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1903 Commits
Author SHA1 Message Date
Eric Harding dd5c680155 work in progress 2019-04-29 11:18:11 -04:00
Eric Harding 5a1cc4cf2b Update release notes 2019-04-29 09:38:02 -04:00
Eric Harding 9be3a09749 Merged in SPARK-2179-PIQ (pull request #219)
SPARK-2179 PIQ
2019-04-29 13:36:49 +00:00
Eric Harding 61745d0ed7 Update release notes 2019-04-29 09:35:13 -04:00
Eric Harding db1610591e merge master 2019-04-29 09:34:31 -04:00
Eric Harding bb1571540a Merged in sparkcmd_commandline (pull request #218)
RTM: Sparkcmd commandline

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2019-04-29 13:13:23 +00:00
Eric Harding 342d89724e Update release notes 2019-04-29 09:13:09 -04:00
Michael Harding 07d3903d11 Merged in Documentation (pull request #215)
RTM Remove SDK docs from the manual
2019-04-29 13:12:35 +00:00
Jake Norbut d08b134d7f Merged in SPARK-2285 (pull request #214)
RTM - SPARK-2285 - add null check on r.newval

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-04-29 13:10:49 +00:00
Eric Harding 92f67d1d2d piq: Add security key to log message 2019-04-26 16:40:59 -04:00
Eric Harding 43a18941a4 Change debug assert to logged warning in PIQ 2019-04-26 16:18:37 -04:00
Jake Norbut b102b271b0 PR edit - use single_order instead; this will be gone from attach/detach 2019-04-26 10:27:07 -05:00
Jake Norbut b129bea129 PR edit - method signature all on one line 2019-04-26 10:27:07 -05:00
Eric Harding 38d79eb58b Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2179-PIQ 2019-04-26 09:38:43 -04:00
Eric Harding dfd0cfc217 templatize mbo callbacks for older templates 2019-04-25 17:16:35 -04:00
Eric Harding a123ac2ed8 Turn on MBO background processing 2019-04-25 15:14:27 -04:00
Eric Harding ad4fd13189 MBO: Add seconary index to handle mbo change 2019-04-25 14:25:49 -04:00
Eric Harding 8a1180835c MBO diagnostics/logging 2019-04-25 11:06:39 -04:00
Eric Harding f65f34c2fe Limit returned MBOSnapshot size to avoid memory leaking 2019-04-24 14:12:50 -04:00
Eric Harding 34401960f9 Fix mbo bid sort order 2019-04-24 11:08:46 -04:00
Eric Harding 34b7c99c81 Toggle mbostats off by default 2019-04-24 11:05:26 -04:00
Eric Harding 044ef0b812 merge master 2019-04-24 10:15:07 -04:00
Eric Harding 9cc4b5aa87 Update unit/system tests command line parser 2019-04-24 10:12:08 -04:00
Eric Harding 821274f544 Merge branch 'SPARK-2179-PIQ' of bitbucket.org:bluetradesys/spark into PIQachu 2019-04-23 09:48:54 -04:00
Eric Harding ca6c0f984c mbo bugfixes 2019-04-23 09:11:30 -04:00
Eric Harding 80e337c599 sparkcmd should respect '-configserver' 2019-04-22 16:45:36 -04:00
Eric Harding 5b71918a1f Revert "Make sure every sparkcmd command respects -configserver"
This reverts commit dab95d7e91.
2019-04-22 16:41:48 -04:00
Eric Harding d2a9d21700 Handle incremental MBO messages from cme 2019-04-22 15:26:50 -04:00
Kevin Darby 16fee6e478 Merged in stunnel_win7 (pull request #217)
RTM: Stunnel Win7

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-04-22 17:57:27 +00:00
Eric Harding 3cf701a211 swap map for btree 2019-04-18 14:42:26 -04:00
Eric Harding 5392d05ec8 MBO perf work 2019-04-18 14:39:15 -04:00
Kevin Darby 7838bdf04f too much whitespace for even me 2019-04-18 14:16:08 -04:00
Kevin Darby 546553406b PR comments 2019-04-18 14:13:09 -04:00
Kevin Darby 02d0f6191c -added a manifest to our csproj that we'd meant to add anyway for win7 subprocess creation
-added a fallback for stunnel if we can't create a windows job object
2019-04-18 14:06:44 -04:00
Michael Harding 36722e27ad Remove SDK docs from the manual 2019-04-18 11:08:32 -04:00
Jake Norbut dcfbb6e62f need a new security order demuxer for the new piq observable 2019-04-18 08:58:56 -05:00
Jake Norbut ff2d150dc4 restricting orders with piqs to just ladders for now 2019-04-17 17:33:46 -05:00
Jake Norbut 6692797c3f changing from .Publish to .Replay b/c apparently Publish doesn't send old values i.e. previously working orders won't show up, but new ones will 2019-04-17 13:03:43 -05:00
Jake Norbut b059aedbce adding PlacementInQueue key to toggles so that we have a config option to enable/disable once deployed; defaults to enabled 2019-04-17 08:53:26 -05:00
Eric Harding 73c9be3bec SPARK-2197 bugfix 2019-04-16 15:47:11 -04:00
Jake Norbut bc35e773ce piq_column settings should never return null, which allevites doing the same in sanitize_ladder_settings and another time when dealing with WindowSpecifics 2019-04-16 14:19:43 -05:00
Jake Norbut 4c8d0a4217 add null check on r.newval 2019-04-16 14:13:06 -05:00
Jake Norbut 05abbc4a50 don't show uint.Max piqs during server restart 2019-04-16 12:03:33 -05:00
Eric Harding 95500187f0 Indicate our orders in diagnostic 2019-04-16 12:44:23 -04:00
Jake Norbut 8716099ac6 Removing OrderSecPiq struct since OrderSecurity does everything that did; we still may want to rename it down the line 2019-04-16 11:15:19 -05:00
Eric Harding d7850d6b70 MBO diagnostic api 2019-04-16 12:14:27 -04:00
Eric Harding 905c1cab2c SPARK-2206 tests 2019-04-16 12:14:27 -04:00
Jake Norbut 6181548902 piq background color now matches orders background color 2019-04-16 10:56:31 -05:00
Jake Norbut c32eada3ac the big enchilada - adding PIQ column to LadderGridHost 2019-04-16 10:49:03 -05:00
Jake Norbut 42feedfd36 adding piq column to settings 2019-04-16 10:33:48 -05:00
Jake Norbut d76c2a30ce price_vs_piq property on LadderVM; appropriate changes for LadderOrderVM constructor 2019-04-16 10:32:54 -05:00
Jake Norbut c312a880a7 adding MBOService for piq, left joining piq on orders 2019-04-16 10:29:29 -05:00
Jake Norbut b2ed88fb4a adding binding expression for new PIQColumnWidth property 2019-04-16 10:23:57 -05:00
Jake Norbut 567edafe18 including the piq here on this new 2019-04-16 10:23:29 -05:00
Jake Norbut 9a39d84739 tuple to OrderSecPiq in here too 2019-04-16 10:20:42 -05:00
Jake Norbut d9b4e21c61 changing from tuple to simple OrderSecPiq for sanity 2019-04-16 10:20:09 -05:00
Jake Norbut fa287b14ef OrderSecurity now also has a piq; maybe we change the class name? 2019-04-16 10:16:40 -05:00
Jake Norbut 096bf3338c adding PIQ 2019-04-16 10:15:06 -05:00
Jake Norbut a646f28831 added min_piq property; now stores (OrderRecordImmutable, uint?) instead of just OrderRecordImmutable 2019-04-16 10:14:05 -05:00
Jake Norbut 391397692c adding PIQ case option 2019-04-16 10:08:28 -05:00
Jake Norbut 8130d5a0f8 adding render_piq method 2019-04-16 10:06:32 -05:00
Jake Norbut d89f93c323 Adding MBOService as an export in gui 2019-04-15 11:05:40 -05:00
Eric Harding a376fe9e22 Fix pool_stats crash for the pool paupers 2019-04-12 09:56:28 -04:00
Eric Harding 7381088d6d Remove unnecessary error log 2019-04-11 11:07:49 -04:00
Eric Harding 5f9a421490 Additional logging for QueryServer::get_names error 2019-04-11 10:28:21 -04:00
Eric Harding f7fd81f3af Improve Servicetail 2019-04-10 14:47:50 -04:00
Eric Harding f6c0f393bd SPARK-2244 Suppress empty updates 2019-04-10 11:04:28 -04:00
Eric Harding adec1bdfd0 SPARK-678 Dont' crash on null array 2019-04-10 10:57:44 -04:00
Eric Harding a3de83dd04 SPARK-2244 Update position on timer tick 2019-04-10 10:24:33 -04:00
Eric Harding 5ba7cd561c SPARK-2244 remove parameterless ActiveOrder constructor 2019-04-10 10:16:18 -04:00
Eric Harding 5ff9f13e7e Update cmakedeps 2019-04-10 10:11:17 -04:00
Eric Harding f4b65b21bb merge master 2019-04-09 15:27:15 -04:00
Eric Harding c1789bb4a1 SPARK-2244 Helps to enable the service 2019-04-09 15:14:35 -04:00
Eric Harding 0cf4b5c2c8 SPARK-2224 3/3 basic piq stream (unblocks jake) 2019-04-09 15:07:10 -04:00
Eric Harding a101a267ed More consistent to call old previous for Change 2019-04-09 14:58:15 -04:00
Eric Harding d76b098c51 SPARK-2179 streaming piq 2/3 2019-04-09 10:00:26 -04:00
Eric Harding 06aa540110 SPARK-2248 Update api subscribe clients for this api change 2019-04-09 09:59:05 -04:00
Eric Harding 9fd7db55ca SPARK-2248 Update.h should have add/remove/change instead of just add/remove 2019-04-09 09:59:00 -04:00
Pedro Pinto 5b118d8fa0 Fixed build. 2019-04-08 09:56:46 -04:00
Pedro Pinto b570762054 Updated release notes. 2019-04-08 09:56:39 -04:00
Eric Harding b664c42cae SPARK-2179 streaming piq 1/2 2019-04-08 09:52:45 -04:00
Pedro Pinto a25c17306f Merge remote-tracking branch 'origin/stunnel' 2019-04-08 09:27:00 -04:00
Pedro Pinto b0c52f542a Updated release notes. 2019-04-08 09:23:21 -04:00
Pedro Pinto dabeb63eac Merge remote-tracking branch 'origin/SPARK-2179-spark-login' 2019-04-08 09:22:39 -04:00
Pedro Pinto f0d3cabd14 Updated release notes. 2019-04-08 09:19:50 -04:00
Pedro Pinto 418a1078c2 Updated release notes. 2019-04-08 09:17:20 -04:00
John Colvin 3d37dc481f SPARK-2192 NullRef when hitting enter in order ticket after typing in a qty then price 2019-04-06 14:39:39 -05:00
Pedro Pinto d24b7a3707 Possibly fixed SPARK-2225.
This bug is probably behind a number of different crashes.
2019-04-05 12:30:44 -04:00
Kevin Darby 12362d9719 Merge branch 'master' of bitbucket.org:bluetradesys/spark into stunnel 2019-04-04 13:06:10 -04:00
Kevin Darby 01128639ce improve error logging 2019-04-04 13:05:40 -04:00
Eric Harding 71d2e01187 SPARK-2197 Add some MBO stats logged every 5 minutes 2019-04-04 11:18:15 -04:00
Eric Harding c923be6ced SPARK 2206 add test command to print out PIQ data for all orders 2019-04-03 16:24:53 -04:00
Michael Harding 4cf9d544aa Update PnL test 2019-04-03 09:44:10 -04:00
Michael Harding 79f37f7130 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-04-03 09:43:10 -04:00
Kevin Darby 19c0b94803 unsigned... 2019-04-02 18:13:31 -04:00
Kevin Darby 57fc50ce61 typo 2019-04-02 18:12:05 -04:00
Kevin Darby 3cff5343a3 PR review and support of -multiple 2019-04-02 18:10:53 -04:00
Kevin Darby a6ec93e87e Merge branch 'master' of bitbucket.org:bluetradesys/spark into stunnel 2019-04-02 16:08:36 -04:00
Kevin Darby 25acf771ab changes to conditionally start stunnel if the config file is present 2019-04-02 16:05:05 -04:00
Kevin Darby 22cc946f52 Merged in ice_clang (pull request #206)
changes to compile ice market data with clang
2019-04-02 20:04:09 +00:00
Kevin Darby 6d0eb62712 changes to compile ice work with clang 2019-04-02 15:55:29 -04:00
Eric Harding 369b89b3a7 Update default symbol list for compat with deployed config 2019-04-02 15:15:12 -04:00
Eric Harding 8793c6c527 Replace ManyConsole with CommandLineParser 2019-04-02 15:00:02 -04:00
Eric Harding df14522433 SPARK-2204 QueryServer api 2019-04-02 13:07:42 -04:00
Eric Harding 086e90acbe Move queryserver to linux only 2019-04-02 11:16:00 -04:00
Jake Norbut 16acc4f5b0 Mass cancel messaging nits 2019-04-02 09:42:20 -05:00
John Colvin b8a94f2540 Merged in miniob-crash (pull request #205)
fix crash in miniob

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-04-02 14:11:57 +00:00
John Colvin 3af7e561b9 fix crash in miniob 2019-04-02 09:01:53 -05:00
Michael Harding 467dba98f8 Update Fills window test 2019-04-01 17:06:16 -04:00
Pedro Pinto f871dfe142 Merged. 2019-04-01 14:48:40 -04:00
Pedro Pinto d44de204ee Merge remote-tracking branch 'origin/ice_md' 2019-04-01 14:34:32 -04:00
Pedro Pinto 04beea61eb Updated release notes. 2019-04-01 14:34:03 -04:00
Pedro Pinto 2181b92970 Merged 2019-04-01 14:25:48 -04:00
Pedro Pinto 693c730f51 Update release notes. 2019-04-01 14:24:44 -04:00
Kevin Darby 0ccba5bb0b Merged in fix_sim (pull request #202)
RTM: Fix ladder highlighting and aggressor marking in sim

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-04-01 18:24:09 +00:00
Pedro Pinto 3458be59d7 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-04-01 14:17:52 -04:00
Pedro Pinto 7dc9aa0710 Uppdate release notes. 2019-04-01 14:17:02 -04:00
Pedro Pinto 88d6dd0f00 Merge remote-tracking branch 'origin/SPARK-2162-notificationservice-cleanup' 2019-04-01 14:11:34 -04:00
Eric Harding ce4c46da04 Add some logging to spark shell shutdown sequence 2019-04-01 14:03:09 -04:00
Pedro Pinto 59c1f6a511 Updated release notes 2019-04-01 12:58:44 -04:00
Pedro Pinto 938caf9a4f Updated release notes. 2019-04-01 12:55:51 -04:00
Pedro Pinto df4f061b6c Merged 2019-04-01 12:47:38 -04:00
Jake Norbut 8afee21df7 hooking up the yes/no filter to the column 2019-04-01 11:21:02 -05:00
Pedro Pinto f34014eb25 Merged SPARK-2198 again 2019-04-01 12:11:58 -04:00
Eric Harding f513f7d9f2 SPARK-2204 mbo api in QueryServer 2019-04-01 12:11:03 -04:00
Jake Norbut b07eec08b4 Yes No formatting in row 2019-04-01 10:36:25 -05:00
Pedro Pinto 964274f5c4 Updated release notes. 2019-04-01 10:02:45 -04:00
Pedro Pinto c16941977c Merge remote-tracking branch 'origin/SPARK-2189' 2019-04-01 09:55:38 -04:00
Pedro Pinto 6b19119ab2 Updated release notes 2019-04-01 09:54:11 -04:00
Pedro Pinto ea42086e96 Merge branch 'SPARK-2198' of bitbucket.org:bluetradesys/spark 2019-04-01 09:39:05 -04:00
Pedro Pinto 292873b189 Update release notes. 2019-04-01 09:37:01 -04:00
Pedro Pinto 8545a5ef38 Merge branch 'SPARK-2150' 2019-04-01 09:30:03 -04:00
Pedro Pinto 6a52fff3d5 Updated release notes. 2019-04-01 09:28:33 -04:00
John Colvin 4ec6fafbc2 Merged in SPARK-2160-shell-windows-offscreen (pull request #195)
RTM: SPARK-2160 shell windows come up off screen sometimes

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-04-01 13:11:20 +00:00
Pedro Pinto b08e2c2ee6 Updated release notes. 2019-04-01 09:08:58 -04:00
Pedro Pinto 8bdd033501 Merge branch 'Documentation' 2019-04-01 09:04:51 -04:00
Taha Afzal 76466e83f0 changing hedger addiiton log from error to info 2019-03-29 17:26:36 -04:00
Eric Harding 69f9f2791e SPARK-2203 2019-03-29 15:39:22 -04:00
Eric Harding ad6fc6d23b Cannot have a const pointer returned to the pool 2019-03-29 15:38:54 -04:00
Eric Harding a4575e3fa3 Fix windows build 2019-03-29 15:38:26 -04:00
Kevin Darby 2540dc0510 ops notes 2019-03-29 15:20:35 -04:00
Eric Harding dc1a80afd2 Make MBOReader available to MDConsumerHandle 2019-03-29 14:07:48 -04:00
Eric Harding e1cfa7bf0b Fix build break 2019-03-29 14:06:25 -04:00
Eric Harding 2020221e65 MBOProducer cleanup and const correctness 2019-03-29 14:02:29 -04:00
Eric Harding ce438e93a6 Revert IntPrice regression (unit test failure) 2019-03-29 14:00:26 -04:00
Kevin Darby f0132c84b6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_sim 2019-03-29 12:57:37 -04:00
Jake Norbut 57ca9596c8 changing column name 2019-03-29 11:05:15 -05:00
Eric Harding bad5bc3097 SPARK-2202 MBOProcessor producer side 2019-03-29 11:08:37 -04:00
Eric Harding e9da338402 optimize IntPrice lessthan 2019-03-29 10:58:16 -04:00
Jake Norbut bf4953f6dc adding TradedToday column to pnl 2019-03-29 09:45:32 -05:00
Jake Norbut c277fcd503 adding has_day_trades property 2019-03-29 09:44:55 -05:00
Jake Norbut dff57a43dd Adding TradedToday to Column enum 2019-03-29 09:43:53 -05:00
Jake Norbut 39c71d0c16 adding has day trades field to pnl's FilterState proto 2019-03-29 09:39:21 -05:00
Eric Harding be6c916691 Allow std::function to move into Dispatcher 2019-03-28 16:49:59 -04:00
Jake Norbut 009e72953c adding SecurityType default fitler; technical_debt++ 2019-03-28 15:31:56 -05:00
Jake Norbut 635163c895 hiding exch, start pnl, total net pos, and total net pnl by default 2019-03-28 15:03:54 -05:00
Jake Norbut 95e96a6afc remove pnl rows from which there is no net pos or day pos 2019-03-28 13:52:29 -05:00
Kevin Darby c7f0e2dd58 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-26 18:43:38 -04:00
Jake Norbut f5e79a65a3 relocating comment after PR edit 2019-03-26 11:17:37 -05:00
Jake Norbut c958f4bf1a PR suggestion - making row_vm -> communication a bit more flexibile 2019-03-26 11:15:15 -05:00
Eric Harding 95939a5534 SPARK-2087 add GE to default symbol list 2019-03-25 10:22:52 -04:00
Kevin Darby 9a7164b42b Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-25 10:10:04 -04:00
Kevin Darby f347fda47f PR details 2019-03-25 10:09:37 -04:00
Kevin Darby d75ab3a63f default to no ice symbols 2019-03-22 23:12:24 -04:00
Kevin Darby b30f59227e note to reference jetfix on the precision 2019-03-22 23:11:01 -04:00
Kevin Darby ef60d4200a Fix ladder highlighting and aggressor marking in sim 2019-03-22 17:56:19 -04:00
Jake Norbut ed6f0b8bdb Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2150 2019-03-22 15:17:21 -05:00
Jake Norbut 766116eac4 adding confirmation to OB cancel buys and cancel sells 2019-03-22 09:33:49 -05:00
Jake Norbut 8d49de3f61 simplying boolean comparison 2019-03-21 14:31:59 -05:00
Jake Norbut 16cf4554c5 refactoring into a much simpler implementation 2019-03-21 14:24:32 -05:00
Jake Norbut 6b17efee60 Converting cancel all command to new SparkConfirmationCommandParamObserver 2019-03-21 13:44:17 -05:00
Jake Norbut 5d64213455 Adding new SparkConfirmationCommandParamObserver, which adds a confirmation func to SparkCommandParamObserver 2019-03-21 13:40:21 -05:00
John Colvin 0ef44e92aa SPARK-2160 pr edit: refer to 'source_window_rect' for width/height params instead of window (easy way to avoid extra dp lookups) 2019-03-20 10:46:47 -05:00
Eric Harding 4d60376cb1 SPARK-2179 Spark login screen should show error message instead of blank 2019-03-20 10:43:46 -04:00
Kevin Darby ee2f76553b tests pass 2019-03-19 17:54:37 -04:00
Kevin Darby c1887b9786 launch.json 2019-03-19 15:28:11 -04:00
Kevin Darby 1fd5e51b9e reenabled cme, now we can get both ice and cme 2019-03-19 15:23:40 -04:00
John Colvin 56d3a27e7f SPARK-2162 / SPARK-2164 INotificationService - remove fake strongly typed 'link<T>' extension method 2019-03-19 13:12:04 -05:00
John Colvin 1c65b1d87a rename generic type arg 'TPredicateBuilder' -> 'TPredicateData' 2019-03-19 13:00:25 -05:00
John Colvin 693910f093 SPARK-2162 / SPARK-2163 GridSettingsManager/VM - replace IPredicateBuilder dependency with predicate-data factory(delegate) 2019-03-19 12:58:02 -05:00
Kevin Darby 498b38ebcb Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-18 16:00:59 -04:00
John Colvin fb91206e0f pr edit: get window dimensions with window.ActualWidth/Height 2019-03-18 13:56:17 -05:00
John Colvin 91f4de00f8 pr edit: should not have changed while-loop to if-condition 2019-03-18 13:54:01 -05:00
John Colvin 28980f10ae SPARK-2160 shell windows come up off screen sometimes 2019-03-18 13:41:29 -05:00
Michael Harding 04e006b812 Add new Spreader and Algo studio videos to the manual 2019-03-15 10:44:58 -04:00
Jake Norbut 02ed327ec7 clarifying tests 2019-03-12 16:20:46 -05:00
Jake Norbut e9162263d6 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-03-12 16:14:03 -05:00
Jake Norbut 3b3cc9a51c clarifying test 2019-03-12 16:13:51 -05:00
Jake Norbut 5b959ca5bd OB window command update when selected row's row vm changes 2019-03-12 14:39:25 -05:00
John Colvin 54f03c4a03 Merged in SPARK-2107-sound-triggers (pull request #193)
SPARK-2107 QA: settings/SoundAndNotificationsTest.txt
2019-03-12 17:58:36 +00:00
Pedro Pinto c4d297969b Improved tests. 2019-03-12 13:54:12 -04:00
John Colvin 1f86456437 SPARK-2107 QA: settings/SoundAndNotificationsTest.txt 2019-03-12 12:50:32 -05:00
Pedro Pinto e24e04ca4f Fixed OrderManager reentrancy problem reported by Taha 2019-03-12 10:01:57 -04:00
John Colvin 08a1e07ab6 Merged in SPARK-2098-spreader-orders-missing-security (pull request #192)
RTM SPARK-2098 security is not assigned to SpreaderOrderDefinition when sending orders
2019-03-11 23:57:58 +00:00
John Colvin 038e6d16af SPARK-2098 security is not assigned to SpreaderOrderDefinition when sending orders 2019-03-11 16:59:18 -05:00
Eric Harding fe2e1e9945 Merge branch 'AdditionalTracing-MinimumInterval' of bitbucket.org:bluetradesys/spark 2019-03-11 17:00:30 -04:00
Eric Harding 20d5276874 Remove trace::log_scope function and just use constructor 2019-03-11 16:53:12 -04:00
Eric Harding b2f3d093d2 Merged in AdditionalTracing-MinimumInterval (pull request #191)
RTM: cut down on tracing load by supplying a minimum interval
2019-03-11 20:28:05 +00:00
John Colvin 4860f706ad Merged in SPARK-2097-change-cover/lean-defaults (pull request #190)
SPARK-2097 change Lean/Cover defaults - Lean.MaxChaseTicks = 2, Cover.HedgeTicks = 1

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-03-11 20:24:06 +00:00
Eric Harding 29ddd6621c Move NativeOrder::on_activate trace message so it doesn't get triggered by warmup 2019-03-11 16:11:21 -04:00
Eric Harding e8e0f01fb7 Merged master into AdditionalTracing-MinimumInterval 2019-03-11 14:16:09 -04:00
Eric Harding 41a04de31b Update threshhold with help from compiler 2019-03-11 14:14:51 -04:00
John Colvin b3b1af68d0 SPARK-2097 change Lean/Cover defaults - Lean.MaxChaseTicks = 2, Cover.HedgeTicks = 1 2019-03-11 12:23:49 -05:00
Pedro Pinto 7cbf729607 Cleaned up release notes further. 2019-03-11 08:52:35 -04:00
Pedro Pinto 6e8851d92c Updated subrepo pointers 2019-03-11 08:51:31 -04:00
Pedro Pinto 460e747f55 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-03-11 08:49:24 -04:00
Pedro Pinto 20978b10d4 Updated release notes 2019-03-11 08:49:19 -04:00
John Colvin 42e0cfba70 Merged in SPARK-2079-trigger-cleanup (pull request #183)
RTM - SPARK-2079 trigger cleanup
2019-03-11 12:48:44 +00:00
Michael Harding 728c485013 Merged in doc_temp_build (pull request #174)
RTM: Doc temp build
2019-03-11 12:47:40 +00:00
Eric Harding b83f88e098 Merged in AlmostNeverRecordSim (pull request #185)
RTM: Almost never want to record sim market data
2019-03-11 12:46:55 +00:00
Eric Harding 32b1a38655 Merged in DenyCopy (pull request #177)
RTM: Explicitly deny copying a service.  make_*_publisher points back to the owning service
2019-03-11 12:44:49 +00:00
Taha Afzal 24934f6607 Merged in SPARK-2058-netchange (pull request #184)
RTM SPARK-2058 netchange
2019-03-11 12:43:56 +00:00
Brian Muhr 90b56277ca Merged in Documentation (pull request #179)
RTM: Documentation - added Algo Studio, new images, freshened up quite a bit

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2019-03-11 12:42:51 +00:00
Eric Harding 20ca8a7ffe Merged in AdditionalTracing (pull request #189)
RTM: Additional Tracing

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-03-11 12:40:57 +00:00
Pedro Pinto 6ed4adbc14 Merged in fix_warmup_limit_polution (pull request #187)
RTM. Fixed order warm up code to clear errors detected during warmup
2019-03-11 12:38:05 +00:00
Eric Harding 9117e3e238 Add a minimum tracing interval for scoped logs 2019-03-11 07:58:43 -04:00
Eric Harding c0f079b7f6 Code review feedback 2019-03-11 07:31:03 -04:00
John Colvin 751f22645d SPARK-2089 [cherry-picked] Strange null ref exception in OrderBook row-selection changed callback during application shutdown 2019-03-10 22:21:53 -05:00
John Colvin 47daf439d0 OrderPropertiesEditor - observe_order_type() check if templates are enabled 2019-03-10 21:41:44 -05:00
Eric Harding 19ce3a7dd4 Additional spreader tracing 2019-03-10 16:19:15 -04:00
John Colvin 5686b57d47 ObservableAutoWrapper - fix typeo (change 'Reset' to 'Remove') 2019-03-10 14:38:06 -05:00
John Colvin cb456a439c fix typeo in LazySubscription 2019-03-10 14:33:42 -05:00
Kevin Darby 7ac54242e0 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-08 16:19:04 -05:00
Kevin Darby 1ebf8219c2 ice descriptions in mview 2019-03-08 16:17:53 -05:00
Kevin Darby f0b14cb8dc forgot to init new string fields 2019-03-08 16:10:02 -05:00
Kevin Darby 7259f81ab5 forgot to init new string fields 2019-03-08 16:03:49 -05:00
Kevin Darby 3b902b61dd ice spreads 2019-03-08 15:55:10 -05:00
Kevin Darby 6cfef51e3d subrepo 2019-03-07 18:12:39 -05:00
Kevin Darby 76edb94905 ticks.... 2019-03-07 18:10:11 -05:00
Kevin Darby e4bf9fc747 ice market data 2019-03-07 17:56:28 -05:00
Kevin Darby d488ff23ba I misunderstood how onixs wants to do the ice threading. fixed 2019-03-07 11:38:38 -05:00
Pedro Pinto c1d4b9cd9f Fixed order warm up code to clear errors detected during warmup
This could cause later orders to fail even if the error condition no
longer obained.
2019-03-07 11:23:57 -05:00
Pedro Pinto dce856e4af Fixed duplication of entries in event_log_archive in perf_log 2019-03-07 11:04:11 -05:00
Kevin Darby 6b6fd9c40a more ice 2019-03-06 14:58:09 -05:00
Kevin Darby f7265740e7 ICE securities, from the actual ICE 2019-03-05 18:08:20 -05:00
Jake Norbut f006d4ffdb Merge branch 'SPARK-2054' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange 2019-03-05 14:21:35 -06:00
John Colvin 31dd7849b9 SPARK-2086 SyntheticEditor - user can't type '.' in price multiplier cell 2019-03-05 14:17:19 -06:00
Jake Norbut bcf9b97420 Merge branch 'SPARK-2054' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange 2019-03-05 12:56:08 -06:00
John Colvin 697ffd71eb ObservableAutoWrapper.connect_item_actions - invoke action for existing items 2019-03-04 23:52:22 -06:00
Jake Norbut b56fc2445c != instead of !(); John leaves no stone unturned 2019-03-04 17:05:13 -06:00
Jake Norbut a4d162c3a2 EnumHelper equality be gone 2019-03-04 16:53:08 -06:00
Jake Norbut 527bc05b6f removing comment cruft 2019-03-04 15:49:17 -06:00
Jake Norbut a52d65859b 3 bools to 1 Enum in the protobuf 2019-03-04 15:45:30 -06:00
Jake Norbut 363b9e3e7a I missed an early return branch in _format_tick 2019-03-04 15:31:21 -06:00
Eric Harding 3a06684146 Almost never want to record sim market data 2019-03-04 16:15:53 -05:00
John Colvin 8643feabf2 SPARK-2079 [pr edit]child algo 'name' overlapped expander button 2019-03-04 13:44:50 -06:00
John Colvin e7f1c59210 SPARK-2079 [pr edit]remove #define ALLOW_FIXED_PRICE_TRIGGER 2019-03-04 13:27:44 -06:00
Jake Norbut c9f403973b Adding a ColSpan on the groupbox so it doesn't push over the merged combo box 2019-03-04 10:53:49 -06:00
Jake Norbut d6bc6fa289 simplifying logic regarding decision to format with decimal part 2019-03-04 10:02:15 -06:00
Taha Afzal 7557ca38cb Merge branch 'SPARK-2054' into SPARK-2058-netchange 2019-03-04 09:03:16 -05:00
Jake Norbut ef59511a01 woops, fixing bug 2019-03-04 07:50:10 -06:00
Jake Norbut 8dfbb106a6 hide decimals when in ticks mode 2019-03-04 07:46:59 -06:00
Taha Afzal 3e9a931c5f removing an unused function 2019-03-03 23:15:06 -05:00
Taha Afzal 71fac664e8 the net change test now tests for quoting prices on both legs 2019-03-03 16:52:29 -05:00
Taha Afzal 1b39ffc323 cleaning up the test 2019-03-03 16:30:19 -05:00
John Colvin bc69c669ae SPARK-2079 Trigger Clean up (simplify) 2019-03-02 21:50:17 -06:00
Taha Afzal 170f7426aa for net change, the reported price with filled_qty==0 was incorrect 2019-03-02 22:43:35 -05:00
John Colvin 16d30e450f refactor\cleanup OrderTypeVMBase and impls 2019-03-02 19:36:19 -06:00
Taha Afzal a3787ee65a Merge branch 'SPARK-2054' into SPARK-2058-netchange 2019-03-01 16:59:42 -05:00
Taha Afzal 14d5d36067 merging master 2019-03-01 16:57:26 -05:00
Jake Norbut 1af4b97b97 ui feedback from taha 2019-03-01 12:56:41 -06:00
Michael Harding faf60af9c3 Merge branch 'master' into doc_temp_build 2019-03-01 13:52:48 -05:00
John Colvin 109fee099f Merged in SPARK-2082 (pull request #181)
SPARK-2082 mview - canceled orders appear to be working

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-03-01 18:01:31 +00:00
John Colvin 747b44c48d fix strange line ending change in last commit to _index.md 2019-03-01 11:59:01 -06:00
John Colvin 4b091a1259 SPARK-2082 release note 2019-03-01 11:50:56 -06:00
Jake Norbut 9626bee38e resetting this width I inadvertently changed 2019-03-01 10:55:52 -06:00
Jake Norbut 776bc71c22 ladder prices in net change terms 2019-03-01 10:51:16 -06:00
John Colvin 7c0e310f6a SPARK-2082 mview - canceled orders appear to be working 2019-03-01 10:13:49 -06:00
Michael Harding 761657b56b Fix typos 2019-03-01 10:30:41 -05:00
Michael Harding 2988967f1f Merge branch 'master' into doc_temp_build 2019-03-01 09:29:36 -05:00
Kevin Darby 724da31316 adding data files 2019-02-28 17:50:46 -05:00
Pete Fisher f7309c389e _index.md edited online with Bitbucket 2019-02-28 21:53:15 +00:00
Pedro Pinto df1dbd76b5 Merge branch 'fix_cache_warm_logs' 2019-02-28 15:58:51 -05:00
Pedro Pinto deaf8b6ad5 Somehow did not push this in. 2019-02-28 15:58:11 -05:00
Kevin Darby 2ae5b50445 ice builds with .so 2019-02-28 15:01:35 -05:00
Kevin Darby dfcf38289f move externals up for ice .so 2019-02-28 14:44:13 -05:00
Pedro Pinto 5e0edd00f4 Merged in fix_cache_warm_logs (pull request #180)
Avoided logging anything when warming up order manager cache.

Approved-by: Taha Afzal <taha.afzal@bluetradesys.com>
2019-02-28 19:20:06 +00:00
Pedro Pinto f25a667ff0 Fixed transition log msg when calling warm cache. 2019-02-28 14:16:38 -05:00
Pedro Pinto 4f3eaa8b9c Updated release notes. 2019-02-28 13:43:41 -05:00
Pedro Pinto 5098767363 Avoided logging anything when warming up order manager cache. 2019-02-28 13:32:43 -05:00
Michael Harding 09436473ed Merged master into Documentation 2019-02-28 13:27:25 -05:00
Michael Harding 5524e89a10 Add images 2019-02-28 13:26:02 -05:00
Taha Afzal d615dcc7d6 tests were failing because of direct vs merged 2019-02-28 11:10:56 -05:00
Taha Afzal d582ed8436 more tests 2019-02-27 19:29:18 -05:00
Taha Afzal c5768c4022 randomized the prices and markets in the net change test 2019-02-27 19:08:29 -05:00
Kevin Darby 1c54b0140b ready to test, but we need to solve a link issue 2019-02-27 16:41:38 -05:00
John Colvin 4d52de3f09 Merged in SPARK-2076 (pull request #178)
SPARK-2076 Sounds crash (Dan 1.5)

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-02-27 20:48:54 +00:00
John Colvin 9864d18a60 SPARK-2076 [pr edit] log error instead of throwing an exception (when unable to link predicate). 2019-02-27 14:37:53 -06:00
Brian Muhr 6c652df3eb index.md edited online with Bitbucket 2019-02-27 20:34:00 +00:00
Pedro Pinto 2aaa3258a0 Updated release notes. 2019-02-27 14:42:38 -05:00
Michael Harding c4e684f934 SPARK-2047: change temp dir path 2019-02-27 14:41:43 -05:00
Pedro Pinto 6e98e11c9e Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-02-27 14:40:16 -05:00
Pedro Pinto fa4d50b643 Removed unused variable. 2019-02-27 14:40:00 -05:00
John Colvin 1590c6d6f6 SPARK-2076 Sounds crash (Dan 1.5) 2019-02-27 13:37:50 -06:00
Pedro Pinto 224d0689b0 Added logging to AlgoDefinitionServiceServer, used ref over copy. 2019-02-27 14:37:45 -05:00
Taha Afzal 51ac39c166 test comments 2019-02-27 14:21:41 -05:00
Eric Harding f04a48d4f8 Explicitly deny copying a service. make_*_publisher points back to the owning service 2019-02-27 14:00:04 -05:00
Michael Harding f7baf6c05a Merge branch 'master' into doc_temp_build 2019-02-27 13:39:11 -05:00
Taha Afzal 1eaf3d8629 taming the net_change tests 2019-02-27 13:16:31 -05:00
Brian Muhr 62ecd1a721 index.md edited online with Bitbucket 2019-02-27 16:35:51 +00:00
Eric Harding c69fa3a410 advance linux docker subrepo pointer 2019-02-27 11:21:56 -05:00
Kevin Darby e034fd2623 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-02-26 18:23:23 -05:00
Kevin Darby a3b8d579a1 hooked up all ice callbacks except books 2019-02-26 18:20:22 -05:00
Taha Afzal cabc84a577 tests for net change transformation 2019-02-26 17:04:59 -05:00
Eric Harding 14307f9fd8 Merged in LoggerUltimatum (pull request #176)
Give LoggerHub at most 2 seconds to cleanly shut down

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-02-26 21:32:18 +00:00
Kevin Darby 9d2cdb702d getting somewhere 2019-02-26 16:00:26 -05:00
Eric Harding 819a984ccd Give LoggerHub at most 2 seconds to cleanly shut down 2019-02-26 15:55:34 -05:00
Eric Harding d76b04b752 Release Note: 'missing securities in the Fills and P&L windows.' 2019-02-26 13:21:23 -05:00
Eric Harding 4904763811 Update CMakeDeps master 2019-02-26 13:21:03 -05:00
Eric Harding 073294adac Enable -configserver for sparkcmd servicetail tool 2019-02-26 12:44:07 -05:00
Eric Harding 753bb1b493 Merged in Fills_join_fix (pull request #175)
Fix shell on_fills security join

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-02-26 17:14:28 +00:00
Eric Harding 8891e89c70 Fix shell on_fills security join 2019-02-26 11:56:00 -05:00
Taha Afzal 394c7fd954 Merge branch 'SPARK-2058-netchange' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange 2019-02-26 10:52:00 -05:00
Taha Afzal b2d1969e9f ticks in net change working now, by transforming the spread 2019-02-25 17:24:31 -05:00
Eric Harding 744797b91c Add compute_synthetic_book function 2019-02-25 14:26:23 -05:00
Michael Harding 6446e38aea Merge branch 'master' into doc_temp_build 2019-02-25 11:48:36 -05:00
Jake Norbut d3305b7990 fixing typo in release notes 2019-02-25 10:42:50 -06:00
Michael Harding 32df88914b Merge branch 'master' into doc_temp_build 2019-02-25 11:29:21 -05:00
Michael Harding 628490ac2d Hide JS errors in IE 2019-02-25 11:10:19 -05:00
Michael Harding ef475f7003 Merge branch 'master' into doc_temp_build 2019-02-25 11:09:41 -05:00
Michael Harding f55ef0f5b4 Merged in SPARK-1992-position-limits-test (pull request #173)
RTM: SPARK-1992 position limits test
2019-02-25 15:35:15 +00:00
Kevin Darby d0784feddd more ice 2019-02-25 10:34:58 -05:00
Michael Harding 8af876547d Remove unneded catch 2019-02-25 09:48:56 -05:00
Michael Harding 21b5126160 Merged master into SPARK-1992-position-limits-test 2019-02-25 09:45:33 -05:00
Michael Harding 941020d37a Add finally to kill sparkd 2019-02-25 09:42:09 -05:00
Taha Afzal 76a1367510 Price calc (standard vs net change) is a property on LegPropertyData 2019-02-24 20:21:21 -05:00
Taha Afzal fef5ae4aff Adhering spreader to bts::api::SyntheticContract::PriceCalc (from the old one) 2019-02-23 23:59:09 -05:00
Taha Afzal 2c9e83c6f0 Merge branch 'SPARK-2058-netchange' of bitbucket.org:bluetradesys/spark into SPARK-2058-netchange 2019-02-22 17:50:10 -05:00
Taha Afzal 35738c25f1 dividing by tick_size for net change 2019-02-22 17:50:02 -05:00
Michael Harding 694b7ad46d remove find_multiple_securities from MarketDataClient 2019-02-22 17:21:14 -05:00
Eric Harding e64567f8ad SPARK-2062 Unify NetChange enums in UI 2019-02-22 17:15:52 -05:00
Michael Harding a66250eccc Remove logging 2019-02-22 17:09:54 -05:00
Michael Harding 5865ab21bc Downgrade js to es3 2019-02-22 17:05:11 -05:00
Jake Norbut 24447b1b0d Merged in SPARK-2057 (pull request #171)
RTM - SPARK-2057 - more escape key fun

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-02-22 21:50:21 +00:00
Michael Harding 741cd6c4af Position test logging 2019-02-22 14:27:17 -05:00
Michael Harding e0c090b8e5 Merge branch 'master' into SPARK-1992-position-limits-test 2019-02-22 13:42:35 -05:00
Michael Harding 2fe4d00e75 SPARK-1991: Add position limits test 2019-02-22 13:20:03 -05:00
Michael Harding 980760f123 SPARK-1991: Add utilities for position limits 2019-02-22 13:18:48 -05:00
Michael Harding a1300824cf SPARK-1991: Refactor sending orders in limits tests 2019-02-22 13:16:57 -05:00
Eric Harding 78b6169750 Update SyntheticContract.PriceCalc enum values 2019-02-22 12:24:01 -05:00
Eric Harding e2c0d81f19 Update NetChange enums to be per security rather than per leg. Also non mutable 2019-02-22 11:59:51 -05:00
Pedro Pinto 370f61dad7 Updated release notes. 2019-02-22 11:22:48 -05:00
Jake Norbut 9d8a6d7724 Merged in SPARK-2056 (pull request #170)
RTM - CME price precision from 7 to 8

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-02-22 16:21:27 +00:00
Pedro Pinto 0ef00daeeb Merged in algo-templates-v1 (pull request #172)
RTM. Algo templates v1
2019-02-22 16:20:38 +00:00
Pedro Pinto 2677586546 Updated release notes 2019-02-22 11:17:54 -05:00
Pedro Pinto 1216c1118c Merged with master 2019-02-22 11:14:09 -05:00
Eric Harding b811b960ec SPARK-2063 Ladder day change doesn't update as often as I'd like 2019-02-22 09:39:15 -05:00
Eric Harding bf0507e434 Fix synthetic_net_change unit test 2019-02-22 08:37:21 -05:00
Jake Norbut 7345c7ee6c cleaning up some crusty stackoverflow copy-pasted code 2019-02-22 07:30:24 -06:00
John Colvin 1205a35b69 SyntheticEditorVM - add 'MarketDataType' param-row back (accidentally removed) 2019-02-21 19:53:18 -06:00
John Colvin 2f4d2a9c0d SPARK-2058 / SPARK-2062 Synthetic NetChange should be set per Synthetic not per Leg (UI Only) 2019-02-21 19:43:40 -06:00
John Colvin f511f66716 SPARK-2052 AlgoStudio - remove '(Default)' algo from dropdown 2019-02-21 18:54:42 -06:00
John Colvin 08e5088d72 SPARK-2058 / SPARK-2059 Allow 100/100 tick size 2019-02-21 18:40:08 -06:00
John Colvin c22305b3f3 AlgoStudio\Ladder - sort algos in dropdown by mode (factory vs custom), then name 2019-02-21 17:14:02 -06:00
John Colvin 74f9c1d162 made DIYGrid sort/filter managers, used in FillsVM 2019-02-21 17:14:01 -06:00
Eric Harding e7b371aa6f SPARK-2060 NetChange in Ticks 2019-02-21 12:49:55 -05:00
Eric Harding 3094eee327 Add double division operator to IntPrice 2019-02-21 12:00:01 -05:00
Jake Norbut 288c8996ea fixing commented out debug statements 2019-02-21 10:18:01 -06:00
Jake Norbut 4beb674a83 removing debug statements 2019-02-21 10:13:22 -06:00
Jake Norbut 10ab984f8b esc key now closes mini ob after qty/edit modified; kind of a focus hack but it works 2019-02-21 10:13:21 -06:00
Jake Norbut fd0fb1d9ff CME price precision from 7 to 8 2019-02-20 13:07:29 -06:00
Michael Harding 38fe820043 Merge branch 'master' into SPARK-1992-position-limits-test 2019-02-20 09:47:11 -05:00
Michael Harding 80ff61c9b2 Docs: change URL in config.toml 2019-02-20 09:40:27 -05:00
John Colvin 14b55b0476 SPARK-2051 Children of algo orders show the parent type rather than their own in OB 2019-02-19 17:42:32 -06:00
John Colvin dc920f18c3 Ladder/Ticket/Studio - display DynamicOrder template param names in 'Title Case' 2019-02-19 17:42:32 -06:00
Pedro Pinto 404b5a9146 Merged 2019-02-19 16:54:30 -05:00
John Colvin 0224c8de59 fix server build 2019-02-19 15:49:09 -06:00
Eric Harding 32fbdc496a Disable sim for DeploymentType prod" 2019-02-19 16:45:17 -05:00
Michael Harding 2a42c1fab0 SPARK-2047: Build user docs in a temp dir 2019-02-19 16:38:17 -05:00
John Colvin 120a6c0725 remove unnecessary 'validate()' calls in [Iceberg/Tick/Top]OrderVMs 2019-02-19 13:10:28 -06:00
John Colvin a0c9f45b90 AlgoStudioView - fix algo-content groupbox borders (were transparent) 2019-02-19 13:10:28 -06:00
John Colvin 397ee91b5f AlgoContentTemplateSelector - minor style changes to Tick, Stop, and StopLimit templates 2019-02-19 13:10:28 -06:00
John Colvin 4835e8465d TickOrderVM - 'cross_ticks' property was not using the correct FieldNumber 2019-02-19 13:10:28 -06:00
Pedro Pinto 9077514b7a Merged with master 2019-02-19 13:50:53 -05:00
Eric Harding 75da657ed3 Merged in SPARK-2024-mdconsumersearch_handles (pull request #164)
RTM: SPARK-2024 Fix crash in md race
2019-02-19 18:49:04 +00:00
Pedro Pinto cafe67e509 Updated release notes. 2019-02-19 13:48:23 -05:00
Pedro Pinto f5c62fcae5 Merged with master 2019-02-19 13:36:57 -05:00
Pedro Pinto ae905ef720 Merged with master 2019-02-19 12:31:54 -05:00
Pedro Pinto 1ba9c01e38 Updated release notes 2019-02-19 12:21:03 -05:00
John Colvin 7fdb665082 SPARK-1998 / SPARK-2048 Ladder - DynamicOrder algo templates don't load child correctly 2019-02-19 11:05:19 -06:00
Pedro Pinto 4d5d9a9808 Merged with master 2019-02-19 11:57:51 -05:00
Jake Norbut 313141d719 Merged in admin_data_no_trading_permission (pull request #165)
RTM - fix NullRef when bts user has null TradingPermissionUnit

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-02-19 16:56:07 +00:00
Jake Norbut e6119409de Merged in SPARK-2036 (pull request #167)
RTM - SPARK-2036 - Mini OB feedback

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-02-19 16:55:32 +00:00
Pedro Pinto 0ce4a1528e Merged with master 2019-02-19 11:43:03 -05:00
Jake Norbut 0337bb4ebc Merged in SPARK-2040 (pull request #168)
RTM - Last Message not updating in OB

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-02-19 16:41:14 +00:00
Pedro Pinto 798c34c418 Updated release notes. 2019-02-19 11:40:33 -05:00
Pedro Pinto eb2880cd03 Merged with master 2019-02-19 11:10:14 -05:00
Michael Harding 6de9956e0c Merged in docs_upgrade (pull request #169)
RTM: Docs upgrade

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-02-19 16:07:40 +00:00
Pedro Pinto 2944c45c37 Tweaked build 2019-02-19 11:03:39 -05:00
Pedro Pinto cece28cbd7 Updated release notes. 2019-02-19 10:49:35 -05:00
John Colvin c3a09cb9ba SPARK-1998 / SPARK-2046 replace 'Definition' with 'Algo' in tooltips, buttons, dialogs, etc. 2019-02-19 09:40:50 -06:00
Pedro Pinto d45687c14e Set executable bit in zola 2019-02-19 10:38:10 -05:00
Pedro Pinto c37740198c Updated release notes 2019-02-19 10:29:39 -05:00
John Colvin 60c66fb2f1 in spreader ladders, fix the loading of 'default' algo type 2019-02-19 09:14:19 -06:00
Michael Harding 6858041770 Update directory used in deploy_to_web.sh 2019-02-19 14:22:39 +00:00
John Colvin 8888646e97 SPARK-1998 / SPARK-2045 remove 'Exchange/Spreader Orders' dropdown 2019-02-18 23:26:42 -06:00
John Colvin fab3a69ef9 AlgoDefinitionVM - remove unused 'security_md_source' prop 2019-02-18 18:30:28 -06:00
John Colvin 7c7f4fc58f AlgoStudio - don't prompt user for confirmation to delete unpersisted algos 2019-02-18 18:10:31 -06:00
John Colvin 120ce4a13d SPARK-1998 / SPARK-2044 cloned algos should be named after the original, with a ' - Copy' suffix 2019-02-18 18:01:47 -06:00
John Colvin 1b114198b2 SPARK-1998 / SPARK-2043 show algo name in fills window 2019-02-18 17:54:01 -06:00
John Colvin 81310694df make LazySubscription more generic (just use subscribe-delegate) 2019-02-18 17:54:01 -06:00
John Colvin 2505b4eb1e accidentally changed OrderBookWindow.cs 2019-02-17 18:26:50 -06:00
John Colvin 1d617cd3b2 SPARK-1998 / SPARK-2041 save button disabled when creating a new algo 2019-02-17 18:13:23 -06:00
John Colvin af5fa00029 SPARK-1998 / SPARK-2029 show algo name/badge-color in orderbook (add algo-key field to OrderDefinition proto) 2019-02-17 18:10:12 -06:00
John Colvin 07087fd707 made TableUpdate.LeftJoin() extension 2019-02-17 16:38:06 -06:00
John Colvin 61705acc79 DynamicOrderVM - check if descriptor is null 2019-02-17 16:38:06 -06:00
John Colvin 8f1efbbb93 move EnumFlagsDescriptionConverter into its own file 2019-02-17 16:38:06 -06:00
Kevin Darby 4a64e45d36 translated onixs::Handler settings to our config. 2019-02-15 18:08:26 -05:00
Michael Harding 7f4bb184a1 Merged master into docs_upgrade 2019-02-15 17:00:53 -05:00
ppinto 6a656fe96b Dropped local install of paket 2019-02-15 16:35:23 -05:00
ppinto 7829724c1b Updated pointer to docker subrepo 2019-02-15 16:33:10 -05:00
John Colvin ad61dd58da move dir EnumStringConverters -> EnumConverters 2019-02-15 13:58:44 -06:00
Jake Norbut e82d9961b2 updating notes 2019-02-15 13:57:36 -06:00
Michael Harding 2d46d0aa85 Merge branch 'master' into SPARK-1992-position-limits-test 2019-02-15 14:30:38 -05:00
John Colvin 8b4e71f76a remove some unused code 2019-02-15 10:32:23 -06:00
Jake Norbut 5301f395ca Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2040 2019-02-15 10:20:48 -06:00
Jake Norbut 5d74ad2bc2 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2036 2019-02-15 10:19:49 -06:00
Jake Norbut d7da2ef953 Merge branch 'master' of bitbucket.org:bluetradesys/spark into admin_data_no_trading_permission 2019-02-15 10:17:46 -06:00
John Colvin e10cea5cfc Merge remote-tracking branch 'origin/master' into algo-templates-v1 2019-02-15 09:36:07 -06:00
John Colvin c73f380eb8 Ladder - hide algo toolbar by default (conf in UI.proto) 2019-02-15 01:18:56 -06:00
John Colvin 5b739c3158 AlgoStudio - impl 'IAlgoVM.load_def_async' to fix dynamicorder-load bug 2019-02-15 01:12:17 -06:00
Kevin Darby 97f09768bb got the boilerplate up, now just need to get the right ice handlers and options in there 2019-02-14 17:55:34 -05:00
Jake Norbut 5a6d0a4dd8 last_msg (OrderBookLastmessageColumn) needs to be raise property changed when the content changes 2019-02-14 16:16:51 -06:00
John Colvin c92bcd7d14 undo accidental change to app.xaml.cs 2019-02-14 16:04:53 -06:00
Michael Harding 660d197f78 Add Glossary and back button to manual 2019-02-14 16:21:59 -05:00
Michael Harding 23b21ef831 Add back accidentally deleted files 2019-02-14 16:15:55 -05:00
John Colvin a67d93054e OrderTicket - fix algo popup is_expanded/can_expand bindings 2019-02-14 15:14:40 -06:00
John Colvin 02509642ca OrderTicket - fix algo_definition itemssource/selecteditem bindings 2019-02-14 15:10:19 -06:00
John Colvin 1dbba9713d ladder - hook up algotoolbar button visibility to ui.proto config 2019-02-14 15:02:03 -06:00
Michael Harding e3c59f0a98 Spark-2026: Move SDK docs into the manual and update build scripts 2019-02-14 15:56:10 -05:00
John Colvin 2794d7e9e7 ladder - hide algo toolbar for now 2019-02-14 12:48:40 -06:00
John Colvin 27641b611d OrderTypeVMBase/OrderDataHelper - use pbuf descriptors to automate algo-child hierarchy 2019-02-14 12:13:01 -06:00
Jake Norbut 488f11d9b5 Addin some left margin to the Security column to give the expander some breathing room when in mini-ob 2019-02-14 12:07:27 -06:00
Michael Harding 2a79bb2506 Spark-2026: Add meta description 2019-02-14 12:57:42 -05:00
Kevin Darby 7212049c0c ignore *.code-workspace files 2019-02-14 12:37:34 -05:00
John Colvin ab9c323996 StopLimitOrderVM - remove unused code 2019-02-13 23:03:33 -06:00
John Colvin c19fe80966 SPARK-1998 / SPARK-2031 confirmation dialog for deleting algos 2019-02-13 17:37:59 -06:00
John Colvin 9d561158ba SPARK-1998 / SPARK-2030 in ladder settings dialog - don't resize number-of-columns dropdown when value changes 2019-02-13 17:28:49 -06:00
John Colvin ac791cfda8 Merge remote-tracking branch 'origin/master' into algo-templates-v1 2019-02-13 17:24:13 -06:00
John Colvin 30c1a1dac1 SPARK-1998 / SPARK-2028 support spreader algos 2019-02-13 14:43:49 -06:00
John Colvin 3e073a3b23 VersionContainer - increment _version in unchecked scope 2019-02-13 14:41:33 -06:00
Michael Harding 365ae797ce SPARK-2026: Fix page titles 2019-02-13 15:33:33 -05:00
Eric Harding 0f8b996c8c Reduce config connection timeout to 6 seconds from 30 2019-02-13 13:44:07 -05:00
Eric Harding 2cb485a883 Add note for ui_perf manual test 2019-02-13 13:18:36 -05:00
Michael Harding 3371a66366 SPARK-2026: Add GA 2019-02-13 13:15:47 -05:00
Jake Norbut 5a3c0c4b73 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2036 2019-02-13 12:15:39 -06:00
Michael Harding b9b8a6f4f4 Resize images and fix dissapearing image issue 2019-02-13 13:11:14 -05:00
Jake Norbut 669d77374b Escape key closes mini-ob popup; this was hours I'll never get back :P 2019-02-13 12:02:15 -06:00
Jake Norbut e9efaf6526 move edit qty and price to left-most in grid after cancel; item 3 in case 2019-02-13 09:50:19 -06:00
Jake Norbut 0aea7e26f2 need to add a converter so that tick-rounding behaves as expected; item 2 in case 2019-02-13 09:14:02 -06:00
Eric Harding e6682bec4e Merged in FixBadges (pull request #166)
Fix equality on OrderSecurity type

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-02-13 13:54:57 +00:00
Eric Harding 1575038365 Fix equality on OrderSecurity type 2019-02-13 08:27:28 -05:00
Michael Harding 1973663bad Spark-2026: Add windows run script 2019-02-12 16:13:16 -05:00
Kevin Darby 2b4add85a2 kinda copy / pastey stuff from cme 2019-02-12 13:00:47 -05:00
Eric Harding f6f9605a83 Revert "Try to ensure Dispatcher::background is terminated"
This reverts commit 5cc4085577.
2019-02-12 12:26:11 -05:00
Michael Harding b01ad392fd SPARK-2026: Replace font 2019-02-12 12:23:05 -05:00
Michael Harding c976594494 SPARK-2026: Move release notes to their own section 2019-02-12 12:23:04 -05:00
Michael Harding 5787483c7f SPARK-2026: Move images next to pages for better maintainability 2019-02-12 12:23:04 -05:00
Michael Harding 5d3b6522eb SPARK-2026: make run_zola.sh executable 2019-02-12 12:23:03 -05:00
Michael Harding fbeb1ce12f SPARK-2026: update .gitignore 2019-02-12 12:23:03 -05:00
Michael Harding 44d6069045 SPARK-2026: Move user docs from MKDocs to Zola 2019-02-12 12:23:03 -05:00
Michael Harding 55b96df57f SPARK-2026: Build scripts 2019-02-12 12:20:50 -05:00
Jake Norbut afcf40a900 fix NullRef when bts user has null TradingPermissionUnit 2019-02-12 10:49:19 -06:00
Eric Harding 7a7c1dcd89 SPARK-2024 Fix crash in md race 2019-02-12 09:33:53 -05:00
Eric Harding 8efd12588c Merged in SPARK-1731 (pull request #152)
RTM: SPARK-1731
2019-02-11 21:45:31 +00:00
Eric Harding 370694ae8a merge master 2019-02-11 16:33:27 -05:00
Kevin Darby 859bcb7ab4 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-02-11 16:28:03 -05:00
Kevin Darby 0fc7887ecd fix release mode build warning 2019-02-11 16:27:24 -05:00
Kevin Darby 4c798f6db4 initial push 2019-02-11 16:14:41 -05:00
Eric Harding 2925cf5092 CR Feedback 2019-02-11 16:10:51 -05:00
Kevin Darby 848c817452 Merged in algos2 (pull request #131)
RTM Algos2
2019-02-11 19:39:41 +00:00
Jake Norbut 8a41ee4846 Merged in SPARK-2035 (pull request #163)
RTM- security column should not be centered
2019-02-11 19:15:08 +00:00
Jake Norbut 3b43df458a reverting to how this was previously; I was overzealous in my horizontal alignment tinkering 2019-02-11 13:09:45 -06:00
Jake Norbut eccabd72f7 Merged in SPARK-2023 (pull request #161)
OrderTypeColumn will now display the DynamicOrderType

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-02-11 18:48:48 +00:00
Pedro Pinto 4944aaa3fa Updated release notes and tweaked DynamicIceberg name. 2019-02-11 13:48:22 -05:00
Pedro Pinto de035465e1 Merge with master 2019-02-11 13:40:58 -05:00
Kevin Darby b2e275124f update externals with onixs ice docs 2019-02-11 13:35:14 -05:00
Kevin Darby 36e4f62a53 moved externals pointer forward to capture onixs ice addition 2019-02-11 12:38:00 -05:00
Kevin Darby 87bc8a0674 typo 2019-02-11 12:09:46 -05:00
Kevin Darby 97d5e2e149 added doc for OCOOrder 2019-02-11 12:03:19 -05:00
Kevin Darby 83104ebaa9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2019-02-11 11:39:36 -05:00
Jake Norbut 8a3a35a822 Merged in SPARK-2025 (pull request #160)
RTM - SPARK-2025

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-02-11 15:01:35 +00:00
Eric Harding 883373f7e5 Bugfix: SyntheticStrategy.strategy is now null initially 2019-02-11 09:58:51 -05:00
Eric Harding 37f595ed9a Add startup delay for security discovery 2019-02-11 09:58:51 -05:00
Pedro Pinto 924b654f5f Update release notes. 2019-02-11 09:53:30 -05:00
Pedro Pinto dac01b3004 Merge branch 'master' into SPARK-2025 2019-02-11 09:49:19 -05:00
Pedro Pinto 508c542d56 Merge branch 'master' into SPARK-2025 2019-02-11 09:46:57 -05:00
Jake Norbut 9586b72653 Merged in SPARK-1975 (pull request #155)
RTM - SPARK-1975

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-02-11 14:45:32 +00:00
Pedro Pinto ee21b4f597 Updated release notes. 2019-02-11 09:42:37 -05:00
Pedro Pinto 964b516504 Merge branch 'master' into SPARK-1975 2019-02-11 09:23:46 -05:00
Pedro Pinto 10e174c5b4 Updated release notes. 2019-02-11 09:11:55 -05:00
Pedro Pinto 6bcd6acc48 Merged master 2019-02-11 09:07:09 -05:00
Pedro Pinto be6124e72f Updated release notes. 2019-02-11 09:06:05 -05:00
Eric Harding 578b9e7570 Merged in api_manual (pull request #159)
RTM: Add ApiThreading man page
2019-02-11 14:01:52 +00:00
Pedro Pinto fd66ef6993 Merge branch 'master' into api_manual 2019-02-11 08:59:24 -05:00
Pedro Pinto 1301130afb Quieted the build. 2019-02-11 08:58:00 -05:00
Jake Norbut 7daa96d246 Merged in SPARK-1513 (pull request #158)
RTM - SPARK-1513
2019-02-11 13:56:09 +00:00
Pedro Pinto 49e5eab7d3 Updated release notes. 2019-02-11 08:55:10 -05:00
Michael Harding fee4541e38 Merged in clip_limits_fix (pull request #162)
RTM Fix clip limits test
2019-02-11 13:38:30 +00:00
John Colvin 40ab6ae168 Ladder - don't overwrite factory-algos when the user clicks save 2019-02-08 18:08:09 -06:00
John Colvin 352a088f69 AlgoStudio - get rid of AlgoVMKey; just use AlgoKey everywhere 2019-02-08 18:08:08 -06:00
Pedro Pinto ef7151a5dc Removed obsolete composite order type. 2019-02-08 16:08:09 -05:00
Kevin Darby 02defef93d oco testing 2019-02-08 14:55:16 -05:00
Michael Harding 9132b4a178 Fix clip limits test 2019-02-08 12:37:09 -05:00
Eric Harding 785839327e Add extra safety check that a given security is not serialized more than once 2019-02-07 17:36:56 -05:00
Eric Harding cdce7cd242 Bugfix: SecurityCache is shared_ptr pimpl and should be stored by value instead of by ref even though this messes with const 2019-02-07 17:36:38 -05:00
John Colvin 16f1604cb5 Ladder - populate order with either selected definition/template dependening on config 2019-02-07 16:03:32 -06:00
John Colvin 11816ceada OrderTypeVMBase - don't raise_definition_changed() when certain props change 2019-02-07 15:43:23 -06:00
John Colvin 5d7c776173 AlgoStudio - decouple server-side types from client 2019-02-07 15:38:35 -06:00
Jake Norbut cdf13268a6 OrderTypeColumn will now display the DynamicOrderType 2019-02-07 14:41:51 -06:00
John Colvin 084dd54277 Merge remote-tracking branch 'origin/master' into algo-templates-v1 2019-02-07 12:32:51 -06:00
Michael Harding 1730fd20bc Fix clip limits test 2019-02-07 12:37:10 -05:00
Eric Harding 1697a1a015 Cease barbarism 2019-02-07 11:25:37 -05:00
Eric Harding 82d7c28cfc Merge master 2019-02-07 11:24:35 -05:00
Eric Harding e05fc076e8 Update fills to use SecurityStore.join 2019-02-07 10:32:13 -05:00
John Colvin c7010dc950 AlgoStudio - 'BadgeSelector' radio buttons VerticalContentAlignment=Center 2019-02-06 18:24:18 -06:00
John Colvin fc2e9423b7 AlgoStudio/Ladder - set default TextBox Enter/Esc key behavior 2019-02-06 18:20:18 -06:00
John Colvin 987d0dabd3 AlgoTemplateMetadataService - wrap persist calls in try/catch 2019-02-06 17:47:36 -06:00
John Colvin fddc6ad1f2 AlgoStudio - populate algo-root dropdown if configured to allow structure-modification 2019-02-06 16:52:19 -06:00
Kevin Darby 9390fb0639 per Brian standardizing on Stop Ticks, Stop Type, Profit Ticks, Profit Type 2019-02-06 17:41:24 -05:00
John Colvin abca5c15bc AlgoStudio - 'BadgeSelector' storyboards use Double/BooleanAnimationUsingKeyFrames instead of ObjectAnimationUsingKeyFrames 2019-02-06 16:31:41 -06:00
John Colvin 7e54ff1e7b AlgoStudio - refactor 'Abbreviation' VisualState names 2019-02-06 16:27:43 -06:00
Kevin Darby 82a8d007bf only generate package on release build 2019-02-06 17:06:22 -05:00
Kevin Darby cff32ad09a for now I'd like to keep these client and server docs separate since they are two repos 2019-02-06 17:03:23 -05:00
John Colvin 9d6ef0a229 AlgoStudio - fix 'custom_badge_color.enabled' binding issue when changing selection 2019-02-06 15:45:26 -06:00
John Colvin 30daa87720 AlgoStudioOptions (config) - can_modify_definition_structure = true by default 2019-02-06 15:23:49 -06:00
John Colvin e7418d7318 OrderPropertiesEditorVM - raise property 'selected_favorite_algo_definition' changed when 'selected_algo_definition' changes 2019-02-06 15:07:59 -06:00
John Colvin f4e654b3e0 AlgoStudio - fix up AlgoDefinitionTemplateVM (used by the original AlgoStudio configuration) 2019-02-06 14:59:11 -06:00
Eric Harding 7b9071a1b2 Review feedback 2 2019-02-06 14:49:17 -05:00
Eric Harding 99f1d1fa01 Review feedback 2019-02-06 14:48:18 -05:00
Jake Norbut 03fe75cfd2 commit button now unselects row 2019-02-06 13:38:40 -06:00
Eric Harding a7d71fe170 Move ApiThreading doc 2019-02-06 14:31:04 -05:00
Eric Harding e08cd7bdbf Use SecurityOracle in OrderStore 2019-02-06 14:25:07 -05:00
John Colvin 186fce0eaf AlgoStudio - clean up AlgoStudioDefinitionTemplateModel (the original model, can be enabled in config) 2019-02-06 12:34:26 -06:00
Eric Harding 00ce3adde5 Add ApiThreading man page (draft) 2019-02-06 13:10:18 -05:00
John Colvin 3f194918fb AlgoStudio - organize VisualStateGroups/VisualStates 2019-02-05 17:45:59 -06:00
Kevin Darby 6d774d46c9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2019-02-05 17:51:13 -05:00
Kevin Darby b39812aad0 add RelativeSide enum for OCO. Fix SPARK-2022 2019-02-05 17:50:08 -05:00
John Colvin e1caa9d69d AlgoStudio/Ladder - add 'ui_configuration' prop to IAlgoStudioModel (get rid of static singleton config) 2019-02-05 15:04:54 -06:00
Eric Harding 4264928cc2 Use SecurityOracle in AsyncFactory,ServiceBridge,OrderServicesData 2019-02-05 15:44:40 -05:00
Jake Norbut fb059e5571 refine comment 2019-02-05 14:36:51 -06:00
Jake Norbut 1864c27584 Anything that used to hit get_cme_gen_open now hits get_start_of_trading_day 2019-02-05 14:35:10 -06:00
Kevin Darby 8b7f31ccd6 Merged in update_sdk_docs (pull request #151)
RTM: SPARK-1983, SPARK-1985, SPARK-1982, SPARK-1981

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-02-05 19:37:39 +00:00
Eric Harding b91f998239 Merged in replay_fallback (pull request #156)
RTM: Replay fallback
2019-02-05 19:37:18 +00:00
Pedro Pinto 183916118e Merged in limit_bug (pull request #157)
Fixed limit enforcement bug in order activation.

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-02-05 19:36:57 +00:00
Pedro Pinto 8d200ee7f3 Added to release notes. 2019-02-05 14:32:25 -05:00
Pedro Pinto d59d6fd095 Fixed limit enforcement bug in order activation. 2019-02-05 14:19:01 -05:00
Eric Harding c53f69bc53 Fix Launch.json working directory 2019-02-05 14:06:50 -05:00
John Colvin d1be1ec488 AlgoStudio/Ladder - remove esoteric OrderTypeCollection, use ObservableKeyedCollection and handle updates internally instead 2019-02-05 12:40:52 -06:00
John Colvin c195df220c LadderSettingsView - increase TabControl height to account for new row of tab-headers after adding 'Algo Favorites' tab 2019-02-05 11:59:10 -06:00
John Colvin a5487f3bf5 AlgoMetadata - persist on every update (remove now-obsolete 'IShutdownOp') 2019-02-05 11:50:43 -06:00
Eric Harding e234a76199 Fall back to data_files if http://mdreplay or download cache are not available. 2019-02-05 12:34:11 -05:00
Eric Harding cf432a82a0 Add a small md recording to the build for offline access. Automatically unxz data_files 2019-02-05 12:33:43 -05:00
John Colvin 5c59349f07 AlgoStudio - change badge-color view to use RadioButtons (default vs custom) 2019-02-05 11:21:03 -06:00
Jake Norbut 5b40b4b4ca Hiding Security Key column in default settings in all grids 2019-02-05 11:14:40 -06:00
Jake Norbut dd6b415ce7 remove trade key column from Time and Sales 2019-02-05 11:06:55 -06:00
Kevin Darby f99717d880 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2019-02-05 10:03:16 -05:00
Jake Norbut b61cf170fe release notes refinement 2019-02-05 08:28:46 -06:00
Jake Norbut 7915c84b6a updating notes 2019-02-04 18:30:28 -06:00
Jake Norbut 3aece4fb97 Merged in SPARK-1987 (pull request #154)
RTM - SPARK-1986, SPARK-1987

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-02-04 22:40:39 +00:00
Kevin Darby f224b8be43 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2019-02-04 16:57:05 -05:00
Michael Harding 8632207912 Merge branch 'master' into SPARK-1992-position-limits-test 2019-02-04 15:48:00 -05:00
Jake Norbut be4dd05ba6 hiding Hidden and price type 2019-02-04 14:43:22 -06:00
John Colvin 06779e94fd Ladder - horizontally stretch favorite buttons to fill left-panel 2019-02-04 14:33:00 -06:00
Jake Norbut 570b362a7e release notes - words 2019-02-04 14:20:50 -06:00
Jake Norbut 944714adc5 Updating release notes describing Floating Order Book 2019-02-04 14:19:43 -06:00
Pedro Pinto fee7dcedb8 Merged in dev_doc (pull request #127)
Dev doc
2019-02-04 20:14:30 +00:00
Pedro Pinto 0883b91ef8 dev_process.md edited online with Bitbucket 2019-02-04 20:14:17 +00:00
Kevin Darby f43269f688 Merged in proto36 (pull request #153)
RTM move externals pointer to proto36, small changes in spark to support that

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-02-04 20:10:00 +00:00
Jake Norbut 20728b7e8c Merged in miniob (pull request #149)
RTM - Mini OrderBook

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-02-04 20:08:31 +00:00
Pedro Pinto b53060d665 Added release notes 2019-02-04 15:05:49 -05:00
Pedro Pinto 01d94748a2 Merge branch 'miniob' of bitbucket.org:bluetradesys/spark into miniob 2019-02-04 15:02:59 -05:00
Pedro Pinto ee4ebd8ccf Trying to fix the linux/win war on CMAkeDeps.cmake 2019-02-04 15:02:16 -05:00
Michael Harding c9a981b26f system test self contained option, configserver and timeout attributes 2019-02-04 14:55:49 -05:00
Eric Harding ef3e3d6edc Wait to give obvm obvm a chance to load rows and not flash 2019-02-04 14:55:33 -05:00
Jake Norbut 6d4ff5707c PR edits - Style cop 2019-02-04 13:20:39 -06:00
Jake Norbut 158b8ac64d PR edit - simplify LINQ expressions when using Where and FirstOrDefault 2019-02-04 13:17:24 -06:00
Jake Norbut c11fc37781 PR - naming 2019-02-04 13:12:33 -06:00
Jake Norbut e3ca2194d0 PR edit - changing orderbook_vm property to method to better reflect the nature of the beast 2019-02-04 13:11:24 -06:00
Jake Norbut e49c8e32f2 PR edits - Simplifying XAML since UserControl is a ContentControl 2019-02-04 13:01:51 -06:00
Jake Norbut 63754199bf PR edits - Hashset for the win over List for Contains 2019-02-04 12:40:19 -06:00
Jake Norbut 7af568a620 PR edit; Set is your friend 2019-02-04 12:34:56 -06:00
Jake Norbut dcf509d21b PR edits - devolving qty/dirty and price/dirty 2019-02-04 12:29:34 -06:00
Jake Norbut b8c3b36a98 PR edits 2019-02-04 11:34:04 -06:00
Jake Norbut 8e5afbfa40 PR edit; columns setter is now private 2019-02-04 11:27:58 -06:00
John Colvin 7274b2a7d9 OrderDataHelper - fix iceberg equals impl 2019-02-04 10:32:00 -06:00
John Colvin ae4ae67ece AlgoStudio - minor refactoring 2019-02-04 10:25:25 -06:00
John Colvin 5cd2861e50 SPARK-1998 / SPARK-2010 algo badge-color setting 2019-02-03 14:13:33 -06:00
John Colvin 1d4b89e0cc OrderTypeItem - replace OrderMetadata dp with BadgeFill dp 2019-02-02 21:21:48 -06:00
John Colvin 0254c12c91 SPARK-1998 / SPARK-2003 flush text bindings as user types to trip 'modified' triggers 2019-02-02 16:55:56 -06:00
John Colvin f4ee0d6fb2 AlgoStudioWindow - minor refactor for readability 2019-02-02 11:43:52 -06:00
John Colvin f76e862b8a Merge branch 'master' into algo-templates-v1 2019-02-02 10:47:53 -06:00
John Colvin b094f4669c Ladder - config to show/hide 'revert algo' button 2019-02-01 22:18:14 -06:00
John Colvin a22e328ac0 SPARK-1998 / SPARK-2000 Ladder- hide undo/redo buttons in algo popup toolbar 2019-02-01 18:57:07 -06:00
Jake Norbut 906031d1c3 MinWidth so that the vertical scrollbar does not cover up the content in the last column 2019-02-01 16:55:49 -06:00
Kevin Darby 5eedc1a977 moved that using std::vector out of header 2019-02-01 17:22:12 -05:00
Eric Harding 48849fc631 Fix md unit tests 2019-02-01 17:14:26 -05:00
Eric Harding 8d240bff60 Fix fucked up curlies 2019-02-01 17:14:14 -05:00
Kevin Darby 021c163b64 move externals pointer to proto36, small changes in spark to support that 2019-02-01 16:41:11 -05:00
Jake Norbut c6c71f0b04 enforce max height on popop size 2019-02-01 15:38:55 -06:00
John Colvin f5c12f1369 SPARK-1998 / SPARK-2001 new 'clone algo' menu item, clear structure pane for normal add 2019-02-01 15:26:28 -06:00
Jake Norbut bc8c01a789 move edit price immediately after edit qty 2019-02-01 15:24:29 -06:00
Jake Norbut b93f794116 remove ladder tooltip and backing property 2019-02-01 15:18:39 -06:00
John Colvin db241af36a SPARK-1998 / SPARK-2008 config to disable/enable algo popup expand-on-select (disabled by default) 2019-02-01 14:33:35 -06:00
Jake Norbut 5369e67c7a minor refactoring, some notes after talking w/ john 2019-02-01 12:04:34 -06:00
Jake Norbut 65c4b41c74 inline price ticker 2019-02-01 11:02:56 -06:00
John Colvin ce6361f174 StopLimitOrderVM - refactor a bit 2019-01-31 22:28:37 -06:00
John Colvin c1b65cc8d6 AlgoStudio - change stop limit vertical alignment from center to top 2019-01-31 22:08:02 -06:00
John Colvin 0f18d733eb AlgoStudio - default stop limit order stop price to 0 instead of NaN to remove red-error-border 2019-01-31 22:03:27 -06:00
John Colvin ef4ad21a01 Ladder - separator line between factory/custom algos in dropdown 2019-01-31 21:47:16 -06:00
John Colvin c7725fe681 AlgoStudio - hook up flat definition favorites 2019-01-31 19:39:17 -06:00
John Colvin bdf3c79147 DialogCommand - disposes window.DataContext on close by default 2019-01-31 19:33:00 -06:00
Eric Harding 3541ae5a85 SPARK-1996 QueryServer and constructor refactoring 2019-01-31 17:05:22 -05:00
Jake Norbut 2ce9f7db34 qty ticker layout changes 2019-01-31 14:29:04 -06:00
John Colvin db48fb9140 LadderView.xaml - unfiy indentation/spacing (not actual code change) 2019-01-31 12:32:05 -06:00
Jake Norbut ecad4471b3 auto close popup when no orders remain 2019-01-31 11:50:27 -06:00
Jake Norbut 9b4a99dcb7 darken popup border 2019-01-31 11:48:48 -06:00
Eric Harding d99d3bccab PR feedback #1 2019-01-31 11:52:36 -05:00
Eric Harding 20f42749dd SPARK-1997 Update OrderServiceServer/FillStore to use SecurityOracle 2019-01-31 11:16:25 -05:00
Eric Harding bf72122edc SPARK 1731 - Simplify SecurityOracle impl 2019-01-31 11:06:19 -05:00
Eric Harding 791b0fdbc1 Makd SecurityCache external to MDConsumer so it live beyond md recovery 2019-01-31 09:18:03 -05:00
Jake Norbut 8d805409d5 Merge branch 'master' of bitbucket.org:bluetradesys/spark into miniob 2019-01-31 08:08:23 -06:00
Jake Norbut 6a100bf3a6 remove checkin cruft 2019-01-30 19:30:13 -06:00
Jake Norbut 4047e5bdee making row stay in edit mode when a change has not yet been committed but the selection has been moved off the row 2019-01-30 19:24:50 -06:00
John Colvin f38a84641e TimeBoxOrderVM - clear stale 'null child order' error 2019-01-30 18:42:35 -06:00
John Colvin 39de6401b9 Ladder - SpreaderOrderVM strategy popup was coming up blank 2019-01-30 17:24:30 -06:00
John Colvin 7ef31ef3b2 Ladder - sort AlgoDefinitionVMs 2019-01-30 17:24:26 -06:00
Kevin Darby 5aef712065 SPARK-1983, SPARK-1985, SPARK-1982, SPARK-1981 2019-01-30 18:18:21 -05:00
John Colvin 5d1e2ac2f2 AlgoDefinitionService - remove op marks definitions as hidden, doesn't actually remove row from table 2019-01-30 15:10:44 -06:00
Jake Norbut dd19ac4bce hopefully use the right Dispatcher this time 2019-01-30 14:27:00 -06:00
Michael Harding 59fa6cdc1b Add sparkcmd test publish+copy+run script 2019-01-30 14:10:29 -05:00
Eric Harding ff2102e0cd Merged in run_system_tests (pull request #150)
RTM: Run system tests

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2019-01-30 18:17:03 +00:00
John Colvin 2b8c9db717 AlgoStudio - definitions are sorted alpha numerically 2019-01-30 11:46:49 -06:00
John Colvin c07e5920ba fix typeo in class name - AlgoDefinitionCollectionVMHelper - AlgoDefinitionVMCollectionHelper 2019-01-30 11:40:48 -06:00
Michael Harding 386de86f93 Merge branch 'run_system_tests' of bitbucket.org:bluetradesys/spark into SPARK-1992-position-limits-test 2019-01-30 12:24:43 -05:00
Eric Harding 29762512ad Merged master into run_system_tests 2019-01-30 12:06:39 -05:00
Michael Harding 527c1fb5ea Merge branch 'run_system_tests' of bitbucket.org:bluetradesys/spark into SPARK-1992-position-limits-test 2019-01-30 11:37:39 -05:00
Eric Harding 289d40f24a Need spark_test.dll for system tests 2019-01-30 11:18:31 -05:00
John Colvin ab64fef56d AlgoStudio - get rid of AlgoDefinitionCollection (use AlgoDefinitionVMCollectionHelper instead) 2019-01-30 10:13:23 -06:00
Eric Harding 40a115de7e merge master 2019-01-30 10:48:24 -05:00
Eric Harding ab1fe94b88 SPARK-1955 Introduce MDClient and SecurityOracle types 2019-01-30 10:40:23 -05:00
Jake Norbut 947a905423 mini ob - inline qty tick up/down; formatting 2019-01-30 08:05:17 -06:00
John Colvin 782f0c9c2e AlgoTemplateToolBar - use config to toggle algo definition/template features 2019-01-29 18:47:01 -06:00
John Colvin 75e0e8e02c AlgoDefinitionVM - use AlgoDefinitionData instead of api/protobuf type (CompositeAlgoDefinition/Record) 2019-01-29 18:37:34 -06:00
John Colvin ad9e7660f7 AlgoDefinitionServiceServer.cpp - update op assigns new_record to response_data 2019-01-29 18:14:07 -06:00
Eric Harding dfe9ea12c3 provide_command_line for system_tests -configserver 2019-01-29 16:55:12 -05:00
Michael Harding dd7cb52fc7 Merge branch 'run_system_tests' of bitbucket.org:bluetradesys/spark into SPARK-1992-position-limits-test 2019-01-29 16:39:34 -05:00
Eric Harding a9c2261671 Simplify getting a security 2019-01-29 16:06:31 -05:00
Taha Afzal b8766089f0 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-01-29 15:51:22 -05:00
Taha Afzal 18d3c268de Added trace corID to first quote udpate call (after getting the first ack) 2019-01-29 15:51:16 -05:00
Pedro Pinto fdf255a7a3 Improved md performance logs. 2019-01-29 14:58:13 -05:00
Pedro Pinto 995be6cfd0 Added forgotten security count metric back. 2019-01-29 14:53:53 -05:00
Eric Harding 52ac650c58 Merge branch 'master' of bitbucket.org:bluetradesys/spark into run_system_tests 2019-01-29 12:06:36 -05:00
Michael Harding cd0b0ac2d3 Merge branch 'run_system_tests' into SPARK-1992-position-limits-test 2019-01-29 10:46:37 -05:00
Michael Harding 1d98143358 Merge branch 'master' into SPARK-1992-position-limits-test 2019-01-29 10:45:50 -05:00
Michael Harding 96c7cc1528 sparkcmd test --list now lists only the current TestType 2019-01-29 10:29:24 -05:00
Michael Harding d81ef8668c Return int from sparkcmd 2019-01-29 09:31:14 -05:00
Eric Harding dab95d7e91 Make sure every sparkcmd command respects -configserver 2019-01-29 09:23:54 -05:00
Eric Harding 88045ea432 Add netcore publish to jenkinsbuild.cmd 2019-01-29 09:23:35 -05:00
John Colvin 9be5afd490 AlgoStudio - introduce flat-definition infrastructure 2019-01-28 21:20:09 -06:00
Pedro Pinto 01113e645a release_notes.md edited online with Bitbucket 2019-01-28 23:16:02 +00:00
Pedro Pinto 17c57878e1 removed duplicate entries in requote perf log. 2019-01-28 23:14:15 +00:00
Eric Harding 6b3e2f396d Update ReplayRecorder version 2019-01-28 17:27:53 -05:00
Eric Harding 51704be22a Avoid creating task that does no work. 2019-01-28 17:27:42 -05:00
Eric Harding 5cc4085577 Try to ensure Dispatcher::background is terminated 2019-01-28 16:50:27 -05:00
John Colvin a9cd3261e1 rename TableUpdateAggregator -> TableUpdate<T, TKey>.Builder (nested) 2019-01-28 15:08:41 -06:00
Michael Harding 41424629a2 Spark-1992: Add find_multiple_securities_async MarketDataClient 2019-01-28 15:57:05 -05:00
Eric Harding c7b890eeb0 Add tests for Filtered/Mapped dictionary types 2019-01-28 13:11:27 -05:00
Pedro Pinto 4357fbc410 Removed test code. 2019-01-28 17:21:52 +00:00
Pedro Pinto 7d216978a3 Updated release notes. 2019-01-28 12:02:32 -05:00
Taha Afzal fc3d84c02a Merged in SPARK-1939-HedgingSpeed (pull request #148)
RTM. Various hedging speede improvements
2019-01-28 16:59:46 +00:00
Taha Afzal f6fd9155b1 externa; 2019-01-28 11:58:32 -05:00
Taha Afzal 7723f1e004 merging from master 2019-01-28 11:09:17 -05:00
Taha Afzal 041a7988c1 Spreader.proto::enable_child_order_activate now controls the child order's activate call 2019-01-28 11:01:05 -05:00
Michael Harding daa9800af2 Merged in SPARK-1877-system-tests (pull request #147)
RTM SPARK-1877 system tests

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-01-28 14:54:36 +00:00
Michael Harding dcb10a3484 SPARK-1877: Add test for no rule. Implememnt PR suggestions. 2019-01-28 09:26:55 -05:00
Taha Afzal 70e826b212 Merge branch 'warmup_activate' into SPARK-1939-HedgingSpeed 2019-01-28 08:48:25 -05:00
Jake Norbut af737564aa Merged in SPARK-1977 (pull request #145)
RTM - high dpi grid column oddity

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-01-28 13:46:53 +00:00
Pedro Pinto 582f97d1ce Merged in ticker_events_in_api (pull request #144)
RTM. Ticker events in api

Approved-by: Taha Afzal <taha.afzal@bluetradesys.com>
Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-01-28 13:46:15 +00:00
Taha Afzal a83c1eb633 calling ChildOrder's warm_up_activate() from Spreader 2019-01-28 07:26:18 -05:00
Eric Harding b08bc0eb8b SPARK-1972 Join Securities to Orders in OrdersModel 2019-01-25 16:43:32 -05:00
Pedro Pinto 1f893c73ad Added warm_up_activate method to ChildOrder to warm up cache. 2019-01-25 16:32:42 -05:00
Michael Harding ef755ea6fb SPARK-1877: Test Runner for multiple test types 2019-01-25 15:57:21 -05:00
Taha Afzal ebfc1bc485 Merge branch 'master' into SPARK-1939-HedgingSpeed 2019-01-25 13:34:55 -05:00
Eric Harding 9bcd8bcbdb Add tests for IObservable<Update/TableUpdate>.Select methods 2019-01-24 15:38:39 -05:00
Jake Norbut a8646ebb3f adding comment back in 2019-01-24 13:45:59 -06:00
Jake Norbut 28fd04293b adding single-click delete/cancel functionality 2019-01-24 13:41:33 -06:00
Michael Harding 111767522f SPARK-1877: Clip Limits Test 2019-01-24 13:45:03 -05:00
Taha Afzal 429e16996a Merge branch 'SPARK-1939-HedgingSpeed' of bitbucket.org:bluetradesys/spark into SPARK-1939-HedgingSpeed 2019-01-24 13:35:29 -05:00
Taha Afzal 1ed85af40e spreader reports from the timer callback now 2019-01-24 13:35:23 -05:00
Eric Harding 90dd349454 SPARK-1973 1/2 use join for OrdersModel.on_order 2019-01-23 16:18:52 -05:00
Kevin Darby 7465a38022 Merged in sdk_build (pull request #146)
SPARK-1980 we need 7z on the jenkins server, not unzip

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-01-23 18:09:24 +00:00
Kevin Darby 8afa03cc62 SPARK-1980 we need 7z on the jenkins server, not unzip 2019-01-23 12:56:59 -05:00
Eric Harding be13b81283 db_dump needs stoul to handle SIM securitykeys 2019-01-23 11:35:13 -05:00
Jake Norbut 26dfd89d6c Properly Dispose of the OrderBookVM when the popup closes 2019-01-23 10:07:07 -06:00
Pedro Pinto fe54d5b973 Fixed double counting bug in Iceberg when using pauses. 2019-01-23 10:57:43 -05:00
Jake Norbut e7b9c3e228 adding a border around the popup window 2019-01-23 09:43:19 -06:00
Jake Norbut ae5db799d4 MiniOB will have parent-child rows expanded by default 2019-01-23 09:43:03 -06:00
Eric Harding fd270a7ab5 Add the ability to *only* run sim from a replay file 2019-01-23 08:59:43 -05:00
John Colvin 38e2025a31 Algos in Ladder - added include_custom_template config flag to support legacy custom definition behavior 2019-01-22 16:58:48 -06:00
Eric Harding a5be24aa7a SPARK-1731 Add Key function to SecurityStore 2019-01-22 17:25:56 -05:00
Kevin Darby 4ebdc603c5 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2019-01-22 16:10:38 -05:00
Pedro Pinto d573688064 Update release notes. 2019-01-22 15:26:00 -05:00
Pedro Pinto 14c601034a Merged with master 2019-01-22 15:14:22 -05:00
John Colvin fb0ffa0906 OrderDataHelper - initialize QuantityMeasure props in default tick, lean, join, and top definitions 2019-01-22 13:21:39 -06:00
John Colvin bb0932e3bc QuantityMeasureControl - dropdown minwidth=75 (width of widest item) 2019-01-22 12:49:30 -06:00
Jake Norbut 3de65fb027 Create a new OrderbookVM each time; fixes crash when launching mini-ob from same badge multiple times 2019-01-22 12:37:53 -06:00
Jake Norbut 9de0c4f530 Remove ContextMenu from Badge and setup new Popup 2019-01-22 12:35:18 -06:00
Jake Norbut ce5998c5dd Adding a Popup dep prop to the Badge. Note - I don't think Ineed AffectsRender here 2019-01-22 12:27:57 -06:00
Jake Norbut dcbc6e756e DIYGrid - adding dep prop to allow rows horizontal scrollbar to be strictly collapsed 2019-01-22 12:23:00 -06:00
Pedro Pinto 4955c1a792 Improved performance of ll to time_point conversion. 2019-01-22 13:00:03 -05:00
Pedro Pinto 2990710b88 Avoided delivering entire trade buffer on first sub. 2019-01-22 12:59:16 -05:00
Pedro Pinto 280ae81860 size() is probably slower than empty() 2019-01-22 12:57:47 -05:00
John Colvin 38370d1b22 AlgoStudioModel - check TemplateCreateResult != null 2019-01-22 11:25:57 -06:00
John Colvin a6d001a032 AlgoStudio - automatically focus name textbox when adding new definition/template 2019-01-22 11:14:10 -06:00
John Colvin 9edcefa40a AlgoStudioModel - delete_definition() was deleting all templates instead of just its templates 2019-01-21 23:53:39 -06:00
John Colvin 2daa022c21 AlgoStudio - name text binding UpdateSourceTrigger=PropertyChanged 2019-01-21 23:29:39 -06:00
John Colvin 20752d9568 AlgoStudio - delete definition confirmation dialog fix grammer, add icon 2019-01-21 14:40:30 -06:00
John Colvin 5dd2608210 AlgoStudio - set template as default impl uses DoubleClick CommandBinding 2019-01-21 14:35:15 -06:00
John Colvin bc0eb78092 KeyedStyleSelector uses generic keys 2019-01-21 14:27:13 -06:00
John Colvin bed7378918 AlgoStudioView - remove unneccesary 'is_default' radiobutton 2019-01-21 12:53:04 -06:00
John Colvin ca53e616e0 AlgoStudio - tooltips for disabled algodropdowns (i.e., when structure cannot be changed) 2019-01-21 12:20:03 -06:00
Taha Afzal 5e713d9008 reverting hard coded changig in accidental push 2019-01-21 09:47:35 -05:00
John Colvin 04cc3e8747 AlgoStudioVM - remove unused 'save_op_begin/end' events 2019-01-20 23:11:30 -06:00
John Colvin 938cd9064c AlgoStudio - denote dirty/unpersisted items with '*' after the name (like VisualStudio) 2019-01-20 23:09:13 -06:00
John Colvin baeac4c080 AlgoStudioModel - organize extension methods, trim redundancies 2019-01-20 16:32:42 -06:00
John Colvin 3aedebd0ab AlgoTemplateFavoriteButtonsView - cancel automatic selection of the previous item when SelectedItem is removed from ItemsSource 2019-01-20 15:04:13 -06:00
Taha Afzal 763c2fa41a Merge branch 'master' into SPARK-1939-HedgingSpeed 2019-01-20 12:34:28 -05:00
John Colvin da19945e84 AlgoDefinitionTemplateVM - avoid redundant Snapshot construction 2019-01-19 13:33:25 -06:00
John Colvin 1ef3a859c9 OrderTypeVMCollection - don't overwrite existing ordervms' definitions 2019-01-19 13:32:19 -06:00
John Colvin e0a09904cb AlgoStudio - disable 'name' textbox once definition/template is persisted 2019-01-19 11:03:23 -06:00
John Colvin a89e55acc9 AlgoServiceServer - fix updated_template() (was not actually assigning new value) 2019-01-19 11:02:20 -06:00
John Colvin d2d9fa4c6d AlgoStudioModel - fix set_key() extensions 2019-01-19 10:56:12 -06:00
John Colvin 9fadd1b7a9 AlgoStudio - automatically select new template placeholder 2019-01-19 09:45:46 -06:00
John Colvin 97e49920b4 fix AlgoStudio persistence 2019-01-19 09:34:55 -06:00
Taha Afzal 9d170e32f1 log level for cache warming set to NoLog 2019-01-18 23:02:00 -05:00
Taha Afzal b4410f7412 Passing trace to Hedger 2019-01-18 18:37:32 -05:00
Michael Harding b702ce9479 System test in broken state for debugging 2019-01-18 16:41:21 -05:00
Michael Harding abc7b1e2e9 Merge branch 'master' into SPARK-1877-system-tests 2019-01-18 12:39:47 -05:00
Eric Harding f71ff0e306 Add the ability to control affinity for the md tail tool 2019-01-18 11:52:42 -05:00
Jake Norbut 3c82327f1a in case my machine starts on fire 2019-01-17 15:59:55 -06:00
Jake Norbut f3ac92c434 PR edits; Eric has ESP 2019-01-17 15:52:56 -06:00
Jake Norbut a8694d6fb2 Because this is the bugfix the spark client deserves, but not the ones it needs right now 2019-01-17 15:21:25 -06:00
Pedro Pinto 52e6536018 Merge branch 'SPARK-1939-HedgingSpeed' of bitbucket.org:bluetradesys/spark into SPARK-1939-HedgingSpeed 2019-01-17 13:46:24 -05:00
Pedro Pinto 42274edbc4 Added extra logging level for no logging code paths. 2019-01-17 13:45:26 -05:00
Taha Afzal 6d438b4764 New spreader test for muliple quoting legs 2019-01-17 13:19:56 -05:00
Pedro Pinto 3688ec0739 Moved externals pointer 2019-01-17 11:46:19 -05:00
Pedro Pinto ce8d27bb71 Added time to ticker update. 2019-01-17 11:44:37 -05:00
Pedro Pinto ee66ddf9a6 Fixed a few bugs in the ticker api code. 2019-01-17 10:48:11 -05:00
Pedro Pinto bea0e5ced7 Added ticker events to order manager api 2019-01-16 17:57:02 -05:00
Pedro Pinto b2d1d11826 Added ticker events to MD Source 2019-01-16 17:56:40 -05:00
Taha Afzal d075f2ad0c removed some extra logging data from CacheWarmingState 2019-01-16 13:37:04 -05:00
Taha Afzal 409bbdc0f9 when 'in_cache_warming_cycle' quoter order updates are surpressed (they should have been surpressed logically as well, but this is just an extra check since the outcome can be nasty) 2019-01-16 11:37:58 -05:00
Taha Afzal d4fd3900be added config key to enable cache warming 2019-01-15 14:39:38 -05:00
Taha Afzal e45736a692 putting the fake fill log messages o lower logging level 2019-01-15 09:25:06 -05:00
Taha Afzal bd8336e22b inlined add_new_hedger 2019-01-14 16:58:07 -05:00
Eric Harding f3dedfc4e3 Merged in SPARK-1966-add-cme-ticker-trade-details (pull request #143)
RTM: SPARK-1966 add cme ticker trade details
2019-01-14 21:35:51 +00:00
Jake Norbut 326bcb4544 Merged in SPARK-1960 (pull request #140)
RTM: locking _resources ResourceDictionary prior to indexer access

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-01-14 21:35:17 +00:00
Pedro Pinto 884cdef97b Merged in improve_perf_log_latency (pull request #139)
RTM. Improve perf log performance.
2019-01-14 21:34:48 +00:00
Eric Harding 5e3467e3b6 Add release note 2019-01-14 14:41:47 -05:00
Eric Harding 979c6e078a Remove misleading comments 2019-01-14 14:39:05 -05:00
Eric Harding 69f38daad7 SPARK-1966 Add CME ticker trade details 2019-01-14 14:37:51 -05:00
Taha Afzal a64d428a89 added comments and inlined some smaller functions 2019-01-14 14:34:49 -05:00
Taha Afzal 78c89c6677 Merge branch 'master' into SPARK-1939-HedgingSpeed 2019-01-14 11:07:16 -05:00
Taha Afzal 8d0d678c01 unused parameters rmeoved form add_new_hedger 2019-01-14 09:58:13 -05:00
Taha Afzal 8b9df305b4 took the ChildOrder initilization out of the critical hedging path 2019-01-13 21:57:13 -05:00
Taha Afzal 02ee5cc6d3 moved orderbuilders (not used) in the hot path away from the hot memory 2019-01-11 18:45:24 -05:00
Taha Afzal 207c93c972 All the leg data is in one place now inside the SpreaderLegData (as opposed to ref's to SpreaderBookkeepingData) 2019-01-11 17:49:23 -05:00
Eric Harding 14012a16da Add "all" option to sparkd md tail for emumba testing 2019-01-11 17:29:51 -05:00
Taha Afzal dc264e1063 fixing buid 2019-01-11 08:37:49 -05:00
Taha Afzal 2e883808b6 LegPropertyData does not hold leg orderDefinitions any more 2019-01-10 21:34:45 -05:00
Michael Harding 184a900eea SPARK-1877: Add Limits Test; Limits Test sets and restores limits 2019-01-10 14:51:06 -05:00
Pedro Pinto 3bf086c73a Merged in SPARK-1970-manual-order-indicator (pull request #142)
RTM. SPARK-1970 manual order indicator
2019-01-10 19:39:31 +00:00
Pedro Pinto 9838d123c7 Updated release notes. 2019-01-10 14:15:04 -05:00
Pedro Pinto 9d5b80c990 Forced manual order indicator to false on algos. 2019-01-10 14:12:27 -05:00
Taha Afzal 040fc3af96 removed the if _active_quoting check because that will always be the case 2019-01-10 09:47:45 -05:00
Eric Harding e5ab062203 SPARK-1962 Fix race bug identified in testing 2019-01-09 18:32:52 -05:00
Eric Harding 12f6c58c7c Reconsidering 1abec0ab 2019-01-09 18:31:24 -05:00
Taha Afzal cc07e28aca quoters, child orders and order builders are only created for quoting legs 2019-01-09 16:42:45 -05:00
Taha Afzal d2aec0c7f2 quoters are only created for quoting legs 2019-01-09 15:39:00 -05:00
Taha Afzal a71953b871 SPARK-1967 foundational work 2019-01-09 12:56:29 -05:00
Taha Afzal 70e962000f changed the ordering of member variables from lower mem to higher 2019-01-09 11:18:06 -05:00
Taha Afzal f413938943 broke h_p end log into ch_term and rep 2019-01-09 10:17:12 -05:00
Eric Harding 4991fa734c SPARK-1962 - Add operator so this join can be used inline 2019-01-08 17:33:31 -05:00
Eric Harding adf4476399 SPARK-1962 - Efficient observable join on all available securities 2019-01-08 16:46:44 -05:00
Eric Harding 2e542fb8f5 Update.cs all should be a more generic type 2019-01-08 16:33:41 -05:00
Eric Harding 1abec0ab39 Attempt to defer initial security publish until loading is complete so initial load is not bogged down by ticking security feed 2019-01-08 16:32:57 -05:00
Jake Norbut fb47b985fe now fix client build, strings vs uints 2019-01-08 12:36:29 -06:00
Jake Norbut 5ea79a7c49 fix build, uint32 vs strings 2019-01-08 12:26:38 -06:00
Eric Harding aea38c1689 SPARK-1962 - Add SecurityStore.cs 2019-01-08 12:54:38 -05:00
Taha Afzal a7250b4734 SPARK-1959 _cache_warm_fill_ts is static now 2019-01-08 11:55:59 -05:00
Eric Harding 20fe97bbba Move ConsoleEx.cs because it's in the wrong place 2019-01-08 11:45:18 -05:00
Eric Harding 2020f6af6d SPARK-1951 Add SecurityCache access to QueryServer 2019-01-08 11:28:19 -05:00
Taha Afzal 060b88e4c9 SPARK-1959 largechunk done 2019-01-08 10:03:22 -05:00
Eric Harding e36729814a SPARK-1731 Improve error handling in SecurityDB and implement db::find_security() 2019-01-07 16:53:04 -05:00
Eric Harding 501cd93fd6 SPARK-1950 Integrate SecurityCache into MDConsumer 2019-01-07 15:52:37 -05:00
John Colvin 74c9a93478 rename AlgoDefinitionTemplate -> AlgoDefinitionData, AlgoTemplateAbstraction -> AlgoTemplateData 2019-01-06 11:28:18 -06:00
John Colvin 2f9eafe6fe AlgoService/Studio - abstract the client side types from the server side ones (makes both sides flexible, less coupled) 2019-01-06 11:21:43 -06:00
John Colvin 7f426eda6f abstract algo template/definition keys out to AlgoPersistedKey (makes switching key type from uint -> string easy) 2019-01-05 18:16:36 -06:00
John Colvin 41bec0f4db AlgoStudio - 'double click to set as default' tooltip 2019-01-05 01:24:32 -06:00
John Colvin ed5285c84a AlgoTemplates - remove dead code/comments 2019-01-05 01:19:50 -06:00
John Colvin 3b447bdb3c OrderTypeVMFactory.OrderSelector - fix load_from() 2019-01-05 01:19:13 -06:00
John Colvin 2b3905efb3 AlgoStudio - TreeViewItem text is readonly (user can edit name in the right-pane) 2019-01-05 00:35:45 -06:00
John Colvin 1469156874 AlgoTemplates ui - a little refactoring 2019-01-05 00:21:56 -06:00
John Colvin 6e929ca493 OrderPropertiesEditorVM - fix save_template_cmd 2019-01-05 00:21:56 -06:00
John Colvin e893cf1e2f JoinOrderVM - wasn't updating join_threshold prop in load_from() impl 2019-01-04 18:24:16 -06:00
John Colvin 133f4f6f88 ObservableAppendCollection - support NotifyCollectionChangedAction.Replace 2019-01-04 18:12:19 -06:00
Eric Harding 7a6739c156 Fix build issue with uniqueptr 2019-01-04 16:35:52 -05:00
Eric Harding fe1b9f906e SPARK-1961 SyntheticStrategy is not properly syncronized 2019-01-04 16:14:06 -05:00
John Colvin a2cc5ae1b0 fix build (again) 2019-01-04 15:10:51 -06:00
John Colvin b97dbd9af9 fix build 2019-01-04 15:09:10 -06:00
Eric Harding c4bbf5e219 SPARK-1952 - convert md::SecurityCallback to SecurityPtr to avoid copying 2019-01-04 16:06:57 -05:00
John Colvin 76ffa8a61d AlgoStudio - AlgoStudioViewController is responsible for reselecting newly persisted items 2019-01-04 15:04:43 -06:00
Jake Norbut ae200b374b PR suggestion 2019-01-04 12:38:56 -06:00
Jake Norbut 64b94c58e7 locking _resources ResourceDictionary prior to indexer access 2019-01-04 11:20:21 -06:00
Pedro Pinto 8e907d7395 Fixed perf_log.sql 2019-01-04 12:04:10 -05:00
Pedro Pinto c567283d3f More performance improvements on perf_log 2019-01-04 11:31:36 -05:00
Pedro Pinto 6b84dc433a Making log analysis faster. 2019-01-04 09:23:59 -05:00
John Colvin 6b1e7bfee6 ObservableKeyedCollection - IDictionary impl order should match that of ICollection 2019-01-03 20:43:36 -06:00
Pedro Pinto a833944ec5 Improved perf log latency. 2019-01-03 19:07:18 -05:00
John Colvin 39f0a9e3bb Merge remote-tracking branch 'origin/master' into algo-templates-v2-uint-ids 2019-01-03 17:22:26 -06:00
John Colvin c5550f6646 clean up TableUpdateAggregator/Buffer code a bit 2019-01-03 16:45:54 -06:00
John Colvin 0274524f17 AlgoTemplates - remove some unused code 2019-01-03 16:23:48 -06:00
Taha Afzal 97d16115e8 SPARK-1959 new order is constructed by the Hedger in init 2019-01-03 17:01:27 -05:00
John Colvin 786f57a39d AlgoStudio - fix AlgoStudioVM._save() method 2019-01-03 16:01:14 -06:00
John Colvin c218b6a9ba AlgoStudio - dont unselect template when user double-clicks (quirky TreeView behavior) 2019-01-03 15:56:56 -06:00
Taha Afzal 2e3957a7ac SPARK-1959 added get_new_hedger_order to ISpreaderManager 2019-01-03 15:18:53 -05:00
Taha Afzal b866157bff SPARK-1959 partially done 2019-01-03 14:24:33 -05:00
John Colvin a2e59ed107 Ladder - when a 'favorite' template is selected, select the corrsesponding algo definition as well 2019-01-03 12:23:30 -06:00
John Colvin 1525c064d4 make TableUpdateBuffer threadsafe 2019-01-03 12:23:30 -06:00
Michael Harding 8e9c7383b6 Merge branch 'master' into SPARK-1877-system-tests 2019-01-03 13:17:05 -05:00
John Colvin 3016217a43 Ladder - change favorite-templates to be a flat/global list 2019-01-02 19:11:04 -06:00
John Colvin 233b6ef1e6 AlgoStudio - factor out some common code, remove unused 2019-01-02 17:35:09 -06:00
John Colvin 280ea56245 AlgoStudio - add conf option to show/hide 'add template' menu item in toolbar 2019-01-02 17:21:50 -06:00
John Colvin f3773dc4a4 SparkCommand - new show_in_toolbar/context_menu properties 2019-01-02 17:17:27 -06:00
John Colvin 08a5b12f37 AlgoStudio - remove Redo/Undo from SparkMenu, put 'Save/Revert' buttons in edit pane 2019-01-02 16:59:04 -06:00
John Colvin 6e6168fba2 Button EnterKeyBehavior - set e.Handled to true 2019-01-02 16:59:04 -06:00
John Colvin a72780851d ListExtensions - WrapSubRange() and WrapSelector() 2019-01-02 16:59:04 -06:00
Eric Harding 5481a3e9d6 Update CMakeDeps 2019-01-02 17:39:41 -05:00
Eric Harding bf8e96d8ed Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1731 2019-01-02 17:38:35 -05:00
Eric Harding 1126b772dd SPARK-1952 Update MDConsumer to use SecurityPtr 2019-01-02 17:27:13 -05:00
Eric Harding ca21ac5f5e SPARK-1949 - Convert SecuritydB to sqlitecpp 2019-01-02 15:29:31 -05:00
John Colvin 930f3b23b8 Merged in SPARK-1903 (pull request #133)
RTM SPARK-1903 front end crash when sorting

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-01-02 19:28:18 +00:00
Pedro Pinto d3fb52246c Merged 2019-01-02 19:24:23 +00:00
Pedro Pinto e173fe5515 Update release notes. 2019-01-02 19:23:35 +00:00
Pedro Pinto dbe02e44fd Merged in SPARK-1935-orderstate.display_status-doe (pull request #136)
RTM. Propagated display status through order state update event.
2019-01-02 19:13:24 +00:00
Jake Norbut 7453540140 Merged in SPARK-1918 (pull request #135)
RTM. SPARK-1918
2019-01-02 19:12:50 +00:00
Eric Harding 9830dcbe31 Merged in immutablefix (pull request #134)
RTM: It is not always safe to convert Foo to FooImmutable. It is always safe to convert it to Nullabke<FooImmutable>

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-01-02 19:11:38 +00:00
Eric Harding 69bc734b6a Merged in ReplayOptions (pull request #137)
RTM: Update spark replay defaults
2019-01-02 19:11:08 +00:00
Pedro Pinto 2e69966d44 Merged in SPARK-1954-make-sim-track-the-external-m (pull request #138)
RTM. Fixes sim drift awy from MD source.
2019-01-02 19:07:23 +00:00
Eric Harding c2070b8e52 CR feedback - immutables 2019-01-02 13:40:57 -05:00
Eric Harding 64e2408b59 It is not always safe to convert Foo to FooImmutable. It is always safe to convert it to Nullabke<FooImmutable> 2019-01-02 13:40:57 -05:00
Michael Harding 17a8d47452 Spark-1877: Add TestType to TestGroupAttribute 2019-01-02 13:40:57 -05:00
Taha Afzal b4eabf4eb8 cleaning up logs, and indentation 2019-01-02 13:37:56 -05:00
Taha Afzal f12c1d5e74 SPARK-1946 2019-01-02 12:28:16 -05:00
Pedro Pinto 714dfd5038 Fixes sim drift awy from MD source. 2019-01-02 17:05:38 +00:00
John Colvin 39b9bda3df AlgoStudio - double click template item to set as default, edit name in right pane 2019-01-02 00:59:17 -06:00
Eric Harding 6953f8b351 Remove obsolete comment 2019-01-01 13:43:06 -05:00
Eric Harding 0af2b03ad7 SPARK-1953 Remove SecurityDB from SecurityIDRecorder 2019-01-01 13:41:40 -05:00
Eric Harding 8a7174378a SPARK-1948 Implement SecurityCache 2019-01-01 13:33:31 -05:00
Eric Harding 4af4af8677 SPARK-1731, SPARK-1947 - Don't load security db in md producer 2019-01-01 13:33:13 -05:00
Eric Harding 6dfe9b3892 Add CoconutSecurityStatus to md tail 2019-01-01 10:50:05 -05:00
Eric Harding 15e557a209 Update cmakedeps 2019-01-01 10:49:41 -05:00
John Colvin 8f4bd3b698 AlgoStudio - use radiobuttons instead of checkboxes for favorites toggles 2018-12-31 18:21:18 -06:00
John Colvin bc512a6aea AlgoStudio - fix 'add/remove from favorites' tooltip 2018-12-31 17:27:40 -06:00
John Colvin 0b59c2b8f0 Merge remote-tracking branch 'origin/master' into algo-templates-v2-uint-ids 2018-12-31 17:01:04 -06:00
John Colvin dd0ec9320f AlgoStudio - don't break selection/item order when persisting new items 2018-12-31 16:51:29 -06:00
Eric Harding 8075bafb86 Update spark replay defaults 2018-12-31 13:07:18 -05:00
Taha Afzal e2f4a86fcf added tests to isolate the first hedge condition 2018-12-31 13:05:27 -05:00
John Colvin b2c1563603 accidentally negated LaddersOnThreads 2018-12-29 16:53:10 -06:00
John Colvin 6aff47fd82 AlgoTemplates work 2018-12-29 16:50:28 -06:00
John Colvin 64f13e02c8 new TableUpdateDemuxer (rename old one 'LegacyTableUpdateDemuxer') 2018-12-29 16:46:12 -06:00
John Colvin 59be20bf5b TableUpdateAggregator, and Table() extensions for simple IReadOnlyDictionary observable 2018-12-29 16:39:34 -06:00
John Colvin 896e6231fb make RefCountReplay() lock-free 2018-12-29 16:29:02 -06:00
Pedro Pinto 95ae7b780e Propagated display status through order state update event. 2018-12-27 21:35:18 +00:00
Taha Afzal 0644d301b2 merging from master 2018-12-27 13:24:48 -05:00
Jake Norbut 7e68dc4ff7 fixing tabs in notes 2018-12-26 13:58:03 -06:00
Jake Norbut 879963b828 updating release notes 2018-12-26 13:55:38 -06:00
Jake Norbut 5320e16088 commenting out anything having to do w/ window width and height since that interaction is still mysterious; fixing scale factor restortation 2018-12-26 11:02:07 -06:00
Taha Afzal 6116e24df0 added comments to hedger, and formatted 2018-12-25 23:50:26 -05:00
Taha Afzal 6ba1de8c5c changing order_key name 2018-12-25 10:31:35 -05:00
Taha Afzal 0d66054e8e dealing with the Hedger._key() for hedgers with no working orders 2018-12-24 15:11:40 -05:00
Taha Afzal daf39324fd merging 2018-12-24 12:45:02 -05:00
Taha Afzal ab9d3cede3 odified some test code 2018-12-24 09:14:22 -05:00
John Colvin 0e32c9a19c AlgoTemplates - switch api key from string to uint 2018-12-23 17:02:26 -06:00
Jake Norbut 7429c42de2 checking this in b/c i've lost things too many times keeping stuff in the stash and switching branches; this is just really testing, no sln yet regarding window borders 2018-12-21 16:24:57 -06:00
Jake Norbut 9147b4605a adding zoom_factor to window_specifics 2018-12-21 16:21:34 -06:00
Jake Norbut 6fc8a6c7fe Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1918 2018-12-21 16:02:08 -06:00
Pedro Pinto b537c0c5bd Updated release notes. 2018-12-21 21:42:19 +00:00
Pedro Pinto 400ae269e3 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-12-21 21:34:23 +00:00
Pedro Pinto 30cd749d7c Tuned logging to produce simpler and more compact traces. 2018-12-21 21:31:27 +00:00
Jake Norbut efbf45167c ICS CBT round 2 2018-12-21 13:34:11 -06:00
Jake Norbut 913b81b8b6 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-12-21 13:27:25 -06:00
Jake Norbut 606d37744f adding ICS spreads to cpp gen tools and updating defaults 2018-12-21 13:27:10 -06:00
John Colvin 8a4d3d4c97 SPARK-1903 CR - unit test for SortedTree.TryReplace, comments in
OrderBookRowCollection
2018-12-21 12:25:01 -06:00
Eric Harding 7cbf0dc683 CR feedback - immutables 2018-12-21 10:38:56 -05:00
Eric Harding e05ce79abf It is not always safe to convert Foo to FooImmutable. It is always safe to convert it to Nullabke<FooImmutable> 2018-12-20 20:30:10 -05:00
John Colvin 2ea95e7938 SPARK-1903 front end crash when sorting 2018-12-20 16:15:54 -06:00
Taha Afzal 641141810e Cleaned up HedgerPriceQuantity 2018-12-20 17:07:52 -05:00
Kevin Darby 34319c4536 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2018-12-20 16:10:58 -05:00
Pedro Pinto 65c4c23b22 Merged in SPARK-1937-perflog-generates-too-much-da (pull request #132)
Reduced the ammount of irrelevant perf log entries.

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-12-20 18:09:45 +00:00
Pedro Pinto 54dde449ce Updated release notes. 2018-12-20 18:07:56 +00:00
Pedro Pinto c206d38982 Fixed spelling typo. 2018-12-20 18:05:53 +00:00
Pedro Pinto 72a1bddbd2 Increase defaults for logging window. 2018-12-20 18:05:08 +00:00
Pedro Pinto 8ee63d7b8e Avoided logging a requote event on first spreader activation. 2018-12-20 18:04:23 +00:00
Pedro Pinto 73cd8d3f26 Used BTS_ARRAYSIZE per PR feedback. 2018-12-20 18:03:47 +00:00
Pedro Pinto 86a87c501c Fixed typo in script. 2018-12-20 17:03:03 +00:00
Pedro Pinto 4705368097 Reduced the ammount of irrelevant perf log entries.
This was necessary because in production the number of events logged
was in the order of 1/4 billion a day, which consumes too much disk
and makes analysis impossible. Most of these events were irrelevant,
so we now accumulate the most recent log entries in a circular buffer
which only gets flushed to disk when a fix message is sent to the
exchange.
2018-12-20 16:58:23 +00:00
Taha Afzal c3ac2957d2 added comments to SpreaderChildOrder and cleaned it up a bit 2018-12-20 10:05:07 -05:00
Kevin Darby 196c518ac6 remove tick order 2018-12-20 09:43:44 -05:00
Kevin Darby f04af5af9d fix build 2018-12-20 09:39:05 -05:00
Taha Afzal 950509e5d6 added new hedger behaviour (recycle) test 2018-12-19 18:58:18 -05:00
John Colvin ef775c7539 AlgoService - fix 'Comsposite...' typeos 2018-12-19 17:47:00 -06:00
Kevin Darby 8f4da463a7 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2018-12-19 18:24:14 -05:00
Kevin Darby f3adf780d0 OCOOrder will be the basis of a StopLoss template
Added the beginnings of pricer order but need something from John
2018-12-19 18:15:04 -05:00
Taha Afzal 9002ca6183 some hedger interface cleanup, and tst code 2018-12-19 09:20:54 -05:00
John Colvin ffe2cf60c2 fix algotemplate dropdown/content for synth ladders 2018-12-18 18:49:04 -06:00
Taha Afzal b36715a6a0 fixing build 2018-12-18 15:57:53 -05:00
Taha Afzal 2305c3af32 removed the vector access ot hedger 2018-12-18 15:42:39 -05:00
John Colvin a251cd07a1 AlgoStudioVM - fix definitions_view.Filter 2018-12-18 14:04:56 -06:00
John Colvin 5519d82b78 AlgoStudio - hide content_root GroupBox transparent border 2018-12-18 14:04:01 -06:00
John Colvin 8cff3855e7 AlgoTemplateToolBar - disable 'favorites' toggle when 'custom placeholder' item is selected 2018-12-18 13:34:38 -06:00
Eric Harding 034aaa5b98 SPARK-1934 - Settlement will fail to send to client when first request is not entitled 2018-12-18 14:30:46 -05:00
John Colvin 9555b564d6 AlgoTemplateMetadataService uses lock instead of atomic updates 2018-12-18 13:29:50 -06:00
John Colvin dd82c92a0c fix algo popup bindings in LadderView after merge 2018-12-18 13:28:16 -06:00
John Colvin 6b994a0fdc fix server build after merge 2018-12-18 14:07:04 -05:00
John Colvin 59c5f11820 IDictionaryServer - overload add_value_factory 2018-12-18 12:46:12 -06:00
John Colvin dbccc51b9d reorganize IDictionaryServer 2018-12-18 12:03:01 -06:00
John Colvin 131576ef12 Merge remote-tracking branch 'origin/master' into algo-templates-v1 2018-12-18 11:58:25 -06:00
Pedro Pinto cbbd678112 Merged in SPARK-1916-tag-37-sent-twice (pull request #129)
RTM. Fixes tag 37 duplication in SPARK-1916
2018-12-18 17:53:34 +00:00
Pedro Pinto d62a2ea9d4 Fixes tag 37 duplication in SPARK-1916 2018-12-18 17:50:48 +00:00
Jake Norbut 6259f8b03f fixing build 2018-12-18 10:53:52 -06:00
Jake Norbut 3866e63a70 merging master and fixing 2018-12-18 10:53:23 -06:00
Jake Norbut 877e0192a1 Merged in SPARK-1913 (pull request #124)
RTM. Order Entry Panel polishing

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-12-18 15:24:06 +00:00
Pedro Pinto 6d3b7305df Edited release notes. 2018-12-18 15:22:34 +00:00
Pedro Pinto aa975ea1c5 Merged 2018-12-18 10:20:30 -05:00
Jake Norbut 49445c6871 updating release notes 2018-12-18 09:15:46 -06:00
Pedro Pinto ef7c3c70da Merged in SPARK-1887-speed-up-order-manager (pull request #128)
RTM. SPARK-1887 speed up order manager
2018-12-18 15:07:21 +00:00
Pedro Pinto 404a193068 Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-18 15:04:44 +00:00
Pedro Pinto 42a59c9c92 Updated release notes. 2018-12-18 15:03:31 +00:00
Pedro Pinto 5078b74f72 Dev doc 2018-12-18 09:22:12 -05:00
Taha Afzal 809bd16e99 added the 0 leg check 2018-12-18 09:03:19 -05:00
Pedro Pinto 04446df8cc Merge 2018-12-18 13:56:41 +00:00
Taha Afzal 6a1a2d5f0a organizing around HegderManager 1 2018-12-18 07:12:33 -05:00
John Colvin d998d3ccbb SPARK-1933 LadderSettings workaround to avoid overwriting panel/column widths when the user saves new defaults 2018-12-17 18:54:48 -06:00
Kevin Darby 664c1f28ed Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2018-12-17 18:05:59 -05:00
Jake Norbut 62892f1fb9 PR - allowing the left panel to shrink just a bit further 2018-12-17 17:01:05 -06:00
Kevin Darby 8e75c80e02 Merged in wheel_login (pull request #120)
RTM - fix SPARK-1914

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-12-17 22:58:04 +00:00
Kevin Darby aae927d773 gui for new algos 2018-12-17 17:38:22 -05:00
Taha Afzal b90f6cb45c all spreader unit tests restored 2018-12-17 16:50:35 -05:00
Taha Afzal 1cc5a77d7f more tests enabled 2018-12-17 16:39:50 -05:00
Taha Afzal fb14a9c3af restoring tests 2018-12-17 16:17:08 -05:00
Jake Norbut 1a2a82eda3 PR suggestion - change price label text (short vs long) based on left panel width 2018-12-17 15:05:13 -06:00
Kevin Darby 00dba92636 Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2 2018-12-17 15:36:32 -05:00
Kevin Darby 71147d038c Merge branch 'master' of bitbucket.org:bluetradesys/spark into wheel_login 2018-12-17 15:34:01 -05:00
Taha Afzal e82db39f8c merging from SPARK-1887-speed-up-order-manager 2018-12-17 14:45:54 -05:00
Pedro Pinto c3292d2f60 Merge branch 'master' into SPARK-1887-speed-up-order-manager 2018-12-17 19:10:38 +00:00
Eric Harding e749a24a77 Fix stream with qualifier broken by api_security merge 2018-12-17 14:06:27 -05:00
Kevin Darby 5a5de65292 OCO and Pricer Algos 2018-12-17 13:56:24 -05:00
Pedro Pinto b706c36edb Merged master 2018-12-17 13:35:11 -05:00
Jake Norbut 7823972bfd Fixing smushed check in checkbox 2018-12-17 11:09:19 -06:00
Jake Norbut f958ee19ad PR suggestion - Clear visibility 2018-12-17 11:05:28 -06:00
Taha Afzal dffb9c5320 guard around SpreaderChildOrder::order_key() to deal with in active state 2018-12-17 11:34:48 -05:00
Pedro Pinto 63cbd74744 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-12-17 16:00:20 +00:00
Pedro Pinto fc78475037 Updated release notes. 2018-12-17 15:59:49 +00:00
Pedro Pinto 3ef42a453a Merged master 2018-12-17 15:29:18 +00:00
Jake Norbut 469acd23a5 Merged in SPARK-1882 (pull request #119)
RTM - MV filters - reevaluate fitler when data changes

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-12-17 15:26:50 +00:00
Pedro Pinto d2a0efebd3 Merge branch 'master' into SPARK-1882 2018-12-17 15:13:38 +00:00
Eric Harding 5cde9d55a7 Merged in dev_process (pull request #123)
Verification.md
2018-12-17 15:10:53 +00:00
Eric Harding ddd08cb036 Merged in api_security (pull request #121)
RTM: Api security

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2018-12-17 15:10:09 +00:00
Pedro Pinto 5bb064197f Updated release notes 2018-12-17 15:00:33 +00:00
Pedro Pinto 2417c6b57f Merge branch 'api_security' of bitbucket.org:bluetradesys/spark into api_security 2018-12-17 14:41:25 +00:00
Kevin Darby a1addee1b3 Merged in cleanup_mdclient (pull request #122)
RTM: Cleanup mdclient - based on api_security branch

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-12-17 14:38:27 +00:00
Taha Afzal 2e1bd765f6 fixing spreader tests 2018-12-17 09:23:50 -05:00
Pedro Pinto d108ff3151 Merge branch 'master' into api_security 2018-12-17 14:15:59 +00:00
Pedro Pinto 0f7cae6de7 Merged 2018-12-17 14:02:18 +00:00
Taha Afzal 2be4eb1c5c adding is_permenantly_cancelled to hedger 2018-12-16 22:15:39 -05:00
John Colvin 861bd3ce76 OrderPropertiesEditorVM - fix security_source observable 2018-12-16 14:51:34 -06:00
John Colvin 0c9055873c Ladder - 'Custom' placeholder AlgoTemplate item for exhange/default order-types 2018-12-16 14:51:34 -06:00
John Colvin d8e598cf1e OrderPropertiesEditorVM - fix selected_favorite_algo_template logic in '_on_template_metadata()' 2018-12-16 13:50:59 -06:00
Pedro Pinto 1ff84f26d2 Perf logs. 2018-12-16 18:04:19 +00:00
John Colvin e97ecffba6 fix build (add '#include <string>' to AlgoServiceUtils.h) 2018-12-15 16:44:52 -06:00
Taha Afzal 175204efdf removed the init call from Hedger 2018-12-14 17:50:44 -05:00
Jake Norbut dbd8a7d742 Zoom - proto, settings, UI 2018-12-14 15:06:40 -06:00
Taha Afzal 8894aea1ad removed the hedge vector from SpreaderBookkeepingData 2018-12-14 13:42:05 -05:00
Kevin Darby e45123fd76 adding a couple nice auth accessors 2018-12-14 12:08:54 -05:00
Eric Harding 4924a873a2 Merged in emumba_fixes (pull request #126)
RTM: Some fixes for emumba
2018-12-14 17:08:23 +00:00
Jake Norbut f0ba6b72fc PR suggestions 2018-12-14 10:10:46 -06:00
Eric Harding 5e6a0799d2 Some fixes for emumba 2018-12-14 10:27:15 -05:00
Jake Norbut bea84c03f7 PR suggestions for the Thumb - null checks 2018-12-14 09:17:24 -06:00
Jake Norbut 869faa5c6c fix grid splitter vs ladder status message z order 2018-12-14 08:59:45 -06:00
Taha Afzal 43e82fb8c4 Added HedgerManager that keeps track of activ hedgers 2018-12-13 22:04:56 -05:00
Pedro Pinto 141c28ed78 Allow empty scoped log entry to facilate legacy interop. 2018-12-13 19:48:44 +00:00
Eric Harding 4d9bce82ab Add 'md channels' tool 2018-12-13 14:43:29 -05:00
John Colvin f72fc3a195 add is_hidden prop to AlgoDefinitionMetadata, implement in AlgoStudio\Ladder 2018-12-13 13:09:09 -06:00
Pedro Pinto 8428423ff9 Fixed perf_trace.sql ordering. 2018-12-13 19:02:47 +00:00
Pedro Pinto fa18cf5aba Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-13 18:33:08 +00:00
Pedro Pinto de11e00d89 Perf tools. 2018-12-13 18:32:55 +00:00
Taha Afzal 8feab27332 Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-13 12:12:24 -05:00
Taha Afzal 8c26ffd5d3 removing the _keep_hedging_path_hot call for now 2018-12-13 12:12:13 -05:00
Pedro Pinto dad7d030bc Perf tools 2018-12-13 07:10:16 -05:00
John Colvin 98fcbdcf3c AlgoStudio - preserve selected definition through save 2018-12-12 18:24:06 -06:00
Pedro Pinto 7e7af8f606 Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-12 23:19:04 +00:00
Pedro Pinto d0647fb8d9 Perf tools. 2018-12-12 23:18:45 +00:00
Taha Afzal bb2564fb0a Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-12 17:55:24 -05:00
Taha Afzal 6b0e8b6600 speed improvements for hedging 2018-12-12 17:55:14 -05:00
John Colvin 32bccacc0e AlgoTemplateToolBar/AlgoStudioView - consolidate/share favorites-toggle-tooltips 2018-12-12 16:20:13 -06:00
Pedro Pinto 9e768b7a24 Merged, added more tools 2018-12-12 16:39:42 -05:00
John Colvin 16d5e687b0 AlgoTemplates - implement template favorites/default 2018-12-12 15:37:01 -06:00
John Colvin 328ff52bcb ObservableDemuxer - observe IReadOnlyDictionary (not IDictionary) 2018-12-12 15:35:09 -06:00
John Colvin f0376c02f3 remove unused files (AlgoDefinitionView.xaml/cs) 2018-12-12 15:33:03 -06:00
Jake Norbut a3774c8d01 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1913 2018-12-12 15:12:16 -06:00
John Colvin f97ba558b0 DictionaryExtensions - fix AddOrUpdate (missing 'else') 2018-12-12 14:23:39 -06:00
Eric Harding 59a88f76a8 Verification.md 2018-12-12 13:04:11 -05:00
Jake Norbut 24d8929e88 Enforce MinWidth on Ladder cols so they can't be resized into oblivion 2018-12-12 10:53:34 -06:00
Jake Norbut dcaae15e28 SPARK-1917 - resizable order entry panel 2018-12-12 09:23:45 -06:00
Pedro Pinto a94d753fdc Added more perf logging statements. 2018-12-12 14:04:53 +00:00
Taha Afzal bbd95db97b added another test 2018-12-11 23:12:25 -05:00
John Colvin 6091a7e32b fix EditStack 2018-12-11 16:30:38 -06:00
Taha Afzal a048874734 merged from hedge_perf_calc 2018-12-11 17:26:25 -05:00
John Colvin 23c2bc170d fix IEditableCollectionView.CancelAny() extension (check collection.CanCancelEdit) 2018-12-11 15:20:41 -06:00
John Colvin 9ac63751bc AlgoTemplateToolBar - display menu items in same order as AlgoStudioWindow 2018-12-11 15:16:36 -06:00
John Colvin edfa926e95 Ladder AlgoTemplateToolBar - undo/redo cmds, and AddNewItem/Remove behavior 2018-12-11 14:18:15 -06:00
Jake Norbut 6b24745ae8 client with previously saved workspaces should be upgraded with all existing widgets *still* visible 2018-12-11 14:04:28 -06:00
Taha Afzal a981965fd9 _send_hedge reverted back to its original state, ie without if 2018-12-11 12:51:58 -05:00
Pedro Pinto c4910f011f More perf log improvements. 2018-12-11 17:48:34 +00:00
Kevin Darby 0c2593cb20 PR feedback 2018-12-11 12:20:41 -05:00
Jake Norbut 37b4657023 fix little square that clips over buttons when resizing ladder 2018-12-11 10:58:42 -06:00
Taha Afzal a608b5b99d added a timer local to the spreader to track intra-spreader perf 2018-12-11 11:32:12 -05:00
Jake Norbut b1fb6ed06a Ladder left panel now scrolls when vertical height is small (no scroll viewer visible, taco-style) 2018-12-11 10:08:12 -06:00
John Colvin 770d6a9bf5 fix OrderDetailsPopupControl Content binding 2018-12-11 00:31:22 -06:00
John Colvin 3cbe88498d accidentally negated LaddersOnThreads (need to fix Snoop!) 2018-12-10 19:35:28 -06:00
John Colvin 79b87ddfbc AlgoDefinitionTemplateVM - add 'abbreviation' property (for ladder 'favorites' buttons) 2018-12-10 19:23:13 -06:00
John Colvin 5d489d7d9f restructure Ladder/OrderPropertiesEditorVM to use AlgoDefinition/TemplateVM like AlgoStudio 2018-12-10 19:15:51 -06:00
Jake Norbut c88db07474 don't shrink Settings button when resizing; fix xaml indentions that were driving me crazy 2018-12-10 17:10:01 -06:00
Kevin Darby dbea159fa9 spark.exe, spark_sdk.exe, excel all get market data and can send orders 2018-12-10 16:22:50 -05:00
Jake Norbut b33b671342 Remove 'spacing' rows from Grid so that non-adjacent rows will align properly when neighboring rows are collapsed 2018-12-10 15:21:48 -06:00
Jake Norbut 70570164c7 show/hide tab, protos and settings 2018-12-10 14:58:21 -06:00
Kevin Darby 9338328b1f Merge branch 'api_security' of bitbucket.org:bluetradesys/spark into cleanup_mdclient 2018-12-10 12:42:17 -05:00
Kevin Darby 70db5ceb10 added spark_md_last to excel 2018-12-10 12:19:16 -05:00
Kevin Darby e07d602cf5 client MD refactor 2018-12-10 12:13:11 -05:00
Pedro Pinto 077505509a Improved perf logging. 2018-12-09 19:14:53 +00:00
John Colvin dc51ae7712 hook AlgoTemplates up to ladder 2018-12-08 15:22:36 -06:00
John Colvin 0100cf90f2 UserSettingsHub - wrap persist calls in try/catch and log exceptions 2018-12-08 13:26:02 -06:00
Taha Afzal fd85f0507c added _keep_hedging_path_hot to keep calling compute hedge on book update 2018-12-08 10:54:28 -05:00
John Colvin 0e3bd92601 AlgoStudio - add 'is_dirty' icon trigger 2018-12-08 01:03:01 -06:00
John Colvin 22916a6133 AlgoDefinitionTemplateVM - fix load_from id exception-assertion 2018-12-08 00:59:33 -06:00
John Colvin 38d400b81c hook up AlgoStudio to the real AlgoService 2018-12-07 21:16:35 -06:00
Kevin Darby 24f0b48f9d revamp MarketDataClient to use same MD as shell 2018-12-07 18:13:57 -05:00
Pedro Pinto 30ed5b296e Fixed reentrancy issues with new direct order interaction. 2018-12-07 22:52:48 +00:00
John Colvin 25609abc64 trying to fix build 2018-12-07 16:09:30 -06:00
John Colvin d821adf299 trying to fix build... 2018-12-07 15:55:13 -06:00
Taha Afzal b7a620d30e added logs and new test 2018-12-07 16:07:13 -05:00
John Colvin 31d6c1cac3 AlgoTemplates - trying to fix the build (we have a post-merge chicken/egg dilemma) 2018-12-07 15:03:12 -06:00
Eric Harding dcee2930f5 Fix F# warnings 2018-12-07 15:47:43 -05:00
Eric Harding 1b2aeee069 Update AdminServiceServer to use AuthenticatedAdminServiceBase 2018-12-07 15:33:28 -05:00
Eric Harding c4393637e7 Update ApiGateway to copy input token 2018-12-07 15:33:12 -05:00
John Colvin b876e9f326 AlgoStudio - nail some work in-flight (this version is fairly stable) 2018-12-07 13:40:51 -06:00
John Colvin ae3fc51603 ViewModelBase.Property<T> - observe_current uses delegate to get initial value, so it is always up-to-date 2018-12-07 13:40:51 -06:00
John Colvin bf290ec5c5 HierarchicalOrderTypeVM - _mk_selector() returns IOrderTypeSelector 2018-12-07 13:40:51 -06:00
John Colvin 83454a3dd7 LeanOrderVM - fix typeo in constructor 2018-12-07 13:40:50 -06:00
John Colvin db4cdd0100 AlgoStudioView - restyle TreeView 2018-12-07 13:40:50 -06:00
John Colvin c5bfe7b6fe AlgoTemplates - ProtoBufDictionaryServer save_all updates new-ids, crushes duplicate keys 2018-12-07 13:40:50 -06:00
John Colvin 32aeba7f52 AlgoStudio - newly added templates are automatically selected 2018-12-07 13:40:50 -06:00
Eric Harding 04dadc46d5 ServiceContext.token needs more atomic 2018-12-07 14:38:22 -05:00
Pedro Pinto b64cd3b031 Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-07 19:17:01 +00:00
Pedro Pinto 5e1c4143db Improved speed and robustness of perf log. 2018-12-07 19:16:41 +00:00
Eric Harding ba4b6aa1ff Update QueryServer to use AuthenticatedMarketDataRelayBase 2018-12-07 13:39:58 -05:00
Eric Harding ad8e803a8c SPARK-1901 C++ AuthToken* is unwieldy. Replace with empty token 2018-12-07 13:20:31 -05:00
Eric Harding 601eec3ddb Convert shell to log into the context 2018-12-07 11:44:43 -05:00
Eric Harding 38edcb27f1 Token must not be treated as null terminated string 2018-12-07 11:44:34 -05:00
Eric Harding e1b638a4b6 ServiceContext.login() needs to return more information 2018-12-07 08:55:35 -05:00
Taha Afzal f27e6b090c Merge branch 'composite_algo_service' into algo-templates-v1 2018-12-06 15:24:52 -05:00
Kevin Darby b80fe1e748 moved admin model down for some changes upstream 2018-12-06 15:07:24 -05:00
Kevin Darby 0419d084f4 moved co2 stuff down to spark_api to refactor or remove MarketDataClient.cs 2018-12-06 15:01:40 -05:00
Eric Harding f26faa5676 merge from master 2018-12-06 14:54:36 -05:00
Eric Harding 09d4d1f907 SPARK-1901 ServiceContext.login( existing token). 2018-12-06 14:09:50 -05:00
Jake Norbut bdbf7e53e8 more PR edits 2018-12-06 12:48:32 -06:00
Eric Harding 9c5ddba7f7 SPARK-1901 'real' aes 2018-12-06 12:07:16 -05:00
Michael Harding 91dab2c841 Add timeout to perf trace ui 2018-12-06 10:22:53 -05:00
Pedro Pinto 8cfca8e40e Corrected channel in correlation id. 2018-12-05 23:31:26 +00:00
Pedro Pinto 9cb619d374 Merge branch 'SPARK-1887-speed-up-order-manager' of bitbucket.org:bluetradesys/spark into SPARK-1887-speed-up-order-manager 2018-12-05 22:11:03 +00:00
Jake Norbut fba8233c63 Removing PnLPriceCell which is no longer used after previous PR edits 2018-12-05 16:09:53 -06:00
Jake Norbut 631158ebbc PR suggestions 2018-12-05 16:07:44 -06:00
Pedro Pinto 5f12e2f1b2 Retrofied new perf log to stats web page. 2018-12-05 22:05:57 +00:00
Pedro Pinto 807f8b5876 Retrofied new perf log to stats web page. 2018-12-05 22:03:39 +00:00
John Colvin 1b897529c4 Merge remote-tracking branch 'origin/master' into algo-templates-v1 2018-12-05 16:00:19 -06:00
Pedro Pinto e6a9c7e433 Merged. 2018-12-05 21:52:49 +00:00
Pedro Pinto 096787d710 Merge 2018-12-05 16:50:48 -05:00
John Colvin 83ea765cc1 AlgoStudioWindow 2018-12-05 15:43:08 -06:00
John Colvin be63415127 IconExtension - return 'Image' (not ImageSource) for MenuItem.Icon 2018-12-05 15:40:55 -06:00
John Colvin 5763b7fcb4 SparkWindow - change SPARK_MENU_COLLAPSED_WIDTH from 52 -> 54 2018-12-05 15:40:55 -06:00
John Colvin 9f0f6d650c OrderTypeBrushConverter - add DefaultBrush property, convert from type IOrderType or OrderMetadata 2018-12-05 15:40:55 -06:00
John Colvin db916ed7c7 PriceEntryControl - round with 'decimal' to avoid precision-loss 2018-12-05 15:40:55 -06:00
John Colvin c47bd12b54 introduce EditStack 2018-12-05 15:40:54 -06:00
John Colvin 04943659fb introduce PropertyChangedDemuxer (impls Observer pattern for single-property subscriptions) 2018-12-05 15:40:54 -06:00
John Colvin bd855a00d1 introduce ObservantSparkCommandCommand 2018-12-05 15:40:54 -06:00
John Colvin 951b5ffb61 SparkCommand - hook up CanExecuteChanged/TitleChanged events 2018-12-05 15:40:54 -06:00
John Colvin a1e17b6ab5 introduce EditableTextBlock (Control) 2018-12-05 15:40:54 -06:00
John Colvin 668a9c950b tools for local-file-based IAlgoTemplateService (for dev purposes) 2018-12-05 15:40:54 -06:00
Eric Harding 0468fe4f4d Add AuthToken unit tests 2018-12-05 15:37:40 -05:00
Eric Harding 69b75c5f5e SPARK-1901 Protobuf doesn't want null here 2018-12-05 14:08:28 -05:00
John Colvin b08497a56f Icons.cs - freeze icons created via geometry-resource-keys 2018-12-05 13:03:12 -06:00
John Colvin c451b59385 AlgoStudio - new icons 2018-12-05 13:02:19 -06:00
Eric Harding 5626614e2d SPARK-1901 Delegates don't do anything if they aren't used 2018-12-05 13:54:21 -05:00
Eric Harding 67d0a0351a SPARK-1901 Fix race with server startup in c# api client 2018-12-05 13:36:20 -05:00
Eric Harding 97925a82d4 SPARK-1906 - C++ client 2018-12-05 13:35:57 -05:00
Eric Harding 0bdd2dfca0 Api: centralize formatting stream topic+qualifier 2018-12-05 11:33:13 -05:00
Eric Harding a0c572ef2e Remove generated call to format_qualifier 2018-12-05 11:08:25 -05:00
Eric Harding b5c24880a1 SPARK-1901 - Send qualifier to stream access check 2018-12-05 10:51:37 -05:00
Pedro Pinto 31c8a50200 Merged from master 2018-12-05 14:11:40 +00:00
Pedro Pinto 0219dd2013 First cut at replacing log calls with new perf log. 2018-12-05 14:07:05 +00:00
Kevin Darby 91cb215b09 fix SPARK-1914 2018-12-04 18:11:34 -05:00
Pedro Pinto 4446ef0f57 Recoverd perflog 2018-12-04 16:52:22 -05:00
Pedro Pinto 41d662b3ba Improving trace logs 2018-12-04 16:30:06 -05:00
Jake Norbut 05d0eee8c7 MV filters - reevaluate fitler when data changes 2018-12-04 14:45:08 -06:00
Pedro Pinto 93abf315a3 Added dev process doc. 2018-12-04 20:01:25 +00:00
Taha Afzal 48c1b43443 Merge branch 'master' into composite_algo_service 2018-12-04 14:03:08 -05:00
Taha Afzal 0e71f0221e Using the stateful publisher with keep_state=true 2018-12-04 13:57:06 -05:00
Taha Afzal d729f59983 Added the service tor un 2018-12-04 13:06:12 -05:00
Taha Afzal af60d6695e comments an a couple of flushes missing 2018-12-03 19:28:51 -05:00
Taha Afzal 399e1a6c33 Modified StatefulPublisher to optionally have state, and piggybacking on for state 2018-12-03 19:00:04 -05:00
Kevin Darby 0d706efb10 Merged in sdk_doc (pull request #114)
Sdk doc - Ready to merge

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-12-03 22:52:35 +00:00
Pedro Pinto 73fe142904 Merged from master 2018-12-03 17:51:04 -05:00
Pedro Pinto 8668c54784 Updated release notes 2018-12-03 17:49:44 -05:00
Kevin Darby f29e04751d Merged in SPARK_1909 (pull request #118)
added to release_notes, SPARK-1909
2018-12-03 22:43:39 +00:00
Pedro Pinto f9f64c23c1 Merge branch 'sdk_doc' of bitbucket.org:bluetradesys/spark into sdk_doc 2018-12-03 22:37:39 +00:00
Pedro Pinto d3e9f15e99 --no-undefined is a link flag, not a compilation flag.
this was breaking the clang build.
2018-12-03 22:36:29 +00:00
Eric Harding 112a5703e0 SPARK-1906 Stream Auth : C++ Server 2018-12-03 17:35:01 -05:00
Kevin Darby 6dba376e8b PR feedback 2018-12-03 17:21:46 -05:00
Kevin Darby 99b380a9f3 added to release_notes, SPARK-1909 2018-12-03 16:59:10 -05:00
Pedro Pinto 175061a81e Merged 2018-12-03 16:44:47 -05:00
Eric Harding 3daad4f7e7 Merged in SPARK-1512 (pull request #113)
SPARK-1512 Allow the same name for a new spread when previous one was deleted

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-12-03 21:39:37 +00:00
Kevin Darby 8bcf2fde87 Merge branch 'master' of bitbucket.org:bluetradesys/spark into sdk_doc 2018-12-03 16:05:42 -05:00
Pedro Pinto a5d20157f0 Merged 2018-12-03 15:51:07 -05:00
Kevin Darby d3deac46d4 Merged in fix_mics (pull request #98)
Fix mics - Ready to Merge

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-12-03 20:45:57 +00:00
Eric Harding 288e8a364a Merged in no_mono (pull request #116)
No mono - ready to merge

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2018-12-03 20:08:17 +00:00
Eric Harding 61c6d0513c Merged in SPARK-1907 (pull request #117)
SPARK-1907 fix crash on server start due to failure to check Result success
2018-12-03 19:48:12 +00:00
Eric Harding b0f2b8e906 SPARK-1907 fix crash on server start due to failure to check Result success 2018-12-03 14:22:27 -05:00
Pedro Pinto c194e76e46 Merge branch 'fix_mics' of bitbucket.org:bluetradesys/spark into fix_mics 2018-12-03 18:58:28 +00:00
Eric Harding e7f8cfaec1 Merged master into no_mono 2018-12-03 13:53:35 -05:00
Kevin Darby 0aa4f80752 add mics deployment notes to ops_notes 2018-12-03 11:26:59 -05:00
Pedro Pinto b8eecfd853 Merge branch 'master' into fix_mics 2018-12-03 15:50:39 +00:00
Jake Norbut 2960ff0996 Merged in jetfix_tools (pull request #110)
iLink purge - removing purged MBX session; adding output for CGW config prints
2018-12-03 15:42:43 +00:00
Michael Harding a071b62560 Merged in Documentation (pull request #109)
Documentation

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-12-03 15:41:45 +00:00
Pedro Pinto 95004adbad Cleaned up release notes 2018-12-03 15:39:56 +00:00
Pedro Pinto f28334f551 Merge branch 'master' into Documentation 2018-12-03 15:39:03 +00:00
Eric Harding 718a12200b Merged in SPARK-954 (pull request #111)
SPARK-954

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-12-03 15:36:10 +00:00
Pedro Pinto d6dab59254 Updated release notes 2018-12-03 15:25:13 +00:00
Pedro Pinto 9e6bdf74f6 Merge branch 'master' into SPARK-954 2018-12-03 15:14:48 +00:00
Pedro Pinto 030a8d5614 Updated release notes 2018-12-03 15:05:35 +00:00
Pedro Pinto 39946baf94 Merged master 2018-12-03 09:57:51 -05:00
Jake Norbut 19be7d7740 Merged in SPARK-1880 (pull request #115)
Security order in synthetic creation follows grid sort

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-12-03 14:49:33 +00:00
Pedro Pinto 37856b9768 Fixed release notes merge 2018-12-03 09:48:22 -05:00
Pedro Pinto dd2067802f Merged master 2018-12-03 09:47:42 -05:00
Eric Harding de6c53a765 Merged in SPARK-1902 (pull request #112)
SPARK-1902 OrderRecordTupleSource Iterator invalidated

Approved-by: John Colvin <john.colvin@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-12-03 14:41:46 +00:00
Pedro Pinto b2a20b47ff Updated release notes. 2018-12-03 14:37:20 +00:00
Taha Afzal e7dfe4f8ce filled in the complete service (without publishing yet) 2018-12-03 09:36:16 -05:00
Jake Norbut be16bc2a27 PR - adding 1.4.2 release notes section and documenting this under bug fixes 2018-12-03 08:23:13 -06:00
Eric Harding 71c66f127d What about this? 2018-12-03 08:46:53 -05:00
Kevin Darby 4987fc9fc1 this? 2018-12-02 21:20:00 -05:00
Kevin Darby 16a4c315a2 PR comments 2018-12-02 11:05:21 -05:00
Eric Harding 71619c2e15 web build script should check for npx and paket at start 2018-12-01 22:35:58 -05:00
Eric Harding 5392b706df Remove web dependency on mono 2018-12-01 12:33:55 -05:00
Kevin Darby cbda28c8b7 save some build time, only generate package on release build 2018-11-30 18:37:11 -05:00
Kevin Darby 3956455e81 readme typo 2018-11-30 17:42:40 -05:00
Eric Harding 955b9d1fec SPARK-1901 Additional expunging of structured qualifier 2018-11-30 17:32:54 -05:00
Eric Harding d652646e93 SPARK-1906 Stream Auth : C# Server 2018-11-30 17:22:42 -05:00
Kevin Darby 76eb541878 Eric removed the dependency on defaults, I'm cleaning up all the places we try to copy them 2018-11-30 17:21:50 -05:00
Eric Harding 86199755f5 SPARK-1906 Stream Auth : C# Client 2018-11-30 17:05:37 -05:00
Kevin Darby d17c56b799 Merge branch 'static_defaults' of bitbucket.org:bluetradesys/spark into sdk_doc 2018-11-30 16:29:04 -05:00
Eric Harding e3795f9498 This file is obsolete and producing warnings 2018-11-30 16:14:40 -05:00
Kevin Darby 8da2569a27 permanent fix for bts_trace-- the definition is in sparklib now, not in sparkd, market_datapublisher_example, etc
this setup will allow us to run .net from linux if we copy the libspark.so to the right place
2018-11-30 16:14:05 -05:00
Eric Harding d68156f214 Remove api stream "structured qualifiers". Nobody uses this feature and it is very fragile 2018-11-30 15:56:49 -05:00
Eric Harding a598188c14 Load defaults from program segment instead of files 2018-11-30 15:21:43 -05:00
Eric Harding 3648f18a09 Generate an include file with the defaults text as as a string 2018-11-30 15:05:23 -05:00
Eric Harding 895bf3be6a Add AuthenticatedServiceBase class C# 2018-11-30 14:08:44 -05:00
Eric Harding 860132469f Add AuthenticatedServiceBase base class to opt in to service authentication 2018-11-30 13:37:37 -05:00
Eric Harding e1568c1e67 SPARK-1905 Attach token to api request header (c++) 2018-11-30 11:24:58 -05:00
Eric Harding f4ee9434cc Rename Result.result to Result.value() to match c# 2018-11-30 11:24:03 -05:00
Eric Harding 3bbef9f328 SPARK-1905 Attach token to api header C# 2018-11-30 11:22:31 -05:00
Kevin Darby 736e051225 works on linux, let's see if this is sustainable 2018-11-30 10:59:11 -05:00
Kevin Darby e007958afd testing linux 2018-11-30 10:08:48 -05:00
Jake Norbut 1682513af1 PR edits, Dicts intsead of HashSets 2018-11-30 09:02:39 -06:00
Taha Afzal 46d317f289 added helper functions 2018-11-30 09:05:16 -05:00
Pedro Pinto d3043e9a19 Internalized ExecutionGateway inside OrderManager. 2018-11-30 01:55:27 +00:00
Taha Afzal c28251b9e8 create_composite_algo 2018-11-29 19:20:49 -05:00
Kevin Darby cc7e66aa61 looks like excel will work in the sdk now 2018-11-29 16:46:42 -05:00
Eric Harding c6b494db16 Move AuthToken type to apicore 2018-11-29 16:34:33 -05:00
John Colvin 15ac6d3656 ViewModelBase - fix 'Set()' overload 2018-11-29 15:18:59 -06:00
Jake Norbut cea153df5a Security order in synthetic creation follows grid sort 2018-11-29 14:36:14 -06:00
Pedro Pinto e8f797739c Internalized inter order communication in OrderManager.
For speed and control over event priority.
2018-11-29 20:29:49 +00:00
Kevin Darby 9903b340a6 added brian's excel 2018-11-29 15:05:55 -05:00
Eric Harding fc5e4039b2 SPARK-1907 .value() on failed result should be null instead of an exception that nobody will remember to catch 2018-11-29 14:59:43 -05:00
Eric Harding d6c1285ada SPARK-1901 Rename UserService->AuthService 2018-11-29 14:55:09 -05:00
Kevin Darby f07b272cff client side stuff works on .netcore2 2018-11-29 12:50:45 -05:00
Taha Afzal cad705974e Added service server skeleton 2018-11-29 12:43:46 -05:00
Kevin Darby 9d74a9d114 sever side stuff updated with group feedback 2018-11-29 11:39:15 -05:00
Taha Afzal f04b22fbb5 Added the service protos and interface 2018-11-29 10:14:43 -05:00
Kevin Darby e8f9bb8226 slight change to windows batch 2018-11-29 09:38:07 -05:00
Eric Harding 033c1ec5de Add timestamp option to servicetail 2018-11-29 09:37:55 -05:00
Kevin Darby 7fd2c075a1 added excel to client side sdk 2018-11-28 23:24:50 -05:00
John Colvin 9b0e8175aa OrderDataHelper - move exchange/spreader_order_type[] members from OrderFactory -> OrderDataHelper 2018-11-28 17:52:29 -06:00
Kevin Darby 125773b840 client side sdk to gh 2018-11-28 18:33:10 -05:00
John Colvin 2c28285e69 OrderDataHelper - make default (algo/Custom)OrderDefinition factory methods static 2018-11-28 17:09:51 -06:00
Eric Harding 4cb743004b Move service tailer to it's own top level command 2018-11-28 18:00:55 -05:00
Eric Harding 9dbc9df2a4 Add "sparkcmd service --tail=ServiceName.stream" to watch service updates in the console 2018-11-28 17:12:30 -05:00
John Colvin f5852175fd OrderTicket - set OrderDetailsPopupControl DataContext to properties_vm (make bindings in ControlTemplate work for ladder and ticket) 2018-11-28 15:53:15 -06:00
John Colvin fd0236920a AlgoTemplatesToolBar - hide menu items in OrderTicket 2018-11-28 15:38:33 -06:00
John Colvin 890bedf05d create AlgoTemplateFavoriteButtonsView (use in LadderView.xaml) 2018-11-28 15:21:14 -06:00
John Colvin a3e5f3a1f4 AlgoTemplateToolBar - don't allow selection to change during save/rename 2018-11-28 14:22:11 -06:00
John Colvin 685499b3c8 AlgoTemplateToolBar.xaml.cs - remove some unneccesary comments/code 2018-11-28 14:22:10 -06:00
Kevin Darby 7c1016d940 script to set up client side sdk 2018-11-28 14:26:55 -05:00
Pedro Pinto a5c0c95e4e Reduced allocations when creating a new order. 2018-11-28 18:32:15 +00:00
John Colvin 5e7e7d4e68 OrderPropertiesEditorVM - more refactoring (use new CompositeDisposable) 2018-11-28 11:49:51 -06:00
John Colvin 831ca6d4ed minor refactoring 2018-11-28 11:36:32 -06:00
Eric Harding 43198f9602 SPARK-1512 Allow the same name for a new spread when previous one was deleted 2018-11-28 10:24:15 -05:00
Eric Harding 8b1a195121 SPARK-1512 Fix iterator invalidation bug in MDSource 2018-11-28 10:23:30 -05:00
Pedro Pinto 308c5e5579 Added some experimental stuff. 2018-11-28 14:21:50 +00:00
Eric Harding 1cde234be4 SPARK-1902 OrderRecordTupleSource Iterator invalidated 2018-11-28 09:00:08 -05:00
John Colvin 75fe64fbd1 undo accidental change in LadderWindowFactory 2018-11-28 00:12:36 -06:00
John Colvin 2f3595365c implement AlgoTemplate 'Favorites' in Ladder/OrderPropertiesEditorVM 2018-11-27 23:58:58 -06:00
John Colvin 6fdd6585ba OrderDataHelper - introduce assign_security() and with_security() methods 2018-11-27 23:58:58 -06:00
John Colvin 68febc438b introduce DeferrableActionWrapper 2018-11-27 23:58:58 -06:00
John Colvin c464f302d8 introduce AutoRaiseCanExecuteChanged wpf-behavior 2018-11-27 23:58:58 -06:00
John Colvin 808590d02b introduce ObservableKeyedCollection 2018-11-27 23:58:58 -06:00
John Colvin 29fda69335 ViewModelBase - remove IEquatable<T> constraint on Set<T>() 2018-11-27 23:58:58 -06:00
John Colvin 245e6f618d introduce IDefaultableSettings to WindowSettingsManager 2018-11-27 23:58:58 -06:00
John Colvin f3addcc8d4 TriggerOrderVM - check for null security/child_order in assign_to() 2018-11-27 23:58:58 -06:00
John Colvin b785d7115b SelectorProperty 'Changed' event was being invoked with incorrect 'oldval' param 2018-11-27 23:58:58 -06:00
John Colvin c0d298a76e QuantityMeasureControl should use QuantityMeasureImmutable 2018-11-27 23:58:58 -06:00
John Colvin 0c0ebc8c30 new [MarkupExtension]IconExtension 2018-11-27 23:58:58 -06:00
Kevin Darby bba6da76fb straighten up readme and github scripts 2018-11-27 17:31:16 -05:00
Kevin Darby 0f68a7f56b added a little doc and some scripts to help the sdk 2018-11-27 15:48:55 -05:00
Brian Muhr a4963f8bd9 Spreader.md edited online with Bitbucket 2018-11-27 20:35:51 +00:00
Eric Harding 58a762a18a merge from master 2018-11-27 14:08:51 -05:00
Eric Harding 90c13d526a Additional synthetic tests 2018-11-27 14:03:37 -05:00
Eric Harding 743d8e0e81 Add round_to_quote_price for IntPrice 2018-11-27 13:44:18 -05:00
Kevin Darby eb7a79488f starting sdk docs 2018-11-26 18:22:35 -05:00
Jake Norbut 3dd7b9638b HMAC update after iLink purge and new CGW ilink 2018-11-26 15:23:39 -06:00
Jake Norbut 771d4976e9 iLink purge - removing purged MBX session; adding output for CGW config prints 2018-11-26 15:11:01 -06:00
Eric Harding f0a08c6f83 Rename some functions for easier profiling 2018-11-26 13:43:11 -05:00
Kevin Darby c7097faba2 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-11-26 13:42:41 -05:00
Michael Harding e9a341a013 Pass manual through a grammer checker 2018-11-26 12:57:08 -05:00
Michael Harding 15839ba75d Add videos to manual 2018-11-26 10:55:48 -05:00
Eric Harding cd0b24c16a Add 'allblank' synthetic merge test 2018-11-26 09:44:46 -05:00
John Colvin 2d890d6258 fix LocalFileAlgoTemplateService 2018-11-25 22:28:41 -06:00
Pedro Pinto 67b5aa7f15 Merge 2018-11-25 11:43:21 -05:00
Pedro Pinto 70bcf3ff0d Refactored OM to allow speed up. 2018-11-25 16:37:28 +00:00
John Colvin de8c920a8c AlgoTemplates (version 1) - introduce ladder/ticket algo-template-popup ui 2018-11-24 18:50:12 -06:00
John Colvin ac45041131 new icons for AlgoTemplates 2018-11-24 17:55:01 -06:00
John Colvin 6cb7be3210 OrderTypeVMs - assign_to(CustomOrderDefinition) populates the definition even if the vm has errors (so templates can detect differences) 2018-11-24 17:55:01 -06:00
John Colvin 7c059127a7 introduce IAlgoTemplateService 2018-11-24 17:31:21 -06:00
John Colvin ff10fa3c81 introduce AlgoTemplate proto message 2018-11-24 17:23:07 -06:00
John Colvin b56a29b33d OrderTypeVMs - implement load_from(CustomOrderDefinitionImmutable) 2018-11-24 17:21:21 -06:00
John Colvin bc977adc15 Merge branch 'algo-templates' 2018-11-24 16:39:09 -06:00
Pedro Pinto 5dfca66665 Refactored OM to allow speed up. 2018-11-24 21:53:22 +00:00
Pedro Pinto 5e1fd41935 Ran clang-format. 2018-11-24 20:26:39 +00:00
Pedro Pinto ef00559f1e Removed unused OrderManager codes. 2018-11-24 18:43:06 +00:00
Pedro Pinto 7151619645 Dev docs. 2018-11-24 16:35:39 +00:00
Pedro Pinto 684c4037b6 Fixed clang build. 2018-11-24 16:34:41 +00:00
Eric Harding 97a50faf16 Switch from precise to pessimistic(tt) building of synthetic books 2018-11-23 16:31:04 -05:00
Eric Harding ca2a6a1e60 SPARK-954 Update synthetic book merge to floating point sizes 2018-11-23 11:29:35 -05:00
Eric Harding 61a112c221 Add a short sleep to watch_tests 2018-11-21 14:11:04 -05:00
Eric Harding 8e079a970f Update watch_tests.sh to not try to build. Just run when sparkd changes 2018-11-20 19:31:57 -05:00
Eric Harding a4bc22fc3b Add std=c++1z to sdk build script 2018-11-20 17:19:03 -05:00
Kevin Darby 0f81ce1716 hopefully last fix for fix_mics
Enforce at least 1 account selection on User Creation. One can currently create a User and not assign any Account Permissions. If you do this, you as the creator of said user will not see the user in your UI.

Also if a user can't add users he can't clone or remove them either
2018-11-20 17:16:50 -05:00
Eric Harding 97deb63deb Merged in simplify_md_sdk (pull request #102)
Simplify md sdk

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-11-20 21:56:17 +00:00
Eric Harding a3b91a4363 Should have included exchange key in Shmdump 2018-11-20 16:55:55 -05:00
Eric Harding 2551a0f11e Code review feedback 2018-11-20 16:19:11 -05:00
Eric Harding 2f5b06b628 merge from master 2018-11-20 16:08:19 -05:00
Pedro Pinto 575195c67a Updated release notes. 2018-11-20 20:51:52 +00:00
Jake Norbut 9c20fe892e Merged in tabs (pull request #106)
Tabs

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-11-20 20:37:09 +00:00
Taha Afzal 4b626a160d Merged in SPARK-1879_risk_check (pull request #104)
SPARK-1879 risk check

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-11-20 19:35:01 +00:00
Pedro Pinto bfef852de7 Merged in trim_account_name_fix (pull request #105)
Trimmed account name from fill record.
2018-11-20 19:16:57 +00:00
Jake Norbut dbb859cce9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into tabs 2018-11-20 13:05:51 -06:00
Michael Harding abb451349c Merged in perf_trace_unique_sessions (pull request #108)
Fix unique sessions filter
2018-11-20 18:12:25 +00:00
Michael Harding e77ecaa48c Fix unique sessions filter 2018-11-20 13:08:51 -05:00
Eric Harding 1895a75bc7 Merged in journal_mode_off_is_stupid (pull request #107)
Switch journal mode to WAL instead of OFF because off is stupid
2018-11-19 22:19:36 +00:00
Eric Harding 0da184ab73 SPARK-954 add unit test 2018-11-19 17:19:22 -05:00
Eric Harding f9357d0860 Switch journal mode to WAL instead of OFF because off is stupid 2018-11-19 17:05:37 -05:00
Jake Norbut f7bd209efa Deleting the right 0-sized file this time; still no idea how this was created 2018-11-19 14:41:27 -06:00
Jake Norbut f794ffdace Git thought this file was 0 sized but it's not; i'm confused 2018-11-19 14:27:44 -06:00
Jake Norbut 504323d5b7 I don't know how this empty file was added 2018-11-19 14:18:58 -06:00
Jake Norbut 9450a952d4 CMakeDeps.cmake, of course 2018-11-19 13:55:12 -06:00
Jake Norbut 62394d0e71 Merge branch 'master' of bitbucket.org:bluetradesys/spark into tabs 2018-11-19 13:51:38 -06:00
Jake Norbut 8d9697d06d SPARK-1804 2018-11-19 13:46:05 -06:00
Kevin Darby d4744d300b jakes #7 2018-11-19 14:19:00 -05:00
Kevin Darby 9b7275e713 let's see if I can get this by Jake 2018-11-19 14:11:28 -05:00
John Colvin e958564228 Merged master into algo-templates 2018-11-19 11:45:47 -06:00
Kevin Darby 51ed3a4c2c some of jake's feedback 2018-11-19 12:02:02 -05:00
Taha Afzal d9e967610e static casting uint to int before passing it to a function that takes in ints 2018-11-19 10:44:03 -05:00
Pedro Pinto 2cfbd655cb Trimmed account name from fill record.
At some point in the past this was saved with spaces to the side of
it, and that messes up matching with the account names. The implicit
assumption is that we will never want account names with spaces at the
end.
2018-11-19 15:43:44 +00:00
Taha Afzal 3ed5e5275e Merge branch 'master' into SPARK-1879_risk_check 2018-11-19 10:22:45 -05:00
Pedro Pinto d997aeca1e Merged in QBConnection_fix (pull request #103)
Fixed bug in quickbus handling of broken connections.

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-11-19 14:12:04 +00:00
Pedro Pinto 3b371f3588 Fixed bug in quickbus handling of broken connections. 2018-11-19 13:54:48 +00:00
Kevin Darby 256b296521 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-11-16 23:14:43 -05:00
Eric Harding 38668f8de1 Code review feedback 2018-11-16 13:09:05 -05:00
Pedro Pinto b68aaa0a00 Merged 2018-11-16 11:50:18 -05:00
Pedro Pinto 36e58378e4 Made DynamicIcebergOrder only available in dev. 2018-11-16 16:40:13 +00:00
Pedro Pinto 0ef2378dc9 Updated release notes. 2018-11-16 16:40:01 +00:00
Michael Harding d1d4a1bfb7 Update release notes 2018-11-16 11:38:55 -05:00
Eric Harding e22649c19d Merge branch 'master' of bitbucket.org:bluetradesys/spark into simplify_md_sdk 2018-11-16 11:23:51 -05:00
Eric Harding 25f749bb0c Simplify md security key generation for spreads. 2018-11-16 11:23:01 -05:00
Pedro Pinto e45ee1730e Merged SPARK-1799-add-hedge-perf-traces into master 2018-11-16 11:00:11 -05:00
Pedro Pinto 6bd3c6b0ca Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces 2018-11-16 15:56:02 +00:00
Michael Harding 6f65a958ae Only show total for requotes in perf_trace UI 2018-11-16 10:25:25 -05:00
Pedro Pinto 53a4ab4974 Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces 2018-11-16 14:23:25 +00:00
Taha Afzal 6e4ed3f328 for the first time at start up, net pos is enforced 2018-11-15 17:25:10 -05:00
Taha Afzal 4a292c8030 limit enforcing logic added 2018-11-15 17:25:10 -05:00
Michael Harding 29fbfd4479 SPARK-1877: product not security 2018-11-15 16:35:14 -05:00
Michael Harding 500e5d508a SPARK-1879: riskLimitEnforcement radio buttons 2018-11-15 14:51:09 -05:00
Taha Afzal 396ac023c4 adding field to proto 2018-11-15 13:33:41 -05:00
Michael Harding e32f40caee Fix session handling in perf_trace ui 2018-11-15 10:34:56 -05:00
Eric Harding 4b3cdf9ca4 Add tests for SecurityIDRecorder += SpreadResolver 2018-11-14 19:58:31 -05:00
Eric Harding 2fc4c8bd60 Move sqlite_utils.h out of utils:: namespace 2018-11-14 19:13:23 -05:00
Pedro Pinto 47e7d69897 Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces 2018-11-14 22:06:54 +00:00
Pedro Pinto 4f830cdd40 Removed obsolete stats. 2018-11-14 22:06:39 +00:00
Michael Harding 00e9de3b1e Hedges only shows total 2018-11-14 17:03:31 -05:00
Pedro Pinto ddb4e55d13 Changed public to protected member access 2018-11-14 21:36:31 +00:00
Kevin Darby 7e0d79ac68 Merge branch 'master' of https://bitbucket.org/bluetradesys/spark into fix_mics 2018-11-14 15:17:59 -06:00
Pedro Pinto c2dfcbe343 Made sql store a bit more tolerant to errors. 2018-11-14 20:56:41 +00:00
John Colvin 53834f9910 OrderSelector - remove redundant raise_property_changed call 2018-11-14 14:37:25 -06:00
John Colvin 52856c44bf decouple OrderSelector from HierarchicalOrderTypeVMBase 2018-11-14 14:28:51 -06:00
Pedro Pinto 582fffb1f4 Merged master 2018-11-14 11:02:56 -05:00
Pedro Pinto e67756d055 Merge branch 'prod' 2018-11-14 15:58:58 +00:00
John Colvin e881c07181 HierarchicalOrderTypeVM - fix typeo 2018-11-14 00:58:53 -06:00
John Colvin c507d01a93 HierarchicalOrderTypeVMBase - group public methods together 2018-11-14 00:56:10 -06:00
John Colvin 81edd460e0 factor out more common hierarchical selection behavior 2018-11-14 00:54:17 -06:00
Kevin Darby 42b73006a8 AdminReport.cpp edited online with Bitbucket 2018-11-13 23:06:47 +00:00
Kevin Darby 2fc85d6810 AdminReport.cpp edited online with Bitbucket 2018-11-13 22:55:17 +00:00
Pedro Pinto 141e1a4ea0 Fixed build. 2018-11-13 22:41:54 +00:00
Pedro Pinto 097db2f340 Merged master 2018-11-13 17:17:18 -05:00
Pedro Pinto b49c764c54 Sped up hedging. 2018-11-13 22:15:30 +00:00
Michael Harding 385387b739 Merge master into fix_mics 2018-11-13 16:11:04 -05:00
Eric Harding 87218962e1 Update md publisher SDK sample - FixedSpreadSecurity 2018-11-13 15:47:39 -05:00
Eric Harding 88d8248f63 Merged in SPARK-1798-md-benchmark (pull request #101)
SPARK-1798 md benchmark
2018-11-13 20:30:14 +00:00
Eric Harding ffbda10200 Fix capture of transient 'this' pointer 2018-11-13 14:14:42 -05:00
John Colvin 30afb99048 undo LadderWindowFactory.cs thread command-line-args again 2018-11-13 12:33:43 -06:00
John Colvin ef2eb41893 TriggerOrderVM - remove unnecessary overrides 2018-11-13 12:17:15 -06:00
John Colvin 95105d9e22 AlgoContentTemplateSelector.xaml - get rid of 'magic' numbers; use staticresources instead 2018-11-12 18:43:06 -06:00
John Colvin 99621eecb6 Algo Popups open by default 2018-11-12 18:23:18 -06:00
Eric Harding 7eb8b21cea Simplify SecurityIDRecorder api for 3rd party consumption 2018-11-12 16:58:06 -05:00
John Colvin 500a8094d5 DynamicOrderTemplate - use new AlgoNodePickerView 2018-11-12 14:13:18 -06:00
John Colvin d9996ad522 AlgoPickerNodeView - fix IsMouseOverNode logic 2018-11-12 14:07:03 -06:00
Michael Harding 986a791801 Update Release Notes 2018-11-12 14:29:35 -05:00
John Colvin 8a0e17d182 undo accidental change to LadderWindowFactory.cs 2018-11-12 13:26:58 -06:00
John Colvin a4a5e2c710 technical merge (no changes accepted, SPARK-1704 was merged manually) 2018-11-12 13:20:49 -06:00
John Colvin 19bf029059 manual merge SPARK-1703 2018-11-12 13:17:56 -06:00
Eric Harding c834a6e840 Switch tbb::queueing_mutex to std::mutex 2018-11-12 13:57:23 -05:00
John Colvin 7021d77983 move OrderModificationTemplateSelector into its own file, change name to 'lgoContentTemplateSelector 2018-11-12 12:12:53 -06:00
John Colvin dbb6a7d9a9 SelectorProperty - no longer necessary to expose 'is_user_selected_item' to the public 2018-11-12 11:12:13 -06:00
John Colvin e3c3351dbb remove useless commented-out code 2018-11-12 11:10:20 -06:00
John Colvin 009cd88df1 SelectorProperty - add 'SelectionReason' (enum) param to SelectionChanged event 2018-11-12 11:08:50 -06:00
Michael Harding f14c36223f Merged in SPARK-1703-algo-tooltips (pull request #99)
SPARK-1703: Add tool-tips for lean, join, cover, top

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-11-12 14:32:37 +00:00
John Colvin ddc297d413 OrderPropertiesEditor - open algo popup when user selects new algo 2018-11-12 00:34:18 -06:00
John Colvin abd2b4c5f2 ExecutionStrategyErrorAdorner - in OnRender(), immediately return if _vm is null 2018-11-12 00:32:17 -06:00
John Colvin f9b4ec5d7f OrderPropertiesEditor - add prop-name param to dataerror asserts 2018-11-11 23:55:52 -06:00
John Colvin 96896bf3be HierarchicalOrderTypeVM - minor refactoring 2018-11-11 23:33:30 -06:00
John Colvin ad539d201d HierarchicalOrderTypeVMBase should actually implement IHierarchicalOrderTypeVM 2018-11-11 23:09:55 -06:00
John Colvin f338e64344 create HierarchicalOrderVMBase (unifies alot of previously copy+pasted code) 2018-11-11 18:40:37 -06:00
John Colvin 569e5c5e29 remove AlgoPickerNodeView.ExpanderArrowWidth const 2018-11-11 16:59:06 -06:00
John Colvin e4b871be08 SPARK-1875 Change Algo Popup structure to recursive GroupBoxes 2018-11-11 16:48:15 -06:00
John Colvin ef784a24f4 WPFHelper.create_ro_dp - preemptively avoid null ref exception if propertychanged callback is null 2018-11-11 13:38:05 -06:00
John Colvin f731530fc1 OrderTypeVMBase - raise prop changed when editable_properties_open changes 2018-11-11 13:35:31 -06:00
Taha Afzal d66c8e0ad8 Added a line to Conditional Quoting help tooltips 2018-11-10 17:34:55 -05:00
Taha Afzal 8673f366d7 conditional quotes are not pulled until after 5 secs of the condition 2018-11-09 18:02:58 -05:00
Michael Harding 88e48ebcf7 SPARK-1703: Add tool-tips for lean, join, cover, top 2018-11-09 17:31:03 -05:00
John Colvin b5beac8a51 OrderDetailsPopupControl - fix CoerceExpandDirection (was returning default metadata, instead of default value) 2018-11-09 14:59:14 -06:00
Kevin Darby ea3eacbbae async blows up brian's laptop, adding it as an option 2018-11-09 15:40:26 -05:00
Kevin Darby 9f3941d1a1 favor the async excel interface for our api calls 2018-11-09 13:39:06 -05:00
Eric Harding 1a6a10a834 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1798-md-benchmark 2018-11-09 13:09:58 -05:00
Eric Harding d780e2aab2 SPARK-1798 sqlite import does not want spaces after comma in csv 2018-11-09 12:29:15 -05:00
Eric Harding a4bc34e633 SPARK-1798 Add CSV output option (default) 2018-11-09 12:15:19 -05:00
Kevin Darby 9c8bb7efeb excel is in with the mics 2018-11-09 12:12:31 -05:00
Kevin Darby d9b37efbbd wrong enum 2018-11-09 10:42:51 -05:00
Taha Afzal d23b7942b6 removing the hard coded n_ticks used for testing 2018-11-08 19:53:25 -05:00
Kevin Darby f41c3a5334 ConditionalQuoteEnabledModel.cs edited online with Bitbucket 2018-11-09 00:08:29 +00:00
Kevin Darby d8e8f90131 something is smishing this UI, but I've asked John for help 2018-11-08 18:32:36 -05:00
Taha Afzal 0358afccf9 simplified the n ticks away logic 2018-11-08 17:49:05 -05:00
Michael Harding 9f58327d0a Merged in new-order-cancel (pull request #97)
SPARK-1678 Order Cancel in the Spark Admin

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-11-08 22:16:32 +00:00
Taha Afzal d3ed6e21e4 integrated with SingleLegquoter._compute_price_quantity 2018-11-08 14:45:28 -05:00
Kevin Darby a171abb741 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-11-08 13:39:22 -05:00
Kevin Darby 52825e0e59 sparkd adminreport md 2018-11-08 13:38:42 -05:00
Eric Harding de83f19388 Adjust column widths 2018-11-08 13:33:23 -05:00
Eric Harding 4d993f2ef7 SPARK-1798 - Tool to benchmark market data by dumping to stdout
periodically
2018-11-08 13:19:05 -05:00
Michael Harding ca81be3865 Add manual test for canceling orders in the Spark Admin 2018-11-08 13:17:08 -05:00
Michael Harding 19ae05cb7d SPARK-1678: loading spinner (cherry picked) 2018-11-08 12:14:14 -05:00
Michael Harding 79ec41556e SPARK-1678: Refresh orders after one second (cherry picked) 2018-11-08 12:12:44 -05:00
Michael Harding 088377582d SPARK-1678: Small code tweaks based on Eric's suggestions 2018-11-08 12:02:13 -05:00
Michael Harding c8b3973b8f Remove Beta from SparkAdmin 2018-11-08 12:00:15 -05:00
Kevin Darby efc490cc0d -if a user creates an account, he is given admin permissions on that account
-if a user creates a user, he assigns that user trading permissions in one of the accounts he can administer (so he can still see that user, someone else can undo)
-bts user has the 'wheel'
-bts user can grant other users 'create' permissions, and those users can in turn grant other users create permissions
2018-11-08 11:52:58 -05:00
Kevin Darby 82a2ba4a86 Merged in fix_algo_tests (pull request #96)
remove out of date test
2018-11-08 16:15:55 +00:00
Kevin Darby ccbe20eb57 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_algo_tests 2018-11-08 11:07:11 -05:00
Kevin Darby 70a2feb92a remove out of date test 2018-11-08 11:06:41 -05:00
Pedro Pinto a4d542067a Benchmarked order state copy. Its slow. 2018-11-08 15:01:46 +00:00
Pedro Pinto efd222133e Better perf tools. 2018-11-08 15:01:36 +00:00
Pedro Pinto 361491ebd2 Removed obsolete test. 2018-11-08 15:01:23 +00:00
Eric Harding 6aeba4f599 Remove unused MarketData config field 2018-11-07 15:59:07 -05:00
Kevin Darby 559ab69940 can_create is enforced 2018-11-07 15:53:40 -05:00
Pedro Pinto b35dae9fab Improved logging of hedge trace. 2018-11-07 20:00:41 +00:00
Taha Afzal 9d96fcaa45 added proto 2018-11-07 01:52:23 -05:00
Kevin Darby e75be340e2 GatewayLoginResult 2018-11-06 18:12:31 -05:00
Jake Norbut 523f02b4c2 Merged in SPARK-1864 (pull request #95)
SOD tm_isdst bug regarding our defaults; new defaults

Approved-by: John Colvin <john.colvin@bluetradesys.com>
Approved-by: Taha Afzal <taha.afzal@bluetradesys.com>
2018-11-06 22:19:05 +00:00
Kevin Darby a5b7332fa4 admin ui almost works with permissions 2018-11-06 16:17:21 -05:00
Jake Norbut edb4ed02c9 Merged in xofy (pull request #94)
SPARK-1869 - x of y for all

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-11-06 21:01:20 +00:00
Jake Norbut 96da8e3276 SOD tm_isdst bug regarding our defaults; new defaults 2018-11-06 14:46:40 -06:00
John Colvin c056bfcf7a Merged in SPARK-1560 (pull request #93)
SPARK-1560 Synthetic Management browser maintain order

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-11-06 20:43:54 +00:00
John Colvin 2ddf1a1762 Merged in SPARK-1870 (pull request #91)
SPARK-1870

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-11-06 20:40:26 +00:00
Jake Norbut 8a9ddfded7 SPARK-1869 - x of y everywhere 2018-11-06 13:59:21 -06:00
John Colvin a83f97e1ef SPARK-1560 Synthetic Management browser maintain order 2018-11-06 13:54:25 -06:00
Michael Harding 3630bf5b9a Test updates 2018-11-06 14:51:49 -05:00
Pedro Pinto b9d3a4d04c Fixed typos in SocketConnection perf log. 2018-11-06 17:14:05 +00:00
Eric Harding c7fb636e49 Factor out MD argument parsing 2018-11-06 10:52:18 -05:00
Kevin Darby c7ea6c4ca4 Merged in fix_algo_tests (pull request #92)
clarified  algo tests for new functionality
2018-11-06 15:42:51 +00:00
Kevin Darby 1ffda9c413 clarified algo tests for new functionality 2018-11-06 10:39:55 -05:00
Pedro Pinto e2f314d007 Added optional pause between orders to iceberg. 2018-11-06 13:43:37 +00:00
Pedro Pinto 80d8307822 Cleaned up docs build. 2018-11-06 13:41:45 +00:00
John Colvin 1ca5ed4520 fix typeo in comment 2018-11-05 17:57:43 -06:00
John Colvin 8115f9df74 remove launchSettings.json (added by accident) 2018-11-05 17:52:23 -06:00
John Colvin 306cbaa837 SPARK-1870 / SPARK-1871 if an order's security arrives late, the security cell view doesn't automatically refresh 2018-11-05 17:48:40 -06:00
John Colvin efa31059d9 SPARK-1870 Orderbook - if an order's security arrives after the order, it is always displayed as 'unknown-security' 2018-11-05 17:12:27 -06:00
John Colvin 73089634f9 Merged in SPARK-1805 (pull request #90)
SPARK-1805 Removing a synthetic disables the remove menu for the life of the window

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-11-05 18:44:08 +00:00
John Colvin a84e5e3460 SPARK-1805 Removing a synthetic disables the remove menu for the life of the window 2018-11-05 11:26:35 -06:00
Pedro Pinto eca11d0317 Merge branch 'master' into SPARK-1799-add-hedge-perf-traces 2018-11-05 15:18:18 +00:00
Pedro Pinto ced485856e Added some experimental perf related code. 2018-11-05 14:24:00 +00:00
Kevin Darby 08c54f75eb Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-11-04 21:32:36 -05:00
Pedro Pinto 6c0cc76773 Significantly improved engine performance when updating multiple orders. 2018-11-04 22:14:14 +00:00
John Colvin 4d53bfb3f0 Merged in SPARK-1863 (pull request #89)
SPARK-1863

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-11-04 19:19:47 +00:00
Kevin Darby e332edb36b users should be active when created 2018-11-02 18:18:45 -04:00
Kevin Darby 70b5d9adc6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-11-02 18:15:24 -04:00
Kevin Darby 23ee9508c2 now all we need to do is filter the webUI 2018-11-02 18:13:12 -04:00
John Colvin 717391afb3 SPARK-1863 Fills Time Filter 2018-11-02 14:26:34 -05:00
John Colvin 38e0d40364 DateTimePicker - time textbox behavior should commit text on 'Enter' (i.e. update binding source) 2018-11-02 14:06:02 -05:00
John Colvin 7053c2ee03 DateTimePicker - internal view-Controller should update TimeTuple prop with SetCurrentValue 2018-11-02 14:02:23 -05:00
John Colvin cdde730fc5 TimeFilterControl - hyperlink commands should update props with SetCurrentValue (i.e. don't break bindings) 2018-11-02 13:59:27 -05:00
John Colvin 95b0119d22 DateTimePicker - make time-text input regex more flexible 2018-11-02 13:54:26 -05:00
John Colvin 07a965a3e0 DateTimePicker - remove 'delay' from text-input bindings 2018-11-02 13:52:36 -05:00
John Colvin eba153e289 DateTimePicker.xaml - change bad staticresource name (had '2' in it!) 2018-11-02 11:06:31 -05:00
John Colvin fc5238c56f move CompareUtils into bts.utils namespace 2018-11-02 10:51:17 -05:00
John Colvin bc367b9f56 rename ObjectHelper -> ConvertUtils 2018-11-02 10:44:21 -05:00
Eric Harding 8adcc98ff1 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1798-md-benchmark 2018-11-02 11:24:52 -04:00
Eric Harding ba07041c26 Avoid PriceSize_from_double in example code. (poor performance) 2018-11-02 11:17:48 -04:00
Eric Harding d3101b1cd8 Add PLATFORM_MDP3EMUMBA 2018-11-02 11:17:24 -04:00
Eric Harding 3a9a86020b Fix broken link in manual 2018-11-02 11:15:27 -04:00
Pedro Pinto 42afdc2994 Added a bit more ordermanager perf instrumentation. 2018-11-02 14:42:55 +00:00
Kevin Darby 1dc87de975 now just need to filter accounts and users in the webui 2018-11-01 23:41:42 -04:00
John Colvin 6c93208e11 update SortedTreeTests 2018-11-01 17:48:33 -05:00
Kevin Darby 49ba2e72a9 no idea why this doesn't work 2018-11-01 18:35:19 -04:00
Eric Harding bf1ca4e5fa Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-11-01 16:55:04 -04:00
John Colvin 3f9e64016b Merge remote-tracking branch 'origin/orderbook-performance' 2018-11-01 15:09:43 -05:00
John Colvin c672967caf OrderBookView.xaml - fix status bar bindings 2018-11-01 14:59:26 -05:00
John Colvin 1e0dac0fbc SortedTree - include orphans in the main _tree as root-nodes 2018-11-01 13:40:56 -05:00
John Colvin aec8de54bd move some utils from spark -> spark_core 2018-11-01 13:40:56 -05:00
Jake Norbut a960093cf6 Workspaces animate fix - Becuase this is the fix Worksapce ovwerite animation deserves, but not the one it needs right now. 2018-11-01 12:49:05 -05:00
Jake Norbut 4601e49106 Workspaces - fix highlighting around shared vs nonshared workspaces 2018-11-01 12:49:05 -05:00
Jake Norbut 7e65db38cf Fixing log message typo; i before e, except after c, etc 2018-11-01 12:49:05 -05:00
Eric Harding d70bd63659 sparkd md dumpsecurity should dump synthetic metadata 2018-11-01 13:26:29 -04:00
Kevin Darby 47dc0d579b mic aliases 2018-11-01 12:18:10 -04:00
Kevin Darby ef6662d4f8 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-11-01 11:59:20 -04:00
Eric Harding 246f9240e7 Tweak md dump tool for easier human consumption 2018-11-01 11:53:47 -04:00
Michael Harding a8ebb9cdcb Manual test updates 2018-11-01 11:41:00 -04:00
Michael Harding bdb2d6cf9e SPARK-1862 2018-11-01 11:41:00 -04:00
Kevin Darby b9aaaa7d37 mic mapping for brian 2018-11-01 10:37:09 -04:00
Kevin Darby ec43039b94 ok michael, all yours 2018-10-31 18:05:39 -04:00
Kevin Darby 4939b85819 I think I got it 2018-10-31 18:01:54 -04:00
Kevin Darby fab7596d06 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_mics 2018-10-31 17:27:13 -04:00
Kevin Darby 81d67f640b my head hurts from the f# 2018-10-31 17:26:34 -04:00
Eric Harding 1966c8e0c6 always bypass entitlement take 2 2018-10-31 15:49:37 -04:00
Jake Norbut a418f47d1c Updating Sounds test 2018-10-31 14:36:57 -05:00
Jake Norbut df516fbd2d ICMP ping - increasing default logging threshold 2018-10-31 13:02:22 -05:00
John Colvin b8e298c524 Revert "OrderBookColumnCollection - add 'finally' block to try/catch in InsertItem()"
This reverts commit 4ddb8fe9c5.
2018-10-31 11:10:18 -05:00
Jake Norbut d96c9b16bc Merged in SPARK-1736 (pull request #88)
SPARK-1736 - client-based ICMP ping
2018-10-31 14:43:16 +00:00
Eric Harding 3df7156ba3 Disable entitlement checks in QueryServer 2018-10-31 10:34:24 -04:00
Eric Harding 4376605d5e Merge orderbook-perf 2018-10-31 10:33:18 -04:00
Michael Harding 3233187fd9 Improve perf trace ui handling of incomplete data 2018-10-31 10:26:16 -04:00
Jake Norbut 4d8a2f28d3 SPARK-1736 - client-based ICMP ping 2018-10-31 08:44:20 -05:00
Pedro Pinto 930f74ff27 Merge branch 'prod' 2018-10-31 13:31:36 +00:00
John Colvin 4ddb8fe9c5 OrderBookColumnCollection - add 'finally' block to try/catch in InsertItem() 2018-10-30 17:17:32 -05:00
John Colvin 74aed2144d OrderBookColumnCollection - add comment explaining the preference for columns that implement ICVOrderBookColumn 2018-10-30 17:16:18 -05:00
John Colvin 87437883a6 SortedTree - in Reset() method, clear existing items if new_items are null 2018-10-30 17:03:36 -05:00
John Colvin d946cb4765 OrderBookWindowFactory - ensure default UserSettings.order_book_grid != null 2018-10-30 16:57:15 -05:00
John Colvin 37c9707c63 DeleteSyntheticDaemon - show support dialog if delete request fails due to working-orders verification timeout 2018-10-30 16:55:49 -05:00
Jake Norbut 02d1badf0d Adding vertical fudge factor so that no scrollbar is initally present on the SparkCommands; nice catch Eric 2018-10-30 16:17:08 -05:00
John Colvin 2a295237a6 refactor string extension ic_equals -> iequals 2018-10-30 15:54:04 -05:00
John Colvin dc8b0b8359 OrderBookRowCollection - reword comment 2018-10-30 15:50:51 -05:00
John Colvin d36a5b30e6 SortedTree - change Replace() to TryReplace() 2018-10-30 15:47:31 -05:00
Kevin Darby fe8f217587 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-10-30 14:57:18 -04:00
Michael Harding b69958007d Fixing typo that any other language would have called an error 2018-10-30 13:22:20 -04:00
John Colvin 616fbdba00 Merge remote-tracking branch 'origin/prod' into orderbook-performance 2018-10-30 11:49:04 -05:00
Michael Harding f433a3163b Fix rows layout 2018-10-30 12:39:35 -04:00
Eric Harding 753221e429 Easier to see shell latency across version upgrades 2018-10-30 12:07:48 -04:00
Jake Norbut d5f41d8405 WorkLoop execessive_cycle_ms to use TotalMilliseconds and not Milliseconds 2018-10-30 11:04:42 -05:00
Jake Norbut 3490834108 Merged in SPARK-1403 (pull request #87)
SPARK-1403

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-10-30 13:49:58 +00:00
John Colvin 64bef0bd06 missed one 2018-10-29 23:57:15 -05:00
John Colvin e4ea5cd769 SortedTreeTests - update comments, break up linq query for readability 2018-10-29 23:56:08 -05:00
John Colvin c8790f766a SortedTree - replace AddAll() with Reset(), and support absent parents 2018-10-29 21:38:19 -05:00
John Colvin 2243dc566e move DictionaryExtensions to spark_core 2018-10-29 21:25:40 -05:00
Jake Norbut 94c2d9182c Updating release notes for footers and 1.3.7 here in this txt file 2018-10-29 17:43:32 -05:00
John Colvin 12d6374158 SortedTreeTests - reverse id-comp for name-descending comparer 2018-10-29 17:24:24 -05:00
John Colvin 58b9c27098 SortedTreeTests - new test: 'test_sorted_tree_state_transitions' 2018-10-29 17:22:15 -05:00
Jake Norbut f68aac2015 Merge branch 'footers' into prod 2018-10-29 17:19:18 -05:00
John Colvin ca5334fd87 OrderBook/SortedTree - comparer needs to be 100% deterministic 2018-10-29 17:17:20 -05:00
Michael Harding 71961637f1 Update release notes 2018-10-29 17:10:54 -04:00
Eric Harding 5aab80aed6 Merged cave_paintings into prod 2018-10-29 16:34:49 -04:00
Eric Harding 12e7c82698 Merged prod into cave_paintings 2018-10-29 16:32:59 -04:00
Pedro Pinto bb82590e5e Added sim execution for globex securities, this should facilitate production testing 2018-10-29 20:17:04 +00:00
Taha Afzal 0c4cdd0bc9 Merge branch 'net_change_final' into prod 2018-10-29 16:11:29 -04:00
Pedro Pinto 1855fe3045 Merge branch 'prod' into SPARK-1799-add-hedge-perf-traces 2018-10-29 18:21:46 +00:00
Pedro Pinto e3dba306a7 Merge branch 'SPARK-1799-add-hedge-perf-traces' of bitbucket.org:bluetradesys/spark into SPARK-1799-add-hedge-perf-traces 2018-10-29 17:58:21 +00:00
Pedro Pinto 74f79a2f52 Added a few utilities for perf testing. 2018-10-29 17:56:44 +00:00
John Colvin ca0c17a41b OrderBookVM - change comment in load_from() 2018-10-29 12:55:34 -05:00
John Colvin 3acaf5b2c0 OrderBookVM - slight optimization in load_from(startupdata) method 2018-10-29 11:57:20 -05:00
Taha Afzal 00d8ea9322 Avg fill price reporting for net change spreads fixed 2018-10-28 22:25:34 -04:00
John Colvin eedf19474e SortedTree - when node is removed, any remaining children (orphans) go to the nursery 2018-10-28 15:57:08 -05:00
Taha Afzal a586b75226 case statamenet was missing the new state, settlement_populated fixed 2018-10-27 22:13:01 -04:00
John Colvin c6039723da Synthetic Editor - re-enable 'Market Data Calculation' param-row 2018-10-26 22:17:37 -04:00
Taha Afzal 6f26164072 net_change is done from the server side 2018-10-26 19:23:13 -04:00
John Colvin a3de2c1983 SortedTree - _replace was not re-adding node if parentkey changed 2018-10-26 14:44:58 -05:00
John Colvin 8bd2e5e5f3 OrderBook - guard against null GridSettings 2018-10-26 14:41:00 -05:00
Jake Norbut 7b01fdcb23 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod 2018-10-26 14:25:41 -05:00
Jake Norbut d6df085d8e SPARK-1648 - My Windows, now with more Scrollbar 2018-10-26 14:25:31 -05:00
John Colvin 5e2a7c82c0 remove OrderBookCell.cs 2018-10-26 14:01:05 -05:00
Kevin Darby c6f2fe9b13 Merged in nupkg (pull request #81)
added <PackageOutputPath> to spark_sdk/spark_sdk.csproj so the nupkg can be shipped with the build

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-10-26 18:28:59 +00:00
John Colvin c56b41bf47 add SoundNotifications toggle.conf 2018-10-26 11:35:47 -05:00
Jake Norbut 484c7a98a8 Sound crash fixed in both INotifier and SoundAnimationView (the preview sound) 2018-10-26 10:57:34 -05:00
Jake Norbut 21b65a92fe Sound crash fixed in both INotifier and SoundAnimationView (the preview sound) 2018-10-26 10:35:12 -05:00
Michael Harding 2c384af157 SPARK-1800: Add Hedge Traces 2018-10-26 10:15:43 -04:00
Taha Afzal 559b6f8fd1 changed the state transition, so START->WAITING_FOR_DATA->WORKING 2018-10-25 21:12:43 -04:00
John Colvin 7149a20865 OrderBookRowCollection - add total_row_count property (for upcoming status bar) 2018-10-25 20:03:38 -05:00
John Colvin 407dbc4c0a GridSettingsManager - invalidate all rows after settings update to reflect changes 2018-10-25 19:55:25 -05:00
John Colvin eff1954260 DIYGrid - accidentally removed an 'empty_if_null()' call 2018-10-25 19:35:06 -05:00
John Colvin 81880779c3 OrderBook - retain column sorting when syncing with new default grid settings 2018-10-25 19:33:18 -05:00
Taha Afzal 41fa3046f1 Added new spreader state WAITING_FOR_INIT_DATA, not hooked up though 2018-10-25 20:01:32 -04:00
John Colvin 21a3386574 Merge branch 'prod' into orderbook-performance 2018-10-25 18:45:20 -05:00
Jake Norbut a9ef7e47b5 tweaking animation to make it more pronounced 2018-10-25 17:08:24 -05:00
Eric Harding 0c19f82a24 If enabled segfault 2018-10-25 17:54:05 -04:00
Jake Norbut 9762a81a59 this is working now, thx Eric 2018-10-25 16:45:53 -05:00
Eric Harding c34c99a874 Merge prod -> master 2018-10-25 17:17:52 -04:00
John Colvin c19aad55a7 OrderBook - load/save filters and sorting 2018-10-25 15:57:09 -05:00
Jake Norbut 744260bea5 Workspaces - trying to just get a proof of conept of something happenning in the UI; not working in our UI at the moment, but I can see it kind of working in snoop? 2018-10-25 15:22:51 -05:00
John Colvin dfe480d1f7 OrderBookStartupData.FilterStates implement IEquatable 2018-10-25 13:28:40 -05:00
John Colvin 7620b7878e UInt/Double min-max filters implement IEquatable 2018-10-25 13:27:37 -05:00
Eric Harding 99fd77c1f1 Add emumba platform 2018-10-25 13:01:38 -04:00
Eric Harding fdf21c71bb Enable separate thread config for different market data channels 2018-10-25 12:49:10 -04:00
Eric Harding f03453f7c5 Let threads float by default. We will override to tune specific systems 2018-10-25 12:28:42 -04:00
Jake Norbut 9ebdb107fa fixing SODTime defaults 2018-10-25 10:28:38 -05:00
Jake Norbut e0f1137ee2 initial commit of fotters; waiting until after john does the OB perf commit until revisiting this again 2018-10-25 07:43:26 -05:00
John Colvin 079a7ad439 OrderBookRowCollection - when filter changes, call clear/addall instead of sync_with 2018-10-24 22:33:43 -05:00
John Colvin ae100f66c7 OrderBookRowCollection - optimize expand/collapse all (avoid noisy intermittent collection changes) 2018-10-24 19:04:51 -05:00
Eric Harding 057d5df6da Add --name to spark_vm_shell.sh 2018-10-24 17:24:30 -04:00
Eric Harding f539659ab5 Update ReleaseNotesParade (but leave disabled) 2018-10-24 17:07:55 -04:00
Eric Harding e4d9b902d8 Teach webserver.cpp where manual is 2018-10-24 17:03:23 -04:00
Eric Harding 9fb180ff20 Add --name to spark_vm_shell.sh 2018-10-24 16:26:43 -04:00
Eric Harding a6fde760ff Docs build 2018-10-24 16:08:57 -04:00
Pedro Pinto 7b0e3edfcf Merged 2018-10-24 15:12:43 -04:00
Michael Harding 019bbaa0d2 update release notes 2018-10-24 14:58:07 -04:00
Pedro Pinto 188a226165 Updated release notes 2018-10-24 18:46:36 +00:00
Pedro Pinto 9aba824be0 Merge branch 'grid-settings' into prod 2018-10-24 18:19:33 +00:00
Pedro Pinto a958be45dd Added command to facilitate discovery of legged orders 2018-10-24 18:17:54 +00:00
John Colvin 7fd0375283 SPARK-1807 Synthetic Add Leg OOM Exception 2018-10-24 12:49:35 -05:00
Pedro Pinto dc2879e2ff Merged 2018-10-24 13:46:41 -04:00
Eric Harding 7fa75b8090 Force implied merge to use the same precision as direct to avoid ladder overlap 2018-10-24 12:48:20 -04:00
John Colvin 94f3c5a6c4 OrderBookRowCollection - when comparer changes, don't reset if refresh is deferred 2018-10-24 11:30:38 -05:00
John Colvin 5e58aaf199 Synthetic Editor - disable 'Market Data Calculation' param-row 2018-10-24 11:16:07 -05:00
Taha Afzal 54231e2d74 spreader test for implieds 2018-10-24 10:56:51 -04:00
Michael Harding c3f9e5fa91 Update Release notes 2018-10-24 10:45:29 -04:00
Eric Harding 0042835842 Combine 2 sim config keys into one. 2018-10-24 10:17:56 -04:00
Pedro Pinto 99b71ad2aa Merge branch 'grid-settings' into SPARK-1799-add-hedge-perf-traces 2018-10-24 08:51:24 -04:00
John Colvin c127f488ff OrderBookRowCollection - when sorting changes, call clear/addall instead of sync_with 2018-10-23 20:37:26 -05:00
John Colvin ba7a28aa8a SPARK-1806 orderbook-performance crash 2018-10-23 18:32:07 -05:00
John Colvin 95a7f7ccb6 OrderBookRowCollection - show whole branch if any order passes filter 2018-10-23 18:27:29 -05:00
John Colvin f90961ce22 SortedTree - add nursery-dictionary for items without parents 2018-10-23 18:19:27 -05:00
Kevin Darby a53d48a6e3 FirstOrDefault is incompatible with immutable.... 2018-10-23 17:37:31 -04:00
Kevin Darby d3ffc9eed5 Merged in bts_user_override (pull request #86)
allow bts user to see all fills/orders/p&l, etc per Pedro

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-10-23 21:14:49 +00:00
Kevin Darby dcfa809b9e allow bts user to see all fills/orders/p&l, etc per Pedro 2018-10-23 17:10:21 -04:00
Jake Norbut fa31c2ef11 MView - Better (Implied, Direct, Merged) Header Text defaults, column size adjusted appropriately 2018-10-23 15:39:47 -05:00
Eric Harding 7c28938ba6 Stop slowly publishing md_permissions when nobody is listening. 2018-10-23 16:10:25 -04:00
Eric Harding 0a426b84e3 Fix sparkd crash in webserver.cpp 2018-10-23 15:28:00 -04:00
Eric Harding 45f5e485d3 Remove unused md defaults 2018-10-23 15:27:45 -04:00
Eric Harding 853f8d2e84 Start ExchangeSim earlier to avoid race condition. 2018-10-23 14:18:58 -04:00
Jake Norbut d1784355d0 icons.cs - applying a layer of frost 2018-10-23 11:51:47 -05:00
Pedro Pinto 58c5eeb6d1 Merge branch 'grid-settings' into SPARK-1799-add-hedge-perf-traces 2018-10-23 11:15:26 -04:00
Pedro Pinto f045d272c1 Moved docker ptr 2018-10-23 15:14:00 +00:00
Pedro Pinto faa6528400 Finished prod merge. 2018-10-23 15:05:28 +00:00
Pedro Pinto be33ecc798 Added some queue related benchmarks. 2018-10-23 15:04:58 +00:00
Eric Harding 37f3550831 subrepos are deranged 2018-10-23 09:45:40 -04:00
Eric Harding e2d454da1e advance externals pointer... hopefully. 2018-10-23 09:02:43 -04:00
Eric Harding 7af2467713 Merge from prod 2018-10-23 09:01:37 -04:00
Pedro Pinto d8e203264d Merge branch 'grid-settings' of bitbucket.org:bluetradesys/spark into grid-settings 2018-10-22 22:25:37 +00:00
Pedro Pinto 4a0cefd240 Added support for late joiners in settlement update events. 2018-10-22 22:25:09 +00:00
Jake Norbut e5aef7ee5b OB GridSettings - fixing NullRef when using Dan's DB 2018-10-22 14:27:45 -05:00
John Colvin 6c03a263a1 OrderBookRowCollection - create new SortedTree on reset, rather than Clearing current 2018-10-22 12:27:18 -05:00
John Colvin 862e199495 make SortedTree/INode public (again) 2018-10-22 12:02:37 -05:00
John Colvin 5218b748e8 SPARK-1791 / SPARK-1792 Improve OB performance 2018-10-21 18:20:53 -05:00
John Colvin ba9bd53c1e DIYGrid - attach/detach Sorting event if DataContext implements IHandleGridSorting 2018-10-21 18:20:40 -05:00
John Colvin 8b816f1491 SPARK-1801 OrderRecordTupleSource - introduce updates w/ 'change' member, broadcast order_securities 2018-10-21 17:29:17 -05:00
John Colvin 04cc18553b DIYGrid.IRowVM - remove 'row_animations' and 'cell_stores' members 2018-10-21 16:52:02 -05:00
Pedro Pinto cbb638ff7a More perf logging. 2018-10-20 18:26:54 +00:00
Pedro Pinto 9cd2518853 Added do_work loop data to perf trace. 2018-10-20 16:40:14 +00:00
Pedro Pinto 2db8d717d4 Added logging of mercury events to uncover performance problems. 2018-10-20 16:36:21 +00:00
Pedro Pinto df56c85e7b Added C string logging for fast logging of string literals. 2018-10-20 16:34:03 +00:00
Pedro Pinto fb12d429cb Added hedge traces to perf stats. 2018-10-19 20:52:53 +00:00
Eric Harding c1c067522c Advance externals post merge 2018-10-19 12:41:12 -04:00
Eric Harding cdf537afaa Fixup from merge 2018-10-19 12:36:18 -04:00
Eric Harding 7867cc934b Merge from master 2018-10-19 12:23:02 -04:00
Eric Harding 1ec7c141b9 Remove unused open_interest 2018-10-18 10:23:09 -04:00
Pedro Pinto 9f2ac024cb Fixed rouding problem in Sim price levels. 2018-10-16 20:09:00 +00:00
Eric Harding 92a8cb507a Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into grid-settings 2018-10-16 09:58:07 -04:00
Eric Harding ea87dcb52a Respect flag which enable/disable implied forwarding in simulator 2018-10-16 09:01:43 -04:00
Eric Harding 467a66565d Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into SPARK-1659 2018-10-16 08:51:06 -04:00
John Colvin a52b477b0c SPARK-1778 VAP bars disappear when the book goes away 2018-10-14 18:36:49 -05:00
John Colvin dbd0bfed10 SPARK-1776 / SPARK-1788 default the volume at price column to NOT showing 2018-10-14 18:16:08 -05:00
John Colvin ee25d3ed9a SPARK-1776 / SPARK-1785 LadderRender - skip volumes with nan prices 2018-10-14 18:07:05 -05:00
John Colvin d662a60f6a SPARK-1787 Hyperlink Cells - bind width to Column.ActualWidth (fixes stale background when column width changes) 2018-10-14 17:57:02 -05:00
John Colvin c0a80182e6 HyperlinkCell - only draw BackgroundOverlay when Background != null 2018-10-14 17:36:08 -05:00
John Colvin 4360a1154c Ladder - market size display settings 2018-10-14 16:17:38 -05:00
John Colvin 1cb6066aea Merge branch 'SPARK-1659' into grid-settings 2018-10-14 15:56:48 -05:00
Taha Afzal e85d7b5d0c 1.IntPrice comparison can now compare IntPrices of different exponents 2.copy_book for direct with holes fixed 2018-10-11 17:19:48 -04:00
Jake Norbut 143f660f37 adjusting Symbol column default width 2018-10-11 14:58:40 -05:00
Jake Norbut 4107ac093b OrderBook spit and polish 2018-10-11 14:00:17 -05:00
Pedro Pinto 0b7cdd656e Updated deps files 2018-10-11 17:42:51 +00:00
John Colvin c90752b4f2 OrderBook - small fixes for grid-settings conversion 2018-10-11 11:49:43 -05:00
Jake Norbut f97ccf249f GridSettingsVM is now ipmlements ITemplateSelectorKey so that we can actually see the settings 2018-10-11 09:33:46 -05:00
Kevin Darby c705867218 added <PackageOutputPath> to spark_sdk/spark_sdk.csproj so the nupkg can be shipped with the build 2018-10-10 18:06:12 -04:00
John Colvin 2d3e942f93 fix OrderBook grid settings use_defaults behavior 2018-10-10 16:56:50 -05:00
Jake Norbut d965674ff5 ContentTemplateSelector is now used in SimpleGridSettingsDialog; Ladder now uses this instead of LadderSettingsDialog 2018-10-10 15:52:18 -05:00
Eric Harding a174336baf MDSource should always use the complete book 2018-10-10 11:22:51 -04:00
Eric Harding 746e858f76 SPARK-1659 Typo in simulator implieds 2018-10-10 09:16:24 -04:00
Eric Harding 48702ce266 Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into SPARK-1659 2018-10-10 08:42:42 -04:00
John Colvin 8ba354eda8 SPARK-1780 Orderbook settings - use [new]standard SimpleGridSettingsDialog 2018-10-09 18:48:56 -04:00
Taha Afzal 74b18cf71a added a manual test for implieds in the UI 2018-10-09 17:23:41 -04:00
Eric Harding 65d3b858b3 Fix typo in ExchangeSim which caused implied ask to be shown as bid. 2018-10-09 14:40:07 -04:00
Eric Harding 1e8fd9589b Fix logging crash during shell shutdown 2018-10-09 14:08:22 -04:00
Eric Harding c331c8dde5 Add flag to enable/disable implied forwarding in simulator 2018-10-09 14:08:15 -04:00
Taha Afzal 21a47e2d43 VAP merging into 1659 made the price go to NAN because of the PrizeSize changes 2018-10-09 12:14:05 -04:00
Taha Afzal 8cbe6d7199 MD Aux Service's VAP now uses context.poll instead of its own thread 2018-10-09 12:14:05 -04:00
Michael Harding 58481c9b17 SPARK-1538: Clones incoming 2018-10-09 12:14:05 -04:00
Eric Harding 1b5256d699 SPARK-1742 test can fail when time moves foward 2018-10-09 12:14:05 -04:00
Eric Harding 1e64f930d9 Pass though impileds and settles in simulator 2018-10-09 09:52:52 -04:00
Eric Harding 9630851f1f Add ToString to managed PriceSize 2018-10-09 09:52:42 -04:00
Jake Norbut 46878f009a Updating MinWidth so that remaining windows will all open without a horizontal scrollbar 2018-10-08 15:41:31 -05:00
Jake Norbut ef77826042 MView - shrinking default bid/ask cols from the enlargement I just made 2018-10-08 15:24:20 -05:00
Jake Norbut 344f82dc8f MView spit and polish 2018-10-08 15:16:30 -05:00
Jake Norbut bc362b9778 HyperlinkCell - removed a size i never ended up using 2018-10-08 14:35:53 -05:00
Jake Norbut f17b2cb06d HyperlinkColumn now responds to changes in HorizatonalAlignment 2018-10-08 14:34:19 -05:00
Jake Norbut 1d5878e2f5 HyperlinkCell mouseover behavior now works for all HorizontalAlignments 2018-10-08 14:33:09 -05:00
Jake Norbut 42cfba5ccc TaS spit and polish 2018-10-08 11:30:17 -05:00
Jake Norbut 9e178cf4a1 Remove GetSortingCriteria ext method that is no longer used 2018-10-08 11:04:50 -05:00
Jake Norbut 74cac5815c Fix a variety of small bugs after implementing GridSettings in PnL 2018-10-08 10:43:34 -05:00
Taha Afzal 9b95625603 Wrapper around AdminModel with helper functions 2018-10-08 08:18:55 -04:00
Taha Afzal b47055d814 increasing log period of VAP publisher 2018-10-05 18:36:25 -04:00
Jake Norbut 1a760a579a PnL now support settings 2018-10-05 16:43:13 -05:00
Kevin Darby 76ef5558ea clean up excel build artifacts, fix a null ref. Brian will take it from here 2018-10-05 17:15:32 -04:00
Eric Harding f6b5635715 SPARK-1659 packet may contain implied or direct or both. need to preserve the other market. 2018-10-05 15:45:42 -04:00
Kevin Darby c0e1951f27 caught a reentrancy issue on Brian's version of excel 2018-10-05 15:04:58 -04:00
Jake Norbut 1a7d0d75a8 merge fix problem w/ the DefaultColumns in mview 2018-10-05 13:28:05 -05:00
John Colvin e41a9351c2 Merged in pnl-to-diy (pull request #80)
Pnl to diy

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-10-05 18:07:27 +00:00
John Colvin 7a1ffa1ea9 fix NumericSignBrushConverter 2018-10-05 14:00:09 -04:00
John Colvin db34468bc4 SPARK-1774 pnl - switch to DIYGrid 2018-10-05 13:40:38 -04:00
John Colvin f5d7ea9a47 restructure NumericSignBrushConverter 2018-10-05 13:36:42 -04:00
Jake Norbut dc8c0df0a4 Fix build after merge of SPARK-1659 2018-10-05 11:23:11 -05:00
Kevin Darby 00f2ea75ac Merge branch 'excel' of bitbucket.org:bluetradesys/spark 2018-10-05 10:27:23 -04:00
Michael Harding e4d59e702f SPARK-1769: Remove "Getting Started" as it seems to be causing confusion 2018-10-05 09:28:09 -04:00
Kevin Darby 3def034af8 added sorting and filtering for subscriptions 2018-10-04 18:15:17 -04:00
Jake Norbut b3d3071316 Synth Man - better column width defaults 2018-10-04 16:09:54 -05:00
Jake Norbut 88e352457f Synthetic Management now support Grid settings; need to test still 2018-10-04 15:49:38 -05:00
Eric Harding f1bb6af757 SPARK-1659 Fix for implieds on client side showing up as direct. 2018-10-04 15:59:55 -04:00
Michael Harding 779466ed8d Merged prod into master 2018-10-04 15:36:54 -04:00
John Colvin 97a1cf0162 SPARK-1743 disable column visibility settings for synth ladders 2018-10-04 15:16:35 -04:00
Kevin Darby 38a1139475 got orders working, we need to get rid of MarketDataClient 2018-10-04 15:12:18 -04:00
John Colvin 1821ff8cc7 LadderSettingsView - volume settings help text 2018-10-04 14:20:43 -04:00
John Colvin dd397987ca LadderSettingsView - remove unused code 2018-10-04 14:20:42 -04:00
Eric Harding a5f02c09d8 Extend auto-entitlement to synthetics 2018-10-04 14:12:37 -04:00
Jake Norbut 9b2b320255 merging synth-to-diy; all is well in the grid-settings branch 2018-10-04 12:42:00 -05:00
Jake Norbut 655a89289a Merge branch 'synth-to-diy' into grid-settings 2018-10-04 12:38:30 -05:00
Eric Harding c795feff74 Entitle all sim exchange symbols 2018-10-04 12:58:49 -04:00
John Colvin 911cf8a19c SPARK-1750 Ladder - gracefully handle NaNs in the data 2018-10-04 12:46:48 -04:00
Jake Norbut 7d9aaeac55 ISlowWindow and thsis SyntheticManagement are the bane of my existence 2018-10-04 11:41:14 -05:00
Eric Harding c99d7db058 Merge branch 'SPARK-1669' of bitbucket.org:bluetradesys/spark 2018-10-04 11:35:26 -04:00
Michael Harding 8beccfb510 SPARK-1765: Move Micdata to Market Data Tab 2018-10-04 11:02:38 -04:00
John Colvin 6546ee531f SPARK-1660 Implied Market in MarketView 2018-10-03 19:45:44 -04:00
John Colvin 9ea0e214b6 PriceSize - include 'direct_size' in Equality logic 2018-10-03 19:45:44 -04:00
Kevin Darby 16d43c6766 I think we got orders, need to test tomorrow 2018-10-03 18:35:22 -04:00
Jake Norbut 0ffe8ba972 SyntheticManagement to DIYGrid 2018-10-03 17:00:19 -05:00
Eric Harding 41eb89ed35 SPARK-1749 Invalidate Synthetic book when metadata changes 2018-10-03 17:46:38 -04:00
Kevin Darby 6a0147e0f4 adding custom api for orders from excel the generated ones don't really work 2018-10-03 16:58:47 -04:00
Eric Harding 4d1ea957c3 SPARK-1669 Add super user bit to AuthToken so Sim/Recorder can bypass entitlement 2018-10-03 16:45:11 -04:00
Eric Harding 6f9bad5f11 SPARK-1669 2/2 Enforce entitlement in market data server 2018-10-03 15:03:40 -04:00
Eric Harding 3182bc68ab Fix typo in client.pb.h (qualierifer) 2018-10-03 15:03:32 -04:00
Eric Harding f24ac03034 Improve spark login token (i.e. Dont' hard code it) 2018-10-03 15:02:50 -04:00
John Colvin 9ae087eca1 SPARK-1737 Implied Market in Ladder 2018-10-03 14:58:26 -04:00
John Colvin 08d8dcd53f LadderGridHost - remove redundant 'refresh_depth' method 2018-10-03 14:58:24 -04:00
Taha Afzal 1a279298fd added cons to Book to construct it with a security, thats used by the Spreader now 2018-10-03 13:12:59 -04:00
Eric Harding 479eba940e Fix build from merge 2018-10-03 12:55:09 -04:00
Kevin Darby 74f00e4763 can't quite create an order today, but probably tomorrow. 2018-10-02 18:22:23 -04:00
Kevin Darby 1ce33fe146 spacing 2018-10-02 18:15:39 -04:00
Kevin Darby 19827be1d8 now excel can call in to spark. I can probably send an order 2018-10-02 18:14:27 -04:00
Jake Norbut 4aa64a7b5d Settings - Be sure to launch SimpleGridSettingsDialog with any changes reflected in the vm_factory (user may have made changes on the grid gui which need to be reflected when the settings form launches) 2018-10-02 16:47:17 -05:00
John Colvin 459d097239 Merge branch 'volume_at_price' into SPARK-1659 2018-10-02 17:45:33 -04:00
Taha Afzal 188616d1ce Adding sub event for settlement (which was causing a crash) 2018-10-02 16:46:09 -04:00
John Colvin 9ef1fdb795 ColumnBase raises PropertyChanged for font properties 2018-10-02 16:35:01 -04:00
Kevin Darby c789392e0a generating excel bindings 2018-10-02 16:25:45 -04:00
Eric Harding c09485affc SPARK-1669 1/2 - send login token with market data query 2018-10-02 15:34:20 -04:00
John Colvin e241d13edc SPARK-1665 Net Change and Implied market enums in Synthetic UI 2018-10-02 15:28:56 -04:00
John Colvin df7d791ba1 GridSettings - hook up fontfamily 2018-10-02 14:03:34 -04:00
Jake Norbut b0db7ad4b3 pulling prod in here since i'm gonna make a PR soon 2018-10-02 10:42:45 -05:00
Jake Norbut a29731cb3c TaS - fix default sorting; create GridSettingsManager with rows_vm so that settings changed can be applied to all existing rows and not just new rows 2018-10-02 10:36:08 -05:00
Taha Afzal 9b187797f8 more tests for implied and net_change 2018-10-02 11:26:46 -04:00
Taha Afzal 56ba30e7f4 added tests 2018-10-02 11:26:46 -04:00
Jake Norbut f776099c98 TaS: whoops, more refactoring 2018-10-02 09:41:18 -05:00
Jake Norbut 2825ad833f TaS - Fixing new settings; minor refactoring 2018-10-02 09:37:59 -05:00
Jake Norbut 795915fddc MarketView - don't always save the current GridSetting as Instance settings, they could be defaults 2018-10-01 15:03:50 -05:00
Jake Norbut 1ff0fe0208 Fills - Changing from using startup_data to an IObservable thereof, as such our fills_source is now an IConnectableObservable 2018-10-01 14:47:26 -05:00
Eric Harding 490ad06cf5 SPARK-1698 unless you change the windows' name favorite cannot be removed 2018-10-01 15:31:50 -04:00
Jake Norbut 6d03493bfb Fills - forgot to add various key columns; don't always save the current GridSetting as Instance settings (they could be defaults) 2018-10-01 14:21:46 -05:00
Jake Norbut 080c8cdaa6 WindowSettings - Apply button should only Apply to instance settings 2018-10-01 14:18:00 -05:00
Eric Harding 76ce62f942 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-10-01 14:56:57 -04:00
Eric Harding 6db1aeea3f SPARK-1666 Add tests for synthetic md calculation 2018-10-01 14:39:04 -04:00
Eric Harding a6214a47b5 Intprice subtraction : handle NaN 2018-10-01 14:38:14 -04:00
John Colvin 2da1644f8e KeyDrivenObservableSeries - check 'is_disposed' before subscribing to next inner observable 2018-10-01 14:28:51 -04:00
Jake Norbut e15764eb2b Fills - save new grid settings with state 2018-10-01 10:48:04 -05:00
Jake Norbut 08a6daab00 misc 2018-10-01 09:28:32 -05:00
Jake Norbut ef03b87357 Adding settings to Fills 2018-10-01 09:26:36 -05:00
Eric Harding 0f339f603b Fix: Only publish final settlements 2018-10-01 09:36:25 -04:00
Eric Harding 49796a5c33 Only publish final settlements. 2018-09-28 17:35:01 -04:00
Taha Afzal 51cc64f031 throttling the vap timer log 2018-09-28 13:26:35 -04:00
John Colvin 6bcdc944bf DragRectAdorner - don't animate rect on top of scrollbar 2018-09-28 13:04:34 -04:00
John Colvin 42b4345485 LadderSettings - user can toggle visibility of 'Volume' and 'Last' columns 2018-09-28 12:10:41 -04:00
Eric Harding 20d77d1cf3 Cannot link sdk with benchmarks in sparklib so comment them out 2018-09-28 11:31:26 -04:00
John Colvin 9dd6fc8832 fix CollectionHelper.sync_with_never_duplicate 2018-09-28 11:10:15 -04:00
Eric Harding 3a5f6b331d SPARK-1740 Replace std::vector with boost::small_vector for 100ns improvement. 2018-09-28 09:47:14 -04:00
Jake Norbut d09dbb9422 pair programming at its finest 2018-09-27 16:10:01 -05:00
John Colvin 81afd71d84 GridSettings dialog - column vms maintain immutable properties through load-factory call 2018-09-27 16:59:39 -04:00
Eric Harding da21c57cca Enable selecting release for 'runsparkd.cmd' (for benchmarks) 2018-09-27 15:23:52 -04:00
Eric Harding d6fafee64c Handle possibility of a missing LegSpreaderParams 2018-09-27 15:23:29 -04:00
Eric Harding 0ed884a5ab Enable safe subtration for IntPrice 2018-09-27 14:21:52 -04:00
Jake Norbut 1822ed6aa2 fixing settings immutable bug - default vs NullableBlah?() - i like seeing null, it's make it easier to read 2018-09-27 11:29:37 -05:00
Eric Harding eabfb6a695 SPARK-1712 Use implied or direct market data for synthetic legs 2018-09-27 11:49:09 -04:00
Jake Norbut 58d0a3c688 Fixing sorting - too many criterions 2018-09-27 10:46:43 -05:00
Taha Afzal 8b3d4ba9aa Merge branch 'SPARK-1659' of bitbucket.org:bluetradesys/spark into SPARK-1659 2018-09-26 18:50:02 -04:00
Taha Afzal 8ff94037eb net price and implieds done for spreader 2018-09-26 18:49:52 -04:00
Eric Harding 065f667a79 Fix problem with pesky NaN implied 2018-09-26 18:26:24 -04:00
John Colvin f61b69f6bd fix grid-column-settings immutable values 2018-09-26 18:24:13 -04:00
Eric Harding 9ec85c324c merge from prod 2018-09-26 16:48:55 -04:00
Eric Harding 5ab506e9cd Fix some broken tests so I can more easily write other tests. (tech debt) 2018-09-26 16:41:40 -04:00
Jake Norbut e51d7de309 Freezing all icons; changing Picker icons; misc refactoring 2018-09-26 14:57:31 -05:00
John Colvin 28307b0681 LadderSettingsView.xaml.cs - remove unused field 2018-09-26 14:45:59 -04:00
John Colvin 5af68ccfd0 SPARK-1738 ladders using default settings should clone the settings object, instead of sharing the same one 2018-09-26 14:04:39 -04:00
John Colvin 4002f80ede UserSettingsHub.current getter should be concurrent 2018-09-26 13:57:16 -04:00
Eric Harding 65915a9784 Enable SyncronizeCollectionTests 2018-09-26 13:50:20 -04:00
Eric Harding 7259397e02 Move SecurityTests to spark_test 2018-09-26 13:47:01 -04:00
Jake Norbut 281b4e10b0 functionality matches the spec; I still need to clean up some things 2018-09-26 12:33:08 -05:00
Eric Harding b17a0b1eea Fix logging in Queryserver implied 2018-09-26 09:38:36 -04:00
Kevin Darby 183e070cad Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel 2018-09-25 21:22:07 -04:00
Kevin Darby 6dad1e9965 . 2018-09-25 18:17:38 -04:00
Kevin Darby fe3b46eb14 joined fills and orders with security 2018-09-25 18:12:06 -04:00
Michael Harding d03bde5e9d Merged in CMEMicData (pull request #77)
SPARK-1724: MicData

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-09-25 20:24:13 +00:00
Michael Harding 70426087fc SPARK-1724: Implement Erics suggestions 2018-09-25 16:22:04 -04:00
Eric Harding d7e2c87830 Fix SettlementRecorder 2018-09-25 15:56:36 -04:00
John Colvin 22b1bfa777 SPARK-1671 Volume at price level (UI) 2018-09-25 15:39:48 -04:00
John Colvin 4ea9c6c28d Export MarketDataAuxiliaryService in ShellServices 2018-09-25 15:23:04 -04:00
Eric Harding 2cb5cddb91 Increment market data shm version 2018-09-25 14:58:22 -04:00
Eric Harding cc0dd649ea SPARK-1712 Change settlement price to IntPrice 2018-09-25 14:57:01 -04:00
Kevin Darby 8bcec6b898 got orders 2018-09-25 14:09:32 -04:00
Eric Harding 49e24804f7 SPARK-1659 move settlement into hot data section so we can use it to compute books 2018-09-25 13:35:28 -04:00
Eric Harding 7958ce236f SPARK-1659 Make PriceSize 3rd argument type safe 2018-09-25 10:22:28 -04:00
Taha Afzal f3c55f0981 Merging with net_change 2018-09-25 10:15:23 -04:00
Eric Harding 195049f010 Add POST_CLOSE exchange status enum value 2018-09-25 09:58:14 -04:00
Taha Afzal dc9df4af09 net change pricing hooked up, need some optimizations in PriceSize for speed 2018-09-25 09:46:07 -04:00
Kevin Darby a26955e07d cleanup 2018-09-24 18:26:42 -04:00
Kevin Darby 9330b40d14 cleaning up excel code 2018-09-24 18:13:48 -04:00
Kevin Darby e61f4c96b3 excel for spark 2018-09-24 17:50:50 -04:00
Eric Harding add6f99189 SPARK-1659 Fix operator < (cpp) 2018-09-24 16:32:18 -04:00
Eric Harding 37c6b5d46d SPARK-1711 Expose direct/implied markets in managed 2018-09-24 16:32:04 -04:00
Michael Harding 58e4de2f77 SPARK-1724: MicData 2018-09-24 16:29:42 -04:00
Jake Norbut 0ff7adf73b SimpleGridSettingsManager now reflects settings changes immediately after they are made 2018-09-24 15:13:41 -05:00
Eric Harding 3ffc130889 SPARK-1711 Refactor PriceSize.cs 2018-09-24 13:41:41 -04:00
Eric Harding 69d75292ee SPARK-1712 add synthetic leg parameter for implied/direct book 2018-09-24 12:55:39 -04:00
Eric Harding d6539348ea SPARK-1659 Refactor to use IntPrice everywhere to reduce logic duplication 2018-09-24 12:54:52 -04:00
Jake Norbut 4d00be1ab5 fix build error; fix Columns VerticalAlgnment so that the expected behavior is followed when collapsed 2018-09-24 11:22:48 -05:00
Taha Afzal 505b01cdcb Settlements hooked to the order infrastructure 2018-09-23 20:14:40 -04:00
Eric Harding e8b210913c SPARK-1659 Refactor PriceSize to PriceSizeSize 2018-09-21 16:48:59 -04:00
John Colvin 2e10e997b0 prepare simple-grid-settings default\custom infrastructure 2018-09-21 15:46:33 -04:00
Kevin Darby 9be342f0c1 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-21 13:20:42 -04:00
Michael Harding f1af9e31d0 SPARK-1699: Merge release notes into single file in the manual 2018-09-21 12:48:58 -04:00
Michael Harding 51e58c0e58 SPARK-1699: Fix link to h1 in manual 2018-09-21 12:48:58 -04:00
Jake Norbut 530975d9de before john's pr to help me get a handle on the SimpleGridSettingsManager and the WindowSettings 2018-09-21 11:11:31 -05:00
Kevin Darby 81ae1ef059 Merge branch 'excel' of bitbucket.org:bluetradesys/spark into excel 2018-09-21 11:59:37 -04:00
Kevin Darby a7caf78e6c builds 2018-09-21 11:28:28 -04:00
Kevin Darby 05ca579dcb moving excel code over 2018-09-21 11:28:28 -04:00
Kevin Darby 498d46320a spark now has an excel api 2018-09-21 11:28:28 -04:00
Eric Harding 58a1e486fb Merge prod->master 2018-09-21 11:27:27 -04:00
Kevin Darby 2eb3ff4347 builds 2018-09-21 11:21:08 -04:00
Michael Harding 79e1adbf7b Merged SPARK-1701-move-about-spark-in-the-help-menu into master 2018-09-21 10:44:22 -04:00
Michael Harding 5f214dc933 SPARK-1701: going down 2018-09-21 10:43:39 -04:00
Kevin Darby 6582065be0 moving excel code over 2018-09-21 09:38:53 -04:00
Kevin Darby 3b6c998f67 spark now has an excel api 2018-09-20 18:20:40 -04:00
Eric Harding f560a9e603 Shrink PriceSize 2018-09-20 15:34:25 -04:00
Taha Afzal 83889f2cbc Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-09-19 22:03:10 -04:00
Kevin Darby d8810478fe Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-19 18:16:25 -04:00
Eric Harding d20e937a79 SPARK-1713 Add implied to QueryServer 2018-09-19 18:08:52 -04:00
Eric Harding 1a4ba59a2a Fix build 2018-09-19 16:55:02 -04:00
Kevin Darby ff19a700d9 whoops 2018-09-19 16:50:24 -04:00
Kevin Darby c5ee98ebaa Merge branch 'dynamic2' of bitbucket.org:bluetradesys/spark 2018-09-19 16:49:23 -04:00
Kevin Darby 3dbfd2ebfd Eric's PR comments 2018-09-19 16:47:42 -04:00
Eric Harding ec3f246576 Fix build. Can't seem to get this right today. 2018-09-19 11:31:24 -04:00
Eric Harding 78b1fe8663 Fix build. 2018-09-19 11:16:23 -04:00
Eric Harding cfe51cdf82 base64 encode jake's favorite log message 2018-09-19 10:00:39 -04:00
Taha Afzal b7a99047ed Moved the VolumeAtPrice toggle to inside the MarketDataAuxiliatyServiceServer.cpp 2018-09-19 09:48:40 -04:00
Taha Afzal 98eb65c99f Merge conflict that was left out accidentally 2018-09-18 19:37:16 -04:00
Taha Afzal d1f346b28c Added buy/sell/passive volume to Volume At Price 2018-09-18 19:21:05 -04:00
Kevin Darby a71b6b3b99 cleaned up Top, Join algos, added Offset Algo. 2018-09-18 18:16:58 -04:00
Taha Afzal 39bf6ebaa5 git cherry-pick add file 2018-09-18 17:54:34 -04:00
Taha Afzal 9011df884e fixing header inclusions 2018-09-18 17:53:23 -04:00
Taha Afzal 92490e1a75 SPARK-1672(Volume at price) 2018-09-18 17:51:01 -04:00
Taha Afzal 8ee6d6d860 cherry pick add file 2018-09-18 17:50:05 -04:00
Taha Afzal 543dfa8509 SPARK-1672 scaffolding 2018-09-18 17:47:27 -04:00
Taha Afzal a8bc7a071e SPARK-1672 VAP initial check in 2018-09-18 17:44:18 -04:00
Eric Harding 02071c1289 SPARK-1709 Update OnixS to write direct/implied 2018-09-18 16:45:27 -04:00
Jake Norbut ce80e12451 really fix GridColumnSettings.with() regarding horizontal_alignment 2018-09-18 15:13:27 -05:00
Jake Norbut a04df917d4 fixing null Ref when creating ToS settings 2018-09-18 15:06:54 -05:00
Jake Norbut 0a7d8f931b fix GridColumnSettings.with() function (don't override horizontal_alignments inadvertantly) 2018-09-18 14:44:10 -05:00
Kevin Darby 0e28c9d01c John is going to route this to the right place 2018-09-18 15:16:10 -04:00
John Colvin 77105029d3 fix GridColumnSettings.with() function (don't override width inadvertantly) 2018-09-18 14:48:35 -04:00
Kevin Darby e722e666c2 restricted UI to primitives, enums, and a single child. Works though 2018-09-18 14:47:17 -04:00
John Colvin 5fe0b0c58b SimpleGridSettingsManager - fix immutable col settings flags 2018-09-18 14:28:21 -04:00
Taha Afzal 8730a7def3 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-18 14:11:35 -04:00
Kevin Darby 5fa6bee510 didn't need that converter after all 2018-09-17 23:24:03 -04:00
Kevin Darby 8adf682946 made some progress; need some help on the converter 2018-09-17 23:12:09 -04:00
Kevin Darby b2bf529ed7 starting dyn order templating stuff 2018-09-17 18:15:34 -04:00
Jake Norbut f77f7b091d MView - Fixing Size and Price fg color, disallowing fg color overrides 2018-09-17 15:00:19 -05:00
Kevin Darby 2203086c87 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-17 13:06:57 -04:00
Jake Norbut 4f9111b8a0 MView - now supports GridSettings 2018-09-17 11:10:26 -05:00
Jake Norbut 94cda9a09b TOS: hooking up selection highlight property 2018-09-17 11:08:18 -05:00
Eric Harding 094fc47990 Update CMEConnection::feed_type to string instead of char for "SMBO" type channels. 2018-09-17 10:59:03 -04:00
Taha Afzal 92c1508b8c Put the VolumeAtPrice behind a toggle config 2018-09-14 14:58:35 -04:00
Jake Norbut 466915f6e9 Updating MICS conf to use unquoted enum string rather than enum value 2018-09-14 13:57:37 -05:00
Pedro Pinto 1c68cfa08e Fixed clang warning. 2018-09-13 20:44:28 +00:00
Pedro Pinto cc75872c04 Fixed crashing bug in order plugin. 2018-09-13 20:28:48 +00:00
Pedro Pinto 7e93866596 Tweaks to metrics tools. 2018-09-13 20:28:48 +00:00
Taha Afzal f4213eefe9 fixing header inclusions 2018-09-13 16:26:06 -04:00
John Colvin 29afa7f3b1 create SimpleGridSettingsManager/VM (no sound-triggers) 2018-09-13 15:42:57 -04:00
Taha Afzal 72bfafb376 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-09-13 15:24:58 -04:00
Taha Afzal 5dbacfddd5 SPARK-1672(Volume at price) 2018-09-13 15:24:49 -04:00
Pedro Pinto e29ea5d89b SPARK-1514, Server side SDK code complete. 2018-09-12 18:43:17 +00:00
Eric Harding 45283593ce SPARK-1710 Add good test coverage for read_combined() 2018-09-12 13:03:43 -04:00
Eric Harding 00d91353a4 SPARK-1710 add read_direct/read_implied/read_merged accessors for market data 2018-09-11 17:27:15 -04:00
Eric Harding 2885d929a8 Safe me from my own mistyping 2018-09-11 15:19:10 -04:00
Eric Harding a3e5bc4fba Prune unused script from tools 2018-09-11 12:50:20 -04:00
Eric Harding 7944338516 add test watching script (linux) 2018-09-11 16:15:39 +00:00
Taha Afzal bb19f737d5 SPARK-1672 hooked up the timer for polling 2018-09-10 22:28:48 -04:00
John Colvin 77854a3cf0 SPARK-1714 Ladder account - unable to pick a selection on server restart 2018-09-10 18:56:41 -04:00
Taha Afzal d29ec26beb SPARK-1672 scaffolding 2018-09-10 15:11:18 -04:00
Michael Harding d64810e234 Merged in SPARK-1678 (pull request #72)
SPARK-1678
2018-09-10 17:44:43 +00:00
Taha Afzal f3d2c9e5b9 SPARK-1672 VAP initial check in 2018-09-10 12:39:22 -04:00
Eric Harding 63ac084a17 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-10 11:24:37 -04:00
Eric Harding 29f7c24a00 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-10 10:40:33 -04:00
Taha Afzal 58c298fed8 Changing the AdminService -> OrderService call to async 2018-09-10 10:18:05 -04:00
Taha Afzal ee825f76c7 SPARK-1696 completed 2018-09-09 21:27:54 -04:00
Taha Afzal dfb33efd45 SPARK-1696 util functions added 2018-09-09 11:00:51 -04:00
Taha Afzal dd7ebc54a2 Permissions functions in AminServiceUtils 2018-09-07 19:22:32 -04:00
Kevin Darby 8f99d8d9ca Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-09-07 17:37:57 -04:00
Kevin Darby c411a0c792 Merge branch 'order-def-templates' of bitbucket.org:bluetradesys/spark 2018-09-07 17:37:17 -04:00
Michael Harding bc8513778b Move Account controls into tab contents 2018-09-07 17:33:20 -04:00
Michael Harding 501dc37e94 F# type system is less resilient than it thinks it is 2018-09-07 17:17:42 -04:00
Michael Harding c58b5fb0e6 SPARK-1678: Cancel orders for account 2018-09-07 17:10:19 -04:00
Michael Harding f89f2b8ad0 Remove Beta from SparkAdmin 2018-09-07 17:10:18 -04:00
Pedro Pinto 5e3e85641d Merged from prod 2018-09-07 21:00:35 +00:00
John Colvin 4a5f71e7f2 fix build 2018-09-07 16:37:23 -04:00
Kevin Darby 92d7503528 cmake? 2018-09-07 16:18:46 -04:00
Kevin Darby 773f3db976 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-09-07 16:17:47 -04:00
Eric Harding dd5b489e8f SPARK-1659 Update producer api to handle implied markets (push early for emumba) 2018-09-07 09:29:41 -04:00
Taha Afzal 7bda1cc1cc Permissions proto and service member added 2018-09-06 21:51:10 -04:00
Eric Harding 58e88812b1 SPARK-1693 - Code quota reached. Have to delete some. 2018-09-06 13:54:02 -04:00
Eric Harding db80631901 Fix "some projects had trouble loading" in vscode 2018-09-06 12:21:05 -04:00
Taha Afzal 593944266d merging 2018-09-06 10:47:29 -04:00
Taha Afzal b8883fc8ae SPARK-1668 reporting stream is done 2018-09-06 10:31:33 -04:00
Taha Afzal efac4a6077 SPARK-1668 foundation 2018-09-06 10:31:33 -04:00
Jake Norbut cb22d21f70 Merged parsing_mics into master 2018-09-06 07:57:15 -05:00
Jake Norbut f6b17d9541 Merge branch 'master' of bitbucket.org:bluetradesys/spark into parsing_mics 2018-09-06 07:56:18 -05:00
Pedro Pinto 7a1298e015 Merge from QA 2018-09-05 18:36:49 -04:00
Jake Norbut 0a81521e6e changing to Taha's proto, not int32, silly man 2018-09-05 13:56:27 -05:00
Jake Norbut 8771281954 Updating script to parse and dump mics 2018-09-05 13:26:50 -05:00
Jake Norbut b50381d386 adding an unset enum state to CMEMics 2018-09-05 12:38:12 -05:00
Jake Norbut 91345cf9d2 renaming cpp_config proto and conf to cme_reference_data 2018-09-05 12:37:25 -05:00
Taha Afzal 19b3ba6615 SPARK-1668 MIC enums added 2018-09-05 12:41:03 -04:00
Taha Afzal 6b68029b6d adding comments to SPARK-1679 protos 2018-09-05 10:03:38 -04:00
Taha Afzal 15c8a8bf28 SPARK-1679 done ! 2018-09-05 09:55:05 -04:00
Taha Afzal 2b2fe02315 SPARK-1679 get_order_summary done 2018-09-04 22:13:25 -04:00
Taha Afzal 1f4c91a344 SPARK-1679 2018-09-04 10:37:45 -04:00
Taha Afzal 92f8f74d8f SPARK-1679 2018-09-04 08:51:50 -04:00
John Colvin ad2869ea6f OrderPropertiesEditor - use id and order-type to match selected orderdef in inlineprops 2018-09-02 13:06:29 -04:00
John Colvin 979506d5be OrderTemplateKey/Header - override ToString 2018-09-02 12:38:13 -04:00
John Colvin bc6e792855 SPARK-1684 ladder/ticket - infrastructure for order definition templates 2018-09-01 21:25:20 -04:00
Eric Harding 5df90f27c8 Update onixs license 2018-08-29 10:47:07 -04:00
Pedro Pinto d571642454 Removed test code from SDK example 2018-08-28 10:21:16 -04:00
Pedro Pinto 0695ddc33e Moved subrepo ptr 2018-08-28 13:24:08 +00:00
Pedro Pinto c97e7675fd Testing SDK 2018-08-28 13:20:56 +00:00
Pedro Pinto 526805680a Updated cmake files 2018-08-24 18:14:24 +00:00
Pedro Pinto 03e3549895 Merged 2018-08-24 13:56:35 -04:00
Pedro Pinto ebbc48771b Merge 2018-08-19 13:26:56 -04:00
Pedro Pinto 2d6fb5c15c cleaned up build 2018-08-19 17:24:40 +00:00
1237 changed files with 64418 additions and 24613 deletions

No files matched your search

+6
View File
@@ -24,5 +24,11 @@ project.lock.json
src/server/sparkd/orderman/perf_analysis/data
src/server/sparkd/orderman/perf_analysis/logs/
src/server/sparkd/orderman/perf_analysis/trace_data/
.fake
*.fsx.lock
*.code-workspace
src/lib/orderman/perf_analysis/logs/latency_data/
trace_data/
/src/lib/orderman/perf_analysis/last_pretty_log.csv
/src/lib/orderman/perf_analysis/log.csv
/doc/user/public/*
+28 -69
View File
@@ -6,7 +6,7 @@
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceRoot}/build/ninja_debug/src/server/sparkd/sparkd",
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
"args": ["run"],
"stopAtEntry": false,
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
@@ -36,13 +36,24 @@
"name": "SDK Launch",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
"args": ["md","GLBX","Future","ZN", "ZNU8"],
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
"args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
},
{
"name": "Excel Launch",
"type": "clr",
"request": "launch",
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
"args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Client Tests",
"type": "clr",
@@ -54,7 +65,7 @@
"externalConsole": true,
"requireExactSource": false
},
{
{
"name": "Client Attach",
"type": "clr",
"request": "attach",
@@ -64,10 +75,11 @@
"name": "SparkVM Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": ["run"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
@@ -85,7 +97,12 @@
"description": "Skip STL",
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
"ignoreFailures": true
}
},
{
"description": "LD LIBRARY",
"text": "set env LD_LIBRARY_PATH=.",
"ignoreFailures": false
}
],
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
@@ -197,10 +214,10 @@
"name": "MD Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"args": ["test", "[md]"],
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": ["test", "[mbo]"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
@@ -264,63 +281,5 @@
"RedirectOutput"
]
},
{
"name": "edge-asp051",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/sparkd",
"args": ["run"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
"preLaunchTask": "",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "enable pretty-printer",
"ignoreFailures": true
}
],
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": ["bts@edge-asp051"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/bts/": "${workspaceRoot}"
}
},
{
"name": "Docker Launch",
"type": "cppdbg",
"request": "launch",
"program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
"args": ["test"],
"stopAtEntry": false,
"cwd": "/bts/build/gcc_debug/src/server/sparkd",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
"preLaunchTask": "",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "enable pretty-printer",
"ignoreFailures": true
}
],
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": ["-p 2000","root@localhost"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/bts/": "${workspaceRoot}"
}
}
]
}
+6 -1
View File
@@ -41,19 +41,24 @@ else ()
-Wno-missing-braces -Wno-ignored-qualifiers \
--std=c++17 -fdiagnostics-color")
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
add_subdirectory(src/server/sparkd)
add_subdirectory(src/lib)
add_subdirectory(src/web)
add_subdirectory(doc/user)
add_subdirectory(src/sdk)
add_subdirectory(src/data_files)
add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/defaults ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
COMMENT "Creating server runtime layout"
DEPENDS sparkd data_files_dir)
+44
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@@ -25,3 +25,47 @@
***** FillStore
***** SecuritySrc
* Benchmarks
* OrderMan
** OrderServices
*** callbacks
**** standard
- update
- cancel
- crack
- activate
- book
- settlement
- child order state
- timer
**** low level
- exe reports
- cancel rejects
- gateway status
*** services
**** standard
- secdb
- get time
- schedule actions
- order builder
- activate
- update
- cancel
- crack
**** low level
- governor
- send fix
- get time str
- limiter
** Internalize plan
- change order initiated update/cancel/crack/activate/report_state to
use direct method calls
- need to watch out for reentrancy
- need to also report state externally
- also want to separate active from non active orders in map to speed
up look ups
- want to use direct references in orders to avoid lookups
- want to change how time is captured, the trace is too big to copy
around
+82
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@@ -0,0 +1,82 @@
# The BTS Development Process #
## Projects ##
Our development work is organized in projects. A project is a
non-trivial effort to specify, develop and validate a related set of
additions to our Spark platform. A project can be assigned to one more
developers and a developer might concurrently be assigned to multiple
projects. Projects typically start out with specification work,
proceed to implementation and finish with validation efforts. At any
given time there will be multiple projects being worked on
concurrently. A project is concluded when the features it implements
are merged into the product and deployed to customers.
## The Details ##
Typically project ideas come from sales interactions, opposition
research and customer feedback, all tough on occasion development or
operational requirements can also suggest valuable project
ideas. Whatever the source of a project idea the final decision of
which projects to pursue is always done by management. Once a project
idea has been selected for implementation the corresponding project
will go through several phases: inception, specification, development,
validation and merge.
* Inception. In this phase the infrastructure for the project is
created. Typically this means selecting a team, creating a project
case in Jira (that is a case assigned to the team@bluetradesys.com
Jira user) and possibly creating a new branch for the project. This
phase is mostly mechanical and the responsibility of Pedro.
* Specification. The specification phase turns a usually vague and
ill-considered idea project idea into a concrete, implementable
specification that attempts to maximize the value/cost ratio of the
project. It is hard to exaggerate the impact of a this phase on the
rest of the project. *Nothing* has more impact on BTS's ability to
quickly deliver value to customers than good specification work. A
specification typically takes the form of a shared google docs using
a mix of text and UI mock-ups to capture both user requirements and
suggested implementation strategies. Taha and Kevin are responsible for this
phase.
* Development. Once a specification is complete, a team of developers
will use a project specific branch to implement the
specification. Periodically, typically once a week, progress on the
project is assessed by Pedro, possibly with the help of others. This
assessment takes the form of code reviews, demos, or just one-on-one
conversations. To ensure development does not go off on tangents,
developers are expected to continuously merge master into the project
branch as well as encouraged to create Pull Requests (PRs) early in
the project implementation, so that their work is kept visible and
integrated with that of the rest of the group. During the
implementation phase developers should reach out to Pedro for UI
reviews, architecture and design questions and specification trade off
concerns.
* Verification. Once code is complete it is the project's team job to
think carefully about the best way to verify that the work is solid
enough to go to production. We do not have a dedicated QA cycle to
flush out bugs so it is important for changes to be fully tested
before being marked ready to merge (RTM). For any non-trivial change
project teams should enlist a 'test buddy' from outside the team to
help review the code and think of test cases that they may not have
considered. Stability from release to release is especially critical
right now as we develop a reputation in the futures
world. Additionally, project teams are encouraged to make liberal use
of other testing techniques such as
- Unit tests
- System tests
- Manual tests
* Merge. Once a project is considered complete by developers, a PR
that includes Pedro should be created (unless, as mentioned above, an
early PR was already created in the development phase). Whether the PR
already existed or not, its description should be changed to start
with the RTM (Ready To Merge) acronym. This marks the project as ready
to be merged into master. Once a week, typically on Mondays, Pedro
will go through every PR marked as "Ready To Merge", build it, check
it out and if everything looks good merge it to master. At the end of
the day the resulting master will be tagged with a new version
number. This version will be go through some additional testing by
Brian and will then be deployed by Karl and Pete to customers
throughout the rest of the week.
+1
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@@ -0,0 +1 @@
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/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/bts_spark_sdk/Client/Overview.md;content/bts_spark_sdk/Client/Threading.md;content/bts_spark_sdk/Client/_index.md;content/bts_spark_sdk/Server/_index.md;content/bts_spark_sdk/_index.md;content/release_notes/_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)
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cmake_minimum_required(VERSION 3.5)
project(doc)
include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
# DEPENDENCIES
set(DOC_GLOBS
*.md
*.jpeg
*.png
*.html
*.css
*.js
*.eot
favicon.ico
)
file (GLOB_RECURSE All_Deps RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} ${DOC_GLOBS})
set (All_Deps ${All_Deps} ${CMAKE_CURRENT_SOURCE_DIR}/build.sh)
update_deps_file("${All_Deps}")
# END DEPENDENCIES
add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/web/docs/index.html
COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build.sh
ARGS ${CMAKE_BINARY_DIR}/web/docs/ ${CMAKE_BINARY_DIR}
COMMENT "Building Manual UI"
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
DEPENDS ${All_Deps})
add_custom_target(doc_manual_bundle ALL DEPENDS ${CMAKE_BINARY_DIR}/web/docs/index.html)
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@@ -1,12 +0,0 @@
{% extends "base.html" %}
{% block content %}
<div class="row-fluid">
<div id="main-content" class="span12">
<h1 id="404-page-not-found" style="text-align: center">404</h1>
<p style="text-align: center"><strong>Page not found</strong></p>
</div>
</div>
{% endblock %}
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Whitespace-only changes.
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<!DOCTYPE html>
<html lang="en">
<head>
{%- block site_meta %}
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<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" />
{% if config.site_author %}<meta name="author" content="{{ config.site_author }}">{% endif %}
{% if page and page.canonical_url %}<link rel="canonical" href="{{ page.canonical_url }}">{% endif %}
{% if config.site_favicon %}<link rel="shortcut icon" href="{{ base_url }}/{{ config.site_favicon }}">
{% else %}<link rel="shortcut icon" href="{{ base_url }}/img/favicon.ico">{% endif %}
{%- endblock %}
{%- block htmltitle %}
<title>{% if page and page.title and not page.is_homepage %}{{ page.title }} - {% endif %}{{ config.site_name }}</title>
{%- endblock %}
{%- block styles %}
<link rel="stylesheet" href="{{ base_url }}/css/bts.css" type="text/css" />
<link href="{{ base_url }}/css/font-awesome.min.css" rel="stylesheet">
<link href="{{ base_url }}/css/base.css" rel="stylesheet">
<link rel="stylesheet" href="{{ base_url }}/css/highlight.css">
<link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
<link rel="stylesheet" href="{{ base_url }}/css/local.css?1529096332" type="text/css" />
<!--link rel="stylesheet" href="https://www.bluetradingsystems.com/templates/bluetradesys/scripts/colorbox-master/example5/colorbox.css" type="text/css" /-->
<!--[if lt IE 9]>
<script src="https://oss.maxcdn.com/libs/html5shiv/3.7.0/html5shiv.js"></script>
<script src="https://oss.maxcdn.com/libs/respond.js/1.4.2/respond.min.js"></script>
<![endif]-->
{%- for path in extra_css %}
<link href="{{ path }}" rel="stylesheet">
{%- endfor %}
{%- endblock %}
{%- block extrahead %} {% endblock %}
<script>
dataLayer = [];
</script>
<script>
debug_mode = location.hostname !== "www.bluetradingsystems.com";
if(debug_mode)
{
console.log("debug mode enabled (no analytics)");
if(location.hostname !== "www.bluetradingsystems.com")
{
console.log("Hostname != www.bluetradingsystems.com");
}
}
else
{
(function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
})(window,document,'script','dataLayer','GTM-56FHG8R');
}
</script>
<script src="{{ base_url }}/js/jquery-1.10.2.min.js" defer></script>
<script src="{{ base_url }}/js/bootstrap-3.0.3.min.js" defer></script>
</head>
<body{% if page and page.is_homepage %} class="homepage"{% endif %}>
<!-- Google Tag Manager (noscript) -->
<noscript><iframe src="https://www.googletagmanager.com/ns.html?id=GTM-56FHG8R"
height="0" width="0" style="display:none;visibility:hidden"></iframe></noscript>
<!-- End Google Tag Manager (noscript) -->
{% include "nav.html" %}
<div class="container">
{%- block content %}
<div class="col-md-3">{% include "toc.html" %}</div>
<div class="col-md-9" role="main">{% include "content.html" %}</div>
{%- endblock %}
</div>
<footer class="col-md-12">
{%- block footer %}
{%- if config.copyright %}
<p>{{ config.copyright }}</p>
{%- endif %}
{%- endblock %}
</footer>
{%- block scripts %}
<script>var base_url = '{{ base_url }}';</script>
<script src="{{ base_url }}/js/base.js" defer></script>
{%- for path in extra_javascript %}
<script src="{{ path }}" defer></script>
{%- endfor %}
{%- endblock %}
{% if 'search' in config['plugins'] %}{%- include "search-modal.html" %}{% endif %}
{%- include "keyboard-modal.html" %}
{% if page and page.is_homepage %}
<!--p style="float:right; padding: 1em; color:#bbb;">
Build Date UTC : {{ build_date_utc }}
</p-->
{% endif %}
<script src="{{ base_url }}/js/highlight.pack.js" defer></script>
<script src="https://cdn.rawgit.com/google/code-prettify/master/loader/run_prettify.js"></script>
<!--script src="https://www.bluetradingsystems.com/templates/bluetradesys/scripts/colorbox-master/jquery.colorbox-min.js"></script-->
</body>
</html>
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{% if page.meta.source %}
<div class="source-links">
{% for filename in page.meta.source %}
<span class="label label-primary">{{ filename }}</span>
{% endfor %}
</div>
{% endif %}
{{ page.content }}
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body {
padding-top: 70px;
}
/* Replacement for `body { background-attachment: fixed; }`, which has
performance issues when scrolling on large displays. See #1394. */
body::before {
content: ' ';
position: fixed;
width: 100%;
height: 100%;
top: 0;
left: 0;
background-color: #f6f6f6;
will-change: transform;
z-index: -1;
}
body > .container {
min-height: 400px;
}
ul.nav .main {
font-weight: bold;
}
.col-md-3 {
padding-left: 0;
}
.col-md-9 {
padding-bottom: 100px;
}
.source-links {
float: right;
}
.col-md-9 img {
max-width: 100%;
display: inline-block;
padding: 4px;
line-height: 1.428571429;
background-color: #fff;
border: 1px solid #ddd;
border-radius: 4px;
margin: 20px auto 30px auto;
}
/*
* The code below adds some padding to the top of the current anchor target so
* that, when navigating to it, the header isn't hidden by the navbar at the
* top.
*/
:target::before {
content: "";
display: block;
margin-top: -75px;
height: 75px;
pointer-events: none;
}
h1 {
color: #444;
font-weight: 400;
font-size: 42px;
}
h2, h3, h4, h5, h6 {
color: #444;
font-weight: 300;
}
hr {
border-top: 1px solid #aaa;
}
pre, .rst-content tt {
max-width: 100%;
background: #fff;
border: solid 1px #e1e4e5;
color: #333;
overflow-x: auto;
}
code.code-large, .rst-content tt.code-large {
font-size: 90%;
}
code {
padding: 2px 5px;
background: #fff;
border: solid 1px #e1e4e5;
color: #333;
white-space: pre-wrap;
word-wrap: break-word;
}
pre code {
background: transparent;
border: none;
white-space: pre;
word-wrap: normal;
font-family: monospace,serif;
font-size: 12px;
}
kbd {
padding: 2px 4px;
font-size: 90%;
color: #fff;
background-color: #333;
border-radius: 3px;
-webkit-box-shadow: inset 0 -1px 0 rgba(0,0,0,.25);
box-shadow: inset 0 -1px 0 rgba(0,0,0,.25);
}
a code {
color: #2FA4E7;
}
a:hover code, a:focus code {
color: #157AB5;
}
footer {
margin-top: 30px;
margin-bottom: 10px;
text-align: center;
font-weight: 200;
}
.modal-dialog {
margin-top: 60px;
}
/*
* Side navigation
*
* Scrollspy and affixed enhanced navigation to highlight sections and secondary
* sections of docs content.
*/
/* By default it's not affixed in mobile views, so undo that */
.bs-sidebar.affix { /* csslint allow: adjoining-classes */
position: static;
}
.bs-sidebar.well { /* csslint allow: adjoining-classes */
padding: 0;
max-height: 90%;
overflow-y: auto;
}
/* First level of nav */
.bs-sidenav {
padding-top: 10px;
padding-bottom: 10px;
border-radius: 5px;
}
/* All levels of nav */
.bs-sidebar .nav .active ul > li > a {
display: block;
padding: 5px 20px;
z-index: 1;
}
.bs-sidebar .nav .active ul {
list-style-type: none;
padding-left: 1ex;
}
.bs-sidebar .nav > li > a:hover,
.bs-sidebar .nav > li > a:focus,
.bs-sidebar .nav .active ul li:hover > a,
.bs-sidebar .nav .active ul li:focus > a {
text-decoration: none;
border-right: 1px solid;
}
.bs-sidebar .nav > .active > a,
.bs-sidebar .nav > .active:hover > a,
.bs-sidebar .nav > .active:focus > a,
.bs-sidebar .nav .active ul li.active > a,
.bs-sidebar .nav .active ul li.active:hover > a,
.bs-sidebar .nav .active ul li.active:focus > a {
font-weight: bold;
background-color: transparent;
border-right: 1px solid;
}
/* Nav: second level (shown on .active) */
.bs-sidebar .nav .nav {
display: none; /* Hide by default, but at >768px, show it */
margin-bottom: 8px;
}
.bs-sidebar .nav .nav > li > a {
padding-top: 3px;
padding-bottom: 3px;
padding-left: 30px;
font-size: 90%;
}
/* Show and affix the side nav when space allows it */
@media (min-width: 992px) {
/* Workaround a Safari bug when zooming to < 100%
https://github.com/mkdocs/mkdocs/issues/1050 */
.col-md-9 {
box-sizing: border-box; /* csslint allow: box-sizing */
padding-left: 25%;
width: 100%;
}
.bs-sidebar .nav > .active > ul {
display: block;
}
/* Widen the fixed sidebar */
.bs-sidebar.affix, /* csslint allow: adjoining-classes */
.bs-sidebar.affix-bottom { /* csslint allow: adjoining-classes */
width: 213px;
}
.bs-sidebar.affix { /* csslint allow: adjoining-classes */
position: fixed; /* Undo the static from mobile first approach */
top: 80px;
}
.bs-sidebar.affix-bottom { /* csslint allow: adjoining-classes */
position: absolute; /* Undo the static from mobile first approach */
}
.bs-sidebar.affix-bottom .bs-sidenav, /* csslint allow: adjoining-classes */
.bs-sidebar.affix .bs-sidenav { /* csslint allow: adjoining-classes */
margin-top: 0;
margin-bottom: 0;
}
}
@media (min-width: 1200px) {
/* Widen the fixed sidebar again */
.bs-sidebar.affix-bottom, /* csslint allow: adjoining-classes */
.bs-sidebar.affix { /* csslint allow: adjoining-classes */
width: 263px;
}
}
.headerlink {
font-family: FontAwesome;
font-size: 14px;
display: none;
padding-left: .5em;
}
h1:hover .headerlink, h2:hover .headerlink, h3:hover .headerlink, h4:hover .headerlink, h5:hover .headerlink, h6:hover .headerlink{
display:inline-block;
}
.admonition {
padding: 15px;
margin-bottom: 20px;
border: 1px solid transparent;
border-radius: 4px;
text-align: left;
}
.admonition.note { /* csslint allow: adjoining-classes */
color: #19bbff;
background-color: #d9edf7;
border-color: #bce8f1;
}
.admonition.warning { /* csslint allow: adjoining-classes */
color: #bf6600;
background-color: #fcf8e3;
border-color: #fbeed5;
}
.admonition.danger { /* csslint allow: adjoining-classes */
color: #f04124;
background-color: #f2dede;
border-color: #eed3d7;
}
.admonition-title {
font-weight: bold;
text-align: left;
}
.dropdown-submenu {
position: relative;
}
.dropdown-submenu>.dropdown-menu {
top: 0;
left: 100%;
margin-top: -6px;
margin-left: -1px;
-webkit-border-radius: 0 6px 6px 6px;
-moz-border-radius: 0 6px 6px;
border-radius: 0 6px 6px 6px;
}
.dropdown-submenu:hover>.dropdown-menu {
display: block;
}
.dropdown-submenu>a:after {
display: block;
content: " ";
float: right;
width: 0;
height: 0;
border-color: transparent;
border-style: solid;
border-width: 5px 0 5px 5px;
border-left-color: #ccc;
margin-top: 5px;
margin-right: -10px;
}
.dropdown-submenu:hover>a:after {
border-left-color: #fff;
}
.dropdown-submenu.pull-left { /* csslint allow: adjoining-classes */
float: none;
}
.dropdown-submenu.pull-left>.dropdown-menu { /* csslint allow: adjoining-classes */
left: -100%;
margin-left: 10px;
-webkit-border-radius: 6px 0 6px 6px;
-moz-border-radius: 6px 0 6px 6px;
border-radius: 6px 0 6px 6px;
}
-1
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@@ -1 +0,0 @@
@import url("//fonts.googleapis.com/css?family=Open+Sans:300ita@import url("//fonts.googleapis.com/css?family=Open+Sans:300italic,400italic,700italic,400,300,700");/*! normalize.css v3.0.1 | MIT License | git.io/normalize */html{font-family:sans-serif;-ms-text-size-adjust:100%;-webkit-text-size-adjust:100%}body{margin:0}article,aside,details,figcaption,figure,footer,header,hgroup,main,nav,section,summary{display:block}audio,canvas,progress,video{display:inline-block;vertical-align:baseline}audio:not([controls]){display:none;height:0}[hidden],template{display:none}a{background:transparent}a:active,a:hover{outline:0}abbr[title]{border-bottom:1px dotted}b,strong{font-weight:bold}dfn{font-style:italic}h1{font-size:2em;margin:0.67em 0}mark{background:#ff0;color:#000}small{font-size:80%}sub,sup{font-size:75%;line-height:0;position:relative;vertical-align:baseline}sup{top:-0.5em}sub{bottom:-0.25em}img{border:0}svg:not(:root){overflow:hidden}figure{margin:1em 40px}hr{-moz-box-sizing:content-box;box-sizing:content-box;height:0}pre{overflow:auto}code,kbd,pre,samp{font-family:monospace, monospace;font-size:1em}button,input,optgroup,select,textarea{color:inherit;font:inherit;margin:0}button{overflow:visible}button,select{text-transform:none}button,html input[type="button"],input[type="reset"],input[type="submit"]{-webkit-appearance:button;cursor:pointer}button[disabled],html input[disabled]{cursor:default}button::-moz-focus-inner,input::-moz-focus-inner{border:0;padding:0}input{line-height:normal}input[type="checkbox"],input[type="radio"]{box-sizing:border-box;padding:0}input[type="number"]::-webkit-inner-spin-button,input[type="number"]::-webkit-outer-spin-button{height:auto}input[type="search"]{-webkit-appearance:textfield;-moz-box-sizing:content-box;-webkit-box-sizing:content-box;box-sizing:content-box}input[type="search"]::-webkit-search-cancel-button,input[type="search"]::-webkit-search-decoration{-webkit-appearance:none}fieldset{border:1px solid #c0c0c0;margin:0 2px;padding:0.35em 0.625em 0.75em}legend{border:0;padding:0}textarea{overflow:auto}optgroup{font-weight:bold}table{border-collapse:collapse;border-spacing:0}td,th{padding:0}@media print{*{text-shadow:none !important;color:#000 !important;background:transparent !important;box-shadow:none !important}a,a:visited{text-decoration:underline}a[href]:after{content:" (" attr(href) ")"}abbr[title]:after{content:" (" attr(title) ")"}a[href^="javascript:"]:after,a[href^="#"]:after{content:""}pre,blockquote{border:1px solid #999;page-break-inside:avoid}thead{display:table-header-group}tr,img{page-break-inside:avoid}img{max-width:100% !important}p,h2,h3{orphans:3;widows:3}h2,h3{page-break-after:avoid}select{background:#fff !important}.navbar{display:none}.table td,.table th{background-color:#fff !important}.btn>.caret,.dropup>.btn>.caret{border-top-color:#000 !important}.label{border:1px solid #000}.table{border-collapse:collapse !important}.table-bordered th,.table-bordered td{border:1px solid #ddd !important}}@font-face{font-family:'Glyphicons Halflings';src:url('../fonts/glyphicons-halflings-regular.eot');src:url('../fonts/glyphicons-halflings-regular.eot?#iefix') format('embedded-opentype'),url('../fonts/glyphicons-halflings-regular.woff') format('woff'),url('../fonts/glyphicons-halflings-regular.ttf') format('truetype'),url('../fonts/glyphicons-halflings-regular.svg#glyphicons_halflingsregular') format('svg')}.glyphicon{position:relative;top:1px;display:inline-block;font-family:'Glyphicons Halflings';font-style:normal;font-weight:normal;line-height:1;-webkit-font-smoothing:antialiased;-moz-osx-font-smoothing:grayscale}.glyphicon-asterisk:before{content:"\2a"}.glyphicon-plus:before{content:"\2b"}.glyphicon-euro:before{content:"\20ac"}.glyphicon-minus:before{content:"\2212"}.glyphicon-cloud:before{content:"\2601"}.glyphicon-envelope:before{content:"\2709"}.glyphicon-pencil:before{content:"\270f"}.glyphicon-glass:before{content:"\e001"}.glyphicon-music:before{content:"\e002"}.glyphicon-search:before{content:"\e003"}.glyphicon-heart:before{content:"\e005"}.glyphicon-star:before{content:"\e006"}.glyphicon-star-empty:before{content:"\e007"}.glyphicon-user:before{content:"\e008"}.glyphicon-film:before{content:"\e009"}.glyphicon-th-large:before{content:"\e010"}.glyphicon-th:before{content:"\e011"}.glyphicon-th-list:before{content:"\e012"}.glyphicon-ok:before{content:"\e013"}.glyphicon-remove:before{content:"\e014"}.glyphicon-zoom-in:before{content:"\e015"}.glyphicon-zoom-out:before{content:"\e016"}.glyphicon-off:before{content:"\e017"}.glyphicon-signal:before{content:"\e018"}.glyphicon-cog:before{content:"\e019"}.glyphicon-trash:before{content:"\e020"}.glyphicon-home:before{content:"\e021"}.glyphicon-file:before{content:"\e022"}.glyphicon-time:before{content:"\e023"}.glyphicon-road:before{content:"\e024"}.glyphicon-download-alt:before{content:"\e025"}.glyphicon-download:before{content:"\e026"}.glyphicon-upload:before{content:"\e027"}.glyphicon-inbox:before{content:"\e028Line truncated
@@ -1,18 +0,0 @@
@font-face {
font-family: 'Source Sans Pro';
font-style: normal;
font-weight: 300;
src: local('Source Sans Pro Light'), local('SourceSansPro-Light'), url(../fonts/Source-Sans-Pro-300.ttf) format('truetype');
}
@font-face {
font-family: 'Source Sans Pro';
font-style: normal;
font-weight: 400;
src: local('Source Sans Pro Regular'), local('SourceSansPro-Regular'), url(../fonts/Source-Sans-Pro-400.ttf) format('truetype');
}
@font-face {
font-family: 'Source Sans Pro';
font-style: normal;
font-weight: 600;
src: local('Source Sans Pro SemiBold'), local('SourceSansPro-SemiBold'), url(../fonts/Source-Sans-Pro-600.ttf) format('truetype');
}
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@@ -1,4 +0,0 @@
/*!
* Font Awesome 4.7.0 by @davegandy - http://fontawesome.io - @fontawesome
* License - http://fontawesome.io/license (Font: SIL OFL 1.1, CSS: MIT License)
*/@font-face{font-family:'FontAwesome';src:url('../fonts/fontawesome-webfont.eot?v=4.7.0');src:url('../fonts/fontawesome-webfont.eot?#iefix&v=4.7.0') format('embedded-opentype'),url('../fonts/fontawesome-webfont.woff2?v=4.7.0') format('woff2'),url('../fonts/fontawesome-webfont.woff?v=4.7.0') format('woff'),url('../fonts/fontawesome-webfont.ttf?v=4.7.0') format('truetype'),url('../fonts/fontawesome-webfont.svg?v=4.7.0#fontawesomeregular') format('svg');font-weight:normal;font-style:normal}.fa{display:inline-block;font:normal normal normal 14px/1 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steps(8);animation:fa-spin 1s infinite steps(8)}@-webkit-keyframes fa-spin{0%{-webkit-transform:rotate(0deg);transform:rotate(0deg)}100%{-webkit-transform:rotate(359deg);transform:rotate(359deg)}}@keyframes fa-spin{0%{-webkit-transform:rotate(0deg);transform:rotate(0deg)}100%{-webkit-transform:rotate(359deg);transform:rotate(359deg)}}.fa-rotate-90{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=1)";-webkit-transform:rotate(90deg);-ms-transform:rotate(90deg);transform:rotate(90deg)}.fa-rotate-180{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=2)";-webkit-transform:rotate(180deg);-ms-transform:rotate(180deg);transform:rotate(180deg)}.fa-rotate-270{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=3)";-webkit-transform:rotate(270deg);-ms-transform:rotate(270deg);transform:rotate(270deg)}.fa-flip-horizontal{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=0, mirror=1)";-webkit-transform:scale(-1, 1);-ms-transform:scale(-1, 1);transform:scale(-1, 1)}.fa-flip-vertical{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=2, mirror=1)";-webkit-transform:scale(1, -1);-ms-transform:scale(1, -1);transform:scale(1, -1)}:root .fa-rotate-90,:root .fa-rotate-180,:root .fa-rotate-270,:root .fa-flip-horizontal,:root .fa-flip-vertical{filter:none}.fa-stack{position:relative;display:inline-block;width:2em;height:2em;line-height:2em;vertical-align:middle}.fa-stack-1x,.fa-stack-2x{position:absolute;left:0;width:100%;text-align:center}.fa-stack-1x{line-height:inherit}.fa-stack-2x{font-size:2em}.fa-inverse{color:#fff}.fa-glass:before{content:"\f000"}.fa-music:before{content:"\f001"}.fa-search:before{content:"\f002"}.fa-envelope-o:before{content:"\f003"}.fa-heart:before{content:"\f004"}.fa-star:before{content:"\f005"}.fa-star-o:before{content:"\f006"}.fa-user:before{content:"\f007"}.fa-film:before{content:"\f008"}.fa-th-large:before{content:"\f009"}.fa-th:before{content:"\f00a"}.fa-th-list:before{content:"\f00b"}.fa-check:before{content:"\f00c"}.fa-remove:before,.fa-close:before,.fa-times:before{content:"\f00d"}.fa-search-plus:before{content:"\f00e"}.fa-search-minus:before{content:"\f010"}.fa-power-off:before{content:"\f011"}.fa-signal:before{content:"\f012"}.fa-gear:before,.fa-cog:before{content:"\f013"}.fa-trash-o:before{content:"\f014"}.fa-home:before{content:"\f015"}.fa-file-o:before{content:"\f016"}.fa-clock-o:before{content:"\f017"}.fa-road:before{content:"\f018"}.fa-download:before{content:"\f019"}.fa-arrow-circle-o-down:before{content:"\f01a"}.fa-arrow-circle-o-up:before{content:"\f01b"}.fa-inbox:before{content:"\f01c"}.fa-play-circle-o:before{content:"\f01d"}.fa-rotate-right:before,.fa-repeat:before{content:"\f01e"}.fa-refresh:before{content:"\f021"}.fa-list-alt:before{content:"\f022"}.fa-lock:before{content:"\f023"}.fa-flag:before{content:"\f024"}.fa-headphones:before{content:"\f025"}.fa-volume-off:before{content:"\f026"}.fa-volume-down:before{content:"\f027"}.fa-volume-up:before{content:"\f028"}.fa-qrcode:before{content:"\f029"}.fa-barcode:before{content:"\f02a"}.fa-tag:before{content:"\f02b"}.fa-tags:before{content:"\f02c"}.fa-book:before{content:"\f02d"}.fa-bookmark:before{content:"\f02e"}.fa-print:before{content:"\f02f"}.fa-camera:before{content:"\f030"}.fa-font:before{content:"\f031"}.fa-bold:before{content:"\f032"}.fa-italic:before{content:"\f033"}.fa-text-height:before{content:"\f034"}.fa-text-width:before{content:"\f03Line 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-124
View File
@@ -1,124 +0,0 @@
/*
This is the GitHub theme for highlight.js
github.com style (c) Vasily Polovnyov <vast@whiteants.net>
*/
.hljs {
display: block;
overflow-x: auto;
color: #333;
-webkit-text-size-adjust: none;
}
.hljs-comment,
.diff .hljs-header,
.hljs-javadoc {
color: #998;
font-style: italic;
}
.hljs-keyword,
.css .rule .hljs-keyword,
.hljs-winutils,
.nginx .hljs-title,
.hljs-subst,
.hljs-request,
.hljs-status {
color: #333;
font-weight: bold;
}
.hljs-number,
.hljs-hexcolor,
.ruby .hljs-constant {
color: #008080;
}
.hljs-string,
.hljs-tag .hljs-value,
.hljs-phpdoc,
.hljs-dartdoc,
.tex .hljs-formula {
color: #d14;
}
.hljs-title,
.hljs-id,
.scss .hljs-preprocessor {
color: #900;
font-weight: bold;
}
.hljs-list .hljs-keyword,
.hljs-subst {
font-weight: normal;
}
.hljs-class .hljs-title,
.hljs-type,
.vhdl .hljs-literal,
.tex .hljs-command {
color: #458;
font-weight: bold;
}
.hljs-tag,
.hljs-tag .hljs-title,
.hljs-rule .hljs-property,
.django .hljs-tag .hljs-keyword {
color: #000080;
font-weight: normal;
}
.hljs-attribute,
.hljs-variable,
.lisp .hljs-body,
.hljs-name {
color: #008080;
}
.hljs-regexp {
color: #009926;
}
.hljs-symbol,
.ruby .hljs-symbol .hljs-string,
.lisp .hljs-keyword,
.clojure .hljs-keyword,
.scheme .hljs-keyword,
.tex .hljs-special,
.hljs-prompt {
color: #990073;
}
.hljs-built_in {
color: #0086b3;
}
.hljs-preprocessor,
.hljs-pragma,
.hljs-pi,
.hljs-doctype,
.hljs-shebang,
.hljs-cdata {
color: #999;
font-weight: bold;
}
.hljs-deletion {
background: #fdd;
}
.hljs-addition {
background: #dfd;
}
.diff .hljs-change {
background: #0086b3;
}
.hljs-chunk {
color: #aaa;
}
-347
View File
@@ -1,347 +0,0 @@
.navbar-default .navbar-toggle .icon-bar
{
background-color: #666;
}
body
{
font-family: 'Source Sans Pro', 'Open Sans', sans-serif;
font-weight: 400;
height: 100%;
}
h1, h2, h3, h4, h5, h6
{
font-family: 'Source Sans Pro', 'Open Sans', sans-serif;
font-weight: 300;
}
h2 {
padding-top:40px;
margin-top:0;
}
.content
{
background-color: #f6f6f6;
padding: 0;
}
.container-fluid
{
padding:0;
}
h2
{
background: none;
color:#383431;
}
h2 a, h2 a:hover
{
color:#383431;
}
.content img
{
border: 2px solid #666;
margin:1.5em;
}
.content img.screenshot
{
border:0;
}
.card
{
background-color: #eee;
}
.video-background-div {
position: fixed;
top: 0;
right: 0;
bottom: 0;
left: 0;
overflow: hidden;
z-index: -100;
}
.video-background
{
position: absolute;
top: 0;
left: 0;
width: 100%;
height: 100%;
/*opacity: 0.5;*/
}
header h1
{
color:#fff;
}
header.home-main h2
{
margin-top:10%;
font-size: 90px;
}
header.page-main
{
margin:50px;
padding:10px;
text-align:center;
color: #333;
}
header.page-main h1
{
color:#fff;
}
#footer
{
color: #fff;
padding: 2em 0;
}
#footer a
{
color: #999;
}
#footer a:hover
{
color: #aaa;
}
.gallery-image img
{
display: block;
max-width: 100%;
height: auto;
}
.demo_menu, .navbar-default .navbar-nav a.demo_menu /*.navbar-default .navbar-nav>li>a.demo_menu*/
{
background-color: #19bbff;
color:#fff;
}
.navbar-logo
{
width: 114px;
margin-top:-5px;
}
/* Row colors */
.outer_row
{
padding: 2em 0;
}
.row_cyan_lightest
{
background-color: #E6F3F9;
}
.row_cyan_lighter
{
background-color: #BFE1EF;
}
.row_cyan_light
{
background-color: #80C3E0;
}
.row_cyan_medium
{
background-color: #40A5CF;
}
.row_cyan
{
background-color: #0072A2;
color:#fff;
}
.row_cyan_dark
{
background-color: #00658F;
color:#fff;
}
.row_cyan_darker
{
background-color: #004360;
color:#fff;
}
.row_shell
{
background-color: #f6f6f6;
}
.row_gray
{
background-color: #b3b3b3;
}
.row_black
{
background-color: #000;
color:#fff;
}
.row_cyan_darker a, .row_cyan_dark a, .row_cyan a, .row_black a, .row_contact_form a
{
color:#80C3E0;
}
.row_cyan_darker h2, .row_cyan_dark h2, .row_cyan h2, .row_black h2, .row_contact_form h2
{
color:#BFE1EF;
}
/* News Page */
.pagination
{
float:right;
}
.pagination ul
{
list-style-type: none;
}
.pagination ul li
{
display: inline;
padding:0.3em;
}
.pagination ul li a
{
padding:0.2em;
}
.video_thumb_container
{
margin:0.5em;
}
#fixed_nav
{
position: fixed;
top:280px;
background-image: linear-gradient(to bottom, rgba(255,255,255,0.5) 0, rgba(255,255,255,0.5) 100%);
margin-left: 2em;
z-index: 900;
}
#fixed_nav ul
{
list-style-type: none;
padding: 2em 0;
}
#fixed_nav a
{
display: inline-block;
width:100%;
color: #333;
font-weight:bold;
padding:0.3em 2em;
}
#fixed_nav a:hover
{
background-color: #BFE1EF;
text-decoration: none;
}
.question_buttons span
{
font-size: 150%;
padding: 0 5.5em;
}
.thumbnail img
{
max-width:85%;
margin-top:1em;
margin-bottom:1em;
}
/*************************************/
.navbar-transition {
-webkit-transition: all 1s ease-in-out;
-moz-transition: all 1s ease-in-out;
-o-transition: all 1s ease-in-out;
transition: all 1s ease-in-out;
}
@media screen and (min-width: 760px)
{
.navbar-inverse
{
background-color: inherit;
background-image: linear-gradient(to bottom, rgba(0,0,0,0.8) 0, rgba(0,0,0,0.1) 100%);
}
.navbar
{
border-bottom:0;
}
.navbar-inverse .dropdown-menu>li>a:focus
{
background-color: #f6f6f6;
color:#000;
}
}
@media screen and (max-width: 760px)
{
#small-screen-menu-items
{
display:inherit;
}
a
{
line-height: 200%;
}
}
/* Code (google/code-prettify) */
/* desert scheme ported from vim to google prettify */
pre.prettyprint
{
display: block;
background-color: #eee;
border: 1px #ddd solid !important;
padding: .5em !important;
}
.col-md-9 img {
border:0;
background-color:inherit;
padding:0;
border-radius: 0;
margin:0;
}
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<div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="Keyboard Shortcuts Modal" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">
<div class="modal-header">
<button type="button" class="close" data-dismiss="modal"><span aria-hidden="true">&times;</span><span class="sr-only">Close</span></button>
<h4 class="modal-title">Keyboard Shortcuts</h4>
</div>
<div class="modal-body">
<table class="table">
<thead>
<tr>
<th style="width: 20%;">Keys</th>
<th>Action</th>
</tr>
</thead>
<tbody>
<tr>
<td><kbd>?</kbd></td>
<td>Open this help</td>
</tr>
<tr>
<td><kbd>&larr;</kbd></td>
<td>Previous page</td>
</tr>
<tr>
<td><kbd>&rarr;</kbd></td>
<td>Next page</td>
</tr>
<tr>
<td><kbd>s</kbd></td>
<td>Search</td>
</tr>
</tbody>
</table>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div>
-10
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@@ -1,10 +0,0 @@
{% extends "base.html" %}
{#
The entry point for the MkDocs Theme.
Any theme customisations should override this file to redefine blocks defined in
the various templates. The custom theme should only need to define a main.html
which `{% extends "base.html" %}` and defines various blocks which will replace
the blocks defined in base.html and its included child templates.
#}
-7
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@@ -1,7 +0,0 @@
# Config options for 'mkdocs' theme
static_templates:
- 404.html
include_search_page: false
search_index_only: false
-14
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@@ -1,14 +0,0 @@
{%- if not nav_item.children %}
<li {% if nav_item.active %}class="active"{% endif %}>
<a href="{{ nav_item.url }}">{{ nav_item.title }}</a>
</li>
{%- else %}
<li class="dropdown-submenu">
<a href="#">{{ nav_item.title }}</a>
<ul class="dropdown-menu">
{%- for nav_item in nav_item.children %}
{% include "nav-sub.html" %}
{%- endfor %}
</ul>
</li>
{%- endif %}
-110
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@@ -1,110 +0,0 @@
<div class="navbar navbar-default navbar-fixed-top" role="navigation">
<div class="container">
<!-- Collapsed navigation -->
<div class="navbar-header">
{%- if nav|length>1 or (page and (page.next_page or page.previous_page)) or config.repo_url %}
<!-- Expander button -->
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-collapse">
<span class="sr-only">Toggle navigation</span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
</button>
{%- endif %}
{%- block site_name %}
<a class="navbar-brand" href="{{ nav.homepage.url|url }}">{{ config.site_name }}</a>
{%- endblock %}
</div>
<!-- Expanded navigation -->
<div class="navbar-collapse collapse">
{%- block site_nav %}
{%- if nav|length>1 %}
<!-- Main navigation -->
<ul class="nav navbar-nav">
{#
{%- for nav_item in nav %}
{%- if nav_item.children %}
<li class="dropdown{% if nav_item.active %} active{% endif %}">
<a href="#" class="dropdown-toggle" data-toggle="dropdown">{{ nav_item.title }} <b class="caret"></b></a>
<ul class="dropdown-menu">
{%- for nav_item in nav_item.children %}
{% include "nav-sub.html" %}
{%- endfor %}
</ul>
</li>
{%- else %}
<li {% if nav_item.active %}class="active"{% endif %}>
<a href="{{ nav_item.url|url }}">{{ nav_item.title }}</a>
</li>
{%- endif %}
{%- endfor %}
#}
</ul>
{%- endif %}
{%- endblock %}
<ul class="nav navbar-nav navbar-right">
{%- block search_button %}
{%- if 'search' in config['plugins'] %}
<li>
<a href="#" data-toggle="modal" data-target="#mkdocs_search_modal">
<i class="fa fa-search"></i> Search
</a>
</li>
{%- endif %}
{%- endblock %}
{%- block next_prev %}
{%- if page and (page.next_page or page.previous_page) %}
<li {% if not page.previous_page %}class="disabled"{% endif %}>
<a rel="next" {% if page.previous_page %}href="{{ page.previous_page.url|url }}"{% endif %}>
<i class="fa fa-arrow-left"></i> Previous
</a>
</li>
<li {% if not page.next_page %}class="disabled"{% endif %}>
<a rel="prev" {% if page.next_page %}href="{{ page.next_page.url|url }}"{% endif %}>
Next <i class="fa fa-arrow-right"></i>
</a>
</li>
{%- endif %}
{%- endblock %}
{%- block repo %}
{%- if page and page.edit_url %}
<li>
<a href="{{ page.edit_url|url }}">
{%- if config.repo_name == 'GitHub' -%}
<i class="fa fa-github"></i> Edit on {{ config.repo_name }}
{%- elif config.repo_name == 'Bitbucket' -%}
<i class="fa fa-bitbucket"></i> Edit on {{ config.repo_name }}
{%- elif config.repo_name == 'GitLab' -%}
<i class="fa fa-gitlab"></i> Edit on {{ config.repo_name }}
{%- else -%}
Edit on {{ config.repo_name }}
{%- endif -%}
</a>
</li>
{%- elif config.repo_url %}
<li>
<a href="{{ config.repo_url|url }}">
{%- if config.repo_name == 'GitHub' -%}
<i class="fa fa-github"></i> {{ config.repo_name }}
{%- elif config.repo_name == 'Bitbucket' -%}
<i class="fa fa-bitbucket"></i> {{ config.repo_name }}
{%- elif config.repo_name == 'GitLab' -%}
<i class="fa fa-gitlab"></i> {{ config.repo_name }}
{%- else -%}
{{ config.repo_name }}
{%- endif -%}
</a>
</li>
{%- endif %}
{%- endblock %}
</ul>
</div>
</div>
</div>
-24
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@@ -1,24 +0,0 @@
<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="Search Modal" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">
<div class="modal-header">
<button type="button" class="close" data-dismiss="modal"><span aria-hidden="true">&times;</span><span class="sr-only">Close</span></button>
<h4 class="modal-title">Search</h4>
</div>
<div class="modal-body">
<p>
From here you can search these documents. Enter
your search terms below.
</p>
<form role="form">
<div class="form-group">
<input type="text" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
</div>
</form>
<div id="mkdocs-search-results"></div>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div>
-45
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@@ -1,45 +0,0 @@
<!--div class="bs-sidebar hidden-print affix well" style="z-index:1000" role="complementary">
<ul class="nav bs-sidenav">
{%- for toc_item in page.toc %}
<li class="main {% if toc_item.active %}active{% endif %}"><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
{%- for toc_item in toc_item.children %}
<li><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
{%- endfor %}
{%- endfor %}
</ul>
</div-->
<div class="bs-sidebar hidden-print affix well" style="z-index:1000" role="complementary">
{% if nav|length>1 %}
<ul class="nav bs-sidenav">
{% for nav_item in nav %}
{% if nav_item.children %}
<li>{{ nav_item.title }}
<ul>
{% for nav_item in nav_item.children %}
<li class="{% if nav_item.active%}active{%endif%}">
<a href="{{ nav_item.url|url }}">{{ nav_item.title }}</a>
</li>
{% endfor %}
</ul>
</li>
{% else %}
<li class="{% if nav_item.active%}active{%endif%}">
<a href="{{ nav_item.url|url }}">{{ nav_item.title }}</a>
{% if nav_item.active%}
<ul>
{%- for toc_item in page.toc %}
<li class="main {% if toc_item.active %}active{% endif %}"><a href="{{ toc_item.url|url }}">{{ toc_item.title }}</a></li>
{%- for toc_item in toc_item.children %}
<li><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
{%- endfor %}
{%- endfor %}
</ul>
{%endif%}
</li>
{% endif %}
{% endfor %}
</ul>
{% endif %}
</div>
+24 -1
View File
@@ -1,2 +1,25 @@
#!/bin/bash
python -m mkdocs build -d $1
tmpfile=$(mktemp /tmp/quiet_build_log.XXXX)
cur_dir=$(pwd)
temp_path="$2/web_temp"
zola_path=$(readlink -f "../../externals/linux/bin/zola/zola")
mkdir -p $temp_path
cp -r ./* $temp_path
cp -r ../../src/sdk/doc/* $temp_path/content/bts_spark_sdk/Server/
cd $temp_path
$zola_path build -u '/docs/' -o $1 >$tmpfile 2>&1
cd $cur_dir
rm -r $temp_path
if [ $? -eq 0 ]
then
rm $tmpfile
exit 0
else
cat $tmpfile
exit 1
fi
+18
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@@ -0,0 +1,18 @@
# The URL the site will be built for
base_url = "https://www.bluetradingsystems.com/documentation"
title = "BTS Spark Documentation"
# Whether to automatically compile all Sass files in the sass directory
compile_sass = true
# Whether to do syntax highlighting
# Theme can be customised by setting the `highlight_theme` variable to a theme supported by Zola
highlight_code = true
# Whether to build a search index to be used later on by a JavaScript library
build_search_index = true
[extra]
# Put all your custom variables here
book_numbered_chapters = false
+3
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@@ -0,0 +1,3 @@
+++
redirect_to = "bts_spark"
+++
@@ -0,0 +1,46 @@
+++
title = "BTS Basic Algos"
weight = 10
sort_by = "weight"
insert_anchor_links = "right"
+++
## Lean
The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
##### Parameters
* Cross Thresh - size thresh in absolute or ratio terms
* Max Chase Ticks - max levels to pay up, in ticks
## Join
The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
##### Parameters
* Join Thresh - size thresh in absolute or ratio terms
## Top
The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
##### Parameters
* Top Thresh - size thresh in absolute or ratio terms
## Cover
A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
##### Parameters
* Profit Ticks - ticks above or below fill price to place profit / cover order
## OCO
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
##### Parameters
* Stop Ticks - ticks below or above main order to place stop / other order
@@ -0,0 +1,27 @@
+++
title = "Glossary of Terms"
weight = 9
sort_by = "weight"
insert_anchor_links = "right"
+++
## Trading Terms
### Child Order
The order to be created when an algo is triggered.
{{ back_button() }}
### Cross
Take an order working on the bid and 'cross' by buying into the asks. This is often referred to as “paying up” as well.
{{ back_button() }}
<!-- Make sure to leave this at the bottom of the page -->
<p style="margin-top:2000px;"></p>
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@@ -1,6 +1,16 @@
#Help
+++
title = "Help"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
+++
##Report a Problem
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
## Report a Problem
If there is any issue at all, you can click here
and it’ll bring up a “Report a Problem” window, which you can type
in the issues you might be facing, provide an email or phone number,
@@ -8,20 +18,20 @@
send, BTS will get an alert of everything you submitted and will be
in contact with you shortly.
![](images/image58.png)
![](image58.png)
##About Spark
## 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.
![](images/image32.png)
![](about_spark.png)
##Activity log
## Activity log
This is an overall log viewer which will show
everything that is going on in terms of orders, fills, cancels,
modifications, and warning.  You also have the ability to filter out
messages in a text box in the right top corner.
 
![](images/image39.png)
![](image39.png)
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@@ -1,4 +1,15 @@
#Module Launcher
+++
title = "Module Launcher"
weight = 2
sort_by = "weight"
insert_anchor_links = "right"
+++
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The module launcher is the first item that will come up after
logging in to Spark.
@@ -7,9 +18,9 @@
each module
- It appears like the following:
![](images/image38.png)
![](image38.png)
- If you right click anywhere on the launcher you can modify
- If you right-click anywhere on the launcher you can modify
various display settings including:
- Vertical layout, instead of horizontal
- Showing the text of the individual modules
@@ -18,12 +29,12 @@
- 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:
![](images/image68.png)
![](image68.png)
## Spark User interface
Some common features within BTS Spark
- All Windows are tabbed so they can be combined or separated to organize your workspace
- Some Spark windows have a menu on the left hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon, or clicking on the right edge of the menu (a blue bar will appear).
- Some Spark windows have a menu on the left-hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon or clicking on the right edge of the menu (a blue bar will appear).
-  Some table columns have filtering capabilities, where if you hover over the column header, it will display a filter icon, which enables you to filter the table based on the information in that column.
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@@ -1,13 +1,19 @@
#Logging in to the system
+++
title = "Logging in to the system"
weight = 1
sort_by = "weight"
insert_anchor_links = "right"
+++
The shortcut icon will appear on your desktop like below:
![](images/image64.png =45)
![](image64.png)
Simply double click or single click and hit enter to launch the
login screen:
![](images/image3.png)
![](image3.png)
Choose your username from the drop down, choose your initial
workspace, enter your password, and click Login
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#Market
+++
title = "Market"
weight = 4
sort_by = "weight"
insert_anchor_links = "right"
+++
- 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:
![](images/image53.png)
![](image53.png)
##Market View
## 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>
- This provides a grid of outright, spread, and synthetic products
showing real-time market data all in one place
@@ -18,7 +29,7 @@
- You choose which products you would like to view upon launching it,
the security browser will appear as shown below:
![](images/image21.png)
![](image21.png)
- Click on individual securities that you wish to view and click add,
they will then show up in the selected securities window below.  If
@@ -29,49 +40,45 @@
and all securities will be displayed.  This will show up in the
selected securities window as “&lt;symbol&gt; future at
&lt;exchange&gt;”
- Synthetic’s can be displayed by clicking on exchange “BTS”, then
- Synthetics can be displayed by clicking on exchange “BTS”, then
synthetic, symbol, and finally under the securities window.
- Below is an example of an outright, spread, all futures, and
synthetic chosen:
![](images/image14.png)
![](image14.png)
- Clicking OK will bring up the Market View with the selected
securities you have chosen, in this example, it appears like the
following:
![](images/image63.png)
![](market_view.png)
- Once a market view is launched and you are viewing data, you can
customize the view further by the following:
- Sorting - by single left clicking on any of the column headers
it’ll sort that column in either descending or ascending order
- Filtering - by hovering over the column header, a filtering box
will appear like below:
![](images/image66.png)
![](image66.png)
- All columns let you sort by that columns minimum and maximum
information in a box that appears like the following:
![](images/image24.png)
![](image24.png)
- Specifically for the securities column, there is a search box that
will appear by bringing up the filtering box, which enables users to
type the security in which they are looking for.  This appears like
the following:
![](images/image11.png)
![](image11.png)
- Besides viewing the market data, you can do a lot within the market
view by utilizing the icons to the left of the main window, these
include:
- Change securities
- Launch a ladder for one or more securities
- Launch an order ticket
@@ -79,46 +86,43 @@
- Launch a time and sales for one or more securities
- Launching the synthetic window to create a synthetic product
- Change securities
- Click on the settings icon ![](images/image12.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 ![](change_securities.png) which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
- Launch an order ticket
- This is done 1 of 2 ways:
- This is done 1 of 3 ways:
- Single left clicking on either the Bid Qty, Bid Price, Ask Price,
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
![](images/image23.png) icon
on the left hand browser window of the market view
![](image23.png) icon
on the left-hand browser window of the market view
- Highlighting a single security and right clicking bringing up the
menu options to launch an order ticket.
- Launch a ladder for 1 security
- You can double click on any security in the market view, besides
the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
ladder for that Security.
- This is done 1 of 2 ways:
- You can double-click on any security in the market view, besides
the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
ladder for that Security.
- Highlighting a single security and right clicking bringing up the
menu options to launch a ladder.
- Launching multiple ladders
- If you hold down the Ctrl key and select multiple securities, you
can then click on the ladder icon
![](images/image69.png) on
the left hand side to bring up the selected ladders all at
once.
- This is done 1 of 2 ways:
- If you hold down the Ctrl key and select multiple securities, you
can then click on the ladder icon on the left hand side to bring
up the selected ladders all at once.
- Highlighting multiple securities and right clicking to bring up
the menu options to launch a ladder.
- Launching a Fills window for 1 or many securities
- This is done by either highlighting 1 or many securities and then
clicking on the Fills icon
![](images/image20.png) on
the left hand side to bring up a fill window for the selected
![](image20.png) on
the left-hand side to bring up a fill window for the selected
securities.  
- Please note - If there haven’t been any fills for the day in that
@@ -128,23 +132,27 @@
- This is accomplished by highlighting 1 or many securities and then
clicking on the time and sales icon
![](images/image49.png) on
the left hand side
![](image49.png) on
the left-hand side
- Launching the synthetic window to create a synthetic product
- This is accomplished by highlighting either 1 or 2 securities and
clicking on the Synthetic icon
![](images/image34.png) on
the lower left hand side
![](image34.png) on
the lower left-hand side
- Please note - If only 1 security is chosen, a create synthetic
window will appear, and you will be required to add another leg from
that window to create the synthetic
##Time and Sales
## Time and Sales
- Provides a display of real time fills as they happen for 1 or many
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- Provides a display of real-time fills as they happen for 1 or many
securities
- You can create multiple time and sale windows and customize the
security selection to fit your needs
@@ -153,8 +161,9 @@
- On launching a security browser will appear, allowing you to choose
the products you would like to view.
![](images/image30.png)
![](time_and_sales.png)
- From time and sales, you can launch the same items as the market
view with the exception of a launching the synthetic window to
create a synthetic product
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.
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@@ -1,4 +1,15 @@
#My Windows
+++
title = "My Windows"
weight = 7
sort_by = "weight"
insert_anchor_links = "right"
+++
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/pjm1JJ9Q3jM" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
This is the housing of the windows that you have manually named and
creates a place where you can quickly and easily launch windows
@@ -9,18 +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.
![](images/image16.png)
![](image16.png)
Once you have named the tab, click enter to get out of the editing view
of the text box.  Once that is done, it will display that name for that
tab moving forward, which will be displayed within the My Windows
section of the module launcher.
![](images/image15.png)
![](image15.png)
Right clicking on a tab that has already had its default title modified
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
title or remove it from the My Windows, which will then restore the
default standard title.
![](images/image37.png)
![](image37.png)
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@@ -1,13 +1,22 @@
+++
title = "Settings"
weight = 8
sort_by = "weight"
insert_anchor_links = "right"
+++
#Settings
##Workspaces
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
## Workspaces
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
![](images/image9.png)
![](image9.png)
Once the Workspace menu is launched you can save your current workspace
by typing in a name in the text box and clicking save.  This will save
@@ -17,4 +26,4 @@ switching to it from the workspace launcher later on.
You can also delete workspaces by clicking on the “X” to the right of
the saved workspace from the workspace menu.
![](images/image51.png)
![](image51.png)
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@@ -1,26 +1,53 @@
+++
title = "Spreader"
weight = 6
sort_by = "weight"
insert_anchor_links = "right"
+++
#Spreader
{{ youtube(id="RZU9Wj0cETo") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/EVFK2yNQFS4" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/d5ywlHen6yo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Mmw8PNJA0Dw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/QK-bBSH6Rc0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- Launching the spreader from the module launcher will bring up the
synthetic management browser which appears like below:
![](images/image35.png)
![](image35.png)
- From this window it’ll show any synthetics that you have already
- 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
synthetics and other tasks all from the left-hand side pane within
the window, including:
- Adding a new synthetic ![](images/image8.png)
- Removing a synthetic ![](images/image13.png)
- Changing a synthetic ![](images/image55.png)
- Cloning a synthetic ![](images/image28.png)
- Launching a ladder of a highlighted synthetic ![](images/image7.png)
- Launching an order book of selected synthetic ![](images/image43.png)
- 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)
##Creating a synthetic
## Creating a synthetic
@@ -30,33 +57,33 @@
- From the main module launcher, you can go to spreader, then
synthetics, then click add
- Highlighting one or more securities in a market view and clicking
on create synthetic
on Create Synthetic
- Cloning an existing security
- An empty synthetic browser will look like below without any legs
chosen:
![](images/image31.png)
![](image31.png)
- Clicking on Add Leg on the top right of the window will launch the
security browser, which will allow you to choose the first leg
- Upon adding legs, you can then go through each of the parameters to
customize how you would like the spread to be worked in the
market
- We’ll start at the top of create synthetic window and work our way
- We will start at the top of the Create Synthetic window and work our way
down:
- At the very top of the create synthetic window you will have to
- At the very top of the Create Synthetic window you will have to
name your synthetic product.  By default, it will auto-populate
based on the symbols you have chosen:
![](images/image29.png)
![](image29.png)
- You can click into the text box to the right of the name and
customize the name to be whatever you would like, we’ll call this
ES\_CAL:
![](images/image19.png)
![](image19.png)
- Also included on this row are what ticks you would like this to be
priced in as well as the format of the pricing
@@ -65,7 +92,7 @@
as the option to add additional legs through the add leg box to the
right of the symbols:
![](images/image18.png)
![](image18.png)
- The following rows are all part of the main parameters which can
all be modified according to the traders style of designing the
@@ -73,19 +100,18 @@
exchange
- Furthermore, if you are ever unsure of what a parameter’s function
is and how it is controlled you can hover over the parameter’s title
and a “?” will be shown.  Clicking on this will expand built in
and a “?” will be shown.  Clicking on this will expand built-in
details of how that parameter functions.  Below is an example of the
throttle details displayed:
![](images/image56.png)
![](image56.png)
- Main parameters - these are the top 4 rows in the create synthetic
- 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 are custom to a traders needs, however the
top 4 are the main foundational aspects used for the calculation of
 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:
![](images/image10.png)
![](image10.png)
- Quantity - This is the number of contracts of the security you
would like to be included in the calculation of the synthetic as
@@ -95,7 +121,7 @@
be priced, by default, it’ll be based on the same as the quantity of
the synthetic produced, but you can change it to modify the balance
of the price, giving more weighting to one leg over another.
- Enable quoting - This parameter is in the form of a check box,
- Enable quoting - This parameter is in the form of a checkbox,
where if the box is checked the leg will be quoted versus not
checked, it will not be shown in the market.  If it is not actively
quoted in the market, the leg will still be used for calculation of
@@ -107,22 +133,22 @@
 If your Hedge Ratio is 3 on the NQ leg, then you’ll work the ES
order based on where you could fill 6 (2 (Qty of NQ) \* 3 (Hedge
Ratio)).
- The next 6 parameters are all completely custom to a traders needs
- The next 6 parameters are all completely custom to a trader's needs
and can further define how a synthetic is worked.  As previously
mentioned, if you hover over any of these parameters a “?” will be
displayed and click on such will display further details on how this
parameter is used:
![](images/image72.png)
![](image72.png)
- Quote
- Throttle - This can be enabled or disabled based on if the box is
checked per leg.  It’s main function is to reduce re-quoting updates
checked per leg.  Its main function is to reduce re-quoting updates
by defining a region on either side of the working quote order,
inside which quote updates will not be sent:
![](images/image6.png)
![](image6.png)
- Pre-Hedge
@@ -135,7 +161,7 @@
more than the threshold defined.  The hedge order will pay up by the
“Payup Ticks” as defined per leg.
![](images/image54.png)
![](image54.png)
- Post-Hedge
@@ -146,16 +172,16 @@
opposite inside market, it is re-priced to cross the opposite inside
market as defined by “cross ticks”
![](images/image70.png)
![](image70.png)
- Time Based Cross - Basically the exact same as ticks away cross,
however this is based on time (in ms) on when to automatically cross
- Time Based Cross - Basically the same as Ticks Away Cross,
however, this is based on time (in ms) on when to automatically cross
(fill) the market if they get too far away from the opposite inside
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”
![](images/image40.png)
![](image40.png)
- Size Based Cross - similar to ticks and time based cross, but based
on size instead.  If you define a threshold of the opposite inside
@@ -164,4 +190,4 @@
“ticks” away from the opposite inside market, it is re-priced to
cross the opposite inside market as defined by “cross ticks”
![](images/image76.png)
![](image76.png)
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