build

src/lib/orderman/actors/ICEExecutionGateway.cpp

@@ -195,6 +195,10 @@ void ICEExecutionGateway::on_trader_login_timeout_expired()
             const auto& ice = u.user_data().exchange_user_data().ice_data();
             if(auth_traders.find(ice.authorized_trader()) == auth_traders.end())
             {
+               if(ice.authorized_trader() == "")
+                  continue;
+               if(ice.company_id() <= 0)
+                  continue;
                if(me->nusers == -1)
                   me->nusers = 0;
                me->nusers++;

src/server/sparkd/md/platforms/ice_onixs/ICEListener.h

@@ -212,30 +212,32 @@ void ICEListener::on_uds_future_spread(const Definition& def, bool& is_intereste
    fsec.alt_symbol(def.strategySymbol);      
    
    const auto& legs = def.legs;
-   fsec.set_leg_count(legs.size());
-   for(size_t x = 0; x < fsec.leg_count(); ++x) 
-   {
-      const auto& leg = legs[x];
-      if(leg.ratioPriceNumerator && leg.ratioPriceDenominator)
+   if (legs.size() > 0) {
+      fsec.set_leg_count(legs.size());
+      for(size_t x = 0; x < fsec.leg_count(); ++x) 
       {
-         auto num = *leg.ratioPriceNumerator;
-         auto denom = *leg.ratioPriceDenominator;
-         fsec.legs[x].leg_price = num / (double) denom;
+         const auto& leg = legs[x];
+         if(leg.ratioPriceNumerator && leg.ratioPriceDenominator)
+         {
+            auto num = *leg.ratioPriceNumerator;
+            auto denom = *leg.ratioPriceDenominator;
+            fsec.legs[x].leg_price = num / (double) denom;
+         }
+         if(leg.ratioQtyNumerator && leg.ratioQtyDenominator)
+         {
+            auto num = *leg.ratioQtyNumerator;
+            auto denom = *leg.ratioQtyDenominator;         
+            fsec.legs[x].leg_delta = num / (double) denom;
+         }
+         
+         fsec.legs[x].leg_quantity = leg.ratio;
+         fsec.legs[x].leg_side = leg.side == onixs_ice::Side::Bid ? api::SIDE_BUY : api::SIDE_SELL;
+         fsec.legs[x].exchange_key = ExchangeKey(leg.marketId);
+         fsec.legs[x].key = invalid_security_key;
       }
-      if(leg.ratioQtyNumerator && leg.ratioQtyDenominator)
-      {
-         auto num = *leg.ratioQtyNumerator;
-         auto denom = *leg.ratioQtyDenominator;         
-         fsec.legs[x].leg_delta = num / (double) denom;
-      }
-      
-      fsec.legs[x].leg_quantity = leg.ratio;
-      fsec.legs[x].leg_side = leg.side == onixs_ice::Side::Bid ? api::SIDE_BUY : api::SIDE_SELL;
-      fsec.legs[x].exchange_key = ExchangeKey(leg.marketId);
-      fsec.legs[x].key = invalid_security_key;
+      add_security(fsec);
+      is_interested = true;            
    }
-   add_security(fsec);
-   is_interested = true;            
 }