left_panel_scroll_position_target = double.NaN;
}
}
return Math.Min(_left_panel_scroll_position, _left_panel_extent_height);
}
set => Set(ref _left_panel_scroll_position, value);
}
public double left_panel_extent_height {
get => _left_panel_extent_height;
set {
using (detect_property_changes(nameof(left_panel_scroll_position)))
Set(ref _left_panel_extent_height, value);
}
}
public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
public string position_display_text {
get {
if (show_day_position) {
string day_pos_text = SparkUtils.fmt_position(day_position);
return show_account_position ? $"{day_pos_text} ({SparkUtils.fmt_position(position)})" : day_pos_text;
} else if (show_account_position) {
return SparkUtils.fmt_position(position);
} else return string.Empty;
string rv = null;
if (show_day_position)
rv = SparkUtils.fmt_position(day_position);
if (show_raw_day_position) {
var raw_day_text = SparkUtils.fmt_position(raw_day_position);
rv = rv == null ? raw_day_text : $"{rv} / {raw_day_text}";
}
if (show_account_position) {
var acc_text = SparkUtils.fmt_position(position);
rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
}
return rv ?? "";
}
}
//public double window_height { get => _window_height.Value; set => _window_height.set(value); }
@@ -342,6 +399,10 @@ namespace mbts.spark {
public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
internal LadderModel model => _model;
internal IObservable<LadderSettings> settings { get; }
double _max_left_panel_scroll_position =>
Math.Max(0, _left_panel_extent_height - _left_panel_view_port_height);
internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
var order = op.order;
double p = order.price();
@@ -372,6 +433,7 @@ namespace mbts.spark {
zoom_factor,
piq_column_width));
rv.auto_clear = auto_clear;
rv.left_panel_scroll_position = left_panel_scroll_position;
if (order_properties_vm != null) {
rv.default_time_in_force = order_properties_vm.selected_time_in_force;
if (order_properties_vm.selected_account.HasValue)
@@ -400,20 +462,19 @@ namespace mbts.spark {
settings_invalidated?.Invoke();
}
public void send_order((double price, Side? side, MouseButton button) args) {
if (order_properties_vm == null || args.button == MouseButton.Middle)
return;
var size_from_alternate = args.button == MouseButton.Right;
if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && current_settings.alternate_order_size == 0)) {
return;
}
if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
size_calculator.flash_error();
}
else {
uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
send_order_async(args.side.Value, size, args.price).ignore();
public Task send_order_async((double price, Side? side, MouseButton button) args) {
if (order_properties_vm != null && args.button != MouseButton.Middle) {
var size_from_alternate = args.button == MouseButton.Right;
if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || current_settings.alternate_order_size > 0)) {
if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
size_calculator.flash_error();
} else {
uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
return send_order_async(args.side.Value, size, args.price);
}
}
}
return Task.CompletedTask;
}
public async Task send_order_async(Side side, uint size, double price) {
@@ -430,9 +491,16 @@ namespace mbts.spark {
price = temp_price;
}
}
await _model.order_gateway.send_order(order, price, size);
await _model.order_gateway.send_order(security, order, price, size);
if (auto_clear)
size_calculator.value = 0;
var fav_algo = order_properties_vm.selected_favorite_algo_definition;
if (fav_algo != null && !_sticky_algos.Contains(fav_algo.key) && !order_properties_vm.try_pop_selected_algo_definition()) {
var key = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.ContractCase)));
if (order_properties_vm.try_get_algo_definition(key, out var r)) {
order_properties_vm.selected_algo_definition = r;
}
}
}
void _update_header() {
@@ -805,6 +805,7 @@
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
</Grid.ColumnDefinitions>
<Button Command="{Binding DataContext.remove_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"/>
<ComboBox Grid.Column="1" ItemsSource="{Binding algo_definitions_view}" SelectedItem="{Binding algo_definition}">
@@ -814,6 +815,7 @@
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
<CheckBox Grid.Column="2" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}"> Stay Enabled?</CheckBox>
</Grid>
</DataTemplate>
</u:KeyedTemplateSelector.Default>
@@ -823,6 +825,7 @@
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
</Grid.ColumnDefinitions>
<Button Grid.Column="1" HorizontalAlignment="Stretch" Command="{Binding DataContext.add_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}">Add</Button>
</Grid>
@@ -301,7 +301,14 @@
<RowDefinition Height="Auto" />
<RowDefinition Height="*" />
</Grid.RowDefinitions>
<ScrollViewer Grid.Row="0" Grid.RowSpan="2" VerticalScrollBarVisibility="Hidden">
<ScrollViewer
x:Name="_left_panel_scroll"
Grid.Row="0"
Grid.RowSpan="2"
mbts:ScrollViewerBehavior.VerticalOffset="{Binding left_panel_scroll_position, Mode=TwoWay}"
mbts:ScrollViewerBehavior.EnableTwoWayVerticalOffsetBinding="True"
VerticalScrollBarVisibility="Hidden"
>
<Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
<Grid.RowDefinitions>
<RowDefinition Height="*"/>
@@ -476,6 +483,7 @@
</converters:MultiValueConverterPipe>
</MultiBinding.Converter>
<Binding Path="show_day_position"/>
<Binding Path="show_raw_day_position"/>
<Binding Path="show_account_position"/>
</MultiBinding>
</Button.Visibility>
@@ -486,6 +494,7 @@
<MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
<Binding Path="order_properties_vm.selected_account"/>
<Binding Path="show_day_position"/>
<Binding Path="show_raw_day_position"/>
<Binding Path="show_account_position"/>
</MultiBinding>
</TextBlock.Text>
@@ -1,11 +1,17 @@
using bts;
using bts.collections;
using bts.utils;
using mbts.ui;
using mbts.ui.converters;
using mbts.ui.extensions;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Controls.Primitives;
using System.Windows.Data;
using System.Windows.Input;
@@ -18,32 +24,60 @@ namespace mbts.spark {
MaxZoomFactor = 1.5;
public static IMultiValueConverter PositionToolTipConverter =
ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
const string day_pos_text = "day", total_pos_text = "total";
ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
const string day_pos_text = "day", raw_day_pos_text = "raw day", total_pos_text = "total";
if (!account.HasValue)
return string.Empty;
var sb = new StringBuilderEx(account.Value.name);
string primary_pos;
if (show_day_pos) {
primary_pos = day_pos_text;
if (show_total_pos) {
sb.Add(" '", primary_pos, " ");
sb.Add("(", total_pos_text, ")' ");
} else {
sb.Add(" ", primary_pos, " ");
}
} else if (show_total_pos) {
primary_pos = total_pos_text;
sb.Add(" ", primary_pos, " ");
/// Note: 'day,' and 'raw day,' are interchangeable wrt the string format, 'total' however is treated differently.
/// Different Formats:
// No parts are visible:
// null
//
// 1 part 'foo' is visible:
// "<account> foo position
// click to copy to size"
//
// 2 parts 'day' and 'raw day' are visible:
// "<account> 'day / raw day' position
// click to copy day to size"
//
// 2 parts 'day' and 'total' are visible:
// "<account> 'day (total)' position
// click to copy day to size"
//
string primary_pos = null;
// part count is incremented in the 'add_part' method
int part_count = 0;
var sb = new StringBuilderEx();
if (show_day_pos) add_part(day_pos_text, " / ");
if (show_raw_day_pos) add_part(raw_day_pos_text, " / ");
if (show_total_pos) add_part(total_pos_text, " (", ")");
//
if (part_count > 1) {
// This is a complex expression (showing more than 1 value) - wrap it in single quotes.
// Explicitly state which value will be copied to the size input.
sb.Insert(0, "'");
sb.Add("'");
sb.Add(" position\n(click to copy ", primary_pos, " to size)");
} else {
// unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
return string.Empty;
// Only showing 1 value, no need for single quotes,
// nor an explicit statement that indicates which value will be copied to the size input.
sb.Add(" position\n(click to copy to size)");
}
sb.Add("position\n(click to copy ");
if (show_day_pos && show_total_pos)
sb.Add(primary_pos, " position ");
sb.Add("to size)");
return sb.ToString();
void add_part(string part_name, string separator = null, string separator_suffix = null) {
if (part_count++ > 0) {
sb.Add(separator);
sb.Add(part_name);
sb.Add(separator_suffix);
} else {
primary_pos = part_name;
sb.Add($"{account.Value.name} {part_name}");
}
}
});
internal LadderView(LadderVM vm) {
@@ -52,6 +86,8 @@ namespace mbts.spark {
_ladder.visible_columns_changed += () => _column_headers_presenter.Columns.SetItems(
_ladder.visible_column_types.Select(t => ColumnFactory.create(_ladder, t)));
this.vm = vm;
this.ConnectDataContext<LadderVM>(lvm => lvm.bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(sec_map => Resources[ResourceKeys.Securities] = sec_map));
vm.SubscribeDisposed(_connect_left_panel_scroll());
DataContext = vm;
DataContextChanged += datacontext_changed;
_ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
@@ -59,7 +95,39 @@ namespace mbts.spark {
this.PreviewMouseDown += LadderView_PreviewMouseDown;
}
IDisposable _connect_left_panel_scroll() {
// extent height
bool busy = false;
var extent_height_hook = _left_panel_scroll.ObserveProperty(ScrollViewer.ExtentHeightProperty, (s, e) => {
if (!busy) {
double scroll_pos = vm.left_panel_scroll_position;
busy = true;
Dispatcher.InvokeAsync(() => {
vm.left_panel_extent_height = _left_panel_scroll.ExtentHeight;
if (_left_panel_scroll.VerticalOffset != scroll_pos)
_left_panel_scroll.TryScrollToVerticalOffset(scroll_pos);
busy = false;
}, System.Windows.Threading.DispatcherPriority.ApplicationIdle);
}
});
// view port height
_left_panel_scroll.Loaded += on_loaded;
var dispose = Disposable.CreateDisposeOnce(dispose_impl);
return Disposable.Create(dispose, vm.SubscribeDisposed(dispose));
// local methods
void on_loaded(object sender, RoutedEventArgs e) {
if (_left_panel_scroll.descendants_of_type<ScrollBar>().TryGetFirst(sb => sb.Orientation == Orientation.Vertical, out var vscroll)) {
vscroll.SetBinding(ScrollBar.ViewportSizeProperty, new Binding(nameof(LadderVM.left_panel_view_port_height)) {
Converter = ValueConverter.create<double, Size>(d => new Size(0, d), sz => sz.Height),
Mode = BindingMode.OneWayToSource
});
}
}
void dispose_impl() {
Disposable.dispose(ref extent_height_hook);
_left_panel_scroll.Loaded -= on_loaded;
}
}
// (Left|Right) CTRL + Wheel to zoom
// This is neat b/c the user doesn't even need to have the slider visible to zoom
@@ -62,15 +62,15 @@
Header="{Binding security}"
IsEditMode="False"
IsLazy="True"
SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
SecurityMap="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Securities}}"
SelectedSecurity="{Binding security, UpdateSourceTrigger=Explicit}"
ShowDialogSkirt="True"
ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
/>
<ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
<ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
<ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
<ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Accounts}}" SelectedItem="{Binding account}"/>
<ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Users}}" SelectedItem="{Binding user}"/>
<ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Sides}}" SelectedItem="{Binding side}" Width="48"/>
<c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
<usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
</Grid>
@@ -6,12 +6,6 @@ namespace mbts.ui.spark {
/// Interaction logic for ManualFillRowEditor.xaml
/// </summary>
partial class ManualFillRowEditor : UserControl {
public const string
SecuritiesKey = nameof(SecuritiesKey),
AccountsKey = nameof(AccountsKey),
UsersKey = nameof(UsersKey),
SidesKey = nameof(SidesKey);
public static readonly RoutedCommand
CommitCommand = new RoutedCommand(),
CancelCommand = new RoutedCommand();
@@ -79,8 +79,8 @@ namespace bts.shell.manual_fills {
public ManualFillsModel(OrdersModel model)
: this(model, model.on_manual_fill_tuples,
model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(u => u.id),
model.factory.subscribe_users().Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id)) { }
model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, (k, v) => new AccountTuple(k, v))).Table(u => u.id),
model.factory.subscribe_users().Select(d => MappedDictionary.create(d, (k, v) => new UserTuple(k, v))).Table(a => a.id)) { }
public ManualFillsModel(OrdersModel model, IObservable<TableUpdate<ManualFillTuple, int>> manual_fills, IObservable<TableUpdate<AccountTuple, uint>> accounts, IObservable<TableUpdate<UserTuple, uint>> users) {
_model = model;
@@ -73,7 +73,7 @@ namespace bts.shell.manual_fills {
// The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map, IReadOnlyDictionary<uint, string> user_map) =>
parse_rows(rows,
reverse_lookup(MappedDictionary.create(security_map, kv => kv.Value.ToString())),
reverse_lookup(MappedDictionary.create(security_map, s => s.ToString())),
reverse_lookup(account_map),
reverse_lookup(user_map));
@@ -70,7 +70,7 @@ namespace bts.shell.manual_fills {
mfd => new ManualFillRow(mfd),
mfr => mfr.data),
_bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
security_map = m;
security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
RaisePropertyChanged(nameof(security_map));
}),
ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),
@@ -157,7 +157,7 @@ namespace bts.shell.manual_fills {
var lines = File.ReadAllLines(file_name);
var parsed_fills = ManualFillsParser.parse_rows(
lines,
MappedDictionary.create(security_map, kv => kv.Value.security),
MappedDictionary.create(security_map, smd => smd.security),
accounts.ToDictionary(a => a.Value.id, a => a.Value.name),
users.ToDictionary(u => u.Value.id, u => u.Value.name)
).ToList();
@@ -50,11 +50,11 @@ namespace mbts.ui.spark {
row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
// dynamic resources
row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
row_editor.Resources[ResourceKeys.Accounts] = vm.accounts;
row_editor.Resources[ResourceKeys.Users] = vm.users;
row_editor.Resources[ResourceKeys.Sides] = vm.sides;
FocusManager.SetIsFocusScope(row_editor, true);
var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ResourceKeys.Securities] = v);
// popup adorner
var popup_adorner = new PopupAdorner(
data_grid, data_grid,
@@ -15,10 +15,11 @@ namespace mbts.spark {
CVRowStyleKey = "CVRowStyle",
CVRowTemplateKey = "CVRowTemplateKey";
public MiniOrderBookView(OrderBookVM vm) {
public MiniOrderBookView() =>
InitializeComponent();
public MiniOrderBookView(OrderBookVM vm) : this() =>
DataContext = vm;
}
}
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
@@ -121,7 +121,7 @@ namespace mbts.spark {
r => r.user,
DefaultColumnWidths.User,
DiscreteValuesFilterVM.Create<OrderSecurityRootPair, string>(
model.factory.subscribe_users().Select(d => d.Values),
model.factory.subscribe_users().Select(d => d.Values.Ordered()),
ort => ort.order.order.user(),
nameof(OrderBookRowVM.user)),
DataGridFilterKnownTemplates.DiscreteValues,
@@ -133,7 +133,7 @@ namespace mbts.spark {
r => r.account,
DefaultColumnWidths.Account,
DiscreteValuesFilterVM.Create<OrderSecurityRootPair, string, string[]>(
model.factory.subscribe_accounts().Select(d => d.Values),
model.factory.subscribe_accounts().Select(d => d.Values.Ordered()),
ort => ort.order.order.account(),
vals => vals.ToArray(),
vals => Observable.Return(vals),
@@ -327,6 +327,18 @@ namespace mbts.spark {
public event Action filter_changed;
public static IEnumerable<ColumnBase> editable_columns {
get {
yield return new AttachDetachColumn(typeof(MiniOrderBookView));
yield return new CommitColumn();
yield return new EditablePriceColumn();
yield return new EditableQtyColumn();
yield return new UpdateColumn(typeof(MiniOrderBookView));
yield return new CancelColumn(nameof(OrderBookRowVM.cancel_command));
yield return new CheckColumn(nameof(OrderBookRowVM.is_selected));
}
}
public SecurityColumn security_column { get; }
public SimpleTextColumn<string[]> symbol_column { get; }
public SimpleTextColumn<TimeFilterTuple> time_created_column { get; }
@@ -731,10 +743,14 @@ namespace mbts.spark {
Width = 30;
_checked_binding = new Binding(checked_property);
var header_cb = new CheckBox();
header_cb.ToolTip = "Select / Unselect All";
var header_cb = new CheckBox {
HorizontalAlignment = HorizontalAlignment.Center,
VerticalAlignment = VerticalAlignment.Center,
ToolTip = "Select / Unselect All"
};
header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
this.Header = header_cb;
is_visible = true;
}
public override FrameworkElement view_factory() {
@@ -1164,6 +1180,7 @@ namespace mbts.spark {
public override FrameworkElement view_factory() {
var price_up_down = new PriceEntryCommitControl();
price_up_down.SetBinding(PriceEntryCommitControl.RealPriceProperty, new Binding(nameof(OrderBookRowVM.price)));
price_up_down.SetBinding(PriceEntryCommitControl.SourceValueProperty, nameof(OrderBookRowVM.prospective_price));
price_up_down.SetBinding(PriceEntryCommitControl.SourceContractSpecProperty, nameof(OrderBookRowVM.contract_spec));
price_up_down.SetBinding(PriceEntryCommitControl.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
@@ -108,7 +108,7 @@ namespace mbts.spark {
public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
public string root_algo_display_name => order_tuple.root.algo.name;
public string root_algo_display_name => order_tuple.root.display_name();
// Tree
public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
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