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16 Commits
Author SHA1 Message Date
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
Eric Harding 2688281a10 Protect against ICE 0-leg spread data on cert 2019-12-16 10:26:34 -05:00
Eric Harding b62d9751cf chown duplicates files in docker image 2019-11-20 14:57:56 -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
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
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
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
10 changed files with 287 additions and 257 deletions

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+5
View File
@@ -6,9 +6,14 @@ insert_anchor_links = "right"
+++
## 2.14.0
### User Visible Changes
- All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
- Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
- Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
- Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
### Bug Fixes
- Fixed an issue where market transition were not observed by IAlgoOrder
- Fixed a bug in error reporting
- Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure
## 2.13.0
### User Visible Changes
@@ -467,6 +467,10 @@ namespace mbts.spark {
settings_invalidated?.Invoke();
}
public void recenter_all_ladders() {
_bus?.post(SparkTags.RequestRecenterLadder, null);
}
public Task send_order_async((double price, Side? side, MouseButton button) args) {
if (order_properties_vm != null && args.button != MouseButton.Middle) {
var size_from_alternate = args.button == MouseButton.Right;
@@ -490,8 +490,14 @@ namespace mbts.spark {
protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
var column = _column_for_point(e.GetPosition(this));
if (column.column_type == ColumnType.Price)
_scroll_to_center();
if (column.column_type == ColumnType.Price) {
if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown(Key.RightShift) ||
Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
_vm?.recenter_all_ladders();
} else {
_scroll_to_center();
}
}
}
#region Row Utility Methods
@@ -1,220 +1,223 @@
using bts.collections;
using bts.utils;
using mbts;
using mbts.collections;
using mbts.expression;
using mbts.spark;
using mbts.ui;
using mbts.ui.settings;
using mbts.ui.shell;
using mbts.ui.spark;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using System.Dynamic;
using System.Linq;
using ColumnKeys = bts.shell.pnl.PNLView.Columns;
namespace bts.shell.pnl {
class PNLSettingsVM : DisposableViewModelBase, IWindowSettingsVM<PNLSettings>, IValueFactory<PNLSettings>, IObservable<PNLSettings>, ITemplateSelectorKey {
readonly IReadOnlyDictionary<ColumnKeys, AnchorItemVM> _anchor_cache;
readonly DeferrableActionWrapper _sync_anchors;
PNLCalculationType _calculation_type;
PNLHeaderRowDisplay _header_row_display;
PNLSettings _last_loaded;
public PNLSettingsVM(PNLSettings settings) {
// init anchor cache, deferrable resync
_anchor_cache = PNLSettings.anchorable_columns.ToDictionary(k => k, k => new AnchorItemVM(this, k));
_sync_anchors = new DeferrableActionWrapper(() => {
for (int i = 0; i < anchor_items.Count; i++) {
anchor_items[i].anchor_index = i + 1;
anchor_items[i].refresh();
}
});
core_settings_vm = new SimpleGridSettingsVM(column_factory: col_settings => {
var col_vm = new PNLColumnVM(core_settings_vm, EnumHelper.parse<ColumnKeys>(col_settings.id));
col_vm.load_from(col_settings);
return col_vm;
});
core_settings_vm.selection_highlight.bind_opacity_to_alpha = true;
_dispose = Disposable.Create(
anchor_items.Subscribe((s, e) => _sync_anchors.execute()));
load(settings);
}
public IEnumerable<AnchorItemVM> anchor_item_headers => _anchor_cache.Values;
public ObservableCollection<AnchorItemVM> anchor_items { get; } = new ObservableCollection<AnchorItemVM>();
public SimpleGridSettingsVM core_settings_vm { get; }
public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
public IEnumerable<PNLHeaderRowDisplay> header_row_display_options => PNLSettings.header_row_display_options;
string ITemplateSelectorKey.key => GridSettingsTemplateKeys.PNL;
public PNLSettings get_result() {
var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
s.calculation_type = _calculation_type;
s.grid = core_settings_vm.create();
// move anchor cols to the left, order wrt grouping hierarchy
var new_cols = new Lazy<List<GridColumnSettings>>(() => s.grid.columns.ToList());
for (int i = 0; i < s.grid.columns.Count; i++) {
var key = s.grid.columns[i].strong_id<ColumnKeys>();
if (_anchor_cache.TryGetValue(key, out var a) && a.anchor_index.HasValue) {
// anchor index is 1 based, subtract 1 to get 0 based
int anchor_index = a.anchor_index.Value - 1;
if (anchor_index != i && anchor_index >= 0 && anchor_index < s.grid.columns.Count) {
new_cols.Value.RemoveAt(i);
new_cols.Value.Insert(anchor_index, s.grid.columns[i]);
}
using bts.collections;
using bts.utils;
using mbts;
using mbts.collections;
using mbts.expression;
using mbts.spark;
using mbts.ui;
using mbts.ui.settings;
using mbts.ui.shell;
using mbts.ui.spark;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using System.Dynamic;
using System.Linq;
using ColumnKeys = bts.shell.pnl.PNLView.Columns;
namespace bts.shell.pnl {
class PNLSettingsVM : DisposableViewModelBase, IWindowSettingsVM<PNLSettings>, IValueFactory<PNLSettings>, IObservable<PNLSettings>, ITemplateSelectorKey {
readonly IReadOnlyDictionary<ColumnKeys, AnchorItemVM> _anchor_cache;
readonly DeferrableActionWrapper _sync_anchors;
PNLCalculationType _calculation_type;
PNLHeaderRowDisplay _header_row_display;
PNLSettings _last_loaded;
public PNLSettingsVM(PNLSettings settings) {
// init anchor cache, deferrable resync
_anchor_cache = PNLSettings.anchorable_columns.ToDictionary(k => k, k => new AnchorItemVM(this, k));
_sync_anchors = new DeferrableActionWrapper(() => {
for (int i = 0; i < anchor_items.Count; i++) {
anchor_items[i].anchor_index = i + 1;
anchor_items[i].refresh();
}
}
// rule-based animations
var trigger_anims = core_settings_vm.columns
.OfType<PNLColumnVM>()
.SelectMany(c => c.get_triggers())
.GroupBy(tup => tup.expression)
.Where(g => CoreExpressionEvaluator<PNLRowData>.validate(g.Key))
.Select(g => (
expression: g.Key,
animations: g.ToArray()))
.ToList();
var normalized_anims = trigger_anims
.Where(tup => CoreExpressionEvaluator<PNLNormalizedData>.validate(tup.expression))
.ToList();
s = s.with(anchors: anchor_items.Select(vm => vm.key),
grid: new_cols.IsValueCreated ? s.grid.with(columns: new_cols.Value) : null,
group_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
var col_settings = c.create();
col_settings = c.group_column_vm.apply_to(col_settings);
return col_settings;
}),
header_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
var col_settings = c.create();
col_settings = c.header_column_vm.apply_to(col_settings);
return col_settings;
}),
animations: trigger_anims.Select(
ta => new PNLAnimationTriggerData {
expression = ta.expression,
animations = Array.ConvertAll(ta.animations, t => t.row)
}),
group_header_animations: normalized_anims
.Select(
ta => new PNLAnimationTriggerData {
expression = ta.expression,
animations = Array.ConvertAll(ta.animations, t => t.group)
}),
header_row_animations: normalized_anims.Select(
ta => new PNLAnimationTriggerData {
expression = ta.expression,
animations = Array.ConvertAll(ta.animations, t => t.header)
}));
s.header_row_display = header_row_display;
s.header_cell_appearance = PNLCellAppearanceProto.from_appearance(header_row_defaults.to_appearance());
// group
var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
//
return s;
}
public void load(PNLSettings value) {
_last_loaded = value;
header_row_defaults.load(value.header_cell_appearance.to_appearance());
group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
var column_map = _map_column_data(value.grid.columns, value.animations);
var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
core_settings_vm.load_from(value.grid);
for (int i = 0; i < core_settings_vm.columns.Count; i++) {
var col_vm = core_settings_vm.columns[i] as PNLColumnVM ?? throw new InvalidOperationException($"In {nameof(PNLSettingsVM)}, all columns should be of type {typeof(PNLColumnVM)}.");
var key = EnumHelper.parse<ColumnKeys>(col_vm.id);
var (col_settings, trigger_animations) = column_map[key];
var group_data = group_column_map.GetNullable(key);
var header_data = header_column_map.GetNullable(key);
col_vm.load_from(col_settings, trigger_animations, group_data?.settings, group_data?.triggers, header_data?.triggers, header_data?.settings);
}
using (_sync_anchors.defer_execution())
anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
header_row_display = value.header_row_display;
calculation_type = value.calculation_type;
}
PNLSettings IValueFactory<PNLSettings>.create() => get_result();
void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
IDisposable IObservable<PNLSettings>.Subscribe(IObserver<PNLSettings> observer) => throw new NotImplementedException();
static Dictionary<ColumnKeys, (GridColumnSettings settings, Dictionary<string, PNLAnimation> triggers)> _map_column_data(IEnumerable<GridColumnSettings> columns, IEnumerable<PNLAnimationTriggerData> triggers) {
var map = columns.ToDictionary(
c => c.strong_id<ColumnKeys>(),
c => (settings: c, triggers: new Dictionary<string, PNLAnimation>()));
foreach (var trig in triggers) {
foreach (var anim in trig.animations) {
if (map.TryGetValue(anim.column, out var col_data))
col_data.triggers[trig.expression] = anim;
}
}
return map;
}
void _append_or_remove_anchor(ColumnKeys key, bool include) {
if (!_anchor_cache.TryGetValue(key, out var vm))
throw new KeyNotFoundException($"Column key '{key}' is not anchorable (expected one of: {string.Join(", ", PNLSettings.anchorable_columns)}).");
if (vm.include == include)
return;
if (include) {
if (anchor_items.Any(a => a.key == key))
throw new InvalidOperationException($"{nameof(anchor_items)} already contains an element with key '{key}.'");
anchor_items.Add(vm);
vm.anchor_index = anchor_items.Count;
} else {
if (!anchor_items.Remove(vm))
throw new InvalidOperationException($"{nameof(anchor_items)} does not contain an element with key '{key}.'");
vm.anchor_index = null;
}
_sync_anchors.execute();
}
public class AnchorItemVM : ViewModelBase, IEquatable<AnchorItemVM> {
readonly PNLSettingsVM _owner;
int? _anchor_index;
public AnchorItemVM(PNLSettingsVM owner, ColumnKeys key) {
_owner = owner;
this.key = key;
}
public ColumnKeys key { get; }
public bool include { get => anchor_index.HasValue; set => _owner._append_or_remove_anchor(key, value); }
public int? anchor_index { get => _anchor_index; set => Set(ref _anchor_index, value); }
public void refresh() =>
RaisePropertyChanged(nameof(include), nameof(anchor_index));
public bool Equals(AnchorItemVM other) =>
other != null && key == other.key;
public override bool Equals(object obj) =>
Equals(obj as AnchorItemVM);
public override int GetHashCode() =>
key.GetHashCode();
public override string ToString() =>
EnumHelper.get_display_name(key);
}
}
});
core_settings_vm = new SimpleGridSettingsVM(column_factory: col_settings => {
var col_vm = new PNLColumnVM(core_settings_vm, EnumHelper.parse<ColumnKeys>(col_settings.id));
col_vm.load_from(col_settings);
return col_vm;
});
core_settings_vm.selection_highlight.bind_opacity_to_alpha = true;
_dispose = Disposable.Create(
anchor_items.Subscribe((s, e) => _sync_anchors.execute()));
load(settings);
}
public IEnumerable<AnchorItemVM> anchor_item_headers => _anchor_cache.Values;
public ObservableCollection<AnchorItemVM> anchor_items { get; } = new ObservableCollection<AnchorItemVM>();
public SimpleGridSettingsVM core_settings_vm { get; }
public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
public IEnumerable<PNLHeaderRowDisplay> header_row_display_options => PNLSettings.header_row_display_options;
string ITemplateSelectorKey.key => GridSettingsTemplateKeys.PNL;
public PNLSettings get_result() {
var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
s.calculation_type = _calculation_type;
s.grid = core_settings_vm.create();
// move anchor cols to the left, order wrt grouping hierarchy
List<GridColumnSettings> new_cols = null;
IEnumerable<GridColumnSettings> cols = s.grid.columns;
var sorted_anchors = anchor_items.OrderBy(a => a.anchor_index).ToList();
for (int i = 0; i < sorted_anchors.Count; i++) {
if (GridSettingsHelper.try_find_column(cols, sorted_anchors[i].key, out var match, out int pos) && pos != i) {
if (new_cols == null) {
new_cols = s.grid.columns.ToList();
// set cols to new_cols so subsequent position lookups
// take previous column order manipulations into account.
cols = new_cols;
}
new_cols.RemoveAt(pos);
new_cols.Insert(i, match);
}
}
// rule-based animations
var trigger_anims = core_settings_vm.columns
.OfType<PNLColumnVM>()
.SelectMany(c => c.get_triggers())
.GroupBy(tup => tup.expression)
.Where(g => CoreExpressionEvaluator<PNLRowData>.validate(g.Key))
.Select(g => (
expression: g.Key,
animations: g.ToArray()))
.ToList();
var normalized_anims = trigger_anims
.Where(tup => CoreExpressionEvaluator<PNLNormalizedData>.validate(tup.expression))
.ToList();
s = s.with(anchors: anchor_items.Select(vm => vm.key),
grid: new_cols == null ? null : s.grid.with(columns: new_cols),
group_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
var col_settings = c.create();
col_settings = c.group_column_vm.apply_to(col_settings);
return col_settings;
}),
header_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
var col_settings = c.create();
col_settings = c.header_column_vm.apply_to(col_settings);
return col_settings;
}),
animations: trigger_anims.Select(
ta => new PNLAnimationTriggerData {
expression = ta.expression,
animations = Array.ConvertAll(ta.animations, t => t.row)
}),
group_header_animations: normalized_anims
.Select(
ta => new PNLAnimationTriggerData {
expression = ta.expression,
animations = Array.ConvertAll(ta.animations, t => t.group)
}),
header_row_animations: normalized_anims.Select(
ta => new PNLAnimationTriggerData {
expression = ta.expression,
animations = Array.ConvertAll(ta.animations, t => t.header)
}));
s.header_row_display = header_row_display;
s.header_cell_appearance = PNLCellAppearanceProto.from_appearance(header_row_defaults.to_appearance());
// group
var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
//
return s;
}
public void load(PNLSettings value) {
_last_loaded = value;
header_row_defaults.load(value.header_cell_appearance.to_appearance());
group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
var column_map = _map_column_data(value.grid.columns, value.animations);
var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
core_settings_vm.load_from(value.grid);
for (int i = 0; i < core_settings_vm.columns.Count; i++) {
var col_vm = core_settings_vm.columns[i] as PNLColumnVM ?? throw new InvalidOperationException($"In {nameof(PNLSettingsVM)}, all columns should be of type {typeof(PNLColumnVM)}.");
var key = EnumHelper.parse<ColumnKeys>(col_vm.id);
var (col_settings, trigger_animations) = column_map[key];
var group_data = group_column_map.GetNullable(key);
var header_data = header_column_map.GetNullable(key);
col_vm.load_from(col_settings, trigger_animations, group_data?.settings, group_data?.triggers, header_data?.triggers, header_data?.settings);
}
using (_sync_anchors.defer_execution())
anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
header_row_display = value.header_row_display;
calculation_type = value.calculation_type;
}
PNLSettings IValueFactory<PNLSettings>.create() => get_result();
void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
IDisposable IObservable<PNLSettings>.Subscribe(IObserver<PNLSettings> observer) => throw new NotImplementedException();
static Dictionary<ColumnKeys, (GridColumnSettings settings, Dictionary<string, PNLAnimation> triggers)> _map_column_data(IEnumerable<GridColumnSettings> columns, IEnumerable<PNLAnimationTriggerData> triggers) {
var map = columns.ToDictionary(
c => c.strong_id<ColumnKeys>(),
c => (settings: c, triggers: new Dictionary<string, PNLAnimation>()));
foreach (var trig in triggers) {
foreach (var anim in trig.animations) {
if (map.TryGetValue(anim.column, out var col_data))
col_data.triggers[trig.expression] = anim;
}
}
return map;
}
void _append_or_remove_anchor(ColumnKeys key, bool include) {
if (!_anchor_cache.TryGetValue(key, out var vm))
throw new KeyNotFoundException($"Column key '{key}' is not anchorable (expected one of: {string.Join(", ", PNLSettings.anchorable_columns)}).");
if (vm.include == include)
return;
if (include) {
if (anchor_items.Any(a => a.key == key))
throw new InvalidOperationException($"{nameof(anchor_items)} already contains an element with key '{key}.'");
anchor_items.Add(vm);
vm.anchor_index = anchor_items.Count;
} else {
if (!anchor_items.Remove(vm))
throw new InvalidOperationException($"{nameof(anchor_items)} does not contain an element with key '{key}.'");
vm.anchor_index = null;
}
_sync_anchors.execute();
}
public class AnchorItemVM : ViewModelBase, IEquatable<AnchorItemVM> {
readonly PNLSettingsVM _owner;
int? _anchor_index;
public AnchorItemVM(PNLSettingsVM owner, ColumnKeys key) {
_owner = owner;
this.key = key;
}
public ColumnKeys key { get; }
public bool include { get => anchor_index.HasValue; set => _owner._append_or_remove_anchor(key, value); }
public int? anchor_index { get => _anchor_index; set => Set(ref _anchor_index, value); }
public void refresh() =>
RaisePropertyChanged(nameof(include), nameof(anchor_index));
public bool Equals(AnchorItemVM other) =>
other != null && key == other.key;
public override bool Equals(object obj) =>
Equals(obj as AnchorItemVM);
public override int GetHashCode() =>
key.GetHashCode();
public override string ToString() =>
EnumHelper.get_display_name(key);
}
}
}
@@ -90,12 +90,11 @@ namespace bts.shell.pnl {
}
int? _try_compare_groups(CollectionViewGroup x, CollectionViewGroup y) {
if (x == null || y == null)
return null;
var xcell = (IPNLCellData)x.Name;
var ycell = (IPNLCellData)y.Name;
var comp = _get_column_comparer(xcell.column);
return comp.value_comparer.Compare(xcell.value, ycell.value);
if (x?.Name is IPNLCellData xcell && y?.Name is IPNLCellData ycell) {
var comp = _get_column_comparer(xcell.column);
return comp.value_comparer.Compare(xcell.value, ycell.value);
}
return null;
}
}
}
}
@@ -698,8 +698,8 @@
c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_filter.active, Source={u:DirectReference _grid}}"
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_filter.open, Source={u:DirectReference _grid}}"
key="Security"
sort_member_path="security_cell.cell_data"
data_member_path="security"
data_member_path="security_cell.cell_data"
sort_member_path="security"
HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
/>
<!--Security Key-->
@@ -195,6 +195,8 @@ 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(me->nusers == -1)
me->nusers = 0;
me->nusers++;
+10 -7
View File
@@ -12,19 +12,22 @@ env SDK_ROOT=/sdk \
SDK_VERSION=$SDK_VERSION \
SDK_BUILD_DATE=$SDK_BUILD_DATE
# copy sdk
COPY include/ /sdk/include/
COPY lib/ /sparkbin/
COPY externals /sdk/externals/
COPY spark.conf /sparkdata/conf/
COPY futures.coconut /sparkdata/data/replay/futures.coconut
# add user bts
RUN groupadd --gid 1000 $USERNAME && \
useradd -s /bin/bash --uid 1000 --gid 1000 -m $USERNAME && \
mkdir -p /sparkbin/plugins && \
mkdir /sparkdata && \
ln -s /sparkbin/ sdk/lib && \
echo $USERNAME ALL=\(root\) NOPASSWD:ALL > /etc/sudoers.d/$USERNAME && \
chmod 0440 /etc/sudoers.d/$USERNAME && \
chown -R bts.bts /sparkbin/plugins && \
chown -R bts.bts /sparkdata
# copy sdk
COPY include/ /sdk/include/
COPY lib/ /sparkbin/
COPY externals /sdk/externals/
COPY spark.conf /sparkdata/conf/
COPY --chown=$USERNAME futures.coconut /sparkdata/data/replay/futures.coconut
@@ -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;
}
@@ -0,0 +1,6 @@
1. Verify pressing the shift or alt key while double clicking in the Price column in a Ladder Window recenters ALL ladders
Launch 2 ladders
Scroll both ladders so they are no longer centered at mid market
Press the shift + double click while over the Price column
You should observe both scrolled ladders are now centered once again
The countdown timer is also reset via this spacebar action. This is more informational; I don't expect you to wait to verify that the timer is reset.