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938 Commits
Author SHA1 Message Date
Kevin Darby 5330000e12 Brian tested manually
Merged in ui_permissions (pull request #82)

Ui permissions

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-10-22 19:36:27 +00:00
Kevin Darby 1d51a063ea adding manual test 2018-10-22 15:24:35 -04:00
Kevin Darby da3dc9f477 digesting Eric's PR comments 2018-10-22 14:11:46 -04:00
Eric Harding f437d50041 Merged in leak2 (pull request #84)
Leak2

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-10-19 14:58:28 +00:00
Eric Harding c7bbcc1738 Update release notes 2018-10-19 10:33:30 -04:00
Eric Harding 3bdde95b42 Update release notes 2018-10-19 09:35:36 -04:00
Eric Harding 52e6be5d60 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into leak2 2018-10-19 09:24:25 -04:00
Eric Harding bda76d0234 Reduce logging allocations for windows client 2018-10-19 09:11:59 -04:00
Eric Harding 7cb08ba90a Improve cleanup by releaseing references from Finalizeable handles. 2018-10-18 16:50:04 -04:00
Eric Harding ee6d05c737 Fix 2 potential NullReference in DIYGrid when DataContext goes to null 2018-10-18 16:49:29 -04:00
Eric Harding 62a5ee94e8 Add EnumerateGroup to SortedTree 2018-10-18 11:08:19 -04:00
Eric Harding f6e12d1664 Move SortedTreeTests to bts_tests 2018-10-18 10:43:10 -04:00
Eric Harding d022080b80 Leak: Fix WPF binding leaks in OrderBook 2018-10-17 17:44:47 -04:00
Pedro Pinto 44acb1caac Added 1.3.3 release notes. 2018-10-17 20:48:31 +00:00
Pedro Pinto 28347f1074 Updated release notes. 2018-10-17 20:47:53 +00:00
Pedro Pinto 7826a1d0b4 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod 2018-10-17 20:46:41 +00:00
Pedro Pinto 975edb48df Reduced server memory usage. 2018-10-17 20:46:20 +00:00
Eric Harding c2a5c278e9 Increase parallelism in workspace loading. 2018-10-17 13:08:33 -04:00
John Colvin f895e69aa9 get rid of misleading constructor in viewmodelbase (signature has default-initialization for some unused arguments) 2018-10-17 11:01:08 -05:00
Eric Harding 7c050a9e10 Add log warning on order book reset 2018-10-17 10:28:08 -04:00
John Colvin 38087d21d8 Leak(orderbook) - comment out PredicateAnimator in OrderBookRowVM 2018-10-16 22:41:28 -05:00
John Colvin 4b2e49c4aa Leak(orderbook) - make cell-stores lazy 2018-10-16 22:23:36 -05:00
John Colvin e31c0a8112 Leak (orderbook) - disable cell animations 2018-10-16 21:18:11 -05:00
John Colvin 876d6e0981 OrderBookVM - change orders subscription from LegacyTableUpdate to TableUpdate 2018-10-16 16:40:08 -05:00
Eric Harding cb2dac6126 Add release notes for 1.3.2 2018-10-16 16:13:48 -04:00
Eric Harding a3cc1c652f Merged in dripdrip (pull request #83)
Dripdrip

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-10-16 18:50:07 +00:00
Pedro Pinto 7ab6fd273e Added buffering to mercury queues.
We were dropping events on Dan's system when the queue filled up.
2018-10-16 15:32:54 +00:00
Eric Harding 7d47361446 Leak: Should unsubscribe from settings (eventually) 2018-10-15 17:36:08 -04:00
Eric Harding 9a95b5ed34 Leak: SparkWindowView should depend on commands only 2018-10-15 17:36:08 -04:00
Eric Harding 0070c1f1cc Leak: Break ShellWindowVM circular relationship with model 2018-10-15 17:36:08 -04:00
Eric Harding cd4664a012 Leak: WindowManager clear last opened window from bus 2018-10-15 17:36:08 -04:00
Eric Harding b1b8d79706 Leak: FloatingWindow should unsubscribe from ViewModel.Closing 2018-10-15 17:36:08 -04:00
John Colvin 002832a87d OrderBookVM - dispose orders_securities_subject for good measure 2018-10-15 13:50:25 -05:00
John Colvin 958212ea0c OrderBook - 'BranchFilterSource' subscriptions weren't getting disposed 2018-10-15 13:41:40 -05:00
Pedro Pinto 0013d529da Reduce log spamming further. 2018-10-15 17:33:40 +00:00
Eric Harding 23f8d0bbbb Freeze all icons in icons.cs 2018-10-15 11:26:01 -04:00
Pedro Pinto 3c72760a3f Update release notes. 2018-10-15 14:42:43 +00:00
Pedro Pinto 8844f60cd0 Reduced log spamming in order manager. 2018-10-15 14:38:44 +00:00
Pedro Pinto 62e01e43e2 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod 2018-10-14 18:29:00 -04:00
Pedro Pinto 7953cc1209 Docker ptr 2018-10-14 18:28:56 -04:00
Eric Harding 67227320c9 ShellThreadFactory should not keep strong refrences to all windows. 2018-10-12 15:24:53 -04:00
John Colvin 5dd2c14fba mview - dispose security subscription 2018-10-11 15:26:14 -05:00
Pedro Pinto dcf116fe82 Updated release notes. 2018-10-11 18:28:10 +00:00
Pedro Pinto 9c571cc16d Moved externals pointer 2018-10-11 17:53:00 +00:00
Pedro Pinto aa8e32ee43 Updated external subrepos 2018-10-11 17:43:39 +00:00
Michael Harding 4d0a793ecc SPARK-1773: rows in table 2018-10-11 11:44:30 -04:00
Michael Harding 659bf6b208 SPARK-1773: update paths 2018-10-11 09:36:19 -04:00
Pedro Pinto 33312a4bf8 Fixed up build with respect to the perf_trace web page. 2018-10-11 12:46:12 +00:00
Pedro Pinto 929a93b1f7 Updated docker 2018-10-11 12:11:00 +00:00
Pedro Pinto f49e41c5c0 Fixed a few bugs in perf state json generation. 2018-10-11 12:11:00 +00:00
Michael Harding 87f99d42bf SPARK-1773: Add Histogram and rows 2018-10-10 16:13:29 -04:00
Michael Harding e4f5531855 Add perf_trace page 2018-10-09 17:43:42 -04:00
Kevin Darby ae2712c9ac added Filter primitive to support changing predicates via IObservable<Func<T, bool>> 2018-10-09 17:14:01 -04:00
Pedro Pinto d62bde8158 Added placeholder for perf trace web page. 2018-10-09 20:28:56 +00:00
Pedro Pinto 53ea5ddf81 Merged 2018-10-09 19:27:54 +00:00
Pedro Pinto 9e0b95a1ad SPARK-1772, Serving perf traces via json 2018-10-09 17:43:18 +00:00
Pedro Pinto 5325c372ba Added a few docs 2018-10-08 19:08:49 +00:00
Kevin Darby c3f4183531 switching dirs 2018-10-08 11:20:16 -04:00
Kevin Darby 6de5416394 over to taha 2018-10-08 10:38:22 -04:00
Taha Afzal 1a947097a5 Wrapper around AdminModel with helper functions 2018-10-08 10:31:56 -04:00
Pedro Pinto 50abbd6aea Added a few more benchmarks. 2018-10-08 14:11:26 +00:00
Pedro Pinto f324504df1 Added locking to perf trace log. 2018-10-08 14:10:56 +00:00
Pedro Pinto 931d5dad01 SPARK-1771, Logging perf metrics in a DB 2018-10-05 20:08:45 -04:00
Pedro Pinto ef094b891a SPARK-1771, Logging perf metrics in a DB 2018-10-05 23:05:27 +00:00
Pedro Pinto d25d91038d clang format. 2018-10-05 15:37:44 +00:00
Pedro Pinto 700f1d97fd Renamed TickToOrderCorID.h to PerfTrace.h 2018-10-05 15:37:09 +00:00
Michael Harding 5b1cf890e8 Merged in spark1538-risk-admin-cloning (pull request #79)
SPARK-1538: Spark Admin - Cloning

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-10-04 19:30:19 +00:00
Michael Harding c254248886 SPARK-1538: Clones incoming 2018-10-04 15:00:33 -04:00
Pedro Pinto 5aaa5a3360 Ran clang-format 2018-10-04 10:13:29 -04:00
Pedro Pinto 54d31c345a Logged non-routable orders at Error level. 2018-10-03 19:23:09 +00:00
Pedro Pinto ae3e721f62 Changed MDP3 producer to honor new thread configuration. 2018-10-03 15:45:29 +00:00
Pedro Pinto 0833dce43d Added some tools to quickly analyze latency stats. 2018-10-03 14:53:36 +00:00
Pedro Pinto 47b2e917c1 Tweaked threading defaults. 2018-10-02 16:30:56 +00:00
Pedro Pinto c2864d1715 Improved performance. 2018-10-02 16:24:00 +00:00
Pedro Pinto 2769de6f7e Added central control of threading. 2018-10-02 16:24:00 +00:00
Pedro Pinto ef3b39361a Cleaning up mercury. 2018-10-02 16:24:00 +00:00
Pedro Pinto fa2a2e2107 Rewrite of mercury for better performance. 2018-10-02 16:24:00 +00:00
Pedro Pinto 3005dfdc0f Perf analysys script tweak. 2018-10-02 16:22:04 +00:00
Pedro Pinto 4fd8d9dc5b Fixed typo in comment. 2018-10-02 16:22:04 +00:00
Pedro Pinto c948b981cf More performance tracing work. 2018-10-02 16:22:04 +00:00
Pedro Pinto 8e51b05941 More tweaks to improve performance tracing. 2018-10-02 16:22:04 +00:00
Pedro Pinto 75568e6c75 Made thread allocation configurable for order management. 2018-10-02 16:22:04 +00:00
Pedro Pinto 6e3c880ea2 Changed mercury to assume direct broker connections.
This is needed to reduce latency as we (optionally) move the execution
gateway to its on thread.
2018-10-02 16:20:00 +00:00
Pedro Pinto ded957a0ef SPARK-1686, Towards better server side performance. 2018-10-02 16:20:00 +00:00
Eric Harding 05741ceab0 SPARK-1742 test can fail when time moves foward 2018-10-01 14:56:35 -04:00
John Colvin 9e3b3879d0 Merged in lldatetime (pull request #75)
SPARK-1726 change DateTime.cpp to match c# format

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-09-25 15:32:54 +00:00
Kevin Darby a1b189fcb1 repenting my sins against the proto gods 2018-09-21 12:46:42 -04:00
Michael Harding 7a48e5dd5c SPARK-1725: not too many characters 2018-09-21 11:26:09 -04:00
John Colvin 2842aea933 lldatetime - TimeAndSales rows show local time 2018-09-20 15:35:48 -04:00
John Colvin f97d156020 in datetime.cpp, ptime_to_ll should use KindUnspecified by default 2018-09-20 15:13:20 -04:00
Eric Harding d8922be0ad Add udp.py to tools 2018-09-20 14:35:43 -04:00
John Colvin 5634ada367 cautionary comment in lldatetime(this ulong) extension 2018-09-20 13:43:56 -04:00
John Colvin 94d249edbd use ticks_per_day instead of (micros_per_day * ticks_per_micro) 2018-09-20 13:21:06 -04:00
John Colvin 1c29ac0ec5 missed a couple changes in last commit 2018-09-20 13:18:02 -04:00
John Colvin e7e280bad8 lldatetime pr edits, add test_lldatetime() to Co2Tests 2018-09-20 13:10:48 -04:00
Eric Harding 7ca11c3eee SPARK-1718 Fix trailing comma after deleted users. 2018-09-20 10:27:52 -04:00
Eric Harding caf6ac029c Fix ancient config bug where you can't reference a non-overloaded key in a rule or macro. 2018-09-20 10:27:52 -04:00
Eric Harding 4c0fa81963 Remove unused environment.proto 2018-09-20 10:27:52 -04:00
Kevin Darby 720c1595e0 Merged in more_lean (pull request #76)
made the 'toward' behavior for lean an enum
2018-09-19 22:14:31 +00:00
Kevin Darby bedd0051a9 made the 'toward' behavior on lean an enum 2018-09-19 16:36:25 -04:00
Jake Norbut 09bed1a713 SPARK-1728 - Symbol list is now restrictued according to DeploymentType for the gui; when DEMO, only sim; when PROD, not sim; will require upkeep as exchanges are added 2018-09-19 15:26:25 -05:00
John Colvin ebb53c5035 LLDateTime conversion pr edits 2018-09-19 14:20:33 -04:00
Eric Harding 243b82a6d7 Primitive settingsmanager 2018-09-19 13:31:45 -04:00
Taha Afzal bd4f840d27 Setting last_price to avg_price for SOD records 2018-09-19 12:17:22 -04:00
John Colvin de893d2175 SPARK-1726 change DateTime.cpp to match c# format 2018-09-19 11:49:38 -04:00
Taha Afzal 33658f13f6 SPARK-1722 orders cleanup weekend bug 2018-09-18 13:28:20 -04:00
Kevin Darby 469ee033b2 added a 'detach on toward' boolean to Lean, reasonable in it's own right, but so K. Loftus can race us against Chalupa. 2018-09-15 15:29:12 -04:00
Eric Harding 451fb67195 Fix market_segment_id in shared memory dumper. (uint8_t and std::cout disagree) 2018-09-11 12:44:52 -04:00
Eric Harding a21739a866 Fix build error 2018-09-10 11:04:39 -04:00
Eric Harding 7d694f5c04 Merged in AddOrMerge (pull request #71)
Change A1->A2, A2->A3 should result in A1->A3

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-09-10 14:38:15 +00:00
Eric Harding 14e08cf508 Change A1->A2, A2->A3 should result in A1->A3 2018-09-07 17:39:27 -04:00
Pedro Pinto 12349ef8b7 More metrics tweaking. 2018-09-07 20:53:23 +00:00
John Colvin c99ee9e2d1 OrdersModel - on_security_positions gets position from state (non-incremental) 2018-09-07 13:06:25 -04:00
Pedro Pinto da71ec4c0f Fixed logging of deployment type. 2018-09-07 16:43:17 +00:00
Eric Harding edd8fe7604 Add count of synthetics in mdsource loop 2018-09-07 12:37:35 -04:00
Pedro Pinto 925bd72825 More tweaks to metrics. 2018-09-07 16:35:29 +00:00
Eric Harding 3ab2b132f6 Merged in ScreenCap (pull request #70)
Fix ScreenCapture to include negative offset monitors.

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
And also Kevin but he did it wrong.
2018-09-07 16:02:55 +00:00
Eric Harding f35a9662fd Fix ScreenCapture to include negative offset monitors. 2018-09-07 11:09:00 -04:00
John Colvin b20f8d1293 SPARK-1705 mview working orders column always empty 2018-09-06 20:41:25 -04:00
Eric Harding fabb06e87c Metric for # of securities watched by MDSource 2018-09-06 18:08:13 -04:00
Kevin Darby 0ce2b9f135 Eag is a little sensitive about this ticks_off stuff, so better to hide for the vanilla case 2018-09-06 18:04:54 -04:00
Jake Norbut fea10e3578 Contract Picker - explicitly alpha sorting symbols and security types 2018-09-06 15:06:13 -05:00
Jake Norbut b0fd113c0f Resoring SecurityHelper sort in ContractPicker 2018-09-06 13:43:10 -05:00
Pedro Pinto a826543c07 Fixed up release notes. 2018-09-05 21:55:56 +00:00
Jake Norbut 7d3b1f3bd2 A tale of 2 snipers 2018-09-05 16:34:31 -05:00
John Colvin 7877e44713 SPARK-1695 Crash in lookup_strategy_async 2018-09-05 16:54:57 -04:00
Pedro Pinto 46387703fe Added a deployment type column to the logs so we can direct them. 2018-09-05 20:55:42 +00:00
Pedro Pinto ec9425f4e8 Added some tools to parse latency metrics out our logs. 2018-09-05 20:55:42 +00:00
Jake Norbut 4489f78b35 adding final release notes 2018-09-05 15:36:57 -05:00
Eric Harding 9f25b12c29 Merged in SPARK-1636 (pull request #69)
SPARK-1636 We can do better

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2018-09-05 20:32:40 +00:00
Eric Harding eaacafca86 SPARK-1636 We can do better 2018-09-05 15:41:25 -04:00
Eric Harding a1a591e162 Fix typo in StatefulPublisher 2018-09-05 13:49:50 -04:00
Eric Harding a9edc05b25 Merged in SPARK-1634 (pull request #68)
SPARK-1634

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2018-09-05 17:18:11 +00:00
Eric Harding 3a70f58662 SPARK-1644 StatefulPublisher should handle multiple updates to an entry 2018-09-05 13:10:40 -04:00
Eric Harding 56a7e43425 We will definitely log this in release mode accidently. Adding back the ifdef 2018-09-05 13:04:04 -04:00
Eric Harding 9a22e7e1fc Merge branch 'qa' of bitbucket.org:bluetradesys/spark into SPARK-1634 2018-09-05 11:16:52 -04:00
Eric Harding 89bbf25335 Add shell dataflow logging subsystem to track flow thought the shell. 2018-09-05 11:07:10 -04:00
John Colvin 2bfaf8305a replace improper .SelectMany subscriptions to the viewmodel in SparkWindows 2018-09-04 19:06:24 -04:00
Eric Harding b414289299 SPARK-1634 Crash in FillTupleSource._apply_changes 2018-09-04 17:45:08 -04:00
Eric Harding 9623a015df Remove annoying "unknown" (thread name) column when logging on windows. 2018-09-04 17:31:15 -04:00
John Colvin f3266cbcec SPARK-1691 correct order-type-columns' vertical alignment (present in fills and orderbook) 2018-09-04 15:00:03 -04:00
John Colvin 98e34aafcd rename CVOrderBookColumnCollection -> OrderBookColumnCollection 2018-09-04 14:24:52 -04:00
John Colvin aae0cba2f7 SPARK-1690 TimeAndSalesModel - only spawn 1 Observable.Poll sequence (aka the 'SelectMany' issue) 2018-09-04 14:00:29 -04:00
Pedro Pinto d4abac9d0d Tweaked metrics. 2018-09-04 15:40:35 +00:00
Jake Norbut ac0d0d8dae Colors - changing spreader order color to yellow to make badge decorations a bit more readable 2018-09-04 09:51:55 -05:00
Eric Harding 6ff71980aa SPARK-1634 - rx Cache() does not handle unsubscribe correctly. 2018-09-04 10:28:19 -04:00
Pedro Pinto 23352438cf Added latency metrics for tick to order and fill to order 2018-09-03 16:01:58 -04:00
John Colvin 76a519911d LadderGridHost - avoid index-out-of-range ex if _column_for_point is called before columns are set 2018-09-02 14:33:09 -04:00
John Colvin 4447412e64 OrderBook settings dialog - stretch drag-indicator up/down arrows to scale 2018-09-02 14:26:52 -04:00
Eric Harding 35b01451c4 Merged in SPARK-1574 (pull request #67)
SPARK-1574

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-09-01 01:14:01 +00:00
John Colvin bab2508299 SPARK-1637 notes on grid settings 2018-08-31 17:40:50 -04:00
Michael Harding defdcc5d44 Spark User Doc: Analytics and fixes 2018-08-31 17:37:17 -04:00
Eric Harding b4a8cf0cff SPARK-1574 code review feedback 2018-08-31 17:37:03 -04:00
John Colvin 7e8ef4d273 sounds ui - change playbutton cursor to 'hand' 2018-08-31 15:07:13 -04:00
John Colvin 3e9e4c0f12 fix mview flickering rows after changing securities a few times 2018-08-31 15:05:45 -04:00
John Colvin 9de3e2c597 sounds view - change "When order is filled" to "When order gets a fill" 2018-08-31 14:16:32 -04:00
John Colvin 3382fe22ca SPARK-1683 - NullReferenceException in TriggerOrderVM 2018-08-31 14:09:22 -04:00
Kevin Darby 9eaa2eb5e4 with the revelation that Cover is an order not a parameter in orders, Top is ready to go
that said, I'll need to refactor some things next cycle to clean up
2018-08-31 14:09:35 -04:00
Jake Norbut 451dcc3352 Updating test 2018-08-31 13:00:16 -05:00
Michael Harding e490493ae7 More order colors 2018-08-31 13:24:41 -04:00
Kevin Darby fb8904fed4 fix bug arising from nesting algos 2018-08-31 13:09:47 -04:00
Taha Afzal 4e7f3ed036 Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa 2018-08-31 12:39:57 -04:00
Taha Afzal aa0080224d merging 2018-08-31 12:36:37 -04:00
John Colvin 3537be6d98 Window Settings Dialog - change title format 2018-08-31 12:34:13 -04:00
Jake Norbut 6f72c2f268 PnL: fixed minor bug of PnL Price not resolving when md contains no trades and the pnl source is set to something other than last 2018-08-31 11:32:11 -05:00
Eric Harding 2e6aa8b54d merge qa to feature branch 2018-08-31 10:52:40 -04:00
Taha Afzal 87ef164264 SPARK-1681 (Spreader IOC inf loop protection) 2018-08-31 10:50:45 -04:00
Eric Harding c4c8bb6f5e SPARK-1574 Fix manaaged market data for new layout 2018-08-31 10:35:58 -04:00
Eric Harding c53c12b5d8 SPARK-1574 Changes from ushort to uint in shell 2018-08-31 09:42:48 -04:00
Eric Harding f5c4eda4df Update onixs license (again) 2018-08-31 09:36:38 -04:00
John Colvin 55cb3592a1 SPARK-1652 unify settings icons across all forms 2018-08-30 18:19:30 -04:00
Pedro Pinto 8e00da5a72 SPARK-1653, The initial crash that john reported turned out to be a monster.
Events were getting re-ordered in our event queue, possibly due to
this:

https://github.com/cameron314/concurrentqueue/issues/126

We abandoned the moody camel queue.
2018-08-30 21:49:01 +00:00
Pedro Pinto c19b720121 Fixed assert in TimeBox order. 2018-08-30 21:49:01 +00:00
Pedro Pinto 93af8bc738 SPARK-1645, Changed tag 1603 to SPARK. 2018-08-30 21:49:01 +00:00
Pedro Pinto 47cf8f1df8 Added sim support for IOCs. 2018-08-30 21:49:01 +00:00
Pedro Pinto 79b011d934 Changed server order manager metrics to nanoseconds. 2018-08-30 21:49:01 +00:00
Pedro Pinto 9e9a90f27b Changed histogram metrics to use uint64_t 2018-08-30 21:49:01 +00:00
Pedro Pinto 7a319ed943 Fixed subsystem logging filter. 2018-08-30 21:49:01 +00:00
John Colvin 50724cec66 oops - commented out wrong color in Buttons.xaml 2018-08-30 15:58:52 -04:00
John Colvin 6de25c700f SPARK-1642 / SPARK-1677 use 'Play-button' style for preview/info button 2018-08-30 15:51:45 -04:00
Eric Harding 4256c51993 Move EqualityComparer and MathUtils to spark_core 2018-08-30 15:48:34 -04:00
Jake Norbut d56ea7df25 Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa 2018-08-30 13:12:11 -05:00
Jake Norbut 6ffb8b630f SPARK-1651 cleanup collapse/exapnd all into 2 sepearate toolbar icons 2018-08-30 13:12:05 -05:00
John Colvin 677d1aaa77 SPARK-1642 / SPARK-1657 order completed/canceled aren't playing 2018-08-30 13:34:03 -04:00
John Colvin 07874cad77 SPARK-1642 / SPARK-1656 disable toast notifications for 1.2 via toggles.conf 2018-08-30 13:21:11 -04:00
John Colvin c53c843d54 remove unused CVOrderBook message in toggles.conf 2018-08-30 11:55:22 -04:00
John Colvin 5920b841c3 SPARK-1642 / SPARK-1655 remove silence at beginning of some sounds 2018-08-30 11:50:05 -04:00
Eric Harding 6d7fbe5c84 SPARK-1574 Add space for implied book 2018-08-30 11:30:33 -04:00
Michael Harding 2ba33caae8 SPARK-1639: More of this 2018-08-30 11:17:46 -04:00
Eric Harding 293dddc54f SPARK-1574 Fix Co2Tests.BlitPointerTuple 2018-08-30 10:41:57 -04:00
Eric Harding 1ca250ccb1 SPARK-1574 PriceSize Needs to be bigger (native) 2018-08-29 17:18:13 -04:00
John Colvin bca8f754b6 OrdersModel - use .Naggle in positions observable 2018-08-29 16:58:33 -04:00
John Colvin 146e555ad0 SPARK-1650 Ladder - selected account resets to the first item in dropdown when account limits are changed 2018-08-29 16:00:09 -04:00
John Colvin 5424a07862 SPARK-1647 Position button on ladder not reflecting accurate position per account 2018-08-29 15:43:37 -04:00
Jake Norbut d6a6b2ca79 FillTuple - no longer trimming account per Taha; SOD test was done w/o the trim and things worked as execpted 2018-08-29 14:22:18 -05:00
Jake Norbut 8e6b863d8f updating test text 2018-08-29 14:22:18 -05:00
Taha Afzal 660dd71bad rounding the trigger price 2018-08-29 14:16:48 -04:00
Michael Harding 88ae39fa52 SPARK-1639: tweaks 2018-08-29 13:57:06 -04:00
Pedro Pinto 353a33a391 Added some performance metrics to server. 2018-08-29 15:48:28 +00:00
Jake Norbut 6a6e1b1139 Workspaces - added logging detailing window loads and total workspace load time 2018-08-29 10:26:01 -05:00
Eric Harding 44262c584c Update onixs license 2018-08-29 10:53:20 -04:00
Taha Afzal 935e8455a3 clearing account vs account 2018-08-29 09:48:57 -04:00
Taha Afzal d01441987d adding test for SOD 2018-08-28 12:26:44 -04:00
Pedro Pinto b24528ba2f Merged in fill account id fixes 2018-08-28 11:52:52 -04:00
Pedro Pinto e2b781c42c Included internal account id in stored fills. 2018-08-28 11:50:45 -04:00
John Colvin ff3facedb0 add target 'cycles per ms' to WorkLoop excessive cycle log message 2018-08-28 11:39:28 -04:00
Michael Harding 119a2dc6ad SPARK-1639: Help tooltips for Trigger Order 2018-08-28 10:58:19 -04:00
Pedro Pinto 74defda5a9 Merge remote-tracking branch 'origin/qa' into acount_id_in_fills 2018-08-28 10:57:38 -04:00
Taha Afzal 9212e8d1da improved the test 2018-08-28 09:14:36 -04:00
John Colvin c88a004c27 fractional_hedging test edits 2018-08-27 20:30:40 -04:00
John Colvin 0cab24523d change "hedge ratio" to "lean qty factor" in test 2018-08-27 20:01:13 -04:00
John Colvin c4500e8ac0 rename hedge_ratio test -> lean_qty_factor 2018-08-27 19:58:55 -04:00
John Colvin 6d180156e2 n_legs test - align order params in columns, easier to track with eyes 2018-08-27 18:47:24 -04:00
Pedro Pinto 46dd1b7445 Switched to use account string rather than account id in fill to preserve existing code 2018-08-27 18:13:20 -04:00
Pedro Pinto bd8db00227 Removed rtags from setup_builds (nobody will care) 2018-08-27 21:53:24 +00:00
John Colvin f4bd00ae77 spreader_common_setup_1/2 edits 2018-08-27 17:21:07 -04:00
Michael Harding 38842a91c3 SPARK-1640: Help tooltip for Hidden field in synthetic 2018-08-27 17:03:38 -04:00
John Colvin 1f44425ac1 simple_sanity/spreader_common_setup_1.txt edits 2018-08-27 16:59:18 -04:00
Eric Harding 3581d05883 Add baseline benchmark for PriceSize 2018-08-27 16:32:13 -04:00
John Colvin 251775283b UserSettingsTest - more edits 2018-08-27 15:12:12 -04:00
John Colvin acabe59d8a UserSettingsTest edits(2) 2018-08-27 14:33:23 -04:00
John Colvin efa941bdb1 UserSettingsTest edits 2018-08-27 14:29:44 -04:00
Jake Norbut f8028ab381 changing default order color (spreader) 2018-08-27 13:24:11 -05:00
John Colvin 8a638d2e86 SoundAndNotifications - change a couple words 2018-08-27 13:25:40 -04:00
John Colvin 09d34b03ac SoundAndNotificationsTest edits 2018-08-27 13:15:05 -04:00
Jake Norbut 3798d64403 Merged in SPARK-1638 (pull request #66)
SPARK-1638

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2018-08-27 17:11:57 +00:00
Jake Norbut fc7dcfad80 misc refactor 2018-08-27 11:25:32 -05:00
Jake Norbut 483a61426d SPARK-1638 - Hiding orders not yet ready for prod; changing order color 2018-08-27 11:22:35 -05:00
Taha Afzal 8094b53402 unifying SOD config 2018-08-27 10:45:28 -04:00
Taha Afzal 837c3d5949 some manual test improvements/spellings 2018-08-27 10:45:28 -04:00
Eric Harding 1a7b550e08 SPARK-1636 Begin security discovery earlier. 2018-08-27 10:18:11 -04:00
John Colvin bbb1b8f147 Sound and Notifications test 2018-08-24 20:27:04 -04:00
Eric Harding 5656f1685c Merged in Logging (pull request #65)
Improve managed logging api
2018-08-24 21:37:39 +00:00
Michael Harding cd04e27625 move helpButton tooltip duration to help button 2018-08-24 16:56:50 -04:00
Michael Harding dc8480d778 Test updates/fixes 2018-08-24 16:48:18 -04:00
Eric Harding 5127b70fea Improve managed logging api 2018-08-24 16:36:40 -04:00
Pedro Pinto f4a4a34567 Included internal account id in stored fills. 2018-08-24 20:25:44 +00:00
John Colvin f53b300cd4 Grid Settings - change icon to 'Gear' 2018-08-24 14:47:44 -04:00
John Colvin 1b99cff2c5 SPARK-1629 Synthetic ladders are not restored on starting up 2018-08-24 14:32:38 -04:00
John Colvin b1d799787a SPARK-1628 Clone of a synthetic crashes the shell 2018-08-24 14:00:54 -04:00
John Colvin d019ae287c SPARK-1635 Ladder - position button should show "-" (NaN) for accounts with no orders (let 0 indicate the sum of fills is 0) 2018-08-24 13:42:40 -04:00
Jake Norbut ffc316f50c updating fills test 2018-08-24 09:34:14 -05:00
John Colvin fc5eb48d6a Merged master into qa 2018-08-24 00:28:19 -04:00
John Colvin c394c90641 Grid Settings Test edits 2018-08-24 00:10:40 -04:00
Taha Afzal f1de94a218 Merge branch 'master' of bitbucket.org:bluetradesys/spark into qa 2018-08-23 23:50:53 -04:00
John Colvin 58468af039 add Grid Settings Test 2018-08-23 22:48:23 -04:00
John Colvin 5ccfa14edd rename 'Grid' Settings - 'Window' Settings 2018-08-23 21:51:35 -04:00
John Colvin 54f4eab6de change GridSettings icon 2018-08-23 21:48:43 -04:00
John Colvin 6c4beaf0ea sounds - fix tooltip in GridSettingsView 2018-08-23 18:55:04 -04:00
John Colvin bbf3e6146d SPARK-1405 Order ticket for a user with no account crashes 2018-08-23 18:19:19 -04:00
Eric Harding b6c8417454 Merged in cover_dynamic2 (pull request #64)
Cover dynamic2
2018-08-23 20:48:32 +00:00
Eric Harding 9cfda60bdc Remove the IsEnabled again. 2018-08-23 16:26:09 -04:00
Michael Harding e19907ad92 Lighter badge background 2018-08-23 15:59:11 -04:00
Jake Norbut b5bdc18332 adding test for new badge functionality 2018-08-23 14:38:16 -05:00
John Colvin 0e81b38d85 SPARK-1584 IOC hiding 2018-08-23 14:59:33 -04:00
Michael Harding 2864db23c9 SPARK-1580: Wildcards in new rows fixed 2018-08-23 14:42:55 -04:00
Michael Harding c012a63e86 SPARK-1581: Limits can now be set twice 2018-08-23 14:42:55 -04:00
John Colvin 1b1da9c4e5 SPARK-1583 Ladder Low marker 2018-08-23 14:28:45 -04:00
Taha Afzal 4de28cfbbf merging from prod 2018-08-23 14:16:03 -04:00
John Colvin 0240e27267 SPARK-1582 / SPARK-1587 remove bid/ask from payup/less dropdown 2018-08-23 13:54:39 -04:00
John Colvin 6ceb1f30b2 SPARK-1582 / SPARK-1586 Payup with +0 should be enabled (radio button checked) by default 2018-08-23 13:54:39 -04:00
John Colvin 9d33d334f0 SPARK-1582 / SPARK-1585 sends limit order if fixed price is nan 2018-08-23 13:54:38 -04:00
Taha Afzal ce93b15b2d Hidden order sell side issue fixed 2018-08-23 13:55:09 -04:00
Jake Norbut fc594a2ecd Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-23 12:46:52 -05:00
Jake Norbut 37db2f60ab Badges - making the combined bid + ask at same level a bit easier on the eyes 2018-08-23 12:46:46 -05:00
Eric Harding e33642d325 Merge branch 'SPARK-1570' of bitbucket.org:bluetradesys/spark 2018-08-23 12:54:22 -04:00
Kevin Darby e99e063db3 commenting out second dynamic_order until John can get the real typename in the gui 2018-08-23 12:10:29 -04:00
Kevin Darby 75f9c5bc9d thanks to John this looks decent now 2018-08-23 12:10:29 -04:00
Kevin Darby c20381c3a5 added support for cover order and dynamic_orders 2018-08-23 12:10:29 -04:00
Michael Harding edeb67fdee Fix Build 2018-08-23 11:25:55 -04:00
Michael Harding dc9dd81a44 Merged in help (pull request #63)
Synthetic Help Buttons

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-08-23 15:13:26 +00:00
Michael Harding 78db1442fe Merge with master 2018-08-23 11:11:48 -04:00
Michael Harding b554a8ba49 SPARK-1562: Add Manual to Help menu 2018-08-23 10:54:14 -04:00
Michael Harding e5a5fac50c Using NullToVisibilityConverter 2018-08-23 10:49:04 -04:00
Eric Harding 23c799ac3a SPARK-1570 round_to_quote_price WIP 2018-08-23 09:53:48 -04:00
John Colvin 7dd759281c blah 2018-08-23 00:39:39 -04:00
John Colvin 162c192963 SPARK-1545 Spreader sniper mode 2018-08-23 00:37:35 -04:00
Taha Afzal 637a6cb094 SPARK-1579 test 2018-08-22 23:19:35 -04:00
Taha Afzal 350bc37a8d SPARK-1578 account vs clearing account 2018-08-22 23:19:35 -04:00
John Colvin 1b1c854860 ObjectHelper - use EnumHelper.try_parse to avoid exceptions from null/empty strings 2018-08-22 20:22:51 -04:00
John Colvin 0bd87e7063 Brush thread-safety 2018-08-22 20:22:42 -04:00
Jake Norbut 4fdea219b6 FillsVM - making it safer in case of nulls 2018-08-22 18:11:14 -05:00
John Colvin 102a6d8269 fix notification predicates that were dependent upon observing every update (api streams are naggled now) 2018-08-22 18:00:02 -04:00
John Colvin e05c38dcf6 remove ThreadYieldRWGate 2018-08-22 18:00:01 -04:00
John Colvin 2c8c6ac9b8 OrderRecordTupleSource - use lock instead of ThreadYieldRWGate 2018-08-22 18:00:00 -04:00
John Colvin e72f171657 fix ThreadSafeDisposable again (typeo) 2018-08-22 17:59:52 -04:00
Jake Norbut 47bed56267 pnl and fills - moving account accessing code to FillTuple 2018-08-22 16:56:15 -05:00
Jake Norbut 2b08791aa1 PnL - always TrimEnd the Account, regardless of Order or Fill 2018-08-22 14:10:18 -05:00
John Colvin 2ee725110e fix ThreadSafeDisposable 2018-08-22 13:04:25 -04:00
John Colvin 5f4db9fab6 ObservableDemuxer - use lock instead of ThreadYieldRWGate 2018-08-22 13:04:24 -04:00
John Colvin d58c28986b FillTupleSource - use lock instead of ThreadYieldRWGate 2018-08-22 13:04:24 -04:00
Jake Norbut 9357016ec0 Moving SOD DST UTC calculations into MarketScheudle class 2018-08-22 11:35:37 -05:00
Jake Norbut aab8995de7 more of SPARK-1566 and other things dicussed with Taha and John 2018-08-22 11:18:33 -05:00
Taha Afzal 6e054d7814 SpreaderOrder::_get_order_error is a bit more strict now: 2018-08-22 12:17:35 -04:00
Taha Afzal 7c19b7615d Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-21 21:41:32 -04:00
Taha Afzal b7c6b1ee0d Hidden quoting mode done 2018-08-21 21:38:08 -04:00
John Colvin 6608bee39f SPARK-1544 Ability to change number pad quantities in Ladder 2018-08-21 21:14:25 -04:00
John Colvin b5e6cfea8f make EnumerableStringConverter more robust 2018-08-21 21:14:24 -04:00
John Colvin a763c54a33 LadderSettingsView - replace margins with Row/ColumnDefinitions for spacing 2018-08-21 21:14:24 -04:00
Eric Harding 7ce4ac7ab5 Merged in SPARK-1509-mark2 (pull request #62)
SPARK-1509 queueing in shell

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-08-22 00:13:55 +00:00
Jake Norbut 29fd10e576 SPARK-1559 - Badges - hide orders whose DisplayStatus is set to hidden 2018-08-21 17:03:24 -05:00
Taha Afzal e4e24c0999 Added DisplayStatus to OrderStatus 2018-08-21 17:49:30 -04:00
Eric Harding dbd764f698 merge from master 2018-08-21 16:42:49 -04:00
Eric Harding 15feef9d23 SPARK-1509 queueing in shell 2018-08-21 16:00:33 -04:00
Taha Afzal f4feabf83d added hidden/IOC state to spreader 2018-08-21 15:58:24 -04:00
Michael Harding 48e5ed75f0 Merged badgecolor into master 2018-08-21 15:46:46 -04:00
Michael Harding ee47515990 SPARK-1573: Slightly less bad badge colors 2018-08-21 15:39:10 -04:00
John Colvin 38a769ae00 Merge branch 'trigger_exit' 2018-08-21 15:20:46 -04:00
John Colvin 89f64e09f1 GridSettingsView - minor ui tweaks, sounds use less vertical space 2018-08-21 14:51:20 -04:00
Jake Norbut 439d874b58 adding AdminService.get_admin_data as a testable endpoint in case someone wants to parse this data 2018-08-21 11:58:08 -05:00
John Colvin 44661d90c9 OrdersModel - fix security_total_position extension method 2018-08-21 12:37:34 -04:00
Jake Norbut 8af4d2ccb7 SPARK-1565 - SOD records are filtered out on new Fill window launches 2018-08-21 10:29:19 -05:00
Michael Harding 9a5c963a3e Merge branch 'help' of bitbucket.org:bluetradesys/spark into help 2018-08-21 11:02:24 -04:00
Michael Harding 578290f8e8 SPARK-1453: Help buttons, rename Hedge Ratio, no negatives 2018-08-21 11:01:39 -04:00
John Colvin b11b9f8d7d rearrange LadderSettingsView market-break-lines, visibility reflects settings 2018-08-20 22:55:13 -04:00
Taha Afzal 1c7e14a00c Hidden quoting evaluation function 2018-08-20 22:24:14 -04:00
John Colvin aaa2bcd20d SPARK-1550 Position in Ladder 2018-08-20 19:24:33 -04:00
John Colvin 17654949f7 MEFExport PositionService 2018-08-20 19:24:31 -04:00
John Colvin d1f8c5fefc remove obsolete type 'DisposableSingle' 2018-08-20 19:24:31 -04:00
John Colvin 38f5f24952 ThreadSafeDisposable - add name property and check_not_disposed method 2018-08-20 19:24:30 -04:00
John Colvin 9b67ce7a43 ThreadSafeDisposable - fix 'has_disposed_finished' typeo 2018-08-20 19:24:29 -04:00
John Colvin ba3385aea8 ObservableDemuxer - use ThreadYieldRWGate 2018-08-20 19:24:29 -04:00
John Colvin d23eb81473 FillTupleSource - use ThreadYieldRWGate 2018-08-20 19:24:28 -04:00
John Colvin 303fd13056 move 'ThreadYieldRWGate' to its own file 2018-08-20 19:24:27 -04:00
Taha Afzal c59589bc9f Hidden quoter field exposed 2018-08-20 17:46:01 -04:00
Michael Harding 75a1f6df9f SPARK-1453: Help buttons, rename Hedge Ratio, no negatives 2018-08-20 17:10:51 -04:00
Jake Norbut 8e792fbd12 SPARK-1569: Day PnL in the summary status box 2018-08-20 15:31:20 -05:00
Jake Norbut 3d7e04ded1 Badges - removing unnecessary allocation when comparing triangle vertices 2018-08-20 15:04:05 -05:00
Kevin Darby 24290ddb27 added IOC / FAK 2018-08-20 15:03:18 -04:00
Jake Norbut d3bd653d8e Merged in badges_for_taha (pull request #59)
Badges for taha

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-08-20 17:59:19 +00:00
Jake Norbut 237b59afe5 some PR suggestions 2018-08-20 12:11:16 -05:00
John Colvin 5f9969ad21 LadderSettings - add session_range_fill default to BTSColors 2018-08-20 11:40:58 -04:00
John Colvin ff7bd05ad3 fix LadderSessionRange refresh 2018-08-20 11:25:07 -04:00
John Colvin 00468fdb4d LadderGridHost - refresh session_low/high 2018-08-20 00:01:07 -04:00
John Colvin 695ee0e97c fix LadderSettingsVM.cs 2018-08-19 23:04:30 -04:00
John Colvin 166a34d3b3 LadderSettings - add session-range-fill color 2018-08-19 22:56:33 -04:00
John Colvin 1beca7e3af LadderGridHost - break up timer.tick callback code into several small methods 2018-08-19 22:56:33 -04:00
Taha Afzal e9a55d1881 Sniper quoter state machine 2018-08-19 22:22:51 -04:00
Taha Afzal 4977957ec1 PositionService added 2018-08-19 09:18:20 -04:00
John Colvin e53e0b8e49 SPARK-1540 Day high/low visual markers 2018-08-17 18:37:06 -04:00
John Colvin 2bb91cfd22 LadderSettings - use 'safe_get_hash_code' for reference type props 2018-08-17 18:37:05 -04:00
John Colvin 90acee8c81 LadderSettings - add 'last_column' to Equals method 2018-08-17 18:37:05 -04:00
John Colvin 795d144abe LadderSettings from public -> internal class 2018-08-17 18:37:04 -04:00
Eric Harding f09b8b64ba fix typo in config 2018-08-17 17:17:54 -04:00
Eric Harding d1478905d5 Merged in UnitTests (pull request #60)
UnitTests

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-08-17 21:07:08 +00:00
Eric Harding 56e7fcb60b BTS managed unit test runner 2018-08-17 17:03:54 -04:00
Jake Norbut 189ed40aa2 fixing merge again 2018-08-17 12:06:21 -05:00
Jake Norbut ca616d81b1 fixing merge conflict 2018-08-17 12:01:42 -05:00
Jake Norbut 9955fdde74 merge issues 2018-08-17 11:53:16 -05:00
Jake Norbut 8c99f2eb74 SPARK-1555 2018-08-17 09:54:32 -05:00
Jake Norbut ac182d8f83 SPARK-1553 2018-08-17 09:31:27 -05:00
Jake Norbut 15f40805e5 SPARK-1556 2018-08-17 08:53:02 -05:00
Taha Afzal 2fecc83a7b Canceling or not of hedging orders is a proto bool now 2018-08-17 08:09:51 -04:00
Taha Afzal 31195329af SPARK-1567 2018-08-16 21:47:00 -04:00
John Colvin f42af15fe1 SPARK-1546 Trigger Order exit condition 2018-08-16 21:13:22 -04:00
Jake Norbut a17d54f6a0 SPARK-1554 2018-08-16 16:26:30 -05:00
Taha Afzal 78368944c8 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod 2018-08-16 15:36:14 -04:00
Taha Afzal 3812783b29 added logs in TriggerOrder to caputure initial md state 2018-08-16 15:36:02 -04:00
Jake Norbut b4908ac155 the great cpp fixup 2018-08-16 14:02:01 -05:00
Taha Afzal 3aa8b8cd26 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-16 14:30:18 -04:00
Taha Afzal 9e39ebe981 SPARK-1567 partially done 2018-08-16 14:27:52 -04:00
Eric Harding 7cbdbcc790 Add a command line parser to sparkcmd 2018-08-16 13:28:29 -04:00
John Colvin 93b224f37a sounds - remove 'System' sound dropdown (until custom sounds are implemented) 2018-08-16 12:19:21 -04:00
John Colvin 2d5c8fcbb9 post prod->master merge cleanup (OrderBookRowVM.cs) 2018-08-16 12:10:14 -04:00
John Colvin dedccf7098 preview sound by clicking help button next to dropdown 2018-08-16 11:57:40 -04:00
John Colvin 0afeca4f38 un-nest NAudioPlayer (so all Spark proj may access it) and move to own file 2018-08-16 11:57:40 -04:00
John Colvin 1cd9723964 prevent duplicate sounds from repeating for brief period after playing 2018-08-16 11:57:40 -04:00
Jake Norbut d0e0b2088c cpp maintenance 2018-08-16 10:33:53 -05:00
Taha Afzal 7d0eafe389 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-16 10:52:31 -04:00
Taha Afzal 484b4995b2 fixing broken tests (disabling keep_hedges_working) 2018-08-16 10:52:09 -04:00
Eric Harding 659e083f6f Move decode_ticks to common location for emumba 2018-08-16 10:19:49 -04:00
Taha Afzal 35f5cd95b0 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-15 21:43:40 -04:00
Taha Afzal 891adf4203 1541 hedge orders keep working on a cancel 2018-08-15 21:43:33 -04:00
Jake Norbut bd3d407a0e PnL - Pennies are back 2018-08-15 19:29:22 -04:00
Pedro Pinto 549de30682 Implemented Jake's note on spread leg last px. 2018-08-15 19:29:22 -04:00
Taha Afzal a3599bfe80 Fix for the condition when the quoter filled price != order price 2018-08-15 19:29:21 -04:00
Jake Norbut a232170d55 I think this will come in handy one day for testing 2018-08-15 19:29:21 -04:00
Eric Harding 34251795f2 Quiet websocketpp.transport errors 2018-08-15 19:29:21 -04:00
Eric Harding 6e9a15f4ee Change TableUpdate dictionary implementation 2018-08-15 19:29:20 -04:00
Michael Harding bb2f45abb0 SPARK-1549: Move wildcard to top of the list 2018-08-15 19:29:20 -04:00
Michael Harding 688c96ee14 SIM Exchange Settings 2018-08-15 19:29:20 -04:00
Jake Norbut d8da7ad712 can't keept up w/ the version numbers 2018-08-15 19:29:19 -04:00
Jake Norbut abd79ec2d2 updating notes 2018-08-15 19:29:19 -04:00
Jake Norbut c0fa0b4b07 updating notes post merge 2018-08-15 19:29:19 -04:00
Eric Harding 72674a3aff SPARK-1548 Enable merging live market data with simulator 2018-08-15 19:29:18 -04:00
Jake Norbut 2a187bf1a9 Adding Expand/Collapse All to the OrderBook tool-well area (and right click menu) 2018-08-15 19:29:05 -04:00
Eric Harding b19d61a869 Update release notes 2018-08-15 19:24:00 -04:00
Jake Norbut ff9a36b567 Updating version under which new features will reside 2018-08-15 19:23:59 -04:00
Jake Norbut c39df93e8a updating notes 2018-08-15 19:23:59 -04:00
Jake Norbut 64009e64fc Symbol Column filter is now a Discrete values; added new column to saved filter settings 2018-08-15 19:23:48 -04:00
Jake Norbut 0432fc0f3d Adding Last Hour hyperlink which sets the Begin time in Period mode to the Now - 1 hour 2018-08-15 19:19:08 -04:00
Jake Norbut df2ab14d49 adding Symbol column to the Orderbook; column filter is a regex at the moment, which is not ideal 2018-08-15 19:17:57 -04:00
Jake Norbut 666868d900 Orderbook rows are now collapsed by default; Orders in Error status can be recreated 2018-08-15 17:25:12 -04:00
John Colvin 5240d897e9 SPARK-1534 - (fix previous commit) 2018-08-15 17:25:09 -04:00
John Colvin b6fe933f07 SPARK-1534 mview - show synthetic future-leg working orders in future's row 2018-08-15 17:25:08 -04:00
Eric Harding 6ad896734d fix build 2018-08-15 17:05:48 -04:00
Eric Harding 544caec53f Switch from NUnit to MSTest. Seems more reliable. 2018-08-15 16:52:28 -04:00
Eric Harding 3f92ada6e3 Add ApiTests.cs to spark_tests 2018-08-15 16:45:33 -04:00
Eric Harding 39374c9350 Fix jenkins unit tests, hopefully. 2018-08-15 15:49:05 -04:00
Jake Norbut 11211f4633 PnL - Pennies are back 2018-08-15 14:45:32 -05:00
Eric Harding 4d5cc1e890 re-enable (some) managed unit tests 2018-08-15 15:34:28 -04:00
John Colvin 1804de10c1 sounds - ctrl + click on help button copies info to clipboard 2018-08-15 15:06:24 -04:00
Pedro Pinto dd6d86b9b1 Merged in spread_leg_last_px (pull request #58)
Implemented Jake's note on spread leg last px.

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-08-15 17:43:34 +00:00
Pedro Pinto b12fb8c175 Implemented Jake's note on spread leg last px. 2018-08-15 17:29:06 +00:00
John Colvin 74d2d54740 adding sounds - game_over_arcade, game_sound_wrong, reload_1911 2018-08-15 13:17:05 -04:00
Taha Afzal 8d5402bd4d Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod 2018-08-15 13:12:36 -04:00
Taha Afzal 7433484484 Fix for the condition when the quoter filled price != order price 2018-08-15 13:12:31 -04:00
Jake Norbut 6bb7f874d4 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into badges_for_taha 2018-08-15 11:40:39 -05:00
John Colvin 4dda3dc833 sounds - add cash_register_purchase.wav 2018-08-15 12:09:50 -04:00
John Colvin da47650ed8 fix 2 method xml summaries 2018-08-15 12:09:48 -04:00
Eric Harding 7db6591d22 fix _DISABLE_EXTENDED_ALIGNED_STORAGE issue with 15.8.0 msvc compiler 2018-08-15 11:40:35 -04:00
Eric Harding a352311ce9 fix _DISABLE_EXTENDED_ALIGNED_STORAGE issue with 15.8.0 msvc compiler 2018-08-15 11:25:28 -04:00
Jake Norbut 0687fbb30a SPARK-1558 2018-08-14 17:29:35 -05:00
John Colvin bf9cee2dc1 SPARK-1371 Implement order book settings 2018-08-14 17:51:36 -04:00
John Colvin 278898804b TimeSpanControl - add tick up/down buttons 2018-08-14 17:14:39 -04:00
John Colvin 54fc7a3713 UserSettingsHub - when initializing, verify persisted settings is not null before notifying observers 2018-08-14 17:14:39 -04:00
John Colvin 9011076b71 ObjectHelper.try_convert - verify obj is IConvertible before calling Convert.ChangeType 2018-08-14 17:14:39 -04:00
John Colvin d1382e8598 ColorPickerControl - fix PalettesPropertyChanged callback 2018-08-14 17:14:38 -04:00
John Colvin 045418acee OrdersModel - create OrderRecordTuples observable 2018-08-14 17:14:37 -04:00
John Colvin 11c1befb0b ComboCheckBox - change HeaderText prop to HeaderContent 2018-08-14 17:14:36 -04:00
John Colvin 23f0408fd4 GridSettings\Sounds - add PropertyWrapperVM functional utils for reusable simple viewmodel templates 2018-08-14 17:14:36 -04:00
John Colvin f85b10a7df add IRaiseNotifyPropertyChanged interface (implement in ViewModelBase) 2018-08-14 17:14:35 -04:00
John Colvin c9cf41e4ad WindowStyle - remove CloseOnEscape property (use CommandBinding w\ SystemCommands.CloseWindow) 2018-08-14 17:14:35 -04:00
John Colvin 864cfe48ab add grab\grabbing cursor resources 2018-08-14 17:14:34 -04:00
John Colvin dbf1c583f0 Grid Settings\Sounds - add Predicate types 2018-08-14 17:14:33 -04:00
John Colvin 472064a882 Grid Settings\Sounds - add new Proto types 2018-08-14 17:14:31 -04:00
Jake Norbut 289f9259bb I think this will come in handy one day for testing 2018-08-14 15:58:03 -05:00
Jake Norbut 914fbe8805 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into badges_for_taha 2018-08-14 15:50:33 -05:00
Jake Norbut 8ab9943834 SPARK-1557 and most of SPARK-1553 2018-08-14 15:48:28 -05:00
Eric Harding 197b6e85bd Quiet websocketpp.transport errors 2018-08-14 16:44:29 -04:00
Taha Afzal 13940c659b comments 2018-08-14 15:05:02 -04:00
Michael Harding f3831c568f Merged in userdoc (pull request #57)
SPARK-1426: User Docs
2018-08-14 18:49:48 +00:00
Eric Harding afea120359 Merged in TableUpdateGoFaster (pull request #56)
Change TableUpdate dictionary implementation

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-08-14 17:19:03 +00:00
Eric Harding ca4a2b9bd1 Add CMEConnection information to parse_channels for emumba 2018-08-14 12:59:39 -04:00
Jake Norbut 0ad1103f78 requesting a sanity check here 2018-08-14 11:31:06 -05:00
Michael Harding 79eac6a56f SPARK-1426: User Docs 2018-08-14 11:22:14 -04:00
Eric Harding dfaeb63ded Change TableUpdate dictionary implementation 2018-08-14 09:40:58 -04:00
Taha Afzal 95d9d10226 Added WAITING_FOR_FIRST_ACK to TriggerOrder 2018-08-13 23:33:25 -04:00
Michael Harding ffa1d17860 SPARK-1549: Move wildcard to top of the list 2018-08-13 12:59:51 -04:00
Taha Afzal 1e41fbdb92 renamed TriggerExitCondition.enabled to timeout_enabled 2018-08-13 10:00:59 -04:00
Taha Afzal 5f5ae72a28 Trigger exits on price condition now 2018-08-13 09:46:22 -04:00
Taha Afzal 771ead46f2 getting time directly from bts::TimeStamp::now() 2018-08-10 18:24:00 -04:00
Michael Harding eb739b33f9 SIM Exchange Settings 2018-08-10 15:49:15 -04:00
John Colvin dc2b0c8efe Merged in mview-spreader-leg-orders (pull request #53)
Mview spreader leg orders

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-08-10 16:24:01 +00:00
Jake Norbut 6cc738c1ba can't keept up w/ the version numbers 2018-08-09 20:58:42 -05:00
Jake Norbut e0a2aad2f7 Merged in SPARK-1535 (pull request #54)
SPARK-1535

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-08-10 01:34:16 +00:00
Jake Norbut 2b5c2b9f82 updating notes 2018-08-09 20:33:37 -05:00
Taha Afzal 4b6549ed18 time was not getting initailzied 2018-08-09 19:11:11 -04:00
Jake Norbut 2a9bbbd182 updating notes post merge 2018-08-09 16:16:37 -05:00
Jake Norbut e4d649b245 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into SPARK-1535 2018-08-09 16:15:51 -05:00
Eric Harding f5b114b9ce SPARK-1548 Enable merging live market data with simulator 2018-08-09 16:54:21 -04:00
Jake Norbut 0a7ef4a4cd Adding Expand/Collapse All to the OrderBook tool-well area (and right click menu) 2018-08-09 15:53:52 -05:00
Taha Afzal ee908f2fb8 added payup proto to Trigger 2018-08-09 14:21:44 -04:00
Taha Afzal 4458b8ad68 Removed WAITING_FOR_CXL_ACK the diff bw prod and this is pretty small now 2018-08-09 13:38:45 -04:00
Taha Afzal 816910a649 better end conditon reporting 2018-08-09 12:41:16 -04:00
Kevin Darby 0584dee4cb iceberg can now handle completed - 0 state 2018-08-09 10:43:58 -04:00
Eric Harding 85b4ae091e Merged in SPARK-1410 (pull request #55)
SPARK-1410

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-08-09 14:39:23 +00:00
Taha Afzal 0e639d3c50 added exit condition to trigger proto 2018-08-09 10:31:31 -04:00
Eric Harding 1ec82d98e2 SPARK-1410 Bring back ReleaseNotesParade. Comment out until release notes copied to output. 2018-08-09 10:16:02 -04:00
Taha Afzal 595048b778 Ready to test 2018-08-09 10:00:23 -04:00
Eric Harding 6cc1b38358 Update release notes 2018-08-08 17:28:30 -04:00
Eric Harding eb8e5ea353 SPARK-1410 Fix shell browser window 2018-08-08 16:25:06 -04:00
Taha Afzal 56feb8fdd3 trigger exit condition 2018-08-08 14:25:44 -04:00
Eric Harding 17f8fa74ea Unstaged change from previous commit 2018-08-08 14:14:30 -04:00
Eric Harding c876c257da Increase buffer size for trade ticker (on server) 2018-08-08 14:13:04 -04:00
Eric Harding 5ba801185a merge from prod 2018-08-08 13:54:13 -04:00
Eric Harding 0f3169ef05 merge SPARK-1515-OnixS. Updated onixs for CME precision extension 2018-08-08 13:31:41 -04:00
Eric Harding f72753cd77 Onixs debug logging depends on 3 other settings. awesome. 2018-08-08 10:26:59 -04:00
Eric Harding 5182e9c9d4 remove unused file 2018-08-07 14:42:44 -04:00
Jake Norbut 2240b3a85d Updating version under which new features will reside 2018-08-07 10:10:02 -05:00
Jake Norbut e792f3a697 updating notes 2018-08-07 10:08:24 -05:00
Jake Norbut 85581ebf41 Symbol Column filter is now a Discrete values; added new column to saved filter settings 2018-08-07 09:48:44 -05:00
Taha Afzal ea180d8ebc In case of a state of position violation, Limiter lets orders in if they are closing the position 2018-08-06 22:32:26 -04:00
Jake Norbut 1f7f091a51 Adding Last Hour hyperlink which sets the Begin time in Period mode to the Now - 1 hour 2018-08-06 17:27:17 -05:00
Jake Norbut 78be34cdd3 adding Symbol column to the Orderbook; column filter is a regex at the moment, which is not ideal 2018-08-06 16:32:09 -05:00
Jake Norbut b59158ea43 Orderbook rows are now collapsed by default; Orders in Error status can be recreated 2018-08-06 09:57:35 -05:00
Pedro Pinto 297cc43afa Fixed merge of NativeOrder.cpp from prod. 2018-08-06 12:19:35 +00:00
Pedro Pinto 0cf707c47f merge 2018-08-04 04:44:10 -04:00
Pedro Pinto 9937fc7cd2 Updated release notes. 2018-08-03 23:15:01 +00:00
Pedro Pinto f3f53d05c8 Fixed spreader order state update. From the middle of the Atlantic.
Go BTS.
2018-08-03 23:13:30 +00:00
Eric Harding b49b7f01d5 Updated linked onixs version. Not sure how we linked with new headers and old version. 2018-08-03 17:31:23 -04:00
Eric Harding a699865342 SPARK-1515 Add specializations to make things build 2018-08-03 16:54:07 -04:00
John Colvin ee69892006 SPARK-1534 - (fix previous commit) 2018-08-03 15:50:16 -04:00
John Colvin bc279ea1b1 SPARK-1534 mview - show synthetic future-leg working orders in future's row 2018-08-03 15:22:35 -04:00
Michael Harding 1b5f58c572 SparkAdmin: The return of wildcards and other tweaks 2018-08-03 14:16:20 -04:00
Eric Harding bae0b797e9 advance externals pointer for onixs 4.8 2018-08-02 17:15:08 -04:00
Pedro Pinto 9bdec8c552 Added more code to SDK example. 2018-08-02 20:59:58 +00:00
Eric Harding 79a69e29a0 SPARK-1515 Switch MDP3Listener to new templates 2018-08-02 16:37:13 -04:00
Pedro Pinto 38bf38c62d Fixed price conversion for spread leg fill. 2018-08-02 20:22:58 +00:00
Jake Norbut 4e08a43d0c Cpp - updating HO to match RB per Kev 2018-08-02 14:12:13 -05:00
Pedro Pinto 4875a6db25 Changed limit enforcing to use fills to seed limiter. 2018-08-02 17:11:43 +00:00
Pedro Pinto 7f7e1b8483 Fixed file name for SODPosition class. 2018-08-02 15:10:45 +00:00
Pedro Pinto a06c8e5b70 Towards an algo SDK 2018-08-02 14:55:40 +00:00
Pedro Pinto 4f912f99bd release_notes.txt edited online with Bitbucket 2018-08-01 21:18:45 +00:00
John Colvin ae7e1761a7 SPARK-1527 Production client crash (ListBoxEx) 2018-08-01 17:10:30 -04:00
Taha Afzal ff71c0642e Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-01 16:15:09 -04:00
Taha Afzal 789a84527d SPARK-1516 2018-08-01 16:14:28 -04:00
Pedro Pinto 2eca514dea Fixed build. 2018-08-01 19:52:59 +00:00
Jake Norbut 4891eea5ba Merged in SPARK-1166 (pull request #52)
SPARK-1166

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-08-01 19:06:39 +00:00
Taha Afzal 239acc7821 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-08-01 15:04:34 -04:00
Taha Afzal b5ad38e41f SPARK-1516, fills sod cleanup's enablement and time are behind config 2018-08-01 15:04:18 -04:00
Jake Norbut bc36db0480 TimeAndSales - Replacing 444 with calculations made from the the DefaultColumnWidths 2018-08-01 14:03:42 -05:00
Pedro Pinto 749d95df67 Added missing linked libraries to sparklib. 2018-08-01 17:30:19 +00:00
Pedro Pinto 7e28a2192a Moved code to lib. 2018-08-01 17:11:17 +00:00
Pedro Pinto b982c7462c Enabled filtering of orders with expired securities by default.
Delayed the initial security publishing to allow the market data a bit
longer to publish the initial set of securities. This is a work around
the security discovery race mentioned in
https://bitbucket.org/bluetradesys/spark/commits/c52a35e950bf906a19dbe078deb24107e0f16bbd
2018-08-01 16:10:52 +00:00
Pedro Pinto 7356c05de9 Added some really rough architecture documentation. 2018-08-01 15:56:22 +00:00
Taha Afzal af43ca7332 disabling SODs until I put it behind a config 2018-07-31 10:47:55 -04:00
Taha Afzal e87339ff3e merging 2018-07-31 10:39:23 -04:00
Taha Afzal f3555017b9 merging 2018-07-30 15:45:41 -04:00
Taha Afzal 5aad335023 SPARK-1516 sod pos id's 2018-07-30 15:30:58 -04:00
Pedro Pinto 1be9b7556e Changed fill kind enum to be consistent with other kinds. 2018-07-30 18:13:07 +00:00
Jake Norbut cdaba74c06 Fixing RB cpp; moving known good cpps to a different file just so that future cpp updates will update this other file and not the main script 2018-07-30 10:21:52 -05:00
Pedro Pinto c52a35e950 Worked around sim/replay security race condition.
Default to not filtering out unresolved securities.
2018-07-30 14:27:39 +00:00
Pedro Pinto 7915381ec2 Moved to C++ 17. 2018-07-30 13:56:14 +00:00
Pedro Pinto 2a1cf79388 Made fill and order stores silently discard dangling sec refs. 2018-07-30 13:54:12 +00:00
Pedro Pinto 8274cd72d8 Made SecurityDB ignore expired securities. 2018-07-30 13:54:12 +00:00
Taha Afzal 7ff42506af SPARK-1516 sod pos aggregation hooked to time calcs 2018-07-28 22:20:43 -04:00
Taha Afzal 9ca4f85ea1 SPARK-1516 sod pos aggregation done 2018-07-27 20:33:49 -04:00
Jake Norbut b045307f30 updating SI and HG cpp per Taha 2018-07-27 17:23:23 -05:00
Pedro Pinto 60a7b504db SPARK-1530, Iceberg cancels itself (rather than error) if a child is canceled 2018-07-27 22:04:25 +00:00
Jake Norbut 0f62f14a1d Adding Agressor as a column to TaS as well as setting row bg color/opacity based on agg side 2018-07-27 11:17:52 -05:00
Eric Harding 87030dbb88 SPARK-1199 TradeMessage should include AggressorSide 2018-07-26 10:55:45 -05:00
Jake Norbut e209ec59e4 pnl: changing format string for pnl columns from F2 to N0, which removes cents and adds commas 2018-07-26 10:27:02 -05:00
Pedro Pinto 3c7313b65a Minor cleanup. 2018-07-26 14:07:03 +00:00
Jake Norbut 92dbedf28f pnl - FillKind out, Security Type in 2018-07-25 17:36:51 -05:00
Pedro Pinto 00f71ab4a4 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-07-25 21:44:24 +00:00
Pedro Pinto 3e8903bdb6 SPARK-1353, Changed the way we detect old exe reports.
This should allow us to support GTC orders.
2018-07-25 21:43:15 +00:00
Pedro Pinto 0bd57bbd08 Added option to auto-correct CME connection's FIX sequence numbers. 2018-07-25 21:41:54 +00:00
Eric Harding 1ec1ad867a SPARK-1522 add config.xml parsing sdk function 2018-07-25 17:26:34 -04:00
Eric Harding ebd6e795ea Additional metric bucket tweaks 2018-07-25 14:28:31 -04:00
Eric Harding 1b2698d99b tweak query server size metric buckets 2018-07-25 14:13:15 -04:00
Eric Harding 063a4dbb4e SPARK-1199 TradeMessage should include AggressorSide 2018-07-25 13:20:24 -04:00
Eric Harding 8fe151bdb9 Add username to shell latency metric and have it go to nan when shell is not connected 2018-07-25 13:20:24 -04:00
Eric Harding 4d0a9ab56e Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-07-25 12:12:55 -04:00
Eric Harding 11e8219861 Hide deleted users from /server_info 2018-07-25 12:12:44 -04:00
Eric Harding 42dcd2e367 update cmakedeps 2018-07-25 12:12:30 -04:00
Jake Norbut 7993f75fb1 security picker - replacing naive comparison logic with the same Comparer mview uses 2018-07-25 10:07:37 -05:00
Jake Norbut 1cddd2bcf3 fixing typos in comment; fings numb from ac 2018-07-25 09:42:41 -05:00
Eric Harding 9f7e5846b8 Remove linebreak in support request log message so description will show up in slack 2018-07-25 10:42:01 -04:00
Eric Harding f7b3aac11a Reduce web apigateway request/response logging to diag level 2018-07-25 10:39:29 -04:00
Jake Norbut ec32101cef pnl: no longer logging when exchanged traded spread has legs with differing cpps 2018-07-25 09:36:39 -05:00
Michael Harding 542dfc97ee Merged docs into master 2018-07-24 17:10:02 -04:00
Jake Norbut 4e0cf68fa3 Pnl - pnl prices should not show in ticks 2018-07-24 09:28:44 -05:00
Jake Norbut 4e9a7d576e Merge branch 'qa' into prod 2018-07-23 19:03:39 -05:00
Jake Norbut ece4090e48 Merge branch 'qa' 2018-07-23 18:52:00 -05:00
Jake Norbut 5e056dfff4 pnl - account for current time in calculating start of day time 2018-07-23 17:18:22 -05:00
Pedro Pinto a238781834 Merge branch 'qa' 2018-07-23 17:25:26 -04:00
Jake Norbut 4029ccf8e6 pnl - using actual mid and not a tick-rounded one 2018-07-23 16:06:49 -05:00
Pedro Pinto 22911d582b Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa 2018-07-23 20:35:30 +00:00
Pedro Pinto 6ef7a2ccb5 More release_notes 2018-07-23 20:32:40 +00:00
Jake Norbut 737a07cecb added notes 2018-07-23 14:57:45 -05:00
Eric Harding 1cbea3d1ee SPARK-1467 Favorites misbehaving 2018-07-23 15:47:12 -04:00
Pedro Pinto 4dbedfa1f7 Added ops_notes.txt 2018-07-23 19:41:09 +00:00
Pedro Pinto 074f87dd37 Release notes 2018-07-23 15:38:16 -04:00
Pedro Pinto 6ee0ca9589 Tweaked release_notes.txt 2018-07-23 14:48:33 -04:00
Michael Harding 5745c13355 Sim Order Routing 2018-07-23 11:22:51 -04:00
Kevin Darby 5f99edde0e small typo in test, 0.005 vs 0.05 2018-07-20 17:45:50 -04:00
Pedro Pinto d39bc5c73c Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa 2018-07-20 21:40:50 +00:00
Pedro Pinto 9cb6d5ab88 Fixed up tests to reflect lack of wild cards in Admin UI. 2018-07-20 21:40:44 +00:00
Pedro Pinto 278432a35b Fixed bootstraping of admin data to avoid wild cards everywhere. 2018-07-20 21:37:23 +00:00
Kevin Darby 13c414f301 fix small typo in Taha's test 2018-07-20 17:33:39 -04:00
Eric Harding 34f5265a42 Update test instructions 2018-07-20 17:13:37 -04:00
Pedro Pinto 83103e6dc4 Merge branch 'qa' of bitbucket.org:bluetradesys/spark into qa 2018-07-20 12:54:09 -04:00
Pedro Pinto add631b04d Fixed test configuration. 2018-07-20 12:53:56 -04:00
Pedro Pinto e08dc5dfba Add back the option to run sim without replay. 2018-07-20 12:53:34 -04:00
John Colvin 6a8e995c9c SPARK-1452 Synth grid is not filterable by sec key 2018-07-20 11:41:19 -04:00
John Colvin d7c460ac98 SPARK-1440 Creating > 2 legs from MD View 2018-07-20 11:22:20 -04:00
Eric Harding 7871dc5e4f Update 2 tests' instructions 2018-07-19 21:48:52 -04:00
Eric Harding 1aab1db4ca Update cmakedeps 2018-07-19 21:48:44 -04:00
John Colvin 373187c091 SPARK-1464 Couple of small things in the trigger UI 2018-07-19 18:35:06 -04:00
Jake Norbut 423d127ee9 Updating order book order to test new Recreate funcionality 2018-07-19 17:08:43 -05:00
Jake Norbut 14f306d50d SPARK-1471 Adding FillKind to PnL; also will always pass 0 as the time to md query 2018-07-19 16:38:49 -05:00
John Colvin 2ac73e3671 SPARK-1510 organize orderbook types 2018-07-19 15:42:54 -04:00
Eric Harding 71fe863f1b Add server_info http endpoint to serve http://versions 2018-07-19 15:12:39 -04:00
Pedro Pinto ac47f0246f Merge branch 'master' into qa 2018-07-19 18:41:34 +00:00
John Colvin 8e43f96331 SPARK-1469 Fills Window - add "FillKind" column 2018-07-19 14:11:59 -04:00
Jake Norbut 3187e4134f Merged in SPARK-1461 (pull request #49)
SPARK-1461 - price columns don't update tick format when security becomes known

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-07-19 18:07:10 +00:00
John Colvin 0331501ce4 fix build 2018-07-19 13:06:16 -04:00
John Colvin bd0f1a6f84 SPARK-1468 FillTupleSource - always use the fill-security-key (as opposed to the order-security-key) 2018-07-19 12:51:19 -04:00
Pedro Pinto 8776b80b07 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-07-19 16:36:30 +00:00
Pedro Pinto f5a72841b4 Tweaked build, hoping to fix jenkins failure. 2018-07-19 16:36:16 +00:00
Taha Afzal f9ada7fca2 manual test for trigger 2018-07-19 12:32:52 -04:00
Pedro Pinto 1cb4f24610 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-07-19 16:05:44 +00:00
Pedro Pinto 021c88f26b Removed obsolete tests. 2018-07-19 16:05:24 +00:00
Jake Norbut 014fa8e291 PnL - fixing bad refactoring job 2018-07-19 11:05:02 -05:00
Jake Norbut 71d54224bb Merged in SPARK-1465 (pull request #51)
SPARK-1465 - adding recreate order functionality to OrderBook window

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-07-19 15:55:07 +00:00
Pedro Pinto bebbf2a0f1 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-07-19 15:48:08 +00:00
Pedro Pinto 7413814e4a Fixed script permissions. 2018-07-19 15:42:49 +00:00
Pedro Pinto 36474ef3ea SPARK-1442, Handling leg fills. 2018-07-19 15:42:10 +00:00
Taha Afzal 974be037fe forgot pushing this merge in 2018-07-19 11:23:56 -04:00
Eric Harding a9ee246436 Share MDConsumer between MDSource and SecuritySrc. Fixes problem with synthetics when nobody calls scan_securities() to do security discovery 2018-07-19 10:44:58 -04:00
Taha Afzal b692742e30 better error messages for TriggerOrder 2018-07-19 10:36:37 -04:00
Taha Afzal c61cbba316 TriggerOrder incorrect assertion 2018-07-19 10:36:37 -04:00
Kevin Darby 4d99ffc86c SPARK-1464
I couldn't get the order price to default to the bid, but sending to John
2018-07-19 10:36:37 -04:00
Eric Harding 52001a55c6 MDConsumer::get_handle() needs to process async work before searching handles 2018-07-19 10:36:37 -04:00
Eric Harding 570dd387d2 MDConsumer::get_handle() needs to check if the handle is a synthetic 2018-07-19 10:36:37 -04:00
Taha Afzal 28a122aa7a TriggerOrder completed 2018-07-19 10:36:36 -04:00
Taha Afzal b2facaecd9 polishing TriggerOrder 2018-07-19 10:36:36 -04:00
Taha Afzal e346858516 2 things left, completed vs cancelled, and price rounding for equality 2018-07-19 10:36:36 -04:00
Taha Afzal be8ca67be5 TriggerOrder handling cancelled state better 2018-07-19 10:36:36 -04:00
Kevin Darby 197e68e357 Trigger order UI 2018-07-19 10:36:36 -04:00
Kevin Darby dfa3e4a38d python... 2018-07-19 10:36:36 -04:00
Taha Afzal 0f7625ff4a Conditional Order mostly done 2018-07-19 10:36:36 -04:00
Taha Afzal 88ab4fbb79 fixing build 2018-07-19 10:36:36 -04:00
Taha Afzal 5cc9b8c875 SPARK-1404 trigger order proto's 2018-07-19 10:36:36 -04:00
Pedro Pinto 187793d47c Merge branch 'master' of bitbucket.org:bluetradesys/spark 2018-07-19 13:58:39 +00:00
John Colvin 656c7104f6 fix ticks merge from prod to master 2018-07-18 18:14:24 -04:00
Pedro Pinto 359e01e8bd Merged 2018-07-18 22:07:36 +00:00
John Colvin 2a452d3201 Merge branch 'prod' (ticks) 2018-07-18 17:26:59 -04:00
Eric Harding 806ed427ab convert_security from Security to FixedSecurity needs to always copy tick fraction fields not just when it's glbx 2018-07-18 17:00:34 -04:00
Pedro Pinto 78cefa187a Merge 2018-07-18 16:48:47 -04:00
Pedro Pinto 8531b330dc Made it simpler to run cert. 2018-07-18 20:46:56 +00:00
Jake Norbut 54d9bde6b7 Merged in SPARK-1459 (pull request #48)
SPARK-1459 - order sub type filter not saving

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-07-18 20:23:35 +00:00
John Colvin fe6dabb5fe SPARK-1455 Tick display wrong for ZB, likely others 2018-07-18 15:53:05 -04:00
Jake Norbut f0b089d2e5 SPARK-1465 - adding recreate order functionality to OrderBook window 2018-07-18 09:18:45 -05:00
Pedro Pinto 8979c595a5 SPARK-1142, we now publish leg fills 2018-07-18 13:23:04 +00:00
Eric Harding ba4771aeee Add SIM to platform_for_exchange 2018-07-17 17:30:50 -04:00
Michael Harding 719c1e474b Merged in SparkAdmin (pull request #50)
SparkAdmin

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-07-17 20:21:02 +00:00
Michael Harding 72123a61a9 Merged master into SparkAdmin 2018-07-17 15:59:54 -04:00
Michael Harding 3b1c2dc52b SPARK-1368: better filtering in limits 2018-07-17 15:59:15 -04:00
Eric Harding 0546f0d9fb Move tick data from Glbx to ContractSpec 2018-07-17 15:47:16 -04:00
Pedro Pinto 05f1be77ef Merge 2018-07-17 19:21:32 +00:00
Jake Norbut 79e876e1dc SPARK-1461 - price columns don't update tick format when security becomes known 2018-07-17 13:35:03 -05:00
Michael Harding b6cc413733 SPARK-1368: Limits refinements and fixes 2018-07-17 12:35:26 -04:00
Jake Norbut a5e9f40f01 SPARK-1459 - order sub type filter not saving 2018-07-17 09:45:28 -05:00
Jake Norbut e40dc48fa8 Merged pnl_nits2 into master 2018-07-17 09:07:11 -05:00
Jake Norbut 5aab4312fc merge; fixing merge 2018-07-17 09:05:57 -05:00
John Colvin 9ede4c7736 Merged in exchange-ticks (pull request #46)
SPARK-1455 Tick display wrong for ZB, likely others

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-07-17 02:42:37 +00:00
John Colvin b63b0b6303 Merge remote-tracking branch 'origin/master' into exchange-ticks 2018-07-16 22:36:07 -04:00
John Colvin e004580d99 Exchange Ticks - pr edits 2018-07-16 22:24:26 -04:00
Eric Harding 7403057c58 Threading tweak to ShellDiagnosticService 2018-07-16 22:02:45 -04:00
Eric Harding 47730bd3d4 Make cmake happy 2018-07-16 21:59:55 -04:00
Pedro Pinto 9964d2579a Merge remote-tracking branch 'origin/master' into sim_cert_simultaenously 2018-07-16 21:33:56 +00:00
Pedro Pinto 6960ee1a12 Changing replay mechanis in sim to allow for cert and sim md. 2018-07-16 21:33:01 +00:00
Michael Harding 9edde6b8e3 SPARK-1368: Data table width 2018-07-16 15:12:42 -04:00
Michael Harding 8ef02ea4cb SPARK-1368: Moving buttons again 2018-07-16 15:08:57 -04:00
Eric Harding dc99ea6ea4 SPARK-955 add unit test to cover this case 2018-07-16 15:03:56 -04:00
John Colvin 9c6993d70c Exchange Ticks - pr edits 2018-07-16 14:32:20 -04:00
John Colvin c6be4dad17 Exchange Ticks - truncate display-digits 2018-07-16 14:19:43 -04:00
Jake Norbut bd2e2674bf PR suggestion 2018-07-16 13:09:02 -05:00
Michael Harding 71ddcd135b Merged in SparkAdmin (pull request #47)
SparkAdmin

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-07-16 18:03:27 +00:00
Michael Harding bffb7686a8 Merged master into SparkAdmin 2018-07-16 12:58:59 -04:00
Michael Harding a73bf0ce7c SPARK-1370: Set multiple limits to the same value 2018-07-16 12:58:12 -04:00
Pedro Pinto 94c5a1bcd1 SPARK-1156, bootstraped limits for sim exchange. 2018-07-16 14:41:27 +00:00
Pedro Pinto ca2a346054 Work on a new queue. 2018-07-16 13:39:25 +00:00
Pedro Pinto b990923cf5 Fixed helper script. 2018-07-16 13:38:57 +00:00
Eric Harding 8490151844 Merged in SPARK-1456 (pull request #44)
SPARK-1456 Centralized ladder re-center

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-07-16 11:23:19 +00:00
Eric Harding 78c8234eef SPARK-1456 ladder re-center 2018-07-16 07:22:34 -04:00
Pedro Pinto 1f1f92d337 SPARK-1156 2018-07-15 00:34:15 +00:00
John Colvin a6426e7a98 SPARK-1455 Tick display wrong for ZB, likely others 2018-07-14 17:48:21 -04:00
Eric Harding dc1a7b3f5d Remove defunct DataPersistor 2018-07-13 17:22:59 -04:00
Pedro Pinto 2a549e551f SPARK-1156 2018-07-13 20:09:42 +00:00
Pedro Pinto c158188557 SPARK-1156 2018-07-13 19:40:32 +00:00
Jake Norbut 17614b663e Merge branch 'master' of bitbucket.org:bluetradesys/spark into pnl_nits2 2018-07-13 14:21:46 -05:00
Pedro Pinto 5e36a22aba Merge 2018-07-13 13:19:01 -04:00
Pedro Pinto 442fbd2888 Updating the Web UI to support the SIM exchange. 2018-07-13 17:15:38 +00:00
Jake Norbut d1975cdd00 misc refactoring 2018-07-13 11:44:50 -05:00
Eric Harding a2c75f08d8 Fix up f# for new exchange. 2018-07-13 12:43:16 -04:00
Pedro Pinto 02a867f8a4 Towards sim exchange. 2018-07-13 16:32:08 +00:00
Jake Norbut adc48d7871 Cpps will be manually maintained; adding helper script to aid in their generation 2018-07-13 11:20:14 -05:00
Michael Harding 33bd089e74 SPARK-1370: Remove wildcards, confirmation modals, SMP 2018-07-12 16:27:49 -04:00
Jake Norbut edcb5a5a24 Changing default day start time to 4:30 as a result of new info from dev call 2018-07-12 13:29:21 -05:00
Jake Norbut 6f39705d4f PnL will now use cpp from config rather than security 2018-07-12 13:26:47 -05:00
Jake Norbut 07377b8cc9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into pnl_nits2 2018-07-12 12:07:08 -05:00
Jake Norbut 77ad9ca011 fixing no UTC to UTC time comparison bug; also, somehow swapped day vs start of day comparison 2018-07-12 12:00:46 -05:00
Pedro Pinto 10f24aa2e9 Towards SPARK-1156 2018-07-12 14:21:48 +00:00
Pedro Pinto 37fc5880ea Ran clang-format. 2018-07-12 13:34:28 +00:00
Eric Harding 910d991d92 SPARK-1448 Commit/cancel 'add to favorites' on focus move 2018-07-11 18:20:41 -04:00
Eric Harding ced8bd9fea CMakeDeps wants to update. ok. 2018-07-11 18:18:04 -04:00
Jake Norbut c5004f46ee SPARK-1458 cpp config proto and defaults 2018-07-11 17:15:34 -05:00
Eric Harding 1deb5d25b0 SPARK-1376 - My Windows : Cancel on escape 2018-07-11 16:45:31 -04:00
Jake Norbut b5950ab8c0 actually save the start of day rather than overwriting it anew each time 2018-07-11 13:04:34 -05:00
Jake Norbut a233451333 add start of day to pnl settings 2018-07-11 12:55:15 -05:00
Pedro Pinto deef8136df Adding script to synch up sdk repo 2018-07-11 12:56:16 -04:00
Pedro Pinto 9dda440a48 Cleaned up sdk. 2018-07-11 16:26:26 +00:00
Eric Harding f22442e665 fix build 2018-07-11 12:23:06 -04:00
Michael Harding 1ba7ceaf6a SparkAdmin: Context menus on menu items 2018-07-11 11:58:02 -04:00
Jake Norbut 54676d5aa9 Adding pnl_calc_type to state proro; tidying up VM 2018-07-11 09:12:06 -05:00
Jake Norbut edf5c78405 part of SPARK-1454; column filters and sort criteria 2018-07-10 16:56:23 -05:00
Eric Harding f621d08f72 SPARK-1437 Simple market data producer sample 2018-07-10 17:41:52 -04:00
Eric Harding 724243c762 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-07-10 17:16:07 -04:00
Eric Harding f70e8de497 Update git_switch_linux to purge before checkout 2018-07-10 17:15:08 -04:00
Pedro Pinto c97e4be79e Added libs to sdk 2018-07-10 19:02:22 +00:00
Taha Afzal 95be0015d6 fixing build 2018-07-10 14:30:11 -04:00
Pedro Pinto cbe8917f28 Fixed unit tests. 2018-07-10 16:02:14 +00:00
Pedro Pinto 653b1c7814 clang build fixes. 2018-07-10 15:37:16 +00:00
Michael Harding 9a1098669e SparkAdmin: SPARK-1447 - Limits Changes 2018-07-10 10:54:40 -04:00
Michael Harding dcf6c69ef9 SparkAdmin: Fix Lazy Nav 2018-07-10 10:41:49 -04:00
Michael Harding fdcd245ef5 SparkAdmin: Reorganize limits code, add dropdown menu control. 2018-07-10 10:32:55 -04:00
Taha Afzal cf9133da8d SPARK-1404 Trigger Order proto's polished 2018-07-10 10:29:34 -04:00
Michael Harding 802501a337 Merged SparkAdmin into master 2018-07-10 09:13:22 -04:00
Michael Harding b9c6f8d309 Merged master into SparkAdmin 2018-07-10 09:13:00 -04:00
Michael Harding ee94f43628 fix build 2018-07-10 09:11:58 -04:00
Eric Harding ed06924df1 Merged in SPARK-1376 (pull request #42)
SPARK-1176 Named Window

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-07-09 21:45:19 +00:00
Eric Harding b78179ccee SPARK-1376 Tweak feature name, allow remove from context menu. 2018-07-09 17:44:28 -04:00
Michael Harding e0add4cc47 Merged in SparkAdmin (pull request #43)
SparkAdmin Style and Layout

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-07-09 21:04:06 +00:00
Pedro Pinto cd670c4bd1 Fixed subrepo pointers, yet again 2018-07-09 20:45:44 +00:00
Michael Harding acd637000c Spark Admin: Actually using lazy nav 2018-07-09 16:45:19 -04:00
Michael Harding c09f03a922 SparkAdmin: Lazy nav 2018-07-09 16:41:34 -04:00
Jake Norbut f9fbf9c45a SPARK-1435 2018-07-09 15:40:58 -05:00
Eric Harding 5a00c5eb2a SPARK-1376 Save closed named windows with workspace 2018-07-09 16:17:48 -04:00
Eric Harding 74fa41f151 Quick cleanup of methods that show up on 'object's intellisense 2018-07-09 16:17:48 -04:00
Eric Harding 32d5fc2c37 SPARK-1376 Bookmarks launcher module 2018-07-09 16:17:48 -04:00
Eric Harding 1049046d0b SPARK-1176 Named Windows 2018-07-09 16:17:48 -04:00
Eric Harding 1f8e0a1e2b SPARK-1446 Try to add securities to security DB even if they already have an assigned security key 2018-07-09 16:09:35 -04:00
Michael Harding 846f6d80d8 Merged master into SparkAdmin 2018-07-09 12:32:13 -04:00
Pedro Pinto 9819a01e38 Tweaked benchmark code 2018-07-09 14:12:05 +00:00
Taha Afzal d0ad69e259 SPARK-1439 profile hedger 2018-07-08 18:53:48 -04:00
Taha Afzal f0abd13c48 merging from prod 2018-07-08 00:12:05 -04:00
Taha Afzal ea403b7138 cmake 2018-07-07 23:24:23 -04:00
Pedro Pinto 4a94beaa83 Added release_notes.txt 2018-07-06 21:42:37 +00:00
Pedro Pinto 3f03ceb2b5 SPARK-1438, Added location, smp and smp instructuction tags to order. 2018-07-06 21:40:05 +00:00
Pedro Pinto 0dd988fd1e Added to SDK MD sample. 2018-07-06 19:42:40 +00:00
Pedro Pinto 93d0a21c9d Added some instrumentation for timming hedge orders 2018-07-06 16:41:30 +00:00
Pedro Pinto 92b3cd1da0 SPARK-1384, Extension SDK is now part of the build. 2018-07-06 12:29:48 -04:00
Pedro Pinto 8fc42f6193 Re-architecting build. 2018-07-06 12:28:22 -04:00
Pedro Pinto 73d5b44a7f Added generated files to SDK. 2018-07-06 16:25:37 +00:00
Pedro Pinto e47c4ead2a Fixed the damn build 2018-07-06 16:25:37 +00:00
Pedro Pinto 21dfe5ce43 Updated docker subrepo ptr 2018-07-06 16:25:37 +00:00
Pedro Pinto e032dc822f Updated CMakeDeps.cmake 2018-07-06 16:25:37 +00:00
Pedro Pinto 87148b41f0 Moved docker/linux subrepo ptr 2018-07-06 16:25:37 +00:00
Pedro Pinto 68cb21a0a9 Cleaned up logging during unit testing. Somehow this also fixed unit
test errors.
2018-07-06 16:25:37 +00:00
Eric Harding 093ce9a0c3 Update runsparkd and Cmakedeps for sdk re-org 2018-07-06 16:25:37 +00:00
Pete 5003b23f18 moved docker subrepo pointer 2018-07-06 16:25:37 +00:00
Pedro Pinto 0de0ddbf16 SPARK-1384, Extension SDK is now part of the build. 2018-07-06 16:25:37 +00:00
Pedro Pinto 5d79c0c79a Fixed clang-tidy warnings. 2018-07-06 16:25:37 +00:00
Pedro Pinto 8e4d4782ce Re-architecting build. 2018-07-06 16:25:37 +00:00
Pedro Pinto b8bd3944ce Made Exchange simulator better at handling 0 quantity orders. 2018-07-06 16:25:37 +00:00
Kevin Darby 5d3d5251c7 added git_switch_linux.cmd to switch branches on sparkvm so we don't have to unison linux 2018-07-05 15:07:30 -04:00
Taha Afzal f7cee30511 test for n legs 2018-07-05 10:00:05 -04:00
Taha Afzal 98690ee747 ractional hedging test 2018-07-05 00:04:25 -04:00
Taha Afzal 3e14d83dde Merge branch 'prod' of bitbucket.org:bluetradesys/spark into nlegs 2018-07-03 18:54:56 -04:00
Jake Norbut 1fc38234e5 SPARK-1434 - underscore separator for SenderLocationID in audit logs 2018-07-03 09:50:44 -05:00
Taha Afzal 746622161c SPARK-1366 unit tests 2018-07-02 20:33:34 -04:00
Taha Afzal c064cdd215 SPARK-1366 code complete, writing tests now 2018-07-02 18:59:51 -04:00
Michael Harding 625d47d98e SparkAdmin: Data tables and move buttons again 2018-07-02 11:47:02 -04:00
Eric Harding acce1e3f7d SPARK-1376 Need to explicitly ask for direct book maintenance 2018-07-02 11:30:50 -04:00
Taha Afzal 9bdf084838 SPARK-1366 ciruclar buffer for keeping history of drivers complete 2018-07-01 23:40:57 -04:00
Taha Afzal 5132f81bc1 name change to QuoteLegDriver 2018-07-01 20:17:41 -04:00
Taha Afzal ab797a311e QuoterLegDriverData broken into a cpp 2018-07-01 19:48:51 -04:00
Taha Afzal d032b23841 added 'compute_driver' which calculates the driver price/qty from a quoting leg qty - this is now called by both n legs and 2 legs 2018-07-01 18:33:04 -04:00
Taha Afzal 8c68a66ef1 Merge branch 'prod' of bitbucket.org:bluetradesys/spark into nlegs 2018-06-29 19:14:56 -04:00
Taha Afzal d617d1597c SPARK 1432 fractional legs 2018-06-29 18:58:44 -04:00
Michael Harding 8c8f2d3179 SparkAdmin: Update packages 2018-06-29 16:56:48 -04:00
Michael Harding 669ccd5ffc SPARK-1428, SPARK-1430 2018-06-29 10:50:32 -04:00
Michael Harding 12db326f1d SPARK-1429: Remove index pages 2018-06-28 15:52:15 -04:00
Pedro Pinto 625f76e1f4 Made iceberg order type more robust.
We were asserting that completed orders must have non zero fills, but
its easy for an algo to break that so we handle it.
2018-06-28 15:14:52 -04:00
Michael Harding 55fc880b2e SPARK-1421: Accounts and Connections are now selected with checkboxes 2018-06-28 13:56:03 -04:00
Eric Harding 30ca30442a Fix merge error 2018-06-28 11:34:16 -04:00
Eric Harding 802160abf1 merge from prod 2018-06-28 11:28:08 -04:00
Eric Harding ccff3ee160 SPARK-1427 monitor dispatcher background thread on sparkd 2018-06-28 11:24:35 -04:00
Eric Harding 3da1bfaeb1 Metric for latency between spark shell and server 2018-06-28 11:07:45 -04:00
Eric Harding 03eff1f388 Api generated code namespace ambiguity fix. 2018-06-27 16:49:55 -04:00
Michael Harding b53825baa9 SparkAdmin: Preliminary Style and Layout 2018-06-27 12:44:57 -04:00
Eric Harding 1b1c8a7c1d Allow for discontiguous keys in replay md 2018-06-27 11:25:46 -04:00
Pedro Pinto 5206a378ff Fixed stop order price encoding 2018-06-27 11:12:34 -04:00
Pedro Pinto 7d2047d7ce Fixed the shared data problem that was crashing O'Grady. 2018-06-27 11:12:34 -04:00
Taha Afzal 8a43a4d157 SPARK-1416 (reactivated terminal status) 2018-06-27 11:12:34 -04:00
Jake Norbut 230e9e525f SPARK-1409 - slow picker fixed? 2018-06-27 11:12:34 -04:00
Jake Norbut 034318db5e fix early orders unsub - exception was taking out the observable 2018-06-27 11:12:34 -04:00
Pedro Pinto 0758dd6f46 Fixed clang build. 2018-06-27 11:12:34 -04:00
Pedro Pinto 83f9f3375c Fixed crash on client close. 2018-06-27 11:12:33 -04:00
Pedro Pinto 98a6616804 Removed current link in jetfix, it doesn't work well with docker. 2018-06-27 11:12:33 -04:00
Pedro Pinto b46f811cb5 Tweaks to pp custom build environment. 2018-06-27 11:12:33 -04:00
Eric Harding 0065dba0f0 Update commented out logging for dumping all symbols on a market data channel 2018-06-26 17:16:20 -04:00
Eric Harding 078b9d41b1 Allow for discontiguous keys in replay md 2018-06-26 16:37:30 -04:00
Eric Harding 7cf37bb080 SPARK-1407: Config off consolidated book. CMEChannel { book_type: BOOKTYPE_DIRECT } 2018-06-26 12:56:07 -04:00
Pedro Pinto 564cd3e273 Made cme_market_segment_id mandatory in config to avoid mistakes.
Its too easy to forget this value and end up routing orders
incorrectly. Unfortunately mandatory fields are not yet enforced in
config but we have a case to do it in a next cycle.
2018-06-26 15:36:53 +00:00
John Colvin 6d918c0962 SPARK-1418 Remove constraint on creating NLegs spreads 2018-06-25 17:10:04 -04:00
Pedro Pinto 709229ac14 SPARK-1379, Simulator was inverting queue order for bids. 2018-06-25 18:55:08 +00:00
Eric Harding 375786b283 Tweak test to take const& to avoid stepping though constructor 2018-06-25 13:51:12 -04:00
Pete 9e5970c93e checking for Jake. fixes audit log 39= issue 2018-06-25 10:14:48 -04:00
Pedro Pinto ab5fca73f6 Merge remote-tracking branch 'origin/prod' 2018-06-24 20:41:23 -04:00
Eric Harding 840115db03 SPARK-1359 Config key to turn off running market data 2018-06-22 17:31:08 -04:00
Pedro Pinto db7f74f85d Changed permissions in script 2018-06-22 17:20:23 -04:00
Jake Norbut 3f381f248b Merged in pnl_bg_highlight (pull request #41)
SPARK-1167 - colors on PnL

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-06-22 21:05:33 +00:00
Jake Norbut b5a93e4466 PR suggestions 2018-06-22 15:59:18 -05:00
Pedro Pinto 7cd052979e Fixed stop order price encoding 2018-06-22 16:29:45 -04:00
Pedro Pinto 3b3d44d6f6 Fixed the shared data problem that was crashing O'Grady. 2018-06-22 16:22:27 -04:00
Pedro Pinto 1b56ff3327 Fixed stop order price encoding 2018-06-22 16:19:55 -04:00
Pedro Pinto 1f823003d7 Fixed the shared data problem that was crashing O'Grady. 2018-06-22 19:49:45 +00:00
Jake Norbut a64749cd07 SPARK-1167 - colors on PnL 2018-06-22 14:47:03 -05:00
Jake Norbut 3ac6e882d4 SPARK-1417 - script will parse CME trading session list to create a csv of market segment gateways to symbols 2018-06-22 11:15:03 -05:00
Michael Harding 4c239f31f8 SparkAdmin: changes to ui.fsproj 2018-06-22 10:51:08 -04:00
Eric Harding f9759b9533 Merged in SurpriseUnsubscribes (pull request #40)
SPARK-1414 Exception thrown in api subscribe context is handled silently

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-06-22 14:21:43 +00:00
Taha Afzal 2b2eaac979 SPARK-1416 (reactivated terminal status) 2018-06-21 19:50:32 -04:00
Taha Afzal 5b5274ab5f 1366 added hedging test 2018-06-21 18:02:08 -04:00
Eric Harding 56fc1019de SPARK-1414 Exception thrown in api subscribe context is handled silently 2018-06-21 16:56:38 -04:00
Pedro Pinto abe7c25bf4 SPARK-1137, Incorporated onix time in measurements. 2018-06-21 18:06:51 +00:00
Michael Harding 43ecea15f3 SPARK-1390: Add build.sh 2018-06-21 13:11:43 -04:00
Jake Norbut 484ad656f9 SPARK-1409 - slow picker fixed? 2018-06-21 11:42:16 -05:00
Jake Norbut 0e92ee15f4 fix early orders unsub - exception was taking out the observable 2018-06-21 11:29:27 -05:00
Jake Norbut 4dcaf224ef SPARK-1409 - slow picker fixed? 2018-06-21 09:43:08 -05:00
Taha Afzal 2d5211ac9b SPARK-1366 n legs 2018-06-20 21:13:02 -04:00
Taha Afzal e62d116a44 SPARK-1366 n legs 2018-06-20 20:42:36 -04:00
Kevin Darby 8c492fdad3 fixed SDK 2018-06-20 17:29:21 -04:00
Michael Harding c3f8d4e729 SPARK-1390: Add Mkdocs template 2018-06-20 16:56:23 -04:00
Pedro Pinto 0deb4fbcf4 Fixed clang build. 2018-06-20 20:00:13 +00:00
Pedro Pinto b8b375eca5 Fixed crash on client close. 2018-06-20 20:00:13 +00:00
Pedro Pinto 4a42238cfb Removed current link in jetfix, it doesn't work well with docker. 2018-06-20 20:00:13 +00:00
Pedro Pinto d4081420ae Tweaks to pp custom build environment. 2018-06-20 20:00:13 +00:00
Michael Harding b811fb6a32 SPARK-1390: Add Mkdocs to the dockerfile 2018-06-20 15:32:10 -04:00
Taha Afzal 27d38cf443 SPARK-1400 spreader on_activate_recovered 2018-06-20 14:22:11 -04:00
Taha Afzal 4dad98a8b2 SPARK-1408 Limiter dupe value crash 2018-06-20 14:22:11 -04:00
Michael Harding 0f78cbc80e SPARK-1214: Add SMP and location 2018-06-20 13:27:41 -04:00
Eric Harding eb3067448d Change default symbol list to match 'DOG' 2018-06-20 12:50:41 -04:00
Eric Harding f4a3256cb8 Update OnixS 4.3.0 to 4.5.2 2018-06-20 12:05:32 -04:00
Eric Harding a2b8d53ebb Add $HOST variable to install_config.json to make installer deploy easier 2018-06-20 11:22:00 -04:00
Jake Norbut b7a3d5a23c cme audit - documenting that script should run in a Chicago time zone 2018-06-20 08:55:47 -05:00
Eric Harding 4f4bfea70f remove obsolete config key 2018-06-19 17:31:32 -04:00
Eric Harding 76d6e37f59 Change default market data recording path to something reasonable instead of /home/bts 2018-06-19 17:06:56 -04:00
Jake Norbut 8e535b0303 SPARK-1391 - audit script now requires output_file specified in command line; by default, will no longer print to console but this can be toggled on via -c 2018-06-19 13:11:56 -05:00
Eric Harding 44887d80e6 sparkd web help indentation 2018-06-19 11:47:26 -04:00
Eric Harding bd63c0798e Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2018-06-19 11:46:43 -04:00
Eric Harding 6e06b3566a Add logging on synthetic security update 2018-06-19 11:43:03 -04:00
Eric Harding ebc7432995 Add market data gap metric. 2018-06-19 11:43:03 -04:00
Eric Harding 33a1762cb7 Add sparkd web command for getting the web UI up in an emergency 2018-06-19 11:40:03 -04:00
Taha Afzal 16e9d100d2 n legged tests 2018-06-19 09:45:19 -04:00
Jake Norbut 5009c4c29a SPARK-1388 - round OB prices to 9 fractional digits when the security is not known 2018-06-19 08:29:20 -05:00
Pedro Pinto f4f1bb7914 Fixed log msg. 2018-06-18 20:56:07 +00:00
Pedro Pinto 82d3e59024 Removed unused config values. 2018-06-18 20:44:25 +00:00
Pedro Pinto 6fe59386df SPARK-1137, We have server performance numbers and they are good. 2018-06-18 20:44:25 +00:00
Pedro Pinto 767cb36856 Ran clang-format. 2018-06-18 20:44:25 +00:00
John Colvin 908958ea3c SPARK-1386 format futures/future-spread-legs with exchange desc (if present) 2018-06-18 15:46:32 -04:00
Kevin Darby 8cef60b5ab top test case, might not have pushed in time 2018-06-18 10:20:44 -04:00
Taha Afzal bbf961ed78 fixing build, .fs file 2018-06-18 08:40:20 -04:00
Taha Afzal f3b8ce8088 adding location to CME User Data 2018-06-17 22:44:37 -04:00
Pedro Pinto 026bda165e Added more data to server side performance tracing. 2018-06-17 15:22:56 +00:00
Pedro Pinto 9727f17edf Tweaks to pp custom build environment. 2018-06-17 15:21:47 +00:00
Pedro Pinto 61b2913a31 Fixed clang build. 2018-06-17 15:21:04 +00:00
Pedro Pinto 0a8bee2c31 Added a couple more digits to exchange price encoding. 2018-06-15 09:51:07 -04:00
Pedro Pinto 2dd8e64272 Perf analysis tools. 2018-06-15 09:51:07 -04:00
John Colvin aa704b8c96 timefilter - make text input filter more flexible 2018-06-14 20:56:19 -04:00
John Colvin 8673b857a7 timefilter - triple-click selects all time-text 2018-06-14 19:56:09 -04:00
John Colvin f83f2c7964 SPARK-1348 time-based period filter requires textbox to lose focus to accept new value 2018-06-14 19:13:18 -04:00
Eric Harding 86d8d7dafb Add seconds_to_recenter and max_open_ladders to UI.conf. Remove seconds and ticks from LadderSettings as it should not be stored per-ladder. 2018-06-14 18:35:15 -04:00
Eric Harding 5363fdd0db Reduce logging level for non-errors in PersistenceServiceServer 2018-06-14 18:08:52 -04:00
Eric Harding d3e7870b9a Fix build with the #ifdef stick 2018-06-14 18:08:32 -04:00
Eric Harding f05692e441 Merged Metrics into qa 2018-06-14 17:38:58 -04:00
Eric Harding 053c460ff6 Market data rate metrics reborn 2018-06-14 17:13:19 -04:00
Eric Harding af7e9dd3a8 Raise WebServer GET request logging to DIAG level 2018-06-14 17:11:57 -04:00
Eric Harding 3e3b6acfd7 Market data QueryServer response time/size. 2018-06-14 17:11:57 -04:00
Eric Harding b75496e665 Add sparkd memory use metric 2018-06-14 17:11:57 -04:00
Eric Harding 03864caa09 Add HistogramMetric type 2018-06-14 17:11:57 -04:00
Eric Harding 1558b79c16 Sparkd promethius metrics 2018-06-14 17:11:57 -04:00
Kevin Darby 57bfe5a85e added manual test cases for algos 2018-06-14 14:50:20 -04:00
John Colvin 3eaeaf0f35 fix LadderSettings equals method 2018-06-14 12:50:02 -04:00
Michael Harding ab3121cd5d Spark Admin: Admin user hack 2018-06-14 11:43:01 -04:00
Taha Afzal ec5bd4a164 SPARK-1332 2018-06-14 11:22:11 -04:00
John Colvin 3877aec09a SPARK-1354 Can't change bid, ask, or last colors in ladder 2018-06-14 10:37:29 -04:00
Jake Norbut fb17596304 updating test text 2018-06-14 08:32:48 -05:00
Michael Harding b36bcc66fb Update PnL manual test 2018-06-14 09:26:53 -04:00
Taha Afzal 73189fbbd8 2 admin limit tests changed slightly 2018-06-13 19:18:04 -04:00
John Colvin 484a9dba12 orderticket priceentrycontrol - update binding source in tickup/down command if has keyboard focus 2018-06-13 17:27:53 -04:00
John Colvin 83f2866604 SPARK-1349 Order Ticket Price Field - DoubleClick 2018-06-13 17:27:53 -04:00
Pedro Pinto 37f40046da Fixed typo in CTI code enum. 2018-06-13 15:48:17 -04:00
Pedro Pinto 2401b9db77 Typo in log msg. 2018-06-13 15:48:17 -04:00
John Colvin a45546690c SPARK-1352 ladder - auto-clear should only reset size to 0 2018-06-13 15:41:20 -04:00
John Colvin bc394ee3b5 SPARK-1350 Fill Window Comes Up Blank From Orders Window 2018-06-13 15:30:55 -04:00
Michael Harding b917fba19a Spark Admin: Assign correct default symbol to new productLimits rows 2018-06-13 14:58:54 -04:00
Michael Harding 63106eb866 SPARK-1245: Wrap Clip Limits help onto two lines 2018-06-13 14:28:27 -04:00
Eric Harding fa79bddb6b Make Spark webserver pipe down a bit 2018-06-13 13:49:34 -04:00
Pedro Pinto 83851c1494 QA assignments. 2018-06-13 10:35:02 -04:00
John Colvin 373f7ee3a1 SPARK-1208 synthetic modification disabled when it should not be 2018-06-12 23:50:56 -04:00
Taha Afzal 2ed8b9caf0 changes to the prehedge tests 2018-06-12 23:16:04 -04:00
John Colvin 470eee431e SPARK-1248 OrderBook - 'last message' cells are always empty 2018-06-12 23:08:00 -04:00
John Colvin e5e6723b3a orderbook - LiveSortingProperties were one step behind SortDescriptions 2018-06-12 22:54:42 -04:00
John Colvin 71be28911b SPARK-1243 crash on server bounce 2018-06-12 19:54:51 -04:00
Michael Harding 8ab3182c21 SPARK-1241: Username.ToLower 2018-06-12 17:33:20 -04:00
Pedro Pinto 508e2d4fcf SPARK-1234, Make sure rejected orders have valid price, quantity 2018-06-12 17:04:29 -04:00
Pedro Pinto 027e434ac9 SPARK-1236, Limit the number of exchange connection attempts. 2018-06-12 16:57:22 -04:00
Michael Harding e9be6d9859 SPARK-1245: Help text 2018-06-12 16:53:25 -04:00
Pedro Pinto 82e63f691c SPARK-1242, Added messaging governor to execution. 2018-06-12 16:01:35 -04:00
Pedro Pinto cb83ad08a6 Perf analysis tools. 2018-06-12 14:14:42 -04:00
Michael Harding e2e78d91c3 SPARK-1240, SPARK-1239: Hide Synthetic, Remove duplicate symbols 2018-06-12 13:21:28 -04:00
Michael Harding 427d03d340 SparkAdmin: Remove onclick from login 2018-06-12 11:29:53 -04:00
John Colvin 32e5111c54 orderbook - remove unused resources in OrderBookView.xaml 2018-06-11 15:11:53 -04:00
John Colvin ef12f81b73 orderbook - fix early-child sorting bug 2018-06-11 15:11:53 -04:00
Eric Harding c0f255f5a7 Spark Admin: Reload page if websocket is disconnected 2018-06-11 14:29:36 -04:00
John Colvin f6861820e4 orderbook - add apply/clear buttons to SubType filter popup 2018-06-11 12:19:26 -04:00
John Colvin 6a3960b33f FillTuple has SecurityMD field (instead of just Security) 2018-06-11 11:44:37 -04:00
Eric Harding e3858fd203 Merged in SPARK-1231 (pull request #39)
Persist should not throw exceptions. Nobody expects that

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2018-06-11 15:29:28 +00:00
Eric Harding 3f1d9307e9 Persist should not throw exceptions. Nobody expects that 2018-06-11 11:22:21 -04:00
Jake Norbut 5f7c2330f3 Ladder recenter on middle-click is now restricted to price column; this previously interferred with a badge's context menu from opening when the ladder was not centered 2018-06-11 09:56:48 -05:00
Jake Norbut 315b2a8b26 SPARK-1229 - EnumCharacterCasingConverter now checks for null 2018-06-11 09:55:29 -05:00
Taha Afzal 29ebfebcbc synthtic orders ressurected from disk show the correct filled price/qty 2018-06-10 23:32:02 -04:00
John Colvin 4fbaca6d05 orderbook - fix child-order filter bug 2018-06-10 17:15:25 -04:00
John Colvin 4d4f706e7c OrderBook - fix sorting bug (must recreate cell in addition to invoking PropertyChanged) 2018-06-10 16:26:46 -04:00
John Colvin 241396e292 clean up FillTupleSource/ObservableDemuxer 2018-06-10 15:59:52 -04:00
John Colvin 4e68c98cfb fix FillTupleSource 2018-06-08 23:36:06 -04:00
Eric Harding 30c1dfd9a7 Merged in SPARK-1123 (pull request #38)
SPARK-1123 on_orders.Replay().RefCount() does not handle late join correctly

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-06-09 01:37:48 +00:00
Pedro Pinto a64ca702c9 More tracing tools. 2018-06-08 18:24:07 -04:00
Taha Afzal 0a2b6ce17e SPARK-1212, delayed spreader order cancelling when no active achild orders 2018-06-08 18:21:29 -04:00
Pedro Pinto 660f203132 SPARK-1137, Server side tracing script. 2018-06-08 17:47:23 -04:00
Michael Harding 27f27dbcf1 AdminUI -> Spark Admin 2018-06-08 17:05:54 -04:00
Pedro Pinto 1ac6c8cd40 SPARK-1216, Formatted order prices properly. 2018-06-08 16:33:11 -04:00
Pedro Pinto a13cececa1 Formatted code a bit better. 2018-06-08 16:33:11 -04:00
Pedro Pinto 01d2e88097 Made logging more robust in the presence of config errors. 2018-06-08 16:33:11 -04:00
John Colvin 8f96cd07e3 FillTupleSource - actually update the state with incremental changes 2018-06-08 14:31:11 -04:00
Eric Harding b515e45b23 SPARK-1123 on_orders.Replay().RefCount() does not handle late join correctly 2018-06-08 13:49:22 -04:00
Eric Harding a37e2ead87 Hide status change messages in ladder 2018-06-08 13:44:34 -04:00
Kevin Darby 92ae592d31 Fixed a couple of bugs involving comparing doubles in the ladder and some ladder start crashes. 2018-06-08 13:10:50 -04:00
John Colvin db1cbf589f remove 'Latency' from Logger Subsystems in cs 2018-06-08 10:53:17 -04:00
Eric Harding a561ff3aae Fix merge problem with ObserveOn PR 2018-06-08 10:39:39 -04:00
Eric Harding 3eeab708d2 Merged in ObserveOn (pull request #37)
ObserveOnDispatcher -> ObserveOn + Lower priority so as not to block input

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2018-06-08 14:37:20 +00:00
Eric Harding 082056ea3f Fix crash in ErrorReporter because api thread is not STA 2018-06-08 09:53:32 -04:00
Eric Harding e9f3e92f82 Read spark.version for version information 2018-06-08 09:26:21 -04:00
Jake Norbut 152c79a4a9 Badge should never fill in with completion progress as it previously did 2018-06-08 08:05:35 -05:00
Eric Harding db877c859b ObserveOnDispatcher -> ObserveOn + Lower priority so as not to block input 2018-06-08 08:42:23 -04:00
John Colvin 1ec2423ad2 SPARK-1215 fills performance - do not copy dictionaries in FillTupleSource 2018-06-07 21:17:58 -04:00
Taha Afzal 1a88e52a08 subtle change in the QuoterWaitingForAck where book changes on the hedging side make it dissapear, hence order needs to be pulled 2018-06-07 20:06:40 -04:00
Taha Afzal a1b52d083d SPARK-1200 2018-06-07 17:50:09 -04:00
Michael Harding f364317cfa Better window border compromise 2018-06-07 17:10:16 -04:00
Michael Harding f474af1925 Update a few manual tests 2018-06-07 16:09:53 -04:00
Michael Harding 03ac5035fc AdminUI: Minor tweaks and fixes 2018-06-07 16:09:53 -04:00
Michael Harding e78d8208fa AdminUI: Add application name to login page 2018-06-07 16:09:53 -04:00
Pedro Pinto 7f8c591f75 Instrumenting server for perf measurements. 2018-06-07 13:58:02 -04:00
Taha Afzal 7d9685f995 SPARK-1211 cor id 2018-06-07 13:11:27 -04:00
John Colvin 699736ff52 Merged in badge-style-row-height-unification (pull request #35)
SPARK-1204 Ladder/Badge - row height needs to fit different badge styles

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-06-07 16:36:03 +00:00
John Colvin 8d0e7bc467 pr finishing touch 2018-06-07 12:35:03 -04:00
Michael Harding df784e9961 SPARK-1201: Fix and style table headers 2018-06-07 10:21:14 -04:00
Michael Harding af39aab153 AdminUI: Fix default security symbol for new rows 2018-06-07 10:21:13 -04:00
Taha Afzal 885c1ad9f8 SPARK-1152 remove limit in release.... 2018-06-06 23:26:07 -04:00
Eric Harding 91fdd6ec58 Improve generated structs by adding C# 7.2 readonly keyword 2018-06-06 20:21:20 -04:00
John Colvin 3adfd7056a Merge branch 'master' into badge-style-row-height-unification 2018-06-06 18:48:18 -04:00
Kevin Darby 5f845f1355 python 2.7 vs 3.6 blues 2018-06-06 17:56:53 -04:00
Pedro Pinto 5d4bb1d421 More server side perf instrumentation. 2018-06-06 17:53:18 -04:00
John Colvin 9836e46dd9 SPARK-1092 Inconsitencies in changing spreader params / probably lack of persistence 2018-06-06 17:21:42 -04:00
John Colvin bf9d5c2c6d ExecutionStrategyEditor - fix vertical grid line adorner 2018-06-06 17:21:42 -04:00
Taha Afzal ef1c3a7959 SPARK-1159 admin tool strange state 2018-06-06 16:59:35 -04:00
Taha Afzal b07f6aba59 comments, code style 2018-06-06 16:59:35 -04:00
Eric Harding a7b3b0fa6d SPARK-1197 MarketSegmentID 2018-06-06 16:55:03 -04:00
Jake Norbut f7a3b3ebc1 Fixing badge height overlapping level line 2018-06-06 15:49:46 -05:00
Michael Harding d291e4a022 SPARK-1201: Buttons, Transforms, and Stars 2018-06-06 16:13:51 -04:00
Pedro Pinto 292e5575d0 Made sim not look for secure logon file. 2018-06-06 16:06:43 -04:00
Pedro Pinto 1ad57dbf45 Instrumenting server side for performance tracking. 2018-06-06 16:06:43 -04:00
John Colvin 837aa51adf SPARK-1204 pr edits 2018-06-05 18:02:32 -04:00
John Colvin 410e17aec5 SPARK-1204 Ladder/Badge - row height needs to fit different badge styles 2018-06-05 16:46:50 -04:00
1260 changed files with 55028 additions and 18999 deletions

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+5
View File
@@ -21,3 +21,8 @@ src/client/sparkcmd/Properties/launchSettings.json
node_modules
paket-files
project.lock.json
src/server/sparkd/orderman/perf_analysis/data
src/server/sparkd/orderman/perf_analysis/logs/
src/server/sparkd/orderman/perf_analysis/trace_data/
src/lib/orderman/perf_analysis/logs/latency_data/
trace_data/
+13 -2
View File
@@ -37,12 +37,23 @@
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
"args": ["md","GLBX","Future","ES","ESM8"],
"args": ["md","GLBX","Future","ZN", "ZNU8"],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
},
{
"name": "Client Tests",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
"args": ["test","test_filter"],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Client Attach",
"type": "clr",
+26 -6
View File
@@ -32,10 +32,30 @@ if (WIN32)
add_subdirectory(src/lib)
else ()
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} \
-Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++14 -fdiagnostics-color")
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
add_subdirectory(src/lib)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/web)
# so that sparkd looks for libspark.so in its directory
set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
set (CMAKE_INSTALL_RPATH ".")
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} \
-fPIC -Wall -pedantic -Wextra -Werror \
-Wno-missing-braces -Wno-ignored-qualifiers \
--std=c++17 -fdiagnostics-color")
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
add_subdirectory(src/server/sparkd)
add_subdirectory(src/lib)
add_subdirectory(src/web)
add_subdirectory(src/sdk)
add_subdirectory(src/data_files)
add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/defaults ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMENT "Creating server runtime layout"
DEPENDS sparkd data_files_dir)
add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
endif()
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+27
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@@ -0,0 +1,27 @@
* Services
** Admin
** ErrorReport
** MarketDataRelay
** Persistence
** ShellDiagnostic
** SyntheticSecurity
** Order
*** Streams
- Fills
- Orders
*** Ops
- Create/Update/Cancel/Crack orders
*** Internal structure
- Two threads, fast and slow
**** Fast Actors
***** MDSource
***** OrderManager
***** ExecutionGateway
**** Slow Actors
***** ServiceBridge
***** Timer
***** AsyncFactory
***** OrderStore
***** FillStore
***** SecuritySrc
* Benchmarks
+74
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@@ -0,0 +1,74 @@
---------------------------------------------------------------------------------
Benchmark Time CPU Iterations
---------------------------------------------------------------------------------
gen_id 343486 ns 335807 ns 2075
mutex_lock_unlock 21 ns 21 ns 32639774
spin_lock_unlock 8 ns 8 ns 89116301
bts_spinlock_lock_unlock 8 ns 8 ns 89147033
serialize_update 44 ns 44 ns 16087792
serialize_order 1490 ns 1490 ns 469370
binary_search_of_guid/8 45 ns 45 ns 19628480
binary_search_of_guid/64 74 ns 74 ns 8488516
binary_search_of_guid/512 152 ns 152 ns 5951672
binary_search_of_guid/4096 176 ns 176 ns 3516706
binary_search_of_guid/8192 204 ns 204 ns 4195026
binary_search_of_int64/8 7 ns 7 ns 125831105
binary_search_of_int64/64 10 ns 10 ns 83445929
binary_search_of_int64/512 17 ns 17 ns 44577843
binary_search_of_int64/4096 21 ns 21 ns 30816423
binary_search_of_int64/8192 23 ns 23 ns 33503850
binary_search_of_int32/8 6 ns 6 ns 105190034
binary_search_of_int32/64 9 ns 9 ns 69381845
binary_search_of_int32/512 17 ns 17 ns 46519573
binary_search_of_int32/4096 21 ns 21 ns 34235987
binary_search_of_int32/8192 23 ns 23 ns 30444656
guid_gen 6302 ns 6139 ns 113547
shared_ptr_cpy 12 ns 12 ns 56257121
alloc_free 27 ns 27 ns 26090707
new_delete 19 ns 19 ns 37533496
boost_pool 1 ns 1 ns 1000000000
boost_object_pool 2 ns 2 ns 355797411
protected_boost_pool 15 ns 15 ns 45520032
boost_singleton_pool 38 ns 38 ns 18434739
atomic_inc 6 ns 6 ns 112527844
mem_copy/8 4 ns 4 ns 164561574 1.73705GB/s
mem_copy/64 4 ns 4 ns 164581813 14.0167GB/s
mem_copy/128 4 ns 4 ns 164619030 28.0289GB/s
mem_copy/512 14 ns 14 ns 50947879 33.8911GB/s
mem_copy/1024 30 ns 30 ns 23514125 31.6838GB/s
mem_copy/8192 336 ns 336 ns 2083753 22.6921GB/s
alloc_and_copy_from_pool 1 ns 1 ns 1000000000
lambda_copy 39 ns 39 ns 18132412
boost_pool_allocator 96 ns 96 ns 7326598
queue_notification 5 ns 5 ns 142589437
queue_notification2 6 ns 6 ns 112575651
boost_lockless_queue 49 ns 49 ns 13287170
moody_camel_queue 29 ns 29 ns 24188660
moody_camel_fat_push 95 ns 95 ns 7354405
boost_lockless_stack 44 ns 44 ns 15788696
moody_camel_slim_push 89 ns 89 ns 7856017
lambda_alloc_copy<NeighbourAddition> 7 ns 7 ns 97263743
lambda_alloc_copy<NeighbourRemoval> 7 ns 7 ns 97123060
lambda_alloc_copy<Advertisement> 7 ns 7 ns 97227678
lambda_alloc_copy<Unadvertisement> 7 ns 7 ns 97224373
lambda_alloc_copy<Subscription> 7 ns 7 ns 97186624
lambda_alloc_copy<Unsubscription> 7 ns 7 ns 97246484
lambda_alloc_copy<InternalSubscription> 7 ns 7 ns 97179666
lambda_alloc_copy<InternalUnsubscription> 7 ns 7 ns 97138264
simple_alloc_copy<NeighbourAddition> 4 ns 4 ns 194500344
simple_alloc_copy<NeighbourRemoval> 3 ns 3 ns 256560908
simple_alloc_copy<Advertisement> 4 ns 4 ns 194403696
simple_alloc_copy<Unadvertisement> 3 ns 3 ns 267468747
simple_alloc_copy<Subscription> 3 ns 3 ns 267340791
simple_alloc_copy<Unsubscription> 3 ns 3 ns 237752654
simple_alloc_copy<InternalSubscription> 4 ns 4 ns 178297581
simple_alloc_copy<InternalUnsubscription> 3 ns 3 ns 267398457
get_thread_id 5 ns 5 ns 152785800
native_order_fix_data_create/8 19 ns 19 ns 37523830
native_order_fix_data_create/64 19 ns 19 ns 36243824
native_order_fix_data_create/512 19 ns 19 ns 36265679
native_order_fix_data_create/4096 67 ns 67 ns 10475112
native_order_fix_data_create/32768 59 ns 59 ns 11880862
native_order_fix_data_create/131072 60 ns 60 ns 11755809
native_order_fix_data_fragment 101 ns 101 ns 6957912
small_vec 1 ns 1 ns 535005301
+301
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@@ -0,0 +1,301 @@
<?xml version="1.0" encoding="utf-8"?>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
"http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" lang="en" xml:lang="en">
<head>
<!-- 2018-10-08 Mon 18:50 -->
<meta http-equiv="Content-Type" content="text/html;charset=utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<title>&lrm;</title>
<meta name="generator" content="Org mode" />
<meta name="author" content="ppinto" />
<style type="text/css">
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.title { text-align: center;
margin-bottom: .2em; }
.subtitle { text-align: center;
font-size: medium;
font-weight: bold;
margin-top:0; }
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padding: 2px; font-size: 80%; font-weight: normal; }
.timestamp { color: #bebebe; }
.timestamp-kwd { color: #5f9ea0; }
.org-right { margin-left: auto; margin-right: 0px; text-align: right; }
.org-left { margin-left: 0px; margin-right: auto; text-align: left; }
.org-center { margin-left: auto; margin-right: auto; text-align: center; }
.underline { text-decoration: underline; }
#postamble p, #preamble p { font-size: 90%; margin: .2em; }
p.verse { margin-left: 3%; }
pre {
border: 1px solid #ccc;
box-shadow: 3px 3px 3px #eee;
padding: 8pt;
font-family: monospace;
overflow: auto;
margin: 1.2em;
}
pre.src {
position: relative;
overflow: visible;
padding-top: 1.2em;
}
pre.src:before {
display: none;
position: absolute;
background-color: white;
top: -10px;
right: 10px;
padding: 3px;
border: 1px solid black;
}
pre.src:hover:before { display: inline;}
/* Languages per Org manual */
pre.src-asymptote:before { content: 'Asymptote'; }
pre.src-awk:before { content: 'Awk'; }
pre.src-C:before { content: 'C'; }
/* pre.src-C++ doesn't work in CSS */
pre.src-clojure:before { content: 'Clojure'; }
pre.src-css:before { content: 'CSS'; }
pre.src-D:before { content: 'D'; }
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pre.src-java:before { content: 'Java'; }
pre.src-js:before { content: 'Javascript'; }
pre.src-latex:before { content: 'LaTeX'; }
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without even the implied warranty of MERCHANTABILITY or FITNESS
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</head>
<body>
<div id="content">
<p>
We are going to experiment with our development process, getting away
from cycles and towards more continuous development. The main idea is
to get rid of the prod and QA branches and instead deploy directly
from master, which we keep deployment ready at all times. Development
occurs on private branches, each branch mapped to a separately
deploy-able project. Each of projects will be managed more or less
independently and will include specification, development and
validation stages. At any particular time we might have anywhere from
1 to 6 projects in flight each of which continuously pulls from master,
but does not push back to master until the code is ready to be
deployed to production. The point at which a project is ready to be
deployed then takes roughly the place of the QA phase of our old cycle
mode. At this time, we will do a PR, and go through a series of
validation steps, to make sure the work meets our standards. This
validation includes:
</p>
<ul class="org-ul">
<li>Code Reviews</li>
<li>Acceptance Testing (including UI and business tests)</li>
<li>Automated System testing (to be developed)</li>
<li>A mini-qa, focused on the feature, by someone not directly involved
in its implementation</li>
<li>If possible, deployment to a beta customer.</li>
</ul>
<p>
Once these QA gates are passed, we will update the release notes, tag
a new version, integrate to master and then ideally immediately deploy
to a customer.
</p>
<p>
The main goal with this change is to reduce the latency from feature
specification to production roll out. We also hope to improve
throughput by making more efficient use of QA time and reducing idle
cycles. We expect people to participate in more than one project
depending on their area of expertise and work load. This does not mean
people will work on two things at the same time, rather that people
come into and leave projects as they free up and not when the project
starts or ends.
</p>
<p>
This new scheme will come into full effect when we finish 1.3
although to some degree 1.3 was already setup like this. At the
moment, we have 3 major projects, vap/settlments/implied, grid
settings and speed work, which are in branches of prod. We will merge
these back to prod and then master this week. We have 3 other projects
that are in master, the excel API, the server side SDK and the MIC
administration and enforcement components. These we hope to stabilize
as soon as possible so that we can merge them to prod and deploy them
along with the rest. Once we have all this, prod and master should be
identical and we will delete prod and operate exclusively out of
master. Please avoid committing anything new to master so we can
complete this transition as soon as possible.
</p>
<p>
Let me know if you have any question
</p>
</div>
<div id="postamble" class="status">
<p class="author">Author: ppinto</p>
<p class="date">Created: 2018-10-08 Mon 18:50</p>
<p class="validation"><a href="http://validator.w3.org/check?uri=referer">Validate</a></p>
</div>
</body>
</html>
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We are going to experiment with our development process, getting away
from cycles and towards more continuous development. The main idea is
to get rid of the prod and QA branches and instead deploy directly
from master, which we keep deployment ready at all times. Development
occurs on private branches, each branch mapped to a separately
deploy-able project. Each of projects will be managed more or less
independently and will include specification, development and
validation stages. At any particular time we might have anywhere from
1 to 6 projects in flight each of which continuously pulls from master,
but does not push back to master until the code is ready to be
deployed to production. The point at which a project is ready to be
deployed then takes roughly the place of the QA phase of our old cycle
mode. At this time, we will do a PR, and go through a series of
validation steps, to make sure the work meets our standards. This
validation includes:
- Code Reviews
- Acceptance Testing (including UI and business tests)
- Automated System testing (to be developed)
- A mini-qa, focused on the feature, by someone not directly involved
in its implementation
- If possible, deployment to a beta customer.
Once these QA gates are passed, we will update the release notes, tag
a new version, integrate to master and then ideally immediately deploy
to a customer.
The main goal with this change is to reduce the latency from feature
specification to production roll out. We also hope to improve
throughput by making more efficient use of QA time and reducing idle
cycles. We expect people to participate in more than one project
depending on their area of expertise and work load. This does not mean
people will work on two things at the same time, rather that people
come into and leave projects as they free up and not when the project
starts or ends.
This new scheme will come into full effect when we finish 1.3
although to some degree 1.3 was already setup like this. At the
moment, we have 3 major projects, vap/settlments/implied, grid
settings and speed work, which are in branches of prod. We will merge
these back to prod and then master this week. We have 3 other projects
that are in master, the excel API, the server side SDK and the MIC
administration and enforcement components. These we hope to stabilize
as soon as possible so that we can merge them to prod and deploy them
along with the rest. Once we have all this, prod and master should be
identical and we will delete prod and operate exclusively out of
master. Please avoid committing anything new to master so we can
complete this transition as soon as possible.
Let me know if you have any question
+12
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{% extends "base.html" %}
{% block content %}
<div class="row-fluid">
<div id="main-content" class="span12">
<h1 id="404-page-not-found" style="text-align: center">404</h1>
<p style="text-align: center"><strong>Page not found</strong></p>
</div>
</div>
{% endblock %}
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Whitespace-only changes.
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<!DOCTYPE html>
<html lang="en">
<head>
{%- block site_meta %}
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software" />
<meta name="rights" content="© Blue Trading Systems" />
<meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" />
{% if config.site_author %}<meta name="author" content="{{ config.site_author }}">{% endif %}
{% if page and page.canonical_url %}<link rel="canonical" href="{{ page.canonical_url }}">{% endif %}
{% if config.site_favicon %}<link rel="shortcut icon" href="{{ base_url }}/{{ config.site_favicon }}">
{% else %}<link rel="shortcut icon" href="{{ base_url }}/img/favicon.ico">{% endif %}
{%- endblock %}
{%- block htmltitle %}
<title>{% if page and page.title and not page.is_homepage %}{{ page.title }} - {% endif %}{{ config.site_name }}</title>
{%- endblock %}
{%- block styles %}
<link rel="stylesheet" href="{{ base_url }}/css/bts.css" type="text/css" />
<link href="{{ base_url }}/css/font-awesome.min.css" rel="stylesheet">
<link href="{{ base_url }}/css/base.css" rel="stylesheet">
<link rel="stylesheet" href="{{ base_url }}/css/highlight.css">
<link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
<link rel="stylesheet" href="{{ base_url }}/css/local.css?1529096332" type="text/css" />
<!--link rel="stylesheet" href="https://www.bluetradingsystems.com/templates/bluetradesys/scripts/colorbox-master/example5/colorbox.css" type="text/css" /-->
<!--[if lt IE 9]>
<script src="https://oss.maxcdn.com/libs/html5shiv/3.7.0/html5shiv.js"></script>
<script src="https://oss.maxcdn.com/libs/respond.js/1.4.2/respond.min.js"></script>
<![endif]-->
{%- for path in extra_css %}
<link href="{{ path }}" rel="stylesheet">
{%- endfor %}
{%- endblock %}
{%- block extrahead %} {% endblock %}
<script>
dataLayer = [];
</script>
<script>
debug_mode = location.hostname !== "www.bluetradingsystems.com";
if(debug_mode)
{
console.log("debug mode enabled (no analytics)");
if(location.hostname !== "www.bluetradingsystems.com")
{
console.log("Hostname != www.bluetradingsystems.com");
}
}
else
{
(function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
})(window,document,'script','dataLayer','GTM-56FHG8R');
}
</script>
<script src="{{ base_url }}/js/jquery-1.10.2.min.js" defer></script>
<script src="{{ base_url }}/js/bootstrap-3.0.3.min.js" defer></script>
</head>
<body{% if page and page.is_homepage %} class="homepage"{% endif %}>
<!-- Google Tag Manager (noscript) -->
<noscript><iframe src="https://www.googletagmanager.com/ns.html?id=GTM-56FHG8R"
height="0" width="0" style="display:none;visibility:hidden"></iframe></noscript>
<!-- End Google Tag Manager (noscript) -->
{% include "nav.html" %}
<div class="container">
{%- block content %}
<div class="col-md-3">{% include "toc.html" %}</div>
<div class="col-md-9" role="main">{% include "content.html" %}</div>
{%- endblock %}
</div>
<footer class="col-md-12">
{%- block footer %}
{%- if config.copyright %}
<p>{{ config.copyright }}</p>
{%- endif %}
{%- endblock %}
</footer>
{%- block scripts %}
<script>var base_url = '{{ base_url }}';</script>
<script src="{{ base_url }}/js/base.js" defer></script>
{%- for path in extra_javascript %}
<script src="{{ path }}" defer></script>
{%- endfor %}
{%- endblock %}
{% if 'search' in config['plugins'] %}{%- include "search-modal.html" %}{% endif %}
{%- include "keyboard-modal.html" %}
{% if page and page.is_homepage %}
<!--p style="float:right; padding: 1em; color:#bbb;">
Build Date UTC : {{ build_date_utc }}
</p-->
{% endif %}
<script src="{{ base_url }}/js/highlight.pack.js" defer></script>
<script src="https://cdn.rawgit.com/google/code-prettify/master/loader/run_prettify.js"></script>
<!--script src="https://www.bluetradingsystems.com/templates/bluetradesys/scripts/colorbox-master/jquery.colorbox-min.js"></script-->
</body>
</html>
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{% if page.meta.source %}
<div class="source-links">
{% for filename in page.meta.source %}
<span class="label label-primary">{{ filename }}</span>
{% endfor %}
</div>
{% endif %}
{{ page.content }}
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body {
padding-top: 70px;
}
/* Replacement for `body { background-attachment: fixed; }`, which has
performance issues when scrolling on large displays. See #1394. */
body::before {
content: ' ';
position: fixed;
width: 100%;
height: 100%;
top: 0;
left: 0;
background-color: #f6f6f6;
will-change: transform;
z-index: -1;
}
body > .container {
min-height: 400px;
}
ul.nav .main {
font-weight: bold;
}
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padding-bottom: 100px;
}
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float: right;
}
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max-width: 100%;
display: inline-block;
padding: 4px;
line-height: 1.428571429;
background-color: #fff;
border: 1px solid #ddd;
border-radius: 4px;
margin: 20px auto 30px auto;
}
/*
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* that, when navigating to it, the header isn't hidden by the navbar at the
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*/
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content: "";
display: block;
margin-top: -75px;
height: 75px;
pointer-events: none;
}
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color: #444;
font-weight: 400;
font-size: 42px;
}
h2, h3, h4, h5, h6 {
color: #444;
font-weight: 300;
}
hr {
border-top: 1px solid #aaa;
}
pre, .rst-content tt {
max-width: 100%;
background: #fff;
border: solid 1px #e1e4e5;
color: #333;
overflow-x: auto;
}
code.code-large, .rst-content tt.code-large {
font-size: 90%;
}
code {
padding: 2px 5px;
background: #fff;
border: solid 1px #e1e4e5;
color: #333;
white-space: pre-wrap;
word-wrap: break-word;
}
pre code {
background: transparent;
border: none;
white-space: pre;
word-wrap: normal;
font-family: monospace,serif;
font-size: 12px;
}
kbd {
padding: 2px 4px;
font-size: 90%;
color: #fff;
background-color: #333;
border-radius: 3px;
-webkit-box-shadow: inset 0 -1px 0 rgba(0,0,0,.25);
box-shadow: inset 0 -1px 0 rgba(0,0,0,.25);
}
a code {
color: #2FA4E7;
}
a:hover code, a:focus code {
color: #157AB5;
}
footer {
margin-top: 30px;
margin-bottom: 10px;
text-align: center;
font-weight: 200;
}
.modal-dialog {
margin-top: 60px;
}
/*
* Side navigation
*
* Scrollspy and affixed enhanced navigation to highlight sections and secondary
* sections of docs content.
*/
/* By default it's not affixed in mobile views, so undo that */
.bs-sidebar.affix { /* csslint allow: adjoining-classes */
position: static;
}
.bs-sidebar.well { /* csslint allow: adjoining-classes */
padding: 0;
max-height: 90%;
overflow-y: auto;
}
/* First level of nav */
.bs-sidenav {
padding-top: 10px;
padding-bottom: 10px;
border-radius: 5px;
}
/* All levels of nav */
.bs-sidebar .nav .active ul > li > a {
display: block;
padding: 5px 20px;
z-index: 1;
}
.bs-sidebar .nav .active ul {
list-style-type: none;
padding-left: 1ex;
}
.bs-sidebar .nav > li > a:hover,
.bs-sidebar .nav > li > a:focus,
.bs-sidebar .nav .active ul li:hover > a,
.bs-sidebar .nav .active ul li:focus > a {
text-decoration: none;
border-right: 1px solid;
}
.bs-sidebar .nav > .active > a,
.bs-sidebar .nav > .active:hover > a,
.bs-sidebar .nav > .active:focus > a,
.bs-sidebar .nav .active ul li.active > a,
.bs-sidebar .nav .active ul li.active:hover > a,
.bs-sidebar .nav .active ul li.active:focus > a {
font-weight: bold;
background-color: transparent;
border-right: 1px solid;
}
/* Nav: second level (shown on .active) */
.bs-sidebar .nav .nav {
display: none; /* Hide by default, but at >768px, show it */
margin-bottom: 8px;
}
.bs-sidebar .nav .nav > li > a {
padding-top: 3px;
padding-bottom: 3px;
padding-left: 30px;
font-size: 90%;
}
/* Show and affix the side nav when space allows it */
@media (min-width: 992px) {
/* Workaround a Safari bug when zooming to < 100%
https://github.com/mkdocs/mkdocs/issues/1050 */
.col-md-9 {
box-sizing: border-box; /* csslint allow: box-sizing */
padding-left: 25%;
width: 100%;
}
.bs-sidebar .nav > .active > ul {
display: block;
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/* Widen the fixed sidebar */
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position: fixed; /* Undo the static from mobile first approach */
top: 80px;
}
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position: absolute; /* Undo the static from mobile first approach */
}
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margin-bottom: 0;
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display: none;
padding-left: .5em;
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margin-bottom: 20px;
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border-radius: 4px;
text-align: left;
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text-align: left;
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position: relative;
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left: 100%;
margin-top: -6px;
margin-left: -1px;
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-moz-border-radius: 0 6px 6px;
border-radius: 0 6px 6px 6px;
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left: -100%;
margin-left: 10px;
-webkit-border-radius: 6px 0 6px 6px;
-moz-border-radius: 6px 0 6px 6px;
border-radius: 6px 0 6px 6px;
}
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@import url("//fonts.googleapis.com/css?family=Open+Sans:300ita@import url("//fonts.googleapis.com/css?family=Open+Sans:300italic,400italic,700italic,400,300,700");/*! normalize.css v3.0.1 | MIT License | git.io/normalize */html{font-family:sans-serif;-ms-text-size-adjust:100%;-webkit-text-size-adjust:100%}body{margin:0}article,aside,details,figcaption,figure,footer,header,hgroup,main,nav,section,summary{display:block}audio,canvas,progress,video{display:inline-block;vertical-align:baseline}audio:not([controls]){display:none;height:0}[hidden],template{display:none}a{background:transparent}a:active,a:hover{outline:0}abbr[title]{border-bottom:1px dotted}b,strong{font-weight:bold}dfn{font-style:italic}h1{font-size:2em;margin:0.67em 0}mark{background:#ff0;color:#000}small{font-size:80%}sub,sup{font-size:75%;line-height:0;position:relative;vertical-align:baseline}sup{top:-0.5em}sub{bottom:-0.25em}img{border:0}svg:not(:root){overflow:hidden}figure{margin:1em 40px}hr{-moz-box-sizing:content-box;box-sizing:content-box;height:0}pre{overflow:auto}code,kbd,pre,samp{font-family:monospace, monospace;font-size:1em}button,input,optgroup,select,textarea{color:inherit;font:inherit;margin:0}button{overflow:visible}button,select{text-transform:none}button,html input[type="button"],input[type="reset"],input[type="submit"]{-webkit-appearance:button;cursor:pointer}button[disabled],html input[disabled]{cursor:default}button::-moz-focus-inner,input::-moz-focus-inner{border:0;padding:0}input{line-height:normal}input[type="checkbox"],input[type="radio"]{box-sizing:border-box;padding:0}input[type="number"]::-webkit-inner-spin-button,input[type="number"]::-webkit-outer-spin-button{height:auto}input[type="search"]{-webkit-appearance:textfield;-moz-box-sizing:content-box;-webkit-box-sizing:content-box;box-sizing:content-box}input[type="search"]::-webkit-search-cancel-button,input[type="search"]::-webkit-search-decoration{-webkit-appearance:none}fieldset{border:1px solid #c0c0c0;margin:0 2px;padding:0.35em 0.625em 0.75em}legend{border:0;padding:0}textarea{overflow:auto}optgroup{font-weight:bold}table{border-collapse:collapse;border-spacing:0}td,th{padding:0}@media print{*{text-shadow:none !important;color:#000 !important;background:transparent !important;box-shadow:none !important}a,a:visited{text-decoration:underline}a[href]:after{content:" (" attr(href) ")"}abbr[title]:after{content:" (" attr(title) ")"}a[href^="javascript:"]:after,a[href^="#"]:after{content:""}pre,blockquote{border:1px solid #999;page-break-inside:avoid}thead{display:table-header-group}tr,img{page-break-inside:avoid}img{max-width:100% !important}p,h2,h3{orphans:3;widows:3}h2,h3{page-break-after:avoid}select{background:#fff !important}.navbar{display:none}.table td,.table th{background-color:#fff !important}.btn>.caret,.dropup>.btn>.caret{border-top-color:#000 !important}.label{border:1px solid #000}.table{border-collapse:collapse !important}.table-bordered th,.table-bordered td{border:1px solid #ddd !important}}@font-face{font-family:'Glyphicons Halflings';src:url('../fonts/glyphicons-halflings-regular.eot');src:url('../fonts/glyphicons-halflings-regular.eot?#iefix') format('embedded-opentype'),url('../fonts/glyphicons-halflings-regular.woff') format('woff'),url('../fonts/glyphicons-halflings-regular.ttf') format('truetype'),url('../fonts/glyphicons-halflings-regular.svg#glyphicons_halflingsregular') format('svg')}.glyphicon{position:relative;top:1px;display:inline-block;font-family:'Glyphicons Halflings';font-style:normal;font-weight:normal;line-height:1;-webkit-font-smoothing:antialiased;-moz-osx-font-smoothing:grayscale}.glyphicon-asterisk:before{content:"\2a"}.glyphicon-plus:before{content:"\2b"}.glyphicon-euro:before{content:"\20ac"}.glyphicon-minus:before{content:"\2212"}.glyphicon-cloud:before{content:"\2601"}.glyphicon-envelope:before{content:"\2709"}.glyphicon-pencil:before{content:"\270f"}.glyphicon-glass:before{content:"\e001"}.glyphicon-music:before{content:"\e002"}.glyphicon-search:before{content:"\e003"}.glyphicon-heart:before{content:"\e005"}.glyphicon-star:before{content:"\e006"}.glyphicon-star-empty:before{content:"\e007"}.glyphicon-user:before{content:"\e008"}.glyphicon-film:before{content:"\e009"}.glyphicon-th-large:before{content:"\e010"}.glyphicon-th:before{content:"\e011"}.glyphicon-th-list:before{content:"\e012"}.glyphicon-ok:before{content:"\e013"}.glyphicon-remove:before{content:"\e014"}.glyphicon-zoom-in:before{content:"\e015"}.glyphicon-zoom-out:before{content:"\e016"}.glyphicon-off:before{content:"\e017"}.glyphicon-signal:before{content:"\e018"}.glyphicon-cog:before{content:"\e019"}.glyphicon-trash:before{content:"\e020"}.glyphicon-home:before{content:"\e021"}.glyphicon-file:before{content:"\e022"}.glyphicon-time:before{content:"\e023"}.glyphicon-road:before{content:"\e024"}.glyphicon-download-alt:before{content:"\e025"}.glyphicon-download:before{content:"\e026"}.glyphicon-upload:before{content:"\e027"}.glyphicon-inbox:before{content:"\e028Line truncated
@@ -0,0 +1,18 @@
@font-face {
font-family: 'Source Sans Pro';
font-style: normal;
font-weight: 300;
src: local('Source Sans Pro Light'), local('SourceSansPro-Light'), url(../fonts/Source-Sans-Pro-300.ttf) format('truetype');
}
@font-face {
font-family: 'Source Sans Pro';
font-style: normal;
font-weight: 400;
src: local('Source Sans Pro Regular'), local('SourceSansPro-Regular'), url(../fonts/Source-Sans-Pro-400.ttf) format('truetype');
}
@font-face {
font-family: 'Source Sans Pro';
font-style: normal;
font-weight: 600;
src: local('Source Sans Pro SemiBold'), local('SourceSansPro-SemiBold'), url(../fonts/Source-Sans-Pro-600.ttf) format('truetype');
}
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/*!
* Font Awesome 4.7.0 by @davegandy - http://fontawesome.io - @fontawesome
* License - http://fontawesome.io/license (Font: SIL OFL 1.1, CSS: MIT License)
*/@font-face{font-family:'FontAwesome';src:url('../fonts/fontawesome-webfont.eot?v=4.7.0');src:url('../fonts/fontawesome-webfont.eot?#iefix&v=4.7.0') format('embedded-opentype'),url('../fonts/fontawesome-webfont.woff2?v=4.7.0') format('woff2'),url('../fonts/fontawesome-webfont.woff?v=4.7.0') format('woff'),url('../fonts/fontawesome-webfont.ttf?v=4.7.0') format('truetype'),url('../fonts/fontawesome-webfont.svg?v=4.7.0#fontawesomeregular') format('svg');font-weight:normal;font-style:normal}.fa{display:inline-block;font:normal normal normal 14px/1 FontAwesome;font-size:inherit;text-rendering:auto;-webkit-font-smoothing:antialiased;-moz-osx-font-smoothing:grayscale}.fa-lg{font-size:1.33333333em;line-height:.75em;vertical-align:-15%}.fa-2x{font-size:2em}.fa-3x{font-size:3em}.fa-4x{font-size:4em}.fa-5x{font-size:5em}.fa-fw{width:1.28571429em;text-align:center}.fa-ul{padding-left:0;margin-left:2.14285714em;list-style-type:none}.fa-ul>li{position:relative}.fa-li{position:absolute;left:-2.14285714em;width:2.14285714em;top:.14285714em;text-align:center}.fa-li.fa-lg{left:-1.85714286em}.fa-border{padding:.2em .25em .15em;border:solid .08em #eee;border-radius:.1em}.fa-pull-left{float:left}.fa-pull-right{float:right}.fa.fa-pull-left{margin-right:.3em}.fa.fa-pull-right{margin-left:.3em}.pull-right{float:right}.pull-left{float:left}.fa.pull-left{margin-right:.3em}.fa.pull-right{margin-left:.3em}.fa-spin{-webkit-animation:fa-spin 2s infinite linear;animation:fa-spin 2s infinite linear}.fa-pulse{-webkit-animation:fa-spin 1s infinite steps(8);animation:fa-spin 1s infinite steps(8)}@-webkit-keyframes fa-spin{0%{-webkit-transform:rotate(0deg);transform:rotate(0deg)}100%{-webkit-transform:rotate(359deg);transform:rotate(359deg)}}@keyframes fa-spin{0%{-webkit-transform:rotate(0deg);transform:rotate(0deg)}100%{-webkit-transform:rotate(359deg);transform:rotate(359deg)}}.fa-rotate-90{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=1)";-webkit-transform:rotate(90deg);-ms-transform:rotate(90deg);transform:rotate(90deg)}.fa-rotate-180{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=2)";-webkit-transform:rotate(180deg);-ms-transform:rotate(180deg);transform:rotate(180deg)}.fa-rotate-270{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=3)";-webkit-transform:rotate(270deg);-ms-transform:rotate(270deg);transform:rotate(270deg)}.fa-flip-horizontal{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=0, mirror=1)";-webkit-transform:scale(-1, 1);-ms-transform:scale(-1, 1);transform:scale(-1, 1)}.fa-flip-vertical{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=2, mirror=1)";-webkit-transform:scale(1, -1);-ms-transform:scale(1, -1);transform:scale(1, -1)}:root .fa-rotate-90,:root .fa-rotate-180,:root .fa-rotate-270,:root .fa-flip-horizontal,:root .fa-flip-vertical{filter:none}.fa-stack{position:relative;display:inline-block;width:2em;height:2em;line-height:2em;vertical-align:middle}.fa-stack-1x,.fa-stack-2x{position:absolute;left:0;width:100%;text-align:center}.fa-stack-1x{line-height:inherit}.fa-stack-2x{font-size:2em}.fa-inverse{color:#fff}.fa-glass:before{content:"\f000"}.fa-music:before{content:"\f001"}.fa-search:before{content:"\f002"}.fa-envelope-o:before{content:"\f003"}.fa-heart:before{content:"\f004"}.fa-star:before{content:"\f005"}.fa-star-o:before{content:"\f006"}.fa-user:before{content:"\f007"}.fa-film:before{content:"\f008"}.fa-th-large:before{content:"\f009"}.fa-th:before{content:"\f00a"}.fa-th-list:before{content:"\f00b"}.fa-check:before{content:"\f00c"}.fa-remove:before,.fa-close:before,.fa-times:before{content:"\f00d"}.fa-search-plus:before{content:"\f00e"}.fa-search-minus:before{content:"\f010"}.fa-power-off:before{content:"\f011"}.fa-signal:before{content:"\f012"}.fa-gear:before,.fa-cog:before{content:"\f013"}.fa-trash-o:before{content:"\f014"}.fa-home:before{content:"\f015"}.fa-file-o:before{content:"\f016"}.fa-clock-o:before{content:"\f017"}.fa-road:before{content:"\f018"}.fa-download:before{content:"\f019"}.fa-arrow-circle-o-down:before{content:"\f01a"}.fa-arrow-circle-o-up:before{content:"\f01b"}.fa-inbox:before{content:"\f01c"}.fa-play-circle-o:before{content:"\f01d"}.fa-rotate-right:before,.fa-repeat:before{content:"\f01e"}.fa-refresh:before{content:"\f021"}.fa-list-alt:before{content:"\f022"}.fa-lock:before{content:"\f023"}.fa-flag:before{content:"\f024"}.fa-headphones:before{content:"\f025"}.fa-volume-off:before{content:"\f026"}.fa-volume-down:before{content:"\f027"}.fa-volume-up:before{content:"\f028"}.fa-qrcode:before{content:"\f029"}.fa-barcode:before{content:"\f02a"}.fa-tag:before{content:"\f02b"}.fa-tags:before{content:"\f02c"}.fa-book:before{content:"\f02d"}.fa-bookmark:before{content:"\f02e"}.fa-print:before{content:"\f02f"}.fa-camera:before{content:"\f030"}.fa-font:before{content:"\f031"}.fa-bold:before{content:"\f032"}.fa-italic:before{content:"\f033"}.fa-text-height:before{content:"\f034"}.fa-text-width:before{content:"\f03Line 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+124
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/*
This is the GitHub theme for highlight.js
github.com style (c) Vasily Polovnyov <vast@whiteants.net>
*/
.hljs {
display: block;
overflow-x: auto;
color: #333;
-webkit-text-size-adjust: none;
}
.hljs-comment,
.diff .hljs-header,
.hljs-javadoc {
color: #998;
font-style: italic;
}
.hljs-keyword,
.css .rule .hljs-keyword,
.hljs-winutils,
.nginx .hljs-title,
.hljs-subst,
.hljs-request,
.hljs-status {
color: #333;
font-weight: bold;
}
.hljs-number,
.hljs-hexcolor,
.ruby .hljs-constant {
color: #008080;
}
.hljs-string,
.hljs-tag .hljs-value,
.hljs-phpdoc,
.hljs-dartdoc,
.tex .hljs-formula {
color: #d14;
}
.hljs-title,
.hljs-id,
.scss .hljs-preprocessor {
color: #900;
font-weight: bold;
}
.hljs-list .hljs-keyword,
.hljs-subst {
font-weight: normal;
}
.hljs-class .hljs-title,
.hljs-type,
.vhdl .hljs-literal,
.tex .hljs-command {
color: #458;
font-weight: bold;
}
.hljs-tag,
.hljs-tag .hljs-title,
.hljs-rule .hljs-property,
.django .hljs-tag .hljs-keyword {
color: #000080;
font-weight: normal;
}
.hljs-attribute,
.hljs-variable,
.lisp .hljs-body,
.hljs-name {
color: #008080;
}
.hljs-regexp {
color: #009926;
}
.hljs-symbol,
.ruby .hljs-symbol .hljs-string,
.lisp .hljs-keyword,
.clojure .hljs-keyword,
.scheme .hljs-keyword,
.tex .hljs-special,
.hljs-prompt {
color: #990073;
}
.hljs-built_in {
color: #0086b3;
}
.hljs-preprocessor,
.hljs-pragma,
.hljs-pi,
.hljs-doctype,
.hljs-shebang,
.hljs-cdata {
color: #999;
font-weight: bold;
}
.hljs-deletion {
background: #fdd;
}
.hljs-addition {
background: #dfd;
}
.diff .hljs-change {
background: #0086b3;
}
.hljs-chunk {
color: #aaa;
}
+347
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.navbar-default .navbar-toggle .icon-bar
{
background-color: #666;
}
body
{
font-family: 'Source Sans Pro', 'Open Sans', sans-serif;
font-weight: 400;
height: 100%;
}
h1, h2, h3, h4, h5, h6
{
font-family: 'Source Sans Pro', 'Open Sans', sans-serif;
font-weight: 300;
}
h2 {
padding-top:40px;
margin-top:0;
}
.content
{
background-color: #f6f6f6;
padding: 0;
}
.container-fluid
{
padding:0;
}
h2
{
background: none;
color:#383431;
}
h2 a, h2 a:hover
{
color:#383431;
}
.content img
{
border: 2px solid #666;
margin:1.5em;
}
.content img.screenshot
{
border:0;
}
.card
{
background-color: #eee;
}
.video-background-div {
position: fixed;
top: 0;
right: 0;
bottom: 0;
left: 0;
overflow: hidden;
z-index: -100;
}
.video-background
{
position: absolute;
top: 0;
left: 0;
width: 100%;
height: 100%;
/*opacity: 0.5;*/
}
header h1
{
color:#fff;
}
header.home-main h2
{
margin-top:10%;
font-size: 90px;
}
header.page-main
{
margin:50px;
padding:10px;
text-align:center;
color: #333;
}
header.page-main h1
{
color:#fff;
}
#footer
{
color: #fff;
padding: 2em 0;
}
#footer a
{
color: #999;
}
#footer a:hover
{
color: #aaa;
}
.gallery-image img
{
display: block;
max-width: 100%;
height: auto;
}
.demo_menu, .navbar-default .navbar-nav a.demo_menu /*.navbar-default .navbar-nav>li>a.demo_menu*/
{
background-color: #19bbff;
color:#fff;
}
.navbar-logo
{
width: 114px;
margin-top:-5px;
}
/* Row colors */
.outer_row
{
padding: 2em 0;
}
.row_cyan_lightest
{
background-color: #E6F3F9;
}
.row_cyan_lighter
{
background-color: #BFE1EF;
}
.row_cyan_light
{
background-color: #80C3E0;
}
.row_cyan_medium
{
background-color: #40A5CF;
}
.row_cyan
{
background-color: #0072A2;
color:#fff;
}
.row_cyan_dark
{
background-color: #00658F;
color:#fff;
}
.row_cyan_darker
{
background-color: #004360;
color:#fff;
}
.row_shell
{
background-color: #f6f6f6;
}
.row_gray
{
background-color: #b3b3b3;
}
.row_black
{
background-color: #000;
color:#fff;
}
.row_cyan_darker a, .row_cyan_dark a, .row_cyan a, .row_black a, .row_contact_form a
{
color:#80C3E0;
}
.row_cyan_darker h2, .row_cyan_dark h2, .row_cyan h2, .row_black h2, .row_contact_form h2
{
color:#BFE1EF;
}
/* News Page */
.pagination
{
float:right;
}
.pagination ul
{
list-style-type: none;
}
.pagination ul li
{
display: inline;
padding:0.3em;
}
.pagination ul li a
{
padding:0.2em;
}
.video_thumb_container
{
margin:0.5em;
}
#fixed_nav
{
position: fixed;
top:280px;
background-image: linear-gradient(to bottom, rgba(255,255,255,0.5) 0, rgba(255,255,255,0.5) 100%);
margin-left: 2em;
z-index: 900;
}
#fixed_nav ul
{
list-style-type: none;
padding: 2em 0;
}
#fixed_nav a
{
display: inline-block;
width:100%;
color: #333;
font-weight:bold;
padding:0.3em 2em;
}
#fixed_nav a:hover
{
background-color: #BFE1EF;
text-decoration: none;
}
.question_buttons span
{
font-size: 150%;
padding: 0 5.5em;
}
.thumbnail img
{
max-width:85%;
margin-top:1em;
margin-bottom:1em;
}
/*************************************/
.navbar-transition {
-webkit-transition: all 1s ease-in-out;
-moz-transition: all 1s ease-in-out;
-o-transition: all 1s ease-in-out;
transition: all 1s ease-in-out;
}
@media screen and (min-width: 760px)
{
.navbar-inverse
{
background-color: inherit;
background-image: linear-gradient(to bottom, rgba(0,0,0,0.8) 0, rgba(0,0,0,0.1) 100%);
}
.navbar
{
border-bottom:0;
}
.navbar-inverse .dropdown-menu>li>a:focus
{
background-color: #f6f6f6;
color:#000;
}
}
@media screen and (max-width: 760px)
{
#small-screen-menu-items
{
display:inherit;
}
a
{
line-height: 200%;
}
}
/* Code (google/code-prettify) */
/* desert scheme ported from vim to google prettify */
pre.prettyprint
{
display: block;
background-color: #eee;
border: 1px #ddd solid !important;
padding: .5em !important;
}
.col-md-9 img {
border:0;
background-color:inherit;
padding:0;
border-radius: 0;
margin:0;
}
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<!DOCTYPE svg PUBLIC "-//W3C//DTD SVG 1.1//EN" "http://www.w3.org/Graphics/SVG/1.1/DTD/svg11.dtd" >
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<metadata></metadata>
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<glyph unicode="&#x2000;" horiz-adv-x="650" />
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<glyph unicode="&#x2009;" horiz-adv-x="260" />
<glyph unicode="&#x200a;" horiz-adv-x="72" />
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@@ -0,0 +1,41 @@
<div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="Keyboard Shortcuts Modal" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">
<div class="modal-header">
<button type="button" class="close" data-dismiss="modal"><span aria-hidden="true">&times;</span><span class="sr-only">Close</span></button>
<h4 class="modal-title">Keyboard Shortcuts</h4>
</div>
<div class="modal-body">
<table class="table">
<thead>
<tr>
<th style="width: 20%;">Keys</th>
<th>Action</th>
</tr>
</thead>
<tbody>
<tr>
<td><kbd>?</kbd></td>
<td>Open this help</td>
</tr>
<tr>
<td><kbd>&larr;</kbd></td>
<td>Previous page</td>
</tr>
<tr>
<td><kbd>&rarr;</kbd></td>
<td>Next page</td>
</tr>
<tr>
<td><kbd>s</kbd></td>
<td>Search</td>
</tr>
</tbody>
</table>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div>
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{% extends "base.html" %}
{#
The entry point for the MkDocs Theme.
Any theme customisations should override this file to redefine blocks defined in
the various templates. The custom theme should only need to define a main.html
which `{% extends "base.html" %}` and defines various blocks which will replace
the blocks defined in base.html and its included child templates.
#}
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# Config options for 'mkdocs' theme
static_templates:
- 404.html
include_search_page: false
search_index_only: false
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{%- if not nav_item.children %}
<li {% if nav_item.active %}class="active"{% endif %}>
<a href="{{ nav_item.url }}">{{ nav_item.title }}</a>
</li>
{%- else %}
<li class="dropdown-submenu">
<a href="#">{{ nav_item.title }}</a>
<ul class="dropdown-menu">
{%- for nav_item in nav_item.children %}
{% include "nav-sub.html" %}
{%- endfor %}
</ul>
</li>
{%- endif %}
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<div class="navbar navbar-default navbar-fixed-top" role="navigation">
<div class="container">
<!-- Collapsed navigation -->
<div class="navbar-header">
{%- if nav|length>1 or (page and (page.next_page or page.previous_page)) or config.repo_url %}
<!-- Expander button -->
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-collapse">
<span class="sr-only">Toggle navigation</span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
</button>
{%- endif %}
{%- block site_name %}
<a class="navbar-brand" href="{{ nav.homepage.url|url }}">{{ config.site_name }}</a>
{%- endblock %}
</div>
<!-- Expanded navigation -->
<div class="navbar-collapse collapse">
{%- block site_nav %}
{%- if nav|length>1 %}
<!-- Main navigation -->
<ul class="nav navbar-nav">
{#
{%- for nav_item in nav %}
{%- if nav_item.children %}
<li class="dropdown{% if nav_item.active %} active{% endif %}">
<a href="#" class="dropdown-toggle" data-toggle="dropdown">{{ nav_item.title }} <b class="caret"></b></a>
<ul class="dropdown-menu">
{%- for nav_item in nav_item.children %}
{% include "nav-sub.html" %}
{%- endfor %}
</ul>
</li>
{%- else %}
<li {% if nav_item.active %}class="active"{% endif %}>
<a href="{{ nav_item.url|url }}">{{ nav_item.title }}</a>
</li>
{%- endif %}
{%- endfor %}
#}
</ul>
{%- endif %}
{%- endblock %}
<ul class="nav navbar-nav navbar-right">
{%- block search_button %}
{%- if 'search' in config['plugins'] %}
<li>
<a href="#" data-toggle="modal" data-target="#mkdocs_search_modal">
<i class="fa fa-search"></i> Search
</a>
</li>
{%- endif %}
{%- endblock %}
{%- block next_prev %}
{%- if page and (page.next_page or page.previous_page) %}
<li {% if not page.previous_page %}class="disabled"{% endif %}>
<a rel="next" {% if page.previous_page %}href="{{ page.previous_page.url|url }}"{% endif %}>
<i class="fa fa-arrow-left"></i> Previous
</a>
</li>
<li {% if not page.next_page %}class="disabled"{% endif %}>
<a rel="prev" {% if page.next_page %}href="{{ page.next_page.url|url }}"{% endif %}>
Next <i class="fa fa-arrow-right"></i>
</a>
</li>
{%- endif %}
{%- endblock %}
{%- block repo %}
{%- if page and page.edit_url %}
<li>
<a href="{{ page.edit_url|url }}">
{%- if config.repo_name == 'GitHub' -%}
<i class="fa fa-github"></i> Edit on {{ config.repo_name }}
{%- elif config.repo_name == 'Bitbucket' -%}
<i class="fa fa-bitbucket"></i> Edit on {{ config.repo_name }}
{%- elif config.repo_name == 'GitLab' -%}
<i class="fa fa-gitlab"></i> Edit on {{ config.repo_name }}
{%- else -%}
Edit on {{ config.repo_name }}
{%- endif -%}
</a>
</li>
{%- elif config.repo_url %}
<li>
<a href="{{ config.repo_url|url }}">
{%- if config.repo_name == 'GitHub' -%}
<i class="fa fa-github"></i> {{ config.repo_name }}
{%- elif config.repo_name == 'Bitbucket' -%}
<i class="fa fa-bitbucket"></i> {{ config.repo_name }}
{%- elif config.repo_name == 'GitLab' -%}
<i class="fa fa-gitlab"></i> {{ config.repo_name }}
{%- else -%}
{{ config.repo_name }}
{%- endif -%}
</a>
</li>
{%- endif %}
{%- endblock %}
</ul>
</div>
</div>
</div>
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<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="Search Modal" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">
<div class="modal-header">
<button type="button" class="close" data-dismiss="modal"><span aria-hidden="true">&times;</span><span class="sr-only">Close</span></button>
<h4 class="modal-title">Search</h4>
</div>
<div class="modal-body">
<p>
From here you can search these documents. Enter
your search terms below.
</p>
<form role="form">
<div class="form-group">
<input type="text" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
</div>
</form>
<div id="mkdocs-search-results"></div>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div>
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<!--div class="bs-sidebar hidden-print affix well" style="z-index:1000" role="complementary">
<ul class="nav bs-sidenav">
{%- for toc_item in page.toc %}
<li class="main {% if toc_item.active %}active{% endif %}"><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
{%- for toc_item in toc_item.children %}
<li><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
{%- endfor %}
{%- endfor %}
</ul>
</div-->
<div class="bs-sidebar hidden-print affix well" style="z-index:1000" role="complementary">
{% if nav|length>1 %}
<ul class="nav bs-sidenav">
{% for nav_item in nav %}
{% if nav_item.children %}
<li>{{ nav_item.title }}
<ul>
{% for nav_item in nav_item.children %}
<li class="{% if nav_item.active%}active{%endif%}">
<a href="{{ nav_item.url|url }}">{{ nav_item.title }}</a>
</li>
{% endfor %}
</ul>
</li>
{% else %}
<li class="{% if nav_item.active%}active{%endif%}">
<a href="{{ nav_item.url|url }}">{{ nav_item.title }}</a>
{% if nav_item.active%}
<ul>
{%- for toc_item in page.toc %}
<li class="main {% if toc_item.active %}active{% endif %}"><a href="{{ toc_item.url|url }}">{{ toc_item.title }}</a></li>
{%- for toc_item in toc_item.children %}
<li><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
{%- endfor %}
{%- endfor %}
</ul>
{%endif%}
</li>
{% endif %}
{% endfor %}
</ul>
{% endif %}
</div>
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#!/bin/bash
python -m mkdocs build -d $1
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#Help
##Report a Problem
If there is any issue at all, you can click here
and it’ll bring up a “Report a Problem” window, which you can type
in the issues you might be facing, provide an email or phone number,
and also the option of including a screenshot.  Then upon clicking
send, BTS will get an alert of everything you submitted and will be
in contact with you shortly.
![](images/image58.png)
##About Spark
Upon launching this, you will see an info window
which will list what version you are running as well as who is
currently logged in.
![](images/image32.png)
##Activity log
This is an overall log viewer which will show
everything that is going on in terms of orders, fills, cancels,
modifications, and warning.  You also have the ability to filter out
messages in a text box in the right top corner.
 
![](images/image39.png)
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#Module Launcher
- The module launcher is the first item that will come up after
logging in to Spark.
- This is your central control for all modules
- You can launch all modules within Spark from here by hovering over
each module
- It appears like the following:
![](images/image38.png)
- If you right click anywhere on the launcher you can modify
various display settings including:
- Vertical layout, instead of horizontal
- Showing the text of the individual modules
- Having the launcher visible above other windows
- Spark information
- Ability to exit the front end, this can also be done by simply clicking the “X” on the top right of this window or by clicking on exit from this options window
- These options are all displayed like the following:
![](images/image68.png)
## Spark User interface
Some common features within BTS Spark
- All Windows are tabbed so they can be combined or separated to organize your workspace
- Some Spark windows have a menu on the left hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon, or clicking on the right edge of the menu (a blue bar will appear).
-  Some table columns have filtering capabilities, where if you hover over the column header, it will display a filter icon, which enables you to filter the table based on the information in that column.
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#Logging in to the system
The shortcut icon will appear on your desktop like below:
![](images/image64.png =45)
Simply double click or single click and hit enter to launch the
login screen:
![](images/image3.png)
Choose your username from the drop down, choose your initial
workspace, enter your password, and click Login
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#Market
- This is one of the main items on the module launcher
- When hovering over it, it will show 2 different modules which can
be launched from it, market view and then, time and sales
- It appears like the below:
![](images/image53.png)
##Market View
- This provides a grid of outright, spread, and synthetic products
showing real-time market data all in one place
- You can create multiple market view grids and customize the
security selection to fit your needs
- All market views are brought up as tabs and can be combined with
all other windows within BTS
- You choose which products you would like to view upon launching it,
the security browser will appear as shown below:
![](images/image21.png)
- Click on individual securities that you wish to view and click add,
they will then show up in the selected securities window below.  If
you wish to remove a security, simply highlight and click remove to
the right of the selected securities window.
- If you would like to view all securities for a particular product,
you can click on the symbol and leave the securities section alone
and all securities will be displayed.  This will show up in the
selected securities window as “&lt;symbol&gt; future at
&lt;exchange&gt;”
- Synthetic’s can be displayed by clicking on exchange “BTS”, then
synthetic, symbol, and finally under the securities window.
- Below is an example of an outright, spread, all futures, and
synthetic chosen:
![](images/image14.png)
- Clicking OK will bring up the Market View with the selected
securities you have chosen, in this example, it appears like the
following:
![](images/image63.png)
- Once a market view is launched and you are viewing data, you can
customize the view further by the following:
- Sorting - by single left clicking on any of the column headers
it’ll sort that column in either descending or ascending order
- Filtering - by hovering over the column header, a filtering box
will appear like below:
![](images/image66.png)
- All columns let you sort by that columns minimum and maximum
information in a box that appears like the following:
![](images/image24.png)
- Specifically for the securities column, there is a search box that
will appear by bringing up the filtering box, which enables users to
type the security in which they are looking for.  This appears like
the following:
![](images/image11.png)
- Besides viewing the market data, you can do a lot within the market
view by utilizing the icons to the left of the main window, these
include:
- Change securities
- Launch a ladder for one or more securities
- Launch an order ticket
- Launch a fills window for one or more securities
- Launch a time and sales for one or more securities
- Launching the synthetic window to create a synthetic product
- Change securities
- Click on the settings icon ![](images/image12.png)which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
- Launch an order ticket
- This is done 1 of 2 ways:
- Single left clicking on either the Bid Qty, Bid Price, Ask Price,
or Ask Qty which will bring up an order ticket pre-populated with
either the Bid or Ask price and volume.
- Highlighting a single security and clicking on the order ticket
![](images/image23.png) icon
on the left hand browser window of the market view
- Launch a ladder for 1 security
- You can double click on any security in the market view, besides
the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
ladder for that Security.
- Launching multiple ladders
- If you hold down the Ctrl key and select multiple securities, you
can then click on the ladder icon
![](images/image69.png) on
the left hand side to bring up the selected ladders all at
once.
- Launching a Fills window for 1 or many securities
- This is done by either highlighting 1 or many securities and then
clicking on the Fills icon
![](images/image20.png) on
the left hand side to bring up a fill window for the selected
securities.  
- Please note - If there haven’t been any fills for the day in that
particular security, an empty fill window will be displayed
- Launching Time and Sales for 1 or many securities
- This is accomplished by highlighting 1 or many securities and then
clicking on the time and sales icon
![](images/image49.png) on
the left hand side
- Launching the synthetic window to create a synthetic product
- This is accomplished by highlighting either 1 or 2 securities and
clicking on the Synthetic icon
![](images/image34.png) on
the lower left hand side
- Please note - If only 1 security is chosen, a create synthetic
window will appear, and you will be required to add another leg from
that window to create the synthetic
##Time and Sales
- Provides a display of real time fills as they happen for 1 or many
securities
- You can create multiple time and sale windows and customize the
security selection to fit your needs
- All time and sales are in brought up as tabs and can be combined
with all other windows within BTS
- On launching a security browser will appear, allowing you to choose
the products you would like to view.
![](images/image30.png)
- From time and sales, you can launch the same items as the market
view with the exception of a launching the synthetic window to
create a synthetic product
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#My Windows
This is the housing of the windows that you have manually named and
creates a place where you can quickly and easily launch windows
which you’ve customized.
To give a specific tab or window a name of your choice, simply right
click on any tab and the “Add to My Windows” menu will appear.  If you
click on Add to My Windows, it will give you the ability to type in a
text box on the tab itself.
![](images/image16.png)
Once you have named the tab, click enter to get out of the editing view
of the text box.  Once that is done, it will display that name for that
tab moving forward, which will be displayed within the My Windows
section of the module launcher.
![](images/image15.png)
Right clicking on a tab that has already had its default title modified
will show the following which will allow you to rename the modified
title or remove it from the my windows, which will then restore the
default standard title.
![](images/image37.png)
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#Settings
##Workspaces
This is where your workspaces can be saved or switched
to pre-saved ones that you have created.  If you click on the
Settings module, the Workspaces
![](images/image9.png)
Once the Workspace menu is launched you can save your current workspace
by typing in a name in the text box and clicking save.  This will save
your workspace as is so you can launch it directly upon logging in or
switching to it from the workspace launcher later on.
You can also delete workspaces by clicking on the “X” to the right of
the saved workspace from the workspace menu.
![](images/image51.png)
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#Spreader
- Launching the spreader from the module launcher will bring up the
synthetic management browser which appears like below:
![](images/image35.png)
- From this window it’ll show any synthetics that you have already
created as well as various other options of both managing the
synthetics and other tasks all from the left hand side pane within
the window, including:
- Adding a new synthetic ![](images/image8.png)
- Removing a synthetic ![](images/image13.png)
- Changing a synthetic ![](images/image55.png)
- Cloning a synthetic ![](images/image28.png)
- Launching a ladder of a highlighted synthetic ![](images/image7.png)
- Launching an order book of selected synthetic ![](images/image43.png)
##Creating a synthetic
- Bringing up a synthetic browser to create a new synthetic can be
done from a number of ways:
- From the main module launcher, you can go to spreader, then
synthetics, then click add
- Highlighting one or more securities in a market view and clicking
on create synthetic
- Cloning an existing security
- An empty synthetic browser will look like below without any legs
chosen:
![](images/image31.png)
- Clicking on Add Leg on the top right of the window will launch the
security browser, which will allow you to choose the first leg
- Upon adding legs, you can then go through each of the parameters to
customize how you would like the spread to be worked in the
market
- We’ll start at the top of create synthetic window and work our way
down:
- At the very top of the create synthetic window you will have to
name your synthetic product.  By default, it will auto-populate
based on the symbols you have chosen:
![](images/image29.png)
- You can click into the text box to the right of the name and
customize the name to be whatever you would like, we’ll call this
ES\_CAL:
![](images/image19.png)
- Also included on this row are what ticks you would like this to be
priced in as well as the format of the pricing
- Moving down within this window, you’ll see the symbols you have
chosen which you can remove by clicking on the X to the left as well
as the option to add additional legs through the add leg box to the
right of the symbols:
![](images/image18.png)
- The following rows are all part of the main parameters which can
all be modified according to the traders style of designing the
synthetic and how it will be priced as well as worked at the
exchange
- Furthermore, if you are ever unsure of what a parameter’s function
is and how it is controlled you can hover over the parameter’s title
and a “?” will be shown.  Clicking on this will expand built in
details of how that parameter functions.  Below is an example of the
throttle details displayed:
![](images/image56.png)
- Main parameters - these are the top 4 rows in the create synthetic
window which all synthetics will be required to have set.
 Everything below these are custom to a traders needs, however the
top 4 are the main foundational aspects used for the calculation of
the synthetic:
![](images/image10.png)
- Quantity - This is the number of contracts of the security you
would like to be included in the calculation of the synthetic as
well as a buy or sell.  By default, the first leg will come up as a
buy and the second leg a sell.  Sells are represented “-1”
- Price multiplier - This is multiplier at which the synthetic will
be priced, by default, it’ll be based on the same as the quantity of
the synthetic produced, but you can change it to modify the balance
of the price, giving more weighting to one leg over another.
- Enable quoting - This parameter is in the form of a check box,
where if the box is checked the leg will be quoted versus not
checked, it will not be shown in the market.  If it is not actively
quoted in the market, the leg will still be used for calculation of
the entire synthetic.
- Hedge ratio - This is the ratio multiplier that defines how much
volume you require in that leg before leaning off it.  For example,
if you are looking to buy 4 ES and sell 2 NQ, if your hedge ratio is
1, you will work the ES leg at where you could get filled on 2 NQ.
 If your Hedge Ratio is 3 on the NQ leg, then you’ll work the ES
order based on where you could fill 6 (2 (Qty of NQ) \* 3 (Hedge
Ratio)).
- The next 6 parameters are all completely custom to a traders needs
and can further define how a synthetic is worked.  As previously
mentioned, if you hover over any of these parameters a “?” will be
displayed and click on such will display further details on how this
parameter is used:
![](images/image72.png)
- Quote
- Throttle - This can be enabled or disabled based on if the box is
checked per leg.  It’s main function is to reduce re-quoting updates
by defining a region on either side of the working quote order,
inside which quote updates will not be sent:
![](images/image6.png)
- Pre-Hedge
- Pay Less - If enabled by checking the checkbox, the spreader will
attempt to pay less when the quantity at the level of the calculated
hedge price is more than the threshold defined.  The hedge order is
paid less by the “Payless Ticks” as defined per leg.
- Pay Up - If enabled by checking the checkbox, the spreader will pay
up when the quantity at the level of the calculated hedge price is
more than the threshold defined.  The hedge order will pay up by the
“Payup Ticks” as defined per leg.
![](images/image54.png)
- Post-Hedge
- Ticks Away Cross - If enabled by checking the checkbox, the
spreader will force hedging orders to automatically cross (fill) the
market if they get too far away from the opposite inside market.  If
a legged hedge order’s price gets X amount of “ticks” away from the
opposite inside market, it is re-priced to cross the opposite inside
market as defined by “cross ticks”
![](images/image70.png)
- Time Based Cross - Basically the exact same as ticks away cross,
however this is based on time (in ms) on when to automatically cross
(fill) the market if they get too far away from the opposite inside
market.  If a legged hedge order’s price gets X amount of “ticks”
away from the opposite inside market, it is re-priced to cross the
opposite inside market as defined by “cross ticks”
![](images/image40.png)
- Size Based Cross - similar to ticks and time based cross, but based
on size instead.  If you define a threshold of the opposite inside
market and it drops below that threshold, it’ll automatically cross
the market.  If a legged hedge order’s price gets X amount of
“ticks” away from the opposite inside market, it is re-priced to
cross the opposite inside market as defined by “cross ticks”
![](images/image76.png)
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#Trading
- When hovering over, it will show 5 windows which can be launched,
Order Book, Fills, P&L, Ladder, and Order Ticket
- It appears like below:
![](images/image44.png)
##Order Book
- This provides list of all orders a user has placed, by default it
will display only working orders
- You can create multiple order books filtered however you would
like
- All order books are brought up as tabs and can be combined with all
other windows within BTS
- Appears like the following:
![](images/image5.png)
- You can sort all columns by single left clicking on the column
header which will sort in either descending or ascending order, an
up or down arrow will appear representing which way it is sorting.
 Below is a display of the security column sorting in descending
fashion.
![](images/image60.png)
- Filtering can occur, by hovering over any column header which will
display a “Filter” box.  Clicking on this will then display the
available components which can be filtered, below is an example of
clicking on the securities column
![](images/image52.png)
- If the column is displaying time base information, a special style
box will appear when clicking on the filtering box providing more
options than simply filtering of the available information.  You can
choose the following time frames in which to filter:
- Anytime
- Today
- Since Open
- A specific user defined period of time
![](images/image25.png)
- The left hand box within an order book provides users with further
functionality to quickly perform various tasks with live orders as
well as launch other modules.  It’s appears like the below:
![](images/image4.png)
- ![](images/image48.png)][Fills -
clicking on this will launch a fills window
- ![](images/image57.png)][ Modify -
clicking on this will launch an order ticket for a live order
highlighted in the Order Book.
- ![](images/image73.png)][Cancel
selected - clicking on this will cancel the selected orders you have
highlighted in the order book.  You can choose more than one by
holding hold the Ctrl key when click on each row of orders
- ![](images/image74.png)][Cancel
buys - clicking on this will cancel all the buy orders you have in
the order book
- ![](images/image33.png)][Cancel
sells - clicking on this will cancel all the sell orders you have in
the order book
- ![](images/image2.png)][Cancel
all - clicking on this will cancel all working orders you have the
order book
##Fills
- This provides list of all fills a user has had for a given time
period, by default it will open up with “since open” time frame
selected showing you fills on the day thus far
- You can create multiple fill windows, filtered however you
like
- All fill windows are brought up as tabs and can be combined with
all other windows within BTS
##P&amp;L
- This provides a running ledger of a users account(s) profit and
loss broken down per symbol
- You can create multiple P&L windows, filtered however you would
like
- All P&L windows are brought up as tabs and can be combined with all
other windows within BTS
- All columns are sortable and either searchable or can be further
filtered by entering in min and max values.
- Below is an example P&L window showing a user’s multiple accounts
and various positions in each:
![](images/image67.png)
##Ladder
- The ladder was designed to be the most logically produced ladder on
the market, engineered and designed by professional traders for
professional traders
- Ladders are launched as tabs and can be combined with all other
windows within BTS
- Ladders are the quickest and easiest way to enter an order into the
market with a single click
- Below is an example ladder:
![](images/image36.png)
- The ladder consist of 2 major parts, the Ladder itself and the
information and control section on the left hand side
- The information section on the left contains the following: &nbsp; ![](images/image1.png)
- Day - showing the current price of the security on the day
- High - showing the high price of the security on the day
- Low - showing the low price of the security on the day
- Open - showing the open price on the day
- Settle - showing what the security settled at in the previous trading day
- Volume - showing the last traded volume of the security in real time
- The control section right underneath the information section on the
left hand side offers the following:
![](images/image62.png)
- Account in which the orders will flow into when trading this
security
- Length of time the order will remain in market, either DAY or
GTC
- Order type, by default orders will go in as Limit, however all of
the following are offered out of the box.  The top 5 are all fairly
standard order types, however the bottom 5 are all specialized
algos.  They are only offered by BTS and require specialized
parameters.  Please see below for each order type:
- Market
- This is a buy or sell order to be executed immediately at the
current market price.
- Limit
- This is a buy or sell order designed to take place on the exact
price level you have entered the order at.
- Stop
- This is a buy or sell order only when a security increases or
decreases past a particular point, thus limiting or locking in
profit or loss
- Stop Limit
- This is a buy or sell order which will be executed at a certain
price after the given stop price is reached.  You will need to enter
the stop price, by clicking on the “&lt;” to bring up the stop price
option:
![](images/image61.png)
- Iceberg
- This is a buy or sell order where the order is divided into a
visible or “show” portion which is seen at the exchange.  ][The
rest of the order is hidden and will remain hidden until the show
quantity is filled, essentially reloading the order back to the show
quantity.  You will need to ][define what type of order that will
be used for the child order to be sent.
![](images/image47.png)
- Time Box
- This is a type of order set up to allow a user to enter an order at
a certain time and stop an order at a particular time as well.  The
options to either start or stop an order are the following and can
be combined in any fashion, i.e. you can start immediately and stop
at a certain time, or start at a certain time and not stop until the
order is completed.
- At
- In
- Immediately
- Once the time frame is chosen, you will need to then choose the
order type of the order that will be entered into the market.
- Below are images of the type of time frame that can be used within
the time box
![](images/image42.png)
         
![](images/image50.png)
- Tick
- This is a specialized algo order which allows the user to
essentially watch the opposite-inside market size and cross when
that size goes below the threshold defined.
- “Crossing” means to take an order working on the bid and 'cross' by
buying into the asks.  This is often referred to as “paying up” as
well
![](images/image22.png)
- Lean
- This is a specialized algo order which allows the user to enter an
order which will watch the opposite-inside market size and cross
when that size goes below the threshold defined in the
parameters
![](images/image45.png)
- Join
- This is a specialized algo order which allows the user to enter an
order which will watch the opposite-inside market and join when the
market flips and has at least threshold size as defined.
- “Flip” refers to the event where the best offer becomes the best
bid or the market trades away from you, i.e. the line moves up in
the GUI.  This is all true in the reverse way as well if
selling.
![](images/image41.png)
- Top
- This is a specialized algo order which allows the user to
essentially not trade by themselves
- If the order is on the market (current bid price) and the quantity
on that bid price is below the top threshold defined the order will
cancel and do nothing else
![](images/image26.png)
- The middle of the control section is where you can click on
predefined values to quickly populate the volume at which you wish
to enter the market.
![](images/image17.png)
- You can manually type in a quantity here as well
- Furthermore, if you have a value in the volume bar, you can
increase this size by right clicking and the value will increase
incrementally by 1.  The same is true if you would like to decrease
this value by left click and the value will decrease.
- By having the auto clear box checked, it will bring the value back
to zero after placing an order at the size chosen.
![](images/image59.png)
-  The bottom section of the control area of a ladder has 4 aspects
to it
- Cancel Buys - which will cancel all buys currently working on the
ladder
- Cancel Sells - which will cancel all sells currently working on the
ladder
- Cancel All - which will cancel all orders on the ladder
- Settings - this will launch the ladder settings window which
appears like below
![](images/image71.png)
- The other, main part of the ladder, is the ladder itself as
displayed below
![](images/image65.png)
- There are 5 main columns
- Orders - which display current orders working in the market
- Bid - which displays the current bid volumes at each price
level
- Price - which displays the price levels of the symbol shown
- Ask - which displays the current ask volumes at each price
level
- Last Trade - which displays where the price level and volume of
where the last trade occurred
- Functionality of the ladder
- To enter an order directly by clicking in the ladder, left click on
either the bid or ask volume with a volume greater than 0 on the
predefined value box on the left hand section
- A badge will be displayed within the orders column of the value you
have chosen and the quantity filled as displayed below
![](images/image46.png)
- To change the price level you wish to work the order, you can right
click and hold on the badge to move it up or down the ladder for the
desired price
- To cancel the order, left click on the badge
- Furthermore, you can click down on the scroll wheel of your mouse
to bring up a cancel or detach option
## Order Ticket
- The order ticket was designed to provide another means other than
the ladder to enter orders into the market
- You can bring up an order ticket directly from the module launcher,
which will bring up the security browser where you can then choose
which security to populate
- The order ticket appears like below
![](images/image27.png)
- On the top left you have the price for the order as well as the
volume
- Beneath are the predefined volumes as well as a clear button to
clear out the volume
- On the top right you have the current bid and ask and volumes of
each for the security chosen
- You can populate the price and volume by clicking on either the bid
or ask price as well as the corresponding volumes
-  Below you have the account drop down, the duration of the order,
and the order type
- Please note you can also launch the required parameters for algo or
synthetic orders by clicking on the right arrow next to the algo or
synthetic
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