Updated release notes.

Ran clang format.
Added manual test to validate spreader performance.
2019-05-24 14:02:06 -04:00 · 2019-05-24 13:59:31 -04:00 · 2019-05-24 13:58:59 -04:00 · 2019-05-24 13:56:37 -04:00 · 2019-05-23 15:32:56 +00:00 · 2019-05-23 09:41:48 -04:00
15 changed files with 194 additions and 56 deletions
@@ -1 +1 @@
-set(sources /home/pfisher/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -4,6 +4,19 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.0.4
+### User Visible Changes
+  - Fixed performance regression in order manager
+  
+### Internal changes
+  - Improved market data diagnostics for bad configurations
+  - Changed market data default buffer size
+  
+## 2.0.3
+### Internal changes
+  - Improved backwards compatibility in UI settings
+
+  
 ## 2.0.2
 ### User Visible Changes
  - Middle click the ladder price column to show the orders for that price level 
@@ -20,6 +20,27 @@ namespace bts.shell {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
      readonly UserSettingsHub _settings_hub;
+      /// Fills 'sorting-criterion' settings were compromised a while back (mid-late 2018).
+      /// The issue was that, when a column was sorted, its 'sort member path' was assigned to the SortingCriteria.col_name,
+      /// rather than the <see cref="Columns"/> enum/id string.
+      /// This dictionary serves as a reverse-lookup so the sort member path can be converted to the enum/id string.
+      static readonly IReadOnlyDictionary<string, Columns> _sort_member_to_id =
+         new Dictionary<string, Columns> {
+            { nameof(FillsVM.Row.account), Columns.Account },
+            { nameof(FillsVM.Row.exchange), Columns.Exchange },
+            { nameof(FillsVM.Row.fill_key), Columns.FillKey },
+            { nameof(FillsVM.Row.fill_kind), Columns.FillKind },
+            { nameof(FillsVM.Row.fill_time), Columns.FillTime },
+            { nameof(FillsVM.Row.order_key), Columns.OrderKey },
+            { nameof(FillsVM.Row.order_type), Columns.OrderType },
+            { nameof(FillsVM.Row.price), Columns.Price },
+            { nameof(FillsVM.Row.security), Columns.Security },
+            { nameof(FillsVM.Row.security_key), Columns.SecurityKey },
+            { nameof(FillsVM.Row.side), Columns.Side },
+            { nameof(FillsVM.Row.size), Columns.Size },
+            { nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
+            { nameof(FillsVM.Row.user), Columns.User }
+         };

      public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
         : base(module, "Fills") {
@@ -38,6 +59,7 @@ namespace bts.shell {
         _bus.post(SparkTags.ShowWindow, await load(state));

      IShellWindow _create(StartupData state) {
+         GridSettingsHelper.normalize_sorting_criterion(state.sorting_criterion, _sort_member_to_id);
         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
            state.grid,
            get: us => us.fills_grid,
@@ -99,8 +99,11 @@ namespace bts.shell.orderbook {
      public OrderBookGridSettings grid_settings_wrapper() {
         if (use_defaults)
            return null;
-         if (orderbook_grid == null)
-            orderbook_grid = new OrderBookGridSettings(grid.clone(), _predicate_animations);
+         if (orderbook_grid == null) {
+            if (grid == null)
+               grid = _default_general_grid;
+            orderbook_grid =  new OrderBookGridSettings(grid.clone(), _predicate_animations);
+         }
         return orderbook_grid;
      }
 #pragma warning restore CS0612 // Type or member is obsolete
@@ -0,0 +1,27 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.ui.settings {
+   static class GridSettingsHelper {
+      public static TColKey? parse_col_id<TColKey>(string id) where TColKey : struct =>
+         Enum.TryParse(id, true, out TColKey key) ? key : (TColKey?)null;
+
+      public static string fmt_col_id<TColKey>(TColKey key) where TColKey : struct =>
+         key.ToString();
+
+      public static void normalize_sorting_criterion<TColKey>(IEnumerable<SortingCriteria> sorting_criterion, IReadOnlyDictionary<string, TColKey> sort_member_to_id) where TColKey : struct =>
+         normalize_sorting_criterion(sorting_criterion, new Func<string, TColKey?>[] {
+            parse_col_id<TColKey>,
+            col_name => sort_member_to_id.TryGetValue(col_name, out var k) ? k : (TColKey?)null
+         });
+
+      public static void normalize_sorting_criterion<TColKey>(IEnumerable<SortingCriteria> sorting_criterion, IEnumerable<Func<string, TColKey?>> conversion_dels) where TColKey : struct {
+         foreach (var sc in sorting_criterion) {
+            sc.col_name = conversion_dels
+               .Select(del => del(sc.col_name))
+               .FirstOrDefault(k => k.HasValue)?.ToString() ?? sc.col_name;
+         }
+      }
+   }
+}
@@ -1,5 +1,8 @@
-using bts.utils;
+using bts;
+using bts.collections;
+using bts.utils;
 using mbts.collections;
+using mbts.ui.settings;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
@@ -51,8 +54,17 @@ namespace mbts.ui.controls {
         ).to_comparer();
      }

-      public void load_from(IEnumerable<SortingCriteria> sorting_criterion) =>
-         _on_settings(sorting_criterion.Select(sc => (EnumHelper.parse<TColKey>(sc.col_name), sc.is_ascending ? ListSortDirection.Ascending : ListSortDirection.Descending)));
+      public void load_from(IEnumerable<SortingCriteria> sorting_criterion) {
+         var sort_member_to_id = _map
+            .Where(kv => !string.IsNullOrEmpty(kv.Value.col.sort_member_path))
+            .Distinct()
+            .ToDictionary(kv => kv.Value.col.sort_member_path, kv => kv.Key);
+         GridSettingsHelper.normalize_sorting_criterion(sorting_criterion, sort_member_to_id);
+         _on_settings(sorting_criterion
+            .Select(sc => (GridSettingsHelper.parse_col_id<TColKey>(sc.col_name), sc.is_ascending ? ListSortDirection.Ascending : ListSortDirection.Descending))
+            .Where(t => t.Item1.HasValue)
+            .Select(t => (t.Item1.Value, t.Item2)));
+      }

      public IEnumerable<SortingCriteria> create() =>
         _active_cols.AsCollection().Select(t => new SortingCriteria(t.col.id, t.direction == ListSortDirection.Ascending));
@@ -22,15 +22,18 @@ namespace bts.settings {

         ConsoleEx.WriteLine("Workspace Descriptions", ConsoleColor.Cyan);
         foreach(var w in workspaces) {
-            var r = from ws in w.value.windows
-                    group ws by ws.owner into grouping
-                    select new { key = grouping.Key.Replace("bts.shell.", ""), window_count = grouping.Count() };
-            string desc = string.Empty;
-            foreach(var i in r) {
-               desc += $"{Environment.NewLine}\t{i.window_count} - {i.key}";
+            // if a workspace doesn't have any windows, we don't care about it
+            if (w.value.windows != null) {
+               var r = from ws in w.value.windows
+                       group ws by ws.owner into grouping
+                       select new { key = grouping.Key.Replace("bts.shell.", ""), window_count = grouping.Count() };
+               string desc = string.Empty;
+               foreach (var i in r) {
+                  desc += $"{Environment.NewLine}\t{i.window_count} - {i.key}";
+               }
+               ConsoleEx.Write($"{w.key}", ConsoleColor.Yellow);
+               ConsoleEx.WriteLine($" - {w.value.windows?.Count} windows - {w.value.named_windows?.Count} named windows - {desc}");
            }
-            ConsoleEx.Write($"{w.key}", ConsoleColor.Yellow);
-            ConsoleEx.WriteLine($" - {w.value.windows?.Count} windows - {w.value.named_windows?.Count} named windows - {desc}");
         }
         ConsoleEx.WriteLine("");

@@ -5,7 +5,7 @@ message ExchangeSim {
    optional bool merge_with_md = 1 [default=true];
    optional bool forward_implied = 2 [default = false];
    oneof source {
-        string replay_url = 11 [default = "http://mdreplay.bluetradesys.local/spark/futures.coconut"];
+        string replay_url = 11 [default = "http://10.96.18.45/spark/futures.coconut"];
        string replay_file = 12 [default = "futures.coconut"];
        bool local_relay = 13;
    }
@@ -98,7 +98,7 @@ message CMEOptions
      // Defines amount of time Feed Engine keeps cycling before going to sleep when no useful activity can be done
      optional uint32 spin_time = 4 [default = 1];
      optional uint32 channels_per_thread = 5 [default = 3];
-      optional uint32 udp_socket_buffer_size = 11 [default = 33554432]; //32mb
+      optional uint32 udp_socket_buffer_size = 11 [default = 268435456]; //256mb
   }
   message CMEChannel {
      repeated string id = 2;
@@ -190,7 +190,8 @@ message RecordOptions {
 // Replay options
 // 
 message ReplayOptions {
-   optional string url = 1 [default = "http://mdreplay.bluetradesys.local/spark/futures.coconut"];
+   // Tired of fighting with dns
+   optional string url = 1 [default = "http://10.96.18.45/spark/futures.coconut"];

   // 2.0 = double speed, 0.5 = half speed
   optional double speed = 11 [default = 1.0];
@@ -358,7 +358,7 @@ OrderManager::free_buffers(std::string const &session_name) {
 }

 void OrderManager::init_order_services() {
-   auto& log = me->services_data.log;
+   auto &log = me->services_data.log;

   for (auto &s : me->services_data.sessions) {
      auto gw_name = GatewayName(s->session);
@@ -410,13 +410,14 @@ void OrderManager::init_order_services() {
          };
      s->exe_report_subs =
          std::make_unique<ContentSubscription<NewExecutionReportEvent>>(
-             *this, gw_name, on_exe_r,log);
+              *this, gw_name, on_exe_r, log);

      s->cancel_reject_subs =
-          std::make_unique<ContentSubscription<CancelRejectEvent>>(*this,
-                                                                   gw_name,log);
+          std::make_unique<ContentSubscription<CancelRejectEvent>>(
+              *this, gw_name, log);
      s->gateway_status_subs = std::make_unique<
-         ContentSubscription<GatewayStatusChangeEvent, NoKey>>(*this, gw_name,log);
+          ContentSubscription<GatewayStatusChangeEvent, NoKey>>(*this, gw_name,
+                                                                log);

      // publishers for execution reports, gateway status and cancel
      // reject evets
@@ -494,18 +495,18 @@ void OrderManager::init_order_services() {
          me->services_data.cor_id = ev.trace;
       };
   me->services_data.md_subs =
-       std::make_unique<ContentSubscription<BookUpdateEvent>>(*this, on_md_sub,
-                                                              on_book_update,log);
+       std::make_unique<ContentSubscription<BookUpdateEvent>>(
+           *this, on_md_sub, on_book_update, log);
   me->services_data.ticker_subs =
-       std::make_unique<ContentSubscription<TickerUpdateEvent>>(*this,
-                                                                on_ticker_sub,log);
+       std::make_unique<ContentSubscription<TickerUpdateEvent>>(
+           *this, on_ticker_sub, log);
   me->services_data.settlement_subs =
       std::make_unique<ContentSubscription<SettlementUpdateEvent>>(
-          *this, on_settlement_sub,log);
+           *this, on_settlement_sub, log);
   me->services_data.time_subs =
-      std::make_unique<ContentSubscription<TimerEvent, NoKey>>(*this,log);
+       std::make_unique<ContentSubscription<TimerEvent, NoKey>>(*this, log);
   me->services_data.order_creation_subs =
-      std::make_unique<ContentSubscription<CreateOrderReplyEvent>>(*this,log);
+       std::make_unique<ContentSubscription<CreateOrderReplyEvent>>(*this, log);
 }

 void OrderManager::after_event() {
@@ -514,7 +515,8 @@ void OrderManager::after_event() {
      for (auto &osd : me->services_data.sessions) {
         auto &fix_stream = osd->current_buffer->first_stream();
         if (fix_stream.n_msgs()) {
-            auto scoped_do_work = trace::log_scope(me->services_data.log, {}, "OrderManager::after_event");
+            auto scoped_do_work = trace::log_scope(me->services_data.log, {},
+                                                   "OrderManager::after_event");
            fix_stream.close();
            osd->gw.send_fix(osd->current_buffer, osd->current_trace);
            reload_fix_buffer(*osd);
@@ -536,8 +538,10 @@ void OrderManager::reload_fix_buffer(SessionServicesData &osd) {
   }
 }

-void OrderManager::on_poll(trace::PerfLog&log) {
-   auto scoped_do_work = trace::log_scope(log, {}, "OrderManager::dispatch_incoming_fix_messages");
+void OrderManager::on_poll(trace::PerfLog &log) {
+   auto scoped_do_work =
+       trace::log_scope(log, {}, "OrderManager::dispatch_incoming_fix_messages",
+                        utils::TimeStamp::Interval::from_microseconds(2));
   for (auto &osd : me->services_data.sessions)
      osd->gw.dispatch_incoming_fix_messages();
 }
@@ -316,7 +316,12 @@ unique_ptr<onixs::Handler> MDP3Main::prepare_handler(const string& channel_id, M

   try {
      auto handler = unique_ptr<onixs::Handler>(new onixs::Handler(settings));
-      handler->bindFeedEngine(*_engines.at(options.feed_engine()));
+      auto iter = _engines.find(options.feed_engine());
+      if (iter == _engines.end()) {
+         LOG(md,Fatal, "Missing feed engine definition '{}' for channel id '{}'. Add a feed_engine entry with name:'{}' to the CMEOptions config key.", options.feed_engine(), channel_id, options.feed_engine());
+         bts_assert_msg(iter != _engines.end(), "Missing feed engine definition.");
+      }
+      handler->bindFeedEngine(*(iter->second));
      if (recovery) {
         handler->bindTcpRecovery(*recovery);
         _recovery.push_back(std::move(recovery));
@@ -0,0 +1,69 @@
+Test Author: Pedro 
+If it breaks: Pedro
+
+Spreader Requote Performance test
+
+Note: This test is fairly cumbersome to setup, because performance is
+very sensitive to a number of factors including compilation switches,
+hardware used, thread allocation and load on the machine. Pedro has
+the best handle on how do all this and should probably be the one
+doing this test.
+
+
+1) Make sure you are testing a release server build
+
+2) Make sure you use real hardware, with hyper threading turned off
+and cstates disabled, for the server side
+
+3) Make sure you isolate the CPU on which you are running the
+server. This is best done on Linux by editing /etc/default/grub like
+this:
+
+# this isolates CPU's 0 to 5 for better performance testing
+GRUB_CMDLINE_LINUX="isolcpus=0-5"
+
+4) Now make sure your configuration is set for the lowest latency,
+including dedicating a thread to the order manager on the isolated
+cores:
+
+OrdermanCfg {
+   value {
+      executor {
+         thread_name: "oman_orders"
+	 poll: true 
+	 hosted_actor: "MDSource"
+	 hosted_actor: "OrderManager"
+      }
+      executor {
+         thread_name: "oman_slow"
+	 poll: false 
+	 hosted_actor: "*"
+      }
+   }
+}
+
+Threads {
+   value {
+      thread_group {name_rx: "mdp3feed" core: 0}
+      thread_group {name_rx: "oman_orders" core: 1}
+      thread_group {name_rx: "jf_ar_sim" core: 2}
+      thread_group {name_rx: ".*" core:6 core:7 core:8 core:9 core:10 }
+   }
+}
+
+5) Now you are ready to start testing. Start a shell and create a new
+synthetic say with 2 CL futures. Use the near month (fast ticking)
+future as the non quoting leg, so that the other leg gets quoted
+often. Make sure to disable throtling in the synthetic definition
+dialog.
+
+6) Place an order for this synthetic, away from the market.
+
+7) Now run for say 3 minutes. Visit http://youserver:8000/perf_trace
+You should see a graph indicating the median requote times for the
+order you created in 5). Make sure you have at least 100 data points
+and data the median time is around 12us. If you get anything greater
+than 15us, the test has failed.
+
+
+
@@ -1,6 +1,3 @@
-Test Author: Unknown
-If it breaks: John
-
 User Settings Test (15 min)

 NOTES:
@@ -116,4 +113,4 @@ Reference-----------------------------------------------------------
 		  with the exception of "Session Range," which represents the fill-color between the session low/high lines
 		- the rows are ordered in the way they [usually]appear in the actual ladder, with the exception of "Session Range"
 			Note: "the way they appear" is qualified with "usually" because it is possible that the current best bid and/or ask are outside the range of the actual session low/high
-		- if you check/uncheck the "show" cell in any row, the sample-grid should reflect this by showing/hiding the item
+		- if you check/uncheck the "show" cell in any row, the sample-grid should reflect this by showing/hiding the item
@@ -1,18 +0,0 @@
-set "ORIG_DIR=%cd%"
-set "RELEASE_DIR=%ORIG_DIR%\build"
-del *.7z
-
-echo %time%
-
-rmdir /s /q %RELEASE_DIR%
-call tools\jenkinsbuild.cmd
-echo %ERRORLEVEL%
-REM IF NOT ERRORLEVEL 0 GOTO :END
-echo %time%
-IF %ERRORLEVEL% NEQ 0 GOTO :ERROR_AND_END
-    cd %ORIG_DIR%
-    7z a -mmt=30 spark_client_%BUILD_NUMBER%.7z %RELEASE_DIR%\Release\bin\net471\* %RELEASE_DIR%\Release\bin\netcoreapp2.1\publish\
-echo %time%
-exit /b 0
-:ERROR_AND_END
-exit /b 1
Author	SHA1	Message	Date
Pedro Pinto	f6be20ce8d	Updated release notes.	2019-05-24 14:02:06 -04:00
Pedro Pinto	68428ab89d	Ran clang format.	2019-05-24 13:59:31 -04:00
Pedro Pinto	12d54fdb31	Added manual test to validate spreader performance.	2019-05-24 13:58:59 -04:00
Pedro Pinto	366e13ef05	Fixes requoted performance regression introduced in commit `e998edc`	2019-05-24 13:56:37 -04:00
Eric Harding	0fcdc9c493	Merged in SPARK-2474 (pull request #237 ) RTM: SPARK-2474 Improve mdp3 error message for missing feed_handler Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>	2019-05-23 15:32:56 +00:00
Eric Harding	0f967ae4cd	Bump up feed_engine default buffer to 256mb (support is using this as a default already)	2019-05-23 09:41:48 -04:00
Eric Harding	a232d738a0	Add instructions to error message	2019-05-23 09:40:40 -04:00
Eric Harding	3d3ac4e49f	SPARK-2474 Improve mdp3 error message for missing feed_handler	2019-05-23 09:24:29 -04:00
Eric Harding	bced75ea50	Ubuntu 18.04 broke dev dns for mdreplay. Back to IP address.	2019-05-22 14:03:15 -04:00
Jake Norbut	b48accf1f9	only iterate over workspaces that contains windows	2019-05-22 12:59:54 -05:00
Pedro Pinto	ca1217cd64	_index.md edited online with Bitbucket	2019-05-22 14:59:05 +00:00
John Colvin	4ed4e2e5e4	Merged in backwards-compatibility (pull request #234 ) Backwards compatibility Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>	2019-05-22 14:57:09 +00:00
John Colvin	f6ca8286ea	SPARK-2467 fix backwards compatibility bug in orderbook settings	2019-05-21 19:05:13 -05:00
John Colvin	ae471b07fa	SPARK-2466 fix backwards compatibility bug in fills settings	2019-05-21 18:56:59 -05:00