Michael Harding
3d5b72001a
IE notification in Sprak Admin
2020-02-12 13:23:20 -05:00
Eric Harding
cb0dfa50b3
Fix dockerfile
2020-02-11 15:02:41 -05:00
Eric Harding
2429e6019c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod
2020-02-11 14:16:14 -05:00
Eric Harding
e0bb48b0c7
Merged in client_sdk (pull request #397 )
...
Client sdk
2020-02-11 18:31:09 +00:00
Eric Harding
a38b0dbc79
Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk
2020-02-11 13:29:43 -05:00
Eric Harding
73065ab48a
client sdk sample
2020-02-11 13:29:09 -05:00
Eric Harding
bd07c96504
Merged in mdsource_crash (pull request #389 )
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Fix for assert when algo subs to security w/o MD
2020-02-11 17:11:07 +00:00
Eric Harding
dc4033875a
Fixes from code review feedback
2020-02-11 11:43:04 -05:00
Eric Harding
130794c538
Merge fixup
2020-02-11 11:22:02 -05:00
Eric Harding
b1743f0b1c
Uninitialized heap, ffs
2020-02-10 18:58:21 -05:00
Eric Harding
33492c9131
Fixes for _WIN32
2020-02-10 18:27:41 -05:00
Eric Harding
d434778a82
MarketDataService
2020-02-10 17:06:13 -06:00
Eric Harding
4c6cc9b3e0
Merge branch 'client_sdk' of bitbucket.org:bluetradesys/spark into client_sdk
2020-02-10 12:32:18 -06:00
Eric Harding
6aaeddb7e9
update vscode for linux on linux development
2020-02-10 12:32:10 -06:00
Eric Harding
1685a13994
Add linux on linux build task (vscode)
2020-02-10 13:24:56 -05:00
Eric Harding
54633dd6db
note correct config value for local sparkd
2020-02-10 13:21:03 -05:00
Eric Harding
510f163e5b
Add to_string methods for Product for new md api
2020-02-10 12:50:05 -05:00
Eric Harding
ee4779da73
MarketDataService
2020-02-09 22:39:01 -05:00
Eric Harding
28e98259f6
Add client sdk example
2020-02-07 22:20:42 -05:00
Eric Harding
82bc402216
Update client examples
2020-02-05 14:58:46 -05:00
Eric Harding
ff70e9694b
Set spark version from jenkins environment when available
2020-02-05 10:02:17 -05:00
Jake Norbut
525d0eda30
fix typo in notes
2020-01-30 07:39:22 -06:00
Jake Norbut
e9e85b44c9
updating release notes
2020-01-30 07:37:51 -06:00
John Colvin
2654b2e446
SP-283 Ladder does not display 6c spreads correctly
2020-01-29 12:43:01 -06:00
Eric Harding
be45938b51
Fix for assert when algo subs to security w/o MD
2020-01-22 14:08:26 -05:00
Eric Harding
663f9ecc52
Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk
2020-01-16 17:23:42 -05:00
Eric Harding
a6edbbe7b5
Fix spark sdk build
2020-01-14 17:13:07 -05:00
Eric Harding
51276d161c
Revert "Add diagnostic logs to SharedMemory open/close"
...
This reverts commit 3fa699b4c9 because of
log spam
2020-01-13 11:39:51 -05:00
Eric Harding
3fa699b4c9
Add diagnostic logs to SharedMemory open/close
2020-01-13 11:13:15 -05:00
Eric Harding
c9396bd6af
Stabilize spark_vm_shell.sh ssk keys
2020-01-13 11:13:00 -05:00
Kevin Darby
b80f96fa5e
Merged in ice_excel (pull request #388 )
...
fix RTD crash for ice
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2020-01-10 22:39:27 +00:00
Kevin Darby
b7dea6817c
fix RTD crash for ice
2020-01-10 14:43:06 -05:00
Pedro Pinto
f4dc550f1a
Fixed slowness in FIX log parsing.
...
This slowness was actually causing us to take too long to complete the
FIX connection logon process, resulting in a timeout and failure to
establish the session. It took almost 1ms per log line, with
logs commonly having 20K lines. k
2020-01-10 08:35:33 -05:00
Pedro Pinto
bc978ed065
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2020-01-10 08:30:17 -05:00
Eric Harding
202c5faffd
update devcontainer to allow 2g shm
2020-01-09 10:40:47 -05:00
Kevin Darby
a565dcbab7
fix tests
2020-01-06 14:30:04 -05:00
Pedro Pinto
65d55a7618
Added a parser of historical MD to facilitate analysis.
2020-01-02 13:57:54 -05:00
Pedro Pinto
57c3ec34c2
Fixed clang build.
2020-01-02 13:55:49 -05:00
Kevin Darby
4e85218d02
update dev keycodes to 3/31/2020
2020-01-02 10:12:18 -05:00
Taha Afzal
f6784f1196
Merged in SP-253-spread-trading-needs-future-posit (pull request #386 )
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pos neutral spreads's fuures are not checked for pos limits
2019-12-20 23:38:00 +00:00
Taha Afzal
7f05a2c2af
pos neutral spreads's fuures are not checked for pos limits
2019-12-20 16:35:29 -05:00
John Colvin
c3d2101dcd
infinity ticks be gone
2019-12-20 14:12:50 -06:00
John Colvin
8855ea44b0
remove ugly border around expander buttons in grid settings dialog
2019-12-20 13:19:36 -06:00
Kevin Darby
51f70ad5ed
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2019-12-20 10:12:35 -05:00
Kevin Darby
5aa3f1a684
downgrade log
2019-12-19 16:06:26 -05:00
Pedro Pinto
5cd3a710bd
Skipped lines that do no match a FIX prefix in FIX logs.
...
This is needed at the ICE where some messages can have new lines. We
use the new line separator to separate FIX messages so the parser was
getting confused when it saw multi-line messages.
2019-12-19 14:04:34 -05:00
John Colvin
6d8b4636ab
fix synthetic import qty & side
2019-12-19 11:11:07 -06:00
Jake Norbut
64a75c4b48
updating release notes
2019-12-19 10:22:42 -06:00
Pedro Pinto
143b6ce5d8
Merged in multi-line-FIX-messages (pull request #385 )
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Skipped lines that do no match a FIX prefix in FIX logs.
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-12-19 15:29:06 +00:00
John Colvin
aa5c0a5613
added create/clone synthetics test
2019-12-18 16:21:26 -06:00
Pedro Pinto
d5fc0c5a56
Skipped lines that do no match a FIX prefix in FIX logs.
...
This is needed at the ICE where some messages can have new lines. We
use the new line separator to separate FIX messages so the parser was
getting confused when it saw multi-line messages.
2019-12-18 17:16:12 -05:00
Kevin Darby
7c4daa0f4b
we are trying to log in for a deleted user
2019-12-18 10:32:26 -05:00
Taha Afzal
ab430e4afb
Merged in SP-272_IB_slowness (pull request #384 )
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Reports transition to end state right away (vs on a timer)
2019-12-18 15:24:14 +00:00
Taha Afzal
29f6ea6d48
Merged in SP-273-fills-highlighting (pull request #383 )
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SP-273 fills highlighting
2019-12-18 15:20:41 +00:00
Taha Afzal
e46372d08e
Merged in SP-271-synthetic-cloning (pull request #382 )
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SP-271 synthetic cloning
2019-12-18 15:18:48 +00:00
Taha Afzal
1d2faeba3e
Merged in SP-270-piq-bug (pull request #381 )
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SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl)
2019-12-18 15:16:07 +00:00
Taha Afzal
23cffc0630
Merged synthetic-importer into master
2019-12-18 10:03:45 -05:00
Jake Norbut
90b597fc70
Merged in SP-267_ladder_message (pull request #380 )
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SP-267 ladder status message visibility
2019-12-18 14:57:34 +00:00
Kevin Darby
5ea2a8d6b6
build
2019-12-18 09:36:53 -05:00
Kevin Darby
6e64f7c6df
ice login
2019-12-18 09:28:02 -05:00
Eric Harding
8a210f39b6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod
2019-12-17 15:36:40 -05:00
Kevin Darby
2aacd141ad
only log in with ice users that have the authorized user set
2019-12-17 15:34:46 -05:00
Taha Afzal
5c01e6a99a
Reports transition to end state right away (vs on a timer)
2019-12-16 13:46:26 -05:00
Eric Harding
2688281a10
Protect against ICE 0-leg spread data on cert
2019-12-16 10:26:34 -05:00
Eric Harding
c6cd5fcf93
services.md
2019-12-15 22:09:20 -05:00
Eric Harding
177b96b453
manual updates
2019-12-13 17:46:22 -05:00
Eric Harding
292f66a774
Add package id for nuget
2019-12-13 17:46:03 -05:00
John Colvin
7ccd9134c4
SyntheticSecurityParser trims whitespace from leg type text
2019-12-10 18:11:26 -06:00
John Colvin
54d82e1773
DeleteSyntheticDaemon - improve logging, support batch delete
2019-12-10 18:01:44 -06:00
John Colvin
9483962e7b
DiscretePropertyChangeDetector uses generic/strong types rather than boxing to object
2019-12-04 13:27:44 -06:00
John Colvin
f94c5bc542
SP-273 Fills are unselected when order tree changes
2019-12-04 13:24:30 -06:00
John Colvin
ce985f4b44
FillsVM state doesn't need to be observable (every usage is equiv to Observable.Return)
2019-12-03 14:02:26 -06:00
John Colvin
032f2253a7
ExecutionStrategyEditor 'Remove Leg' tooltip
2019-12-03 12:49:42 -06:00
John Colvin
4b4eb66ef0
SP-271 Synthetic cloning
2019-12-03 12:49:42 -06:00
Eric Harding
8c837f9f64
Expound on service fundamentals / ServiceContext
2019-12-03 13:16:41 -05:00
John Colvin
a71914d566
TickFactorsPicker - disable auto complete behavior
2019-12-02 16:16:41 -06:00
John Colvin
bd00183f7a
SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl)
2019-12-02 15:24:10 -06:00
Jake Norbut
2674e526be
formatting
2019-12-02 13:11:44 -06:00
Jake Norbut
4ea2c08cc3
hooking up message Visibility to new vm property
2019-12-02 13:06:30 -06:00
Jake Norbut
99432ad7ac
adding status message visibility property to ladder vm
2019-12-02 13:05:43 -06:00
Jake Norbut
8c210bff34
adding status message visibility to setting vm
2019-12-02 13:04:57 -06:00
Jake Norbut
e566a94380
adding status_message_visible to settings
2019-12-02 13:04:15 -06:00
Eric Harding
85f97ae552
Combine rpc/streams into services.md
2019-12-01 21:50:17 -05:00
Eric Harding
7ca0d10eb0
client/overview.md
2019-11-29 11:49:24 -05:00
John Colvin
07da9fd296
Import Synthetics manual test
2019-11-25 12:55:13 -06:00
John Colvin
436dbd217c
SP-266 synthetic csv parser/import dialog
2019-11-25 12:55:13 -06:00
John Colvin
0937381a3f
INotifyDataErrorInfo 'subscribe_has_errors' extension only notifies observers when HasErrors changes
2019-11-25 12:55:13 -06:00
John Colvin
d42f6b6fff
EnumHelper - generic add/remove_flags methods
2019-11-25 12:55:13 -06:00
John Colvin
03940b291b
ArrayHelper.trim was not actually reassigning ref with trimmed result
2019-11-25 12:55:13 -06:00
John Colvin
2a72b03afc
TickFactorsPicker - disable auto complete behavior
2019-11-25 12:55:13 -06:00
John Colvin
98caeb5410
MDDaemon - check that synthetic metadata.HasStrategy before adding to map
2019-11-25 12:55:13 -06:00
John Colvin
73cb56a661
DIYGridRowPresenter - don't perform drag selection when SelectionMode=Single
2019-11-25 12:55:13 -06:00
John Colvin
88932081b7
add WindowMaxSizeConverter to implement 'SizeToContent' max dimensions
2019-11-25 12:55:13 -06:00
Eric Harding
ca8aed1f2b
client pages outline
2019-11-22 18:49:58 -05:00
Eric Harding
b62d9751cf
chown duplicates files in docker image
2019-11-20 14:57:56 -05:00
Eric Harding
b32d63fcda
Update api site template
2019-11-20 12:39:59 -05:00
Jake Norbut
26b5fe5699
updating release notes
2019-11-20 09:47:48 -06:00
Jake Norbut
2fccceb91d
Merged in ladder_recenter_no_kb (pull request #379 )
...
Ladder recenter no kb
2019-11-20 15:47:09 +00:00
Jake Norbut
fa49a0de07
adding new test
2019-11-20 09:45:51 -06:00
Jake Norbut
bd28a0fa54
delete old test
2019-11-20 09:45:27 -06:00
Jake Norbut
14ebe5ef51
(shift or alt) + double click to recenter all ladders
2019-11-20 09:14:20 -06:00
Jake Norbut
a9b4049307
relocating bus.post of recenter all to common public ladder function
2019-11-20 09:13:58 -06:00
Eric Harding
54d9d5e2f3
Add google analytics
2019-11-19 16:38:30 -05:00
Jake Norbut
234d499731
adding ladder spacebar test
2019-11-19 08:51:38 -06:00
Eric Harding
324b9c1cc7
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2019-11-19 09:04:33 -05:00
Eric Harding
6aad329e09
Include ice symbol list in defaults for windows
2019-11-18 13:04:00 -05:00
Jake Norbut
0641cf45d9
Merged in SP-261_bye_bye_butterfly (pull request #366 )
...
RTM - no more butterfly defaults
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-18 16:34:35 +00:00
Jake Norbut
1fe0efe5c3
Merged in SP-264_price_display_format (pull request #374 )
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RTM - SP-264 drop tick separator in ladder prices
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-11-18 16:17:31 +00:00
Jake Norbut
93938b6ef2
fix merge
2019-11-18 10:15:19 -06:00
Jake Norbut
818806a4e1
Merged in SP-263_recenter_on_spacebar (pull request #371 )
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RTM - SP-263 recenter on spacebar
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-11-18 15:35:59 +00:00
Jake Norbut
261bf3e475
Merged in SP-260_local_max_clip (pull request #370 )
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RTM SP-260 local max clip
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-11-18 15:34:30 +00:00
John Colvin
dbe2194ed3
Merged in SP-265-pnl-cast-exception (pull request #376 )
...
SP-265 pnl cast exception
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-18 15:26:06 +00:00
John Colvin
45e10ca377
SP-265 use 'is' instead of explicit cast to IPNLCellData (the cast should work; this is defensive)
2019-11-14 21:09:31 -06:00
Eric Harding
c3299232f1
Update release notes
2019-11-14 17:44:24 -05:00
John Colvin
4de77ce339
pnl sometimes duplicates grouping columns when they are changed in settings dialog
2019-11-14 16:12:58 -06:00
John Colvin
96f71290a4
SP-265 pnl crash due to CastException
2019-11-14 16:12:19 -06:00
Jake Norbut
e2b80942df
adding manual test
2019-11-14 15:58:59 -06:00
Jake Norbut
51fb068469
adding manual test
2019-11-14 15:51:40 -06:00
Eric Harding
81b36edfe3
Merged in subprocess (pull request #375 )
...
[RTM] Simple sparkd subprocess runner
2019-11-14 20:26:38 +00:00
Eric Harding
90976ffeba
Merged in init_spark_plugin (pull request #372 )
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[RTM] Always init_spark_plugin() for libspark.so
2019-11-14 20:24:50 +00:00
Eric Harding
43aad8b53f
merge master
2019-11-14 15:24:36 -05:00
Eric Harding
5434647ecb
Merged in SP-262-read_latest_crash_dump-crahes (pull request #368 )
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[RTM] SP-262 check for directory exists in keep_n_matching_files
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-14 20:22:53 +00:00
Eric Harding
7c4aa11c69
Merged in SP-259-elliots-tas-algo-not-firing (pull request #369 )
...
[RTM] SP-259 - Fix md exchange status transitions.
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-14 20:22:44 +00:00
Eric Harding
176c1f8d92
Update sdk overview.md with blog edits
2019-11-14 15:22:01 -05:00
Jake Norbut
8b0c9e7722
adding some TAS-style symbols so we get md recording on them
2019-11-14 07:56:27 -06:00
Eric Harding
a5c2e8b287
SP-230 Disable GMI_import for sdk
2019-11-13 15:37:38 -05:00
Eric Harding
24e766ba59
SP-230 include futures.coconut in dockerfile
2019-11-13 14:45:34 -05:00
Eric Harding
ddd81ea93a
Allow sdk shell to always skip stunnel
2019-11-13 14:45:06 -05:00
Eric Harding
5481cce34c
Simple sparkd subprocess runner
2019-11-13 13:50:21 -05:00
Jake Norbut
58d39c4833
rendering ladder prices approparitely based on price_display_format
2019-11-13 10:38:26 -06:00
Jake Norbut
367d9be724
adding price_display_format to settings view
2019-11-13 10:38:04 -06:00
Jake Norbut
99f2ab7c8a
adding price_display_format to vm
2019-11-13 10:37:46 -06:00
Jake Norbut
8b091b39eb
adding PriceDisplayFormat enum to proto
2019-11-13 10:37:24 -06:00
Eric Harding
9d1f0e5538
Remove bad symlink breaking build.
2019-11-12 16:58:30 -05:00
Eric Harding
02ade1e0c9
Merged in SP-230-api-experience (pull request #373 )
...
SP-230 api experience
2019-11-12 21:36:11 +00:00
Eric Harding
296749bae3
remote docker part from udpate_github
2019-11-12 16:34:29 -05:00
Eric Harding
49ec9885eb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-230-api-experience
2019-11-12 13:28:28 -05:00
Eric Harding
04264e70b9
add spark_client.cmd
2019-11-12 11:54:15 -05:00
Eric Harding
eaadc74242
SP-230 overview/blog
2019-11-12 10:56:29 -05:00
Eric Harding
6760ca1898
Always init_spark_plugin() for libspark.so
2019-11-12 08:50:31 -05:00
Eric Harding
5f2d3c7c26
SP-230 algo overview draft
2019-11-11 16:49:12 -05:00
Eric Harding
326532ed5c
Urls change /algo/ to /server/
2019-11-11 11:43:31 -05:00
Eric Harding
5cfb4a65e9
SP-230 add faq/join
2019-11-11 10:19:17 -05:00
Eric Harding
f955fef680
SP-230 orders
2019-11-08 17:31:54 -05:00
Eric Harding
2214988442
SP-230 rename Algo sdk to Server sdk
2019-11-08 16:51:25 -05:00
Eric Harding
e80ab05969
SP-230 subscriptions
2019-11-08 16:26:51 -05:00
Eric Harding
92bdbd460a
initialization : editing
2019-11-08 15:43:31 -05:00
Jake Norbut
a357d978ca
misc string formatting fix; this is only used for debugging focus issues
2019-11-08 13:45:03 -06:00
Jake Norbut
dfb673bd63
recenters all ladders via posting to appropriate tag to bus when spacebar is pressed over a ladder
2019-11-08 13:43:29 -06:00
Jake Norbut
24f366491b
update view with appropriate controls for enforce_max_clip and max_clip
2019-11-08 10:44:03 -06:00
Jake Norbut
55134bf172
check max clip for crossing market dialog as well
2019-11-08 10:42:23 -06:00
Jake Norbut
b6b33f14ef
enforce max clip at order entry
2019-11-08 10:40:43 -06:00
Jake Norbut
12d532a17f
adding enforce_max_clip and max_clip to settings vm
2019-11-08 10:39:38 -06:00
Jake Norbut
09679ff494
adding enforce_max_clip and max_clip to proto
2019-11-08 10:38:10 -06:00
Eric Harding
781e7c98a0
SP-230 initialization
2019-11-08 10:09:33 -05:00
Eric Harding
4189b05665
SP-262 check for directory exists in keep_n_matching_files
2019-11-07 18:08:13 -05:00
Eric Harding
ff5b04f8ee
SP-259 - Fix md exchange status transitions.
2019-11-07 17:52:10 -05:00
Jake Norbut
4180b9a8ec
removing price and quantity special case when legs = 3
2019-11-06 11:45:42 -06:00
Taha Afzal
b3369db7cc
Release notes
2019-11-04 13:07:02 -05:00
Taha Afzal
279abcfefd
Made the fractional_hedging test a bit easier to do
2019-11-04 10:41:27 -05:00
Taha Afzal
872e2465a6
Fixing the test
2019-11-01 14:15:11 -04:00
Eric Harding
5ba244c982
Editing initialization
2019-10-31 17:24:20 -04:00
Eric Harding
4029a6a58a
registration.md
2019-10-31 16:48:06 -04:00
Taha Afzal
89fb79c556
Manual tests added
2019-10-29 18:53:17 -04:00
Taha Afzal
c92e9df77b
Merge branch 'hide_deleted_accounts'
2019-10-29 14:58:11 -04:00
Taha Afzal
81aaa853d5
Merging SP-248
2019-10-29 14:40:00 -04:00
Taha Afzal
4f308faba2
Merge branch 'SP-247-order-entry-sounds'
2019-10-29 14:09:30 -04:00
Taha Afzal
0b924033c2
Merge branch 'SP-252-root-spreader-security'
2019-10-29 14:08:29 -04:00
Taha Afzal
3606c707e4
Merge branch 'SP-204-local-fills'
2019-10-29 14:07:42 -04:00
Taha Afzal
5998107e6a
Merge branch 'SP-225-investigate-the-lack-of-price-rep'
2019-10-29 14:03:12 -04:00
Taha Afzal
297982433b
Merge branch 'SP-249'
2019-10-29 13:58:28 -04:00
Taha Afzal
15ac9d945b
Modified tests
2019-10-29 13:53:20 -04:00
Eric Harding
c03d05285b
Copy images locally so Michael doesn't steal them
2019-10-28 17:15:18 -04:00
Jake Norbut
a0f1d11692
adding manual fills don't show admin fills test
2019-10-28 16:15:01 -05:00
Jake Norbut
e7890a459c
test for order sent sound
2019-10-28 15:57:27 -05:00
Jake Norbut
f7fb5ed400
adding test for deleted accounts
2019-10-28 15:48:47 -05:00
Jake Norbut
75e98d353f
adding left panel test steps
2019-10-28 15:41:39 -05:00
John Colvin
5fc6ff4c00
SP-204 Local fills UI erroneously shows admin fills too
2019-10-26 16:40:32 -05:00
Eric Harding
78323d09e8
SP-230 Development with other editor
2019-10-25 17:40:10 -04:00
Taha Afzal
6951272633
Just has to update the last_price
2019-10-25 13:05:44 -04:00
Eric Harding
f2621da423
SP-230 Development with VScode
2019-10-25 12:19:38 -04:00
Taha Afzal
548611b44f
Adding tooltips, and hooking to the right proto
2019-10-24 18:04:54 -04:00
Eric Harding
cf2bc03dd1
SP-230 Editing
2019-10-24 17:36:27 -04:00
Taha Afzal
322da04723
Merge branch 'SP-249' of bitbucket.org:bluetradesys/spark into SP-249
2019-10-24 17:09:30 -04:00
Taha Afzal
3544eac815
Cleaned up the quote throttling code
2019-10-24 17:09:24 -04:00
John Colvin
7fef7d88ce
refactor QuoteInsideMarketDistance to new proto type (cannot recycle old type bc it must be null in existing synths)
2019-10-24 15:41:30 -05:00
John Colvin
7531cf5eb4
remove unused synth param 'QuoteInsideMarketDistanceAwayModel'
2019-10-24 15:38:15 -05:00
John Colvin
5826a083c0
SyntheticEditor - remove Quote Inside Market Away Distance param
2019-10-24 12:44:47 -05:00
John Colvin
ec0d5d22f1
SyntheticEditor - disable Quote Throttle/Inside Market Distance by default
2019-10-24 12:37:13 -05:00
John Colvin
d433368795
fix typo in 'order sent alert' predicate (creation time comparison was backwards)
2019-10-24 11:51:39 -05:00
Eric Harding
88e17743ef
Disable onixs for sdk sparkd
2019-10-24 11:28:04 -04:00
Jake Norbut
dc4453e510
SP-256 - hide deleted accounts
2019-10-24 08:32:38 -05:00
Eric Harding
950073703f
SP-230 Scripts to deploy to api.bluetradesys.com
2019-10-23 19:40:11 -04:00
Jake Norbut
1b1583abda
removing OJ and KC IFU entries; regen cme ref data file
2019-10-23 09:24:28 -05:00
Jake Norbut
9d2f2888bb
updating reference data with latest for RodrigoSGU and CNH
2019-10-23 09:08:20 -05:00
Eric Harding
504d09eb6c
SP-230 devcontainers are pretty neat
2019-10-22 17:36:51 -04:00
Eric Harding
c2ea5aa36f
ServiceContext needs to include port when deciding to connect to sparkvm:8000 for debuggin
2019-10-22 16:35:00 -04:00
John Colvin
26816f0048
SP-249 New spreader quoting throttle parameter
2019-10-22 12:12:17 -05:00
Eric Harding
c367488844
sdk: refactor example build
2019-10-22 13:02:10 -04:00
Taha Afzal
e97e6b93c7
Adding proto
2019-10-21 16:44:00 -04:00
John Colvin
0d8252e131
SP-252 Parent spreader badge should show the spreader name as well
2019-10-21 12:58:21 -05:00
Eric Harding
fb19dd8ce5
Add sdk dockerfile and create it on build
2019-10-17 17:43:19 -04:00
Eric Harding
c0a2c6a24a
Split examples into separate directories and add devcontainer
2019-10-17 17:42:30 -04:00
Eric Harding
7cbd5adccc
Advance linux docker to include 'zip' executable
2019-10-17 17:28:38 -04:00
Eric Harding
3b8a4f89cc
Rename Log subsystem ClientSdk to just Sdk
2019-10-17 17:25:20 -04:00
Taha Afzal
801b9622f8
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-10-17 15:09:19 -04:00
Taha Afzal
a5df3f2da2
Dynamic Algos are now loaded only when explicitely enabled by name in Toggles config
2019-10-17 15:09:10 -04:00
John Colvin
f03a413855
SP-247 Order Entry Sounds
2019-10-17 13:55:52 -05:00
Michael Harding
f3a692bda2
Delete ex_sim_orders_venue_sim in system tests
2019-10-17 13:30:11 -04:00
Kevin Darby
6c3bdbdc34
make sim datapaths pretty again
2019-10-17 12:09:05 -04:00
Eric Harding
d4749dd381
Tool to test c# api latency
2019-10-17 11:57:20 -04:00
Taha Afzal
a008f4d0fd
Hiding pyramid, ignoring timer (which was faking market status)
2019-10-17 11:38:35 -04:00
Taha Afzal
0ee9521454
Merge branch 'TAS'
2019-10-17 11:16:03 -04:00
Kevin Darby
62cef7c2f7
release notes
2019-10-17 09:44:53 -04:00
Taha Afzal
1b39f4e47c
Merge branch 'master' into TAS
2019-10-16 21:54:24 -04:00
Taha Afzal
3212b2fcee
Added logs for TAS Algo
2019-10-16 16:38:12 -04:00
Taha Afzal
1576541bd1
Clean up
2019-10-16 14:59:34 -04:00
Kevin Darby
62e97364fb
Merged in ice_exec3 (pull request #230 )
...
Ice execution
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-10-16 18:47:10 +00:00
Taha Afzal
93b954ce46
Some cleanup remains, mostlty done
2019-10-16 11:37:32 -04:00
John Colvin
c9da022c58
SP-248 Ladder left panel scroll
2019-10-15 12:12:20 -05:00
John Colvin
0772a13b09
introduce ladder settings 'profile-equivalent' logic to avoid disconnecting ladders from profiles due to trivial settings changes
2019-10-14 20:55:00 -05:00
John Colvin
c53f6ad906
finally remove mutable members from LadderSettings GetHashCode impl
2019-10-14 16:01:24 -05:00
Taha Afzal
1058c8a80e
Merge branch 'pyramid' into TAS
2019-10-14 11:45:56 -04:00
Taha Afzal
7ecb106880
Done
2019-10-14 11:39:27 -04:00
Taha Afzal
b0c1d93c50
Corner cases fixed
2019-10-14 11:08:29 -04:00
Kevin Darby
0c5a039226
tested buffered cancel and replace with lean_controlled.txt, verified in fix
2019-10-11 14:04:32 -04:00
Kevin Darby
2677144bfa
buffer cancel and updates because ice sucks
2019-10-10 17:43:28 -04:00
Eric Harding
04f165b1a3
api docs: change info icon
2019-10-10 17:12:25 -04:00
Kevin Darby
6b30c42c0d
added gt_cert jetfix rule to conf per Pete
2019-10-10 14:56:32 -04:00
Eric Harding
893aa7a370
api sdk - development
2019-10-09 20:01:56 -04:00
Eric Harding
245b5d0f99
sdk docs - downloading
2019-10-09 18:56:30 -04:00
Kevin Darby
2f62d29f66
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-09 14:03:11 -04:00
Taha Afzal
828f867a80
Merge branch 'pyramid' of bitbucket.org:bluetradesys/spark into pyramid
2019-10-09 13:46:19 -04:00
Taha Afzal
c9663cf7ab
made the child orders configurable
2019-10-09 13:46:08 -04:00
John Colvin
b85de51d0c
bring back DefaultAlgoVM for 'None' case (dynamic children placeholders do not have specific impl)
2019-10-09 12:33:40 -05:00
John Colvin
dc8e65923d
fix adminModel typo '&&' -> '||' (users need admin OR trade permissions to see account)
2019-10-09 12:00:25 -05:00
Eric Harding
d5225aa75b
spark sdk Installing
2019-10-09 12:21:03 -04:00
Eric Harding
48e6e1e139
client sections need work
2019-10-08 17:39:51 -04:00
Eric Harding
1ebd0be57c
api docs outline
2019-10-08 17:24:01 -04:00
Eric Harding
28779d333c
api docs "landing page"
2019-10-08 16:53:40 -04:00
Eric Harding
c9387a92be
Add docs/api
2019-10-08 16:41:59 -04:00
Eric Harding
1469373b9c
fix Sparkcmd -h help printer
2019-10-08 15:59:15 -04:00
Kevin Darby
820e937336
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-08 12:49:58 -04:00
John Colvin
8b73878782
null check for TradingPermissions (fixes login crash)
2019-10-08 11:46:32 -05:00
Kevin Darby
b15106dac4
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-08 11:43:22 -04:00
Michael Harding
100316b791
SP-246: Fix System Tests
2019-10-08 11:06:41 -04:00
Kevin Darby
3c98425226
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-07 12:53:44 -04:00
John Colvin
1aa9c46367
fix build (bad using directives after merge)
2019-10-07 10:48:12 -05:00
Kevin Darby
5211cab351
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-07 10:24:36 -04:00
Pedro Pinto
e89a4cce53
Merged in sim_prorata (pull request #350 )
...
RTM. Documented OrderMatcher better.
2019-10-07 13:38:41 +00:00
Eric Harding
cb56b90737
Merged in SP-229-shell-crash-dumps (pull request #346 )
...
RTM: SP-229 shell crash dumps
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-10-07 13:38:00 +00:00
Pedro Pinto
761a89f052
Updated release notes
2019-10-07 09:37:00 -04:00
Pedro Pinto
cab6b56606
Merged master
2019-10-07 09:36:21 -04:00
Pedro Pinto
8a743a91a5
Updated release notes.
2019-10-07 09:29:30 -04:00
Taha Afzal
5dec5dc392
Merged in SP-232 (pull request #345 )
...
RTM. Fixing SP-232
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-10-07 13:28:30 +00:00
Eric Harding
27aa4fca26
Merged in system-tests (pull request #349 )
...
RTM: System tests
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-10-07 13:20:35 +00:00
Pedro Pinto
84a2e50bf7
Updated release notes.
2019-10-07 09:19:18 -04:00
John Colvin
297eb5b25b
Merged in SP-181-no-spreads-in-man-fills (pull request #352 )
...
RTM SP-181 Remove the option to enter manual fills of spreads
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-10-07 13:18:26 +00:00
Pedro Pinto
d9d0e1f4ef
Updated release notes.
2019-10-07 09:15:21 -04:00
Eric Harding
6ec0cc8bbe
Merged in SP-236-websocketpp (pull request #353 )
...
RTM: SP-236 Disable websocketpp open_handshake timeout
2019-10-07 13:13:30 +00:00
Pedro Pinto
795b77ea3f
Updated release notes.
2019-10-07 09:12:45 -04:00
John Colvin
91c97d32bb
Merged in SP-223-som-synth-crash (pull request #355 )
...
RTM add dispatcher thread name to assert log
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-10-07 13:11:57 +00:00
John Colvin
e0c50703d7
Merged in SPARK-2534-fills-time-filter-bug (pull request #357 )
...
RTM SPARK-2534 fills time filter bug
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-10-07 13:11:03 +00:00
Pedro Pinto
dab1e76766
Updated release notes.
2019-10-07 09:10:32 -04:00
Pedro Pinto
b8c927df27
Merge branch 'master' into SPARK-2534-fills-time-filter-bug
2019-10-07 09:02:25 -04:00
Pedro Pinto
2684d25f09
Updated release notes
2019-10-07 09:01:48 -04:00
John Colvin
7c95a77ae2
Merged in update-naggle-test (pull request #360 )
...
RTM unit test for update.naggle fix
2019-10-07 13:00:06 +00:00
John Colvin
31b115d13b
Merged in bts-admin-permissions (pull request #356 )
...
RTM Bts admin permissions
2019-10-07 12:58:42 +00:00
Pedro Pinto
d681a6924b
Updated release notes.
2019-10-07 08:39:01 -04:00
Pedro Pinto
d0cce84d2e
Merge branch 'master' into bts-admin-permissions
2019-10-07 08:38:07 -04:00
Pedro Pinto
532591c34f
Updated release notes.
2019-10-07 08:36:14 -04:00
Taha Afzal
562b9419bd
hedge is a lean now
2019-10-04 17:32:03 -04:00
John Colvin
7f187224c1
add .Replay(1).RefCount() to AdminModel.on_accounts
2019-10-02 13:40:29 -05:00
John Colvin
79b2121f5e
OrderBookVM disposes order_mod_vm
2019-10-02 13:40:28 -05:00
John Colvin
0bd477594c
FillsVM disposes filters
2019-10-02 13:36:58 -05:00
John Colvin
149cd90fb4
apply permission filter to pnl stream
2019-10-02 11:54:38 -05:00
John Colvin
f74e719a9f
sort accounts/users in filter dropdowns for OrderBook/Fills/PNL
2019-10-02 11:54:38 -05:00
John Colvin
8b68beae96
Merge remote-tracking branch 'origin/master' into bts-admin-permissions
2019-10-02 10:52:45 -05:00
Pedro Pinto
9cc0b471f2
Added support for tag 1031, defaults to Y.
2019-10-02 10:32:23 -04:00
Taha Afzal
3e035197d0
Top Spread is also a security (forgot to mark it as a security, so it was showing as a uint in the ui)
2019-10-01 20:42:06 -04:00
Taha Afzal
c9d8a640b6
Merge branch 'pyramid' of bitbucket.org:bluetradesys/spark into pyramid
2019-10-01 19:44:49 -04:00
John Colvin
1d97e620fd
add security map to view's resources for dynamic security key param's ContractPickerPopup
2019-10-01 17:17:31 -05:00
John Colvin
f6299ab5c3
clean up DynamicOrderParamVM - don't store value with the descriptor, make 'param' prop readonly
2019-10-01 17:08:32 -05:00
John Colvin
eaff4774e0
refactor some Disposable.replace calls so that the prev hook is disposed before the new one is created
2019-10-01 17:08:32 -05:00
John Colvin
bed52db98a
dynamic order SecurityKey DataTemplate
2019-10-01 17:08:32 -05:00
John Colvin
bd3ef33607
AlgoStudio dynamic order 'SecurityKey' template
2019-10-01 17:08:32 -05:00
John Colvin
25a594895e
ladder/ticket/algo studio views store SecurityMap in resource dictionary
2019-10-01 17:08:31 -05:00
John Colvin
4d468c8026
DynamicOrderVM 'SecurityKey' descriptor impl
2019-10-01 17:08:31 -05:00
John Colvin
68ed90487b
AlgoParamVM template key impl
2019-10-01 17:08:31 -05:00
John Colvin
ddc2c67fea
add SelectedSecurityKey dp to ContractPickerPopup
2019-10-01 17:08:31 -05:00
Taha Afzal
77459e9c64
price changes dont have the algo params filled in
2019-10-01 16:15:36 -04:00
John Colvin
db64f2f45b
migrate common ManualFills resource keys into central location
2019-09-30 18:21:06 -05:00
John Colvin
3f7ea71de7
[non-functional] normalize whitespace in AlgoContentTemplateSelector.xaml
2019-09-30 18:11:18 -05:00
John Colvin
d334418655
PyramidAlgo uses 'SecurityKey' dynamic param descriptor
2019-09-30 18:09:11 -05:00
John Colvin
d1844afeae
server side impl for 'SecurityKey' dynamic param descriptor
2019-09-30 18:08:41 -05:00
John Colvin
b6dc2bd4d4
add 'SecurityKey' dynamic param descriptor
2019-09-30 18:03:52 -05:00
Taha Afzal
58906eb3b6
Code complete
2019-09-30 16:55:35 -04:00
Kevin Darby
50e61604ba
move default keycode exp to 12/31/2019 to fix unit tests
2019-09-30 11:53:44 -04:00
Kevin Darby
6bd23f106f
Merged in fix_nan_pnl (pull request #361 )
...
add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market
2019-09-30 15:07:11 +00:00
Kevin Darby
dfd8348724
add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market
2019-09-30 11:03:03 -04:00
Taha Afzal
963a4207e2
Code complete, need cleanup and testing
2019-09-26 19:00:15 -04:00
John Colvin
d2e9352e48
unit test for update.naggle fix
2019-09-25 12:01:31 -05:00
Kevin Darby
da42e95754
fixed externals and docker
2019-09-25 10:59:58 -04:00
Kevin Darby
a878a55ac1
moved externals
2019-09-25 10:00:20 -04:00
John Colvin
4305d560aa
Merged in pnl-rounding-error (pull request #359 )
...
RTM Pnl rounding error
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-09-25 13:57:52 +00:00
John Colvin
055f0015e7
Update.naggle pr edit: 'TryPop' is an innappropriate name (just use 'Remove')
2019-09-24 17:28:06 -05:00
Kevin Darby
a39d91ceb3
Merge branch 'pnl-rounding-error' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-24 14:38:26 -04:00
John Colvin
ddc50e1fba
pnl initial calc type was not being applied to data
2019-09-24 13:32:54 -05:00
John Colvin
ffb571d1cf
fix pnl rounding issues (use 9 decimal places)
2019-09-24 13:32:53 -05:00
John Colvin
2a36c05d75
fix PNLRowData Equals impl (was not comparing market prices)
2019-09-24 13:32:53 -05:00
John Colvin
a3730eb203
Update.naggle merge maintains changes (could get into state where changes became adds/removes)
2019-09-24 13:32:53 -05:00
John Colvin
d033275694
remove unused member OrdersModel.on_account_pnl
2019-09-24 13:32:53 -05:00
Taha Afzal
4e58342677
Merge branch 'master' into Pyramid
2019-09-24 13:12:56 -04:00
Taha Afzal
5eeb5a534c
Adding logs
2019-09-24 13:12:16 -04:00
Jake Norbut
016ddf9b69
fixing pay less definition
2019-09-24 08:21:56 -05:00
John Colvin
0cc5817932
expand synthetic leg columns to fit name
2019-09-24 01:04:28 -05:00
Michael Harding
032836dea4
Test updates
2019-09-23 15:54:33 -04:00
Taha Afzal
f20c53bced
Organized the code better
2019-09-23 14:08:21 -04:00
Kevin Darby
a06461eb5e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 13:58:22 -04:00
Kevin Darby
34e7d6a617
remove ice bust handling
2019-09-23 13:57:43 -04:00
Kevin Darby
276e9ad0ef
Merged in fix_expired_fill_crash (pull request #358 )
...
Fix expired fill crash
2019-09-23 17:50:02 +00:00
Pedro Pinto
5968ac10d2
The fix is right, but the code was a bit clumsy.
2019-09-23 13:48:26 -04:00
Kevin Darby
31e44d8c10
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 13:03:20 -04:00
John Colvin
9bf7666c30
downgrade pnl rounding error Log assert to warning
2019-09-23 11:56:57 -05:00
Kevin Darby
8fdab4a510
note about expired securities in sod tests
2019-09-23 12:47:48 -04:00
Kevin Darby
385adaa1b0
Merge branch 'fix_expired_fill_crash' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 12:36:16 -04:00
Kevin Darby
f9506bc9ad
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 12:36:00 -04:00
Kevin Darby
b9fd0e2e28
in SIM you can trade an expired security and if we leave it out of this map
...
we will later attempt to add this fill twice while testing SOD because the test
asks to delete the fills db
2019-09-23 12:31:03 -04:00
Kevin Darby
6b5b517d70
slight nit in GLBXExecutionGateway
2019-09-23 12:29:38 -04:00
John Colvin
80850146c1
TableUpdate.AggregateLatest shouldn't share seed across subscriptions
2019-09-23 00:08:12 -05:00
John Colvin
0680dddab4
normalize line endings in TickUpDown.xaml
2019-09-22 15:22:57 -05:00
John Colvin
70aa62c0cf
add border to DateTimePicker 'time' part view
2019-09-22 15:22:20 -05:00
John Colvin
06165b3842
SPARK-2534 Fills Form seems to always have SOD orders in there
2019-09-22 15:06:03 -05:00
John Colvin
f21902d60d
remove unused files AdminModelWrapper/PermissionFilter.cs
2019-09-22 14:46:52 -05:00
John Colvin
a27f383b62
remove LoginContainer MEF Export consts (replace usages with UserTuple)
2019-09-22 12:58:46 -05:00
John Colvin
35d4fcc513
make UserTuple public (it's referenced in multiple assemblies)
2019-09-22 12:58:46 -05:00
John Colvin
8a96b00f64
add 'User' column to Synthetic Management window
2019-09-22 12:58:46 -05:00
John Colvin
2d06fd3d92
[non-functional] style cop/whitespace changes to SyntheticManagementDialogVM.cs
2019-09-22 12:58:45 -05:00
John Colvin
76050e0722
SyntheticManagement vm uses 'DataGridFilterHelper.hook_all' method to eliminate risk of omitting column filters
2019-09-22 12:58:45 -05:00
John Colvin
a3f0c2fbf6
pass UserTuple to SyntheticManagement row (for imminent user column), remove dependency on securitymd
2019-09-22 12:58:45 -05:00
John Colvin
1ccc4c3746
add 'ShowLadderAutoLookupTag' to eschew securitymd depependency
2019-09-22 12:58:45 -05:00
John Colvin
e5d85db888
SP-151 BTS user can view/edit all synths/algos
2019-09-22 12:11:15 -05:00
John Colvin
e47b1c3048
[non-functional] style cop/whitespace changes in MDSource/Daemon.cs
2019-09-22 12:11:15 -05:00
John Colvin
039791a296
simplify AdminModel, api 'permission filters' use new UserTuple.Permissions enum
2019-09-22 12:11:15 -05:00
John Colvin
e6884b6654
add 'Permissions' enum to UserTuple
2019-09-22 11:39:26 -05:00
John Colvin
8cbae28dd8
move UserTuple.cs into spark_api
2019-09-22 11:39:26 -05:00
John Colvin
010a1fecb1
remove unused function 'OrderFactory.subscribe_user_tuples'
2019-09-22 11:39:26 -05:00
Pedro Pinto
ec1d925dbe
Added to .gitignore
2019-09-22 08:25:10 -04:00
Kevin Darby
96bec55ee7
fix build, we will have to handle these ice cpps someplace else
2019-09-20 15:01:56 -04:00
Kevin Darby
424bb36fc7
update jakes script for ice cpps
2019-09-20 14:30:27 -04:00
Kevin Darby
c24700195f
fixed cpp coming from market data for ice, added the obligatory overrides
2019-09-20 14:15:27 -04:00
Jake Norbut
f7184b0949
updating tests
2019-09-20 09:13:01 -05:00
John Colvin
633ebf38a2
restore original ComboBox default padding on the left
2019-09-19 18:58:19 -05:00
John Colvin
1eb8352b6b
OrdersModel blocks GlbxIceberg orders from going out to non-glbx exchange
2019-09-19 17:21:48 -05:00
John Colvin
33c201b395
remove unused SparkTag.CreateOrder
2019-09-19 17:21:17 -05:00
Eric Harding
999973c349
upgrade websocketpp 0.7.0 to 0.8.1 (externals)
2019-09-19 14:59:09 -04:00
Eric Harding
4663ae9e4d
SP-236 Disable websocketpp open_handshake timeout
2019-09-19 14:38:00 -04:00
Kevin Darby
34fc6af137
fix mview test
2019-09-19 14:17:53 -04:00
Kevin Darby
6cc25a7337
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:56:32 -04:00
Kevin Darby
0c9a9fcb5e
git lfs
2019-09-19 13:56:01 -04:00
Kevin Darby
48b62f1cab
new externals
2019-09-19 13:40:01 -04:00
Kevin Darby
5a0ceafa66
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:28:31 -04:00
Kevin Darby
d31969606e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:27:52 -04:00
Kevin Darby
6c6fb74506
Merged in minimal_api_tests (pull request #348 )
...
RTM. Minimal api tests
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-09-19 17:26:14 +00:00
Pedro Pinto
a69ed30e70
Updated release notes.
2019-09-19 13:19:52 -04:00
Eric Harding
a654f302a2
Merged in SP-106-md-crashy (pull request #351 )
...
SP-106 md crashy
2019-09-19 17:10:35 +00:00
John Colvin
9ca3285888
miniob 'CheckColumn' is visible
2019-09-19 11:56:47 -05:00
John Colvin
d7d170f228
SP-181 Remove the option to enter manual fills of spreads
2019-09-19 11:23:36 -05:00
Eric Harding
df4c3b9376
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-106-md-crashy
2019-09-19 09:11:10 -04:00
Taha Afzal
cf977befd1
odds and ends
2019-09-18 17:22:09 -04:00
Eric Harding
1d538b4cb0
Code review feedback. Checked DeleteValue
2019-09-18 17:04:38 -04:00
Pedro Pinto
f21c9f96d1
Merged from prod
2019-09-18 16:25:35 -04:00
Pedro Pinto
16a71a9f63
Updated release notes.
2019-09-18 16:24:09 -04:00
Pedro Pinto
b42febdf60
Documented OrderMatcher better.
2019-09-18 16:11:16 -04:00
Eric Harding
71915de4b0
sparkcmd CaseInsensitiveEnumValues
2019-09-18 15:47:53 -04:00
Kevin Darby
facb3249d0
Merge branch 'minimal_api_tests' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-18 15:24:51 -04:00
Kevin Darby
f323efc61a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-18 15:24:14 -04:00
Eric Harding
be5f54326e
sparkcmd test should always respect test type (unit/system)
2019-09-18 15:16:28 -04:00
Kevin Darby
a8689aee06
verified client api examples work
2019-09-18 15:13:53 -04:00
Kevin Darby
85b2d257a7
updated the example excel sheet, added some manual tests to vet api docs and excel
2019-09-18 14:57:40 -04:00
Michael Harding
f49ca9f7bd
Merged in system-tests (pull request #347 )
...
System tests
2019-09-18 18:39:11 +00:00
Michael Harding
65cf042639
Merge branch 'system-tests' into ice_exec3
2019-09-18 13:45:26 -04:00
Michael Harding
6aae7831bc
typo
2019-09-18 13:44:49 -04:00
Eric Harding
297233eae6
Clientbuild probably needs this too
2019-09-18 13:28:00 -04:00
Michael Harding
57526a5df5
merge system-tests into ice_exec3
2019-09-18 13:12:38 -04:00
Michael Harding
69dcbdd348
Set type in system tests
2019-09-18 13:08:49 -04:00
Eric Harding
0114dd0276
SP-106 MDConsumerHandle crash both managed+native
2019-09-18 12:58:15 -04:00
Michael Harding
7d26ff641e
more ports
2019-09-18 12:20:26 -04:00
Michael Harding
a8ffe3a6ec
logging ports
2019-09-18 11:20:13 -04:00
Michael Harding
bda135c435
Add more logging to system tests
2019-09-18 10:12:40 -04:00
Eric Harding
ffd35aebac
Enable btree_map.h on windows
2019-09-18 09:52:41 -04:00
Taha Afzal
c9b2ac290c
payup logic implemented
2019-09-17 22:10:53 -04:00
Pedro Pinto
b92fed4f47
Merged from prod
2019-09-17 16:59:03 -04:00
Pedro Pinto
6d7290db63
Updated release notes.
2019-09-17 16:56:28 -04:00
Pedro Pinto
0d0cf11157
Fixed matching error in sim
2019-09-17 16:55:24 -04:00
Kevin Darby
0fa97aeb56
added a service call to clear the auth sessions list in case of keycode trouble
2019-09-17 16:43:24 -04:00
Kevin Darby
d1422ddc58
fix auth tests
2019-09-17 16:36:16 -04:00
Taha Afzal
340d65a47c
Merge branch 'master' into pyramid
2019-09-17 16:32:53 -04:00
Kevin Darby
51ffa7e7f7
set_mic for synthetics
2019-09-17 16:15:17 -04:00
Kevin Darby
2a89c3721b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-17 15:20:57 -04:00
Kevin Darby
0156bbfc46
fix id corner case
2019-09-17 15:06:04 -04:00
Taha Afzal
f89fb76cb2
Merge branch 'master' into SP-232
2019-09-17 14:11:26 -04:00
Taha Afzal
16adb9ee18
Fixing SP-232
2019-09-17 14:09:34 -04:00
Pedro Pinto
fd6eedda87
Fixed typo in release notes.
2019-09-17 13:10:21 -04:00
Pedro Pinto
1ef2b2f55d
Updated release notes.
2019-09-17 11:44:51 -04:00
John Colvin
e2cd1ec2f3
Merged in pnl_draft (pull request #344 )
...
RTM Pnl draft
2019-09-17 15:22:30 +00:00
John Colvin
110a5f74de
Merge remote-tracking branch 'origin/master' into pnl_draft
2019-09-16 22:38:35 -05:00
John Colvin
6d20c782ca
add null check to FillTuple
2019-09-16 22:18:12 -05:00
John Colvin
fa88ee6f68
PNL fills/order popups are filtered for visible rows (i.e., the item's account/sec pair must be visible)
2019-09-16 19:32:37 -05:00
Taha Afzal
22ef965840
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-09-16 19:05:27 -04:00
Taha Afzal
09a19b702c
Fixing SOD time's timezone issues
2019-09-16 19:05:21 -04:00
John Colvin
c90915fb1c
fix pnl 'selected total' orderbook popup input filter
2019-09-16 17:23:50 -05:00
Eric Harding
154a637ee1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-229-shell-crash-dumps
2019-09-16 17:34:36 -04:00
Kevin Darby
8b583fcbec
Merge branch 'fix_server_bounce' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-16 17:11:00 -04:00
Kevin Darby
48dfded132
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-16 17:09:52 -04:00
Kevin Darby
baaa3c4f98
Fixed case where a non-super user shell denied market data after bring left up through a server restart
2019-09-16 16:28:53 -04:00
Kevin Darby
838550d78a
entitlements are tricky
2019-09-16 16:15:38 -04:00
John Colvin
0fc2a55378
Merged in fills-root-algo (pull request #341 )
...
RTM Fills root algo
2019-09-16 20:09:12 +00:00
Pedro Pinto
38b466d305
Updated release notes.
2019-09-16 16:08:41 -04:00
John Colvin
0052c88804
PNL fix filter on group working orders popup
2019-09-16 15:05:51 -05:00
Pedro Pinto
6d183e0db9
Merge branch 'master' into fills-root-algo
2019-09-16 16:01:06 -04:00
John Colvin
ccbf1e1323
fix MiniOrderBookView 'base()' -> 'this()' typo
2019-09-16 14:58:32 -05:00
Michael Harding
c3e43beada
Merged in icons (pull request #337 )
...
RTM Make icons more consistent
2019-09-16 19:56:37 +00:00
Kevin Darby
bf8323e79b
fixed ice entitlements
2019-09-16 15:53:50 -04:00
Pedro Pinto
ab44da6a96
Merge branch 'master' into icons
2019-09-16 15:48:08 -04:00
John Colvin
dbad27e97d
discrete values filter tableupdate impl was selecting lazy items twice
2019-09-16 14:19:49 -05:00
Pedro Pinto
10656f7071
Merge branch 'master' into icons
2019-09-16 15:15:15 -04:00
Eric Harding
ed00025a01
Merged in SP-214-provide-security-state-signal (pull request #338 )
...
RTM: SP-214 provide security state signal
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-09-16 19:13:15 +00:00
Pedro Pinto
7d076437a5
Updated release notes
2019-09-16 15:11:23 -04:00
John Colvin
b7ee9aa208
Merge remote-tracking branch 'origin/master' into fills-root-algo
2019-09-16 13:58:40 -05:00
Pedro Pinto
601b989e75
Merge branch 'master' into SP-214-provide-security-state-signal
2019-09-16 14:55:33 -04:00
John Colvin
02c8714cfd
change pnl defaults to use 'Mid' calc type and hide Selected/Total headers
2019-09-16 13:55:13 -05:00
John Colvin
e25514b75e
PNL closes filter popups on Apply/Clear click
2019-09-16 12:48:14 -05:00
John Colvin
0f05a45d0d
organize PNL FilterStates members (use common pattern to break up sod/day/total/working/etc members)
2019-09-16 12:48:14 -05:00
Eric Harding
399e4bf654
SP-229 Detect unclean shell shutdown and automatically upload an error report
2019-09-16 13:48:12 -04:00
Eric Harding
5908b4478e
Error reports should be logged on the client
2019-09-16 13:20:03 -04:00
John Colvin
8107b058b0
remove Same/Opposite pnl cacluation options
2019-09-16 12:14:24 -05:00
John Colvin
7d3efdb220
pnl supports 0 group cols (was hiding all rows in that case)
2019-09-16 12:02:05 -05:00
John Colvin
e335c54f20
PNLSettingsVM - move anchor cols to the left, order wrt grouping hierarchy
2019-09-16 11:35:01 -05:00
John Colvin
5b748feb5c
DIYGrid - set UseLayoutRounding=False in GridViewColumnHeader style
2019-09-16 11:09:08 -05:00
John Colvin
a1b9bad321
don't use layout rounding in shell settings dialog
2019-09-16 10:58:51 -05:00
John Colvin
e6ef795de7
pnl auxiliary popups open at the bottom left of the target cell
2019-09-16 10:45:29 -05:00
John Colvin
aa88a0906d
fix PopupAdorner initial position (when opening under target element, rather than mouse)
2019-09-16 10:44:40 -05:00
John Colvin
4b75aa6080
specify comparer for pnl working order pos cols
2019-09-16 10:23:32 -05:00
Kevin Darby
e6ab7d825a
fix fs build
2019-09-16 11:15:56 -04:00
John Colvin
7b5155f599
pnl default filtering: 'sec type = fut' and 'has day trades = true'
2019-09-16 09:50:26 -05:00
Kevin Darby
c78e6e8315
rather large master -> ice merge
2019-09-16 10:43:19 -04:00
Eric Harding
44571a5af5
spark shell should dispose daemons
2019-09-16 10:41:58 -04:00
Eric Harding
7b833087e5
Merged in SP-233-wilson (pull request #342 )
...
RTM: SP-233 wilson
2019-09-16 13:05:41 +00:00
Eric Harding
12f1e026d0
Update release notes
2019-09-16 09:05:10 -04:00
Eric Harding
762ce06f7c
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into SP-233-wilson
2019-09-16 09:00:14 -04:00
John Colvin
657973c2d4
pnl toggles group 'is_expanded' on double click
2019-09-15 20:05:15 -05:00
John Colvin
c509669de9
hookup pnl grid background
2019-09-15 19:47:51 -05:00
John Colvin
d79378aa28
initialize _enable_background_color in GridSettings default constructor (dropped line in master -> pnl_draft merge)
2019-09-15 19:42:44 -05:00
John Colvin
5799d5ed1e
style cop method grouping in PNLVM
2019-09-15 19:24:06 -05:00
John Colvin
05a7f9fa72
most pnl columns are right aligned by default
2019-09-15 19:10:09 -05:00
John Colvin
fef0143ee9
increase PNLSettings working long/short avg price col default width
2019-09-15 19:10:08 -05:00
John Colvin
ece8a12f4a
hook up cpp filter in PNLView.xaml
2019-09-15 19:10:08 -05:00
John Colvin
6758c94adf
add 'security key' column to pnl
2019-09-15 19:10:04 -05:00
John Colvin
8930f59cd6
pnl wasn't saving cpp filter state (with ~50 columns, really helps to keep col-based members tightly organized)
2019-09-15 19:07:37 -05:00
John Colvin
967f789114
add security_key prop to PNL FilterStates (recategorize has_day_trades and cpp while we're at it)
2019-09-15 19:07:37 -05:00
John Colvin
d1210b06cc
fix pnl group-row sort
2019-09-15 19:07:34 -05:00
John Colvin
caeda6c12a
better categories for a few column enum vals in pnl window
2019-09-15 18:38:49 -05:00
John Colvin
b6bf02045e
DIYGrid sorting was checking wrong event args' 'Handled'
2019-09-15 12:23:33 -05:00
John Colvin
156561c976
hookup pnl group row [alternating]background colors
2019-09-15 12:02:54 -05:00
John Colvin
6a433b8cef
add PartialConverter
2019-09-15 11:55:31 -05:00
John Colvin
1d9f0de409
add DynamicAlternationConverter
2019-09-15 11:53:41 -05:00
John Colvin
66b06d7190
PNLSettings invalidates _grid_cell_appearance when grid prop is assigned
2019-09-14 10:20:18 -05:00
John Colvin
9c160f5e41
define pnl auxiliary popup in xaml (also fixes overlapping text in title)
2019-09-14 10:15:06 -05:00
John Colvin
19f4bfb6ab
MiniOrderBookView default constructor (so it can be declared in xaml)
2019-09-13 23:27:33 -05:00
John Colvin
a06dc98b98
move 'FocusOnLoaded' attached prop from TextBoxBehavior -> Behavior (it's a general behavior)
2019-09-13 22:45:22 -05:00
John Colvin
95b6382a3a
hook up pnl header row background setting
2019-09-13 19:19:27 -05:00
John Colvin
419e8550c1
PNLSettings 'with' method assigns props in same order that Equals impl checks equality (easier to spot incongruence)
2019-09-13 19:19:06 -05:00
John Colvin
e29c6a1a22
PNLSettings Equals impl includes header_row_animations
2019-09-13 19:19:06 -05:00
John Colvin
daceee2af9
remove 'create_dp' overload that was being called inadvertantly bc compiler interpretted assignment lambda to be a Func instead of Action
2019-09-13 18:57:14 -05:00
John Colvin
4594282f2a
alphabetize non-proto props in PNLSettings
2019-09-13 18:21:12 -05:00
John Colvin
58ca003c94
ColorPicker (w/ opacity) - increase opacity % text min width so it doesn't expand at 100% (bc of the extra digit)
2019-09-13 17:45:54 -05:00
John Colvin
70c0d422c8
PNLCellAppearanceVM actually loads the font_color
2019-09-13 17:41:23 -05:00
John Colvin
a04871f15f
PNLSettings equals impl includes 'header_columns'
2019-09-13 17:02:58 -05:00
John Colvin
f9b67c7ee4
PNL group/header font color settings work now
2019-09-13 17:01:36 -05:00
John Colvin
69fdec2866
add TypefaceProto (holds font family/weight)
2019-09-13 16:55:51 -05:00
Eric Harding
9052051872
Increase initial logging queue size. 128 is too small
2019-09-13 15:44:26 -04:00
Eric Harding
ab5b4e17ad
SP-233 SDK sample should avoid async due to hidden complexity
2019-09-13 15:44:12 -04:00
John Colvin
269b08e119
[non-functional] code style changes in TradingShellModule
2019-09-13 13:24:23 -05:00
John Colvin
7eb8f32ff7
TradingShellModule hides new/old pnl menu items if disabled in config
2019-09-13 13:20:57 -05:00
Eric Harding
62274f5129
Append windows event log and crash dumps to error reports
2019-09-12 17:18:47 -04:00
Eric Harding
b5b5101faf
SP-229 Allow ErrorReportService to accept an arbitrary list of files
2019-09-12 17:17:57 -04:00
Eric Harding
bb232d8f1e
Add easy convert to immutable function c#
2019-09-12 17:17:15 -04:00
John Colvin
3bb473f62d
PNL account/totals only include spread positions in raw cols
2019-09-12 13:54:50 -05:00
Pedro Pinto
4295165427
Updated release notes.
2019-09-12 09:46:26 -04:00
John Colvin
10fbf30ac4
PNL - prettier 3rd level group background color (was mustard yellow, gross)
2019-09-11 18:35:21 -05:00
John Colvin
bb0aedeb0d
fills - [non-root] order type column filter shows badge color
2019-09-11 17:52:07 -05:00
John Colvin
e01c7f5372
SP-227 Display originating top algo in the fills window
2019-09-11 17:46:39 -05:00
John Colvin
d6cb22bdf8
add 'OrdersModel.on_fill_tuples_with_root' stream
2019-09-11 16:12:15 -05:00
Taha Afzal
9a1199a058
Better comments
2019-09-11 16:07:15 -04:00
John Colvin
adcb5502b0
UserSettingsHub fills migration rules impl
2019-09-11 13:04:52 -05:00
Pedro Pinto
62f1911f35
Merge branch 'SP-220-raw-day-pos' into prod
2019-09-11 13:56:33 -04:00
Pedro Pinto
d75c8af729
Updated release notes.
2019-09-11 13:53:03 -04:00
Taha Afzal
1b3f5bc8a6
Fixed a bug with reporting
2019-09-11 13:44:37 -04:00
Pedro Pinto
da95ece9fc
Merge branch 'SP-221-sound-alerts' into prod
2019-09-11 13:28:42 -04:00
John Colvin
d6ff13dd00
[non-functional] style cop changes (i am ocd)
2019-09-11 12:23:24 -05:00
John Colvin
1124829aad
UserSettingsHub migration rule impl uses IImmutableProperty to reduce chance of typos
2019-09-11 12:08:01 -05:00
John Colvin
f9d98787a0
added IImmutableProperty interface and anonymous factory impl
2019-09-11 12:00:15 -05:00
Pedro Pinto
deca2bedb5
Made GMI sftp settings empty for prod use.
2019-09-11 09:55:24 -04:00
Taha Afzal
1b767f6e5e
Cleaning up
2019-09-09 18:03:07 -04:00
Taha Afzal
fe647044f8
Adding comments to SpreaderUtils
2019-09-09 15:03:52 -04:00
John Colvin
5f52d81194
white space formatting in StateManager.cs
2019-09-09 13:13:33 -05:00
John Colvin
792a4bcace
added 'transition_on_loaded' delegate param to StateManager.GoToState (to avoid overwriting a more recent target state)
2019-09-09 13:13:33 -05:00
John Colvin
f012f4d70b
remove unusued variable in 'StateManager.GoToState'
2019-09-09 13:05:07 -05:00
John Colvin
aaca502500
add dispatcher thread name to assert log
2019-09-09 11:42:11 -05:00
John Colvin
de64bd843c
was adding account name twice to position tool tip in ladder
2019-09-09 10:40:21 -05:00
John Colvin
af7897f9f3
pnl 'has day trades' col is visible by default
2019-09-07 19:25:16 -05:00
John Colvin
0defcce179
hookup pnl raw day pos hyperlink popups
2019-09-07 19:21:18 -05:00
John Colvin
b69035acf7
PNL 'RemoveColumn/Animations' migration rules remove columns that are no longer in the columns enum (instead of removing specific, defined columns)
2019-09-07 19:21:18 -05:00
John Colvin
8e33343f9c
include raw day pos filters in PNLFilterStates Equals impl
2019-09-07 19:08:18 -05:00
John Colvin
5f718750a3
hookup pnl raw day pos filters in 'build_predicate' extension
2019-09-07 19:08:06 -05:00
John Colvin
935227cfa2
PNLVM - fix some filter paths
2019-09-07 19:03:48 -05:00
John Colvin
940705a066
remove avg price delta columns from pnl window
2019-09-07 18:56:08 -05:00
John Colvin
d2bfcf7603
remove avg price delta columns from new pnl
2019-09-06 20:04:03 -05:00
John Colvin
ae4e6c2221
add SecurityType to pnl anchorable columns
2019-09-06 20:04:03 -05:00
John Colvin
2a85289c6a
pnl settings dialog - bind anchor item checkboxes to vm (was hardcoded in xaml)
2019-09-06 20:04:03 -05:00
John Colvin
0047890f9d
PNLSettings foreground animations shouldn't use partial opacity
2019-09-06 20:04:03 -05:00
John Colvin
dab3b3cd80
impl pnl settings migration rule to add raw day pos columns
2019-09-06 20:03:56 -05:00
John Colvin
593533736b
add IPNLSettingsMigrationRule interface, hookup in UserSettingsHub
2019-09-06 17:50:49 -05:00
John Colvin
eb29368b80
impl raw day pos columns in pnl view/vm
2019-09-06 17:50:49 -05:00
John Colvin
b93203e4b6
add raw day cols to PNLSettings
2019-09-06 17:50:49 -05:00
John Colvin
f87c04a835
refactor add_missing_columns extension
2019-09-06 17:26:10 -05:00
Eric Harding
a63657e0d5
SP-214 add doc comment for on_status
2019-09-06 16:06:01 -04:00
Eric Harding
b702d8dc9e
SP-214 simplify trading status for synthetic logic
2019-09-06 16:03:33 -04:00
Eric Harding
b0e5a4929f
SP-214 attempt to simplify calling securityTradingStatus
2019-09-06 16:02:02 -04:00
Kevin Darby
7d2695e602
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-06 11:46:40 -04:00
John Colvin
79a8a29bac
LadderView.PositionToolTipConverter - restructure impl a bit, change comments
2019-09-05 19:07:00 -05:00
John Colvin
6aaed0e76e
simplify LadderView.PositionToolTipConverter impl
2019-09-05 18:57:41 -05:00
John Colvin
8072eece66
SP-220 pr edit: added comment explaining confusing position display formatting
2019-09-05 18:37:33 -05:00
John Colvin
043d826442
GreaterThanTrigger IEquatable impl
2019-09-05 17:36:51 -05:00
John Colvin
3bf9fa08e5
SP-221 Deleting an alert with 'Not Between' causes the shell to crash
2019-09-05 17:32:19 -05:00
John Colvin
79a7b8504e
SP-220 mview row raises invalidated event view when raw day pos changes
2019-09-05 17:01:50 -05:00
John Colvin
ffd2dd22c2
SP-220 fix raw day pos tooltip in ladder
2019-09-05 16:58:46 -05:00
John Colvin
469e4636e3
overload ValueConverter.create for 4 generic input args
2019-09-05 16:53:22 -05:00
John Colvin
15b45b7494
Ladder was hiding the position button when only raw day pos was checked
2019-09-05 14:07:33 -05:00
Michael Harding
edf9fd268f
Merged master into icons
2019-09-05 14:59:40 -04:00
Michael Harding
9f1bae7d6f
Make icons more consistent
2019-09-05 14:38:00 -04:00
John Colvin
52a35a56de
add null check to ISettingsMigrationRule selector-wrapper impl
2019-09-05 12:42:56 -05:00
John Colvin
59338635f1
rename file PNLNormalizedDataVM.cs -> PNLHeaderRowVM.cs
2019-09-05 12:27:58 -05:00
John Colvin
0f3c0c2f24
remove PNLNormalizedDataVM class (no longer needed)
2019-09-05 12:27:58 -05:00
John Colvin
fa76cad459
PNLRowCollectionView - remove some diagnostic code that is no longer needed
2019-09-05 12:27:54 -05:00
John Colvin
b98d51cc55
PNLNormalizedDataVM doesn't need to perform net pos arithmetic (data already does)
2019-09-05 12:04:40 -05:00
John Colvin
1c10149a2c
fix typo in PNLNormalizedData.ToString()
2019-09-05 12:00:13 -05:00
John Colvin
2ab063d5cd
remove unused method 'PNLNormalizedData.create_nanless'
2019-09-05 11:57:19 -05:00
Eric Harding
030cf8a938
SP-214 Missed initialization of EventStream
2019-09-05 12:44:56 -04:00
John Colvin
2b8815c90d
fix typo in PNL WorkingOrderData (change '<' to '<=')
2019-09-05 11:40:04 -05:00
John Colvin
a7ee3b28ff
[non-functional] normalize white space, remove dead comments in OrdersModel.cs
2019-09-05 11:14:59 -05:00
John Colvin
06af24666b
Merge remote-tracking branch 'origin/master' into pnl_draft
2019-09-05 10:58:07 -05:00
Pedro Pinto
d7a98a8a95
Updated release notes.
2019-09-05 11:44:49 -04:00
John Colvin
f0a144e786
Merged in raw-day-pos (pull request #336 )
...
RTM Raw day pos
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-09-05 15:22:53 +00:00
Jake Norbut
c45f131dc0
mview settings manager should use mv grid defaults and not pnl
2019-09-05 10:15:35 -05:00
Jake Norbut
b5a227f7aa
I don't think we need this now that we have John's IxxxMigrations rules
2019-09-05 10:14:41 -05:00
Michael Harding
b4f2de327a
test updates
2019-09-05 10:08:20 -04:00
John Colvin
6bc5b35295
PNLSettings view 'header' cell background override disabled placeholder was on wrong row
2019-09-05 00:20:21 -05:00
John Colvin
562bb0423a
PNLSettings view - add 'None' to header display dropdown items
2019-09-05 00:15:12 -05:00
John Colvin
122a2c6f53
PNLSettings - rename 'Selected/Total Row' -> 'Header Row'
2019-09-05 00:12:01 -05:00
John Colvin
dbf6bc1bf8
PNLSettings view HeaderRowDisplay dropdown
2019-09-05 00:11:24 -05:00
John Colvin
569bcee7e7
EnumHelper.split_flags returns the default value by iteself if flag is 0
2019-09-05 00:05:23 -05:00
John Colvin
8e471af048
split PNLSettings viewmodels into separate files
2019-09-04 23:14:51 -05:00
John Colvin
f7c8ceb88d
SP-202 PNL feedback - get rid of checkboxes and selected row
2019-09-04 19:11:41 -05:00
John Colvin
48fca3a9cc
PNLSettings HeaderRowDisplay defaults to 'Total' (hides SelectedTotal)
2019-09-04 19:10:02 -05:00
John Colvin
adce1a40a8
SP-202 PNL feedback - reset to factory does not work
2019-09-04 18:59:53 -05:00
John Colvin
6f88e7585b
SP-202 PNL feedback - make grouping the first tab in settings
2019-09-04 18:55:05 -05:00
John Colvin
7b0fd23b5b
SP-202 PNL feedback - rename 'Waterfall' to 'Cascade'
2019-09-04 18:53:35 -05:00
John Colvin
e433de5241
PNLSettings group/total headers animate foreground instead of background
2019-09-04 18:50:27 -05:00
John Colvin
8e1e96d9f8
fix merge (DIYGrid lost change that added Background/Border TemplateBindings)
2019-09-04 18:45:47 -05:00
John Colvin
ff9c9e2d64
Merge branch 'master' into pnl_draft
2019-09-04 18:41:24 -05:00
John Colvin
70a1f0305e
export mview 'sanitize' logic as ISettingsMigrationRules
2019-09-04 17:09:50 -05:00
John Colvin
6bb7348b54
edit TradeAlertsManualTest
2019-09-04 15:40:35 -05:00
John Colvin
1cfba93216
SP-210 Trade Alerts Manual Test
2019-09-04 15:12:06 -05:00
Kevin Darby
ba33d9a657
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-09-04 15:11:14 -04:00
Kevin Darby
5b2a6215a7
fixing tests
2019-09-04 15:09:56 -04:00
Eric Harding
9edb5625c1
Dorman Algo : Use the lower value when between entries in the step table
2019-09-04 14:41:59 -04:00
Kevin Darby
a31ad90be4
shorten prorata parameter names by removing 'enable_'
2019-09-04 14:01:20 -04:00
Kevin Darby
bddebfc25b
fix some tests
2019-09-04 14:00:54 -04:00
John Colvin
f184ec5ecf
SP-218 add raw day pos column to mview
2019-09-04 11:45:23 -05:00
John Colvin
b0a1d4f448
stack MarketViewView.Columns enum values vertically
2019-09-04 11:45:23 -05:00
John Colvin
5bcb75b15c
SP-217 add raw day pos to ladder (expose via optional setting)
2019-09-04 11:45:23 -05:00
John Colvin
24ce565051
SP-213 add raw day pos column to original pnl window
2019-09-04 11:45:23 -05:00
Eric Harding
23d4e7f78d
SP-214 Wire StatusEvent to IAlgoOrder/IAlgoServices
2019-09-04 11:49:12 -04:00
John Colvin
d3aa696afb
GridSettings 'add_missing_columns' extension
2019-09-04 10:30:35 -05:00
John Colvin
e33028669d
UserSettingsHub imports/applies IPAndLGridSettingsMigrationRules
2019-09-04 10:30:35 -05:00
John Colvin
81700b03c8
add ISettingsMigrationRule
2019-09-04 10:30:35 -05:00
Eric Harding
8e2092c3e2
SP-214 add status to MDSource.h
2019-09-04 10:39:31 -04:00
John Colvin
775ff3e2db
PAndLWindow default settings was missing 'has day trades' col
2019-09-03 16:47:12 -05:00
Taha Afzal
69dcfdb2bd
Delete parameter added
2019-09-03 16:57:41 -04:00
Eric Harding
51584e5e0f
SP-214 Expose trading_status on MDConsumer.
2019-09-03 14:40:15 -04:00
Pedro Pinto
9f48b648b7
Added an option to run our FIX simulator standalone.
...
This is needed to run wire to wire speed trials.
2019-09-03 14:29:24 -04:00
Pedro Pinto
f0376843db
Updated CME logon file, made it so its always copied if in dev
2019-09-03 14:23:10 -04:00
Eric Harding
cb46e853ee
SP-214 map cme status to co2 status
2019-09-03 14:06:35 -04:00
Eric Harding
9e2ad000d4
Write exchange_status MDP3
2019-09-03 13:44:58 -04:00
Kevin Darby
cb52c14db1
disable span by default
2019-09-03 10:17:14 -04:00
Taha Afzal
2b53a051d3
Presod local fills are deleted at startup, Modified the SOD test to test for this
2019-09-01 13:00:15 -04:00
Taha Afzal
768853bbe5
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-08-30 18:30:15 -04:00
Taha Afzal
cc40c523f9
Local fills are not applied to the SOD, Admin fills are applied to the SOD (if they havent been overwritten by the base)
2019-08-30 18:30:11 -04:00
Pedro Pinto
c7fd8deabe
Updated release notes.
2019-08-30 16:59:37 -04:00
Pedro Pinto
6a896586ce
Added MD sequence number to order FIX.
2019-08-30 16:55:23 -04:00
Pedro Pinto
c4f4a8ff4e
Updated release notes.
2019-08-30 11:29:07 -04:00
Pedro Pinto
1cc594d3a4
Merged in SP-91-position-migration (pull request #331 )
...
SP-91 position migration
2019-08-30 15:22:39 +00:00
Pedro Pinto
6725762fa1
Merged master
2019-08-30 11:20:18 -04:00
Eric Harding
2dd2b4e9b8
Merged in api_support (pull request #335 )
...
Api support
2019-08-29 20:59:07 +00:00
Eric Harding
6c78a949bb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into api_support
2019-08-29 16:51:00 -04:00
Eric Harding
ce0beafac3
CR feedback
2019-08-29 16:43:43 -04:00
Michael Harding
b2f27e0a58
Manual fills updated after 1970
2019-08-29 16:24:52 -04:00
John Colvin
a9152ff365
Merged in sound-alerts (pull request #332 )
...
RTM Sound alerts
2019-08-29 19:59:31 +00:00
Michael Harding
9ea581367b
Add timestamp to Position management
2019-08-29 15:58:33 -04:00
John Colvin
b761e24dbc
accidentally changed 'Recreate' icon (set it back to Beaker)
2019-08-29 15:51:04 -04:00
John Colvin
ca8a148108
Merge remote-tracking branch 'origin/master' into sound-alerts-draft
2019-08-29 15:03:00 -04:00
John Colvin
53586d19df
add comment abt accessing dispatcher in ThreadedWindowLauncher
2019-08-29 14:47:39 -04:00
Pedro Pinto
095e4bc325
Updated release notes.
2019-08-29 14:46:36 -04:00
John Colvin
5b8a5af7cd
ThreadedWindowLauncher exits loop after the timeout
2019-08-29 14:42:58 -04:00
Pedro Pinto
6a8f2a4868
Updated release notes
2019-08-29 14:36:40 -04:00
John Colvin
b7c9d282ea
SP-212 (Alerts Feedback) - cancel button dismisses dialog
2019-08-29 14:18:15 -04:00
John Colvin
8cc61628e3
SP-212 (Alerts Feedback) - Initial dialog is too large
2019-08-29 14:15:44 -04:00
Jake Norbut
6f91d1a890
Merged in SP-211 (pull request #333 )
...
RTM - Launcher window will always show a title in taskbar preview
2019-08-29 18:12:24 +00:00
John Colvin
548328dc41
regular settings dialog can use BTSDialog style (now that icon height/margin looks good)
2019-08-29 13:56:28 -04:00
John Colvin
12c864368d
better icon margin/height in BTSDialog (Style) Template
2019-08-29 13:52:22 -04:00
John Colvin
dd60692b28
better alerts icon
2019-08-29 13:35:43 -04:00
Michael Harding
9fc4b369bf
Clear security dropdown
2019-08-29 13:22:53 -04:00
Eric Harding
d12200e977
Allow a larger timeout for rpc connect in bts api
2019-08-29 13:17:57 -04:00
Jake Norbut
38941d9bd9
Launcher window will always show a title in taskbar preview
2019-08-29 10:36:11 -05:00
Pedro Pinto
f59f6a54ce
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-29 11:29:30 -04:00
Pedro Pinto
727898fc9c
Changed fills to use exchange provided timestamp.
2019-08-29 11:29:12 -04:00
Eric Harding
f7b5eeb04c
Increase default message queue size on windows
2019-08-29 10:49:38 -04:00
Michael Harding
908f924e28
Manual fills feedback - simple items
2019-08-29 10:33:40 -04:00
Taha Afzal
0ff2fbc4ff
Modifying tests according to the limit changes
2019-08-28 22:24:54 -04:00
Taha Afzal
82535c915a
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-28 20:15:20 -04:00
Taha Afzal
038137d002
Cleaned up SOD time and modified the test
2019-08-28 20:15:15 -04:00
Pedro Pinto
031dd3779d
Fixed windows build.
2019-08-28 19:04:08 -04:00
Pedro Pinto
5c552f4e50
Fixed windows build
2019-08-28 18:47:15 -04:00
Eric Harding
64d43be34a
Add error checking to order sample
2019-08-28 15:56:27 -04:00
Eric Harding
d544511993
Additional managed init cleanup
2019-08-28 15:47:36 -04:00
Pedro Pinto
5c2617d065
Merge branch 'master' into SP-91-position-migration
2019-08-28 14:35:43 -04:00
Pedro Pinto
27dfc14085
Updated release notes.
2019-08-28 14:32:24 -04:00
Pedro Pinto
8f43c2e172
Merge branch 'SP-175-bg_color'
2019-08-28 14:31:00 -04:00
Eric Harding
e030518d60
Config bug: if configserver is down but we proceed (for unit tests or something) we don't get the right values
2019-08-28 14:25:37 -04:00
Pedro Pinto
f794537868
Updated release notes.
2019-08-28 14:21:45 -04:00
Eric Harding
7a4cb105d8
Merged in entitlement_logging (pull request #327 )
...
RTM: Add entitlement logging to everyone's favorite super long md log
2019-08-28 18:20:24 +00:00
Eric Harding
06e4e34625
Merged in SP-197 (pull request #328 )
...
RTM SP-197 Move onixs license file into license.h
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-28 18:19:47 +00:00
Jake Norbut
78be61c9ba
PR suggestion - changing ISelectionHighlightListener.on_selection_fill's parameter method to be SolidColorBrush so we avoid casting
2019-08-28 13:11:48 -05:00
Jake Norbut
d80045d7c0
PR suggestion - adding new _default_enable_background_color const rather than having random falses strewn throughout; good style catch John
2019-08-28 13:07:20 -05:00
Pedro Pinto
725a3dd76b
Updated release notes.
2019-08-28 13:57:16 -04:00
Pedro Pinto
81e8acb459
Merge branch 'SP-174'
2019-08-28 13:54:19 -04:00
Pedro Pinto
9cc5a38213
Updated release notes
2019-08-28 13:40:01 -04:00
Pedro Pinto
dd28d5375c
Merge branch 'SP-163'
2019-08-28 13:32:03 -04:00
John Colvin
46c37059b2
TradeSource should not recycle List in .Scan extension
2019-08-28 13:25:09 -04:00
Jake Norbut
b0bfcc861a
fixing OrderBook template as well while we're in here
2019-08-28 12:14:28 -05:00
John Colvin
1e353c2a21
ThreadedWindowLauncher max_thread_count = Environment.ProcessorCount
2019-08-28 12:55:49 -04:00
Pedro Pinto
e283d05d81
Merge branch 'prod'
2019-08-28 12:50:05 -04:00
Jake Norbut
aaf90c5293
PR feedback - Hardening the RowSelectionAdorner
2019-08-28 11:42:09 -05:00
Michael Harding
4f5f73101d
Merge branch 'SP-91-position-migration' into SP-150
2019-08-28 12:37:33 -04:00
Michael Harding
e1a5c1e6cd
Hide GMI upload
2019-08-28 12:35:53 -04:00
Taha Afzal
e179f7e5a4
Some error handling (originating the algo from the wrong top spread)
2019-08-28 12:27:36 -04:00
Eric Harding
2ee0f0be2c
buildspark.cmd should touch CMakeLists so it doesn't get lonely
2019-08-28 12:26:41 -04:00
Eric Harding
5bdaab0581
Add BTS.init() to init_spark lib and provide args
2019-08-28 12:26:03 -04:00
Jake Norbut
707b5cf016
PR suggestion - adding Flags to enum declaration
2019-08-28 11:03:25 -05:00
Jake Norbut
f415cddf0b
Merged in SP-208 (pull request #330 )
...
SP-208 - no nullref when clearing empty discrete filter
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-28 15:52:57 +00:00
Jake Norbut
8c36b498a4
proposed release notes
2019-08-28 10:45:45 -05:00
Taha Afzal
dba3747d98
Need more robust error checking, functionality works
2019-08-28 11:17:33 -04:00
John Colvin
c03263ef0b
SettingsModule - put global alerts menu item on top of workspaces
2019-08-28 11:14:15 -04:00
Jake Norbut
94baf15d01
Per John, adding this line back to repopulate items once again
2019-08-28 10:02:37 -05:00
John Colvin
c36541cee0
GlobalAlertsDialog SizeToContent=Width
2019-08-28 10:39:07 -04:00
Jake Norbut
14aad6ece8
SP-208 - no nullref when clearing empty discrete filter
2019-08-28 08:48:34 -05:00
Michael Harding
088185d5ce
Fix revert
2019-08-28 09:42:17 -04:00
Jake Norbut
08478a2663
don't skip new bool when serializing settings to disk
2019-08-28 08:01:23 -05:00
John Colvin
9fd88f2a86
model 'ToggleSwitch' style after windows 10 settings dialog toggle buttons
2019-08-28 00:30:48 -04:00
John Colvin
83b8f14aa0
added ShowGlobalAlerts SparkCommand to SettingsShellModule
2019-08-28 00:30:47 -04:00
John Colvin
aba09e769b
added GlobalAlertsDaemon
2019-08-28 00:30:46 -04:00
John Colvin
8de1fa00aa
added GlobalAlertsView/VM
2019-08-28 00:30:46 -04:00
John Colvin
d1960850e8
added Global\TradeAlertSettings
2019-08-27 18:48:39 -04:00
John Colvin
b1714cbd83
SoundNotification IEquatable/Equals impl
2019-08-27 18:48:38 -04:00
John Colvin
ed3a1a735e
added TradeSource factory methods (creates IObservable<IReadOnlyList<TradeInfo>>)
2019-08-27 18:48:37 -04:00
John Colvin
b6d1eb9773
set DIYGrid BorderBrush\Thickness TemplateBindings
2019-08-27 18:48:37 -04:00
John Colvin
d39d7b8f47
added ColumnBase default constructor, made 'key' prop mutable so columns can be defined in xaml (snatched from pnl branch)
2019-08-27 18:48:36 -04:00
John Colvin
fb4ffaeeb9
DIYGrid.SyncWithColumnGeometry impl (snatched from pnl branch)
2019-08-27 18:48:36 -04:00
John Colvin
19e4079864
add 'LoggerContext' (snatched from pnl branch)
2019-08-27 18:48:36 -04:00
John Colvin
a38fb38f33
added DoublePredicateVM (will use in GlobalAlertsVM)
2019-08-27 18:48:36 -04:00
Jake Norbut
20df8a6597
if show_background, then set the background from the color popup, else default to the Fallback background color, transparent
2019-08-27 16:50:47 -05:00
Jake Norbut
f90ef6e12c
changing can we set the background color override to check for can_override_background_color
2019-08-27 16:49:30 -05:00
Jake Norbut
b528e1c1ec
background color default should be transparent and not black
2019-08-27 16:48:14 -05:00
Michael Harding
97a2ff9adf
Sort securities
2019-08-27 17:30:11 -04:00
Jake Norbut
d52ec704fb
bind Foreground to font_brush
2019-08-27 15:14:49 -05:00
Jake Norbut
e2d065f6b3
allow font color to change on bid/ask implied/direct/merged cols
2019-08-27 15:12:21 -05:00
Michael Harding
6454ea16ae
Indicate validation errors in tab
2019-08-27 15:54:29 -04:00
Jake Norbut
298f9261b4
allow overrideable settings to not be overridden
2019-08-27 14:49:43 -05:00
Michael Harding
09805de03e
Validate fills before allowing save
2019-08-27 15:23:17 -04:00
Pedro Pinto
a0d3447a0d
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-27 14:05:24 -04:00
Pedro Pinto
14be87e22d
Added unit test to validate is_expired logic.
2019-08-27 14:05:05 -04:00
Pedro Pinto
e61f514c0b
Fixed GMI test.
2019-08-27 14:01:06 -04:00
Michael Harding
5e84af4f8f
Manual fills validation and style improvements
2019-08-27 13:51:52 -04:00
Pedro Pinto
5f75609d8d
SP-180, Lean Redeploying After Detach/Attach
2019-08-27 13:33:34 -04:00
Pedro Pinto
bd0e697ea3
Made the SFTP client use the name of the target in its temp file.
2019-08-27 13:28:07 -04:00
John Colvin
67d62f0d8c
IPropertyWrapperVM.sync_with_models extension
2019-08-27 13:16:48 -04:00
John Colvin
1712069530
TradeMessage.price extension
2019-08-27 13:16:48 -04:00
John Colvin
2b12e7fee1
INotificationService.link_to_trades method/impl
2019-08-27 13:16:48 -04:00
John Colvin
0fb69c8beb
PredicateBuilder.and_safe factory method (handles null args gracefully)
2019-08-27 13:16:47 -04:00
John Colvin
6f68c0f6a1
PredicateBuilder.greater/less_than_or_equal_to factory methods
2019-08-27 13:16:47 -04:00
John Colvin
a9df42deec
added SparkTag/Command to show GlobalAlerts dialog (not yet implemented)
2019-08-27 13:16:47 -04:00
John Colvin
258f4f394d
added NotificationProcessor.process_items (handles multiple items rather than 1)
2019-08-27 13:10:38 -04:00
John Colvin
d42ebd7ea5
added ExceptionAssert.Between method
2019-08-27 13:10:37 -04:00
John Colvin
d9bb667351
added AppendTextConverter
2019-08-27 13:10:37 -04:00
John Colvin
8ef97d012a
EnumHelper.split_flags requires all bits to match and be non-zero
2019-08-27 13:10:36 -04:00
John Colvin
76cc77485a
added Side.to_aggressor extension
2019-08-27 13:10:36 -04:00
John Colvin
6572c7344d
move TradeInfo into its own file
2019-08-27 13:10:36 -04:00
John Colvin
25dfa9a0a2
IEquatable impl for IPredicate impls
2019-08-27 13:10:36 -04:00
John Colvin
50f6ce9fb4
fix 'TOutter' typo
2019-08-27 13:10:36 -04:00
John Colvin
cba1675da7
remove AnonymousMutablePredicate (don't need it)
2019-08-27 13:10:35 -04:00
John Colvin
3720a7728f
added ThreadedWindowLauncher (will be used to launch GlobalAlertsDialog)
2019-08-27 13:10:35 -04:00
John Colvin
ce26c2acaf
reduce ComboBox default padding
2019-08-27 13:08:18 -04:00
Michael Harding
631964e8bd
Add manual fills before validating
2019-08-27 12:41:09 -04:00
Jake Norbut
4ea32e06a9
fix ActionMenu binding in SimpleGrid template
...
(cherry picked from commit 3b25e181fa )
2019-08-26 16:26:42 -05:00
Jake Norbut
3b25e181fa
fix ActionMenu binding in SimpleGrid template
2019-08-26 16:22:33 -05:00
Taha Afzal
3bd4dce5cb
Spread positions limits can be optionally not enforced
2019-08-26 16:34:51 -04:00
Eric Harding
880dac06b9
SP-197 factor common code between onixs cme/ice
2019-08-26 15:31:44 -04:00
Pedro Pinto
cb6e004931
SP-206, expiration predicate takes SOD into account
2019-08-26 14:00:17 -04:00
Kevin Darby
c19aae91a6
added checkbox for ignoreSpreadPositionLimits
2019-08-26 13:54:19 -04:00
Kevin Darby
2194ea027f
added default for ignoreSpreadPositionLimits
2019-08-26 13:33:59 -04:00
Taha Afzal
ded84cfb1c
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-26 13:12:21 -04:00
Taha Afzal
0464b61de5
Optionally ignore spread posiiton limits
2019-08-26 13:12:15 -04:00
Michael Harding
7cbfc4d7d7
Merge branch 'SP-91-position-migration' into SP-150
2019-08-26 10:56:04 -04:00
Eric Harding
af83516e38
Add user to KEYCODE logging
2019-08-26 10:22:48 -04:00
Michael Harding
8f4f0649a6
Comment out position tab
2019-08-26 09:32:40 -04:00
Taha Afzal
68834e2a6d
SP-186
2019-08-25 15:49:16 -04:00
Taha Afzal
3e7627ac24
Almost done, need to hook up hedging (cover) and parameter change
2019-08-24 13:08:26 -04:00
Pedro Pinto
3181501210
Allowed GMI parser to skip option positions. Fixed default conf file
2019-08-23 17:25:39 -04:00
Pedro Pinto
0cec54dd62
Merge branch 'master' into SP-91-position-migration
2019-08-23 16:28:07 -04:00
Pedro Pinto
1766feebcb
Fixed SP-157, starting up with 0 fills is no longer a problem.
2019-08-23 16:25:15 -04:00
Eric Harding
e2d10bc518
SP-197 Move onixs license file into license.h
2019-08-23 15:07:30 -04:00
Eric Harding
aacc5d8d27
add entitlement logging to everyone's favorite super long md log
2019-08-23 11:50:59 -04:00
Eric Harding
0ddf145ef9
Merged in settingsmanager_bugfix (pull request #319 )
...
RTM: Settingsmanager : handle more than 9 users
2019-08-23 01:50:48 +00:00
Eric Harding
e7ee32b3df
SP-199 Apply cash_per_point overrides in SecurityMapper
2019-08-22 12:48:40 -04:00
Eric Harding
fc41203f28
merge master
2019-08-22 12:40:35 -04:00
Pedro Pinto
13009a6d90
Fixed clang build
2019-08-22 12:00:05 -04:00
Pedro Pinto
fa55a61ef3
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2019-08-22 11:43:08 -04:00
Pedro Pinto
e832252669
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-08-22 11:41:30 -04:00
Pedro Pinto
31980f7c14
Updated release notes.
2019-08-22 11:41:14 -04:00
Pedro Pinto
d63ee80f94
Fixed up internal tool only pp uses.
2019-08-22 11:40:53 -04:00
Jake Norbut
ca69e11fff
Merged in SP-190 (pull request #325 )
...
use Spreader AlgoFormat when security is synthetic
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-08-22 15:38:17 +00:00
Eric Harding
9d202906f0
Merged in SP-184-add-display-factor-mapping (pull request #326 )
...
SP-184 add display factor mapping
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-08-22 15:27:04 +00:00
Pedro Pinto
968dd5a4d3
Merge branch 'prod'
2019-08-22 11:03:09 -04:00
Pedro Pinto
30cb1fd800
Updated externals subrepo pointer
2019-08-22 11:02:35 -04:00
Pedro Pinto
38eb122bbc
Updated docker subrepo pointer
2019-08-22 11:01:51 -04:00
Taha Afzal
1b043f77cb
Basic scaffolding in place for pyramid algo, shows up in the UI
2019-08-22 11:01:42 -04:00
Eric Harding
e2e31d310f
SP-184 Update SOM price mult
2019-08-22 10:55:02 -04:00
Eric Harding
6890a61b26
Add SOM display factor to defaults
2019-08-22 08:51:29 -04:00
Eric Harding
36828a979f
Add std::optional stand-in for _WIN32
2019-08-21 18:40:26 -04:00
Eric Harding
57bf60e6df
Extract parse_enum<T> for parsing protobuf enum to optional<T>
2019-08-21 18:40:26 -04:00
Eric Harding
8e3a83d314
SP-184 Revenge of Mapping Part IV
2019-08-21 18:40:26 -04:00
Jake Norbut
dc43d25c53
use Spreader AlgoFormat when security is synthetic
2019-08-21 15:54:23 -05:00
Jake Norbut
068e762f44
PR feedback - Workspaces are now Topmost true; gret suggestion Eric!
2019-08-21 11:28:19 -05:00
Jake Norbut
845fa99bd0
swapping these statements so no NullRef
2019-08-21 10:48:48 -05:00
John Colvin
2b5403bbd5
Merged in sorted-wrapper-crash (pull request #324 )
...
SP-188 DiscreteValuesFilterVM SortedWrapper crash
2019-08-21 15:34:50 +00:00
John Colvin
c9ff3e1bb3
SP-188 DiscreteValuesFilterVM SortedWrapper crash
2019-08-21 10:21:18 -05:00
Pedro Pinto
c60ada3c78
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-20 20:18:14 -04:00
Taha Afzal
ed7790bc0c
Admin day positions hooked up
2019-08-20 16:10:12 -04:00
Jake Norbut
63434516f8
quoting workspace names in confirmation dialogs
2019-08-20 14:44:14 -05:00
Jake Norbut
8d5715d510
adding comment
2019-08-20 14:37:29 -05:00
Jake Norbut
e8b1786411
splitting date and time in UI into separate columns; formatting DateTime is now done in Style
2019-08-20 14:24:07 -05:00
Jake Norbut
b2be4c58c4
Workspaces ComboBox now has a table-like appearance
2019-08-20 13:43:10 -05:00
Jake Norbut
380d263c5e
stylizing ComboBox for a 2 column layout
2019-08-20 13:01:09 -05:00
Jake Norbut
9a13fb3626
adding LastSaveTime to VM for use in UI
2019-08-20 13:00:39 -05:00
Pedro Pinto
924eb31d1d
Merged
2019-08-20 13:36:22 -04:00
Jake Norbut
a8cd07e4d4
relocating commands here, adding confirmations, etc
2019-08-20 10:16:21 -05:00
Jake Norbut
aa3dda2c57
adding DisplayName property that displays last save info if available
2019-08-20 10:15:34 -05:00
Jake Norbut
4e78938827
adding last_save_lldatetime ulong to proto; populing said field in save_workspace
2019-08-20 10:14:45 -05:00
Jake Norbut
02062ee07b
removing commands
2019-08-20 10:13:40 -05:00
Jake Norbut
ed10545d8a
Removing no longer valid VisualState changes
2019-08-20 10:12:41 -05:00
Jake Norbut
1335813031
bringing order to Workspaces dialog UI
2019-08-20 10:10:30 -05:00
Michael Harding
cacf3933be
GMI file Upload
2019-08-20 11:09:28 -04:00
Taha Afzal
f7b89b3d39
Flling the AdminServiceUtils::get_clearing_account_map stub
2019-08-19 17:13:00 -04:00
Eric Harding
14cbd4a174
ICE: make settlement price conditional on onMarketSnapshot
2019-08-19 16:30:37 -04:00
Taha Afzal
d86e7c4ad2
Adding price multiplier to GMI_SymbolMap
2019-08-19 16:17:49 -04:00
John Colvin
6e3e4e1385
OrdersModel.on_pnl uses TableCheckedAutoCorrect() to avoid crashing due to bug in security join
2019-08-19 14:56:25 -05:00
John Colvin
0864925031
TableCheckedAutoCorrect diagnostic method
2019-08-19 14:56:25 -05:00
John Colvin
d122d5704b
ColorPickerPopup disabled animation
2019-08-19 13:15:00 -05:00
John Colvin
8a1a75098e
organize ComboBox color resources in Colors.xaml
2019-08-19 13:15:00 -05:00
John Colvin
7063035e7b
set ColorPickerWithOpacitySlider label column MinWidth, so slider's width doesn't react to text width changes
2019-08-19 13:15:00 -05:00
John Colvin
0db69f1b1b
guard against potential null ref
2019-08-19 13:15:00 -05:00
John Colvin
efa07fe96e
impl new PNL settings dialog
2019-08-19 13:15:00 -05:00
John Colvin
a36f9278d5
added DataTypeTemplateSelector
2019-08-19 13:15:00 -05:00
John Colvin
727f39b6a6
KeyedTemplateSelector 'TryMatchType' fallback behavior
2019-08-19 13:15:00 -05:00
John Colvin
d0c978b71c
ColorPickerPopupVM initailizes palettes lazily
2019-08-19 13:15:00 -05:00
John Colvin
6e9d164d32
added ColorPickerPopup.bind_opacity_to_alpha flag and behavior impl
2019-08-19 13:15:00 -05:00
John Colvin
50a96fc22a
PopupControl Width TemplateBinding
2019-08-19 13:15:00 -05:00
John Colvin
c6499976a9
config to toggle animations, and pause/resume buttons in new pnl window
2019-08-19 13:15:00 -05:00
John Colvin
4b8ca8d97e
add comment explaining why ColumnBase.create() should not access dp store
2019-08-19 13:15:00 -05:00
John Colvin
7e77e510fc
SP-47 Revamp PnL form
2019-08-19 13:15:00 -05:00
John Colvin
bd24381986
made ExpressionSnakeToTitleCaseConverter (for pnl rules text)
2019-08-19 13:14:59 -05:00
John Colvin
5830eee68d
CoreExpressionParser casts decimals to doubles (for pnl rules, wrt PNLNormalizedData)
2019-08-19 13:14:59 -05:00
John Colvin
f3928f58dd
added CoreExpressionEvaluator.try_create/validate methods (for pnl rules, and potential use down the road)
2019-08-19 13:14:59 -05:00
John Colvin
72d57b242e
ToArray() extension for IList that accepts selector param
2019-08-19 13:14:59 -05:00
John Colvin
9a6e43e4a4
added static 'editable_columns' prop to OrderBookColumns, for easier miniob creation
2019-08-19 13:14:59 -05:00
John Colvin
ffb443fcb2
added OrderBookVM constructor to specify iobservable orders_source arg
2019-08-19 13:14:59 -05:00
John Colvin
f22e68f4bc
added OrderDataHelper.PriceComparers for double and decimal
2019-08-19 13:14:59 -05:00
John Colvin
09f08f0a57
added error margin/epsilon comparer to MathUtils
2019-08-19 13:14:59 -05:00
John Colvin
53ca6aade8
added 'RealPrice' dp to PriceEntryCommitControl, which updates the 'prospective price' if the control doesn't have KeyboardFocus
2019-08-19 13:14:59 -05:00
John Colvin
b968ebe492
(Simple)GridColumnSettingsVM were not properly clearing font/color weight overrides
2019-08-19 13:14:59 -05:00
John Colvin
bbef942f86
ColumnGeometry.visible_width should not return negative value
2019-08-19 13:14:59 -05:00
John Colvin
7859b7923e
hook up DIYGrid.ColumnBase 'is_visible' prop
2019-08-19 13:14:59 -05:00
John Colvin
8202b51cb9
correct ScrollViewerCorrector
2019-08-19 13:14:59 -05:00
John Colvin
ddd41ab317
add ScrollViewer to DragDropListBox ControlTemplate
2019-08-19 13:14:59 -05:00
John Colvin
d175a53ef8
added TriggerAnimation facilities for DIYGrid
2019-08-19 13:14:59 -05:00
John Colvin
904e238a78
DIYGridAnimationAdorner supports GroupItems
2019-08-19 13:14:59 -05:00
John Colvin
0fb1425766
refactor MappedDictionary.create, to avoid ambiguity in untyped lambdas
2019-08-19 13:14:59 -05:00
John Colvin
2104fd5ad8
add background_override prop to GridColumnSettings
2019-08-19 13:14:59 -05:00
John Colvin
26a58e82bf
add argb prop to NullableColorProto
2019-08-19 13:14:59 -05:00
John Colvin
01e96c8241
added 'argb_color' uint extension (like rgb_color, but includes alpha byte)
2019-08-19 13:14:59 -05:00
John Colvin
ab931bb527
add pause icon
2019-08-19 13:14:59 -05:00
John Colvin
e756897f88
Price formatting delegates
2019-08-19 13:14:58 -05:00
John Colvin
05ea25a86f
DIYGrid '_header_frozen' needs to be hidden when no frozen cols (still 1.6 pixels wide)
2019-08-19 13:14:58 -05:00
John Colvin
a6ab49a911
normalize namespaces in DIYGrid.xaml
2019-08-19 13:14:58 -05:00
John Colvin
33ee7ac114
DIYGrid ColumnHeaders don't hide HeaderContent behind filter/sort icons
2019-08-19 13:14:58 -05:00
John Colvin
61981a0ea1
refactor ObservableAutoWrapper.connect/connect_item_hooks
2019-08-19 13:14:58 -05:00
John Colvin
204e9383fa
added MutableWrapper impl to MappedDictionary
2019-08-19 13:14:58 -05:00
John Colvin
d424032757
added 'wrap_selector()' util to CollectionHelper (the wrapper is an ICollection impl)
2019-08-19 13:14:58 -05:00
John Colvin
0fcdf3f4ff
added 'FromEventThrottle()' to ObservableExtensions
2019-08-19 13:14:58 -05:00
John Colvin
1b48739e1e
added 'ReverseWrapper()' to ListExtensions
2019-08-19 13:14:58 -05:00
John Colvin
8b96b1d835
make ExpanderToggleButton customizable by overriding default togglebutton style key
2019-08-19 13:14:58 -05:00
John Colvin
3569500111
TableUpdate 'Operate' extension
2019-08-19 13:14:58 -05:00
John Colvin
05cfcb5648
TableUpdate 'BufferTable' extension
2019-08-19 13:14:58 -05:00
John Colvin
e425064730
TableUpdate 'GroupTable' extension
2019-08-19 13:14:58 -05:00
John Colvin
4a50e7f86d
made System.Linq style 'Cast/Select' extensions for ObservableCollection
2019-08-19 13:14:58 -05:00
John Colvin
15cbacd1d2
WPFHelper.measure_visual_content should never return infinity for width/height
2019-08-19 13:14:58 -05:00
John Colvin
cdf4a63ae8
HelpButton shouldn't overwrite the ToolTip ContentTemplate (bind style to dynamicresource to support override without breaking existing use)
2019-08-19 13:14:58 -05:00
John Colvin
f35a674b9f
impl TableUpdate FullJoin
2019-08-19 13:14:58 -05:00
John Colvin
03a4691bc0
added some TableUpdate diagnostic utils
2019-08-19 13:14:58 -05:00
John Colvin
a990eac146
NumericSignBrushConverter uses new UniversalNumericComparer to support cross type comparisons
2019-08-19 13:14:58 -05:00
John Colvin
27f06d0f9d
move NumericSignBrushConverter.cs into Converters\Numeric dir
2019-08-19 13:14:58 -05:00
John Colvin
7a05ae1714
fix TextCell (remake)
2019-08-19 13:14:58 -05:00
John Colvin
72549a7bcb
redo HyperlinkCell (alignment/measurement doesn't work right outside of the HighPerformanceRow)
2019-08-19 13:14:58 -05:00
John Colvin
4f46aa5360
add PopupAdorner.StayOpen dp
2019-08-19 13:14:58 -05:00
John Colvin
b07e985e8b
fix typo in PopupAdorner: 'Botton' -> 'Bottom'
2019-08-19 13:14:58 -05:00
John Colvin
0c072b018e
adjust mini ob 'Select All' checkbox alignment after stretching DIYGrid ColumnHeader content
2019-08-19 13:14:58 -05:00
John Colvin
d7456c0528
abstracted out ladder's thread id logic into ShellWindowThreadIDProvider (max thread count = Environment.ProcessorCount for each window type)
2019-08-19 13:14:57 -05:00
John Colvin
60c5159a4a
made 'property change detector' that uses prop getter delegate rather than PropertyInfo.GetValue for better performance
2019-08-19 13:14:57 -05:00
John Colvin
7388472f6a
ObjectSnapshot.property_table initializes observer on Subscribe
2019-08-19 13:14:57 -05:00
John Colvin
c24c31d8d3
DIYGrid features for pnl: 1) select GroupItems, 2) SyncWithColumnGeometry behavior allows Grid(panels) to mirror the DIYGrid's column layout
2019-08-19 13:14:57 -05:00
John Colvin
be006051b5
rename 'GroupItem' -> 'HierarchicalGroupItem' to avoid name conflict with System.Windows.Controls.GroupItem
2019-08-19 13:14:57 -05:00
John Colvin
4590dbc056
vertically align min/max/close buttons in BTSWindowTitleTemplate
2019-08-19 13:14:57 -05:00
John Colvin
b5e751e625
remove unused 'hook_filters' fns
2019-08-19 13:14:57 -05:00
John Colvin
b5a8098d9e
IntMinMax (filter) protos impl IEquatable
2019-08-19 13:14:57 -05:00
John Colvin
3d1de2849c
added some common DiscreteValuesFilterVM factory fns
2019-08-19 13:14:57 -05:00
John Colvin
887850a612
fix vertical alignments in GridSettingsView
2019-08-19 13:14:57 -05:00
Pedro Pinto
0d910d6f6e
Cleaned up docs.
2019-08-19 10:33:08 -04:00
Pedro Pinto
f1fe8226b5
Cleaned column references in money parser.
2019-08-19 10:07:25 -04:00
Pedro Pinto
d4cd9d5399
Cleaned column references in GMI parser.
2019-08-19 10:00:44 -04:00
Pedro Pinto
3a8d3e0104
Use CTPRIC consistently as the source of trade price.
2019-08-19 10:00:22 -04:00
Taha Afzal
a053609cc9
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 22:13:41 -04:00
Taha Afzal
6b311883a5
Fixed the bug which was preventing the GMI imported rows to be to shown in the PNL UI
2019-08-16 22:13:36 -04:00
Pedro Pinto
c8e3258544
Broke the update cycle between money file download and admin changes.
2019-08-16 21:35:37 -04:00
Taha Afzal
a24e814182
Added more logs
2019-08-16 19:33:54 -04:00
Taha Afzal
417413e8c0
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 17:46:13 -04:00
Taha Afzal
1090422fa2
base pos tests
2019-08-16 17:46:09 -04:00
Pedro Pinto
ff753b0550
Added an option to map GLBX to SIM in GMI import.
2019-08-16 16:25:46 -04:00
Taha Afzal
74f2e2ac50
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 15:07:53 -04:00
Taha Afzal
ffbed31b33
Added a basic base position text, and logs when base positions ar eupdated
2019-08-16 15:07:49 -04:00
Kevin Darby
4992d2dab6
Implemented set_cash_balance_batch
...
made defaults/position_cfg build
2019-08-16 14:55:34 -04:00
Taha Afzal
88dbfd4346
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 13:40:10 -04:00
Taha Afzal
2c1cf5f2e0
tests for sd
2019-08-16 13:39:58 -04:00
Pedro Pinto
3d6e6ea7db
Money file download code complete.
2019-08-16 12:34:02 -04:00
Pedro Pinto
73d1f67dcd
Added helper class to share download logic.
2019-08-16 11:29:09 -04:00
Pedro Pinto
ebb427dc90
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 09:59:03 -04:00
Pedro Pinto
74bed6275a
Added skelleton for money file download.
2019-08-16 09:50:15 -04:00
Taha Afzal
20f65a9196
Name changed (unnormalized to raw)
2019-08-16 09:45:36 -04:00
Taha Afzal
69208bf347
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-15 23:43:59 -04:00
Taha Afzal
7c9eac2803
More PositionMap tests
2019-08-15 23:43:53 -04:00
Pedro Pinto
2039be54df
Added money file parser.
2019-08-15 22:00:53 -04:00
Pedro Pinto
221f24827b
Refactored.
2019-08-15 20:47:50 -04:00
Jake Norbut
5e0f1d450c
removing unused property
2019-08-15 15:49:26 -05:00
Jake Norbut
ec4f88c68f
having row selection adorner reactor to selection changed events rather than key|mouse up|down
2019-08-15 15:48:59 -05:00
Pedro Pinto
cad611104b
Moved some files around.
2019-08-15 16:37:48 -04:00
Jake Norbut
fe179d44f2
RowSelectionAdorner now responds to KeyUp (CTRL-A for example)
2019-08-15 15:15:07 -05:00
Jake Norbut
c4866253b8
need a KeyUp here
2019-08-15 15:14:33 -05:00
Pedro Pinto
932b185769
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-15 16:13:32 -04:00
Pedro Pinto
a3e4576165
Allowed for multiple records for the same security in gmi file.
2019-08-15 16:13:09 -04:00
Jake Norbut
0a1cf0198d
sending my NullableColorOpacityProto to /dev/null
2019-08-15 14:20:59 -05:00
Jake Norbut
6b97d55927
adding show_background_color to main GridSettingsVM so that OB bg color settings are kept hidden for now; misc comment
2019-08-15 14:09:47 -05:00
Taha Afzal
2780d6da0b
Basic tests
2019-08-15 15:08:20 -04:00
Jake Norbut
2e831aa90e
fixing alpha in column-level background override
2019-08-15 13:27:29 -05:00
Jake Norbut
ad819dca68
can just use rgb_color() now that Popup is in alpha enabled mode
2019-08-15 13:27:04 -05:00
Jake Norbut
14f2ae481a
selection highlight and background color picker popupsnow make use of the new alpha hotness
2019-08-15 10:34:31 -05:00
Jake Norbut
c222181730
ColorOpacityProto can now spit out a Color with the appropriate alpha bytes
2019-08-15 10:33:42 -05:00
Jake Norbut
d59f7a5bb1
new alpha-compliant ColorPickerPopupVM from John
2019-08-15 10:32:32 -05:00
Jake Norbut
0d4f97a023
visiblity of bg color Column-level override UI is now linked to GridSettings enable_background_color as well
2019-08-15 09:11:47 -05:00
Jake Norbut
6603e8ad86
another sanitization spot
2019-08-15 08:37:44 -05:00
Kevin Darby
632a86f670
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2019-08-15 09:35:33 -04:00
Taha Afzal
cdbda8250f
'Fixing' the test (the test is broken, fill really fix it in the subsequent push)
2019-08-14 22:14:54 -04:00
Taha Afzal
be6c2f8b35
Fixing merge conflict
2019-08-14 21:48:07 -04:00
Taha Afzal
ddaf029cc7
Cleaned up the SODPosition file and added scaffolding for tests
2019-08-14 21:45:24 -04:00
Pedro Pinto
fae994c057
Fixed a bug in gmi parser.
2019-08-14 21:03:06 -04:00
Pedro Pinto
d72796394d
Made GMI parser more configurable and more articulate.
2019-08-14 20:54:03 -04:00
Pedro Pinto
a3dc6ebc2e
Dropped non existing docs from SDK build.
2019-08-14 19:43:35 -04:00
Pedro Pinto
8278a20b95
Adjusted to new GMI file format.
2019-08-14 19:17:34 -04:00
Pedro Pinto
88401f0c27
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-14 18:58:36 -04:00
Pedro Pinto
16493a9919
Made download more robust.
2019-08-14 18:58:03 -04:00
Jake Norbut
5c9c75463c
GridSettings background_color should be a uint (can be tranparent by deafult), and not a NullableColorProto; fml
2019-08-14 17:39:03 -05:00
Jake Norbut
5f6742f1db
adding enable_background_color to GridSettings and all the right spots
2019-08-14 16:48:08 -05:00
Taha Afzal
ccb050c8b8
SP-182, Implement clearing to bts account lookup in AdminServiceUtils
2019-08-14 16:55:40 -04:00
John Colvin
43fd07dcfa
Merged in SOM-ticks (pull request #320 )
...
SPARK-1715 Handle fractional numerator tick sizes
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-14 20:43:00 +00:00
John Colvin
efcb4f471c
fix config toggle for som ticks
2019-08-14 15:40:23 -05:00
John Colvin
d2f2e03e64
[SPARK-1715] config toggle for som ticks fix
2019-08-14 15:31:30 -05:00
Jake Norbut
ea2aee5044
utilzing new argb
2019-08-14 15:04:40 -05:00
John Colvin
cfeba74900
SPARK-1715 Handle fractional numerator tick sizes
2019-08-14 14:50:42 -05:00
Kevin Darby
cc3353e243
messed up the externals
2019-08-14 15:42:16 -04:00
Kevin Darby
683b85c66b
subrepos
2019-08-14 15:25:27 -04:00
Kevin Darby
789710d841
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-14 15:25:19 -04:00
Jake Norbut
9a76d9c857
argb-ness from John
2019-08-14 14:21:58 -05:00
Jake Norbut
231f596ad7
switching to NullableColorProto in wrap up attempt
2019-08-14 14:17:33 -05:00
Jake Norbut
41bc4f7950
re-generated conf with SOM and latest from CME ftp
2019-08-14 11:51:07 -05:00
Jake Norbut
963bd15b35
adding SOM manual list; CME does not publish SOM data in their ftp
2019-08-14 11:50:24 -05:00
Jake Norbut
3c7dbc0489
RowSelectionAdorner now implements IDisposable
2019-08-14 11:17:50 -05:00
Jake Norbut
3046871cf4
removing background_overlay property from HyperLinkColumn, et al
2019-08-14 10:59:52 -05:00
Jake Norbut
dd9ca350af
RowSelectionAdorner bounds check should use ScrollContentPresenter for X point
2019-08-14 10:51:06 -05:00
Jake Norbut
b292f50d99
Removing Background selection/active highlighting from DIYGridRowStyle
2019-08-14 10:16:48 -05:00
Jake Norbut
910cf20473
sanitize existing persisted grid state
2019-08-14 10:05:46 -05:00
Jake Norbut
5ac8a46a6c
DIYGrid makes use of new RowSelectionAdorner
2019-08-14 09:22:49 -05:00
Jake Norbut
decdae424d
new Adorner to convey row selection
2019-08-14 09:22:02 -05:00
Taha Afzal
4228dcab95
Added unnormalized_day position data to PositionUnit
2019-08-13 20:03:58 -04:00
Eric Harding
d99a2f5b88
Settingsmanager : handle more than 9 users
2019-08-13 17:24:27 -04:00
Kevin Darby
b080d4a9c4
Merged in master (pull request #318 )
...
Spark 2.8
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-13 19:19:47 +00:00
pfisher
282e10cba3
fixed update.txt test
2019-08-13 12:04:11 -04:00
Eric Harding
dd67252173
Merge branch 'SP-183' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-13 11:51:26 -04:00
Jake Norbut
540559de3e
Adding sanitization routine for MarketViewWindowFactory
2019-08-12 16:38:15 -05:00
Michael Harding
19871752ee
Merged SP-91-position-migration into SP-150
2019-08-12 16:47:09 -04:00
Eric Harding
4801a16977
Re-enable api unit tests
2019-08-12 14:15:09 -04:00
Jake Norbut
7aaae817ac
higher level changes as a result of previous checkin
2019-08-12 13:02:48 -05:00
Jake Norbut
d6499464cf
fleshing out per Column bg color override
2019-08-12 13:01:34 -05:00
Eric Harding
52d30249fe
Allow empty updates in ApiServer
2019-08-12 13:52:39 -04:00
Jake Norbut
a14d449b33
this brush needs to be frozen, because of course it does
2019-08-09 15:06:25 -05:00
Jake Norbut
14a86d7b29
changing RenderColumn to use ColumnBase's background_brush; removed background property
2019-08-09 14:09:19 -05:00
Jake Norbut
19729a276d
adding background color to ColumnBase as every column should be able to eventually override the grid default bg
2019-08-09 14:08:03 -05:00
Jake Norbut
0f1135d5d6
adding background color to settings and related infrastruture
2019-08-09 14:07:04 -05:00
Pedro Pinto
146b5bdd8a
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-09 14:14:26 -04:00
Pedro Pinto
1783feffe7
Adds on demand gmi parsing and fixes a few bugs.
2019-08-09 14:13:27 -04:00
Kevin Darby
fa1b436fb3
added sticky button release notes
2019-08-09 10:53:02 -04:00
Kevin Darby
1a9ff09f43
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-08 16:58:31 -04:00
Eric Harding
38964f4d10
SP-150 Decode http multipart form data in WebServer.cpp
2019-08-08 16:39:56 -04:00
Eric Harding
637d7384b1
Add Http log subsystem for spard web server
2019-08-08 16:39:56 -04:00
Kevin Darby
191518d8bc
Merged in fix_algo_docs (pull request #316 )
...
removing duplicate mark down describing algos
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2019-08-08 20:26:11 +00:00
Kevin Darby
50768750d6
removing duplicate mark down describing algos
2019-08-08 16:14:49 -04:00
Michael Harding
b3f8976922
Merge branch 'SP-91-position-migration' into SP-150
2019-08-08 15:53:53 -04:00
Michael Harding
dfe906ea64
Inhibit margin polling and unsub on tab change
2019-08-08 15:52:36 -04:00
Jake Norbut
450ef7dd56
Merged in SP-128 (pull request #312 )
...
SP-128 - Allow for configurable stickyness on Algo Favorites
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-08 19:26:03 +00:00
Jake Norbut
89a4f9264a
LadderSaveState now at version 2; implementing upgrade mechanism for migrating existing favorite algos to stickied algos
2019-08-08 13:03:26 -05:00
Jake Norbut
55ade15574
provide upgrade mechanism when loading IShellWindow
2019-08-08 13:01:19 -05:00
Kevin Darby
36b8b35e47
Merged in fix_tooltips2 (pull request #315 )
...
fix non-dynamic and non-generic tooltips
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-08-08 16:18:29 +00:00
Kevin Darby
23bb872052
fix non-dynamic and non-generic tooltips
2019-08-08 12:09:48 -04:00
Eric Harding
1af8247a69
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-150
2019-08-08 11:37:27 -04:00
Eric Harding
de569e2564
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-08 11:36:58 -04:00
Kevin Darby
5a36af1ed8
more 2.8 release notes
2019-08-08 10:54:57 -04:00
Jake Norbut
bc12a3bd42
Merged in SP-172 (pull request #313 )
...
making login view a little wider and shorter so that error state doesn't look as bad
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-08 14:48:31 +00:00
Kevin Darby
4e831b5f89
Merged in spreader_nlegs_hedging (pull request #314 )
...
RTM Spreader nlegs hedging - for Taha
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-08 14:33:18 +00:00
Kevin Darby
d886327c1a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into spreader_nlegs_hedging
2019-08-08 09:59:46 -04:00
Kevin Darby
533ff8acf7
Merged in server_sdk_docs (pull request #310 )
...
RTM SP-138, SP-139, SP-140 server sdk docs
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-08-07 21:30:35 +00:00
Kevin Darby
e64eaec240
lumping client doc changes in with server
2019-08-07 17:27:16 -04:00
Pedro Pinto
fc24c768d8
Added local defaults for gmi file download.
2019-08-07 17:14:19 -04:00
Pedro Pinto
7aee876d54
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-07 17:03:57 -04:00
Pedro Pinto
3e3e519403
Changed gmi download to only work on specific time windows.
2019-08-07 17:03:26 -04:00
Michael Harding
3e40bf9fd3
Remove uncommited fills, update numbers
2019-08-07 16:53:17 -04:00
Michael Harding
315ca96d4f
Make uncommited manual fills editable
2019-08-07 15:35:18 -04:00
Eric Harding
9d1c0d7f44
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-150
2019-08-07 15:24:24 -04:00
Michael Harding
97b2f2df75
Handle deleted users in manual fills table
2019-08-07 13:21:43 -04:00
Michael Harding
92a9127160
Better number validation in the spark admin
2019-08-07 12:51:00 -04:00
Michael Harding
388d491a0a
Fix empty symbol col on manual fills
2019-08-07 12:26:24 -04:00
Taha Afzal
02a30142b7
Fixing the tests
2019-08-07 11:24:22 -04:00
Michael Harding
13b09ffc12
add 3 minute delay to system tests
2019-08-07 10:42:41 -04:00
Pedro Pinto
2ec7aa5f3f
Changed gmi download to pick oldest file rather than guess its name.
2019-08-06 19:34:15 -04:00
Taha Afzal
3937939c0a
Bug in sells fixed (the LegPropertyData::trading_side() is already adjusted for the spreader side
2019-08-06 18:57:49 -04:00
Taha Afzal
be4bfb6152
Hooked up the hedging price calculation to the UI
2019-08-06 17:27:16 -04:00
Jake Norbut
4ff1be11e2
making login view a little wider and shorter so that error state doesn't look as bad
2019-08-06 14:32:32 -05:00
Pedro Pinto
6148a08b62
Updated dev tool.
2019-08-06 15:30:49 -04:00
Pedro Pinto
e914ca9c15
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-06 15:30:12 -04:00
Eric Harding
17c2a91a0f
SP-169 sftp downloads with libssh2
2019-08-06 14:27:12 -04:00
Pedro Pinto
09d75af8c3
Improved algo API documentation slightly.
2019-08-06 14:18:22 -04:00
John Colvin
dad4c1bf9b
ExecutionStrategyEditor uses VisualStates to disable name, ticks, and pricing controls after creation
2019-08-06 13:07:03 -05:00
John Colvin
40aa6c518a
added hedge pricing controls to synth editor
2019-08-06 12:58:58 -05:00
Kevin Darby
83a2a01789
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-06 12:06:46 -04:00
Kevin Darby
e1137c4e1d
go back to statically linked CME
2019-08-06 11:27:38 -04:00
Jake Norbut
bf8df1d396
always push Limit onto the algo stack; henceforth known as the anchor
2019-08-06 10:24:59 -05:00
Michael Harding
97e1277b6a
Manual Fills get data from streams
2019-08-06 11:00:15 -04:00
Taha Afzal
9f575fcdec
Added spreader params for this functionality(recalc)
2019-08-06 10:37:44 -04:00
Michael Harding
c198965a49
Fix enums in DynamicService.ts
2019-08-06 09:45:47 -04:00
Taha Afzal
a807a09bea
Merge branch 'master' into spreader_nlegs_hedging
2019-08-05 22:50:39 -04:00
Taha Afzal
a10a49cf4f
Cleanup, removing some decaying code which was making for bad readibility
2019-08-05 22:49:13 -04:00
Taha Afzal
cfec77bb96
Removed unused cons variables
2019-08-05 22:25:19 -04:00
Taha Afzal
03e2433201
Comments added and some cleanup for the position update related changes to SecurityLimitNode and ProductLimitNode
2019-08-05 19:38:43 -04:00
John Colvin
d064af817c
remove unreferenced '_sticky_algos' field
2019-08-05 15:51:21 -05:00
John Colvin
7b3c4b76bc
LadderVM/OrderPropertiesEditorVM sticky/stack behavior
2019-08-05 15:36:57 -05:00
John Colvin
5de431f279
make LadderVM.send_order_command an IAsyncCommand
2019-08-05 15:36:57 -05:00
John Colvin
7b63d951f0
ShellSettingsDialogVM profilevm resets 'is_dirty' whenever the internal vm's resultant value equals the target value
2019-08-05 15:36:57 -05:00
John Colvin
018887980b
LadderSettingsVM 'sticky buttons' impl reacts to FavoriteAlgoItem's value (algo) changes
2019-08-05 15:06:39 -05:00
John Colvin
8b4d649bd4
ExecuteAsync should return the Task directly (no need to await internally)
2019-08-05 15:06:39 -05:00
Jake Norbut
441d3c886b
fixing improper use of is
2019-08-05 15:06:39 -05:00
Jake Norbut
472e32f558
removing empty new lines; leftovers from Dispatcher debugging
2019-08-05 15:06:39 -05:00
Jake Norbut
472c9252f9
adding Stay Enabled (sticky) checkbox to Favorites UI
2019-08-05 15:06:39 -05:00
Jake Norbut
98a9ad3ef2
reset order type after non-sticky order entry
2019-08-05 15:06:39 -05:00
Jake Norbut
7b237fedea
adding sticky-related bits
2019-08-05 15:06:39 -05:00
Jake Norbut
7281aa8ff1
adding is_sticky property
2019-08-05 15:06:39 -05:00
Jake Norbut
d915e2f064
setting algo_def_vm.is_sticky via CollectionChanged event (hmm)
2019-08-05 15:06:39 -05:00
Jake Norbut
beb5d855b1
Dispatcher debuggering with John; think does not appear to work since the if condition is never met, but commiting this part of the pair-debugging experience
2019-08-05 15:06:39 -05:00
Jake Norbut
120b86aaae
popuplating stickied algo keys for persistence/restoration state
2019-08-05 15:06:39 -05:00
Jake Norbut
44eeff98e7
adding is_sticky member to which the view will Databind
2019-08-05 15:06:39 -05:00
Jake Norbut
dc420a097a
adding stickied_algos ProtoMember for persistence
2019-08-05 15:06:39 -05:00
Jake Norbut
69ee85dea9
misc - adding OnDispatcher after discussing with John
2019-08-05 15:06:39 -05:00
Taha Afzal
c42bc45f24
PositionServiceServer uses the manual fills state in PositionMap
2019-08-05 15:55:01 -04:00
Eric Harding
ebe29fec00
Merged in tool_improvement (pull request #311 )
...
RTM: make git_switch_linux switch to current branch if not specified
2019-08-05 18:58:28 +00:00
Eric Harding
aee344fc2c
make git_switch_linux switch to current branch if not specified
2019-08-05 14:54:05 -04:00
Kevin Darby
bd451f6f65
SP-138, SP-139, SP-140 server sdk docs
2019-08-05 14:29:13 -04:00
Taha Afzal
37a8ae6677
zero_out_pos_unit was not zering out backwards compat doubles
2019-08-05 14:00:40 -04:00
John Colvin
7476b40bf1
fix favorite buttons crash in ladder (missed line in merge)
2019-08-05 11:57:51 -05:00
Taha Afzal
a271abf3c4
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-05 10:48:07 -04:00
Taha Afzal
76f582613b
Comments mainly
2019-08-05 10:47:58 -04:00
Eric Harding
e15d7babbd
Fix client build errors
2019-08-05 10:23:34 -04:00
Eric Harding
c5cf90017e
Fix failing test 'test_select_tableupdate' broken by 6430f6e
2019-08-05 10:08:20 -04:00
Eric Harding
469914c6c9
SP-150 file upload decoder
2019-08-04 21:17:22 -04:00
Taha Afzal
edba0e1cd7
Positions entries published by the PositionService are never removed, if a baseposition is absent, the enrties are 0'd out
2019-08-04 19:27:02 -04:00
John Colvin
c142ce2a8e
Merged in SP-109-orderbook-update-panel (pull request #308 )
...
SP-109 orderbook update panel
2019-08-03 00:09:48 +00:00
John Colvin
d082c47e49
Merge remote-tracking branch 'origin/master' into SP-109-orderbook-update-panel
2019-08-02 19:09:09 -05:00
John Colvin
44d0b96f25
remove IAlgoSelector.order_kind prop (GenericOrderVM's children can bind display_name directly to OrderKind)
2019-08-02 19:07:03 -05:00
John Colvin
cdb8bccb5a
GenericOrderParamVM 'default_value' arg needs to be null (it is used to indicate 'no value present')
2019-08-02 19:07:03 -05:00
John Colvin
0f355dfa8f
Merge branch 'master' into SP-109-orderbook-update-panel
2019-08-02 18:05:33 -05:00
Taha Afzal
ac1c5566ac
For backwards compat, PositionUnit's account is populated
2019-08-02 18:48:46 -04:00
Kevin Darby
47cb8e0b04
Merged in algo_doc (pull request #309 )
...
RTM update scratch and prorata algo docs
2019-08-02 21:57:59 +00:00
Kevin Darby
a75784ca02
update scratch and prorata algo docs
2019-08-02 17:55:46 -04:00
Taha Afzal
4564e630db
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-02 17:51:02 -04:00
Taha Afzal
5c77fa2799
PositionMap keeps a SODPosition around to resolve sod fills
2019-08-02 17:50:54 -04:00
Jake Norbut
0e35ab3a52
Merged in SP-127 (pull request #302 )
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SP-127 fix badge clipping
2019-08-02 21:46:32 +00:00
Pedro Pinto
1bb5ea8aaa
Updated release notes.
2019-08-02 17:45:56 -04:00
Kevin Darby
83adfb8361
Merged in prorata (pull request #239 )
...
RTM: Prorata
2019-08-02 21:20:34 +00:00
Michael Harding
db234c7d06
fix web build after merge
2019-08-02 15:24:21 -04:00
Pedro Pinto
1bb4ce91cf
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-02 14:45:58 -04:00
Pedro Pinto
d1a3857119
Removed some remaining conflicts
2019-08-02 14:42:49 -04:00
Eric Harding
6dd63156cc
SP-169 Use sftp command for sftp instead of scp
2019-08-02 13:59:19 -04:00
Pedro Pinto
01f178fe3b
Partial merge
2019-08-02 13:18:15 -04:00
Pedro Pinto
53672e1875
Added as of timestamp to base position call.
2019-08-02 11:27:13 -04:00
Pedro Pinto
e7a20252a0
GMI parser parses.
2019-08-02 11:14:15 -04:00
Pedro Pinto
497884fe00
Added sod helper.
2019-08-02 10:02:11 -04:00
Pedro Pinto
f7aa2c5bec
Removed unusued timestamp for base pos call
2019-08-02 09:13:32 -04:00
Pedro Pinto
5c75507f42
Updated sub repos pointers
2019-08-02 09:06:46 -04:00
Pedro Pinto
ba1b459b0b
More gmi parser files.
2019-08-02 09:06:46 -04:00
Pedro Pinto
bac7ea06f2
Fixed some issues with GMI import.
2019-08-02 09:06:46 -04:00
Pedro Pinto
26c577f94b
GMI parsing is code complete.
2019-08-02 09:06:46 -04:00
Taha Afzal
4fc59c2ca8
Base Position incorporation but untested
2019-08-02 00:10:54 -04:00
Kevin Darby
0a6cc0cdf1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-01 15:11:04 -04:00
Kevin Darby
e96d9112ef
SIMICE causing some trouble sharing replay and MBO
2019-08-01 14:25:17 -04:00
Taha Afzal
3a7fbe2ddf
Line got deleted in FillStore when removing call to SOD
2019-08-01 14:08:22 -04:00
Taha Afzal
2bfc3148d1
merging
2019-08-01 13:50:54 -04:00
Taha Afzal
72734bb15f
Moving PositionServiceServer data into PositionMap (the Service Server was getting too long and confusing)
2019-08-01 13:22:38 -04:00
Eric Harding
1dd72abc9a
SP-169 sftp download
2019-08-01 12:30:58 -04:00
Kevin Darby
94e77ce2b8
fix merge
2019-08-01 09:56:54 -04:00
Kevin Darby
d4a97f4b0c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-07-31 15:02:29 -04:00
Pedro Pinto
6dfcb970b8
Fixed build
2019-07-31 14:23:15 -04:00
Pedro Pinto
72aab5bbcb
Merged
2019-07-31 14:16:55 -04:00
Pedro Pinto
0afededebf
Added bones of base position service.
2019-07-31 14:12:36 -04:00
Jake Norbut
aa62338401
PR feedback
2019-07-31 08:46:33 -05:00
Jake Norbut
ef5dc90406
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-127
2019-07-31 08:24:16 -05:00
Michael Harding
8c8e4dd0e8
Delete fills... theoretically
2019-07-30 16:35:25 -04:00
Pedro Pinto
17769cbced
Added skelleton for BasePositionService.
2019-07-30 15:58:15 -04:00
Pedro Pinto
5cb1220d05
Added stubs for base position service.
2019-07-30 14:41:39 -04:00
Pedro Pinto
37ba9f7b0d
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-30 13:58:19 -04:00
Pedro Pinto
9a1bf1bbae
Removed SOD from fill store.
2019-07-30 13:45:11 -04:00
Michael Harding
a404bbf654
Add Day position management table
2019-07-30 10:06:56 -04:00
Michael Harding
0b34457259
SP-97: updates to existing manual fills
2019-07-30 10:06:56 -04:00
Taha Afzal
5939b983dd
Hooked up the new Limiter call set_filled_position
2019-07-29 18:33:22 -04:00
Taha Afzal
c0b0ffd646
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-29 16:59:22 -04:00
Taha Afzal
21a48ba0ad
moving PositionUtilities into lib, removing 2 unused functions in Limiter
2019-07-29 16:59:12 -04:00
Eric Harding
9a21d03311
Merged master into SP-150
2019-07-29 14:59:08 -04:00
Eric Harding
46d6ca9d2c
SP-152 Handle stream unsubscribe with IDisposable
2019-07-29 13:06:31 -04:00
Taha Afzal
6ef274d5d6
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-29 13:01:10 -04:00
Taha Afzal
36d507b3ca
comments
2019-07-29 13:00:58 -04:00
Pedro Pinto
54820107db
Updated externals pointer.
2019-07-29 12:58:16 -04:00
Pedro Pinto
38bf521132
Position based limits in order manager code complete.
2019-07-29 12:58:16 -04:00
Pedro Pinto
4aa0d878a6
Updated cmakedeps.
2019-07-29 12:58:16 -04:00
Eric Harding
03bbf2f4a8
SP-152 unsubscribe support
2019-07-29 12:37:28 -04:00
Taha Afzal
f2d284cadb
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-29 11:31:36 -04:00
Taha Afzal
9f1ac3ee80
Added a proto for an unresolved File row to be imported as a SOD
2019-07-29 11:31:29 -04:00
Eric Harding
6b81dcef7d
SP-152 fix F# type definition
2019-07-29 11:29:49 -04:00
Eric Harding
1f0371e870
SP-152 c++ side
2019-07-26 17:37:38 -04:00
Eric Harding
322f1164be
SP-152 typescript/f# half
2019-07-26 17:35:54 -04:00
Pedro Pinto
ee94289f22
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-07-26 17:15:42 -04:00
Pedro Pinto
45ba5746a6
Added tool tip for ticks off Top algo parameter.
2019-07-26 17:15:23 -04:00
Michael Harding
a327ffe7e7
Delay for limit removal
2019-07-26 17:15:00 -04:00
Eric Harding
2feef62b65
Merged in SP-141 (pull request #307 )
...
RTM SP-141 await_cme_config() from all places that need it
2019-07-26 19:12:56 +00:00
Pedro Pinto
4b1afd914e
Updated release notes.
2019-07-26 15:12:36 -04:00
Pedro Pinto
3048cabb56
Merge branch 'master' into SP-141
2019-07-26 15:04:56 -04:00
Pedro Pinto
3ad41adc48
Merge branch 'master' into SP-141
2019-07-26 14:49:07 -04:00
Eric Harding
e2d0d8bbae
Merged in SP-23-Dorman2 (pull request #303 )
...
RTM: SP-23 Dorman2
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2019-07-26 18:44:22 +00:00
Pedro Pinto
a6b803b4c3
Updated release notes.
2019-07-26 14:43:30 -04:00
Pedro Pinto
1d68aa7fa8
Merge branch 'master' into SP-23-Dorman2
2019-07-26 14:30:47 -04:00
Pedro Pinto
d726018b15
Merge branch 'master' into SP-23-Dorman2
2019-07-26 14:30:01 -04:00
John Colvin
437158e7f3
Merged in SP-90-hide-workspaces (pull request #299 )
...
RTM SP-90 hide workspaces
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-07-26 15:06:47 +00:00
Pedro Pinto
c670d0012b
Updated release notes.
2019-07-26 11:06:29 -04:00
Pedro Pinto
8751a8e496
Merge branch 'master' into SP-90-hide-workspaces
2019-07-26 11:05:46 -04:00
John Colvin
273145feaf
OrderParamsAggregator doesn't assume parent algo has child field (dyn_join)
2019-07-25 23:35:50 -05:00
John Colvin
fe71b3081c
reword comment
2019-07-25 23:06:58 -05:00
John Colvin
8000ccb595
delete code added by accident
2019-07-25 23:05:53 -05:00
John Colvin
b9297a86a9
AlgoDefinitionVM prohibits changing roots in factory/dynamic types (only allowed in studio algos)
2019-07-25 18:16:35 -05:00
John Colvin
a68926bb4a
orderbook update panel synth params grid should be readonly
2019-07-25 18:16:35 -05:00
John Colvin
f4eb427241
fix data/datum typo
2019-07-25 18:16:35 -05:00
John Colvin
4c9d7ef54a
SP-144/SP-122,SP-109,SP-125 (several fixes for orderbook update panel)
2019-07-25 18:16:35 -05:00
John Colvin
359a9be900
CommonValueMonitor 'clear()' impl
2019-07-25 17:46:13 -05:00
John Colvin
6430f6e2df
fix TableUpdate 'SelectKeyValue' extensions (subscriptions cannot share the same cache)
2019-07-25 17:46:13 -05:00
John Colvin
adac484f25
remove AlgoStudioViewController
2019-07-25 17:46:13 -05:00
John Colvin
c1f7b030ba
remove unused algo 'template' code, leftover from the original algo studio spec
2019-07-25 17:46:13 -05:00
John Colvin
a363421de0
fix CommonValueMonitor 'SubscribeThrottled()' extensions
2019-07-25 17:46:13 -05:00
John Colvin
7428f9dbfb
make ObservableSortedCollection a standalone collection (not a wrapper); implement IObservableCollectionAddRemoveOnly
2019-07-25 17:46:13 -05:00
John Colvin
72e35a5914
fix typos ExceptionBuilder.ArgumentOutOfRange
2019-07-25 17:46:13 -05:00
Karl Ellefsen
6756ba44eb
Top_cover_TEST.txt edited online with Bitbucket
2019-07-25 17:58:20 +00:00
Pedro Pinto
d8b8a5d710
Updated release notes.
2019-07-23 15:44:49 -04:00
Pedro Pinto
5536f5f585
Cover should always detach from hedges when completing.
2019-07-23 15:04:11 -04:00
John Colvin
7367673ba4
flip 'login/cancel' buttons to follow ok/cancel pattern
2019-07-23 13:53:45 -05:00
John Colvin
901988ec2b
center-align loginview's reject message
2019-07-23 13:48:05 -05:00
John Colvin
b676d22f1d
rearrange loginview grid to reduce dead space; unify visual state transitions
2019-07-23 13:42:45 -05:00
John Colvin
9b7e877a0b
Merge branch 'master' into SP-90-hide-workspaces
2019-07-23 13:40:15 -05:00
Eric Harding
c6cae3064d
SP-150 add server endpoint for file upload
2019-07-23 12:25:01 -04:00
Eric Harding
16d5341285
Remove unused messages (warnings)
2019-07-23 11:17:15 -04:00
Eric Harding
2a16ac77fb
Clean up some indentation warnings
2019-07-23 10:45:11 -04:00
Eric Harding
9eb76bdfbc
Fix prorata build
2019-07-23 10:42:41 -04:00
Michael Harding
7c13474e31
SP-97: Position Management tab and add fills
2019-07-22 14:50:26 -04:00
Eric Harding
a658ef7711
Add SplitterAlgo to the ladder/study options
2019-07-19 15:32:06 -04:00
Kevin Darby
5ae750b2f1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-07-19 11:33:03 -04:00
Eric Harding
23bbe82080
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-23-Dorman2
2019-07-19 11:26:20 -04:00
Eric Harding
bd30c3f270
Add Splitter algo to the manual
2019-07-19 11:25:59 -04:00
Eric Harding
4d316034aa
Fix sorting in manual (sections and pages sort separately).
2019-07-19 11:03:45 -04:00
Eric Harding
6b582e224c
SP-141 await_cme_config() from all places that need it
2019-07-18 17:10:12 -04:00
Eric Harding
e3a366a386
SP-23 code review feedback / code shuffling
2019-07-18 09:51:19 -04:00
Pedro Pinto
f0003ff3c6
Style and doc improvement in IAlgoOrder.h
2019-07-17 17:02:34 -04:00
Pedro Pinto
df5f8f6638
Fixed clang build
2019-07-17 15:05:11 -04:00
Eric Harding
3ff26f6bb0
SP-23 Add ReportStateGuard to AlgoWrapperOrder::subscribe_ticker
2019-07-17 13:42:07 -04:00
Kevin Darby
c8badf5689
Merged in fix_span_error_message (pull request #306 )
...
guard against UI setting cash and leverage factors for accounts I don't know about when span is off
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-17 14:51:23 +00:00
Kevin Darby
58533bf16f
guard against UI setting cash and leverage factors for accounts I don't know about when span is off
2019-07-17 10:48:16 -04:00
Pedro Pinto
6b3c3ded68
Fixed up release notes.
2019-07-17 10:24:51 -04:00
Pedro Pinto
d65e00fade
Merged in SP-132-make-algo-shutdown-orderly (pull request #305 )
...
RTM. SP-132 make algo shutdown orderly
2019-07-17 14:23:09 +00:00
Pedro Pinto
53e787ab7f
Merge branch 'master' into SP-90-hide-workspaces
2019-07-17 09:37:48 -04:00
Pedro Pinto
68e5d07aef
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-07-17 09:36:15 -04:00
Pedro Pinto
68345a181e
Updated release notes.
2019-07-17 09:35:43 -04:00
Kevin Darby
69c121a19c
Merged in fix_span (pull request #301 )
...
fix crash where account name > 12 chars, tested with long account name
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-17 13:32:33 +00:00
Pedro Pinto
780ce7416f
Merge branch 'master' into SP-132-make-algo-shutdown-orderly
2019-07-17 09:07:54 -04:00
Pedro Pinto
9fe338a62a
Updated release notes.
2019-07-17 09:07:24 -04:00
Jake Norbut
f027af66c8
Merged in ob_price_filter_tick_comparison (pull request #304 )
...
RTM - Ob price filter tick comparison
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-07-16 21:43:23 +00:00
Jake Norbut
6b2708b160
PR suggestions
2019-07-16 16:34:59 -05:00
Jake Norbut
534474621f
price filter should use new add_price tick-based method
2019-07-16 15:51:27 -05:00
Jake Norbut
554614ab72
add means to perform price comparsion based on tick equality
2019-07-16 15:50:44 -05:00
Pedro Pinto
2ede69a263
Updated release notes.
2019-07-16 16:21:31 -04:00
Eric Harding
ffd7a9379f
SP-23 Dorman tweak. Make this an error instead of cancel.
2019-07-16 16:05:44 -04:00
Pedro Pinto
9def94aceb
Changed IB to cancel rather than error if it sees a child cancel.
...
This allows IB to remain agnostic of wheter the child cancel was a
simply a consequence of the IB itself shutting down, in which case it
would be ignored. If the IB instead errorred out than that error
superseeds the cancel and results in the IB reporting an error.
2019-07-16 15:55:28 -04:00
Pedro Pinto
0af30b3cc0
Changed cover to handle fills while canceling.
2019-07-16 15:32:38 -04:00
Eric Harding
f3f34269d3
SP-148 Dorman: pause_until triggers "Unexpected fill decrease."
2019-07-16 14:00:35 -04:00
Eric Harding
595c2df65c
SP-147 Splitter UI
2019-07-16 13:26:21 -04:00
Taha Afzal
a91c2d9bc6
SP-146 (Limiter will not accept unresolved fills)
2019-07-16 11:20:15 -04:00
Eric Harding
40f6a1db08
Merge branch 'SP-132-make-algo-shutdown-orderly' of bitbucket.org:bluetradesys/spark into SP-23-Dorman2
2019-07-16 11:18:41 -04:00
Pedro Pinto
481c1fd2de
Fixed gcc build.
2019-07-16 10:29:59 -04:00
Pedro Pinto
e80fc807e0
Moved all reporting state calls to top level event handler.
...
Any CPU the algo order receives must originate from a top level event,
its simpler to consolidate all report guards in those events, instead
of chasing every call that comes out of the algo.
2019-07-16 10:20:30 -04:00
Pedro Pinto
c8e054d079
Added algo wrapper documentation.
2019-07-16 10:10:46 -04:00
Pedro Pinto
9480e76d4b
Cleaned up algo wrapper
2019-07-16 10:10:11 -04:00
Pedro Pinto
538411353a
Improved cover to hedge while shutting down.
2019-07-16 08:48:36 -04:00
Eric Harding
acf51e1178
Merge branch 'SP-132-make-algo-shutdown-orderly' of bitbucket.org:bluetradesys/spark into SP-23-Dorman2
2019-07-15 16:44:55 -04:00
Pedro Pinto
da6998c391
Do not error out when receiving an udpate from an unknown child.
...
Because the child is presumably a detached child.
2019-07-15 16:43:39 -04:00
Eric Harding
2710cdd32b
Merge branch 'SP-132-make-algo-shutdown-orderly' of bitbucket.org:bluetradesys/spark into SP-23-Dorman2
2019-07-15 16:33:59 -04:00
Pedro Pinto
60786b105c
Handled terminate_error while shutting down.
2019-07-15 16:26:22 -04:00
Pedro Pinto
f488248abf
Fixed handling of child update while shutdown.
2019-07-15 16:03:36 -04:00
Eric Harding
8165d1c9d7
SP-143 Dorman sends profit orders as splitter
2019-07-15 16:02:33 -04:00
Eric Harding
46dce3ac2b
SP-115 back out temporary change
2019-07-15 13:36:41 -04:00
Eric Harding
e24d8bac7d
SP-132 Fix for early return in algo shut down sequence
2019-07-15 12:57:36 -04:00
Jake Norbut
158d63383f
Binding Height in Ladder Badge Style to new grid_row_height property
2019-07-15 10:47:09 -05:00
Jake Norbut
465b7f8bdf
adding grid_row_height to VM so that Badge render fills complete grid row height regardless of font size
2019-07-15 10:46:12 -05:00
Eric Harding
c434374f74
SP-115 Dorman expects child cancel when paused
2019-07-15 11:28:12 -04:00
Eric Harding
5ba1299ddf
Merge SP-132
2019-07-15 11:07:44 -04:00
Eric Harding
ea39014307
SP-115 Dorman: handle unexpected child cancel
2019-07-15 10:59:36 -04:00
Pedro Pinto
830b590e5b
Algos now go through an orderly shutdown phase.
...
During which they can still process child updates.
2019-07-15 10:59:13 -04:00
Jake Norbut
8c58454e32
Be able to algo abbrev and hedge glyph when badge is not wide enough to display them
2019-07-12 17:15:41 -05:00
Jake Norbut
feab43ee3f
Binding Ladder's Badge Width to the LadderOrderHost; need a converter here to deal with some slop adjustment
2019-07-12 17:12:45 -05:00
Jake Norbut
15fb97c688
property to method to signify we are creating a new glyph run each time; one cannot set the BaselineOrigin after the glphy run has been created, so we need a new one
2019-07-12 17:11:00 -05:00
Eric Harding
1d275b942d
SP-136 Splitter should not loop
2019-07-12 17:18:21 -04:00
Kevin Darby
c9c93b3cf0
Merged in fix_span1 (pull request #300 )
...
fix crash when acct names are > 12 chars
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-12 18:58:13 +00:00
Eric Harding
c40eef7b03
SP-131
2019-07-12 12:04:35 -04:00
Eric Harding
2bafc12502
SP-87 one more splitter test
2019-07-12 11:04:42 -04:00
Kevin Darby
9e5d43f44a
fix crash where account name > 12 chars, tested with long account name
2019-07-11 17:53:48 -04:00
Eric Harding
389359dbfc
SP-87 Splitter w/ exposed < target.
2019-07-11 16:47:26 -04:00
Eric Harding
390208327b
SP-115 Issues found in manual testing
2019-07-11 15:49:51 -04:00
Kevin Darby
5c1965f534
fix crash when acct names are > 12 chars
2019-07-11 14:07:31 -04:00
Pedro Pinto
8553229119
Merge branch 'master' into prod
2019-07-11 10:45:10 -04:00
Eric Harding
96b63ff713
Disable market data heartbeats on dev systems to simplify debugging
2019-07-11 10:44:38 -04:00
Pedro Pinto
4903c12533
_index.md edited online with Bitbucket
2019-07-11 14:23:13 +00:00
Jake Norbut
88f23530c6
Merged in SP-119 (pull request #298 )
...
RTM - SP-119 Ladder settings NullRef
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-11 14:18:45 +00:00
Eric Harding
c9d371fb77
SP-115 Bugfixes from manual testing
2019-07-10 17:41:15 -04:00
Eric Harding
b173f80703
SP-56 Flatten Dorman Parameters
2019-07-10 16:29:18 -04:00
Eric Harding
5b6edc455f
SP-121 Fix crash and add validation
2019-07-10 15:02:20 -04:00
Eric Harding
0b7d18301d
SP-56 Register Dorman Algo
2019-07-09 19:14:22 -04:00
Eric Harding
9fac15b473
Clean up macro in Dorman, remove invalid AlgoTestDriver assertion
2019-07-09 13:24:38 -04:00
Jake Norbut
76ff36e514
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-119
2019-07-09 11:54:46 -05:00
Jake Norbut
740c14c261
add LadderSettings santization on paths to VM instantiation
2019-07-09 11:52:41 -05:00
Eric Harding
ceafab93ab
SP-33 Trade Accumulation
2019-07-09 12:26:28 -04:00
John Colvin
a8f86c38e4
SP-80 / SP-90 Do not show workspaces prior to user authentication
2019-07-08 17:30:29 -05:00
John Colvin
46cb249016
in lazy vis state transitions, hook up to the loaded event directly (awaiting a TaskCompletionSource is heavy handed, and not thread safe)
2019-07-08 17:30:29 -05:00
John Colvin
6b799bf93b
[non-functional] normalize spacing/tabs in LoginView.xaml
2019-07-08 17:30:29 -05:00
Jake Norbut
33a71f5f47
Merged in SP-105_account-in-ladder (pull request #294 )
...
RTM - SP-105 selected account in ladder
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 22:21:46 +00:00
Pedro Pinto
2940601f4b
Updated release notes
2019-07-08 18:15:31 -04:00
Pedro Pinto
1f7939f49a
Merge branch 'SP-105_account-in-ladder' of bitbucket.org:bluetradesys/spark into SP-105_account-in-ladder
2019-07-08 18:14:45 -04:00
Pedro Pinto
48e273a607
Merge remote-tracking branch 'origin' into SP-105_account-in-ladder
2019-07-08 17:50:43 -04:00
John Colvin
e35634020d
Merged in SP-89-offset-algo (pull request #286 )
...
RTM SP-89 offset algo
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 21:49:12 +00:00
Pedro Pinto
1ede053f59
Merged with master
2019-07-08 17:48:16 -04:00
Pedro Pinto
93824786c7
Updated release notes.
2019-07-08 17:32:33 -04:00
Pedro Pinto
25b8c0a728
Merged with master
2019-07-08 17:31:22 -04:00
Jake Norbut
0e4fe1b47e
filter the SelectorProperty source for updates that actually have items; this keeps the currently selected account through server restarts
2019-07-08 16:29:19 -05:00
Jake Norbut
cd744963ff
Revert "don't revert to default selected setter when server reboots"
...
This reverts commit d5fdcc6796 .
2019-07-08 16:21:46 -05:00
Kevin Darby
fb9d877938
Merged in dme (pull request #293 )
...
RTM add mic for DME
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 21:08:53 +00:00
Pedro Pinto
087b001510
Updated release notes.
2019-07-08 17:03:56 -04:00
Pedro Pinto
02a7c0ddca
Merge branch 'master' into dme
2019-07-08 17:01:50 -04:00
Kevin Darby
6afa1d581d
Merged in span (pull request #263 )
...
RTM: Span
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 21:01:01 +00:00
Taha Afzal
5e04abe573
Combining the account lookup for loss_limitm and span
2019-07-08 16:50:30 -04:00
Pedro Pinto
3422a44c87
Updated release notes.
2019-07-08 16:49:32 -04:00
Jake Norbut
d5fdcc6796
don't revert to default selected setter when server reboots
2019-07-08 15:37:38 -05:00
Kevin Darby
f12217d76c
Remove mapping of DME mic per Pedro
2019-07-08 20:12:47 +00:00
Pedro Pinto
d85a914046
Merge branch 'master' into span
2019-07-08 15:58:06 -04:00
Pedro Pinto
4fdc890cb5
Merged in ticks_off (pull request #296 )
...
RTM Added ticks_off to top algo server side.
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-07-08 19:55:01 +00:00
Pedro Pinto
3ed0bd9052
Merged with master
2019-07-08 15:54:39 -04:00
Jake Norbut
dbdc915ff2
populating mini_ob (LadderMiniOrderBookSettings) in LadderSettings.Default
2019-07-08 14:24:36 -05:00
Jake Norbut
10476c6662
null ref check on LadderSettings.mini_ob.value
2019-07-08 14:22:55 -05:00
Eric Harding
74a91a7d2e
SP-117 typedef TradeVector type
2019-07-08 14:49:44 -04:00
Eric Harding
72a6689cd4
SP-117 Expose ticker to IAlgoOrder
2019-07-08 14:41:07 -04:00
Kevin Darby
05e09cb977
Merge branch 'master' of bitbucket.org:bluetradesys/spark into span
2019-07-08 14:33:37 -04:00
Eric Harding
dab4f5acbb
Merged in SP-104-HCL (pull request #289 )
...
[RTM] SP-104 HCL
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 18:28:44 +00:00
Eric Harding
a20c53b23d
Merged in SP-68-crash (pull request #292 )
...
[RTM] SP-68 Fix crash on exit by not touching queue on windows. insert_or_replace() is a no-op on windows anyway.
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 18:27:59 +00:00
Pedro Pinto
8206f457b5
Updated release notes.
2019-07-08 14:27:37 -04:00
Pedro Pinto
d4e6d6293d
Merge branch 'master' into SP-68-crash
2019-07-08 14:26:48 -04:00
Kevin Darby
d1a2197ba4
Merged in fix_auth_tests2 (pull request #297 )
...
RTM fix auth tests to respect difference betwen admin and trader login
2019-07-08 18:20:09 +00:00
Kevin Darby
369fb55e90
fix auth tests to respect difference betwen admin and trader login
2019-07-08 14:20:14 -04:00
Pedro Pinto
37dacff74d
Fixed a bug in top update
2019-07-08 14:09:37 -04:00
Taha Afzal
dc922a0299
Fixed the test that was failing when Spreader:n_legs_recomp_hedges_on_fill: true
2019-07-08 14:01:24 -04:00
Eric Harding
fb08533488
SP-32 profit orders
2019-07-08 13:51:54 -04:00
Pedro Pinto
d297b703c7
Merge branch 'master' into ticks_off
2019-07-08 13:36:53 -04:00
Kevin Darby
33f533af9b
set span to default off, hook up admin boolean to enforce span behind config key
2019-07-08 13:08:18 -04:00
Kevin Darby
085d6402f4
Merged in SPARK-2524-keycode_fixes (pull request #290 )
...
RTM fixed SPARK-2524, allowing admin logins to not require a keycode session
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 16:26:51 +00:00
Pedro Pinto
f4395ef833
Updated release notes.
2019-07-08 12:26:27 -04:00
Pedro Pinto
e7a9412124
Updated release notes.
2019-07-08 12:21:39 -04:00
Pedro Pinto
da4ee38abd
Merge branch 'master' into SPARK-2524-keycode_fixes
2019-07-08 12:20:50 -04:00
Pedro Pinto
af39fac368
Merge branch 'master' into SPARK-2524-keycode_fixes
2019-07-08 11:18:39 -04:00
Michael Harding
4f997505f3
Enforce Margin Limit in Spark Admin
2019-07-08 11:12:55 -04:00
Jake Norbut
fcbb66361d
Merged in SP-103_no_reset_on_agg_side_change (pull request #288 )
...
RTM - SP-103 don't reset last when aggressor side changes
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 14:46:17 +00:00
Pedro Pinto
fa16321691
Updated release notes.
2019-07-08 10:45:56 -04:00
Eric Harding
4ecbfe5f5b
SP-31 Dorman auto-scratch
2019-07-08 10:42:43 -04:00
Pedro Pinto
ceb3542e15
Merge branch 'master' into SP-103_no_reset_on_agg_side_change
2019-07-08 10:30:25 -04:00
Jake Norbut
32e55d07ee
Merged in SP-110_volume_tooltip_nit (pull request #295 )
...
RTM - display tooltip again when re-entering same cell where tooltip was previouly closed
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 14:28:34 +00:00
Pedro Pinto
e079acf91f
Updated release notes.
2019-07-08 10:28:18 -04:00
Pedro Pinto
fecedb203a
Merge branch 'master' into SP-110_volume_tooltip_nit
2019-07-08 10:26:59 -04:00
Jake Norbut
6ac05a47e1
Merged in SP-103_bars_not_req (pull request #291 )
...
RTM - SP-103 bars not required to show last text
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-08 14:15:36 +00:00
Pedro Pinto
36ed80dc87
Updated release notes.
2019-07-08 10:15:14 -04:00
Taha Afzal
729acc4ad5
deleted default constructors and assignment operators on NLegsHedgeRecompData plus tightened a condition for application of recompute redhedging
2019-07-07 20:52:42 -04:00
John Colvin
f5bbc4245f
SP-111 / SP-113 Add ticks off parameter to top algo UI
2019-07-05 16:12:32 -05:00
Eric Harding
7e1463683f
SP-30 base Dorman algo atop SplitterAlgo
2019-07-05 16:04:39 -04:00
Pedro Pinto
96fc54ff0f
Added ticks_off to top algo server side.
2019-07-05 14:35:18 -04:00
Kevin Darby
25b69e4f7d
fix small bug and add manual test
2019-07-05 13:29:22 -04:00
Kevin Darby
d871ffca6d
temporarily tie span enforcement to config while michael works
2019-07-05 12:59:41 -04:00
Jake Norbut
213567bcdb
display tooltip again when re-entering same cell where tooltip was previouly closed
2019-07-05 11:49:34 -05:00
Kevin Darby
b7e5c3a374
Merge branch 'span' of bitbucket.org:bluetradesys/spark into span
2019-07-05 12:30:10 -04:00
Kevin Darby
ae4a8bbf46
more span
2019-07-05 12:28:58 -04:00
Taha Afzal
850386c1d4
Margin enforced in the limiter
2019-07-05 12:05:16 -04:00
Kevin Darby
2d4e94a636
Types.fs edited online with Bitbucket
2019-07-05 15:39:35 +00:00
Taha Afzal
4d559b8ec1
Reorganized the data for NLeg Hedge Recomp better
2019-07-05 11:16:24 -04:00
Pedro Pinto
e447096733
Routed excess liquidity to OrderManager.
2019-07-05 11:00:42 -04:00
Jake Norbut
cd68b95a3e
add a mechanism for ignoring InlineUserProperty's force_override property
2019-07-05 08:19:05 -05:00
Taha Afzal
2561cb3960
Better comments
2019-07-04 19:59:21 -04:00
Kevin Darby
72aa028bd6
ice orders works again
2019-07-04 14:31:57 -04:00
Taha Afzal
c4ba25bdae
Merge branch 'master' into spreader_nlegs_hedging
2019-07-04 11:18:51 -04:00
Kevin Darby
f8d5b9bace
bookmark initial clordid
2019-07-03 18:20:11 -04:00
Kevin Darby
e861e2916f
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-07-03 17:28:03 -04:00
Kevin Darby
23738b109d
changes to use non-static onixs
2019-07-03 17:26:46 -04:00
Pedro Pinto
713e11d146
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-07-03 16:26:34 -04:00
Pedro Pinto
444e3154b3
Made exchange id gen asynchronous, improved concurrency.
2019-07-03 16:26:07 -04:00
Michael Harding
ebad5b389f
Fix Save button
2019-07-03 16:01:50 -04:00
Kevin Darby
270ee60df9
nonstatic cme
2019-07-03 19:39:22 +00:00
John Colvin
160c49514a
Merge remote-tracking branch 'origin/master' into SP-89-offset-algo
2019-07-03 14:38:50 -05:00
Kevin Darby
1ce041c5e5
called Pedro's new id generator
2019-07-03 15:23:38 -04:00
Kevin Darby
64430e4368
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-07-03 15:15:16 -04:00
Michael Harding
4f7fcc5634
Move loss limits to the top of the limits page
2019-07-03 14:54:40 -04:00
Michael Harding
500e5b5fe4
Polling and commas
2019-07-03 14:19:51 -04:00
Eric Harding
9e7da44cce
Merge branch 'SP-87-Splitter' of bitbucket.org:bluetradesys/spark into SP-23-Dorman2
2019-07-03 14:16:45 -04:00
Eric Harding
7f2988ec57
SP-87 PR feedback 2/2
2019-07-03 14:09:07 -04:00
Eric Harding
08c2762500
SP-87 PR feedback 1/2
2019-07-03 14:09:07 -04:00
Pedro Pinto
50940bfd13
Merged
2019-07-03 13:46:48 -04:00
Pedro Pinto
509a33dc53
Merged
2019-07-03 13:42:17 -04:00
Pedro Pinto
4e6e97d90b
Added unit test for splitter compute_desired_sizes.
2019-07-03 13:40:41 -04:00
Michael Harding
9d924fa4ba
Margin table formatting
2019-07-03 10:14:01 -04:00
John Colvin
092e63e300
OffsetAlgo attach impl (take 2)
2019-07-03 00:07:23 -05:00
Kevin Darby
4654cd4739
changes in margin workflow for webui
2019-07-02 18:29:10 -04:00
Taha Afzal
06c1f60598
update_position called is routed from Limiter to ProductNode
2019-07-02 18:23:06 -04:00
Kevin Darby
f2f06d76de
PR feedback
2019-07-02 17:43:28 -04:00
Kevin Darby
6bc293a58e
add mic for DME
2019-07-02 17:35:29 -04:00
Kevin Darby
fdb462eda4
simplify margin server states
2019-07-02 17:34:46 -04:00
Kevin Darby
cc579034b2
fix bug in margin service
2019-07-02 17:05:22 -04:00
John Colvin
4b76e91757
SP-89 (pr edit) - 'can_consume_attachment()' returns false for 'Offset'
2019-07-02 15:48:24 -05:00
Eric Harding
53ad85cce0
Merge branch 'SP-87-Splitter' of bitbucket.org:bluetradesys/spark into SP-23-Dorman2
2019-07-02 16:29:45 -04:00
Eric Harding
8d34279ab0
SP-68 Fix crash on exit by not touching queue on windows. insert_or_replace() is a no-op on windows anyway.
2019-07-02 16:26:34 -04:00
John Colvin
7973b927a2
SP-89 (pr edit) - fwd price updates to child; cache update qty
2019-07-02 15:22:54 -05:00
Kevin Darby
6997aed9bd
fixed SPARK-2524, allowing admin logins to not require a keycode session
2019-07-02 15:05:23 -04:00
Michael Harding
b5d7d98098
Add DayPnL to SA Margin tab
2019-07-02 15:04:55 -04:00
Jake Norbut
8f22a326ab
last on volume foreground text is now white
2019-07-02 14:01:50 -05:00
Jake Norbut
b2c3488c5e
draw volume numbers when bars not present
2019-07-02 14:01:07 -05:00
Michael Harding
23f10eac70
Add accountPnl to emptyMargin
2019-07-02 14:10:27 -04:00
Eric Harding
cdabf3b023
SP-87 - Report fills to parent
2019-07-02 13:35:25 -04:00
Eric Harding
8248bd7db8
Add descriptive comment to splitteralgo
2019-07-02 13:35:25 -04:00
Kevin Darby
cb31269a70
added pnl impact to margin
2019-07-02 13:14:46 -04:00
Jake Norbut
5b75b8718a
updating comment to reflect change
2019-07-02 11:14:01 -05:00
Eric Harding
5a256d4634
SP-104 PEBKAC buy with negative mult is nonsense
2019-07-02 11:55:55 -04:00
Jake Norbut
db2de3e8c4
remove last_side; change StructLayout Size accordingly
2019-07-02 10:53:11 -05:00
Jake Norbut
b9dcad9549
don't reset last trade size when aggressor changes
2019-07-02 10:52:21 -05:00
Jake Norbut
ce104479e1
removing last_side; incrementing shm_version
2019-07-02 10:51:06 -05:00
Pedro Pinto
d3ae9bc891
Merge branch 'SP-87-Splitter' of bitbucket.org:bluetradesys/spark into SP-87-Splitter
2019-07-02 11:43:47 -04:00
Pedro Pinto
ac90a21314
Clang build fixes.
2019-07-02 11:43:36 -04:00
Eric Harding
2d56eedf3e
Bugfix in synthetic_book_merge_tests
2019-07-02 10:37:47 -04:00
Eric Harding
049381908c
update gitignore
2019-07-02 10:34:28 -04:00
Eric Harding
1104f4db1d
SP-87 Reject attach in before_launch
2019-07-02 09:52:24 -04:00
John Colvin
0067e52155
SP-89 (pr edit) - wait 4 mkt 2 launch; attach impl
2019-07-02 00:07:17 -05:00
Kevin Darby
8ed6d297a9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into span
2019-07-01 18:01:34 -04:00
Taha Afzal
a06df5099a
Merged in SP-24-loss-limit (pull request #285 )
...
RTM SP-24 loss limit
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 21:44:41 +00:00
Pedro Pinto
8ddd5bdbb5
Merged with master
2019-07-01 17:06:00 -04:00
Taha Afzal
5cbe00beab
Spread PNL is not counted towards the Account PNL
2019-07-01 16:33:56 -04:00
Eric Harding
b8a9116ea6
SP-30 Dorman part 1
2019-07-01 16:08:28 -04:00
Jake Norbut
40cd826260
Merged in SP-79 (pull request #280 )
...
RTM - SP-79 arrow indicator on last disappearing too fast
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 20:03:34 +00:00
Pedro Pinto
8bd63f11b1
Updated release notes.
2019-07-01 16:03:13 -04:00
Pedro Pinto
2198a8d6ed
Merge remote-tracking branch 'origin' into SP-79
2019-07-01 16:02:15 -04:00
Pedro Pinto
8023dc7aa8
Merge branch 'master' into SP-79
2019-07-01 16:01:53 -04:00
Eric Harding
0dcdbd540e
SP-87 Splitter algo
2019-07-01 15:47:56 -04:00
Eric Harding
226fcc279b
Utils for manipulating dynamic algos
2019-07-01 15:46:20 -04:00
Eric Harding
a6ad70fc05
SP-28 Algo unit test utils
2019-07-01 15:46:03 -04:00
John Colvin
e2b0da8103
Merged in SP-78-miniob-settings (pull request #282 )
...
RTM SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup.
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 19:36:01 +00:00
Pedro Pinto
aea233d537
Updated release notes.
2019-07-01 15:35:07 -04:00
Pedro Pinto
5756c090f3
Merge remote-tracking branch 'origin' into SP-78-miniob-settings
2019-07-01 15:28:59 -04:00
John Colvin
5ab0acb0ef
Merged in SP-81-private-synths (pull request #284 )
...
RTM SP-81 private synths
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-07-01 19:28:00 +00:00
Pedro Pinto
3950e5b634
Updated release notes.
2019-07-01 15:27:29 -04:00
Taha Afzal
37414d6c78
Added function signature in Limiter to acceot positions
2019-07-01 14:58:11 -04:00
Pedro Pinto
7ce8f1ed97
Updated release notes
2019-07-01 14:57:00 -04:00
Michael Harding
5d53492ab5
Merged SP-38-span-admin into span
2019-07-01 14:53:52 -04:00
Michael Harding
90fd5bd382
Handle save errors better
2019-07-01 14:52:40 -04:00
Michael Harding
beff060a4f
Update unchanged margin values
2019-07-01 14:27:44 -04:00
Michael Harding
bc3418734f
Span Columns and Formatting
2019-07-01 13:22:27 -04:00
Michael Harding
ab255c8777
update ui.fsproj
2019-07-01 12:51:17 -04:00
Michael Harding
cc2bde1064
Merged span into SP-38-span-admin
2019-07-01 12:43:16 -04:00
Michael Harding
94d66a8e99
Add Margin tab to Spark Admin
2019-07-01 12:40:16 -04:00
Taha Afzal
3057f8233d
Merge branch 'SP-24-loss-limit' into SP-91-position-migration
2019-07-01 11:52:11 -04:00
Taha Afzal
92f08b89cc
Added a sub test to the clip limits test to verify that spread clip limits are independent of futures
2019-07-01 09:01:46 -04:00
Taha Afzal
02769479ea
SP-74 bundled into this (it was a small change)
2019-06-30 22:45:29 -04:00
Pedro Pinto
8cb4151f63
Added id generator to order services.
2019-06-30 20:27:48 -04:00
John Colvin
4ada322c56
bring back OffsetOrder gui in ladder/ticket
2019-06-30 12:56:59 -05:00
John Colvin
7de7f6e496
remove old OffsetOrder.cpp/h, replace with new OffsetAlgo in CMakeDeps
2019-06-30 12:47:05 -05:00
Taha Afzal
e000d34766
Converting PositionUtilities into a class (vs functions) and big fixes
2019-06-30 09:46:04 -04:00
John Colvin
0700e9e80d
SP-89 Port Offset order to new api
2019-06-29 16:10:34 -05:00
Taha Afzal
87a8665273
Added support for Admin fills to PositionService
2019-06-28 19:18:58 -04:00
Kevin Darby
7a47b7a85a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-06-28 13:08:44 -04:00
Taha Afzal
ccca85d1c5
loss limit manual test updated
2019-06-27 15:46:44 -04:00
Taha Afzal
60e933fca9
SOD also indexes its data on account_id, Cleaned up Limiter's account_data (there was an overlap, after introducing Loss limit related PNL data)
2019-06-27 15:20:12 -04:00
Pedro Pinto
a60a792dfa
Ran clang-format.
2019-06-27 14:17:08 -04:00
Pedro Pinto
a73a1cc4f5
CMakeDeps updates.
2019-06-27 14:16:05 -04:00
Pedro Pinto
32fbdf8a21
Better handling of unresolved securities.
2019-06-27 14:15:40 -04:00
Pedro Pinto
75c54bbe3e
Refactored order factory.
2019-06-27 14:11:40 -04:00
Pedro Pinto
38575039b9
Fixed clang build.
2019-06-27 14:11:23 -04:00
Taha Afzal
e2aa6034ab
merging master
2019-06-26 20:22:05 -04:00
Taha Afzal
8b4c64e8f4
PositionServiceServer not indixes the state based on account_id istead of names
2019-06-26 19:34:46 -04:00
John Colvin
b5ea399e7e
WorkspacesDialogView - remove 'Is Shared' checkbox
2019-06-26 15:22:14 -05:00
John Colvin
62baa6aa31
MEFExport UserTuple does not need a contract name
2019-06-26 14:19:49 -05:00
John Colvin
87433aa7c3
add comment for 'KnownUsers' prop
2019-06-26 13:41:37 -05:00
John Colvin
3252cab4bb
SP-80 / SP-88 Login dialog should not expose user names (because they are private)
2019-06-26 13:22:02 -05:00
John Colvin
fbe9b570a3
(forgot to run 'git add' again)
2019-06-26 12:43:48 -05:00
John Colvin
1bcb209961
remove unused delegate type, and worthless commented line
2019-06-26 11:42:47 -05:00
John Colvin
b0726ad3ea
just noticed some iobservables in OrderBookVM without OnDispatcher()s (adding them preemptively)
2019-06-26 11:40:10 -05:00
John Colvin
e0ba27a0a9
SpreaderModel - remove unneccesary 'async/await' wrappers
2019-06-26 11:40:07 -05:00
John Colvin
345e45c5bf
MEFExport UserTuple
2019-06-26 10:28:05 -05:00
John Colvin
490add84d9
replace magic consts w/ regular consts
2019-06-25 23:19:20 -05:00
John Colvin
94fc2c4248
refactor LoginModel.Exports -> LoginContainer.Exports
2019-06-25 23:18:43 -05:00
John Colvin
8a7e2db4ac
SP-80 / SP-81 Synths should be private
2019-06-25 19:01:57 -05:00
John Colvin
71c576bbc0
SP-80 / SP-82 Algos should be private
2019-06-25 17:05:41 -05:00
John Colvin
2e4dff4d91
SP-76 In miniob settings, the miniob's width seems to have a minimum that does not reflect the currently displayed columns
2019-06-25 16:20:08 -05:00
John Colvin
73336df814
SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup.
2019-06-25 16:04:24 -05:00
Michael Harding
633edb43eb
wait longer for the system to have products
2019-06-25 14:36:52 -04:00
Pedro Pinto
f4add8d464
Merged in fix_service_init_concurrency (pull request #281 )
...
Fix service init concurrency
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-25 16:44:35 +00:00
Pedro Pinto
894335d019
Updated release notes
2019-06-25 12:29:56 -04:00
Pedro Pinto
0fc977f5d3
Merged with master
2019-06-25 12:29:02 -04:00
Pedro Pinto
3d70d35b99
Changed Run.cpp to defer qbus dispatch past service initialization.
2019-06-25 12:08:20 -04:00
Pedro Pinto
66307edf91
Added a deferred start option to qbus.
2019-06-25 12:08:00 -04:00
Taha Afzal
e3e525819e
Merged in SPARK-2506_qho_ib_2 (pull request #279 )
...
RTM
2019-06-25 15:03:53 +00:00
Pedro Pinto
ece25dd946
Updated release notes.
2019-06-25 10:04:14 -04:00
Pedro Pinto
24f824fd81
Downgraded logging message.
2019-06-25 10:04:04 -04:00
Pedro Pinto
7d992c84ab
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-25 09:53:45 -04:00
Pedro Pinto
1cce474485
Suppressed updates on completed/canceled orders
2019-06-25 09:51:51 -04:00
Taha Afzal
7186c0349b
Added logs for order callbacks on QueueHolderOrder
2019-06-24 20:17:29 -04:00
John Colvin
3d829da004
Merged in SP-49-miniob-settings (pull request #277 )
...
RTM SP-49 miniob settings
2019-06-24 23:48:57 +00:00
John Colvin
f20fd2136e
SP-78 miniob settings - column width adjustments made directly through the grid should be saved in settings
2019-06-24 17:50:30 -05:00
John Colvin
30ce85b70f
fix typo in AlgoID.Equals(object)
2019-06-24 17:41:42 -05:00
John Colvin
fc7a04a805
LadderSettings must assign show_warn_on_cross in the constructor with the default value since it is 'true'
2019-06-24 16:58:26 -05:00
Jake Norbut
6d96c0e2a0
fix cross check
2019-06-24 16:52:18 -05:00
Pedro Pinto
ae913962b3
Updated release notes
2019-06-24 17:41:04 -04:00
Pedro Pinto
b52f6fdc24
Merge remote-tracking branch 'origin' into SP-49-miniob-settings
2019-06-24 17:24:27 -04:00
Taha Afzal
29d14404e6
PositionService has access to AdminService to resolve accounts now
2019-06-24 17:15:04 -04:00
John Colvin
d13f1b04ed
LadderWindowFactory - actually dispose the settings subscription when ladder closes
2019-06-24 16:06:11 -05:00
John Colvin
8d234d9b8b
LadderSettingsView - 'Auto Clear' default value checkbox's checkmark was backwards
2019-06-24 15:32:22 -05:00
John Colvin
d261d6fc31
LadderSettingsView - fix 'Order Quantities' tab 'hint text' vertical alignment (apparently RowDefinition.Height is a just a suggestion to wpf - using MaxHeight now)
2019-06-24 14:52:23 -05:00
John Colvin
343bf25aaf
ShellSettingsDialog - increase LadderSettingsView width to fit all tabs in 1 row
2019-06-24 14:47:42 -05:00
John Colvin
0f93757506
Merge remote-tracking branch 'origin/SP-51_cross_warning' into SP-49-miniob-settings
2019-06-24 14:42:26 -05:00
Taha Afzal
60b7966f2f
Loss limit manual test
2019-06-24 15:33:47 -04:00
John Colvin
6cad454f9e
Merged in ladder-settings-round2 (pull request #273 )
...
RTM Ladder settings round2
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-24 19:32:05 +00:00
Pedro Pinto
b3f6649e7f
Updated release notes.
2019-06-24 15:30:26 -04:00
Jake Norbut
1059351334
adding the settings_subscription to be disposed; fixes swallowed NullRef; not directly related to this branch
2019-06-24 14:15:53 -05:00
John Colvin
3263cc840a
SP-77 in miniob settings, changing the column order does not seem to have an effect
2019-06-24 14:15:50 -05:00
Pedro Pinto
8d0e93a311
Merge remote-tracking branch 'origin' into ladder-settings-round2
2019-06-24 15:04:29 -04:00
Jake Norbut
179ee000a3
adding case for when the ladder is first brought up and the market has not yet moved
2019-06-24 14:02:24 -05:00
Jake Norbut
43129427f6
fix arrow disappearing from non-Last-based renders
2019-06-24 13:20:38 -05:00
Pedro Pinto
f49d73640e
Merge remote-tracking branch 'origin' into SPARK-2506_qho_ib_2
2019-06-24 14:18:34 -04:00
Jake Norbut
7afe1e103d
refactor string formatting out of LadderRender
2019-06-24 13:18:29 -05:00
Jake Norbut
c1b701ff2b
Merged in SP-73 (pull request #274 )
...
RTM - add null check on LadderVM
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-06-24 18:16:37 +00:00
John Colvin
06ca15ccac
Merged in SP-75-ladder-security (pull request #275 )
...
RTM SP-75 OrderBook's Ladder uses actual selected order's to get security (not roots)
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-24 18:15:15 +00:00
Pedro Pinto
027efa9d2a
Updated release notes
2019-06-24 14:14:35 -04:00
Pedro Pinto
026695d0d1
Merged with master
2019-06-24 14:01:09 -04:00
Jake Norbut
50775b3925
Merged in SP-50-prime (pull request #278 )
...
SP-50 prime last trade accumulation
Approved-by: John Colvin <john.colvin@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-24 17:59:31 +00:00
Pedro Pinto
c695b43647
Updated release notes.
2019-06-24 13:58:13 -04:00
John Colvin
56ace9514a
MiniOrderBook - set 'Cancel' column [default]width to 37, give other 'magic consts' widths fields in DefaultColumnWidths
2019-06-24 11:48:06 -05:00
Taha Afzal
7c6a26ebd9
All hooked up, on updates, loss limit is checked only on size increases
2019-06-23 19:25:06 -04:00
John Colvin
c6c1659953
ShellSettingsDialog - adjust dialog skrit margin to stretch to the edges of the window
2019-06-23 13:36:59 -05:00
John Colvin
dc696e9468
ShellSettingsDialog uses 'Admin' icon (gears)
2019-06-23 13:19:18 -05:00
John Colvin
a6189d910c
ShellSettingsDialog - apply NegativeResizeBorderThickness margin to content root (not just dialog skirt)
2019-06-23 12:25:01 -05:00
John Colvin
049cc69a4f
settings dialogs title matches actual shell window titles
2019-06-23 12:18:10 -05:00
Taha Afzal
b2766c283d
Setting account id in PositionUnit
2019-06-22 22:05:32 -04:00
John Colvin
0b14b048e4
fix ViewModelBase.backing<string>() conflicts between 'string default_value' arg and 'string[] params invalidating props'
2019-06-22 17:26:07 -05:00
John Colvin
ffc03a4055
ExpanderToggleButton was getting clipped in GridSettingsEditor
2019-06-22 16:56:45 -05:00
John Colvin
992eb7b104
added 'ImmutableHeader' flag for MiniOB 'Commit' column
2019-06-22 16:47:37 -05:00
John Colvin
314eca0e89
GridSettings - fix DefaultValue attributes/list initialization
2019-06-22 16:41:17 -05:00
John Colvin
626ec79af4
SortingCriteria implements IEquatable
2019-06-22 16:38:02 -05:00
John Colvin
953272b231
GridSettings (Simple)ColumnVM - remove unneccesary Property<T>s, simplify flags logic
2019-06-22 16:38:02 -05:00
John Colvin
4c185093bb
make ShellSettingsDialog resizable
2019-06-22 16:38:02 -05:00
Pedro Pinto
6b5b4ea2b1
Merge branch 'SP-24-loss-limit' of bitbucket.org:bluetradesys/spark into SP-24-loss-limit
2019-06-22 16:30:39 -04:00
Pedro Pinto
6f7c6db918
Updated fill account_id in FillStore.
2019-06-22 16:29:55 -04:00
Taha Afzal
a1ead3d1c1
cpp routed correctly now
2019-06-22 14:24:15 -04:00
Taha Afzal
1fc35ee3cd
Merge branch 'SP-24-loss-limit' of bitbucket.org:bluetradesys/spark into SP-24-loss-limit
2019-06-21 18:43:31 -04:00
John Colvin
af576bbee7
SP-37 / SP-49 Add miniob settings to ladder settings
2019-06-21 17:29:16 -05:00
John Colvin
7b9ed4326a
DragDropListBox - null check AdornerLayer
2019-06-21 17:27:42 -05:00
John Colvin
615e585c82
simplify mini ob editable price/qty column insertion
2019-06-21 17:21:32 -05:00
Taha Afzal
a014dcc984
abstracted _get_handle in PositionServicePNLHelper::HandleIndex
2019-06-21 17:58:08 -04:00
John Colvin
42645f1246
OrderBookGridSettings.with() was dropping algo_tree_display_mode value
2019-06-21 16:26:29 -05:00
Taha Afzal
1c5507a3f4
QueueHolderOrder's QHOOrderManager kills the spurious price/qty updates
2019-06-21 16:09:19 -04:00
Eric Harding
a92dd5a841
SP-50 last_trade accumulation
2019-06-21 15:21:57 -04:00
Eric Harding
91a6c946f8
SP-50 last_trade should accumulate trades at the same price
2019-06-21 14:25:15 -04:00
John Colvin
cfbd7855a5
OrderBookVM - remove a few unused methods
2019-06-21 11:51:15 -05:00
John Colvin
00e9862844
refactor 'begin_update()' -> 'defer_updates()' for consistency's sake
2019-06-21 11:46:31 -05:00
John Colvin
4d413fb92c
OrderBook - remove security->security_md conversion logic from OrderParamsAggregator, get rid of SelectedSecurityMon
2019-06-21 11:45:19 -05:00
Pedro Pinto
6e07a0c109
Fixed build.
2019-06-21 11:51:20 -04:00
Pedro Pinto
e936b80dc6
Forwarded pnl updates to order manager.
2019-06-21 11:45:50 -04:00
Taha Afzal
4046f82e06
refactoring accidentally omitted conditional check
2019-06-21 08:35:40 -04:00
Taha Afzal
699a6526f5
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-20 21:53:10 -04:00
Taha Afzal
12a4c67e4d
Modified SingleLegQuoter::_compute_price_quantity to deal with show qty and qho
2019-06-20 21:52:06 -04:00
Jake Norbut
e9562b55f3
pr refactoring
2019-06-20 20:16:32 -05:00
Jake Norbut
43735e1dab
adding icon param Confirm overload
2019-06-20 20:16:12 -05:00
John Colvin
930723dd0e
move ObservableExtensions into spark_core
2019-06-20 18:15:56 -05:00
John Colvin
3e4ee9d6b6
abstract SelectedParamsMon out of OrderBookVM into new class 'OrderParamsAggregator'
2019-06-20 17:11:55 -05:00
John Colvin
c771aea311
RefCountMap implements IDictionary/IReadOnlyDictionary
2019-06-20 16:53:16 -05:00
Jake Norbut
7b35467d59
adding warn on cross message box for the approparite criteria
2019-06-20 15:12:01 -05:00
Jake Norbut
192354946d
exposing a couple settings as readonly properties so we don't have to expose the entire settings object
2019-06-20 15:09:15 -05:00
Jake Norbut
1eacb7f0f0
adding new Safety Checks tab on which Warn on Market Cross is found
2019-06-20 15:07:16 -05:00
Jake Norbut
d0695fd5d7
adding show_warm_on_cross to LadderSettingsVM
2019-06-20 15:05:46 -05:00
Jake Norbut
ad8377d13f
adding show_warn_on_cross to LadderSettings
2019-06-20 15:04:39 -05:00
Pedro Pinto
60ab67213f
Ran clang format.
2019-06-20 15:57:09 -04:00
Pedro Pinto
4055a06601
Merged master
2019-06-20 15:28:27 -04:00
John Colvin
883582630d
SP-75 OrderBook's Ladder uses actual selected order's to get security (not roots)
2019-06-20 14:01:47 -05:00
Jake Norbut
e7728203cf
PR feedback
2019-06-20 12:04:40 -05:00
Jake Norbut
dd8586133f
add null check on LadderGridHost and LadderVM
2019-06-20 10:18:39 -05:00
Kevin Darby
e47af3d7bd
update api docs
2019-06-20 10:34:06 -04:00
John Colvin
f4aa5cfa8c
sec picker in Ladder/Orderbook settings dialogs does not change security when cancel clicked
2019-06-20 00:10:52 -05:00
John Colvin
bc3f2db0f9
add OK/Cancel buttons to sec pickers in ladder/orderbook settings dialogs
2019-06-19 19:56:20 -05:00
John Colvin
ed08cb11d7
convert ContractPickerPopup ok/cancel actions to events
2019-06-19 19:43:53 -05:00
Pedro Pinto
719d460372
Merged with master
2019-06-19 16:59:50 -04:00
John Colvin
7b0549c4cb
(forgot to add 'GlbxIceberg' case when fitting non-synth algos to synth ladders)
2019-06-19 15:47:16 -05:00
John Colvin
2ee0568159
ShellSettingsDialog - added 'not applicable to custom' tooltip for security picker menu item
2019-06-19 15:37:46 -05:00
John Colvin
df907fcb96
SPARK-2521 / SPARK-2522 rename 'Local' -> 'Custom' (take 2)
2019-06-19 15:37:46 -05:00
John Colvin
b945f9f090
Ladder Profles - synth ladders convert all non-synth default_algos to 'Spreader'
2019-06-19 15:37:46 -05:00
Jake Norbut
4cebe8b6be
updating mini ob manual test
2019-06-19 15:25:46 -05:00
Jake Norbut
c899904f3a
Merged in miniob_deselect (pull request #272 )
...
fixing unselect all
2019-06-19 20:20:50 +00:00
Jake Norbut
8e6ccd5b1b
fixing unselect all
2019-06-19 15:16:42 -05:00
Taha Afzal
32eeeee94f
Adding logs and removing the show qty hardcoded value in QHO
2019-06-19 16:00:23 -04:00
Pedro Pinto
007054f2b8
Updated release notes.
2019-06-19 15:45:54 -04:00
Jake Norbut
43822134e3
Merged in mini_ob_ireqeustrowselection (pull request #271 )
...
miniob / DIYGrid - keep selected_rows in sync with row_vm.IsSelected
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-06-19 19:26:08 +00:00
John Colvin
68c1415cf8
Merged in SPARK-2489-ladder-settings (pull request #270 )
...
SPARK-2489 ladder settings
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-06-19 19:16:25 +00:00
John Colvin
d9b25fb778
threadstatic fields cannot be initialized inline
2019-06-19 14:10:50 -05:00
John Colvin
0a3e12e012
SPARK-2521 / SPARK-2522 rename 'Local' -> 'Custom'
2019-06-19 14:10:50 -05:00
John Colvin
8b33c7fb5c
Ladder Profile's 'default_algo' is fit to the security type (allows profiles to be shared between outrights/synths)
2019-06-19 14:10:50 -05:00
Pedro Pinto
831b042c35
Updated release notes.
2019-06-19 15:04:29 -04:00
Pedro Pinto
c9af55f59d
Fixed clang build.
2019-06-19 14:56:07 -04:00
Pedro Pinto
056176ff47
Hide Cover in the lader when its done with its child.
2019-06-19 14:55:39 -04:00
Pedro Pinto
297a925f22
Fixed a bug in cover where cover would not terminate properly.
2019-06-19 14:54:16 -04:00
John Colvin
11ca6326f3
refactor 'AlgoID.from_order_def' -> 'AlgoID.from_custom_def'
2019-06-19 13:19:09 -05:00
Kevin Darby
c3c427742d
Merge branch 'master' of bitbucket.org:bluetradesys/spark into span
2019-06-19 13:34:52 -04:00
Kevin Darby
132bee0d27
Merge branch 'prorata' of bitbucket.org:bluetradesys/spark into prorata
2019-06-19 12:41:48 -04:00
Jake Norbut
efa78ee5fc
OrderBookVM now implements IRequestRowSelection and appropriately invokes it via all_rows_selected setter
2019-06-19 09:15:38 -05:00
Jake Norbut
c52b98d17c
DIYGrid now hooks up to request_selection event and passes that along to the underlying row presenter's SetSelectedItems
2019-06-19 09:13:55 -05:00
Jake Norbut
06506be398
Exposing a public SetSelectedItems that calls the protected ListBox equivalent
2019-06-19 09:11:34 -05:00
Jake Norbut
d951942a95
Creating new interface to handle the select all checkboxbox in the mini ob the right way
2019-06-19 09:06:28 -05:00
Michael Harding
1f99cc68f8
Re: the 5:30 problem
2019-06-19 09:51:59 -04:00
Michael Harding
d4f27a65f5
Harden system tests against 5:30PM
2019-06-19 09:37:15 -04:00
John Colvin
2b3901fdbe
dispose LadderSettingsDialog viewmodel when window closes
2019-06-18 22:44:16 -05:00
John Colvin
fa51d7f441
LadderSettingsView - abstract magic const out into StaticResource
2019-06-18 22:14:29 -05:00
John Colvin
2bc54b0dbb
LadderSettingsView - 'Market Price/Size' tab Grid.IsSharedSizeScope=True
2019-06-18 19:52:38 -05:00
John Colvin
5b767482d7
LadderSettingsView - rearrange GroupBoxes in 'Left Panel' tab
2019-06-18 19:52:20 -05:00
John Colvin
8594708073
LadderVM.get_save_state - null check for order_properties_vm
2019-06-18 18:47:24 -05:00
John Colvin
ac4cdc0e2d
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-18 18:09:08 -05:00
John Colvin
c66dfdaf27
LadderSettingsView - add 'Auto Clear' value checkbox, minor style tweaks
2019-06-18 18:00:18 -05:00
Michael Harding
83c432d8e2
Merged in SP-34-loss_limit_admin (pull request #268 )
...
SP-34: Add Loss Limit to Spark Admin
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 21:25:47 +00:00
Pedro Pinto
dcd42367e1
Updated release notes.
2019-06-18 17:14:55 -04:00
Jake Norbut
1fd4212a4e
Merged in mini_ob_perf (pull request #266 )
...
mini-ob - delaying popup Child control creation until approparite button is actually clicked
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 21:12:13 +00:00
Pedro Pinto
aa5b88e1a2
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-06-18 17:07:16 -04:00
Pedro Pinto
3f86968937
Rejected stop and stop limit orders until we can fix them.
2019-06-18 17:06:55 -04:00
Kevin Darby
0385376d04
Merged in fix_auth_tests (pull request #267 )
...
fix auth tests
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 20:55:38 +00:00
Kevin Darby
914ec09b4f
fix auth tests
2019-06-18 16:44:54 -04:00
Michael Harding
6a4930767b
SP-34: Add Loss Limit to Spark Admin
2019-06-18 16:32:14 -04:00
Kevin Darby
fd106559da
Merged in key_codes (pull request #253 )
...
RTM: Key codes
2019-06-18 20:16:31 +00:00
Pedro Pinto
a1270fb928
Updated release notes.
2019-06-18 16:15:49 -04:00
John Colvin
1f8b0bf1e6
in profile settings dialog, revert restores the 'persisted' profile (not necessarily the same value from when the dialog was opened)
2019-06-18 15:03:55 -05:00
John Colvin
292acd64e6
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-18 14:44:26 -05:00
John Colvin
453f70259a
AlgoID.from_algo_key was losing dynamic type name
2019-06-18 14:24:44 -05:00
John Colvin
18a80516d5
SPARK-2489 / SPARK-2499 eliminate 'window specific settings,' treat all props like regular settings
2019-06-18 14:24:43 -05:00
Kevin Darby
685e69adcc
Merge branch 'key_codes' of bitbucket.org:bluetradesys/spark into span
2019-06-18 15:21:10 -04:00
Kevin Darby
1ebd0e8d62
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-18 15:08:13 -04:00
Kevin Darby
c09ef31061
Added a warning message and facility to allow concurrent logins in a keycode
2019-06-18 15:07:08 -04:00
John Colvin
613ba8004d
LadderView - make Min/MaxZoomFactor consts (were StaticResources)
2019-06-18 13:55:08 -05:00
John Colvin
a1ffc24ed9
LadderVM - size_calculator uses shared settings subscription
2019-06-18 13:55:07 -05:00
John Colvin
c40055dd2f
SPARK-2493 Add multiple profiles for ladder settings
2019-06-18 13:55:07 -05:00
Kevin Darby
2b7f5572db
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-06-18 14:40:23 -04:00
Jake Norbut
163b77ff84
mini-ob - delaying popup Child control creation until approparite button is actually clicked
2019-06-18 13:29:49 -05:00
Pedro Pinto
1b1129320a
Merged in SP-22-expose-hidden-badge-facility-in-ap (pull request #265 )
...
RTM. SP-22 expose hidden badge facility in ap
Approved-by: Taha Afzal <taha.afzal@bluetradesys.com >
2019-06-18 17:39:21 +00:00
Kevin Darby
589476eb02
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-18 13:34:06 -04:00
Taha Afzal
fe2b167fd5
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-18 12:06:23 -04:00
Pedro Pinto
fd0e1dfb0e
Updated release notes.
2019-06-18 12:01:09 -04:00
Pedro Pinto
e95eb4a749
Merged with master
2019-06-18 11:59:30 -04:00
Michael Harding
8fb13bd3c3
Merged in spreader_lean_qty (pull request #264 )
...
Spreader lean qty
2019-06-18 14:17:21 +00:00
Jake Norbut
9cfa229b04
Merged in SPARK-2519 (pull request #262 )
...
RTM - mini ob - select/unselect all checkbox in header
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-18 14:10:06 +00:00
Jake Norbut
72e7901145
Merged in SPARK-2509 (pull request #260 )
...
RTM - SPARK-2509 - distinguish buy and sell better in fills window
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-18 14:09:25 +00:00
Michael Harding
c2788e4d61
Harden wait_for_orders_service_ready
2019-06-18 09:58:54 -04:00
Michael Harding
0b5d2bd4dc
Fix null security Id
2019-06-18 09:58:08 -04:00
Jake Norbut
98006a07e8
PR - refactoring - eliminating init_brush in favor of implicit BTSColor to frozen Brush operator
2019-06-18 08:04:15 -05:00
Jake Norbut
420273b861
Merge branch 'SPARK-2509' of bitbucket.org:bluetradesys/spark into SPARK-2509
2019-06-18 07:53:34 -05:00
Jake Norbut
09ed017bf2
BTSColors - no need to explicity freeze when we have an implicit operator that can do so, thx Eric
2019-06-18 07:52:55 -05:00
Taha Afzal
04fbcc49b1
Merge branch 'SPARK-2506_qho_ib_2' of bitbucket.org:bluetradesys/spark into SPARK-2506_qho_ib_2
2019-06-17 18:18:49 -04:00
Taha Afzal
32229e3236
removing the hard coded values now that it is hooked to the ui
2019-06-17 18:18:41 -04:00
Kevin Darby
e9f61dc3c0
added get_excess_liquidity_report rpc for adminui
2019-06-17 18:15:05 -04:00
Jake Norbut
f13949ed0f
removing Minimum property on ShowQuantity template
2019-06-17 16:49:16 -05:00
Kevin Darby
f329470165
added spreadsheet to help test span
2019-06-17 16:49:21 -04:00
Jake Norbut
f2b7e692f8
ShowQuantity param now defaults to 1 and the associated TickUpDownUint has a min of 1 as well
2019-06-17 14:49:39 -05:00
Jake Norbut
2cff906c5f
adding minimum maximum properties to TickUpDownUint; adding uint overload for within_range
2019-06-17 14:47:48 -05:00
Jake Norbut
f711715350
don't allow parameter modification unless the checkbox is checked
2019-06-17 14:43:28 -05:00
Pedro Pinto
8116700737
Updated release notes.
2019-06-17 14:31:39 -04:00
Pedro Pinto
f902f163de
Merge branch 'master' into SPARK-2509
2019-06-17 14:30:33 -04:00
Pedro Pinto
d06bef463b
Merged SP-42-manual-fills-should-not-go-into-so into master
2019-06-17 14:07:02 -04:00
Pedro Pinto
38db7b28e0
Updated manual test.
2019-06-17 14:05:11 -04:00
Taha Afzal
e76a72e3e6
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-17 13:37:48 -04:00
John Colvin
485991b046
LadderSettingsVM - assume algos in settings proto exist (avoid 'deleting' favs when create is called before first algo-TableUpdate arrives)
2019-06-17 12:32:57 -05:00
Michael Harding
63cd653ffd
Merged master into spreader_lean_qty
2019-06-17 13:10:59 -04:00
Michael Harding
cb0ec5f3b9
match sparkdata discovery
2019-06-17 13:08:59 -04:00
Taha Afzal
64e7921280
Lean Algo hides its badge once it has fired
2019-06-17 13:07:16 -04:00
Michael Harding
e5d31d3c89
match sparkdata discovery, remove use_onixs: false
2019-06-17 12:58:21 -04:00
Jake Norbut
219da9b22a
mini ob - select/unselect all checkbox in header
2019-06-17 11:50:43 -05:00
Pedro Pinto
b3bff8ecc3
Updated release notes.
2019-06-17 11:02:01 -04:00
Pedro Pinto
c1fb53ff06
Merge branch 'master' into SP-42-manual-fills-should-not-go-into-so
2019-06-17 11:01:11 -04:00
Michael Harding
220af155a9
Merged in Documentation (pull request #259 )
...
Move system requirements to Docs
2019-06-17 14:58:07 +00:00
Pedro Pinto
e7286e305d
Updated release notes.
2019-06-17 10:57:33 -04:00
Pedro Pinto
770b857f90
Merge branch 'master' into Documentation
2019-06-17 10:56:35 -04:00
Jake Norbut
4b9e4b25c7
Merged in miniob_vnext (pull request #258 )
...
Mini OrderBook client demo feedback
2019-06-17 14:53:50 +00:00
Pedro Pinto
0f87973ee2
Updated release notes.
2019-06-17 10:53:22 -04:00
Pedro Pinto
b6790aa7f5
Merge branch 'master' into miniob_vnext
2019-06-17 10:44:57 -04:00
Kevin Darby
d7d319f1e3
fixed span timing
2019-06-17 10:43:27 -04:00
Pedro Pinto
6adbfda6c4
Merged in SP-40-cover-should-be-more-decoupled-fro (pull request #261 )
...
RTM. SP-40 cover should be more decoupled fro
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-17 14:42:51 +00:00
Pedro Pinto
fef5b4edaa
Updated release notes.
2019-06-17 10:42:05 -04:00
Pedro Pinto
e8cccdb1c0
Changed manual fills to show in day rather than SOD.
2019-06-17 10:15:52 -04:00
Pedro Pinto
19dc7f8915
Fixed a bug in visibiliy control API and changed Join to hide itself
2019-06-17 09:59:03 -04:00
Pedro Pinto
69f61757c4
Added API support for ladder visibility control.
2019-06-17 09:47:02 -04:00
Taha Afzal
cddadcb278
PositionService exposes new streaming calls pnl_data and pnl_account_data to get detailed and summary pnls
2019-06-16 22:02:16 -04:00
John Colvin
666765ffbb
LadderSettingsVM implements IObservable<LadderSettings>
2019-06-16 20:43:57 -05:00
John Colvin
82a9b4521a
DisposableViewModelBase - in subscribe(), use the _property_changed_demuxer via the property (which lazily inits the backing)
2019-06-16 20:33:35 -05:00
John Colvin
7c329ceebe
DisposableViewModelBase - initialize '_observable_properties' lazily in property getter
2019-06-16 20:33:35 -05:00
Kevin Darby
419833d398
slight timing issue with span
2019-06-14 18:10:41 -04:00
Jake Norbut
0f88144fd6
adding new ShowQuantity Enabled + Quantity models
2019-06-14 14:55:15 -05:00
Jake Norbut
abe35bddf0
adding ShowQuantity (and params)
2019-06-14 14:54:22 -05:00
Jake Norbut
cd262cd66c
Adding Show Quantity ParameterSection
2019-06-14 14:52:59 -05:00
Jake Norbut
0133cc8aa5
Adding ShowQuantity Defaults
2019-06-14 14:52:23 -05:00
Pedro Pinto
66d05c63af
Made cover cancel behaviour parameterizable.
...
This implements the server side only, the UI does not expose this
configuration so effectively the behaviour right now is
hard-coded until we get around to adding the UI.
2019-06-14 14:25:04 -04:00
Kevin Darby
9883553fb5
MarginService
2019-06-14 11:21:09 -04:00
Pedro Pinto
bc3ab563bf
Changed Cover to detach its hedges when canceled.
2019-06-14 10:58:33 -04:00
Pedro Pinto
ed23bc7e2b
Enhanced the API to allow algos to implement custom cancel handling
2019-06-14 10:50:34 -04:00
Pedro Pinto
3dda3e7f75
Allow cover order to continue even if hedgding child is canceled.
2019-06-14 10:44:38 -04:00
Pedro Pinto
ff461d42b8
Merge branch 'master' into prod
2019-06-14 10:13:40 -04:00
Jake Norbut
d678d202c1
PR rename on_row_updated
2019-06-14 09:04:09 -05:00
Jake Norbut
ad0b1756b1
PR rename on_row_unselected
2019-06-14 09:03:07 -05:00
Jake Norbut
f34f718c72
PR rename on_row_selected
2019-06-14 09:02:24 -05:00
Jake Norbut
213fb1de59
PR refactoring cancel
2019-06-14 09:00:30 -05:00
Jake Norbut
e8d799a0f6
PR refactoring detach
2019-06-14 09:00:17 -05:00
John Colvin
bef46390be
ContractPickerPopup - remove automatic Header binding, so callers may override it
2019-06-13 16:54:42 -05:00
Kevin Darby
be5d037ca9
span works again
2019-06-13 17:52:47 -04:00
Jake Norbut
4edd804b3c
forgot to remove this when I took the resource out
2019-06-13 16:15:22 -05:00
Jake Norbut
86733747f1
getting rid of the ListBoxItem template and just going with the converter
2019-06-13 15:58:40 -05:00
Jake Norbut
5202300fb1
ActualWidth for total visible width down in the HighPerformanceRow per John
2019-06-13 15:58:12 -05:00
Taha Afzal
21f5fd919d
Changes in the API for Loss Limit and new parameter in the account to enforce that limit
2019-06-13 15:37:43 -04:00
Jake Norbut
7aae61decd
Cleanup related to new RenderTextColumn func; deleting classes, etc
2019-06-13 14:14:45 -05:00
Jake Norbut
64f78e6077
RenderColumn now accepct a Func for background brush
2019-06-13 14:11:53 -05:00
Jake Norbut
318ea5909c
adding new brushes to be references from xaml; misc helper function
2019-06-13 13:32:29 -05:00
Jake Norbut
83190b437a
defining a new RowStyle for the fills grid that uses a converter based on side
2019-06-13 13:31:33 -05:00
Michael Harding
5a54b37af7
Move system requirements to Docs
2019-06-13 13:07:42 -04:00
Michael Harding
12dd3909bf
Fix documentation deploy
2019-06-13 12:49:13 -04:00
Michael Harding
64fd8addb2
Update Lean qty factor shell script
2019-06-13 09:38:11 -04:00
John Colvin
5ddb0f92ea
ObservantCommand impl was not updating 'CanExecute'
2019-06-13 00:26:05 -05:00
John Colvin
69f3f1f467
normalize line endings in Converters.xaml (why does it feel like i've done this before?)
2019-06-12 23:47:26 -05:00
John Colvin
be42f9e583
general purpose ToolBar view
2019-06-12 23:46:50 -05:00
John Colvin
6d069f5174
added ListExtensions.WrapSkip() (returns an IList impl that skips the first n items in the source list)
2019-06-12 23:46:14 -05:00
John Colvin
7a31adcc1e
added DictionaryHelper.key_comparer<TKey, TValue>()
2019-06-12 23:45:52 -05:00
John Colvin
512175966d
KeyedStyleSelector._try_get_item_key returns false if key is found but null
2019-06-12 23:45:19 -05:00
John Colvin
67de7c5a33
clean up Spark.csproj
2019-06-12 23:44:52 -05:00
John Colvin
8add53a559
move/rename 'WindowSettingsDialogVM' -> 'ShellSettingsDialogVM'
2019-06-12 23:44:18 -05:00
John Colvin
3e7e572763
move/rename 'SimpleGridSettingsDialog' -> 'ShellSettingsDialog'
2019-06-12 23:43:43 -05:00
Kevin Darby
159e8fba23
beginnings of span, should't be long
2019-06-12 18:17:09 -04:00
Jake Norbut
0d020e9821
updating manual test
2019-06-12 14:48:36 -05:00
Michael Harding
4490ac303e
SPARK-2438: Lean Qty test
2019-06-12 15:41:16 -04:00
Jake Norbut
fb1d70b08c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into miniob_vnext
2019-06-12 14:02:56 -05:00
Jake Norbut
c2f6b01567
debugging comment
2019-06-12 10:54:24 -05:00
Jake Norbut
4a758c7554
misc comment cleanup, line endings or something
2019-06-12 10:54:02 -05:00
Jake Norbut
5c79a08f0e
popup close event no longer messes with selected_rows
2019-06-12 10:53:15 -05:00
Jake Norbut
4b7adbe0c9
adding tooltip to update button
2019-06-12 09:59:48 -05:00
Jake Norbut
164c88fa60
popup debug comments
2019-06-12 09:56:03 -05:00
Jake Norbut
b57d6cce85
select/unselect me only needs to manipulate row.is_selected now
2019-06-12 09:52:22 -05:00
Jake Norbut
e47706eb1b
guaranteeing on_updating is hooked up to only a single callback; this was a major pain to debug, thx john
2019-06-12 09:49:00 -05:00
Jake Norbut
c2e91b03f6
Adding similar IsSelected setter to main OB just in case ...
2019-06-12 09:40:35 -05:00
Jake Norbut
114c9f3c27
Adding resurrected check column back to mini ob, bound to is_selected
2019-06-12 08:28:56 -05:00
Jake Norbut
40805be11e
Bringing back the check column in case of SelectionHighlight shenanigans
2019-06-12 08:27:39 -05:00
Jake Norbut
b21cd840c2
The first time I met the blues, I was losing my SelectionHighlight; too beat down to remove this Setter that was added over many hours of debugging
2019-06-12 08:23:55 -05:00
Jake Norbut
4854a06eda
fix SelectionHighlight databinding expression in mini ob
2019-06-12 08:12:48 -05:00
Jake Norbut
44e7cfb4a5
setting is_selected and clearing selected_rows when update popup closes
2019-06-11 14:06:08 -05:00
Jake Norbut
a7da930e69
synchronize selected_rows with _un/select_me()
2019-06-11 14:02:23 -05:00
Jake Norbut
d64df27188
don't change is_selected state here b/c it leads to discrepancies when attaching/updating
2019-06-11 12:27:51 -05:00
Jake Norbut
93534eb801
changing row selection while in change breaks the main ob
2019-06-11 10:57:07 -05:00
Taha Afzal
d1b2dbd688
Hiding the QHO badge
2019-06-11 08:59:52 -04:00
Taha Afzal
bebe0c2478
Merge branch 'master' into SPARK-2506_qho_ib_2
2019-06-10 20:36:05 -04:00
Taha Afzal
61126fb3d5
QHO order qty's are contrained by the show qty now
2019-06-10 20:32:15 -04:00
John Colvin
0af5b78318
Merged in SPARK-2489-ladder-settings (pull request #257 )
...
RTM SPARK-2489 ladder settings
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-10 21:31:24 +00:00
Pedro Pinto
c652032ddf
Updated release notes.
2019-06-10 17:27:46 -04:00
John Colvin
7bd868b753
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-10 15:23:58 -05:00
Kevin Darby
3254775eb9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-06-10 16:17:52 -04:00
John Colvin
1bc4510862
LadderSettingsView - touch up 'Market Price And Size Display' tab
2019-06-10 15:12:38 -05:00
Kevin Darby
e452413b92
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-10 16:04:43 -04:00
Taha Afzal
b0886f6b3d
First check in, needs to be retofitted to QHO now
2019-06-10 15:58:10 -04:00
Kevin Darby
62c7886807
used os::host_ips()
2019-06-10 15:57:53 -04:00
John Colvin
b1fb964648
Merged in SPARK-2508-fills-symbol-column (pull request #256 )
...
RTM SPARK-2508 fills symbol column
2019-06-10 19:45:37 +00:00
Pedro Pinto
ee19f7c7da
Updated release notes.
2019-06-10 15:44:00 -04:00
Jake Norbut
a0bf7779f5
mini ob - changes from John; closer to working but not yet, likely related to mark_commited/revert not getting wired up/called
2019-06-10 14:35:06 -05:00
John Colvin
cd41632b53
LadderSettingsView - touch up 'Order Quantities' tab
2019-06-10 14:27:54 -05:00
Kevin Darby
d4c2eb2bbc
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-06-10 14:56:13 -04:00
Kevin Darby
95a5791867
Jake was worried about using the same keycode for multiple servers. To combat this I look at ifconfig for
...
an ip to appear on the list that matches what is optionally encoded in the keycode
2019-06-10 14:51:07 -04:00
John Colvin
ecd384501e
align LadderSettingsView (content in settings dialog) with hamburger button
2019-06-10 12:22:05 -05:00
John Colvin
0483460ac9
Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings
2019-06-10 12:00:08 -05:00
Michael Harding
666bd07411
Merge branch 'master' into spreader_lean_qty
2019-06-10 12:56:44 -04:00
John Colvin
0bc24fa7b7
SPARK-2508 Fills - add 'Symbol' column
2019-06-10 11:48:09 -05:00
Kevin Darby
af365177d0
PR feedback and a manual test
2019-06-10 12:46:37 -04:00
John Colvin
ac60a1447e
stack FillsView.Columns enum values vertically (easier to merge column changes)
2019-06-10 11:32:35 -05:00
Kevin Darby
e8b5d4f8fd
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-10 12:00:06 -04:00
Pedro Pinto
0ff4624778
Updated release notes.
2019-06-10 11:05:59 -04:00
Taha Afzal
ab04b4afab
Merged in SPARK-2505_qho_ib_1 (pull request #254 )
...
RTM
2019-06-10 15:02:57 +00:00
Kevin Darby
43a49b9399
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-06-10 10:40:56 -04:00
Taha Afzal
ac226ddd3b
Merged in SPARK-2488-LeanAlgoBug (pull request #255 )
...
RTM
2019-06-10 14:36:18 +00:00
Pedro Pinto
0223e43aa2
Updated release notes.
2019-06-10 10:20:51 -04:00
John Colvin
73e5cfdada
Merged in SPARK-2481-fills-filter-fix (pull request #249 )
...
SPARK-2481 fills filter fix
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-10 14:19:31 +00:00
Eric Harding
33b4b88af1
For some strange reason the gregorian calender does not start counting days at 0. Maybe 0 hadn't been invented yet.
2019-06-10 10:12:44 -04:00
Pedro Pinto
12f4b4b25b
Merged with master
2019-06-10 08:49:56 -04:00
Taha Afzal
7fd8eeb1ff
Merge branch 'master' into spreader_show_qty
2019-06-10 08:37:32 -04:00
Taha Afzal
7563eb7afe
Merge branch 'master' into spreader_nlegs_hedging
2019-06-10 08:30:58 -04:00
Taha Afzal
96cacb8bb9
qho's were reporting their cancelled state twice, which was causing the spreader to cancel it
2019-06-09 21:16:41 -04:00
John Colvin
300a1ed17f
SPARK-2481 filtering in fills window is badly broken (2nd take)
2019-06-07 23:06:14 -05:00
John Colvin
1a0836ca6d
RXCollection.connect - always assign local table in callback
2019-06-07 20:41:04 -05:00
Kevin Darby
cb157dbce1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-07 18:15:26 -04:00
Kevin Darby
81bbafd3a1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-06-07 18:14:22 -04:00
Kevin Darby
618c41ce97
synthesized Pedro's cme changes for ice
2019-06-07 17:49:33 -04:00
Kevin Darby
bd8c9c354b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-06-07 17:49:11 -04:00
Jake Norbut
88908543e1
Merged in SPARK-2165 (pull request #244 )
...
RTM - Ladder Settings - hide net change group setting for synthetic ladders
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-07 21:26:37 +00:00
Pedro Pinto
80c9b6a534
Merged with master
2019-06-07 17:26:05 -04:00
Pedro Pinto
f6282c0676
Updated release notes
2019-06-07 17:20:17 -04:00
Jake Norbut
370b4bcde9
coording root row with selected params mon
2019-06-07 16:19:16 -05:00
Jake Norbut
6756b23104
miniob - attach and update select the row if they're not already selected
2019-06-07 16:17:42 -05:00
Jake Norbut
c5f7ee0ed3
reassigning the miniob update button to the update_command property so select the row if it's not already selected
2019-06-07 16:16:27 -05:00
Pedro Pinto
02fe83f20b
Merge branch 'master' into SPARK-2165
2019-06-07 17:15:18 -04:00
John Colvin
84d666c29c
Merged in SPARK-2476-OB-KeyNotFoundException (pull request #248 )
...
RTM: SPARK-2476 OB _get_legs KeyNotFoundException
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-06-07 21:14:14 +00:00
Jake Norbut
16eeddec7d
OperableHierarchicalCollectionModel - fixing get_parent
2019-06-07 16:10:17 -05:00
Pedro Pinto
147e43b464
Merged with master
2019-06-07 16:58:35 -04:00
Kevin Darby
dfe008922b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-06-07 16:01:15 -04:00
Pedro Pinto
b909a6062e
Updated release notes
2019-06-07 15:58:32 -04:00
Pedro Pinto
421b3af6a7
Merge branch 'master' into SPARK-2481-fills-filter-fix
2019-06-07 15:54:05 -04:00
Pedro Pinto
46a340d493
Merged in fix-fill-accounting (pull request #251 )
...
RTM. Fix fill accounting
2019-06-07 19:52:02 +00:00
Pedro Pinto
3cc7d76a1b
Merged with master
2019-06-07 15:49:10 -04:00
Jake Norbut
5123b928f2
Merged in SPARK-2480 (pull request #247 )
...
RTM - SPARK-2480 - fixing Composite order type showing in root algo
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-07 19:40:43 +00:00
Pedro Pinto
c2631e3257
Merged with master
2019-06-07 15:16:34 -04:00
John Colvin
445bbb10f5
LadderSettingsView - normalize spacing
2019-06-07 13:42:27 -05:00
John Colvin
70c006f797
SPARK-2489 / SPARK-2502 move 'Alternate Order Qty' into 'Order Quantities' tab
2019-06-07 13:42:27 -05:00
Kevin Darby
d3de1c2c41
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-06-07 14:24:43 -04:00
Pedro Pinto
685181ae28
Merge branch 'fix-fill-accounting' of bitbucket.org:bluetradesys/spark into fix-fill-accounting
2019-06-07 13:50:58 -04:00
Pedro Pinto
929492c2f0
Made Limiter more robust for orders with undiscovered securities.
2019-06-07 13:50:44 -04:00
Pedro Pinto
be023ff6cb
Made Limiter more robust for orders with undiscovered securities.
2019-06-07 13:21:06 -04:00
Jake Norbut
307d3d9466
eliminating new mini ob checkbox col and just operating based off of the standard diygrid selected_rows
2019-06-07 10:33:26 -05:00
John Colvin
3a5810d8ac
LadderGridHost.OnMouseDown impl should return after handling middle click
2019-06-07 10:12:10 -05:00
Jake Norbut
9ba2ba1d75
refactoring modify_selected_orders to accept a IEnumerable>OrderBookRowVM>; creating a new command for minob that iterates over checked orders to modify
2019-06-07 09:25:25 -05:00
John Colvin
29c772cbb6
SPARK-2489 / SPARK-2501 rename 'Add Size' -> 'Add Quantity'
2019-06-06 23:41:45 -05:00
John Colvin
0b03180c4d
SPARK-2489 / SPARK-2500 rename 'Size Presets' -> 'Order Quantities'
2019-06-06 23:39:02 -05:00
John Colvin
1518906b7f
SPARK-2489 / SPARK-2498 remove 'Order Badge Style' option
2019-06-06 23:35:45 -05:00
John Colvin
31fe708907
touch up LadderSettingsView
2019-06-06 23:35:37 -05:00
John Colvin
4b2f39c536
LadderSettingsView - drop 'Show/Hide' from 'Advanced' hyperlinks
2019-06-06 22:42:55 -05:00
John Colvin
040960d33b
SPARK-2489 / SPARK-2495 merge 'Volume Display' tab into the 'Ladder Columns' tab
2019-06-06 19:31:36 -05:00
Taha Afzal
a4d63a1421
this should fix the confusion
2019-06-06 19:13:46 -04:00
Kevin Darby
a28d5883f7
better to zero out the market data if not entitled so they don't trade off of it
2019-06-06 17:19:35 -04:00
Kevin Darby
8a1d49733e
keycodes work, need some documentation
2019-06-06 16:40:32 -04:00
Kevin Darby
0da6b2cc3e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes
2019-06-06 16:40:05 -04:00
Michael Harding
2fd8c39888
Merge branch 'spreader_lean_qty' of bitbucket.org:bluetradesys/spark into spreader_lean_qty
2019-06-06 16:01:56 -04:00
Michael Harding
eb97fd045a
SPARK-2438: spreader_lean_qty_factor test setup
2019-06-06 16:01:16 -04:00
Michael Harding
a07bc152d1
SPARK-2438: init spreader_lean_qty_factor test
2019-06-06 16:01:16 -04:00
Michael Harding
aef8e2dbb1
spell check manual tests
2019-06-06 16:01:16 -04:00
Jake Norbut
3f245cd886
SPARK-2497 - mini ob mass detach
2019-06-06 14:20:00 -05:00
Jake Norbut
570f85377a
part of SPARK-2485 - miniob - update buttons not visible unless leaf under control of an algo
2019-06-06 14:00:06 -05:00
Kevin Darby
8afb35e564
don't compile crypto on win
2019-06-06 14:54:33 -04:00
Jake Norbut
a38a6057e0
part of SPARK-2485 - mini ob only shows exchange orders + spreader rows
2019-06-06 13:32:48 -05:00
John Colvin
dcd8984b33
SPARK-2489 / SPARK-2494 rename 'Column Settings' tab 'Ladder Columns'
2019-06-06 12:35:09 -05:00
Kevin Darby
6647b28a9f
keycode generation, encrypt, decrypt works
2019-06-06 13:30:54 -04:00
Pedro Pinto
baac6a893d
Re-directed SecurityDB's expiration to securities::expiration
2019-06-06 11:14:56 -04:00
Pedro Pinto
df681ca209
Removed duplicate declaration.
2019-06-06 11:03:36 -04:00
Jake Norbut
21b34434ef
Merged in SPARK-2464 (pull request #233 )
...
RTM - SPARK-2464 - ladder cursor provides visual feedback when middle clicking over bid ask cols
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-05 21:57:43 +00:00
Pedro Pinto
0c17dbb55b
Updated release notes.
2019-06-05 17:57:11 -04:00
Pedro Pinto
fd6c6a3055
Merge branch 'master' into SPARK-2464
2019-06-05 17:52:29 -04:00
Pedro Pinto
259355d629
Updated release notes.
2019-06-05 17:51:22 -04:00
Michael Harding
c6c2d3448d
Merged in net_contracts_fix (pull request #250 )
...
RTM. Fix lazyview updating net cotracts
2019-06-05 21:49:54 +00:00
Eric Harding
f860649996
Merged in SPARK-2472-rerun (pull request #245 )
...
RTM. SPARK-2472 rerun
* SPARK-2482 - End Jake's left handed discrimination
* SPARK-2472 add * to our order size
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-06-05 21:43:03 +00:00
Pedro Pinto
05c3c97713
Hid fills for expired securities.
2019-06-05 17:11:14 -04:00
Pedro Pinto
f3be277484
Fixed limits double counting of spread leg fills
2019-06-05 17:10:16 -04:00
Jake Norbut
fb314f0eb1
SPARK-2491 - mass cancel
2019-06-05 14:01:47 -05:00
John Colvin
0ba311788c
DIYGridRowsManager - expose fills/sort manager methods, so callers don't need to hang on to fills/sort manager references
2019-06-05 11:35:32 -05:00
John Colvin
341eda5962
FillsVM - rows does not need to be an OperableCollection (just a regular ObservableCollection)
2019-06-05 11:35:32 -05:00
John Colvin
3398bb5b86
FillsVM - remove unusued field '_active_comparers'
2019-06-05 11:35:28 -05:00
John Colvin
dc7cacc126
get rid of hashset-vs-array optimization (doesn't actually help)
2019-06-05 10:59:43 -05:00
John Colvin
6d3d4e1f56
SPARK-2481 Filtering in fills window is badly broken
2019-06-04 18:57:36 -05:00
John Colvin
433b1abecd
abstract out OrderBookFilterStates.build_predicate method for generic use
2019-06-04 18:55:41 -05:00
John Colvin
4544180c5f
move 'FillsStartupData' into its own file, change typename to 'FillsSettings'
2019-06-04 18:54:43 -05:00
John Colvin
5722fcffc3
SPARK-2476 OB _get_legs KeyNotFoundException
2019-06-04 16:08:47 -05:00
Jake Norbut
f1880615b1
SPARK-2480 - fixing a particular overload of the OrderSecurity constructor (root_* specific)
2019-06-04 14:08:46 -05:00
Jake Norbut
e60f5678ec
PR nits from chat
2019-06-04 10:22:10 -05:00
Pedro Pinto
e9a70e51e4
Merged with master
2019-06-04 10:40:56 -04:00
Jake Norbut
e98d18a5aa
Merged in SPARK-2482 (pull request #243 )
...
RTM - SPARK-2482 - Ladder middle click change - middle click recentering is back; alt + middle click now brings up mbo popup
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-06-04 14:35:16 +00:00
Pedro Pinto
513cc248b8
Updated release notes and added shift+middle click to trigger MBO
...
(Alt+Middle Click doesn't work very well on the linux rdesktop client)
2019-06-04 10:33:54 -04:00
Pedro Pinto
c024095f75
Merged master
2019-06-04 10:02:19 -04:00
Pedro Pinto
3e5eb80a7c
Updated release notes
2019-06-04 09:57:59 -04:00
Eric Harding
942dc1640e
Merged in SPARK-2472 (pull request #242 )
...
RTM: 🏭 SPARK-2472 - our orders are hard to identify
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-06-04 13:17:29 +00:00
Pedro Pinto
b5c3abb782
Merged from prod
2019-06-04 09:15:36 -04:00
Pedro Pinto
3478d1ad52
Updated release notes.
2019-06-04 09:14:10 -04:00
Pedro Pinto
d54e9233d1
Improved comment.
2019-06-04 09:12:11 -04:00
Jake Norbut
e94759cd89
Ladder Settings - hide net change group setting for synthetic ladders
2019-06-03 15:47:54 -05:00
Jake Norbut
b58da4a20e
SPARK-2482 - Ladder middle click change - middle click recentering is back; alt + middle click now brings up mbo popup
2019-06-03 12:43:44 -05:00
Jake Norbut
8426399a23
SPARK-2479 - bug introduced in 8dd0709; Contract Pickers launched via the Security Picker Daemon now close on cancel button being pressed
2019-06-03 12:11:17 -05:00
Kevin Darby
8a965d41ff
keycodes. boost stil can't handle dates
2019-05-30 18:24:24 -04:00
Eric Harding
9b2f41c805
SPARK-2472 our orders are hard to identify in mbo
2019-05-30 17:00:09 -04:00
Eric Harding
15f96dda3e
Fix mbo command line diagnostic utility
2019-05-30 16:02:07 -04:00
Michael Harding
a9d5c17d63
Merged master into spreader_lean_qty
2019-05-30 14:43:53 -04:00
Michael Harding
715b629778
Set use_onixs to false; for system tests
2019-05-30 12:04:21 -04:00
Kevin Darby
7428331504
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-05-29 18:05:19 -04:00
Kevin Darby
5b818bf276
test for prorata order
2019-05-29 17:43:05 -04:00
Eric Harding
dd82d127ea
Merged in shell_crash_empty_size (pull request #241 )
...
RTM: Fix for shell able to send 0 size orders
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-29 21:37:27 +00:00
Pedro Pinto
f97e22d6eb
Updated release notes.
2019-05-29 17:31:34 -04:00
Eric Harding
f9e04ee28c
Fix for shell able to send 0 size orders
2019-05-29 17:31:24 -04:00
Pedro Pinto
1ce00ca13d
Fixed simulator's handling of 0 sized quantities.
2019-05-29 17:27:08 -04:00
Kevin Darby
d8559276d0
test case for scratchalgo
2019-05-29 16:55:11 -04:00
Kevin Darby
3d11aba8ef
fix build from merge
2019-05-29 15:35:47 -04:00
Kevin Darby
c34d262d1a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-05-29 15:24:46 -04:00
Kevin Darby
717c90867a
fixed multiple child case, thanks Eric
2019-05-29 15:08:14 -04:00
Kevin Darby
90178908ba
looking good; need John to help me figure out the hedge lablels
2019-05-28 22:02:21 -04:00
Kevin Darby
01956e92b6
added facility for simple guis of well known order type protos to be generated; worth it.
2019-05-28 21:25:39 -04:00
Jake Norbut
3b9c2f5d70
adding a try/catch around the leg lookup
2019-05-28 16:58:27 -05:00
Kevin Darby
b1e19294e6
making some headway on generic order ui
2019-05-28 17:50:35 -04:00
Pedro Pinto
5cd2dfec18
Fixed PIQ in GLBX Icerberg, fixed handling of stop limit.
2019-05-28 16:26:16 -04:00
Jake Norbut
31b2ba9165
PR suggestion - if statement readability
2019-05-28 14:38:27 -05:00
Kevin Darby
1567ca475d
now moving to gui
2019-05-28 14:29:01 -04:00
Jake Norbut
2b1b1f1681
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2464
2019-05-28 13:23:17 -05:00
Kevin Darby
938a572a54
rethinking the dynamictype -> native type for sake of gui
...
going to make a new type of DefaultOrderVM that uses reflection instead of converting dynamic -> native
in the orderman
2019-05-28 14:14:16 -04:00
Kevin Darby
e8bc07360d
got the dynamism and updates working
2019-05-28 13:52:18 -04:00
Pedro Pinto
4427b02d8d
_index.md edited online with Bitbucket
2019-05-28 16:11:11 +00:00
Jake Norbut
dcd3921379
Merged in SPARK-2460 (pull request #238 )
...
RTM - SPARK-2460
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-05-28 15:59:45 +00:00
Jake Norbut
bd156ecbed
fix merge
2019-05-28 10:58:02 -05:00
Eric Harding
02f5731e1d
Merged in SPARK-2462 (pull request #235 )
...
RTM: SPARK-2462 QueryServer crash
2019-05-28 15:54:15 +00:00
Jake Norbut
7e75a71898
check root algo's can_expand to see if we should draw Cursor.No
2019-05-28 10:47:11 -05:00
Eric Harding
798c4dcd49
Merged in SPARK-2194 (pull request #236 )
...
RTM: SPARK-2194 synthetic book display needs more digits
2019-05-28 15:29:29 +00:00
Jake Norbut
7e47d7f8a5
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2464
2019-05-28 10:08:14 -05:00
Pedro Pinto
260ca06cde
Merged in pnt_nits (pull request #240 )
...
RTM. PnT work.
2019-05-28 14:57:57 +00:00
Kevin Darby
91989e6baf
Quantity measure validation
2019-05-28 10:19:31 -04:00
Michael Harding
7d75d87e6b
Merge branch 'master' into key_codes
2019-05-28 09:45:17 -04:00
Michael Harding
f13a3325bc
Add Crypto
2019-05-28 09:44:29 -04:00
Kevin Darby
81ae503aa2
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-05-28 09:42:28 -04:00
Jake Norbut
8615adb564
piq column to be instantiated with Right HorizontalAlignment
2019-05-28 08:18:03 -05:00
Pedro Pinto
ab15d9d348
Merge branch 'master' into pnt_nits
2019-05-28 08:52:02 -04:00
Pedro Pinto
9540a15585
Updated release notes and fixed bug that brought Haris down.
2019-05-28 07:06:39 -04:00
Kevin Darby
0a33fb37b9
rata looking good
2019-05-27 22:53:56 -04:00
Taha Afzal
e8a467d5f1
1.Position limit check for QHO and 2. QHO crash for rejected orders
2019-05-27 16:03:44 -04:00
Kevin Darby
729986d53d
need to test get_out function
2019-05-26 23:30:55 -04:00
Kevin Darby
e19bb7c621
chase if worse
2019-05-25 23:45:17 -04:00
Kevin Darby
ea232fbaf1
ScratchAlgo works
2019-05-25 23:27:54 -04:00
Kevin Darby
6fc3c0b601
the bug turned out to be in my brain
2019-05-25 17:48:54 -04:00
Kevin Darby
8aee612bfa
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata
2019-05-25 15:36:26 -04:00
Kevin Darby
5f125790cf
dynamics can now have QuantityMeasure
2019-05-25 10:50:27 -04:00
Kevin Darby
117e107116
dynamics work again
2019-05-24 22:50:12 -04:00
John Colvin
567c18f325
ManualFills - hardcode min width to 466 (hides horizontal scrollbar when window first opens)
2019-05-24 17:35:05 -05:00
John Colvin
270ab9c3f1
change 'row' to 'fill' in ImportConflicts view
2019-05-24 16:59:26 -05:00
John Colvin
9a9024c2c0
OrderBookView - order params/ladder grid splitter should be horizontally stretched (was only 5 pixels wide)
2019-05-24 16:58:52 -05:00
John Colvin
45a5049a2d
fix typeo ('or' conditions should be in parenthesis)
2019-05-24 16:58:52 -05:00
Jake Norbut
8b17911da0
refining pnl test
2019-05-24 15:45:28 -05:00
Taha Afzal
61556eb534
'Algo->spreader is not sending the price over' is fixed
2019-05-24 16:43:56 -04:00
Kevin Darby
c8c6aea188
gui for haris orders
2019-05-24 15:50:46 -04:00
Pedro Pinto
b691dbae80
Merged from master
2019-05-24 14:05:46 -04:00
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
Jake Norbut
e94ef6a602
Adding PIQ column to OB (and mini); more OrderSecurityAlgoMeta to OrderSecurity param changes
2019-05-24 11:53:02 -05:00
Taha Afzal
5c22b43eb5
show qty added
2019-05-24 11:10:14 -04:00
Jake Norbut
3e7f145290
switching on_order_tuples over to OrderSecurity as well so that we can toggle back and forth if necessary via config between orders w/ no piq and with those with
2019-05-24 09:43:50 -05:00
Kevin Darby
e1f590127e
ready to test
2019-05-23 23:55:26 -04:00
John Colvin
748a99d4ef
SPARK-2425 Add day position to ladder
2019-05-23 20:22:17 -05:00
John Colvin
35b8c1e53f
Ladder - settings driven properties should share 1 subscription to the settings
2019-05-23 18:38:43 -05:00
Kevin Darby
3a516df593
more prorata
2019-05-23 18:16:20 -04:00
Taha Afzal
1b4275db4c
Merge branch 'master' into spreader_nlegs_hedging
2019-05-23 16:42:28 -04:00
Jake Norbut
123b690c6c
switch OB over to the new Observable, which means change use of OrderSecurtyAlgoMeta to OrderSecurity (which includes a piq)
2019-05-23 15:15:14 -05:00
Jake Norbut
38a65bd0e3
OrdersModel now includes an on_order_tuples_with_root_and_piq
2019-05-23 15:14:03 -05:00
Eric Harding
91bc135c61
Fix web ui build
2019-05-23 15:49:12 -04:00
Kevin Darby
5135a21dc2
ProRata and Scratch Algos
2019-05-23 15:27:41 -04:00
John Colvin
1cb8c54225
SPARK-2454 Root algos show the incorrect color in the OB (and perhaps miniOB)
2019-05-23 14:04:18 -05:00
John Colvin
414833c0c5
normalize line endings in OrderBookSettings.cs
2019-05-23 14:03:02 -05:00
John Colvin
6cc4064cd3
normalize spacing in OrderBookRowVM.cs
2019-05-23 13:32:35 -05:00
Taha Afzal
592ad39a32
tests pass
2019-05-23 12:37:30 -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
John Colvin
15a5abf1ad
SPARK-2465 Use ladder middle click on bid/ask to launch parameterized order
2019-05-22 20:56:32 -05:00
Eric Harding
76218fd35a
SPARK-2194 synthetic book display needs more digits
2019-05-22 17:35:10 -04:00
Pedro Pinto
d0370c5dc7
Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits
2019-05-22 16:11:34 -04:00
Pedro Pinto
b07700cdc7
Fixed some issues with position service and manual fill integration.
2019-05-22 16:11:13 -04:00
John Colvin
15de3bbfe9
SPARK-2456 GLBX Iceberg is a native order
2019-05-22 13:53:59 -05:00
John Colvin
8d2fa40dcc
ManualFills - change placeholder row id from Guid to long, to ensure sort order (so new rows always appear at the bottom)
2019-05-22 13:18:57 -05:00
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
3758ac6101
Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits
2019-05-22 13:52:21 -04:00
Pedro Pinto
ac45e9bdb2
WIP: manual fills in pos server.
2019-05-22 13:52:04 -04:00
John Colvin
769bad89a7
ManualFillsVM - placeholder rows weren't getting removed after they were persisted
2019-05-22 12:39:51 -05:00
John Colvin
7dc272506a
ManualFills - focus 'add row' popup when it opens (hooks up the 'OK' button to the enter key)
2019-05-22 12:19:06 -05:00
John Colvin
86c787efaf
ManualFills - make account field immutable for persisted rows
2019-05-22 11:42:19 -05:00
John Colvin
f917f581c3
SPARK-2469 add 'account_name' field to ManualFill protobuf
2019-05-22 11:03:25 -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
Jake Norbut
bb0171a2e4
preemptivly updating pnl test
2019-05-22 09:33:51 -05:00
John Colvin
88bf448e68
ICollectionView.subscribe_sorting_criterion extension was not notifying observers on subscribe
2019-05-21 22:25:36 -05:00
John Colvin
05a615038d
ManualFills - added 'Save Selected' spark command
2019-05-21 22:24:43 -05:00
John Colvin
51cfd0e5bb
ManualFillsVM initializes side to Buy' for new rows
2019-05-21 22:23:02 -05:00
John Colvin
d2ee575f19
set 'size' dropdown width in ManualFillsRowEditor
2019-05-21 22:09:58 -05:00
John Colvin
0b76ffb4f3
DragDropHelper.subscribe_drag_coordinates uses 'regular' mouse events (not 'preview')
2019-05-21 21:22:09 -05:00
John Colvin
0f9b93115a
ManualFills - don't access row_view.SortDescriptions in get_save_state, as it is invoked on main the thread (not the window's thread)
2019-05-21 21:17:56 -05:00
John Colvin
8cfc6a7591
normalize spacing in WPFExtensions.cs
2019-05-21 21:14:43 -05:00
John Colvin
9de2dd30bc
change ObservableAutoWrapper.connect 'target' arg to IList
2019-05-21 20:37:50 -05:00
John Colvin
38005e3266
change ManualFills launcher icon to match the one in the window title/tab
2019-05-21 20:25:24 -05:00
John Colvin
26ae70f432
fix ContractPickerPopup 'CloseOnCancel' behavior
2019-05-21 20:23:17 -05:00
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
Kevin Darby
8f5d062a3b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-21 16:58:35 -04:00
Eric Harding
e7cea797ba
Simplify append logi
2019-05-21 16:40:07 -04:00
Eric Harding
f16545dfaa
SPARK-2462 Expunge tbb::concurrent_vector
2019-05-21 16:29:23 -04:00
Jake Norbut
dcd62409f1
fixing merge
2019-05-21 15:22:54 -05:00
Eric Harding
11252b4300
Add concurrent test for swcv
2019-05-21 15:45:08 -04:00
Jake Norbut
90526a8bfd
SPARK-2464 - ladder cursor provides visual feedback when middle clicking over bid ask cols
2019-05-21 14:18:58 -05:00
Eric Harding
e815dade3a
Improve SingleWriterConcurrentVector perf (push_back 30-21ns, iterate(2us to 1.3us). Now iterates faster than tbb_concurrent_vector
2019-05-21 14:21:51 -04:00
John Colvin
576be7e961
ManualFillsView - enable mouse drag behavior in new row popup
2019-05-21 12:23:03 -05:00
John Colvin
407de320f6
PopupAdorner - implement MouseDrag behavior to move popup element around
2019-05-21 12:23:03 -05:00
Jake Norbut
bc0234a5e9
pnl refactoring - PnLCalculator class does nothing now, so remove it; note file still exists and has a differently named class therein
2019-05-21 10:58:23 -05:00
Jake Norbut
e1229186de
pnl refactoring - PnLModel didn't really do anything, so I remomed it
2019-05-21 10:45:59 -05:00
Jake Norbut
a3e00217a1
pnl refactoring - moving cpp lookup, fill immutable pnl and standard pnl caclulations into helper class
2019-05-21 10:45:59 -05:00
Eric Harding
07fa55d317
Fix settingsmanager crash
2019-05-21 10:32:34 -04:00
John Colvin
16f0beb3d8
ManualFills - added conf to switch between inline/modal transactions (default to modal)
2019-05-20 19:54:10 -05:00
John Colvin
d244c62c26
ManualFillsView - add 'size' column
2019-05-20 19:32:41 -05:00
John Colvin
44730204a5
fix PropertyChangedDemuxer.PropertyChannel bug on dispose
2019-05-20 19:03:20 -05:00
Taha Afzal
1fd66a17ca
better tests
2019-05-20 19:57:18 -04:00
Kevin Darby
e1a3950051
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-20 17:04:53 -04:00
John Colvin
bd47816d16
ManualFillsParser - don't pass null string key to dictionary
2019-05-20 15:57:58 -05:00
John Colvin
2f12f2609a
added RowParser.parse_rows_checked, which supports partial rows (with missing cells)
2019-05-20 15:54:47 -05:00
John Colvin
9c489c03c6
accidentally gave the generic RowParser.AssignColumnValue<T> delegate a name specific to manual fills
2019-05-20 15:33:20 -05:00
Eric Harding
5ae8a66558
Add SingleWriterConcurrentVector
2019-05-20 15:32:48 -04:00
John Colvin
03882718a0
ManualFills - spark commands menu item groups (i.e., separators in ContextMenu)
2019-05-20 13:52:09 -05:00
John Colvin
0f21d9783b
file extension filter for ManualFills import file dialog
2019-05-20 13:41:28 -05:00
John Colvin
2c547f37fb
ManualFillsVM - use ObservableAggregateCollection to merge persisted/placeholder rows together
2019-05-20 13:41:28 -05:00
John Colvin
a7f4944bd6
FillsVM - more functional implementation of row filters/sorting
2019-05-20 13:41:28 -05:00
Jake Norbut
a3a33ffb6a
vm now consumes data via position service
2019-05-20 13:13:48 -05:00
Jake Norbut
b3db0fc4ca
also extended to supported calculating pnl via PositionsUnit data instead of Fill data
2019-05-20 13:00:01 -05:00
Jake Norbut
0f066fdeb9
extended to supported calculating pnl via PositionsUnits instead of Fills
2019-05-20 12:58:59 -05:00
Jake Norbut
22f89490a3
adding SecurityMD lookup facility to model; this is ultimately for compatability with the PnLSummaryRow, of which a SecurityMD instance is a component of the row's key tuple
2019-05-20 12:55:09 -05:00
Jake Norbut
2137d37cbd
adding SecurityImmutable? to on_positions and updating security_positions_demuxer for additional argument type
2019-05-20 12:51:24 -05:00
Jake Norbut
082a241bb9
passing the OrdersModel, from where the PositionUnit will be published from, down the line
2019-05-20 12:48:14 -05:00
Jake Norbut
0057f8f080
when determining average price, position service should use the fill's last_price() and not avg_price; using avg_price from partials leads to wildly inaccurate pnl
2019-05-20 12:29:34 -05:00
Michael Harding
83650f1e1b
System tests: fix timeout, minor improvements
2019-05-20 11:13:36 -04:00
John Colvin
4768c1cd87
SPARK-2447 / SPARK-2458 import dialog
2019-05-19 17:52:03 -05:00
John Colvin
57b70684ea
EnumHelper.get_values returns a cached strongly typed IReadOnlyList<T> (simple optimization)
2019-05-19 17:44:34 -05:00
John Colvin
af64592f52
ReactiveThresholdMonitor use RefCountMap to support duplicate adds
2019-05-19 17:44:34 -05:00
John Colvin
a1b89ccb34
change RefCountMap.keys from IEnumerable to IReadOnlyCollection
2019-05-19 17:44:34 -05:00
John Colvin
44f2a9daf7
RefCountMap implements IReadOnlyCollection
2019-05-19 17:44:34 -05:00
John Colvin
0e5833b275
SetStack - 'SoftCount' logic was incorrect
2019-05-19 17:44:34 -05:00
John Colvin
bded6d334c
ContractPickerPopup 'CloseOnOK' should just close the popup (not the owning window)
2019-05-19 17:44:34 -05:00
John Colvin
893c6702a2
make DictionaryExtensions.Join more efficient
2019-05-19 17:44:34 -05:00
John Colvin
627b8742c4
SPARK-2447 / SPARK-2457 main window view (for singular transactions)
2019-05-19 17:44:34 -05:00
John Colvin
1f7e0a672e
fix DataGridBehavior.SingleClickEdit
2019-05-19 17:44:34 -05:00
John Colvin
29e8fd1050
PopupControl - set default background to ComboBox.Static.Background
2019-05-19 17:44:33 -05:00
John Colvin
6ce741bcaf
ContractPickerPopup - set default padding=2,0
2019-05-19 17:44:33 -05:00
John Colvin
8dd070961a
ContractPickerPopup - SelectedSecurity(MD) dependency props
2019-05-19 17:44:33 -05:00
John Colvin
f6a3a276d9
ContractPickerPopup - load securities lazily
2019-05-19 17:44:33 -05:00
John Colvin
68c8828d4f
Account/UserTuple implement IComparable
2019-05-19 17:44:33 -05:00
John Colvin
0d68ebbbea
ReactiveThresholdMonitor should notify subscribers (if necessary), when subs are disposed
2019-05-19 17:44:33 -05:00
John Colvin
cc04e79f8b
made anonymous SparkWindow factory
2019-05-19 17:44:33 -05:00
John Colvin
ac76462f7e
DiscreteValuesFilterVM.CreateTableUpdate - removed unused 'row_key' param
2019-05-19 17:44:33 -05:00
John Colvin
d20b30557f
added ObservantAsyncCommand factory methods
2019-05-19 17:44:33 -05:00
John Colvin
a6fa5f9852
default Button Template BorderThickness should use TemplateBinding (was hardcoded to 1)
2019-05-19 17:44:33 -05:00
John Colvin
0db165bf76
set wpf DataGridColumnHeader font size to 12 (matches diygrid)
2019-05-19 17:44:33 -05:00
John Colvin
705fd293ba
'find_ancestor_of_type()' does not check the same ancestor obj twice
2019-05-19 17:44:33 -05:00
Taha Afzal
3ec896d609
code complete, testing remains
2019-05-17 19:51:37 -04:00
Taha Afzal
8f1eab57b7
Basic functions in, need to be hooked
2019-05-17 18:22:36 -04:00
Michael Harding
523002ac56
Fix System tests
2019-05-17 16:57:24 -04:00
Pedro Pinto
9c25a8751e
Updated release notes.
2019-05-17 15:38:42 -04:00
Pedro Pinto
89fc99b59a
Updated docker subrepo ptr
2019-05-17 15:37:52 -04:00
Eric Harding
cd413d10ab
Merged in SPARK-2363 (pull request #231 )
...
RTM: SPARK-2363 - PIQ popup
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-05-17 19:35:39 +00:00
Eric Harding
1c5cc9c1bb
Merged in SPARK-2455-crash-on-md-startup-server-si (pull request #232 )
...
SPARK-2455 crash on sim startup
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-17 19:33:53 +00:00
Eric Harding
7965743a80
SPARK-2455 crash on sim startup
2019-05-17 15:20:53 -04:00
Pedro Pinto
2172f007a8
Fixed a few bugs in GLBX Iceberg order.
2019-05-17 15:19:11 -04:00
Michael Harding
c9db5d13a9
System tests wait for system ready
2019-05-17 13:36:21 -04:00
Eric Harding
13e911760d
Middle click off popup shoudl close popup
2019-05-17 11:46:06 -04:00
Eric Harding
a12c3128a3
Don't allow mbo popup index number to flicker width
2019-05-17 11:45:22 -04:00
Eric Harding
6bb84b65a8
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2363
2019-05-17 10:34:11 -04:00
Eric Harding
6fb1140a97
test review feedback
2019-05-17 10:29:12 -04:00
Eric Harding
0e449844ca
Clarify this point
2019-05-17 10:25:28 -04:00
Eric Harding
476206edb0
add piq/mbo manual test
2019-05-17 10:21:12 -04:00
Eric Harding
3483ac0712
Code review feedback
2019-05-17 09:03:49 -04:00
Kevin Darby
7e816c1503
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-16 17:56:07 -04:00
Eric Harding
d6e586c4ce
SPARK2452 - Update release notes for MBO
2019-05-16 16:44:18 -04:00
Eric Harding
0f1735fba2
SPARK-2453 Do not end order on bid/ask middle click
2019-05-16 16:39:50 -04:00
Eric Harding
e5254dcf7f
btree_set benchmarks are veerry interesting
2019-05-16 15:40:17 -04:00
Eric Harding
7bd183c8a4
btree_set benchmarks are very interesting
2019-05-16 15:29:59 -04:00
Kevin Darby
15d9afb2de
added a comment about ice reverse_routing_record
2019-05-16 15:26:21 -04:00
Michael Harding
aaf09b197b
Fix sdk docs
2019-05-16 15:16:49 -04:00
Eric Harding
6081128b92
move sparkvm launch to the top of the debug menu
2019-05-16 15:11:26 -04:00
Eric Harding
6d6ecb33ba
SPARK-2450 Simulator MBO realism ™
2019-05-16 15:08:51 -04:00
Kevin Darby
b5468e5565
changes for ice certification perf testing and to recover an order from an exec report
2019-05-16 15:02:04 -04:00
Michael Harding
6e85612adc
deleting the right files this time
2019-05-16 14:01:35 -04:00
Eric Harding
f33a13bfc8
Wire mbo popup to ladder in order book
2019-05-16 13:36:19 -04:00
Jake Norbut
c4eeac8d0a
fixing ServiceTail time formatting option
2019-05-16 12:07:49 -05:00
Michael Harding
432f39a1fa
Don't delete everything
2019-05-16 12:54:39 -04:00
Eric Harding
6084da64a2
merge master
2019-05-16 12:18:45 -04:00
Jake Norbut
5ae484e6c1
adding comment to method
2019-05-16 10:07:59 -05:00
Eric Harding
a2d4eb7d10
SPARK-2444 MBO Polish 2 - the Scrollening
2019-05-16 10:43:23 -04:00
Michael Harding
8082ab12dd
Delete everything
2019-05-16 10:37:00 -04:00
Jake Norbut
b1def915d6
Merged in SPARK-2449 (pull request #229 )
...
SPARK-2449 - if the badge only represents 1 order, that order's piq has to be the min piq
2019-05-15 23:04:56 +00:00
Jake Norbut
70bb22c966
SPARK-2449 - if the badge only represents 1 order, that order's piq has to be the min piq
2019-05-15 17:39:47 -05:00
Eric Harding
06520791fa
SPARK-2444 MBO UI polish
2019-05-15 17:19:46 -04:00
Pedro Pinto
9d762e0777
Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits
2019-05-15 17:02:41 -04:00
Pedro Pinto
ef53c70c7e
Fixed some bugs in GLBX Iceberg order.
2019-05-15 17:02:25 -04:00
Jake Norbut
8cf4e37310
adding preliminary create, update, delete of manual fills into position service
2019-05-15 14:58:46 -05:00
Pedro Pinto
04e7180b69
Merge branch 'master' into pnt_nits
2019-05-15 15:40:45 -04:00
Jake Norbut
d40d3615b2
mutable props that RaisePropertyChanged
2019-05-15 13:41:05 -05:00
Jake Norbut
4efec939aa
Security to Nullable, props now have public setters; inherit from VMB
2019-05-15 13:28:55 -05:00
Jake Norbut
a0f24d8227
making use of syntactic sugar for less typing
2019-05-15 13:19:37 -05:00
Jake Norbut
a2278423f6
users to non nullable for ItemSource
2019-05-15 13:14:15 -05:00
Jake Norbut
7321d5d8f7
filling out account and user, creating ObservableCollections for them to be used as ItemSources
2019-05-15 13:13:29 -05:00
Jake Norbut
464426537e
making use of new ManualFillTuple
2019-05-15 12:35:59 -05:00
Michael Harding
ebb2d5618c
Merge branch 'master' into spreader_lean_qty
2019-05-15 13:35:33 -04:00
John Colvin
7b9c10f47c
ManualFillTuple - benign code style tweak
2019-05-15 12:26:50 -05:00
John Colvin
478640e808
ManualFillTuple join with account and user
2019-05-15 12:24:34 -05:00
Jake Norbut
1fa5e3c9af
fixing test_join_qty_threshold() of JoinAlgoTests
2019-05-15 11:29:23 -05:00
Michael Harding
7fede58044
Make system tests fail
2019-05-15 11:35:17 -04:00
Pedro Pinto
090a7985c3
Fixed spelling mistakes in release notes.
2019-05-15 10:38:35 -04:00
Michael Harding
ab993423a6
Merge branch 'master' into spreader_lean_qty
2019-05-15 10:30:16 -04:00
Pedro Pinto
ab8802c3f1
More master merging
2019-05-15 09:51:18 -04:00
Michael Harding
f5fa2ff23a
Adding Pete's fixes to system test scripts
2019-05-15 09:42:23 -04:00
Taha Afzal
6a1b154061
Fixing the bug causing the broken unit test
2019-05-14 22:43:42 -04:00
Kevin Darby
a4c3a61f13
fixed ice specific bug with attach detach
2019-05-14 17:55:52 -04:00
Michael Harding
73a4e474f1
System Test scripts: jenkins improvements
2019-05-14 17:26:59 -04:00
Eric Harding
6f630a0e62
MBOService should indicate bid/ask
2019-05-14 17:03:17 -04:00
Pedro Pinto
42906f5a37
Merged
2019-05-14 16:58:54 -04:00
Kevin Darby
7ce101f7f7
messed up docker linux pointer
2019-05-14 16:41:49 -04:00
Kevin Darby
b61cab397d
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-14 16:36:12 -04:00
Jake Norbut
931ed76673
implementing IEditableObject via reflection
2019-05-14 14:58:54 -05:00
Kevin Darby
222e1a51dc
fixed SOD time for dev
...
fixed bugs in mview when settle/last/low/high change without a bid or offer changing
2019-05-14 15:50:53 -04:00
Jake Norbut
ebc4e202fe
mf_vm: rows should be populated now
2019-05-14 14:23:43 -05:00
Jake Norbut
a7dda587ba
orders model - combinging manual fills with securities
2019-05-14 14:19:45 -05:00
Pedro Pinto
1ace2b7a3f
Merge remote-tracking branch 'origin' into pnt_nits
2019-05-14 14:45:04 -04:00
Michael Harding
4e30591837
Hopefully fixing line endings this time
2019-05-14 14:38:36 -04:00
Eric Harding
3144032ed6
Fix dictionary key with ShellLatency (add user)
2019-05-14 13:46:03 -04:00
Jake Norbut
af2875e0ef
vm skeleton
2019-05-14 12:00:25 -05:00
Michael Harding
d9221e1053
fix system test scripts
2019-05-14 12:54:01 -04:00
Eric Harding
bee1df45ad
SPARK-2430 prioritize draining incremental queue over publishing shapshots
2019-05-14 11:52:51 -04:00
Pedro Pinto
316be12b71
Return order key in API create. This broke in 1944.
2019-05-14 11:46:27 -04:00
Pedro Pinto
6c51ff83d5
Release notes again.
2019-05-14 10:01:39 -04:00
Pedro Pinto
1cad5b6b39
Updated release notes.
2019-05-14 09:56:47 -04:00
Michael Harding
4138ab0730
Merged master into spreader_lean_qty
2019-05-14 09:55:20 -04:00
Kevin Darby
9fa3464188
ice busts and corrects, ugh...
2019-05-14 09:55:05 -04:00
Michael Harding
171396ca57
Merged in system_tests (pull request #228 )
...
System Tests
2019-05-14 13:51:33 +00:00
Pedro Pinto
193eb4e445
Merged in SPARK-1944-attach/detach/update (pull request #141 )
...
SPARK-1944 attach/detach/update
2019-05-14 13:48:17 +00:00
Pedro Pinto
69b3831271
Merged with master
2019-05-14 08:58:30 -04:00
Pedro Pinto
39efacace4
Updated release notes
2019-05-14 08:57:32 -04:00
Eric Harding
e70dfc8832
Merged in SPARK-2151 (pull request #225 )
...
RTM: SPARK-2151 Dump shared memory on bad handle for forensic analysis
2019-05-14 12:55:17 +00:00
Jake Norbut
60bf851567
Merged in SPARK-2364 (pull request #222 )
...
RTM - settingsmanager - print descriptive workspace info after selecting a user's workspace to copy
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-05-14 12:54:03 +00:00
Jake Norbut
053038df8d
Merged in piq_ladder_dirty (pull request #226 )
...
RTM - don't draw piq on every tick; might save some cycles
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-05-14 12:53:22 +00:00
Eric Harding
f0afc74e5f
Merged in slightly_fast_webui (pull request #220 )
...
RTM: Apply lazyView to the limits tables
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-05-14 12:51:38 +00:00
Eric Harding
9d3c8aaf5c
Merged in SPARK-2303-assert-failure-trade.key-inva (pull request #224 )
...
RTM: Safe workaround for SPARK-2303.
2019-05-14 12:49:34 +00:00
John Colvin
86467b2be1
SPARK-2411 / SPARK-2415 Add param change popup to favorites buttons
2019-05-13 21:26:20 -05:00
Taha Afzal
8575d92373
once the lean's child has crossed, changin lean's price has no effect on the child
2019-05-13 17:53:19 -04:00
Pedro Pinto
21ee7c6af5
2.0.0 Release notes.
2019-05-13 17:30:49 -04:00
Pedro Pinto
7b61b4bd5b
Fixed error message
2019-05-13 17:18:32 -04:00
Kevin Darby
fee695d3d9
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-13 16:02:56 -04:00
John Colvin
1bcb7ac87f
SPARK-2411 / SPARK-2414 Add UI for glbx icerberg order
2019-05-13 14:01:25 -05:00
John Colvin
52305d69f2
normalize spacing in OrderDataHelper.cs
2019-05-13 14:01:25 -05:00
John Colvin
bd70e7c09e
OrderDataHelper - fix typeo (Offset order metadata was assigning the tick order color)
2019-05-13 14:00:08 -05:00
Michael Harding
f6cf0f28ea
Move test scripts in spark_test.csproj
2019-05-13 13:31:02 -04:00
John Colvin
d04f9f4e96
fix server build
2019-05-13 13:27:35 -04:00
Michael Harding
c0d097cb40
SPARK-2438: spreader_lean_qty_factor test setup
2019-05-13 13:26:53 -04:00
Michael Harding
533e688d1a
SPARK-2438: init spreader_lean_qty_factor test
2019-05-13 13:09:15 -04:00
Michael Harding
36d40dec70
spell check manual tests
2019-05-13 12:59:49 -04:00
Jake Norbut
a3f5de099f
swapping out bar brushes and glyph values for using last
2019-05-13 11:18:56 -05:00
Jake Norbut
9b497e323f
adding last on volume column to ladder grid host, tooltips
2019-05-13 11:17:15 -05:00
Jake Norbut
9a5b5595c3
adding show last setting to Volumn tab
2019-05-13 11:09:22 -05:00
Jake Norbut
24f23adf24
extending show last trade to VolumnColumnVM
2019-05-13 11:08:36 -05:00
Jake Norbut
cc26d0bd8b
Adding show_ltq to VolumeColumnSettings
2019-05-13 11:03:57 -05:00
Michael Harding
2b51bda3e7
Update system test scripts
2019-05-13 11:27:12 -04:00
Pedro Pinto
1be2e81920
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-05-12 14:33:40 -04:00
John Colvin
ea45c5c694
OrderBook - added config for status color opacity when row is selected
2019-05-12 12:24:32 -05:00
John Colvin
768567dfc7
HighPerformanceRow - added BackgroundProperty
2019-05-12 12:14:38 -05:00
John Colvin
870e7a9ef9
DIYGrid - added mutable InactiveSelectionOpacity prop (was just hardcoded at 0.2)
2019-05-12 12:11:39 -05:00
Pedro Pinto
a9e572a1bf
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-05-11 19:41:18 -04:00
John Colvin
c7899a1dae
SPARK-2434 OrderBook - security column filter popup is empty if shell is started before server has published all securities
2019-05-11 12:47:07 -05:00
John Colvin
7bb077a74d
remove ToLArray extension (it is not more efficient than Enumerable.ToArray())
2019-05-11 12:27:42 -05:00
John Colvin
a29eaa2618
EnumCaseStringConverter - cleanup code style/syntax
2019-05-11 12:25:38 -05:00
John Colvin
762369ad2b
SPARK-2433 child order font weight in OB should be dropped or adjusted
2019-05-10 21:22:42 -05:00
John Colvin
a8610beafd
SPARK-2432 Crash when detaching order window
2019-05-10 20:38:33 -05:00
John Colvin
5e1a91f484
add period to the end of 'Make current parameters the local defaults' tooltip
2019-05-10 16:01:07 -05:00
John Colvin
04fdb9626d
SPARK-2409 Changing a composite algo name does not reflect in the attach window dropdown
2019-05-10 15:57:31 -05:00
Michael Harding
6c5429b353
Minor updates to position limits test
2019-05-10 16:36:13 -04:00
Michael Harding
2bedf1f355
Merge branch 'master' into system_tests
2019-05-10 16:22:18 -04:00
Michael Harding
02752d9151
SPARK-2064: simple sanity simplified
2019-05-10 16:14:06 -04:00
John Colvin
689bfa1c76
OrderBook 'attach popup' price/qty vis depends on the selected attach-algo (not the selected orders)
2019-05-10 13:51:39 -05:00
Pedro Pinto
70af046131
Updated docker subrepo ptr
2019-05-10 13:52:44 -04:00
Pedro Pinto
7a45013782
Changed cover to stick around until all hedges are completed.
2019-05-10 13:52:44 -04:00
Michael Harding
6f7851b7ba
SPARK-2064: Simple sanity test
2019-05-10 13:41:05 -04:00
Taha Afzal
85f42d1e23
Join won't modify its child's price once it has joined
2019-05-10 11:12:52 -04:00
John Colvin
f8ddaab884
OrderBook - (Root)OrderType col filters show green beaker when filter active on startup/load workspace
2019-05-09 18:00:12 -05:00
John Colvin
78373c61ce
miniob - hide price/qty param rows in attach popup
2019-05-09 16:10:18 -05:00
John Colvin
13e5c017e2
miniob - set orderbookvm.is_attaching_orders to false when attach popup closes
2019-05-09 15:53:12 -05:00
Eric Harding
3789d73593
Do not allow minTick to be 0 (infinite loop)
2019-05-09 16:25:25 -04:00
John Colvin
38f42fe747
SPARK-2417 Attach window price, qty
2019-05-09 14:28:52 -05:00
John Colvin
3a6f9a608d
OrderBookVM.send_attached_orders_async uses CustomDef.actual() to unwrap composite algos
2019-05-09 14:28:52 -05:00
Michael Harding
e14a5b2575
update SDK readme
2019-05-09 18:47:09 +00:00
John Colvin
04a68a4e96
OrderBookRowVM - fix typeo in badge_color prop (was using 'root')
2019-05-09 13:43:47 -05:00
Eric Harding
dd049374d7
Fix equality comparison between mbo price levels
2019-05-09 14:26:14 -04:00
John Colvin
526ec306ae
(Root)OrderType col filters ItemTemplate uses 'OrderTypeItem' (displays badge and name)
2019-05-09 12:41:35 -05:00
John Colvin
f16ed40c82
OrderUtils.badge_fill does not need the OrderRecordImmutable arg
2019-05-09 12:35:17 -05:00
Eric Harding
96572539a7
SPARK-2381 View MBO in ladder
2019-05-09 13:05:47 -04:00
John Colvin
793eb14ed7
AlgoDefinitionMetadata - null check _favorite_templates in GetHashCode
2019-05-09 11:39:55 -05:00
John Colvin
1f94454d63
SPARK-2421 Default ladder to new fancy param grid
2019-05-09 11:20:10 -05:00
John Colvin
c7e3bdcd6c
OrderBookRowVM - normalize spacing
2019-05-09 11:18:27 -05:00
John Colvin
004a7b1395
OrderBookRowVM - don't hook up to invalidated event until '_modify_order_quantity_andor_price' cmd is created
2019-05-09 11:17:03 -05:00
Pedro Pinto
96bb63ba6d
Merged
2019-05-09 12:13:37 -04:00
Pedro Pinto
0ea72b017e
Storage component of manual fills code complete.
2019-05-09 12:12:02 -04:00
John Colvin
b1498f3df1
OrderBookRowVM - forgot to raise property changed when root badge color changes
2019-05-09 11:03:08 -05:00
John Colvin
b0759eba62
OrderBookRowVM - fix root badge color
2019-05-09 10:58:40 -05:00
Jake Norbut
ff69cafe7f
ob alignments - left aligning nearly everything, price and qty cols stay right aligned
2019-05-09 09:59:40 -05:00
Pedro Pinto
698612bb3d
Storage component of manual fills code complete.
2019-05-09 10:29:54 -04:00
Jake Norbut
f1e90394a0
restoring Root Algo column header after merge
2019-05-09 08:24:44 -05:00
Jake Norbut
b24f855321
misc refactoring after root algo branch merge; OrderBookVM parameter passing no longer necessary
2019-05-09 08:20:36 -05:00
Pedro Pinto
2f23292836
Pos server
2019-05-09 09:12:37 -04:00
Pedro Pinto
085e6ae95a
Merged 1944 in
2019-05-09 09:01:32 -04:00
Pedro Pinto
3be2aedfe3
Work in progress for manual fills
2019-05-09 08:59:59 -04:00
John Colvin
6e56b6cbaf
sort algo type items in (Root)OrderType col filters
2019-05-08 23:12:21 -05:00
John Colvin
16ff473fd6
ViewModelBase - added 'DelegateProperty' backing method that doesn't invoke get_value during creation
2019-05-08 23:07:55 -05:00
John Colvin
4565fada08
change KeyedMultiSelector.selected_items to ObservableCollectionEx (supported by ListBoxEx, which is used by DiscreteValuesFilters)
2019-05-08 23:05:21 -05:00
John Colvin
648f808583
SPARK-2409 / SPARK-2422 fix duplicate algo items in (Root)OrderType col filters
2019-05-08 20:53:54 -05:00
John Colvin
7a6212932e
Merge branch 'root_algo_col' into SPARK-1944-attach/detach/update
2019-05-08 19:20:38 -05:00
John Colvin
aa933696ec
OrderBook - include root_algo member in order_tuples join (for new 'Root Algo' col)
2019-05-08 19:16:10 -05:00
John Colvin
39d59dbbb0
IObservable<IReadOnlyDictionary>.Table() extension applies value-changes to state
2019-05-08 18:43:03 -05:00
Taha Afzal
a511ea3a4b
Lean cancels itself when detach on OnToward
2019-05-08 17:23:10 -04:00
John Colvin
e489e809ab
Merge remote-tracking branch 'origin/SPARK-1944-attach/detach/update' into root_algo_col
2019-05-08 16:22:30 -05:00
Jake Norbut
e56d41d26b
SPARK-2419 - algo studio childs display correct name and badge color now when they are not roots; verified w/ john his great comment no longer applied
2019-05-08 16:05:21 -05:00
John Colvin
b1d45ad593
fix benign typeos in UpdateExtensions.ParentDependent
2019-05-08 15:45:17 -05:00
Pedro Pinto
1f01d974e3
Merged from 1944
2019-05-08 16:40:40 -04:00
Pedro Pinto
32038f8948
Fixed algo API bug that could lead to lost order updates.
2019-05-08 16:36:11 -04:00
Pedro Pinto
910c04544b
Code complete on update of stop limit and iceberg qty.
2019-05-08 16:27:23 -04:00
Pedro Pinto
10674b8930
Merged
2019-05-08 15:25:58 -04:00
Pedro Pinto
8c9522e22b
Work in progress to add support for update to stop limit and glbx iceberg.
2019-05-08 15:22:29 -04:00
Jake Norbut
2a90b521da
SPARK-2418 - miniob to make sure of new algo_tree_display_mode setting for RootAndLeafNodes
2019-05-08 14:19:35 -05:00
Jake Norbut
2098a60af1
eliminating root_algo_badge_fill property so that the fill color is reevaluated on all updates, for now ...
2019-05-08 12:01:18 -05:00
Jake Norbut
67c0178b9a
adding GridColumnSettings for root algo column
2019-05-08 12:00:28 -05:00
Jake Norbut
5da07c42bb
Adding RootAlgoType to ColumnBase
2019-05-08 11:59:31 -05:00
Jake Norbut
f82035be98
refactoring OrderBookOrderTypeColumn to eliminate the newly created RootAlgo column type
2019-05-08 11:58:33 -05:00
Jake Norbut
a652268eb8
get filtering working correctly
2019-05-08 11:02:33 -05:00
Jake Norbut
13d054a54c
just keep checking the OB cache rather than against our local one
2019-05-08 10:04:01 -05:00
Jake Norbut
84cf2a3ad1
refactoring; kind of get filtering working, but not really
2019-05-08 09:42:50 -05:00
Jake Norbut
32e0d60dcd
get filering working by passing in an 'owner' reference to the OrderBookColumnCollection
2019-05-08 08:53:04 -05:00
Jake Norbut
0a6755992a
removing new non-working rootalgocvorderbookcolumn interface; using OB cache instead of tree; filtering still a mystery
2019-05-08 08:26:47 -05:00
Pedro Pinto
f60afe1196
Woark in progress to add support for update to stop limit and glbx iceberg.
2019-05-08 06:46:40 -04:00
Pedro Pinto
0cc30a7934
Added server side support for GLBX Iceberg.
2019-05-08 06:46:40 -04:00
Pedro Pinto
3cc0f32617
Protected iceberg against negative show quantities.
2019-05-08 06:46:40 -04:00
John Colvin
29ae9c6927
SPARK-2404 Make ladder param grid behave more like a popup
2019-05-07 21:44:47 -05:00
John Colvin
892abe098c
SPARK-2404 / SPARK-2410 replace dialog skirt buttons with toolbar menu items
2019-05-07 21:27:56 -05:00
John Colvin
9cf683f64f
AlgoTemplateToolBar - RevertDefinition's visibility is not contingent upon a studio definition being selected
2019-05-07 21:27:56 -05:00
John Colvin
f2bb8de4e1
AlgoTemplateToolBar - execute RevertDefinition visual state transitions through InvokeAsync
2019-05-07 21:27:51 -05:00
John Colvin
b6a28af99e
SPARK-2406 OrderBook - update param rows misbehave with non-uniform values
2019-05-07 18:35:06 -05:00
John Colvin
13a9dd3696
SPARK-2406 / SPARK-2408 QuantityMeasureControl should assume 'Absolute' mode when QuantityMeasure is null, or QuantityCase is 'None'
2019-05-07 18:33:38 -05:00
John Colvin
60bbd12386
code style change in ReflectionHelper.GetGenericTypeArgs method
2019-05-07 17:57:56 -05:00
John Colvin
3e09274cb5
SPARK-2403 Top is still showing this unknown parameter
2019-05-07 17:17:59 -05:00
John Colvin
e9d1da4b51
SPARK-2401 mview - mass selection degrades performance
2019-05-07 17:13:06 -05:00
John Colvin
68e3fcb1cd
made extension methods for Ice-dependent security props
2019-05-07 17:13:06 -05:00
John Colvin
745be0909a
remove unused implementations of SecurityGrid
2019-05-07 17:13:06 -05:00
Eric Harding
74dd36bde1
SPARK-2380 add MBO popup
2019-05-07 18:02:59 -04:00
Taha Afzal
0bee4168b4
Join test has attach/detach/updates now
2019-05-07 16:19:24 -04:00
Jake Norbut
d87c6027c9
display of column works, filtering not so much
2019-05-07 14:27:42 -05:00
John Colvin
859faadecd
SPARK-2376 When collapsed the OB scrollbar overlaps with the collapsing widget
2019-05-07 12:22:40 -05:00
Taha Afzal
e8741f9151
Top order manual test
2019-05-07 13:19:38 -04:00
Jake Norbut
ef8b0fc258
enforce 2 digit algo abbreviation on badge
2019-05-07 11:43:59 -05:00
John Colvin
3b27fedcd3
SPARK-2402 piq merge broke the orderbook mini-ladder order filter
2019-05-07 11:18:27 -05:00
Michael Harding
0991fbfffd
Update SDK README
2019-05-07 11:31:56 -04:00
Jake Norbut
499072c94f
PR edit - we don't need an array here
2019-05-07 09:33:25 -05:00
Jake Norbut
fa8598adbd
PR suggestion - explicitly set default value
2019-05-07 09:22:44 -05:00
Jake Norbut
089c4ac35e
part of SPARK-2376 - OB footer now spans the entire window width, regardless of the new right panel state
2019-05-07 08:44:48 -05:00
Jake Norbut
af8b559fa6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into piq_ladder_dirty
2019-05-07 08:26:15 -05:00
Taha Afzal
62ba85d383
Lean deals with gapped markets better
2019-05-06 19:22:06 -04:00
Taha Afzal
f4b2f84e68
Lean's corner cases
2019-05-06 18:14:33 -04:00
Taha Afzal
474e7880d6
LeanAlgo's spurious price/qty controlled
2019-05-06 18:14:33 -04:00
John Colvin
89f74b7c81
SPARK-2399 add commit/revert buttons to ladder algo params grid popup
2019-05-06 17:05:52 -05:00
Jake Norbut
0abcb8bf23
SPARK-2391 - attach/detach icons
2019-05-06 16:33:25 -05:00
Pedro Pinto
47887b67d2
Fixed SIM handling of updates to size of partially filled orders.
2019-05-06 15:57:28 -04:00
John Colvin
41a96b990d
SPARK-2382 Windows that take a long time to render do not give any user feedback until they are visible
2019-05-06 14:18:21 -05:00
Jake Norbut
ce8bc5c631
SPARK-2394 - rename Fonts and Colors to Column Settings
2019-05-06 12:23:21 -05:00
John Colvin
eebb214574
make FixNestedScrolling diygrid popup conditional check more specific
2019-05-06 11:28:53 -05:00
Jake Norbut
47c827caf6
badge - refactor (forgot a ToUpper for 1 of the return paths
2019-05-06 11:22:42 -05:00
Michael Harding
a82a22b133
Update test text
2019-05-06 12:17:07 -04:00
Brian Muhr
1fd444c91c
adding new tests
2019-05-06 11:12:58 -05:00
Jake Norbut
f28ae29990
changing A and D geometry to Segoe UI font
2019-05-06 11:07:56 -05:00
Jake Norbut
aedabcdf00
SPARK-2392 - ob attach/detach icons to match mini ob
2019-05-06 11:07:56 -05:00
Jake Norbut
3b37f8e48b
adding A and D icons; created from Inkscape
2019-05-06 11:07:56 -05:00
John Colvin
beb328ec09
SPARK-2397 grid column popups don't scroll on mouse wheel
2019-05-06 10:58:41 -05:00
Jake Norbut
f9b9bdab47
SPARK-2391 - generate badge abbreviation for algo studio orders lacking one
2019-05-06 09:22:44 -05:00
Eric Harding
3beb82c959
Add comment about why dump_to_shm does'nt need to hold mutex
2019-05-06 09:01:45 -04:00
Jake Norbut
9e6776c6fb
updating test text
2019-05-06 07:49:31 -05:00
Kevin Darby
140f1d88ea
ice entitlements
2019-05-05 16:41:13 -04:00
Pedro Pinto
e807f6a702
Fixed composite handling of detach.
2019-05-05 11:56:35 -04:00
John Colvin
07212aa5d6
IAlgoVM.load impls unwrap CompositeOrderDefinitions to get the underlying algo
2019-05-04 15:57:50 -05:00
Pedro Pinto
a0f31d6443
Fixed composite order some more.
2019-05-04 15:14:20 -04:00
Pedro Pinto
df6a5096c2
Composite order was not reflecting child price/size
2019-05-04 14:33:16 -04:00
John Colvin
43336d04d4
SPARK-2375 Composite algo order types do not show as options in the OB filter
2019-05-04 13:26:23 -05:00
John Colvin
ca73b20fe5
made 'MergeTable' extension method for TableUpdate
2019-05-04 13:16:45 -05:00
John Colvin
09f6ad4031
OrderBook - fix crash when selecting composite-order row
2019-05-04 13:04:56 -05:00
John Colvin
97b52f2e64
OrdersModel.update_order should ignore size change if size == quantity (not working_quantity)
2019-05-04 13:04:34 -05:00
Pedro Pinto
0adc77a5cf
Fixed composite order.
2019-05-04 11:53:12 -04:00
Pedro Pinto
e469e8fc70
Tweaked cover test.
2019-05-04 11:53:12 -04:00
Pedro Pinto
10da3c517c
Changed hedge ticks to be a uint, from int
2019-05-04 11:53:12 -04:00
Pedro Pinto
5f7c4b5c37
Improved test.
2019-05-04 11:53:12 -04:00
Pedro Pinto
c34d05218a
Fixed clang build.
2019-05-04 11:53:12 -04:00
Pedro Pinto
3abf99da91
Cleaned up tests.
2019-05-04 11:53:12 -04:00
Pedro Pinto
8d94238e91
Updated cover test
2019-05-04 11:53:12 -04:00
John Colvin
dc169fc4fd
SPARK-2388 studio-template orders should use new CompositeOrderDefinition (not CustomOrderDefinition)
2019-05-04 11:53:12 -04:00
John Colvin
abe8361b18
when updating orders without a 'new size' arg, use the order's actual quantity, not working_quantity
2019-05-03 20:16:18 -05:00
Eric Harding
9f406e83aa
SPARK-2151 Dump shared memory on bad handle for forensic analysis
2019-05-03 17:39:47 -04:00
John Colvin
2ee163bf8a
SPARK-2387 crash when opening orderbook from other windows
2019-05-03 15:44:22 -05:00
Kevin Darby
c4eeaf2ec8
this should do it for bust / adjust
2019-05-03 16:28:37 -04:00
Jake Norbut
775a720e0a
SPARK-2027 - it's depressing how many hours of your life 1 line of code can steal
2019-05-03 15:01:27 -05:00
Kevin Darby
54dd30245f
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-03 15:54:07 -04:00
Kevin Darby
263ff63a37
added concept of active and busted fill to support ice busts
2019-05-03 15:31:23 -04:00
Jake Norbut
62c56762bf
lighten some of the OB row colors
2019-05-03 13:31:21 -05:00
Pete Fisher
16fbab8677
added author/complain to tests
2019-05-03 13:57:39 -04:00
Kevin Darby
f3d16502de
going a new way on the busts
2019-05-03 13:39:35 -04:00
Pete Fisher
505ac39a3f
removed parts about visual notifications and checkboxes per John
2019-05-03 13:33:05 -04:00
Eric Harding
84aefabfea
Safe workaround for SPARK-2303.
2019-05-03 13:19:35 -04:00
Eric Harding
102fefbd92
1.6.2 release notes
2019-05-03 13:13:59 -04:00
Jake Norbut
87b8a802c9
SPARK-2050 - syth editor - remove borked help button
2019-05-03 10:31:47 -05:00
Eric Harding
fc7a4b0800
Merged in PIQachu (pull request #223 )
...
RTm: spark-2316 mbo support for simulator
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-05-03 15:30:13 +00:00
Kevin Darby
4b7db298c4
something up with settlement re-price
2019-05-03 10:39:54 -04:00
Taha Afzal
679330b9a8
fixing cover test
2019-05-03 10:26:08 -04:00
Jake Norbut
ab7b495358
ladder - restrict LOVM processing to only those working orders whose security matches the current ladder security
2019-05-03 09:23:13 -05:00
John Colvin
9b6064e87e
SPARK-2377 OB Last Message column displays strange alignment when resizing and/or scrolling
2019-05-02 18:28:02 -05:00
Kevin Darby
65f41452fb
work around onixs assert for us financials that does not have an implieds feed
2019-05-02 18:33:54 -04:00
John Colvin
ab3fa25709
SPARK-2357 On new order book grids default to hiding intermediate nodes
2019-05-02 17:29:33 -05:00
John Colvin
07af7a4298
SPARK-2531 Clear button numpad
2019-05-02 17:15:48 -05:00
Jake Norbut
926274e2d9
eliminate unecessary join in OrdersModel and use on_orders_tuples for algometadata when joining
2019-05-02 17:09:48 -05:00
Jake Norbut
5e4c22c99d
badge - use customized algo border if specified from metadata
2019-05-02 17:09:48 -05:00
Kevin Darby
d7a2ae4b09
added spread marker to last trade display....lotta code for an S
2019-05-02 17:55:46 -04:00
Taha Afzal
06b4f8055f
Fixing the build after merge
2019-05-02 17:40:49 -04:00
Taha Afzal
81b307fa73
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-05-02 17:28:12 -04:00
Taha Afzal
6d131f9b4f
merging from queueholder order
2019-05-02 17:15:47 -04:00
John Colvin
014c1e968a
SPARK-2360 Lean's cross threshold in the UI can be made to overflow
2019-05-02 16:08:44 -05:00
Eric Harding
8f9321701e
merge PIQ in simulator
2019-05-02 15:05:57 -04:00
Eric Harding
6b5016c9fe
SPARK-2316 Remove "Give me everything please"
2019-05-02 15:04:43 -04:00
Taha Afzal
50e8808af0
Merge branch 'master' into queue_holder_order
2019-05-02 14:33:03 -04:00
Eric Harding
916fda1eb5
Merge branch 'master' of bitbucket.org:bluetradesys/spark into PIQachu
2019-05-02 13:31:35 -04:00
Eric Harding
9422e3ac98
SPARK-2316 Simulator should stop cutting in front
2019-05-02 12:36:25 -04:00
Kevin Darby
61ac626542
ice wants tag 1031
2019-05-02 12:36:14 -04:00
Michael Harding
8d7a2f342e
Add Custom Order Instructions
2019-05-02 12:14:50 -04:00
Eric Harding
09e8fabcf2
ExchangeSim - use open_quantity for mbo instead of quantity
2019-05-02 12:14:24 -04:00
Kevin Darby
0db037175f
fixed ice forced logout issue
2019-05-02 12:07:09 -04:00
Kevin Darby
98aa463b4e
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-02 11:51:28 -04:00
Jake Norbut
2064de0752
Adding Abbreviation to badge
2019-05-02 10:51:05 -05:00
Jake Norbut
f94aa936b0
on_order_with_piq now joins with algo_meta, so that working orders with piq can have algo metadata
2019-05-02 10:50:18 -05:00
Jake Norbut
4a22ad7616
OrderSecurity now holds AlgoData and AlgoDefinitionMetadata
2019-05-02 10:48:19 -05:00
Eric Harding
133bd89a2c
add mbo diagnostic tool
2019-05-02 11:29:01 -04:00
Michael Harding
6d9c083c0f
Verify quoting order
2019-05-02 10:58:45 -04:00
Jake Norbut
63d97c8982
ob/mini - adding background color triggers based on order status
2019-05-02 09:24:27 -05:00
Eric Harding
7540ae0ef7
update onixs license
2019-05-02 09:25:42 -04:00
Pedro Pinto
3f06470c5e
Added new filtering/collapsing sections to the OB test.
2019-05-02 09:10:33 -04:00
John Colvin
04537684cb
remove unused dictionary vars in TableUpdateDemuxer.OnNext
2019-05-01 23:59:51 -05:00
John Colvin
6fba76b399
SPARK-2365 Crash when entering limit orders at various levels quickly (log attached)
2019-05-01 23:51:29 -05:00
Eric Harding
9f9da1847b
OrderStress - do asks first so the console looks like little text ladders
2019-05-01 17:53:47 -04:00
Eric Harding
975f7f64b7
SPARK-2316 add MBO support to the simulator
2019-05-01 17:52:29 -04:00
Pedro Pinto
cacf3ac862
Addresses SPARK-2369, where Lean was not reportin fills properly.
2019-05-01 15:49:21 -04:00
Pedro Pinto
104247c786
Fixed SPARK-2368, on attach disregard current fills in cover.
2019-05-01 15:14:25 -04:00
Jake Norbut
064ed5b692
OB/mini - Completed order status now h ows with a lighter tint of light slate gray
2019-05-01 14:00:12 -05:00
Kevin Darby
0b40d3971d
lining up with ice downtime
2019-05-01 14:05:02 -04:00
Pedro Pinto
bddb152d76
Working towards a composite order.
2019-05-01 14:03:34 -04:00
Pedro Pinto
e2f3bfd61a
Fixe user manual generation script.
2019-05-01 14:03:34 -04:00
Pedro Pinto
791774490c
Clang build fixes.
2019-05-01 14:03:34 -04:00
Taha Afzal
c4f984c612
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-05-01 14:00:25 -04:00
Taha Afzal
04eee0f4b7
added logs in Lean to detect the out-of-the-gate fill situation
2019-05-01 14:00:18 -04:00
Jake Norbut
aa9846962b
SPARK-2354 - remove ugly yellow working color; we might introduce some new colors depending on order state, so i just have just commented out these setters for now
2019-05-01 12:17:29 -05:00
Jake Norbut
881c3a5c1d
badge - order abbreviation and hedge indicator should respect FontSize setting
2019-05-01 11:39:02 -05:00
Taha Afzal
59ba9dc129
Attach added to cover test
2019-05-01 11:54:17 -04:00
Taha Afzal
b9efaef0a5
detach test
2019-05-01 11:11:11 -04:00
Michael Harding
3e822bcca1
Merge branch 'master' into spreader_test
2019-05-01 10:58:30 -04:00
Michael Harding
0732034dbe
Fix build
2019-05-01 10:50:26 -04:00
Jake Norbut
8dde9bf3c5
print descriptive workspace info after selecting a user's workspace to copy
2019-05-01 08:39:37 -05:00
John Colvin
667a482fba
SPARK-2353 Hide Price and Quantify parameters in attach dialog for Top, Lean, Cover, and Join
2019-04-30 22:23:35 -05:00
John Colvin
6be8dae2d1
SPARK-2336 Attaching with different price, qty on child orders
2019-04-30 19:10:46 -05:00
John Colvin
f478b2c9f2
SPARK-2355 Attaching to a running studio algo results in the wrong order type being displayed
2019-04-30 18:24:18 -05:00
John Colvin
300c5c9431
OrderBookVM - when sending attached orders, get snapshot of selected orders before calling api (i.e., selected_orders.ToList())
2019-04-30 18:24:18 -05:00
Jake Norbut
9c066ca703
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 18:21:21 -05:00
Jake Norbut
9946c4716f
Default PIQ column to not visible
2019-04-30 18:13:22 -05:00
John Colvin
ee0e719e76
Merged in SPARK-2361-piq-bid-bug (pull request #221 )
...
SPARK-2361 ladder - hidden PIQ column causes bids not to work
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-04-30 23:13:03 +00:00
John Colvin
5d5761288f
SPARK-2361 ladder - hidden PIQ column causes bids not to work
2019-04-30 18:04:10 -05:00
Jake Norbut
0a683dae15
Merge branch 'master' of bitbucket.org:bluetradesys/spark into piq_ladder_dirty
2019-04-30 16:58:37 -05:00
Kevin Darby
a21a769909
cleaned up todos
2019-04-30 17:43:23 -04:00
John Colvin
afb0288672
SPARK-2359 (+SPARK-2352) AlgoParamVM does not need to derive from DisposableViewModelBase (keep it light)
2019-04-30 16:41:28 -05:00
John Colvin
aefe248034
remove unusued method 'OrderBookVM._attach_orders'
2019-04-30 16:41:28 -05:00
Taha Afzal
398382c3a5
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 17:26:43 -04:00
Taha Afzal
cf2c16564f
attach manual test
2019-04-30 17:26:38 -04:00
Eric Harding
48ee5e1699
advance externals
2019-04-30 17:12:46 -04:00
Eric Harding
27c9ec8dab
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 17:11:11 -04:00
Eric Harding
31e767208e
merge master
2019-04-30 17:10:38 -04:00
Pedro Pinto
0c2943e3da
Removed obsolete files.
2019-04-30 16:10:02 -04:00
Pedro Pinto
99ea02ca40
Guarded against the possibilty of algos not supporting attach/detach.
2019-04-30 15:26:19 -04:00
Pedro Pinto
8ceab51228
Removed obsolete class.
2019-04-30 15:26:19 -04:00
Kevin Darby
ca8e540453
volume is tricky
2019-04-30 15:09:53 -04:00
John Colvin
4a69a9204b
OperableHierarchicalCollection was not sorting root nodes
2019-04-30 13:56:59 -05:00
John Colvin
0e136637e0
OrderBookVM - remove unused type alias
2019-04-30 13:56:59 -05:00
John Colvin
d803622c01
SPARK-2315 / SPARK-2338 hook up AlgoTreeDisplayMode setting in OrderBookVM
2019-04-30 13:56:58 -05:00
John Colvin
2e49534483
move OrderBookGridSettingsManager into its own file
2019-04-30 13:56:58 -05:00
John Colvin
8210f4f74a
make INode<T> covariant, bc might as well
2019-04-30 13:56:58 -05:00
Kevin Darby
134950747f
bugs found during cert
2019-04-30 14:36:54 -04:00
Jake Norbut
69e2bcb164
badge - misc refactoring
2019-04-30 12:51:29 -05:00
Jake Norbut
e4ae42e80d
badge - summary no longer needs to be something that implements IRaiseNotifyPropertyChanged
2019-04-30 12:27:31 -05:00
Jake Norbut
ad3950e2c5
SPARK-2348 redux - eliminate public orders accessor; fixes order modifies, i.e. drag and drop badge, in ladder
2019-04-30 11:32:11 -05:00
Taha Afzal
6bab882f89
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-30 12:30:20 -04:00
Taha Afzal
b6709b426c
new tests and 'find_qty_at_price_level' fixed
2019-04-30 12:30:04 -04:00
Eric Harding
77f5723936
Apply lazyView to the limits tables
2019-04-30 12:23:18 -04:00
Jake Norbut
898574130c
SPARK-2348 - badge operations should be on root orders; getting rid of unused code
2019-04-30 10:57:25 -05:00
Jake Norbut
11faa6ca36
SPARK-2347 - badge mutliple orders to iterate over root orders, not orders
2019-04-30 10:43:45 -05:00
John Colvin
01dc0c004b
SPARK-2344 Child orders are being duplicated in OB, MiniOB, possibly ladder?
2019-04-30 10:08:51 -05:00
Eric Harding
6dbeaa14e2
SPARK-2343 Update.h does not correctly track 'all' collection breaking limits
2019-04-30 10:49:30 -04:00
John Colvin
9271d4e2ea
fix last commit (NodeExtensions.filtered)
2019-04-29 23:51:57 -05:00
John Colvin
06ca1461f4
simple optimization for NodeExtensions.filtered()
2019-04-29 23:42:03 -05:00
John Colvin
f84c931d5d
NodeExtensions.filtered() should filter root nodes too (not just children)
2019-04-29 23:40:56 -05:00
John Colvin
1d2d7099c4
SPARK-2340 OrderBook - order lineage breaks when there is a generational gap (created by filter)
2019-04-29 23:17:28 -05:00
John Colvin
00540435eb
OrderBook - assign sorting-data to save-state
2019-04-29 17:02:12 -05:00
Kevin Darby
5abc17adf3
settles
2019-04-29 17:58:53 -04:00
John Colvin
b5552a858e
SPARK-2315 / SPARK-2337 add AlgoTreeDisplayMode enum prop to OrderBookGridSettings
2019-04-29 16:41:33 -05:00
John Colvin
fa110b027b
BooleanToObjectConverter uses object Equals to determine bool returned in ConvertBack
2019-04-29 16:41:33 -05:00
John Colvin
7ce7ebbf96
remove erroneous/legacy RadioButton default style from SimpleGridSettingsDialog.xaml
2019-04-29 16:41:33 -05:00
John Colvin
98315d8e15
refactor 'GridOrLadderSettingsSelectorKeys' to 'GridSettingsTemplateKeys'
2019-04-29 16:41:33 -05:00
Eric Harding
6066e2162c
SPARK-2197 Correction to PIQ calculation per taha (+test coverage)
2019-04-29 17:28:23 -04:00
Kevin Darby
f3cd3a402e
ice spread config, workaround for onixs bug
2019-04-29 16:53:50 -04:00
Kevin Darby
c7217b8475
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-29 16:47:26 -04:00
Eric Harding
4279e3d388
Fix broken managed md unit test
2019-04-29 16:36:16 -04:00
Eric Harding
221814cc11
Add OrderStress tool for perf testing
2019-04-29 16:30:18 -04:00
Kevin Darby
99c5129ea7
ice spreads are weird
2019-04-29 16:25:54 -04:00
Kevin Darby
d025ee0c89
seems to be an onixs bug that exits a loop early if not provisioned for a market_type
2019-04-29 15:09:56 -04:00
Jake Norbut
2d4e2c84b5
manual test for mini ob
2019-04-29 13:48:50 -05:00
Taha Afzal
e84c7d4f8c
Cleaning up lean again
2019-04-29 13:01:31 -04:00
Jake Norbut
da1ae1b410
badge - the rest of SPARK-2291 - no more parent info
2019-04-29 09:25:22 -05:00
Kevin Darby
c24ddaa190
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-29 10:21:39 -04:00
Kevin Darby
442aa156ac
trying to get orance juice market
2019-04-29 10:20:27 -04:00
Jake Norbut
147783666c
badge - woops, not all orders should have hedge indicators
2019-04-29 08:52:11 -05:00
Jake Norbut
2c68458762
badge - hedge indicator is now a glyph run rather than a bunch of lines
2019-04-29 08:46:58 -05:00
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
Jake Norbut
1682cc004e
miniob - tooltips for A/D buttons
2019-04-29 08:25:17 -05:00
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
Taha Afzal
d6a8925655
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-28 23:01:49 -04:00
Taha Afzal
1dba1034b6
Lean simplified a bit more
2019-04-28 23:01:42 -04:00
John Colvin
437efc393d
OrderBookView - menu expander button for right panel
2019-04-28 18:53:55 -05:00
John Colvin
b27fb045fd
remove ToolTipService.InitialShowDelay from MenuExpanderButton style
2019-04-28 18:33:43 -05:00
John Colvin
cc3d916dd3
factor out core of MenuExpanderButton style into MenuExpanderButtonBase
2019-04-28 18:33:23 -05:00
John Colvin
b1659b0aa9
fix typeo in CheckedStateDefinition static constructor
2019-04-28 18:33:23 -05:00
John Colvin
3051cff3c8
OrderBookView - put update content (params/buttons) in scrollviewer
2019-04-28 18:33:23 -05:00
John Colvin
bf01bf4ad6
AlgoEditorGridView - hook up execution strategy toggle for spreader orders
2019-04-28 18:33:23 -05:00
John Colvin
0151b0e16c
DIYGrid - column header sort arrows are all the way to the right when filter is inactive
2019-04-28 18:33:23 -05:00
John Colvin
c30e922c38
new ensure_onscreen logic should account for window being above/left of work area too (not just below/right)
2019-04-28 18:33:23 -05:00
Taha Afzal
0417dd7e08
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-28 16:31:45 -04:00
Taha Afzal
158c1cbcfd
Lean fixes
2019-04-28 16:31:36 -04:00
John Colvin
a5bd9b25c6
increase 'infinite loop' counter threshold in ensure_onscreen
2019-04-27 12:03:21 -05:00
John Colvin
fbe6b38edc
simplify ensure_onscreen code (since end of cycle approaches, disable by default with config)
2019-04-27 12:03:13 -05:00
John Colvin
6d4ece0667
ensure_onscreen for new shell windows
2019-04-27 11:09:39 -05:00
John Colvin
b19380c91c
SPARK-2334 when opening new shell windows, don't make them visible until initial async measurement is finished
2019-04-27 11:05:46 -05:00
John Colvin
dc5585cd8d
MarketViewWindow - don't use hidden columns in initial width calculation
2019-04-27 10:47:47 -05:00
John Colvin
b53163d1e1
SPARK-2234 / SPARK-2333 disable child algo dropdowns in orderbook/ladder
2019-04-26 22:23:20 -05:00
John Colvin
63c3e2c93a
fix orderbook 'attach' popup (was stretching past x bounds)
2019-04-26 21:45:44 -05:00
John Colvin
3d96bc98e2
SPARK-2234 / SPARK-2332 ladder - toggle conf to display algo params in a grid (like orderbook)
2019-04-26 21:16:38 -05:00
John Colvin
e5bffc3e89
AlgoEditorGridView - set both column widths to '*'
2019-04-26 21:10:54 -05:00
John Colvin
e613c5626e
OrderModVM - use ReactiveThresholdMonitor to drive 'is_dirty' prop
2019-04-26 17:53:57 -05:00
John Colvin
704a0cc1aa
SPARK-2243 Clean up algo offerings
2019-04-26 17:38:00 -05:00
John Colvin
85447ccfb4
CollectionViewSource - set CollectionViewType in default constructor
2019-04-26 17:35:34 -05:00
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
bd643aa525
don't draw piq on every tick; might save some cycles
2019-04-26 14:50:16 -05:00
Kevin Darby
e906d41cc2
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-26 14:48:20 -04:00
Kevin Darby
6e09d9e949
small changes for ice cert
2019-04-26 14:35:36 -04:00
John Colvin
1d419a0bd6
SPARK-2330 Dynamic orders should not show the dyn type as a parameter in the update dialog
2019-04-26 13:10:37 -05:00
John Colvin
e6815f95c4
SPARK-2325 Dynamic orders no longer seem to be getting any parameters from the UI
2019-04-26 12:42:22 -05:00
Pedro Pinto
e2e5769767
Fixed Cover order attach crash.
2019-04-26 13:40:11 -04:00
Pedro Pinto
23bec87ad0
Improved comments on order plugin example.
2019-04-26 13:29:26 -04:00
Pedro Pinto
992b64c08a
Changed dynamic order example to use a Join and the new API.
2019-04-26 13:16:42 -04:00
Pedro Pinto
85b6103944
Fixed typo in comment.
2019-04-26 13:14:07 -04:00
John Colvin
9a376d5209
OrderBookVM - detach_selected_orders_cmd passes the selected orders' parentkeys (accidentally broke again)
2019-04-26 11:45:07 -05:00
John Colvin
cee4d65d38
SPARK-2293 / SPARK-2323 change right panel toolbar button click mode to 'Pressed' (i.e., select on mouse down)
2019-04-26 11:25:24 -05:00
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
Jake Norbut
b81459cdf7
badge - Hedge order is now represented with H on the right side of badge rather than a single vertical line on left side
2019-04-26 09:55:01 -05:00
Jake Norbut
136a75f526
Removing IsExchangeOrder and associated badge decoration
2019-04-26 09:13:58 -05:00
Jake Norbut
406a2c5bc9
badge summary is only used in log messages, so simplify string
2019-04-26 09:05:07 -05:00
Jake Norbut
b1b0d23839
part of SPARK-2291; paired with John, thx John!
2019-04-26 08:55:35 -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
Jake Norbut
495621a014
miniob price and quantity now set focus upon going into edit mode and mouse is over them
2019-04-26 08:25:45 -05:00
Jake Norbut
d37f3a4646
Escape key when cursor in price or quantity now reverts changed value
2019-04-26 07:58:49 -05:00
John Colvin
a9e3443cab
SPARK-2293 / SPARK-2324 disable attach button when not applicable
2019-04-25 23:33:36 -05:00
John Colvin
a8db5dae3d
SPARK-2293 / SPARK-2322 disable detach button when not applicable
2019-04-25 23:27:14 -05:00
John Colvin
76af564057
SPARK-2293 / SPARK-2321 change 'Attach To Selected Orders' to 'Attach To Selected'
2019-04-25 23:07:41 -05:00
John Colvin
f6df5cc2ec
SPARK-2293 / SPARK-2320 change 'Detach And Cancel Selected Orders' to 'Detach Selected'
2019-04-25 23:07:28 -05:00
John Colvin
747cde4a25
TickDisplayConverter - format price with default ContractSpec if spec is null (also accounts for nan formatting)
2019-04-25 22:56:45 -05:00
John Colvin
9b6a5ea943
remove hacky ILazyAlgo interface, replace functionality with subscribe_is_dirty extension
2019-04-25 19:05:03 -05:00
John Colvin
00b68a4408
remove file that was added by accident
2019-04-25 18:36:20 -05:00
John Colvin
d14826ea96
IAlgoVM - remove unused 'child_params' member
2019-04-25 18:34:41 -05:00
John Colvin
4143a8cd05
TriggerOrderVM - correct 'price type' and 'payup ticks' prop name args
2019-04-25 18:24:30 -05:00
John Colvin
1ae3f0d3e0
made PriceMinMax filter for orderbook
2019-04-25 17:55:25 -05:00
Jake Norbut
52b762ee1c
miniob: when cursor in price and quantity, enter key commits
2019-04-25 16:29:57 -05:00
Eric Harding
dfd0cfc217
templatize mbo callbacks for older templates
2019-04-25 17:16:35 -04:00
Kevin Darby
aea02e212a
cleaned up cancel / reject messages
2019-04-25 16:36:07 -04:00
Kevin Darby
a94a66234a
ice puids
2019-04-25 15:57:04 -04:00
Jake Norbut
5c2fdf022c
mini ob - tab now cycles between price and qty when a row is selected
2019-04-25 14:51:11 -05:00
Kevin Darby
4cbbf6972a
add, update, remove orders work across logouts
2019-04-25 15:25:07 -04:00
Eric Harding
a123ac2ed8
Turn on MBO background processing
2019-04-25 15:14:27 -04:00
Jake Norbut
f374570907
fix for if qty is changed via update popup and the edit textbox does not reflect it; accidentally merged out
2019-04-25 13:49:54 -05:00
Eric Harding
ad4fd13189
MBO: Add seconary index to handle mbo change
2019-04-25 14:25:49 -04:00
Jake Norbut
8ea1243777
Merged SPARK-2306_miniob_nits into SPARK-1944-attach/detach/update
2019-04-25 13:17:32 -05:00
Jake Norbut
12141f6c1d
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2306_miniob_nits
2019-04-25 13:15:24 -05:00
John Colvin
d1a4ebda4c
SPARK-2293 / SPARK-2312 attach params grid needs 'modified' animations (like update grid)
2019-04-25 13:14:56 -05:00
John Colvin
5f76759c35
SPARK-2293 / SPARK-2311 attach algo dropdown should only show attachable algos
2019-04-25 12:55:55 -05:00
Jake Norbut
a1b32e3e6e
combine attach and detach columns into 1 column to rule them all, and in the darkness bind them
2019-04-25 12:25:08 -05:00
John Colvin
744bad2bb0
MaskIndexInt32 was not actually using maskable bits
2019-04-25 12:17:53 -05:00
John Colvin
5a1dd952d2
SPARK-2293 / SPARK-2310 clean up main context menu
2019-04-25 11:57:55 -05:00
John Colvin
98580746e0
SparkMenu - add 'group' property to SparkCommand, implement group style in ContextMenu
2019-04-25 11:57:55 -05:00
John Colvin
7c39f1318b
made AreEqualConverter (IMultiValueConverter)
2019-04-25 11:57:55 -05:00
John Colvin
28f8d62a1a
made methods EnumerableExtensions.CountAtLeast/Most
2019-04-25 11:57:04 -05:00
Jake Norbut
4436cf9b04
adding new col to keys
2019-04-25 10:48:18 -05:00
Jake Norbut
2cd19a7984
bus.post for price and size in one
2019-04-25 10:47:41 -05:00
Jake Norbut
f956ce1d2c
adding new Command that can change size and price in one operation
2019-04-25 10:46:59 -05:00
Jake Norbut
1e578a5c77
creating new CommitColumn; modifying OnCommit properties of other up/downs to be bound to new command
2019-04-25 10:46:27 -05:00
Jake Norbut
adaac94e9c
StaysOpen should be false (was turned on for debugging)
2019-04-25 10:45:34 -05:00
Jake Norbut
5832034208
adding new Commit column
2019-04-25 10:45:01 -05:00
Eric Harding
8a1180835c
MBO diagnostics/logging
2019-04-25 11:06:39 -04:00
Jake Norbut
d45366311a
abandon tinkering with this fix handles the bug
2019-04-25 08:49:28 -05:00
Jake Norbut
395463dee9
Debounce the OnPreviewMouseWheel
2019-04-25 08:48:27 -05:00
Jake Norbut
acfbf51209
abandoning TextBox ContentTemplate customization as the ScrollViewer bug is still present
2019-04-25 08:47:41 -05:00
Jake Norbut
9872e31a0a
adding handy utility function for Deboucning and Throttling
2019-04-25 08:46:01 -05:00
John Colvin
a80b650dcc
SPARK-2309 crash in synth editor when editing (typing) ticks
2019-04-24 22:42:56 -05:00
John Colvin
0051d7f9d8
SPARK-2308 Mass updates are not applying to all rows
2019-04-24 21:03:03 -05:00
John Colvin
8f69e687ec
SPARK-2305 It should not be possible to attach to orders that have live parents
2019-04-24 18:10:10 -05:00
Pedro Pinto
e0438c25b0
Added test helper.
2019-04-24 18:57:02 -04:00
Kevin Darby
caa9671c96
ids...
2019-04-24 18:37:45 -04:00
Pedro Pinto
2a2d3eddd3
Moved lean order to refactored API.
2019-04-24 18:23:25 -04:00
Pedro Pinto
bb14b8ca3d
Moved join, cover, iceberg to refactored API.
2019-04-24 17:43:31 -04:00
Jake Norbut
6768c5be02
trying styles
2019-04-24 16:30:17 -05:00
Pedro Pinto
80b19b616a
Added refactoring of order API, moved Top order to use it.
2019-04-24 14:46:53 -04:00
Eric Harding
f65f34c2fe
Limit returned MBOSnapshot size to avoid memory leaking
2019-04-24 14:12:50 -04:00
Kevin Darby
20eb3ed39d
matched Pedro's ICE deferred cancel / update for ice
2019-04-24 14:07:21 -04:00
Kevin Darby
772a898433
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-24 14:07:09 -04:00
Jake Norbut
98ab218b10
no rockers
2019-04-24 13:06:14 -05:00
Taha Afzal
ee67f14f25
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-24 11:50:26 -04:00
Taha Afzal
fb741fbf46
LeanOrder2 is mostly working, needs more tests
2019-04-24 11:50:08 -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
Pedro Pinto
d7fe1c43b7
Removed obsolete iceberg2
2019-04-24 08:39:41 -04:00
John Colvin
c402c898be
TableUpdate.ParentDependent - fix added iter
2019-04-23 22:59:16 -05:00
John Colvin
e6f4c9c1ad
TableUpdate.FilterWithRaw - remove temp diagnostic code added by accident
2019-04-23 22:59:16 -05:00
John Colvin
b6e86c1ffd
TableUpdate.ParentDependency - update the parent_to_children 'child' entry when a value changes
2019-04-23 22:59:16 -05:00
John Colvin
f18914764a
TableUpdate.ParentDepend - refactor TSource to T, 'o'(order) to 'v'(value)
2019-04-23 22:59:16 -05:00
John Colvin
7f600e361a
SPARK-2302 (+SPARK-2300) Mini OB refresh_is_attachable/detachable no longer being called
2019-04-23 21:49:08 -05:00
John Colvin
4a2edadf6d
in TableUpdate filter-pred-changed method, when old-pred == new-pred clear out table's changes before returning it
2019-04-23 21:49:08 -05:00
John Colvin
a32283a8bd
DictionaryHelper.empty should definitely not be mutable
2019-04-23 21:49:08 -05:00
John Colvin
a46e7e62cc
move (Sorted)SetMap into spark_core
2019-04-23 21:48:52 -05:00
Taha Afzal
9c465baac9
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-23 20:02:57 -04:00
Taha Afzal
d8f118cfe9
Lean adhering to the new API
2019-04-23 20:02:40 -04:00
Kevin Darby
b5997d326e
f# 64 bit ints, maybe
2019-04-23 18:22:44 -04:00
Kevin Darby
f8626f81cd
throwing this back to michael for int64
2019-04-23 18:14:14 -04:00
Kevin Darby
bc208d2421
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-23 17:22:26 -04:00
Kevin Darby
625ebcc762
got a fill
2019-04-23 17:21:52 -04:00
Michael Harding
8a53863218
Merge branch 'master' into spreader_test
2019-04-23 16:16:19 -04:00
Michael Harding
0a163badf0
SPARK-2289: Add MIFID fields to Spark Admin
2019-04-23 15:45:11 -04:00
Pedro Pinto
4cc61057d2
Removed bogus pause in iceberg.
2019-04-23 14:42:10 -04:00
Pedro Pinto
9fafc2d8b5
Minor refactoring
2019-04-23 14:32:51 -04:00
Pedro Pinto
0b7e3e2c17
Fixed a bug in the handling of failed attachment.
2019-04-23 14:32:34 -04:00
Kevin Darby
dea95455a0
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-23 13:28:45 -04:00
Kevin Darby
f0f5988abf
almost sending orders
2019-04-23 13:27:50 -04:00
Pedro Pinto
2e4413f44f
Made sim more resiliant to daily session reset.
2019-04-23 12:43:38 -04:00
Pedro Pinto
65056c7eef
Changing defaults in sim connection to try to connect forever.
2019-04-23 12:43:38 -04:00
Pedro Pinto
ccfdb6b7b5
Adding buffering of cancels/updates to native order.
2019-04-23 12:43:38 -04:00
Jake Norbut
d6da4e7a26
Defaulting many OB columns for Right alignment
2019-04-23 10:52:26 -05:00
Jake Norbut
2893233a03
adding some margin to Update button
2019-04-23 10:34:44 -05:00
Jake Norbut
0f3988c8e2
extend cancel ability to Disconnected orders
2019-04-23 10:13:02 -05:00
Michael Harding
db5f16985c
SPARK-2289: Remove IFUnset from ICEMics
2019-04-23 11:00:38 -04:00
Jake Norbut
47e272702c
adding helper function for joining banding path; more use of nameof in OBColumns instead of vanilla strings
2019-04-23 09:48:09 -05:00
Michael Harding
f0105867be
SPARK-2289: Implement Eric's Map suggestion
2019-04-23 10:03:58 -04:00
Michael Harding
2c0b314428
SPARK-2289: Additional ICE fields
2019-04-23 10:03:12 -04:00
Eric Harding
821274f544
Merge branch 'SPARK-2179-PIQ' of bitbucket.org:bluetradesys/spark into PIQachu
2019-04-23 09:48:54 -04:00
Jake Norbut
428a51b071
updating prosepctive quantity field when the quantity has changed underneath us
2019-04-23 08:22:47 -05:00
Eric Harding
ca6c0f984c
mbo bugfixes
2019-04-23 09:11:30 -04:00
Jake Norbut
19a9c27d9c
Merged 1944-miniob_update into SPARK-1944-attach/detach/update
2019-04-23 07:42:27 -05:00
Jake Norbut
45a4bcf8b5
fix merge
2019-04-23 07:41:49 -05:00
Jake Norbut
00c2ac4aeb
changing from button to dots; moving column
2019-04-23 07:39:32 -05:00
John Colvin
f03db0180b
MarketViewVM - 'size' cols should use UIntMinMax filter templates (not UShort)
2019-04-22 23:36:24 -05:00
John Colvin
95755f53a1
fix up TickUpDownNullableULong in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:31:03 -05:00
John Colvin
de5b0a4264
fix up TickUpDownULong in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:31:03 -05:00
John Colvin
f1f9503b3a
fix up TickUpDownNullableUShort in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:31:03 -05:00
John Colvin
c144631759
fix up TickUpDownUShort in the same manner as TickUpDownInt, UInt, etc.
2019-04-22 23:24:47 -05:00
John Colvin
9fafe6bae5
FilterTemplates.xaml - line endings
2019-04-22 23:05:22 -05:00
John Colvin
757fc0eab5
OperableHierarchicalCollection - reword some comments
2019-04-22 22:38:15 -05:00
John Colvin
227179087d
OperableHierarchicalCollection - in 'collapse_row,' return after removing continuous block (no need to continue enumeration)
2019-04-22 22:37:56 -05:00
John Colvin
33140fa901
OperableHierarchicalCollection - in 'collapse_row,' only call '_sync' if refresh is deferred
2019-04-22 22:25:18 -05:00
John Colvin
0d94377f36
OrderBookRowVM - need to pass 'is_expanded' prop name arg when calling 'Set' outside of the property setter
2019-04-22 22:18:43 -05:00
John Colvin
66b92c26a1
OperableHierarchicalCollection - actually Clear rows before re-adding on reset
2019-04-22 22:17:13 -05:00
John Colvin
c74941b9c1
remove obsolete OrderBookRowCollection
2019-04-22 17:53:04 -05:00
John Colvin
a705235a99
OrderBookVM - replace OrderBookRowCollection with new generic OperableHierarchicalCollection
2019-04-22 17:53:04 -05:00
John Colvin
6e5ae8b9e0
OrderBookRowVM implements IHierarchicalRow
2019-04-22 17:53:04 -05:00
John Colvin
df53c9810b
made OperableHierarchicalCollection
2019-04-22 17:53:04 -05:00
John Colvin
e84ea8b8e5
move 'RXOperableCollection' into spark_core, rename 'OperableCollection'
2019-04-22 17:53:04 -05:00
John Colvin
9e347a858c
move CollectionHelper into spark_core
2019-04-22 17:53:04 -05:00
John Colvin
f53b791703
SortedTree - 'Remove' returns bool
2019-04-22 17:53:03 -05:00
John Colvin
efa267d5fb
move I(ReadOnly)ObservableCollection into spark_core
2019-04-22 17:53:03 -05:00
John Colvin
fb1e60229e
OrderBookRowCollection - optimize expand/collapse all
2019-04-22 17:53:03 -05:00
John Colvin
00fa662883
SPARK-2196 OB filter
2019-04-22 17:53:03 -05:00
John Colvin
4ef8aaa689
DIYGrid - don't invoke SelectionChanged callback unless it is actually coming from the DIYGrid (i.e., not some random child control)
2019-04-22 15:56:23 -05:00
Kevin Darby
3cd74f33f1
changed trader login per Pedro
2019-04-22 16:51:28 -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
Jake Norbut
64164db22e
so that john can take a look
2019-04-22 14:59:22 -05:00
Eric Harding
d2a9d21700
Handle incremental MBO messages from cme
2019-04-22 15:26:50 -04:00
Kevin Darby
a6ee36f4bc
typo
2019-04-22 15:16:12 -04:00
Kevin Darby
9cadf635fb
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-22 14:42:10 -04:00
Kevin Darby
43e043b044
more ice
2019-04-22 14:41:39 -04:00
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
John Colvin
dfb2178fd8
TableUpdate.Filter extension supports null filters
2019-04-22 12:47:13 -05:00
John Colvin
2be2163b7e
DeferrableActionWrapper uses flags to support multiple actions
2019-04-22 12:47:13 -05:00
John Colvin
711ec49d88
move DeferrableActionWrapper into bts.utils namespace
2019-04-22 12:47:13 -05:00
John Colvin
710eaf5ef8
move DeferrableActionWrapper into spark_core
2019-04-22 12:47:13 -05:00
John Colvin
ccddf3b1cd
OrderBookRowVM doesn't need to derive from DisposableViewModelBase (keep it super light)
2019-04-22 12:47:13 -05:00
John Colvin
3aefa57578
OrderBookRowVM - fix typeo that excluded prop-name argument when reassigning is_expanded
2019-04-22 12:47:13 -05:00
John Colvin
ea4b330062
SPARK-2299 - Update panel modify/revert buttons stay enabled when they shouldn't
2019-04-22 12:41:32 -05:00
John Colvin
da6b7d5011
lazy init for DialogButtonStyle
2019-04-22 11:57:05 -05:00
Michael Harding
6bac75d7ab
SPARK-2289: Add ICE to Accounts in Spark Admin
2019-04-22 10:58:26 -04:00
Michael Harding
7ceb170c5f
SPARK-2289: Add ICE User data to Spark Admin
2019-04-22 10:36:35 -04:00
John Colvin
add897f4a6
fix QuantityMeasureControl visual state transition bug
2019-04-20 12:21:11 -05:00
Kevin Darby
47c7ee71b4
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-18 17:46:34 -04:00
John Colvin
5cb535e5df
OrderBookView - don't hide params when 0 rows selected (was conflicting with selected tab)
2019-04-18 16:39:29 -05:00
Jake Norbut
106c9a6922
refining is_detachable to not show for terminal orders; i bet taha was using a non attach/detach server when this came up
2019-04-18 15:57:30 -05:00
Jake Norbut
1c87d414e0
mini ob - adding red and green borders around attach detach buttons
2019-04-18 15:57:30 -05:00
Pedro Pinto
62b0f1938b
Moved Iceberg to new API.
2019-04-18 16:47:17 -04:00
Pedro Pinto
a7e04aa7b0
Fixed cover order bug.
2019-04-18 16:47:17 -04:00
Jake Norbut
aa9f81f5c9
mini ob - hide last change, show time, hide symbol
2019-04-18 14:56:55 -05:00
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
John Colvin
df18758643
OrderBookToolBar - fix VisualState transitions
2019-04-18 11:37:32 -05:00
John Colvin
b351fa9531
made Mouse/CheckedStateDefinitions modal
2019-04-18 11:37:32 -05:00
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
Pedro Pinto
5303d2fd89
Fixed a cover bug found by Brian.
2019-04-18 09:49:24 -04:00
Pedro Pinto
3e29427679
Beggining to move IB over to new API.
2019-04-18 09:07:30 -04:00
Pedro Pinto
d240b75b95
Improved AlgoOrder API.
2019-04-18 08:59:47 -04:00
Pedro Pinto
cb6621ac06
Cleaned up docs for AlgoOrder
2019-04-18 08:15:47 -04:00
John Colvin
cc1d796695
OrderBook - put modify/revert buttons directly beneath the params grid (requires less mouse movement)
2019-04-17 21:47:02 -05:00
John Colvin
ed6f2d1c28
OrderBookView - fix typeo in xaml element name
2019-04-17 21:42:06 -05:00
Jake Norbut
ff2d150dc4
restricting orders with piqs to just ladders for now
2019-04-17 17:33:46 -05:00
Kevin Darby
4f58452771
stop using legacy spread
2019-04-17 18:14:00 -04:00
Pedro Pinto
54d23ac2d3
By default attached orders are subscribed to.
2019-04-17 17:48:07 -04:00
Pedro Pinto
2348e1bf31
Refactor AlgoOrder, completed Cover order.
2019-04-17 17:41:53 -04:00
Kevin Darby
d5bf15cc36
ice secondary login
2019-04-17 17:12:25 -04:00
John Colvin
ad09a6ad4b
OrderBook wasn't restoring 'show_right_panel' when loading workspace
2019-04-17 15:24:58 -05:00
John Colvin
d8a47267f6
OrderBookRowCollection - remove unneccesary using, unify line endings
2019-04-17 13:10:54 -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
John Colvin
c882fb1018
SPARK-2292 OrderBook - make right panel toolbar buttons look like tabs in tab mode
2019-04-17 12:51:47 -05:00
John Colvin
5777685bf3
made RemainingDimensionConverter (will be used in OrderBookToolBar)
2019-04-17 12:51:46 -05:00
John Colvin
a1053cc41e
made new ModalStateDefinition class (will be used in OrderBookToolBar)
2019-04-17 12:51:46 -05:00
John Colvin
a934021a5a
CheckedStateDefinition - reset State when CheckableSource changes
2019-04-17 12:39:08 -05:00
John Colvin
24f5a54756
RadioButtonGroupManager - syntax change (don't needlessly wrap Action)
2019-04-17 11:20:59 -05:00
John Colvin
43af64b298
OrderBookToolBar - UseLayoutRounding=True
2019-04-17 11:16:18 -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
John Colvin
314bbd4f06
MouseStateDefinition - refresh visual state when MouseSource changes
2019-04-17 00:02:35 -05:00
John Colvin
e8adb8fc68
StateManger - remove 'AlwaysTransitionOnLoaded' hack, replace with real fix
2019-04-16 19:56:19 -05:00
John Colvin
49de685cd4
OrderBookVM - fix stackmode 'visible_components' bit arithmetic
2019-04-16 19:28:42 -05:00
Kevin Darby
9736541385
logon rejected; we're going places
2019-04-16 15:59:45 -04:00
Eric Harding
73c9be3bec
SPARK-2197 bugfix
2019-04-16 15:47:11 -04:00
John Colvin
d4ee0db19b
OrderBookView - in param grid ContextMenu, use grid.SelectedItem to get the target row
2019-04-16 14:24:49 -05:00
John Colvin
2171a31e5a
OrderBookVM - fix 'revert when selection becomes inactive' behavior
2019-04-16 14:23:09 -05:00
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
John Colvin
b35c52ae27
QuantityMeasureControl - visual state gets lost after the control is unloaded/(re)loaded
2019-04-16 13:15:17 -05:00
John Colvin
055e27f9aa
SPARK-2288 improve ladder startup performance
2019-04-16 13:15:17 -05:00
Kevin Darby
5591c8316d
about to send a login message
2019-04-16 13:18:39 -04:00
Michael Harding
6ad12e922c
Submit and confirm working spreader order
2019-04-16 13:03:36 -04:00
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
Pedro Pinto
489af5a703
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-16 11:23:49 -04:00
Jake Norbut
567edafe18
including the piq here on this new
2019-04-16 10:23:29 -05:00
Pedro Pinto
1f03f4b839
Moved JoinOrder to new API.
2019-04-16 11:22:58 -04:00
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
John Colvin
464dada0c2
OrderBook - param grid exits edit mode after committing modifications via the context menu
2019-04-15 23:44:12 -05:00
John Colvin
fb73752d5c
AlgoEditorGridView - change price control 'Value' binding UpdateSourceTrigger to 'PropertyChanged'
2019-04-15 23:19:38 -05:00
John Colvin
766c9d10c4
OrderBook - fix typeo in modify button tooltip
2019-04-15 23:02:16 -05:00
John Colvin
bd54a9fd01
OrderBookView - increase margin between modify/revert buttons
2019-04-15 23:01:39 -05:00
John Colvin
9ff4673935
OrderBook - contextmenu for params grid (Revert Param, Revert All, Commit All)
2019-04-15 20:08:02 -05:00
John Colvin
282771f9f5
OrderBook - revert edited values when user selects an inactive order
2019-04-15 20:04:54 -05:00
John Colvin
d60986c5f0
AlgoEditorGridView - ctrl+up/down arrow key increments/decrements value in TickUpDown cells
2019-04-15 20:04:54 -05:00
Pedro Pinto
12fc59af41
Added extra assert.
2019-04-15 18:25:12 -04:00
Pedro Pinto
19fca8304d
Simplified TopOrder, deleted TopOrder2.
2019-04-15 18:08:37 -04:00
Pedro Pinto
81a0e1376c
Refactored.
2019-04-15 13:43:40 -04:00
Pedro Pinto
6e5451e314
Moved top order to use new AlgoOrder API.
2019-04-15 13:33:21 -04:00
Pedro Pinto
a58d7b3a97
Added some documentation to AlgoOrder
2019-04-15 13:33:21 -04:00
Pedro Pinto
b7b0b46709
Added a new AlgoBase class that should serve as the new Order API
2019-04-15 13:33:21 -04:00
Pedro Pinto
ee4f74aad5
Cleaned up algos a bit.
2019-04-15 13:33:21 -04:00
Pedro Pinto
ab8d8b9717
Made NativeOrder cancel idempotent.
...
This makes AlgoBase simpler.
2019-04-15 13:33:21 -04:00
Pedro Pinto
669790f12f
Made attachment to disconnected orders illegal.
...
This seems sensible and it simpliefies AlgoOrder
2019-04-15 13:33:21 -04:00
Kevin Darby
a44d3a2c26
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-15 13:22:42 -04:00
Kevin Darby
dceb300324
Merge branch 'SPARK-2241-add-support-for-multi-char-me' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-15 13:20:56 -04:00
John Colvin
c5bd45a429
AlgoEditorGridView - focus TextBox in when QuantityMeasure cells enter edit mode
2019-04-15 11:32:58 -05:00
John Colvin
8ef977e468
OrderTypeVMBase - no need to raise definition_changed when 'editing_permissions' changes
2019-04-15 11:06:07 -05:00
Jake Norbut
d89f93c323
Adding MBOService as an export in gui
2019-04-15 11:05:40 -05:00
John Colvin
8d38f3aae5
OrderTypeVMBase - defer raising definition_changed during 'load_from()'
2019-04-14 23:00:24 -05:00
John Colvin
83b7c8ae8d
AlgoEditorGridView - shorten 'cross the market' tooltips
2019-04-14 22:30:19 -05:00
John Colvin
b71c5fb27d
SPARK-2275 / SPARK-2284 remove erroneous ToolTip binding AlgoTreeViewItemContainerStyleBase
2019-04-14 19:15:24 -05:00
John Colvin
c536300020
SPARk-2275 / SPARK-2283 remove animation binding in OrderBook's security column view_factory
2019-04-14 19:07:10 -05:00
John Colvin
37a054800b
SPARK-2275 / SPARK-2282 don't apply DialogSkirtButtonStyle to Save/Revert buttons in AlgoStudioView (dsb style assumes datacontext is DialogSkirtItem)
2019-04-14 19:02:17 -05:00
John Colvin
8ceb3a4c77
SPARK-2275 / SPARK-2281 use CastConverter on MouseSource/CheckableSource bindings
2019-04-14 18:56:49 -05:00
John Colvin
91146fdfb9
made simple CastConverter class (IValueConverter)
2019-04-14 18:51:39 -05:00
John Colvin
8f5ca8d783
SPARK-2275 / SPARK-2280 don't apply DialogSkirtButtonStyle to Save/Revert buttons in AlgoStudioView (dsb style assumes datacontext is DialogSkirtItem)
2019-04-14 18:51:38 -05:00
John Colvin
2364c1123c
SPARK-2275 / SPARK-2279 remove bad Background binding in DIYGrid's GridViewColumnHeader ControlTemplate
2019-04-14 18:12:55 -05:00
John Colvin
3b27f560fb
SPARK-2275 / SPARK-2278 remove erroneous Horizontal/VerticalContentAlignment bindings in 'AlgoTreeViewItemContainerStyleBase'
2019-04-14 18:12:42 -05:00
John Colvin
c741093ab9
SPARK-2275 / SPARK-2277 remove DIYGrid hidden edit-control (a vestige from AW2, unused in Spark)
2019-04-14 17:48:54 -05:00
John Colvin
405685ece3
SPARK-2275 / SPARK-2276 remove erroneous 'start_command' binding
2019-04-14 17:34:04 -05:00
John Colvin
6de078473b
SPARK-2208 / SPARK-2274 non-uniform price is displayed as '0,' should be '-'
2019-04-14 15:37:41 -05:00
John Colvin
f9a131a480
CommonValueMonitor - actually use 'default_value' param
2019-04-14 15:35:17 -05:00
John Colvin
16ba5c42ab
OrderBookToolBar - change 'IsTabStop=False' to 'IsFocusable=False' in RightPanel.MenuItem style (menu-items were stealing focus on hover)
2019-04-14 15:13:52 -05:00
John Colvin
0e892817bf
OrderBookToolBar - remove unselect-when-mouse-leaves trigger in ToolBarOverflowButtonStyle
2019-04-14 15:11:12 -05:00
John Colvin
0d01f7f365
SPARK-2269 UI Crash (null ref in EnumDescriptionConverter.Convert)
2019-04-14 15:00:41 -05:00
John Colvin
f67669a830
Ladder - clicking a favorite button that is already selected pops the selection back to the last algo that was selected via the dropdown
2019-04-14 14:56:11 -05:00
John Colvin
4f5ff80199
made 'SetStack' class and corresponding unit tests
2019-04-14 14:55:01 -05:00
John Colvin
c84b3c576b
SortedList - made 'RemoveAt' method
2019-04-14 14:39:32 -05:00
John Colvin
f4490623b3
rename GenericCollectionExtensions.cs -> EnumerableExtensions.cs
2019-04-14 11:44:18 -05:00
John Colvin
2b00c00459
move ObservableCollectionExtensions into its own file
2019-04-14 11:43:43 -05:00
John Colvin
7e5ea37782
remove unused HashSetExtensions class
2019-04-14 11:37:59 -05:00
John Colvin
9ad140d774
consolidate 2 DictionaryExtensions classes into 1
2019-04-14 11:21:45 -05:00
John Colvin
67a457cf98
(4/4) consolidate 2 CollectionExtensions classes into 1 - remove TryGetItem extension
2019-04-14 11:16:48 -05:00
John Colvin
e3305bc3f5
(3/4) consolidate 2 CollectionExtensions classes into 1 - move within_range methods/create ArrayExtensions class
2019-04-14 11:10:20 -05:00
John Colvin
171fcab814
(2/4) consolidate 2 CollectionExtensions classes into 1 - move SetItems method
2019-04-14 10:56:41 -05:00
John Colvin
0723f0ae1e
(1/4) consolidate 2 CollectionExtensions classes into 1 - move AddRange methods
2019-04-14 10:55:44 -05:00
John Colvin
c1d0c159af
consolidate 2 ListExtensions classes into 1
2019-04-14 10:35:28 -05:00
John Colvin
65ec3f6d0a
move GenericCollectionExtensions.cs into spark_core
2019-04-14 10:30:14 -05:00
John Colvin
009e709384
OrderBook - move RightPanel.MenuItem style to OrderBookToolBar.xaml, replace ControlTemplate triggers with VisualStates
2019-04-13 18:29:44 -05:00
John Colvin
c124e3dfd2
made new StateDefinitions: MouseStateDefinition, CheckedStateDefinition
2019-04-13 18:28:25 -05:00
John Colvin
c6f98630dc
RadioButtonGroupManager - factor out ToggleButton/MenuItem subscribe-checked impl
2019-04-13 18:26:27 -05:00
John Colvin
d270411578
SPARK-2208 / SPARK-2270 params grid should stretch to the width of the panel
2019-04-13 14:50:25 -05:00
John Colvin
eea68f438b
DataGridEditHelper - ignore usual togglebutton behavior when QuantityMeasureControl cell enters edit mode
2019-04-13 14:50:25 -05:00
John Colvin
575b2c0bb6
QuantityMeasureControl - made new ratio-checkbox ControlTemplate
2019-04-13 14:50:25 -05:00
John Colvin
e024edb6f7
QuantityMeasureCaseDisplayTextConverter - made public static convert method
2019-04-13 14:50:25 -05:00
John Colvin
ef4bcfb1b8
TickUpDown - set TemplateBindings for (Min/Max)Width props
2019-04-13 14:50:24 -05:00
John Colvin
94e5b8410c
AlgoEditorGridView - bbo price hyperlink cmds payup 'n' ticks if number key is pressed when clicked
2019-04-13 14:50:24 -05:00
John Colvin
9edb0f2b9c
TickUtils - tickup/down support negative input (just ticks in opposite direction)
2019-04-13 14:43:05 -05:00
John Colvin
440f0f1e85
DIYGridRowsPresenter - set 'IsTextSearchEnabled' to false (in default style)
2019-04-13 11:35:57 -05:00
John Colvin
707e6013cc
SPARK-2208 / SPARK-2271 params grid - make 'Enter' key behave like 'Tab'
2019-04-12 20:05:12 -05:00
John Colvin
80ee8d1afa
SPARK-2208 / SPARK-2272 params grid - get rid of 'Pen' cursor
2019-04-12 19:55:38 -05:00
John Colvin
9923cd4b9b
SPARK-2208 / SPARK-2273 keyboard shortcuts for modify/revert
2019-04-12 19:46:02 -05:00
John Colvin
3a4ec52766
replaced SparkWindowView.HeaderConverter with CommandHelper.DescriptionConverter (can be used w/ non-spark cmds as well)
2019-04-12 16:56:22 -05:00
John Colvin
00548ea6dd
AlgoEditorGridView - best bid/ask hyperlink tooltips don't say 'click to assign' when disabled
2019-04-12 16:11:10 -05:00
John Colvin
6e654049bd
AlgoParamRowVM - 'set_value_cmd' can only execute when param.permissions == 'ReadWrite'
2019-04-12 16:11:10 -05:00
John Colvin
71c94b8c8d
OrderBookVM - update algo param permissions when 'selected-orders-all-active' changes
2019-04-12 16:11:10 -05:00
John Colvin
cd9875f67a
add 'permissions_changed' event to IAlgoParamVM
2019-04-12 16:02:05 -05:00
John Colvin
4a118c76ac
ViewModelBase - overload 'Set' method to out previous value
2019-04-12 15:59:31 -05:00
John Colvin
8d263cdd37
remove redundant 'SubscribeHookLatest' method, redirect callers to 'SubscribeEach'
2019-04-12 13:55:02 -05:00
John Colvin
f56d1a570a
AlgoEditorGridView - 'Click to edit' tooltip
2019-04-12 13:55:02 -05:00
John Colvin
63dd6ea835
OrderBook/AlgoEditorGridView - display bbo in price/size param rows
2019-04-12 13:55:01 -05:00
John Colvin
6c19f959fa
initialize AlgoParamVM.has_value
2019-04-12 13:45:26 -05:00
John Colvin
c4a180f936
AlgoParamRowVM implements IEditableObject
2019-04-12 13:45:26 -05:00
John Colvin
2c272e936f
SPARK-2208 / SPARK-2266 remove price/size controls, add them as the first 2 param rows instead
2019-04-12 13:45:26 -05:00
John Colvin
55c859e928
OrderBook right panel toolbar should not have any tab stops
2019-04-12 13:45:26 -05:00
John Colvin
98411ad036
template selector infrastructure
2019-04-12 13:45:26 -05:00
John Colvin
d7719cf79c
AlgoEditorGridView - minor tweaks to streamline tab navigation editing
2019-04-12 13:45:26 -05:00
John Colvin
e7c606495b
AlgoEditorGridView - define price cell templates
2019-04-12 13:45:25 -05:00
John Colvin
73cc7ceec3
AlgoParamTemplateSelector - infrastructure for explicit/keyed templates (price cell needs this)
2019-04-12 13:45:25 -05:00
John Colvin
475d5e3ff1
DataGridEditHelper - refactor to use static 'OneOf.Match' (one-liner)
2019-04-12 13:45:25 -05:00
John Colvin
33f399893e
OneOf - made static Match() method
2019-04-12 13:45:25 -05:00
John Colvin
015be785e1
move AlgoParamVM into its own file
2019-04-12 13:45:25 -05:00
John Colvin
446a0175c6
ObservableAppendCollection implements IReadOnlyObservableCollection
2019-04-12 13:45:25 -05:00
John Colvin
a5a438976f
OrderBookView - remove unused resource in xaml
2019-04-12 13:45:25 -05:00
Taha Afzal
26f0593702
manual test for lean
2019-04-12 12:24:53 -04:00
Eric Harding
a376fe9e22
Fix pool_stats crash for the pool paupers
2019-04-12 09:56:28 -04:00
Taha Afzal
85c73783f3
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-11 17:24:25 -04:00
Taha Afzal
79ddb8ca16
new basic lean test
2019-04-11 17:24:20 -04:00
Michael Harding
3171ae0afb
Create a Synthetic Security
2019-04-11 16:06:59 -04:00
Jake Norbut
6f97ddd57d
Only create the Adorner when the SelectionMode is not Single
2019-04-11 14:06:24 -05:00
Jake Norbut
ce4f850cc4
DIYGrid - revert to previous select mode when on Multi SelectionMode grids
...
There are 2 reasons for this reversion.
John mentioned that when selecting many rows in MV, the scolling of selected rows progressively
worsened as more rows were selected.
Next, if you were selecting many rows in the grid by way of clicking and
then dragging your mouse over the bottom area of the window outside of
the actual grid, then releasing the mouse button while your mouse was
still outside of the grid, we would not select the pages of rows,
instead only the last one would be selected. This is different from how
the Adorner selection works now.
2019-04-11 14:06:24 -05:00
John Colvin
dfcef93882
SPARK-2208 / SPARK-2265 when editing multiple orders, ignore params with non-uniform values (use each order's current value)
2019-04-11 13:10:18 -05:00
John Colvin
667234b05b
convert some algo params/props to nullable<T>s (null indicates 'non-uniform-value' when mutliple orders are selected)
2019-04-11 13:10:18 -05:00
John Colvin
c2c460875d
check correct algo type and that child param exists for Dynamic case OrderDataHelper.get_child_algo_data
2019-04-11 12:53:19 -05:00
John Colvin
7df7d05628
move OrderDataHelper.cs and OrderUtils.cs into 'Orders' dir
2019-04-11 12:50:16 -05:00
Jake Norbut
61a4ade2f4
Merged in SPARK-2207 (pull request #213 )
...
SPARK-2207 mini ob ui review
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-04-11 16:54:40 +00:00
Jake Norbut
594c2e47b0
PR suggestion - Count() be gone
2019-04-11 11:43:57 -05:00
Jake Norbut
b6df4b64b8
test should actually return the right nodes
2019-04-11 11:17:55 -05:00
Jake Norbut
7190d949f5
PR suggestion - only get children when replace actually does something; add test
2019-04-11 11:14:11 -05:00
Jake Norbut
51db2e75f7
PR suggestion - One RaisePropertyChanged call FTW!
2019-04-11 10:10:12 -05:00
Eric Harding
7381088d6d
Remove unnecessary error log
2019-04-11 11:07:49 -04:00
Jake Norbut
992d56303c
PR suggestion - RaisePropertyChanged when non-terminal status changes, not indiscriminantly; great find john
2019-04-11 10:04:29 -05:00
Taha Afzal
84f249439c
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-11 10:56:51 -04:00
Taha Afzal
7d09a906c6
Updating the tests
2019-04-11 10:56:43 -04:00
Jake Norbut
80cb260082
PR suggestion - ort -> osam; just updating variable three-letter-acronym to match the actual type
2019-04-11 09:50:59 -05:00
Jake Norbut
fc47d16800
PR suggestion - Capitalizing 'K' in 'OK'
2019-04-11 09:31:20 -05:00
Eric Harding
5f9a421490
Additional logging for QueryServer::get_names error
2019-04-11 10:28:21 -04:00
Jake Norbut
ae237d36b6
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-11 07:27:15 -05:00
John Colvin
4182ab1093
OrderBook - fix order-params 'IsReadOnly' binding
2019-04-10 23:34:47 -05:00
John Colvin
9ba7b77a7a
SPARK-2250 OrderBook - put fills/ladder/params controls in separate tabs
2019-04-10 23:34:47 -05:00
John Colvin
c8adf1c972
RadioButtonGroupManager - support MenuItems as honorary 'checkable' toggles (they don't actually derive from ToggleButton)
2019-04-10 19:08:25 -05:00
John Colvin
05275c5d0d
OrderBookSettings - put 'right-panel' settings in their own class
2019-04-10 19:08:25 -05:00
John Colvin
3c5e7bfef9
move OrderBook settings classes into separate files
2019-04-10 19:08:25 -05:00
John Colvin
5724d13b7d
OrderBook - in 'attach' popup, don't animate 'is_dirty' since the user is creating a new order
2019-04-10 19:08:25 -05:00
Taha Afzal
0491b4b153
Top order test
2019-04-10 18:40:57 -04:00
Taha Afzal
dc1d045716
join basic test
2019-04-10 17:17:24 -04:00
Jake Norbut
484fb7b93f
SPARK-2261 - canceled orders from detachment no longer display as if they can be canceled
2019-04-10 16:13:44 -05:00
Jake Norbut
e7286856c9
SPARK-2260 - show edit mode for only non terminal orders
2019-04-10 16:06:04 -05:00
Jake Norbut
33804a8cb2
SPARK-2255 - middle click will now close an open mini ob
2019-04-10 15:16:26 -05:00
Jake Norbut
9f6a894ddf
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-10 14:57:33 -05:00
Jake Norbut
37160cc477
fix root node not updating after descendant detach
2019-04-10 14:53:50 -05:00
Jake Norbut
be7553956f
detach should detach on this rows parent, not the root of the tree
2019-04-10 14:21:02 -05:00
Jake Norbut
23a1eb323f
update is_attachable definition so that if an order is in a terminal state, then it is not attachable
2019-04-10 14:19:43 -05:00
Eric Harding
f7fd81f3af
Improve Servicetail
2019-04-10 14:47:50 -04:00
Jake Norbut
3d7f469708
popup should not stay open, leftover from debugging
2019-04-10 12:19:25 -05:00
Jake Norbut
0bf9939d17
SPARK-2259 - changing single Send Attached orders button to Ok and Cancel, and using the same DialogSkirt. Thx John for the help on this one, several nuances here in getting things just right
2019-04-10 12:17:19 -05:00
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
Taha Afzal
0da056f282
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-10 10:02:13 -04:00
Taha Afzal
129da00daa
Cover test
2019-04-10 10:02:03 -04:00
John Colvin
962f41b5d6
AlgoEditorGridView - for param cell 'write' templates, UpdateSourceTrigger=PropertyChanged
2019-04-09 17:16:10 -05:00
John Colvin
cdc0fee934
QuantityMeasureControl - internal bindings UpdateSourceTrigger=PropertyChanged
2019-04-09 17:16:10 -05:00
John Colvin
589227a97f
made TickUpDownUInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:10 -05:00
John Colvin
bde9f6e565
made TickUpDownNullableUInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:10 -05:00
John Colvin
7b6bab1767
made TickUpDownInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:09 -05:00
John Colvin
729cb5cddc
made TickUpDownNullableInt adopt the textbox behavior/implementation logic of TickUpDownDouble
2019-04-09 17:16:09 -05:00
John Colvin
220a4e6424
added TextUtils.RegexFilters.'SignedInteger' regex
2019-04-09 17:16:09 -05:00
John Colvin
37356b2b59
rename TextUtils RegexFilter.'Integer' -> 'UnsignedInteger' (it's always prevented negative numbers)
2019-04-09 17:16:09 -05:00
John Colvin
42ce4f1bf8
OrderBook - modify/revert buttons are not enabled until user changes a param
2019-04-09 17:16:01 -05:00
John Colvin
455515f658
added 'is_dirty_changed' event to IAlgoParamVM
2019-04-09 16:55:21 -05:00
John Colvin
ad61783e15
AlgoEditorGridView - replace 'AlgoVM' dp with three props: AlgoRoots, SelectedAlgoRoot, and ParamRows (the rows needed to move to the vm)
2019-04-09 16:55:10 -05:00
Jake Norbut
c8d958506c
SPARK-2257 - swap edit and checkbox locations in edit mode for better alignment than what we have now
2019-04-09 15:15:41 -05:00
Jake Norbut
c528685283
SPARK-2256 - ob to get a new OPP via create_common
2019-04-09 14:30:44 -05:00
Jake Norbut
4c6522d33d
SPARK-2256 - mini ob to get a new OPP via create_common
2019-04-09 14:30:36 -05:00
Jake Norbut
eb0930b140
SPARK-2256 - adding a create_common method so changes between OB and Mini OB are kept in sync
2019-04-09 14:30:23 -05:00
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
John Colvin
31105a1acb
add default constructor to CollectionViewSource
2019-04-09 14:07:09 -05:00
Eric Harding
a101a267ed
More consistent to call old previous for Change
2019-04-09 14:58:15 -04:00
Jake Norbut
f2421133cb
When DIYGrid is in Single SelectionMode, dragging the mouse should not crash it.
2019-04-09 13:57:06 -05:00
Jake Norbut
3fa291fa67
SPARK-2254 - change mini ob to Single SelectionMode
2019-04-09 13:56:08 -05:00
Jake Norbut
be3bdc44bc
SPARK-2253 - order attachability now excludes terminal orders that don't have parents
2019-04-09 13:35:48 -05:00
Pedro Pinto
d7faa92027
Updated cert secure logon file.
2019-04-09 14:11:37 -04:00
Pedro Pinto
ddb926d9fa
Added top, cover, lean to list of orders that can attach
2019-04-09 13:23:06 -04:00
Taha Afzal
7e4f70d046
removing the hard coded tick size
2019-04-09 12:29:08 -04:00
Jake Norbut
bb9b934ef4
Revert "tweaking row_vm attach/detach commands to be bulk-operation aware"
...
This reverts commit a34cd44967 .
2019-04-09 11:28:20 -05:00
Jake Norbut
a34cd44967
tweaking row_vm attach/detach commands to be bulk-operation aware
2019-04-09 11:15:07 -05:00
Taha Afzal
044d7725dc
simplified reporting
2019-04-09 12:12:15 -04:00
Jake Norbut
8f63db7d19
setting order_param property to true so that user can select algo
2019-04-09 10:53:53 -05:00
Jake Norbut
f0cd761559
Merged SPARK-2251 into SPARK-2207
2019-04-09 10:50:24 -05:00
Jake Norbut
22f8287359
assinging Attach button CommandProperty to new row_vm.attach_command
2019-04-09 10:48:29 -05:00
Jake Norbut
6dc979d35f
adding some comments regarding the attach button DataContext binding
2019-04-09 10:48:00 -05:00
Jake Norbut
e62b936fc5
adding an attach_command to the row_vm for mini ob binding
2019-04-09 10:47:12 -05:00
John Colvin
6c7867917d
AlgoEditorGridView - minor style tweaks
2019-04-09 09:41:19 -05:00
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
9d7093ff9d
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-09 09:32:26 -04:00
John Colvin
625c1cd5c8
OrderBook - in right panel, visible components must occupy the topmost rows (allows GridSplitters to be dragged freely)
2019-04-08 18:38:59 -05:00
Taha Afzal
250fd8f570
comments and variable name change
2019-04-08 18:50:01 -04:00
Jake Norbut
70ff4fa09d
Merged in SPARK-2245 (pull request #210 )
...
DIYGrid rows are selected on mouse move
2019-04-08 22:02:31 +00:00
Jake Norbut
79dbf11107
Merged SPARK-2247 into SPARK-2207
2019-04-08 16:59:24 -05:00
Jake Norbut
2e21b623a4
row_selectin_changed, sometimes event args are not OrderBookRowVM, so change Cast to OfType
2019-04-08 16:58:02 -05:00
Jake Norbut
64b5102f7e
Merged SPARK-2246 into SPARK-2207
2019-04-08 16:24:02 -05:00
Jake Norbut
f20d9b6ca9
remove vm level detach command; refactor detach orders method to allow operation over something other than selected_rows
2019-04-08 16:22:34 -05:00
Jake Norbut
51d02e215a
add detach_command to row_vm so that it does not require a grid selection
2019-04-08 16:21:06 -05:00
Jake Norbut
8d6b7d3b2f
MiniOB detach is now hooked to detach on row_vm
2019-04-08 16:20:12 -05:00
Pedro Pinto
84b9ca3096
Added jetfix suppport for multi char message types.
2019-04-08 17:07:40 -04:00
Taha Afzal
c9e61c588e
deleted all def cons
2019-04-08 15:46:14 -04:00
Taha Afzal
87ad211a82
deleting == operator on the order
2019-04-08 15:22:07 -04:00
Taha Afzal
377c1c5890
Moved status calls into SpreaderChildOrderState, and made QHOOrderManager call them
2019-04-08 15:00:22 -04:00
Pedro Pinto
17e9f1ea96
Ran clang-format.
2019-04-08 13:43:20 -04:00
Taha Afzal
a3ac5c2519
Added more asserts, and introduced pruning
2019-04-08 13:22:40 -04:00
Jake Norbut
79646bb941
OB rows are selected as the mouse moves intsead of on mouse up; adorner region is no longer drawn
2019-04-08 11:35:27 -05:00
Jake Norbut
6804d4f605
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-08 09:53:54 -05:00
Pedro Pinto
e7bfd07c0d
Merged with master
2019-04-08 10:45:00 -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
a7ae1a89ac
OrderBook - hook up mini fills grid sorting/filter settings
2019-04-07 21:02:40 -05:00
John Colvin
90499bd9fa
OrderBookVM - remove unused '_state' field
2019-04-07 18:47:04 -05:00
John Colvin
8e73069a2e
OrderBookView - mini fills grid DataContext needs to be fills vm container, else sorting doesn't work
2019-04-07 18:34:48 -05:00
John Colvin
b3fe85a95a
ObservableFilterCollection - fix 'get_insertion_index()'
2019-04-07 18:30:42 -05:00
John Colvin
9862eb88bb
FillsVMContainer - columns wrapper and internal fillsvm columns reflect each other's changes (full duplex)
2019-04-07 18:29:43 -05:00
John Colvin
5497f74534
OrderParamsPanel - price and size entry control arrow key navigation is Ctrl+arrow (plain arrow ticks up/down)
2019-04-07 15:43:03 -05:00
John Colvin
c8da0fb6c7
SPARK-2208 / SPARK-2239 add a 'Revert' button to discard pending edits
2019-04-07 15:17:39 -05:00
John Colvin
f6aa45168f
AlgoEditorGridView - param cell 'Pen' cursor
2019-04-07 13:04:34 -05:00
John Colvin
b4c846a170
SPARK-2185 Algo update modified parameters
2019-04-07 12:53:06 -05:00
John Colvin
840bb983af
AlgoEditorGridView - forgot to define 'NullableIntTemplate' in xaml
2019-04-07 12:52:20 -05:00
John Colvin
d6888aa2e9
TriggerOrderVM - made 'is_timout_checked' and 'is_priceout_checked' nullable bools
2019-04-07 11:40:09 -05:00
John Colvin
4652c3006f
AlgoEditorGridView - made nullable bool param cell template
2019-04-07 11:39:31 -05:00
John Colvin
0ef0d6c238
OrderParamsPanel - diy arrow-key navigation (default TraversalResquests were all over the place)
2019-04-07 11:27:27 -05:00
Kevin Darby
946ec36840
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-06 22:18:21 -04:00
John Colvin
e24ba90096
PriceEntryControl - enable arrow-key traverse
2019-04-06 14:52:36 -05:00
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
John Colvin
f436471c70
OrderBook - remove some tab stops to streamline keyboard navigation
2019-04-06 14:23:15 -05:00
John Colvin
8c1e43e9c8
Badge - override 'IsTabStop' property metadata, default to false
2019-04-06 14:21:26 -05:00
John Colvin
7395be6ea4
OrderBook - default settings for mini fills grid
2019-04-06 13:27:48 -05:00
John Colvin
64be45e01c
fix FillsWindow default 'Size' column header typeo (was 'Side')
2019-04-06 13:27:48 -05:00
John Colvin
9b6ac5dfe9
OrderBook - hide 'save as defaults' button in mini fills grid settings dialog
2019-04-06 13:27:48 -05:00
John Colvin
825651c274
DIYGrid - stretch column header content when no operators (filter/sort) are active
2019-04-06 13:27:48 -05:00
John Colvin
7789748210
DIYGrid - set GridViewColumnHeader background to transparent to remove mouse-hover 'dead zone' (no visual feedback)
2019-04-06 13:27:48 -05:00
John Colvin
ae20a98577
DIYGridResources.xaml - normalize spacing (not actual code change)
2019-04-06 13:27:48 -05:00
John Colvin
c1fd5a5d27
when OrderBook is closed, mini fills grid settings dialog is closed as well
2019-04-06 13:27:40 -05:00
John Colvin
cceb3bd147
Grid Settings Dialog - made 'ActionMenu' thinner and reduced vertical margin between it and main content
2019-04-06 10:14:55 -05:00
John Colvin
bdc0e529f7
OrderBook - hook up fills grid settings
2019-04-05 23:29:51 -05:00
John Colvin
ddf22c09a6
OrderBook - refactor 'fills_slave_grid' members to 'fills'
2019-04-05 23:12:32 -05:00
John Colvin
d4ed08c104
TriggerOrderVM can represent non-uniform values
2019-04-05 22:17:05 -05:00
John Colvin
5a77bb31ce
DynamicOrderParamVMs can represent non-uniform values
2019-04-05 22:09:35 -05:00
John Colvin
8f287e939b
AlgoEditorGridView - added string param template
2019-04-05 19:32:48 -05:00
John Colvin
23dbb51e4b
AlgoEditorGridView - alphabetize param cell templates
2019-04-05 19:32:48 -05:00
John Colvin
1ee035e865
made 'ValueSubstitutionConverterWrapper' (IValueConverter)
2019-04-05 19:32:48 -05:00
John Colvin
9b4a4a9698
ValueMap uses KeyedCollection for quick lookups (was using flat list)
2019-04-05 19:32:48 -05:00
John Colvin
259c0164ba
added new 'KeyedCollection' class and corresponding unit tests
2019-04-05 19:32:48 -05:00
John Colvin
55bdeea2f0
DynamicOrderVM - enumerated params cannot assign null to 'EnumValue' in protobuf
2019-04-05 19:32:48 -05:00
John Colvin
a5e2ff48c2
OrderBookView - OrderParamsPanel goes into 'readonly' mode (instead of begin completely disabled) when non-working orders are selected
2019-04-05 19:32:48 -05:00
John Colvin
a7a07687d6
OrderParamsPanel - added IsReadOnly dp, and corresponding VisualState
2019-04-05 19:32:48 -05:00
John Colvin
3fe0306864
AlgoEditorGridView - added IsReadOnly dp, and corresponding VisualState
2019-04-05 19:32:48 -05:00
John Colvin
f76aed7671
SPARK-2208 / SPARK-2240 show '-' for params with non-uniform values (from multiple selected orders)
2019-04-05 19:32:48 -05:00
Kevin Darby
11425a898f
honing in on simice
2019-04-05 17:58:28 -04:00
Kevin Darby
d0029e7f88
sim doesn't crash, but doesn't give exec reports either
2019-04-05 17:39:04 -04:00
Pedro Pinto
7d7ddf53d9
Cover supports attach/detach/update.
2019-04-05 17:34:42 -04:00
Kevin Darby
bdbdda947f
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-05 15:51:51 -04:00
Kevin Darby
f88ab57fa0
got the basic structure down, still waiting on ICE for a few things
2019-04-05 15:49:37 -04:00
Pedro Pinto
81394135f6
merged master
2019-04-05 14:23:12 -04:00
Pedro Pinto
bd2c2d6aa8
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-05 14:22:25 -04:00
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
John Colvin
692010528a
OrderParamsPanel - fix 'ShowBBO' visual state binding
2019-04-05 10:20:48 -05:00
John Colvin
8074cabba1
AlgoEditorGridView - 'Algo' label text VerticalAlignment=Center
2019-04-05 10:19:19 -05:00
Pedro Pinto
5e1e2d7812
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-05 11:12:11 -04:00
John Colvin
510e6008b6
OrderBookVM - attach_vm should not load params for the selected order (just default to iceberg)
2019-04-05 09:18:11 -05:00
Pedro Pinto
c23a3ee626
Cover
2019-04-05 10:02:43 -04:00
Pedro Pinto
28cfa8ca29
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-04-05 09:10:15 -04:00
John Colvin
15a36fb40a
changed QuantityMeasureTextConverter text for null/none
2019-04-04 23:24:49 -05:00
John Colvin
ac11c76829
LeanOrderVM - 'trade toward behavior' and 'max chase ticks' are nullable props
2019-04-04 23:23:25 -05:00
John Colvin
e9dc0f05dc
AlgoEditorGridView - nullable enum and uint param-cell templates
2019-04-04 23:21:27 -05:00
John Colvin
82d8a45d87
AlgoEditorGridView - enum template ComboBox ItemTemplate is EnumDescriptionTemplate
2019-04-04 23:10:50 -05:00
John Colvin
98b1193619
IAlgoVM - implement 'load_many' (OrderBook will use to aggregate selected order params)
2019-04-04 22:32:23 -05:00
John Colvin
0f0d300edc
fix CommonValueGroupMonitor (need to maintain ref counts of equivalent values)
2019-04-04 22:28:34 -05:00
John Colvin
fee59c5e90
RefCountMap - overload increment/decrement methods to accept 'count' arg
2019-04-04 21:56:21 -05:00
John Colvin
0142b24884
RefCountMap - actually pass the key-comparer to the dictionary
2019-04-04 21:52:15 -05:00
John Colvin
3936783d74
OrderBookVM/View - refactor modify/attach 'algos' members to modify/attach 'orders'
2019-04-04 18:16:24 -05:00
John Colvin
4e3bdad812
QuantityMeasureControl - change QuantityMeasure prop to nullable QuantityMeasureImmutable
2019-04-04 18:16:23 -05:00
Taha Afzal
6c7c84edd7
Merge branch 'master' into queue_holder_order
2019-04-04 17:44:34 -04:00
Taha Afzal
1a36af2922
removed QHOOrderManager::SubOrder
2019-04-04 17:17:56 -04:00
Jake Norbut
5b6a7844e3
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2207
2019-04-04 15:40:59 -05:00
John Colvin
3492bcdbd5
accidentally overwrote fix for grid-settings-manager crash in miniob (re-applying)
2019-04-04 15:37:38 -05:00
Pedro Pinto
96f1066a56
Cover.
2019-04-04 16:18:56 -04:00
Jake Norbut
1d2682224f
fixing merge with main attach/detach branch
2019-04-04 14:52:23 -05:00
Jake Norbut
cc4a9511b5
Merged SPARK-2237 into SPARK-2207
2019-04-04 14:45:57 -05:00
Jake Norbut
5e245dff8c
OrderBookRowCollection now uses the Tree overrides that provide children, for iteration over said children for refreshing of attach/detach
2019-04-04 14:43:08 -05:00
Jake Norbut
6bb9374103
adding get_parent method
2019-04-04 14:41:49 -05:00
Jake Norbut
fb5466d6e6
removing use of can_detach from row_vm.update
2019-04-04 14:40:13 -05:00
Jake Norbut
f57013d9b5
refining is_attach/detachable; adding refresh attach/detach
2019-04-04 14:39:33 -05:00
Jake Norbut
d25a5e3e3c
OBVM can now lookup a row's parent
2019-04-04 14:35:18 -05:00
Jake Norbut
67f64de7fd
refining detach_selected_algos to use is_detachable rather than can_detach
2019-04-04 14:30:28 -05:00
Taha Afzal
a3a789568c
better qty management
2019-04-04 15:28:47 -04:00
Jake Norbut
120d2bbee5
binding attach_button visibility to our new property
2019-04-04 14:28:02 -05:00
Jake Norbut
4a5dc21427
adding Insert and TryReplace overloads that return the associated child collection as an out parameter
2019-04-04 14:20:14 -05:00
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
Michael Harding
c1fe0b3191
SPARK-2066: Create book and common setup
2019-04-04 11:56:05 -04:00
John Colvin
d00d92dac9
SPARK-2208 / SPARK-2238 remove Account and TimeInForce controls since they cannot be modified
2019-04-04 10:48:59 -05:00
Eric Harding
71d2e01187
SPARK-2197 Add some MBO stats logged every 5 minutes
2019-04-04 11:18:15 -04:00
Michael Harding
a071b974c8
Merge branch 'master' into system_tests
2019-04-04 10:23:50 -04:00
Jake Norbut
ba7261e062
Merged SPARK-2236 into SPARK-2207
2019-04-04 07:53:38 -05:00
Jake Norbut
786f4253b9
adding GetParent unit test
2019-04-04 07:50:52 -05:00
Jake Norbut
aade53eaeb
Adding GetParent to SortedTree
2019-04-04 07:50:26 -05:00
John Colvin
25a1d86eec
OrderBookVM - right panel automatically shows order params if everything
...
is hidden when opened
2019-04-03 23:44:49 -05:00
John Colvin
b4d36c8104
OrderBook - mini ladder auto scroll behavior
2019-04-03 23:38:32 -05:00
John Colvin
7507595bb9
minor style changes to OrderParamsPanel and AlgoEditorGridView
2019-04-03 22:27:57 -05:00
John Colvin
a47e34a5b6
SPARK-2208 / SPARK-2235 hide column headers in algo editor grid
2019-04-03 20:48:56 -05:00
John Colvin
0e52613e47
OrderBookRowVM - add a couple more columns to the 'invalidate/dirty' mask
2019-04-03 20:39:44 -05:00
John Colvin
cd4c3ae99f
OrderBookVM - refresh algo-param-rows when user changes selecttion to a row with the same algo structure
2019-04-03 20:39:44 -05:00
John Colvin
8cd8b85022
made CommonValueGroupMonitor (will be used by OrderBookVM)
2019-04-03 20:39:44 -05:00
John Colvin
a26b44b2cc
SetMap implements IReadOnlyDictionary (was only a few methods short)
2019-04-03 20:19:57 -05:00
John Colvin
11652ac021
SPARK-2209 / SPARK-2231 Remove all controls in the top of panel except for price and quantity
2019-04-03 18:50:47 -05:00
John Colvin
861ea5b426
TickUpDown - changed ControlTemplate root to a Border (was a Grid, which caused alignment issues in parent layouts)
2019-04-03 18:50:47 -05:00
Kevin Darby
36442a037e
more ice
2019-04-03 17:12:52 -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
John Colvin
1b731a852a
OrderBook - added current row description tooltip/hint text in right panel
2019-04-03 14:14:46 -05:00
John Colvin
730cf023aa
OrderBookView.xaml.cs - remove unused IValueConverter
2019-04-03 13:53:45 -05:00
John Colvin
7e88ffa5bf
SPARK-2208 / SPARK-2229 don't indent param rows
2019-04-03 13:46:42 -05:00
John Colvin
1885cef7f1
AlgoEditorGridView.xaml.cs - remove unused dp
2019-04-03 13:46:42 -05:00
John Colvin
162ae01605
OrderBook - in right panel, convert 'show blah' checkboxes to a toolbar-style menu
2019-04-03 13:46:42 -05:00
John Colvin
52e0c9c7b6
OrderBookVM - rename a couple private fields
2019-04-03 13:46:42 -05:00
John Colvin
2b7135d421
OrderBook - apply initial min height for right panel controls (order params, ladder, fills)
2019-04-03 13:46:42 -05:00
John Colvin
f60435eb32
SPARK-2209 / SPARK-2212 do not allow change of structure in attach params (hide child nodes)
2019-04-03 13:46:42 -05:00
John Colvin
c0155047a8
made DoubleSubtractionConverter (IValueConverter) and DoubleDynamicSubtractionConverter (IMultiValueConverter)
2019-04-03 13:46:42 -05:00
John Colvin
fe50e40524
rename IntGreaterThanToBoolConverter -> IntGreaterThanConverter
2019-04-03 13:46:42 -05:00
John Colvin
198fd145e7
IntSubtractionConverter - ValueConversion attribute specified wrong types
2019-04-03 13:42:33 -05:00
John Colvin
045e0bc421
LadderSettings - default row height was clipping badges
2019-04-03 13:42:33 -05:00
John Colvin
4b8d66de97
OrderBookView - 'Modify Orders' button tooltip
2019-04-03 13:42:33 -05:00
John Colvin
45a4c966de
OrderBook - touch up 'current row description' atop the right panel
2019-04-03 13:42:32 -05:00
John Colvin
d18194c64f
OrderBookGridView.ColumnKeys - use bit/flag values
2019-04-03 13:42:32 -05:00
John Colvin
b535a855a5
OrderBook - show tooltips when mini ladder is inactive due to non-singular security selection
2019-04-03 13:42:32 -05:00
John Colvin
9a1e6c92f0
CommonValueMonitor - added 'plurality_changed' event, corresponding 'SubscribePluralityThrottled()' extension
2019-04-03 13:42:32 -05:00
John Colvin
5852827b98
OrderBook mini ladder - set 'CanUserSendOrders' to false
2019-04-03 13:42:32 -05:00
John Colvin
912ddf3a2a
Ladder/MiniLadder - added 'CanUserSendOrders' dp, when false a 'No' cursor is displayed over bid/ask columns
2019-04-03 13:42:32 -05:00
John Colvin
fa840eb0ac
PopupAdorner - implement ClipToBounds behavior
2019-04-03 13:42:32 -05:00
John Colvin
e368468ffa
OrderBook - add 'MiniLadderView' to right panel
2019-04-03 13:42:32 -05:00
John Colvin
3ef87df0bc
LadderGridHost - clear visuals when DataContext is null
2019-04-03 13:42:32 -05:00
John Colvin
036f53c849
create 'MiniLadderView' (will be added to OrderBook's right panel)
2019-04-03 13:42:32 -05:00
Jake Norbut
d0f35657ca
Merged SPARK-2230 into SPARK-2207
2019-04-03 12:56:25 -05:00
Jake Norbut
1e55443415
hiding detach button appropriately
2019-04-03 12:54:59 -05:00
Jake Norbut
db31a4201c
adding is_detachable property to row vm
2019-04-03 12:54:20 -05:00
Jake Norbut
22665958ca
narrowing can_detach criteria
2019-04-03 12:53:50 -05:00
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
5969568dee
ice native order
2019-04-02 17:36:12 -04:00
Kevin Darby
96265ea187
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-02 17:34:54 -04:00
Pedro Pinto
cdd3afd1ee
Code review commit.
2019-04-02 16:47:48 -04:00
Pedro Pinto
992a023bde
Merged with master
2019-04-02 16:38:54 -04:00
Pedro Pinto
eb053ee99d
Cleaned up algos.
2019-04-02 16:36:24 -04:00
Kevin Darby
9676b1fdca
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-02 16:21:51 -04:00
Pedro Pinto
55ee293f96
Ice clang build fixes.
2019-04-02 16:18:29 -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
Jake Norbut
fd3e98bca7
Merged SPARK-2226 into SPARK-2207
2019-04-02 13:51:36 -05:00
Jake Norbut
449731fb35
switch attach/detach buttons in mini_ob to same as those use in ob
2019-04-02 13:49:43 -05:00
Pedro Pinto
f0199a0bd4
Lean order seems complete.
2019-04-02 14:08:18 -04:00
Pedro Pinto
1f0b71353d
Merged
2019-04-02 13:15:05 -04:00
Pedro Pinto
1cfdd5e86f
Cleaned up lean order
2019-04-02 13:13:57 -04:00
Eric Harding
df14522433
SPARK-2204 QueryServer api
2019-04-02 13:07:42 -04:00
Jake Norbut
f9ea4c23d8
Merged SPARK-2210 into SPARK-2207
2019-04-02 11:27:03 -05:00
Jake Norbut
fb024ea3c2
changing attach ui from being in a ContextMenu to a Popup b/c of focus interaction issues w/ the new attach ui
2019-04-02 11:07:42 -05:00
Jake Norbut
d02e9cf0f9
removing ContextMenu customization since we're switching to a standard Popup
2019-04-02 11:05:43 -05:00
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
f09607caaf
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-04-02 09:32:24 -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
Pedro Pinto
96ac0f30ca
Merged
2019-04-02 08:50:27 -04:00
Kevin Darby
556132c2dd
ice exec moving along
2019-04-01 18:11:48 -04:00
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
John Colvin
3b18791e90
SPARK-2209 / SPARK-2211 move attach ui to popup
2019-04-01 11:04:11 -05:00
John Colvin
c57bd6a1a9
change OrderParamsPanel ControlTemplate root to Border (enables Padding/BorderThickness etc.)
2019-04-01 11:04:11 -05:00
John Colvin
1fd45a39ac
PopupAdorner - add 'OpenRelativeToMouse' property/functionality (in adv. of AttachOrders popup)
2019-04-01 11:04:11 -05:00
John Colvin
60fdc57490
OrderBook - rename 'algo_editor_is_visible' to 'show_right_panel'
2019-04-01 11:04:11 -05:00
John Colvin
de73443303
move LadderWindowFactory to Ladder dir
2019-04-01 11:04:11 -05:00
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
Taha Afzal
9c4e1b5250
fixing build
2019-04-01 09:48:01 -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
John Colvin
a37b514af7
finally move Ladder dir to Modules/Trading/
2019-03-31 10:44:56 -05:00
Pedro Pinto
19f54e23f4
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-29 17:54:38 -04:00
Taha Afzal
76466e83f0
changing hedger addiiton log from error to info
2019-03-29 17:26:36 -04:00
Kevin Darby
a22b7b7189
more ice
2019-03-29 16:52:50 -04:00
Jake Norbut
a2c11f2572
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-29 15:13:55 -05:00
Jake Norbut
1a491351a8
fix size preset binding
2019-03-29 15:13:48 -05:00
John Colvin
5d28d619f9
OrderParamsPanel - remove noisy tab stops
2019-03-29 15:11:21 -05:00
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
John Colvin
15915ce7b2
SparkWindowView.xaml - unify spacing/tab size
2019-03-29 14:08:30 -05:00
John Colvin
1b53e5833e
consolidate common SparkCommand keygestures into static class 'SparkCommands.KeyGestures'
2019-03-29 14:08:30 -05:00
John Colvin
ef32988e36
OrderBookVM - in 'row_selection_changed(),' defer updates from common-vals monitor until all changes have been processed
2019-03-29 14:08:30 -05:00
John Colvin
4840d694ce
CommonValueMonitor - add method to defer updates (useful for bulk changes)
2019-03-29 14:08:30 -05:00
John Colvin
f1acc0c6b9
AlgoStructureKey - null check '_structure' member in Equals/GetHashCode impl
2019-03-29 14:08:30 -05:00
Jake Norbut
a26c6127d0
Merged in SPARK-2186 (pull request #200 )
...
SPARK-2186 - detach at child
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-03-29 19:06:17 +00:00
Jake Norbut
241efe6a24
perfect use case for ?.
2019-03-29 14:04:17 -05:00
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
John Colvin
cb5e0503f7
fix tab switch
2019-03-29 10:41:44 -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
Pedro Pinto
1b1fbef655
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-29 09:17:37 -04:00
John Colvin
65f982c5ad
Keyboard shortcuts - Ladder, Ticket, Fills, and Create Synth
2019-03-28 22:48:17 -05:00
John Colvin
4957727877
AlgoEditorView - streamline tab navigation
2019-03-28 22:16:42 -05:00
John Colvin
0366082e8e
fix auto-abbreviations for algo types
2019-03-28 16:12:05 -05:00
Pedro Pinto
5139e50cf2
Made some progress on lean order with attach/detach/update.
2019-03-28 16:51:20 -04:00
John Colvin
459255f20f
temp fix for infinite-loop during login (disabled auto-abbreviations for algo types)
2019-03-28 15:51:14 -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
Kevin Darby
8e41a42ced
more ice
2019-03-28 16:18:10 -04:00
Jake Norbut
635163c895
hiding exch, start pnl, total net pos, and total net pnl by default
2019-03-28 15:03:54 -05:00
John Colvin
5eb890844d
added config to disable 'FixNestedScrolling' behavior (in case there is some unforseen problem, as this affects every ScrollViewer in our App)
2019-03-28 13:55:27 -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
John Colvin
31d2adade7
AlgoEditorGridView - in DataGrid, set VirtualizingPanel.ScrollUnit='Pixel' so it scrolls smoothely when spreader order strategy params are expanded
2019-03-28 13:45:40 -05:00
John Colvin
c22d1eeeee
generic.xaml - add ScrollViewer default style with ScrollViewerCorrector.FixNestedScrolling='True'
2019-03-28 13:45:31 -05:00
John Colvin
6ee4aea794
made attached dp 'ScrollViewerCorrector.FixNestedScrolling' to prevent nested ScrollViewers from eating MouseWheel events (effectively blocking parents from scrolling)
2019-03-28 13:45:11 -05:00
John Colvin
eef792d148
made ThreadStaticActivator util (a static generic class that creates ThreadStatic instances)
2019-03-28 13:38:20 -05:00
John Colvin
247a41de23
AlgoEditorGridView.xaml - remove commented-out garbage xaml
2019-03-28 13:38:20 -05:00
Jake Norbut
1892fcec69
Adding DetachColumn to mini ob
2019-03-28 12:26:34 -05:00
Jake Norbut
1d1423494b
adding new DetachColumn
2019-03-28 12:26:34 -05:00
Jake Norbut
e1c1ce78eb
adding Detach as possible enum value
2019-03-28 12:26:33 -05:00
Jake Norbut
e4880a6715
Adding detach_command for easy binding
2019-03-28 12:26:33 -05:00
Jake Norbut
8716fff482
Adding Detach to DefaultColumnHeaders
2019-03-28 12:26:33 -05:00
John Colvin
6c9e05b9eb
SPARK-2183 Algo update (Tree vs Sequential layout)
2019-03-28 11:52:32 -05:00
John Colvin
c0a69f26a2
made TimeConverter in advace of AlgoEditorGridView (will be used by various time-related param DataTemplates)
2019-03-28 11:52:32 -05:00
John Colvin
544ddff37f
made EnumItemsSourceConverter in advance of AlgoEditorGridView (will be used by enum param DataTemplate)
2019-03-28 11:52:32 -05:00
John Colvin
81ed77d4c9
made ObservableAggregateCollection.Aggregator more robust by changing impl from IList<ObservableCollection<T>> to IList<(IReadOnlyCollection<T>,INotifyCollectionChanged)>
2019-03-28 11:52:32 -05:00
John Colvin
c4f29bd2cf
made 'block_reentrancy()' extension method for IProperty<T> (blocks reentrancy in value setter)
2019-03-28 11:52:32 -05:00
John Colvin
ee498f1ad0
VisualDictionary - fix typeo in index setter, remove 'ICollection' casts in CopyTo/Remove(KeyValuePair) methods
2019-03-28 11:52:32 -05:00
John Colvin
a899a225a4
made IReadOnlyObservableCollection<T> covariant
2019-03-28 11:52:31 -05:00
John Colvin
75d7ee1827
abbreviate algo types - hard coded abbrevs for known types, logical abbrevs for dynamic types
2019-03-28 11:52:31 -05:00
John Colvin
8d02819060
TabItem should not be Focusable, nor a TabStop
2019-03-28 11:52:31 -05:00
John Colvin
8eeca4a9ba
GridLengthConverter - add 'Multiplier' property in advance of new 'AlgoEditorGridView' (need to indent content by n pixels per hierarchical level)
2019-03-28 11:52:31 -05:00
John Colvin
45cfcd2c3d
made 'QuantityMeasureTextConverter' in advance of new 'AlgoEditorGridView' (will need display text for QuantityMeasure param cells)
2019-03-28 11:52:31 -05:00
John Colvin
20ddc43a2e
OrderTypeItem - internal 'Badge' control should not be Focusable, nor a TabStop
2019-03-28 11:52:31 -05:00
John Colvin
1325d388ca
DataGridExtensions - made TryGetRowView/TryGetCurrentRowView extension methods
2019-03-28 11:52:31 -05:00
John Colvin
085f309e1f
ViewModelBase - Property/UserProperty implement new interfaces IProperty/IUserProperty respectively
2019-03-28 11:52:31 -05:00
John Colvin
fa95ac6bfd
ProtoHelper - made generic 'get_oneof_case<TOneofEnum>' method (returns oneof-case of an IMessage obj)
2019-03-28 11:52:31 -05:00
John Colvin
b09ad7748f
Oneof - overloaded 'Match()' method to accept Action<T>'s, added static 'OneOf' factory methods
2019-03-28 11:52:31 -05:00
John Colvin
67ba1499f0
WPFExtensions - made 'try_get_ancestor_of_type<T>()' and 'try_get_descendent_of_type<T>()' extension methods
2019-03-28 11:52:31 -05:00
John Colvin
f277ea56dc
made read-only ObservableCollection wrapper
2019-03-28 11:52:31 -05:00
John Colvin
d112880c58
DislpayNameHelper - 'word tree' logical abbreviations
2019-03-28 11:52:31 -05:00
John Colvin
e691a26eee
OrderBookVM - 'fills_slave_predicate_src' accesses selected_rows on dispatcher thread
2019-03-28 11:52:31 -05:00
John Colvin
184ceaa649
DIYGrid.HighPerformanceRow - unsubscribe to grid.ColumnLayoutChanged on Unloaded
2019-03-28 11:52:31 -05:00
Jake Norbut
3c202e1597
Merged SPARK-2180 into SPARK-1944-attach/detach/update
2019-03-28 09:55:11 -05:00
Jake Norbut
f407e52703
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-2180
2019-03-28 09:51:12 -05:00
Jake Norbut
34e22606be
adding attach_vm binding path to constructor
2019-03-28 09:38:09 -05:00
Jake Norbut
fee24542ee
removing unused xmlns
2019-03-28 09:34:11 -05:00
Jake Norbut
4900a73eeb
simplifying Attach columm insertion
2019-03-28 09:33:19 -05:00
Jake Norbut
33552c0720
changing class access modifier to Internal
2019-03-28 09:28:48 -05:00
Jake Norbut
401c657c0b
Adding new AttachColumn to OrderBookColumns
2019-03-28 08:46:25 -05:00
Jake Norbut
ea899b57a0
adding ContextMenu control template and styles to bend it to our will
2019-03-28 08:45:45 -05:00
Jake Norbut
63ef6b6457
exposing a new begin_attach_command for easy databinding
2019-03-28 08:43:57 -05:00
Jake Norbut
a869598d5e
Adding Attach header text
2019-03-28 08:36:16 -05:00
Jake Norbut
082e68d975
Inserting new AttachColumn into the column collection
2019-03-28 08:35:20 -05:00
Jake Norbut
6a70dd8357
adding Attach as an Enum value to Columns
2019-03-28 08:33:49 -05:00
Jake Norbut
3b335a8e73
adding Button behavior to automatically drop down its ContextMenu when clicked
2019-03-28 07:25:56 -05:00
Kevin Darby
e0f7bdfc13
fix conf
2019-03-27 17:42:23 -04:00
Kevin Darby
ec0b96215f
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec
2019-03-27 17:29:32 -04:00
Kevin Darby
e27a8be526
ICEExecutionGateway
2019-03-27 17:01:07 -04:00
Pedro Pinto
f5354776f1
Top order support attach/detach and full update.
2019-03-27 11:06:04 -04:00
Kevin Darby
70cd9f185e
Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_exec
2019-03-26 18:44:16 -04:00
Kevin Darby
c7f0e2dd58
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md
2019-03-26 18:43:38 -04:00
Kevin Darby
33eaf6f86d
beginnings of ICE exec and SIMICE
2019-03-26 18:38:05 -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
Pedro Pinto
9413eb2206
Removed incorrect assertion.
2019-03-26 09:20:31 -04:00
Pedro Pinto
e986f77e72
Merged
2019-03-25 17:39:47 -04:00
Pedro Pinto
75095ce874
Moved Join to BaseAlgoOrder
2019-03-25 17:39:02 -04:00
Michael Harding
dd7db5661b
Utility for tests to verify the system is ready
2019-03-25 12:21:10 -04:00
Michael Harding
4b8d725528
Test scripts start sparkd. spreader sets config
2019-03-25 12:21:10 -04:00
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
20b7b8d01a
Modifying OBVM to find the brach root row (for detach API call) for detaching at a child)
2019-03-22 11:27:21 -05:00
Jake Norbut
1e83af41d7
Adding utility function that makes use of the the tree's GetRootNode to grab the branch's root OrderbookRowVM
2019-03-22 11:25:19 -05:00
Jake Norbut
e852d83139
Orders will now be detached at the child, so reverse this logic
2019-03-22 11:22:52 -05:00
Kevin Darby
89b5610aa2
make it so time slice doesn't crash,
2019-03-22 12:18:36 -04:00
Pedro Pinto
f721098ae0
BaseBook order class is code complete.
2019-03-22 11:16:54 -04:00
Kevin Darby
bfff6454ef
Merged in twap (pull request #197 )
...
just trying to get a gui for timeslice
2019-03-22 14:44:07 +00:00
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
b90e5e4274
TickUpDownDouble - remove and sort usings
2019-03-21 12:02:00 -05:00
John Colvin
bacd4558e1
TickUpDownDouble - don't require DataContext to implement IWillLetYouKnowWhenIDispose
2019-03-21 12:00:55 -05:00
John Colvin
008e698766
TickUpDownDouble allows user to enter '.'
2019-03-21 11:48:12 -05:00
Pedro Pinto
ed7f066f20
Porting book algos to attach/detach/update API
2019-03-21 09:11:58 -04:00
Jake Norbut
db1b2a63af
the start of a lean test
2019-03-21 08:05:33 -05:00
Kevin Darby
d7c81a08ef
might be able to implement this tomorrow
2019-03-20 23:07:46 -04:00
John Colvin
aadb6c86f3
DynamicOrderParamVM supports 'Enumerated' param type
2019-03-20 14:18:00 -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
Jake Norbut
6006a328fe
Merge branch 'master' of bitbucket.org:bluetradesys/spark into system_tests
2019-03-20 08:45:18 -05:00
Kevin Darby
5653a66a31
just trying to get a gui for timeslice
2019-03-19 22:48:15 -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
99b9c51ad6
OrderTypeVMBase - initialize child_algos.is_expanded with this.is_expanded
2019-03-18 14:44:07 -05:00
John Colvin
fe92389eab
OrderBook - hide fills slave grid in 'attaching-orders' visual state
2019-03-18 14:20:37 -05:00
John Colvin
1ca5b217fc
OrderBook - assign algo-template-key to OrderDefinition when sending attached orders (if template is selected)
2019-03-18 14:07:01 -05:00
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
Taha Afzal
db20433d44
helper functions to QHOOrderManager
2019-03-18 13:58:42 -04:00
John Colvin
4e4ab52032
OrderBook - combine modify/attach visual state groups into 1 group of 'right-panel-states'
2019-03-18 12:20:58 -05:00
John Colvin
4cc513f1d3
RXOperableCollection - assign '_comparer' in constructor
2019-03-17 15:30:43 -05:00
John Colvin
7904065333
SPARK-2159 keep the attached order params and normal order params window the same size and animate the transition
2019-03-16 18:17:10 -05:00
John Colvin
961e06c31f
SPARK-2153 Modify Algos -> Modify Orders
2019-03-16 12:23:14 -05:00
John Colvin
4132bdaba4
SPARK-2155 Send Attached Orders -> Attach To Orders
2019-03-16 12:20:05 -05:00
John Colvin
1c75f5f530
SPARK-2156 Dismiss attachment on click of grid
2019-03-16 12:17:46 -05:00
John Colvin
d8e7dd7c3b
OrderBooView - change element naming-scheme in xaml
2019-03-16 11:30:16 -05:00
John Colvin
d0377475bb
SPARK-2157 Detach Selected Orders -> Detach And Cancel Selected Orders
2019-03-16 11:20:38 -05:00
John Colvin
7826ff17c0
finish merge started by pedro (resolve conflicts in SpreaderOrderVM.cs)
2019-03-16 11:06:34 -05:00
John Colvin
a46982333b
SPARK-2158 Algo Studio Orders are Attachable
2019-03-16 11:06:34 -05:00
John Colvin
e2cebaa5c8
add 'AlgoData' member to OrderDataHelper.Defauls (use in OrderBookVM)
2019-03-15 19:53:42 -05:00
John Colvin
d03987591c
OrderBook - order params ui populates 'account' with common selected value
2019-03-15 19:53:42 -05:00
John Colvin
e909c37f88
OrderBookVM - refactor SelectedAlgosMon -> SelectedOrderParamsMon
2019-03-15 19:53:42 -05:00
Pedro Pinto
e998edc20f
Merged from master, note that SpreaderOrderVM.cs was not merged yet, so this client build will fail
2019-03-15 14:41:02 -04:00
Jake Norbut
5cb48fb517
Adding qty threshold test
2019-03-15 13:28:30 -05:00
Jake Norbut
f2f8c258f9
run all tests within a test class
2019-03-15 13:22:37 -05:00
Pedro Pinto
1c1be2b334
Idempotent cancels for Join,Iceberg and Native orders.
2019-03-15 11:20:47 -04:00
Michael Harding
04e006b812
Add new Spreader and Algo studio videos to the manual
2019-03-15 10:44:58 -04:00
John Colvin
5d89257643
OrderBook - make attach-order panel pop out less
2019-03-15 00:57:09 -05:00
John Colvin
897e134714
C# style cop changes
2019-03-14 21:15:29 -05:00
John Colvin
e6cb97028b
OrderBook - subscribe_common_sec_md notifies observer on subscribe
2019-03-14 21:13:31 -05:00
John Colvin
6c0dc80d43
OrderBook - sync attached-order-params with common values from selected orders
2019-03-14 21:13:31 -05:00
John Colvin
ce3a4562d9
OrderBook - attach/detach logging
2019-03-14 21:13:31 -05:00
Pedro Pinto
217f0cd4cc
Merged
2019-03-14 21:18:35 -04:00
Pedro Pinto
1e649ccce6
Made NativeOrder able to process full updates.
2019-03-14 21:17:15 -04:00
John Colvin
cbc69ec5fd
OrderBook - don't lose right-panel-width (when hidden) during attach-op
2019-03-14 20:12:22 -05:00
John Colvin
0d1eedc34a
OrderBook - wrap 'send_attached_orders_async' in try/catch
2019-03-14 20:12:22 -05:00
John Colvin
4e85bf4520
OrderBook - refactor 'property-update-throttle' code to use CommonValueMonitor
2019-03-14 20:12:22 -05:00
Pedro Pinto
5d0023a80b
Fixed a bug in detach handling in Join.
2019-03-14 21:09:16 -04:00
Pedro Pinto
e300de2425
Fixed a few bugs in new Join
2019-03-14 20:13:18 -04:00
Pedro Pinto
569877752e
Merged
2019-03-14 19:08:48 -04:00
Pedro Pinto
4846cf7693
Join with attach/detach and full update is code complete.
2019-03-14 19:04:51 -04:00
John Colvin
16a46955f4
OrderBook - attach buttons become disabled when selected order transitions from working -> non-working
2019-03-14 16:43:16 -05:00
Jake Norbut
cb8dac05d5
if linux no Dispose for now b/c seg fault
2019-03-14 16:10:58 -05:00
Jake Norbut
f6eb1e4745
QuickBusClientChanel diag logging for sub / unsub
2019-03-14 15:53:12 -05:00
Jake Norbut
16e8a6e26d
adding .NET Core Remote Lauch and Attach debugging options
2019-03-14 15:51:19 -05:00
John Colvin
13a6d68b60
OrderBook - change 'Modify Order' keyboard shortcut Ctrl+Alt+M -> Ctrl+Shift+M
2019-03-14 13:05:15 -05:00
John Colvin
1affd992de
OrderBook - reduce attach-ui panel width
2019-03-14 12:39:27 -05:00
John Colvin
d951258891
OrderBook - bottom of attach-ui was getting chopped off
2019-03-14 12:32:40 -05:00
John Colvin
f5dfb0264b
OrderBook - change default fills slave grid height 400 -> 138
2019-03-14 11:19:36 -05:00
Jake Norbut
9744f53d65
shell script that will perform setup work; will probably need to chmod this
2019-03-14 11:07:57 -05:00
Jake Norbut
b231a66fc7
need to make this test public
2019-03-14 11:06:59 -05:00
John Colvin
3b8f5c5093
OrderBook - minor style changes to right-panel
2019-03-14 00:04:34 -05:00
John Colvin
253d213818
OrderBook - unify attach/modify order param controls/vms
2019-03-13 21:41:49 -05:00
John Colvin
f89cb3d61e
OrderBook - prevent 'Modify Algos' button from hiding below visible bounds
2019-03-13 17:29:35 -05:00
Jake Norbut
65b3d4fffa
refactoring OrderDefinition utils
2019-03-13 16:58:00 -05:00
Jake Norbut
ba1b667ae8
basic join test
2019-03-13 16:47:23 -05:00
Jake Norbut
e31b05042f
refactoring common services into a base class; other misc refactoring
2019-03-13 16:46:58 -05:00
John Colvin
eb6573399b
OrderBook - add 'Cancel' button to attach-orders-panel
2019-03-13 15:10:05 -05:00
John Colvin
8ba8ce76ce
CancelButton Style - add 'Cancel (Esc)' tooltip
2019-03-13 15:07:33 -05:00
John Colvin
e65b8e9d4d
OrderBook - disable 'send attached orders' button when selection is empty or has non-working orders
2019-03-13 14:27:33 -05:00
John Colvin
2fc379fbef
OrderBookView - ensure fills slave grid min height in xaml (64)
2019-03-13 13:52:10 -05:00
John Colvin
fb96a75a8e
OrderBook - change attach-menu-item text from 'Attach Selected Orders' -> 'Attach To Selected Orders'
2019-03-13 13:46:03 -05:00
John Colvin
240d15af47
OrderBookView - remove attach-instructions text xaml
2019-03-13 13:46:03 -05:00
John Colvin
2530e43797
OrderBook - hide attach-instruction text, animate right panel
2019-03-13 13:09:28 -05:00
John Colvin
b05d85d6c3
OrderBook - change 'Attach' prompt style
2019-03-13 12:22:04 -05:00
John Colvin
52f2e77310
OrderBook - change Attach/Detach icons
2019-03-13 12:16:57 -05:00
John Colvin
bd00c6de3e
SPARK-2093 Attach/Detach ui
2019-03-13 11:48:08 -05:00
Jake Norbut
84e443ee4b
copying *.sh scripts for testing on linux
2019-03-13 11:40:16 -05:00
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
87aea4812f
OrderBook algo editor would stop loading non-spreader algos once a spreader order was selected
2019-03-11 21:27:22 -05:00
John Colvin
21ae3b14c8
OrderBook attach/detach ui - use 'Pen' cursor when attachment is in progress
2019-03-11 20:20:29 -05:00
John Colvin
708ae185f1
rename OrderBookAttachTargetAdorner -> OrderBookAttachmentTargetAdorner (matches file)
2019-03-11 20:10:50 -05:00
John Colvin
5c6dbd7bd1
OrderBook - hook up attach/detach api calls
2019-03-11 20:07:29 -05:00
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
John Colvin
f19a280b7f
DIYGridRowHighlighterAdorner derives from new generic Adorner<T> class
2019-03-11 15:39:57 -05:00
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
Jake Norbut
3821dfb8ff
Merge branch 'master' of bitbucket.org:bluetradesys/spark into system_tests
2019-03-11 14:45:10 -05:00
John Colvin
47cf9e2fe6
OrderBook - add 'Attached Target Order Key' column
2019-03-11 14:14:24 -05:00
Jake Norbut
01a8502b20
refactoring to resuse user and account between different tests
2019-03-11 14:04:40 -05:00
John Colvin
df75518389
OrderBook - add parent-key-regex property to FilterStates proto (guess we accidentally omitted it)
2019-03-11 14:01:20 -05:00
John Colvin
90c371c72f
OrderBookColumns - remove 'sort_member_path' (not needed bc orderbook handles sorting events internally)
2019-03-11 13:48:46 -05:00
Jake Norbut
edfa079326
ib avg filled test
2019-03-11 13:46:00 -05:00
John Colvin
9609f7e6cf
OrderBook FilterStates proto - override obj Equals/GetHashCode
2019-03-11 13:35:26 -05:00
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
Jake Norbut
316a617c65
more refactoring
2019-03-11 13:08:16 -05:00
John Colvin
30c83b7c72
OrderBookGridView - stack 'ColumnKeys' enum fields vertically (easier to read)
2019-03-11 13:02:17 -05:00
John Colvin
382d8b468c
ObservableNode - assign child_node.parent when adding child
2019-03-11 12:58:43 -05:00
John Colvin
b3b1af68d0
SPARK-2097 change Lean/Cover defaults - Lean.MaxChaseTicks = 2, Cover.HedgeTicks = 1
2019-03-11 12:23:49 -05:00
John Colvin
cbe6d07a86
OrderBookStartupData - set default values for algo_editor_width/height/is_visible
2019-03-11 11:03:51 -05:00
John Colvin
6d67700ee6
OrderBookView - reduce 'attach-algo-instructions' text fadeout duration from 1 sec to 0.5
2019-03-11 10:49:12 -05:00
Jake Norbut
0e92a12e65
refactoring/reorg
2019-03-11 10:08:13 -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
e9cf1db184
OrderBookView - Fills/AlgoEditor GridSplitter needs min height to prevent it from vanishing when fills grid is collapsed
2019-03-10 23:37:28 -05:00
John Colvin
e4c98d947e
Merge remote-tracking branch 'origin/SPARK-2079-trigger-cleanup' into SPARK-1944-attach/detach/update
2019-03-10 23:10:59 -05:00
John Colvin
ab9de97d6e
remove file that was accidentally checked in
2019-03-10 22:59:55 -05:00
John Colvin
4e425a3380
SPARK-2093 Attach/Detach ui
2019-03-10 22:57:52 -05:00
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
ac67c84ce7
OrderBookWindow - remove individual SparkCommand fields (reduce scope to be local to thread_init())
2019-03-10 15:04:03 -05:00
John Colvin
79120ea7a5
OrderBook 'fills slave grid' - init predicate hides all rows
2019-03-10 14:45:43 -05:00
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
John Colvin
a85a7f624a
refactor [TableUpdate]LeftJoin\Filter extensions to use AggregateLatest (share common code)
2019-03-10 14:27:39 -05:00
John Colvin
19e4da9936
StringBuilderEx - remove implicit 'StringBuilder' cast operators (seems sketch with reference types)
2019-03-09 22:09:27 -06:00
John Colvin
1494c37cc7
OrderBook - add 'fills-slave-grid' above the algo editor (shows fills for current row-selection)
2019-03-09 22:09:27 -06:00
John Colvin
af1fbaf3ed
implement TableUpdate filter with IObservable predicate
2019-03-09 22:09:27 -06:00
John Colvin
82a93e39f8
DIYGrid - use max 'visible' column's font size to determine min row height
2019-03-09 22:09:27 -06:00
John Colvin
36684f8ee5
ObservableFilterCollection - in 'reset(),' clear the target collection if source is empty
2019-03-09 22:09:27 -06:00
John Colvin
c8cd2ae1ad
fix 'sync_with_never_duplicate()' - should remove items from 'dest' that aren't in 'src'
2019-03-09 22:09:27 -06:00
John Colvin
93afb5b602
introduce FillsVMContainer
2019-03-09 22:09:27 -06:00
John Colvin
429b0bb8f8
ObservableAggregateCollection.Aggregator implements IList (not new functionality, just refactored some methods)
2019-03-09 22:09:27 -06:00
Pedro Pinto
80ce5447e5
Validate that IcebergOrders must have child definitions.
2019-03-08 17:56:27 -05:00
Pedro Pinto
609b0dceb1
Native orders now reflect new FIX tags when attached to.
2019-03-08 17:49:51 -05:00
Taha Afzal
f9d276a908
SPARK 2090
2019-03-08 17:45:46 -05:00
Jake Norbut
5f4eb58db9
refactoring to promote eventual code reuse
2019-03-08 16:26:00 -06:00
Pedro Pinto
ea47042816
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-08 17:25:30 -05:00
Pedro Pinto
4b23e17534
Updating native order FIX tags when attached.
2019-03-08 17:25:00 -05:00
John Colvin
f69301611a
OrdersModel - for non-algo updates, set Update.Custom to null instead of populating with existing order's CustomDef
2019-03-08 15:52:38 -06:00
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
John Colvin
c04ac5cd48
OrderDataHelper - fix get_metadata() 'Spreader' switch-case
2019-03-08 14:36:39 -06:00
John Colvin
aa39349fc4
SPARK-2092 Orderbook update ui supports spreader algos
2019-03-08 14:36:39 -06:00
John Colvin
d1c915fef3
ObservableAutoWrapper - fix typeo (change 'Reset' to 'Remove')
2019-03-08 14:14:08 -06:00
John Colvin
69bdf07423
SPARK-2089 Strange null ref exception in OrderBook row-selection changed callback during application shutdown
2019-03-08 14:14:08 -06:00
John Colvin
4115a6c790
AlgoStructureKey - structure-serialization supports DynamicOrderDefinition
2019-03-08 14:14:08 -06:00
John Colvin
8f8aae57de
remove IAlgoVM.can_edit_blah props; view binds to permission flags w EnumHasFlagsConverter; view uses VisualStates
2019-03-08 14:14:08 -06:00
John Colvin
362f75c8b2
OrderBookVM - null check an event, fix initial algo editing permissions
2019-03-08 14:14:07 -06:00
Pedro Pinto
39e855e691
Merged
2019-03-08 14:08:46 -05:00
Pedro Pinto
73303ccd33
Merge branch 'fix_warmup_limit_polution' into SPARK-1944-attach/detach/update
2019-03-08 14:02:23 -05:00
Jake Norbut
f7cdb1f00b
refactor/cleanup of some common functions
2019-03-08 10:36:51 -06:00
Jake Norbut
0caa6b6ee0
IB test 1
2019-03-08 08:53:00 -06:00
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
John Colvin
6826494898
EnumHelper - don't initialize 'ThreadStatic' fields
2019-03-07 13:37:02 -06:00
Pedro Pinto
69fcfbd6ce
Removed over-zealous assertion.
2019-03-07 14:28:49 -05:00
Pedro Pinto
64973e1b51
Merged fix_om_reentrancy into queue_holder_order
2019-03-07 13:29:20 -05:00
Pedro Pinto
c1d62a2ff6
Fixed OrderManager reentrancy problem reported by Taha
2019-03-07 13:27:05 -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
Taha Afzal
f4c0f24e80
reading qho queue size from ui
2019-03-06 20:02:38 -05:00
Kevin Darby
6b6fd9c40a
more ice
2019-03-06 14:58:09 -05:00
Pedro Pinto
1fa419eae2
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update
2019-03-06 14:42:16 -05:00
Pedro Pinto
e3a3eb6d85
Redirected Iceberg factory to create Iceberg2.
2019-03-06 14:41:57 -05:00
Pedro Pinto
18a32f9a05
White space.
2019-03-06 14:41:26 -05:00
John Colvin
b7c127b2d8
EnumHasFlagsConverter - ContentProperty = 'Flags'
2019-03-06 12:59:16 -06:00
John Colvin
f83f94fb07
rename [class]EnumFlagsToBooleanConverter -> EnumHasFlagsConverter (matches filename)
2019-03-06 12:55:28 -06:00
John Colvin
23f76a1c80
remove some redundant\unused code
2019-03-06 12:49:08 -06:00
John Colvin
cc0f6ea448
OrderBook Algo Panel - show inactive order algos, but disable controls
2019-03-06 12:48:58 -06:00
Taha Afzal
37b211532e
merging from master
2019-03-06 11:53:02 -05:00
John Colvin
cbb6936553
OrderBookView - animate GridSplitter background on mouse over
2019-03-05 23:30:28 -06:00
John Colvin
633433cab9
Colors.xaml - fix line endings
2019-03-05 23:24:35 -06:00
John Colvin
3ab7ed0b71
AlgoEditorView - remove ugly ToString() text when Limit, Market etc., are selected
2019-03-05 23:10:54 -06:00
John Colvin
fc1adf8c28
OrderBookWindow - include 'show/hide algo editor command' in toolbar (not just context menu)
2019-03-05 20:31:24 -06:00
John Colvin
79cf313b5b
SPARK-2014 Add OB support for full updates
2019-03-05 20:18:24 -06:00
John Colvin
00834a668c
ObservableDistinctCollection - actually use equality comparer arg
2019-03-05 20:18:23 -06:00
John Colvin
32c9c23d7e
fix typeo in MapAggregate() extension (actually use key_comparer arg)
2019-03-05 20:18:23 -06:00
John Colvin
5ac8d2ada6
AlgoSelector - set selected_algo_changed hook in constructor (not 'load_from' method)
2019-03-05 20:18:23 -06:00
John Colvin
54eb6ceaa9
fix typeo in LazySubscription
2019-03-05 20:18:23 -06:00
John Colvin
540db91311
add config to enable\disable multi-threading for ISharedWindows
2019-03-05 20:18:05 -06:00
John Colvin
1ee2193c88
ObservableAutoWrapper.connect_item_actions - invoke action for existing items
2019-03-05 20:16:48 -06:00
John Colvin
84877af947
SPARK-2079 [pr edit]child algo 'name' overlapped expander button
2019-03-05 20:16:48 -06:00
John Colvin
388cf92a70
SPARK-2079 [pr edit]remove #define ALLOW_FIXED_PRICE_TRIGGER
2019-03-05 20:16:48 -06:00
John Colvin
840441a749
SPARK-2079 Trigger Clean up (simplify)
2019-03-05 20:16:48 -06:00
John Colvin
c39a510d09
refactor\cleanup OrderTypeVMBase and impls
2019-03-05 20:16:48 -06:00
Kevin Darby
f7265740e7
ICE securities, from the actual ICE
2019-03-05 18:08:20 -05:00
Pedro Pinto
299d46aa2c
Attach/Detach passes initial tests.
2019-03-05 15:44:01 -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
Pedro Pinto
345f6ed9fe
Added detach handling to iceberg
2019-03-04 14:44:42 -05:00
Pedro Pinto
31aa9d9bf6
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-03-04 14:30:32 -05:00
John Colvin
e7f1c59210
SPARK-2079 [pr edit]remove #define ALLOW_FIXED_PRICE_TRIGGER
2019-03-04 13:27:44 -06:00
Pedro Pinto
0c063a3876
Iceberg with attach is code complete.
2019-03-04 14:13:39 -05:00
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
Pedro Pinto
af253198d2
Iceberg that can attach.
2019-03-04 08:55:36 -05:00
Pedro Pinto
cc381d605c
Merged with master
2019-03-04 08:55:06 -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
Kevin Darby
39a1252084
added Queue Holder Length gui to spreader for Taha
2019-02-28 14:08:46 -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
Pedro Pinto
c2f954a79d
More changes to attach/detach API
2019-02-28 13:07:41 -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
Jake Norbut
6fb8fdc9f6
updating test timeout
2019-02-27 14:28:45 -06:00
Pedro Pinto
e79a73147a
Merged with master
2019-02-27 15:15:06 -05:00
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
Pedro Pinto
6a921ae900
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-02-27 13:48:22 -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
Jake Norbut
b7fcd17ef0
first test; create retrieve update delete of algo definitions
2019-02-27 11:05:23 -06:00
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
Pedro Pinto
0f13d27efe
Improvements on attach/detach API
2019-02-27 10:08:55 -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
Michael Harding
482ca6b484
SPARK-2065: Move order functions to OrderUtilities
2019-02-26 14:02:09 -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
Pedro Pinto
d52347cd71
Trigger state update on new definition in OM.
2019-02-26 11:57:11 -05:00
Eric Harding
8891e89c70
Fix shell on_fills security join
2019-02-26 11:56:00 -05:00
Pedro Pinto
0ab628fb6c
Allow orders to change their full definition.
2019-02-26 11:43:10 -05:00
Michael Harding
7ed3a977ab
SPARK-2065: Move AdminUtilities
2019-02-26 11:18:26 -05:00
Michael Harding
59cfe3dc8d
SPARK-2067: Setup bash scripts for running system tests
2019-02-26 11:07:47 -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
Pedro Pinto
1a8a492ef7
Attach/detach tweaks.
2019-02-26 09:56:24 -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
Pedro Pinto
74066c0ffe
Refactored OrderServices
2019-02-25 13:55:13 -05:00
Pedro Pinto
0269d5fa86
Merged with master
2019-02-25 12:50:06 -05:00
Pedro Pinto
84a5a11a9c
attach/detach code complete perhaps.
2019-02-25 12:49:23 -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
Pedro Pinto
a01e6df7fa
Merged with master
2019-02-25 09:06:55 -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
Pedro Pinto
d4caccdbfb
Build.
2019-02-22 14:50:25 -05:00
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
4ede8a62ea
Merged with master
2019-02-22 11:31:05 -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
Pedro Pinto
ba11248ac9
attach/detach
2019-02-21 09:03:26 -05:00
Taha Afzal
23d817d474
_cancelled_externally is marked true only when order has not been internally cancelled or filled
2019-02-20 23:25:24 -05:00
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
22cde8aa0d
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-02-19 17:02:02 -05:00
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
Pedro Pinto
3dba49e899
More attach/detach design docs.
2019-02-19 10:18:27 -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
Taha Afzal
ff53cf8b4d
QHO working from the spreader
2019-02-16 22:33:47 -05:00
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
Taha Afzal
74f1cab23d
SpreaderUtils can initiate a limit order or a QHO dependong on the spreader settings
2019-02-15 12:57:32 -05:00
John Colvin
8b4e71f76a
remove some unused code
2019-02-15 10:32:23 -06:00
Pedro Pinto
23d7a9e1ad
Improved error handling in native order.
2019-02-15 11:27:25 -05:00
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
Pedro Pinto
7bd9d3f4ad
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-02-15 09:07:28 -05:00
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
Taha Afzal
87a03a3759
merging master
2019-02-14 15:52:04 -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
Pedro Pinto
7740f64bfd
Iceberg2 is working.
2019-02-14 12:40:15 -05:00
Kevin Darby
7212049c0c
ignore *.code-workspace files
2019-02-14 12:37:34 -05:00
Pedro Pinto
7ccbb69f5c
Made native order ignore any bad updates/cancels after it terminates.
2019-02-14 12:37:19 -05:00
Pedro Pinto
b4ba527c12
Generalized dynamic order mechanism to support any order.
2019-02-14 12:34:08 -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
Taha Afzal
dc5d4cf50a
1 for n of queue holder orders mean 2 total orders
2019-02-13 18:08:28 -05:00
Taha Afzal
03b4b2ec29
cleaning up across state handlers for when to cancel
2019-02-13 17:43:36 -05:00
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
Taha Afzal
4b45ece2aa
added more error states (for child orders getting cancelled externally, child order errors as well as qho external cancels)
2019-02-13 11:54:13 -05:00
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
Taha Afzal
9b9192c7d4
simplified initialization
2019-02-12 17:33:14 -05:00
Pedro Pinto
a62a41a0aa
IB2 code complete.
2019-02-12 17:13:53 -05:00
Michael Harding
1973663bad
Spark-2026: Add windows run script
2019-02-12 16:13:16 -05:00
Taha Afzal
f09f32b1a8
qty changes
2019-02-12 15:49:46 -05:00
Taha Afzal
f70003c821
simplified price modifications
2019-02-12 13:21:34 -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
Pedro Pinto
904023c5fa
Added a few comments.
2019-02-12 09:50:32 -05:00
Pedro Pinto
a9fc3d43a0
Fixed merge.
2019-02-12 09:36:57 -05:00
Eric Harding
7a7c1dcd89
SPARK-2024 Fix crash in md race
2019-02-12 09:33:53 -05:00
Taha Afzal
b7a10f2712
on_transition was not getting called
2019-02-11 22:45:40 -05:00
Taha Afzal
f37dc1eab2
buy qho orders working
2019-02-11 18:35:43 -05:00
Pedro Pinto
4febc07aa0
Merged with master
2019-02-11 18:35:29 -05:00
Pedro Pinto
198e76f722
Renamed crack detach.
2019-02-11 17:52:26 -05:00
Pedro Pinto
836301e75f
Iceberg with update
2019-02-11 16:50:35 -05:00
Pedro Pinto
ad37a652c5
Refactor
2019-02-11 16:50:35 -05:00
Pedro Pinto
5bed54c953
More SDK work.
2019-02-11 16:50:35 -05:00
Pedro Pinto
5675c4e117
Renamed crack to detach.
2019-02-11 16:50:35 -05:00
Jake Norbut
16f1e568a5
release notes - words
2019-02-11 16:50:35 -05:00
Jake Norbut
e375274cbe
Updating release notes describing Floating Order Book
2019-02-11 16:50:35 -05:00
Pedro Pinto
cf3ef9323a
dev_process.md edited online with Bitbucket
2019-02-11 16:50:35 -05:00
Pedro Pinto
7e2e2bf1b0
Dev doc
2019-02-11 16:50:35 -05:00
Kevin Darby
781c9dcc86
moved that using std::vector out of header
2019-02-11 16:50:35 -05:00
Kevin Darby
a8a922160d
move externals pointer to proto36, small changes in spark to support that
2019-02-11 16:50:35 -05:00
Pedro Pinto
367bd0e3b9
Added release notes
2019-02-11 16:50:35 -05:00
Eric Harding
4215d96ba9
Wait to give obvm obvm a chance to load rows and not flash
2019-02-11 16:50:35 -05:00
Jake Norbut
50d18eb10d
PR edits - Style cop
2019-02-11 16:50:35 -05:00
Jake Norbut
b65fedc781
PR edit - simplify LINQ expressions when using Where and FirstOrDefault
2019-02-11 16:50:35 -05:00
Jake Norbut
88c8663d29
PR - naming
2019-02-11 16:50:35 -05:00
Jake Norbut
8c7dd2460d
PR edit - changing orderbook_vm property to method to better reflect the nature of the beast
2019-02-11 16:50:35 -05:00
Jake Norbut
f20ee21ce7
PR edits - Simplifying XAML since UserControl is a ContentControl
2019-02-11 16:50:35 -05:00
Jake Norbut
a61e21bd87
PR edits - Hashset for the win over List for Contains
2019-02-11 16:50:35 -05:00
Jake Norbut
39014696f3
PR edit; Set is your friend
2019-02-11 16:50:35 -05:00
Jake Norbut
af278d2d87
PR edits - devolving qty/dirty and price/dirty
2019-02-11 16:50:35 -05:00
Jake Norbut
636e170f44
PR edits
2019-02-11 16:50:35 -05:00
Jake Norbut
3d4fe8f832
PR edit; columns setter is now private
2019-02-11 16:50:35 -05:00
Pedro Pinto
94285918bf
Trying to fix the linux/win war on CMAkeDeps.cmake
2019-02-11 16:50:35 -05:00
Jake Norbut
2ba7f949cc
MinWidth so that the vertical scrollbar does not cover up the content in the last column
2019-02-11 16:50:35 -05:00
Jake Norbut
fc82ccf221
enforce max height on popop size
2019-02-11 16:50:35 -05:00
Jake Norbut
e71b1518f0
move edit price immediately after edit qty
2019-02-11 16:50:35 -05:00
Jake Norbut
7738da7d16
remove ladder tooltip and backing property
2019-02-11 16:50:35 -05:00
Jake Norbut
c91eedcca0
minor refactoring, some notes after talking w/ john
2019-02-11 16:50:35 -05:00
Jake Norbut
4f5f4c61f3
inline price ticker
2019-02-11 16:50:33 -05:00
Jake Norbut
2f31fb6284
qty ticker layout changes
2019-02-11 16:48:53 -05:00
Jake Norbut
d18caa7ba1
auto close popup when no orders remain
2019-02-11 16:48:53 -05:00
Jake Norbut
ac88586c8f
darken popup border
2019-02-11 16:48:53 -05:00
Eric Harding
968dfbac2a
Need spark_test.dll for system tests
2019-02-11 16:48:53 -05:00
Eric Harding
0501418da6
provide_command_line for system_tests -configserver
2019-02-11 16:48:53 -05:00
Eric Harding
4efd853c96
Simplify getting a security
2019-02-11 16:48:53 -05:00
Michael Harding
a384eb9f73
Return int from sparkcmd
2019-02-11 16:48:53 -05:00
Eric Harding
4747fe5535
Make sure every sparkcmd command respects -configserver
2019-02-11 16:48:53 -05:00
Eric Harding
94eb1e37cb
Add netcore publish to jenkinsbuild.cmd
2019-02-11 16:48:53 -05:00
Jake Norbut
fd1ae60e49
remove checkin cruft
2019-02-11 16:48:53 -05:00
Jake Norbut
62d06180ea
making row stay in edit mode when a change has not yet been committed but the selection has been moved off the row
2019-02-11 16:48:53 -05:00
Jake Norbut
dba3b9371c
hopefully use the right Dispatcher this time
2019-02-11 16:48:53 -05:00
Jake Norbut
aadfe2a677
mini ob - inline qty tick up/down; formatting
2019-02-11 16:48:53 -05:00
Jake Norbut
c0c34efc47
adding comment back in
2019-02-11 16:48:53 -05:00
Jake Norbut
b66fb02174
adding single-click delete/cancel functionality
2019-02-11 16:48:53 -05:00
Jake Norbut
3cf026ff47
Properly Dispose of the OrderBookVM when the popup closes
2019-02-11 16:48:53 -05:00
Jake Norbut
8619084fa7
adding a border around the popup window
2019-02-11 16:48:53 -05:00
Jake Norbut
f6df644ab1
MiniOB will have parent-child rows expanded by default
2019-02-11 16:48:53 -05:00
Jake Norbut
1183dee418
Create a new OrderbookVM each time; fixes crash when launching mini-ob from same badge multiple times
2019-02-11 16:48:53 -05:00
Jake Norbut
ffaba90c96
Remove ContextMenu from Badge and setup new Popup
2019-02-11 16:48:53 -05:00
Jake Norbut
9eb760b3c7
Adding a Popup dep prop to the Badge. Note - I don't think Ineed AffectsRender here
2019-02-11 16:48:53 -05:00
Jake Norbut
70fcb30c67
DIYGrid - adding dep prop to allow rows horizontal scrollbar to be strictly collapsed
2019-02-11 16:48:53 -05:00
Jake Norbut
553ab7b858
in case my machine starts on fire
2019-02-11 16:48:53 -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
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
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
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
Kevin Darby
e4c0e9d7b5
queue_holder_order gui
2019-02-08 16:43:07 -05:00
Pedro Pinto
ef7151a5dc
Removed obsolete composite order type.
2019-02-08 16:08:09 -05:00
Kevin Darby
8232dcfe97
Merge branch 'master' of bitbucket.org:bluetradesys/spark into queue_holder_order
2019-02-08 16:04:24 -05:00
Kevin Darby
02defef93d
oco testing
2019-02-08 14:55:16 -05:00
Taha Afzal
f9886cfd44
code to move around orders
2019-02-08 11:42:19 -05:00
Taha Afzal
b9c25dab4b
helper functions to ove orders
2019-02-07 19:31:16 -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
Taha Afzal
580a6c5604
pointer to parent order in the state objects is const
2019-02-07 07:13:53 -05:00
Taha Afzal
48aa32a184
QHOEndStateWorker done
2019-02-06 23:12:35 -05:00
Taha Afzal
39b6a49b3d
QHOWaitingForCancelAllStateWorker completed
2019-02-06 21:16:47 -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
Taha Afzal
2d7b97cf98
QHOWorkingStateWorker completed
2019-02-06 17:23:32 -05:00
John Colvin
9d6ef0a229
AlgoStudio - fix 'custom_badge_color.enabled' binding issue when changing selection
2019-02-06 15:45:26 -06:00
Taha Afzal
7230550567
QHOWaitingForAckStateWorker completed
2019-02-06 16:34:04 -05:00
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
Taha Afzal
93a3ac55a1
Cleaning up QueueHolderOrder's state
2019-02-06 15:54:20 -05:00
Taha Afzal
7a586c075b
QHOOrderManager is used by QueueHolderOrder
2019-02-06 15:05:23 -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
Taha Afzal
797611331b
Added QHOOrderManager:
2019-02-06 12:35:43 -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
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
John Colvin
5c59349f07
AlgoStudio - change badge-color view to use RadioButtons (default vs custom)
2019-02-05 11:21:03 -06:00
Taha Afzal
c8c943f66e
switching state code
2019-02-05 12:14:51 -05:00
Taha Afzal
10b3558bea
cleaned up the Pimpl
2019-02-05 10:24:24 -05:00
Taha Afzal
d9111520fc
All state handlers added
2019-02-05 10:10:44 -05:00
Kevin Darby
f99717d880
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2019-02-05 10:03:16 -05:00
Taha Afzal
e58bbcc771
adding more state workers
2019-02-05 09:42:52 -05:00
Taha Afzal
b7806a7193
comments in the qho worker interface
2019-02-04 23:32:41 -05:00
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
John Colvin
06779e94fd
Ladder - horizontally stretch favorite buttons to fill left-panel
2019-02-04 14:33:00 -06:00
Michael Harding
c9a981b26f
system test self contained option, configserver and timeout attributes
2019-02-04 14:55:49 -05:00
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
Taha Afzal
0bbf58638e
added more logic to QueueHolderOrderStartStateWorker
2019-02-04 09:04:19 -05:00
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
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
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
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
Pedro Pinto
8dcf41e9cf
Added attach/detach interface proposal.
2019-02-01 10:08:08 -05:00
Taha Afzal
173e44d992
QueueHolderOrderStartStateWorker sekeleton added
2019-02-01 09:59:22 -05:00
Taha Afzal
3fe6260fd4
IQueueHolderOrderStateWorker added
2019-02-01 09:09:02 -05:00
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
Taha Afzal
8d600e090f
added send order and cancel
2019-01-31 19:44:56 -05:00
Taha Afzal
851459922f
QueueHolderOrder initialization done
2019-01-31 18:18:16 -05:00
Eric Harding
3541ae5a85
SPARK-1996 QueryServer and constructor refactoring
2019-01-31 17:05:22 -05:00
John Colvin
db48fb9140
LadderView.xaml - unfiy indentation/spacing (not actual code change)
2019-01-31 12:32:05 -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
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
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
Taha Afzal
f8aa5ffeac
First checking, scaffolding
2019-01-30 15:07:44 -05:00
Pedro Pinto
a0bf0e93f4
Fixed comment.
2019-01-30 14:48:00 -05:00
Michael Harding
59fa6cdc1b
Add sparkcmd test publish+copy+run script
2019-01-30 14:10:29 -05:00
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
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
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
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
Pedro Pinto
5529e80e17
Tentative new order services interface.
2019-01-29 18:07:27 -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
Pedro Pinto
5df7cec55a
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-01-29 16:25:03 -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
Pedro Pinto
8f705d42b3
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-01-29 10:44:50 -05:00
John Colvin
9be5afd490
AlgoStudio - introduce flat-definition infrastructure
2019-01-28 21:20:09 -06:00
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
fc2f85b842
Refactored a bit.
2019-01-28 08:52:34 -05:00
Eric Harding
b08bc0eb8b
SPARK-1972 Join Securities to Orders in OrdersModel
2019-01-25 16:43:32 -05:00
Eric Harding
9bcd8bcbdb
Add tests for IObservable<Update/TableUpdate>.Select methods
2019-01-24 15:38:39 -05:00
Eric Harding
90dd349454
SPARK-1973 1/2 use join for OrdersModel.on_order
2019-01-23 16:18:52 -05:00
Eric Harding
be13b81283
db_dump needs stoul to handle SIM securitykeys
2019-01-23 11:35:13 -05:00
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
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
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
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
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
Pedro Pinto
ffe5eee584
Merged with ticker update branch
2019-01-18 10:21:48 -05:00
Pedro Pinto
b7897fc7ac
Documenting the iceberg design.
2019-01-16 14:00:16 -05:00
Pedro Pinto
b4d18a62c9
Allowed async return out of order operations.
2019-01-16 09:41:06 -05:00
Pedro Pinto
c6b450f45c
Fixed broken perf traces.
2019-01-15 13:58:15 -05:00
Pedro Pinto
6a46049610
Merged
2019-01-15 09:21:20 -05:00
Pedro Pinto
21712711f7
Added Order API support for return result of order ops.
2019-01-14 12:48:14 -05:00
Pedro Pinto
9f1bb177b8
Fixed build.
2019-01-12 15:56:01 -05:00
Pedro Pinto
dcd2cc22e1
Removed trace::CorID from most of the order code.
2019-01-12 15:45:08 -05:00
Pedro Pinto
af91ee1512
Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update
2019-01-11 12:50:12 -05:00
Pedro Pinto
b4d63aa3cc
Merge branch 'master' into SPARK-1944-attach/detach/update
2019-01-10 14:26:34 -05:00
Pedro Pinto
d0e32911ad
Made recovery of lost order use case insensitive op id and account.
...
Turns out CME upper cases operator id and clearing account when it
sends them back.
2019-01-10 11:23:20 -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
Pedro Pinto
75fa582774
Merged master
2019-01-09 17:51:21 -05:00
Pedro Pinto
69155162ca
Improved replay of fix messages to be more robust.
2019-01-09 17:44:17 -05:00
Pedro Pinto
2c865c123a
Fixed broken persistence of orders.
2019-01-09 17:43:41 -05:00
Pedro Pinto
0ec955cc90
Possibly fixed persistence failure when trying to duplicate fill.
2019-01-09 15:21:07 -05:00
Pedro Pinto
0c4e22537d
Upgraded SDK example to support op result of order.activate()
2019-01-09 15:19:37 -05:00
Pedro Pinto
601eb4ece1
key needs to be setup before we can call on_init_from_exe_report
2019-01-09 15:18:34 -05:00
Pedro Pinto
b84a638199
Fixed life time bug when retuerning a def from an execution report.
2019-01-09 15:17:50 -05:00
Pedro Pinto
34350fd469
Fixed utterly broken recovery of orders from execution reports.
2019-01-09 15:11:53 -05:00
Pedro Pinto
a469da5cc6
Fixed race condition when obtaining thread name of perf log thread.
2019-01-09 14:45:35 -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
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
Pedro Pinto
8be8a67f18
Adding results to order operations.
2019-01-07 18:06:46 -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
John Colvin
6b1e7bfee6
ObservableKeyedCollection - IDictionary impl order should match that of ICollection
2019-01-03 20:43:36 -06:00
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
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
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
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
Pedro Pinto
abc2e55610
Added assert.
2019-01-02 14:37:23 +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
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
Pedro Pinto
cfd15d3371
Allowed full order definition updates.
2018-12-31 17:46:00 +00:00
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
44369bae43
Some work on supporting full order updates.
2018-12-28 22:13:38 +00:00
John Colvin
0e32c9a19c
AlgoTemplates - switch api key from string to uint
2018-12-23 17:02:26 -06:00
Kevin Darby
34319c4536
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-20 16:10:58 -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
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
John Colvin
ffe2cf60c2
fix algotemplate dropdown/content for synth ladders
2018-12-18 18:49:04 -06:00
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
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
Kevin Darby
664c1f28ed
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-17 18:05:59 -05:00
Kevin Darby
aae927d773
gui for new algos
2018-12-17 17:38:22 -05:00
Kevin Darby
00dba92636
Merge branch 'master' of bitbucket.org:bluetradesys/spark into algos2
2018-12-17 15:36:32 -05:00
Kevin Darby
5a5de65292
OCO and Pricer Algos
2018-12-17 13:56:24 -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
John Colvin
e97ecffba6
fix build (add '#include <string>' to AlgoServiceUtils.h)
2018-12-15 16:44:52 -06:00
John Colvin
f72fc3a195
add is_hidden prop to AlgoDefinitionMetadata, implement in AlgoStudio\Ladder
2018-12-13 13:09:09 -06:00
John Colvin
98fcbdcf3c
AlgoStudio - preserve selected definition through save
2018-12-12 18:24:06 -06:00
John Colvin
32bccacc0e
AlgoTemplateToolBar/AlgoStudioView - consolidate/share favorites-toggle-tooltips
2018-12-12 16:20:13 -06:00
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
John Colvin
f97ba558b0
DictionaryExtensions - fix AddOrUpdate (missing 'else')
2018-12-12 14:23:39 -06:00
John Colvin
6091a7e32b
fix EditStack
2018-12-11 16:30:38 -06:00
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
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
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
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
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
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
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
Taha Afzal
f27e6b090c
Merge branch 'composite_algo_service' into algo-templates-v1
2018-12-06 15:24:52 -05:00
John Colvin
1b897529c4
Merge remote-tracking branch 'origin/master' into algo-templates-v1
2018-12-05 16:00:19 -06:00
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
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
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
Taha Afzal
e7dfe4f8ce
filled in the complete service (without publishing yet)
2018-12-03 09:36:16 -05:00
Taha Afzal
46d317f289
added helper functions
2018-11-30 09:05:16 -05:00
Taha Afzal
c28251b9e8
create_composite_algo
2018-11-29 19:20:49 -05:00
John Colvin
15ac6d3656
ViewModelBase - fix 'Set()' overload
2018-11-29 15:18:59 -06:00
Taha Afzal
cad705974e
Added service server skeleton
2018-11-29 12:43:46 -05:00
Taha Afzal
f04b22fbb5
Added the service protos and interface
2018-11-29 10:14:43 -05:00
John Colvin
9b0e8175aa
OrderDataHelper - move exchange/spreader_order_type[] members from OrderFactory -> OrderDataHelper
2018-11-28 17:52:29 -06:00
John Colvin
2c28285e69
OrderDataHelper - make default (algo/Custom)OrderDefinition factory methods static
2018-11-28 17:09:51 -06:00
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
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
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
John Colvin
2d890d6258
fix LocalFileAlgoTemplateService
2018-11-25 22:28:41 -06:00
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
John Colvin
e958564228
Merged master into algo-templates
2018-11-19 11:45:47 -06:00
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
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
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
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
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
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
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
John Colvin
b5beac8a51
OrderDetailsPopupControl - fix CoerceExpandDirection (was returning default metadata, instead of default value)
2018-11-09 14:59:14 -06:00