Taha Afzal
d622c57446
Python
2021-08-30 12:38:25 -05:00
Taha Afzal
a2be29b06b
Added initial observation edge/qty columns
2021-05-24 09:50:45 -04:00
Taha Afzal
a2332ea54e
one row per opp in a usable state now
2021-05-23 18:13:59 -04:00
taha afzal
bd8d842a65
Adding dates to summary rows
2021-05-23 01:06:46 -05:00
Taha Afzal
eee526735b
smallc hanges
2021-05-22 20:41:00 -04:00
Taha Afzal
fbaba5cf76
Book evolution functions and notebook
2021-05-03 10:19:22 -04:00
Taha Afzal
56ce270d2f
Python/Pandas cleanup
2021-04-27 23:31:18 -04:00
Taha Afzal
1c4ba7d09b
Last spark check in
2021-03-29 12:21:38 -04:00
Taha Afzal
3709157744
Perf logs, inconsistent market logs
2021-03-01 14:07:32 -06:00
Taha Afzal
ffd8eca92f
enrich_poly_vals
2021-02-27 23:40:19 -06:00
Taha Afzal
875c297e6b
python function to compute the nearest rows
2021-02-26 21:22:48 -06:00
Taha Afzal
c799f05580
organizing python some more
2021-02-26 16:57:43 -06:00
Taha Afzal
f6c23d4a39
Merge branch 'spark_sniper' of bitbucket.org:bluetradesys/spark into spark_sniper
2021-02-25 16:08:46 -05:00
Taha Afzal
f1510fee89
Partial python clean up (lining books)
2021-02-25 14:49:52 -06:00
Taha Afzal
8411b92af1
Adding implied cols to top_of_books
2021-02-23 21:23:22 -06:00
Taha
829a2fc0c6
Speeding up generation of polygon values
2021-02-17 15:34:42 -06:00
Taha
3c744e9678
Adding sec/spread (optional) parameter and better logs
2021-02-15 13:42:18 -06:00
Taha
f435203794
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-08 14:57:20 -06:00
Taha
b4c013f4da
Logging mode, log shots in addition to logging all active polygon states
2021-02-08 14:54:21 -06:00
Pedro Pinto
37ecb69379
Towards an algo manager.
2021-02-08 15:19:17 -05:00
Pedro Pinto
d1643e9a09
More refactoring.
2021-02-08 15:13:37 -05:00
Pedro Pinto
0456d837d8
Continued to refactor feed handler.
2021-02-08 11:29:23 -05:00
Pedro Pinto
b493b17602
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-08 09:24:25 -05:00
Pedro Pinto
206386b263
Separated pure MD interface (IFeedObserver) from analysis obs.
2021-02-08 09:23:16 -05:00
Pedro Pinto
51d336405a
More refactoring.
2021-02-08 09:07:40 -05:00
taha
e068a3807a
Added logs for when file is not found
2021-02-07 00:05:32 -06:00
taha
f585f54016
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-06 22:54:31 -06:00
taha
cf3b87d3aa
Fixed the logs (and got rid of prev value, we were not using it and it was adding extra unneeded complexity)
2021-02-06 22:54:24 -06:00
Pedro Pinto
3164c0fd56
Refactor.
2021-02-05 21:58:44 -05:00
Pedro Pinto
bdfed43b01
Refactor.
2021-02-05 21:09:37 -05:00
Pedro Pinto
1e794aaa12
Refactored.
2021-02-05 20:30:16 -05:00
Pedro Pinto
1297b97b2d
Fixed build.
2021-02-05 20:06:18 -05:00
Pedro Pinto
ca80857607
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-05 18:41:02 -05:00
Pedro Pinto
417e331e8e
Cleaned up mdp3.
2021-02-05 18:37:12 -05:00
taha
8602da1753
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-05 00:25:21 -06:00
taha
0c9af3ffee
Added order key to 2 log messages
2021-02-05 00:25:15 -06:00
John Colvin
12ba2a2724
fix (cli): Add md->channels subcmd
2021-02-04 13:08:39 -06:00
Pedro Pinto
e892b8b3e5
Towards il3 new
2021-02-04 13:49:17 -05:00
John Colvin
8d91d597fe
fix: Repair 'sparkd run' cmd (so client/ui can connect)
...
This was broken in the cli11 revamp.
2021-02-03 23:59:54 -06:00
Pedro Pinto
b8f146364b
Windows continues to suck ass.
2021-02-03 16:17:28 -05:00
Pedro Pinto
3866f8709f
Fucking windows include order bullshit.
2021-02-03 16:17:14 -05:00
Pedro Pinto
0eeffd1984
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-03 14:54:24 -05:00
Pedro Pinto
b15973b00c
Adding market segment id.
2021-02-03 14:54:08 -05:00
Pedro Pinto
ddf65972c0
Trying to fix windows build.
2021-02-03 14:52:05 -05:00
Taha Afzal
c10bf44bfc
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-03 14:46:35 -05:00
Taha Afzal
4bf9be860b
comments added for sniper
2021-02-03 14:46:29 -05:00
Pedro Pinto
e0313958b3
Merged
2021-02-03 11:15:57 -05:00
Pedro Pinto
cda4c522fd
Some refactoring in il3 store.
2021-02-03 11:12:44 -05:00
Taha Afzal
38bd2ac74c
Removing sim switch for security names
2021-02-02 20:31:42 -06:00
Pedro Pinto
36da47f66e
MDP3 refactoring.
2021-02-02 14:11:04 -05:00
Taha Afzal
805efc912e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-02 13:37:59 -05:00
Taha Afzal
3642dbcd86
more guard rails
2021-02-02 13:37:37 -05:00
Pedro Pinto
d3cfe1f6e1
Refactor.
2021-02-02 09:43:09 -05:00
John Colvin
88acbdd8b9
refactor: Replace std::maps with boost flat_maps in Trace
2021-02-01 23:44:21 -06:00
John Colvin
214f2667f2
vscode: Reference clang symbols/include paths in c_cpp_properties
2021-02-01 23:44:21 -06:00
John Colvin
7b16cc9d7b
fix: Clear used_order_keys in Matcher::clear
2021-02-01 23:44:21 -06:00
John Colvin
9035ed453f
vscode: Add spartan dir to include/browse paths
2021-02-01 23:44:21 -06:00
John Colvin
b0affc8611
Add BookLevel != operator
...
Define both == and != operators in BookLevel.cc
2021-02-01 23:44:21 -06:00
John Colvin
09fb35c80b
refactor: Move Quantity method/op defs to Quantity.cc
...
Also restyle code in a manner similar to that of the Price operator
code (it's a little cleaner, and brings about consistency).
2021-02-01 23:44:21 -06:00
John Colvin
6badc8099f
refactor: Make ValueWrapper constructors constexpr
2021-02-01 23:44:21 -06:00
John Colvin
8520add970
Replace includes with fwd declarations in FifoMatcherContext
2021-02-01 23:44:21 -06:00
John Colvin
058b4d0020
refactor: Move MatcherOrder struct into its own file
2021-02-01 23:44:21 -06:00
John Colvin
68db9e1254
refactor: Make FifoMatcherContext a class instead of struct
2021-02-01 23:44:21 -06:00
John Colvin
0cddda43f2
Replace includes with fwd declarations in FifoMergedSecurityMatcher
2021-02-01 23:44:21 -06:00
John Colvin
077ce786cb
refactor: Rename 'fill_depot' files 'FillDepot'
2021-02-01 23:44:21 -06:00
John Colvin
46de6b8d8b
Optimize FifoMergedSecurityMatcher logging
...
* Reduce string copying by using fmt::format
* Shorten log header prefix (messages that fit on one line are easier to
read)
2021-02-01 23:44:21 -06:00
John Colvin
1aea4beffe
refactor: Matcher conveys updates with OrderModification struct
...
The OrderModification explicitly indicates which order properties have
changed, so the FifoSecurityMatcher does not need to infer this
information from arbitrary signals in the OrderUpdate.
2021-02-01 23:44:21 -06:00
John Colvin
38a5341d08
fix: Don't automatically reset show qty on passive updates
2021-02-01 23:44:21 -06:00
John Colvin
17752dcce1
refactor: FifoImpliedSecurityMatcher uses new LegDefinition type
2021-02-01 23:44:21 -06:00
John Colvin
1aedac39fd
fix: FifoSecurityMatcher::book_side only includes visible qty
2021-02-01 23:44:21 -06:00
John Colvin
1cfb7ee6a4
refactor: Re-implement implied market logic in 'ImpliedMarketModel'
2021-02-01 23:44:21 -06:00
John Colvin
290b5d9da2
refactor: Clean up FifoImpliedSecurityMatcher
...
* Remove dependency on symbol (was only there to make logs prettier, but
sec id alone provides sufficient information)
* Remove several includes from the header to reduce compilation overhead
2021-02-01 23:44:21 -06:00
John Colvin
b66241b006
Remove unused method in FifoMergedSecurityMatcher
2021-02-01 23:44:21 -06:00
John Colvin
cf615efcd0
refactor: Move LegDef into its own file
...
The struct is renamed 'LegDefinition' to use a naming scheme consistent
with 'SecurityDefinition.' However, an alias for 'LegDef' is
declared for convenience, and to avoid replacing 'LegDef' with
'LegDefinition' in existing references.
2021-02-01 23:44:21 -06:00
John Colvin
c57b832305
fix: Only flip implied_candidates_dirty when they've actually changed
2021-02-01 23:44:21 -06:00
John Colvin
e5c3ae1f9f
Add permutation 'of length' method, and permutation unit tests
2021-02-01 23:44:21 -06:00
John Colvin
e9232e3bae
Add math utils 'factorial' and 'choose'
2021-02-01 23:44:21 -06:00
John Colvin
f4bb9544d4
fix: Fill same-priced passive icebergs evenly
...
When an agressor order crosses multiple [direct/implied] passive markets
at the same price, the aggressor is filled against the visible quantity
in each passive market, before passive icebergs (if any) are reloaded.
This simple iterative step is repeated until the aggressor is filled, or
no longer crosses the market.
2021-02-01 23:44:21 -06:00
John Colvin
28aaf22ea8
refactor: Change Matcher structs to be classes instead
2021-02-01 23:44:20 -06:00
John Colvin
de49920af7
fix: Don't change show qty when order is filled (matcher)
2021-02-01 23:44:20 -06:00
John Colvin
e05c01fc77
Clean up set_total_qty method
...
* remove unused vars
* replace if/else with ternary operator
2021-02-01 23:44:20 -06:00
John Colvin
9f6dc5da11
Pipe event id through the matcher for better tracing
2021-02-01 23:44:20 -06:00
John Colvin
84c9eb87e6
refactor: Replace size_ts with EventID alias
2021-02-01 23:44:20 -06:00
John Colvin
9f290b550b
Pass effects vector to FifoSecurityMatcher calls
2021-02-01 23:44:20 -06:00
John Colvin
6e4950ec1c
clang-format: PenaltyReturnTypeOnItsOwnLine
...
Discourage clang from putting the return type on its own line.
2021-02-01 23:44:20 -06:00
John Colvin
c727389f53
refactor: Replace map with unordered_map in Matcher
2021-02-01 23:44:20 -06:00
John Colvin
20e8ac2910
fix: FifoMergedSecurityMatcher handling of icebergs
...
The iceberg quantity is expected to be null in all updates (i.e., only
non-null when the order is added). Once added, the iceberg quantity is
redundant, as show qty changes are interpretted through visible qty
changes (the qty actually visible in the book), and the total qty is
immutable.
This patch fixes a bug where the iceberg quantity was not being assigned
back to an updated order before it was passed to the 'fill' method,
which in turn, misled the matcher to think the order was completed when
its visible qty alone was filled.
2021-02-01 23:44:20 -06:00
John Colvin
7e59145102
add TestObserver (IAlgoModel)
...
This is an empty implementation of IAlgoModel, so new algo ideas may be
tested without the overhead of creating new classes/files.
2021-02-01 23:44:20 -06:00
John Colvin
5e01a37b6e
feat (cli): Add cmd to record matcher event proc times
2021-02-01 23:44:20 -06:00
John Colvin
95d2363435
feat (cli): Add cmd to record matcher fills
...
This works in a similar fasion to the cmd that records matcher books.
Both generate a csv file designed to be imported into a sqlite database,
so the matcher's output may be joined/compared with actual data from the
exchange.
2021-02-01 23:44:20 -06:00
John Colvin
82332bf92f
refactor: Replace SimBooks cmd with Matcher->BooksCmd
...
This is in anticipation of adding a similar subcommand to record fills,
and proc times. Basic functionality expected to be shared by these
three commands is abstracted out of the former SimBooks command into
common classes.
2021-02-01 23:44:20 -06:00
John Colvin
042c451bd6
refactor: Move classes from sim_common.h into their own files
...
* Move MatchEffect into 'back_testing/common/MatchEffect.h'
* Move MBPUpdate into 'back_testing/common/MBPUpdate.h/cc'
* Move OrderUpdate into 'back_testing/common/OrderUpdate.h/cc'
2021-02-01 23:44:20 -06:00
John Colvin
3e66c3e5db
refactor: Move Fill into domain/fill
2021-02-01 23:44:20 -06:00
John Colvin
a6f3852846
refactor: Improve Stopwatch impl
2021-02-01 23:41:23 -06:00
John Colvin
1f622b0c1e
Optimize logging in IcebergFileCache
...
* Replace std::cout call with 'Info' log
* Use const char * templates to reduce string copying
2021-02-01 23:41:23 -06:00
John Colvin
48aaf9de6c
refactor: Move iceberg_file_cache to matcher/common/IcebergFileCache
...
Also change static 'iceberg_file_cache' namespace methods to static
'IcebergFileCache' class methods
2021-02-01 23:41:23 -06:00
John Colvin
8b5e86c1ba
refactor: Make Iceberg related structs classes instead
...
* IcebergInput
* IcebergInputBuilder
* IcebergFinder
2021-02-01 23:41:23 -06:00
John Colvin
2a975c95b2
Account for nan in Price::to_double
2021-02-01 23:41:23 -06:00
John Colvin
b89555a2e2
Account for nan in price comparison methods
2021-02-01 23:41:23 -06:00
John Colvin
166ab7d299
refactor: Make ValueWrapper binary ops constexpr
2021-02-01 23:41:23 -06:00
John Colvin
d2bf8f1b53
Add security_groups field to SecurityCriteria
2021-02-01 23:41:23 -06:00
John Colvin
e363840937
refactor: Rename SecurityCriteriaClause -> SecurityCriteria::Clause
2021-02-01 23:41:23 -06:00
John Colvin
d8fb275b20
fix: PCapOrderChangeBootstrapper
...
Bootstrap observers with resting orders on the first event in which the
security's status transitions to 'ReadyToTrade.' This simplifies the
previous implementation, which did not bootstrap observers until the
security's second consecutive event with 'ReadyToTrade' status.
2021-02-01 23:41:23 -06:00
John Colvin
13719170c9
refactor: Move OrderKey.h into domain/order
2021-02-01 23:41:23 -06:00
John Colvin
2c4db5bf02
refactor: Move Order types into domain/order
2021-02-01 23:41:23 -06:00
John Colvin
7e957527ac
Add Price::nan method
2021-02-01 23:07:01 -06:00
John Colvin
b94a1d943f
refactor: Clean up Price
...
* Move impl from Price.h to Price.cc
* Make ctrs, methods, ops constexpr (where possible)
* Overload all binary ops to accept Price, or int64 param
2021-02-01 23:07:01 -06:00
John Colvin
3efb4da14b
diag: Add Trace parameter to matcher constructor
...
This makes it easy for matcher-validation commands to bind trace
parameters, such as order/event ids, to cli options.
2021-02-01 22:56:21 -06:00
John Colvin
9c53f4b949
refactor: Move Trace into its own file
2021-02-01 22:56:21 -06:00
John Colvin
35d395fc35
refactor: Hide private matcher members behind PImpl
2021-02-01 22:56:21 -06:00
John Colvin
cf19a63aac
Delete superfluous move constructor/operator in Matcher
2021-02-01 22:56:21 -06:00
John Colvin
6456060a6c
refactor: Define AlgoEventID struct, and EventID alias
...
A few advantages the struct offers (over an alias for a pair of size_ts):
* A custom output operator
* Eliminates potential conflict with pairs of size_ts that don't
represent an algo id
* The ability to (eventually) choose precise member names for both
components of the event, rather than 'first' and 'second'
2021-02-01 22:56:21 -06:00
John Colvin
702547a88b
refactor: Revamp 'md' command with CLI11 App
...
The files 'run_md.h/cpp' are removed, as their functionality is
distributed among the subcommands: md, run, and web.
2021-02-01 22:56:21 -06:00
John Colvin
2447da3c08
refactor: Rename 'map_utils.h' -> 'MapUtils.h/cc'
...
Also refactor the relevant namespace 'bts::utils' methods to be static
methods in the newly created class 'MapUtils.' This is part of the
effort to favor static class methods over namespaced functions.
2021-02-01 22:56:21 -06:00
John Colvin
8df420c37c
refactor: Rename 'table_display.h' -> 'TableDisplay.h/cc'
...
Also refactor the namespace 'table_display' methods to be static methods
in the newly created class 'TableDisplay.' This is part of the effort
to favor static class methods over namespaced functions.
2021-02-01 22:56:21 -06:00
John Colvin
d18a345b5b
refactor: Rename 'permutation.h' -> 'Permutation.h/cc'
...
Also refactor the namespace 'all_permutations' methods to be static
methods in the newly created class 'Permutation.' This is part of
the effort to favor static class methods over namespaced functions.
2021-02-01 22:56:21 -06:00
John Colvin
1770274dd0
refactor: Rename 'action_summarizer' -> 'ActionSummarizer'
2021-02-01 22:56:21 -06:00
John Colvin
746dd506f8
refactor: Rename 'file_stream_utils.h' -> 'FileUtils.h/cc'
...
Also refactor the namespace 'file_stream_utils' methods to be static
methods in the newly created class 'FileUtils'. This is part of
the effort to favor static class methods over namespaced functions.
2021-02-01 22:56:21 -06:00
John Colvin
78be0004af
refactor: Rename 'reverse_comp.h' -> 'ReverseComp.h'
2021-02-01 22:56:21 -06:00
John Colvin
333a378230
refactor: Rename 'string_splitter.h' -> 'StringUtils.h/cpp'
...
Also refactor the namespace 'string_splitter' methods to be static
methods in the newly created class 'StringUtils'. This is part of
the effort to favor static class methods over namespaced functions.
2021-02-01 22:56:21 -06:00
John Colvin
5e8f776334
refactor: Rename dir 'spartan/util' -> 'spartan/utils'
2021-02-01 22:56:21 -06:00
Pedro Pinto
5470a82b94
Real time ilink3 handler code complete.
2021-02-01 20:28:44 -05:00
Pedro Pinto
7959c96bcd
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-02-01 13:57:37 -05:00
Pedro Pinto
aeb4bec02d
Refactored sim types to have a sim prefix.
2021-02-01 13:57:16 -05:00
Taha Afzal
b92df15594
Reducing logging
2021-01-30 23:37:29 -06:00
Taha Afzal
86089ec3b4
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-30 20:04:14 -05:00
Pedro Pinto
2cffaa9d73
Refactored include path for spartan.
2021-01-30 15:11:46 -05:00
Taha Afzal
94da28c5cc
Better log messages
2021-01-29 22:41:58 -05:00
Pedro Pinto
86b7f30e0e
Towards realtime il3 handler.
2021-01-29 15:22:32 -05:00
Taha Afzal
e5b01ad92f
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-29 11:28:41 -05:00
Taha Afzal
9d381c2848
Sniper code complete
2021-01-29 11:28:35 -05:00
Pedro Pinto
f81c0280e4
Initial cert tests pass.
2021-01-28 22:35:16 -05:00
Pedro Pinto
b13ffff044
Tests work for il3 connection setup.
2021-01-27 20:56:37 -05:00
Pedro Pinto
d068ac40ec
Am able to set party details.
2021-01-27 14:27:23 -05:00
Pedro Pinto
db5e428709
Starting to test il3.
2021-01-25 16:42:32 -05:00
Pedro Pinto
77396111aa
Can build.
2021-01-25 12:57:22 -05:00
Taha Afzal
7af05e3f4a
Cleaned up, tested a fair bit, few (safety related) features to come
2021-01-24 21:56:34 -05:00
Pedro Pinto
8665ad24c1
Refactored.
2021-01-22 14:59:35 -05:00
Pedro Pinto
72e6e11238
Towards il3 gateway.
2021-01-20 16:49:07 -05:00
Taha Afzal
3468201f32
Moving sniper data and initialization to SniperAlgoCommon
2021-01-18 20:43:31 -05:00
Pedro Pinto
fb7496aaf2
Added commission model to sim.
2021-01-18 15:21:03 -05:00
Pedro Pinto
9193653773
Added new spartan 'test' subcommand.
2021-01-18 15:20:47 -05:00
Pedro Pinto
a80641f8f4
Added testing note to docs.
2021-01-16 16:04:27 -05:00
Pedro Pinto
eb7f1ba9ee
Disabled IB cross test.
2021-01-16 12:38:19 -05:00
Pedro Pinto
39820205ce
Market matcher tests as part of spartan.
2021-01-16 12:33:38 -05:00
Pedro Pinto
2cffcb4e25
Merged
2021-01-16 12:32:34 -05:00
Pedro Pinto
2d2c664ce9
More il3 gateway work.
2021-01-16 11:53:04 -05:00
John Colvin
ca4e477f56
fix: CLI11 integration
...
* Run 'sparkd tests' outside of the CLI::App framework
(delegate to 'catch', which has a solid cli). This
fixes a bug which prevented callers from specifying
test tags (in the form of '[<tag>]'), as the CLI::App's
parse method removes square brackets from cli options.
* Bind cli options to instance members of their subcommand's
CLI::App derived class. This seems to fix a bug which caused
the [static instance] binding source to be destructed twice.
* Add help text for several subcommands
2021-01-16 00:01:15 -06:00
Pedro Pinto
3ec36c4db1
Refactoring IReactorConnection and friends.
2021-01-15 09:41:11 -05:00
Pedro Pinto
d593696df2
Tagged spartan tests.
2021-01-15 08:49:28 -05:00
John Colvin
45de55a552
Remove unused files 'args_parser.h/cpp'
2021-01-15 00:32:55 -06:00
John Colvin
17d20bac8b
Remove unused file 'ImpliedFifoSecurityMatcher.h'
...
This was an old version of the implied fifo matcher,
now defined in 'FifoImpliedSecurityMatcher.h'.
2021-01-15 00:32:55 -06:00
John Colvin
f42137d86c
Don't assert that an iceberg order's vis qty <= show qty
...
There isn't a compelling reason to enforce this
constraint. The show qty is the 'reload' qty, and
is orthogonal to the current [visible] qty.
2021-01-15 00:32:55 -06:00
John Colvin
456177af30
typo: Flip ternary op clauses, and delete superfluous 'return'
2021-01-15 00:32:55 -06:00
John Colvin
41374d62ea
spartan cli: Add SimBooks command
...
This command is a diagnostic tool that produces a
csv file of matcher-generated books for a
particular pcap, which can then be imported to
sql, and joined with the actual books table for
comparison.
2021-01-15 00:32:55 -06:00
John Colvin
25395fcac3
refactor: Replace api::Side w/ spartan::Side
2021-01-15 00:32:55 -06:00
John Colvin
9b49c66136
fix: Require valid side param in 'has_min_qty' method
...
Although the side can be inferred by comparing the
first two price levels, the book may not have two
price levels to compare.
2021-01-15 00:32:55 -06:00
John Colvin
36bfc9e770
Add SecurityCriteria struct to filter instrument sets
...
Inspired by the c# 'SecurityCriteria' class from
spark's front end. This may come in handy as a cli
option for spartan subcommands, among other things.
2021-01-15 00:32:55 -06:00
John Colvin
2a04341b3b
Allow for non-null, or non-empty effects vector in 'match' method
2021-01-15 00:07:02 -06:00
John Colvin
c0a7f1b3fe
refactor: Use c++ 'char_traits::length' instead of c 'strlen'
2021-01-15 00:07:02 -06:00
John Colvin
66e1b94d1b
refactor: Revamp cli with CLI11 App
2021-01-15 00:07:02 -06:00
John Colvin
25e07d0a60
refactor: Move BookStatRecorder into 'feed_observers' dir
2021-01-14 21:25:14 -06:00
Pedro Pinto
2731f2b287
Fixed weird duplicate symbol issue.
2021-01-14 13:53:31 -05:00
Pedro Pinto
5140cb1c2c
Towards an order gateway.
2021-01-14 13:09:39 -05:00
Pedro Pinto
e11566537c
More refactoring.
2021-01-13 14:50:29 -05:00
Pedro Pinto
b884dc910e
Refactor MDP3 feed handler types.
2021-01-13 14:48:13 -05:00
Pedro Pinto
35cefe3b89
Added IL3 Parser.
2021-01-13 12:04:34 -05:00
Pedro Pinto
96af106a9d
Refactored MDP3Parser
2021-01-13 11:16:23 -05:00
Pedro Pinto
ac5d961a70
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-13 09:47:34 -05:00
Pedro Pinto
8f4e529766
Refactoring SBE parsing.
2021-01-13 09:47:23 -05:00
Taha Afzal
19a7e2898e
normalizing ticks/price/cash in the report
2021-01-12 18:12:45 -05:00
Pedro Pinto
0ef29c181a
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-12 15:48:10 -05:00
Pedro Pinto
81d3d5f11d
Adding ilink3 notes
2021-01-12 15:47:54 -05:00
Pedro Pinto
c4e0518228
Whitespace.
2021-01-12 11:57:45 -05:00
Taha Afzal
121b7df59e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-12 11:28:21 -05:00
Taha Afzal
6740f6b1fb
Adding status col to polygon_values
2021-01-12 11:27:52 -05:00
Pedro Pinto
5a7a267daf
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-12 11:10:59 -05:00
Pedro Pinto
fb1040fb2c
Cleaned up generation of mdp3 files.
2021-01-12 11:10:39 -05:00
Taha Afzal
ecad5518eb
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-12 11:10:37 -05:00
Taha Afzal
4361e2277a
vid constraint on polygon values
2021-01-12 11:10:24 -05:00
Pedro Pinto
7d7e25fd25
More refactoring.
2021-01-12 10:38:59 -05:00
Pedro Pinto
8f0cfe2c2a
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-12 10:32:10 -05:00
Pedro Pinto
c470c5f161
Cleaned up iLink3 code generation.
2021-01-12 10:31:36 -05:00
Taha Afzal
2302e5f37e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-12 09:40:19 -05:00
Pedro Pinto
fc1b84f966
Refactor of directory names.
2021-01-12 09:02:50 -05:00
Pedro Pinto
25ad869030
Adding iLink3 generation code
2021-01-12 08:57:16 -05:00
Taha Afzal
a35559da30
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-11 22:35:18 -05:00
Taha Afzal
0103abbec3
merging
2021-01-11 22:34:57 -05:00
Pedro Pinto
ee725747ad
Added trade summary signal
2021-01-11 13:23:28 -05:00
Taha Afzal
ef0f044e8d
Adding more data to polygon_values
2021-01-11 12:58:23 -05:00
Pedro Pinto
d42b72ea79
Added Trade summary signal to spartan.
2021-01-11 11:56:52 -05:00
Pedro Pinto
f177441d07
Refactored.
2021-01-11 10:14:38 -05:00
Pedro Pinto
939c6442be
Added book signa to realtime handler.
2021-01-11 10:10:35 -05:00
Pedro Pinto
33dad3db73
More book tweaks.
2021-01-10 18:02:25 -05:00
Pedro Pinto
ef296d4b1c
More clean up.
2021-01-10 17:21:15 -05:00
Pedro Pinto
58fbb8e04f
Cleaning up book merging.
2021-01-10 17:17:45 -05:00
Pedro Pinto
0200b53c3e
Refactored Book class.
2021-01-10 14:16:48 -05:00
Pedro Pinto
cdaef11761
Refactored Book class. More to follow.
2021-01-10 14:16:27 -05:00
Pedro Pinto
853d9f8ddd
Refactor Book.
2021-01-08 20:29:30 -05:00
Pedro Pinto
61aac1f1b2
Refactoring book.
2021-01-08 19:37:45 -05:00
Pedro Pinto
48f33e7e4c
Added some comments.
2021-01-08 18:20:57 -05:00
Pedro Pinto
216ebb2454
Moved security snapshot to domain.
2021-01-08 18:17:54 -05:00
Pedro Pinto
5c36f21f06
Refactored.
2021-01-08 18:13:04 -05:00
Pedro Pinto
66360844b2
Refactor.
2021-01-08 14:58:10 -05:00
Pedro Pinto
8eae549af3
Refactor
2021-01-08 14:49:58 -05:00
Pedro Pinto
721bc6d68f
Refactor.
2021-01-08 14:43:53 -05:00
Pedro Pinto
b7d7b3dceb
Refactored.
2021-01-08 14:27:36 -05:00
Pedro Pinto
d3ad5ee823
Refactor.
2021-01-08 14:06:00 -05:00
Pedro Pinto
c119b4b6ef
Refactor.
2021-01-08 13:52:37 -05:00
Pedro Pinto
9aa5e6435d
Cleaned up quicktest.
2021-01-08 10:57:29 -05:00
Pedro Pinto
b4eced0cd3
Set buffer size and non blocking option on reactor.
2021-01-08 10:57:03 -05:00
Pedro Pinto
1f159aacf0
Getting market data from the wire.
2021-01-08 10:37:07 -05:00
Pedro Pinto
d2ed70b6dd
Added a few comments.
2021-01-08 10:36:24 -05:00
Pedro Pinto
76be885a60
Algoman.
2021-01-07 17:56:50 -05:00
Pedro Pinto
f7173cd477
Towards algoman
2021-01-06 16:11:46 -05:00
Pedro Pinto
b448db51f4
More refactor.
2021-01-06 09:15:25 -05:00
Pedro Pinto
a413b2401b
Refactor.
2021-01-06 09:11:33 -05:00
Pedro Pinto
37a673d336
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-05 11:35:39 -05:00
Pedro Pinto
37cb60a777
Refactor.
2021-01-05 11:35:24 -05:00
Pedro Pinto
18fc857b78
Towards algoman.
2021-01-05 11:34:27 -05:00
Taha Afzal
aa4912bba9
Opp summary
2021-01-05 10:17:15 -05:00
Pedro Pinto
7eff7f89d1
Towards an algo framework.
2021-01-04 14:58:24 -05:00
Taha Afzal
9010003a0d
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-04 10:07:10 -05:00
Taha Afzal
9a0bc05b8b
Added edge filter for static analysis
2021-01-04 10:06:51 -05:00
Pedro Pinto
0e4327c3f9
Merged
2021-01-04 09:36:24 -05:00
Pedro Pinto
cc9b4b874c
Renamed MDP3Price to Price.
2021-01-04 09:04:35 -05:00
Pedro Pinto
333609d23a
Renamed MDP3Price::price() to MDP3Price::to_double()
2021-01-04 08:56:48 -05:00
Pedro Pinto
1f7e682900
Fixed some tests that were using MDP3Price.
2021-01-04 08:53:00 -05:00
John Colvin
635d4196f1
build: Resolve QuantityTag template parameter conflict
...
The linker was mixing up the QuantityTag template
parameter structs declared in the aliases
'bts::Quantity,' and 'bts::spartan::mdp3::Quantity.'
2021-01-03 22:46:02 -06:00
John Colvin
3f7ce90cef
spartan cli: Add 'book_stats' command
...
Generates a csv file consisting of basic stats
about each book update (one row per per update).
2021-01-03 22:46:02 -06:00
John Colvin
1c8859ced6
Inline 'event_flags_name' method
2021-01-03 22:35:50 -06:00
John Colvin
04257535e1
clang-format: Add 'AlwaysBreakTemplateDeclarations: true'
2021-01-03 22:34:37 -06:00
John Colvin
ae71fb9c33
Overload Formatter::join to accept ostream&
...
* Existing join methods all create and return a
string, while the overload passes values directly
to the ostream&, and avoids creating/copying a string.
* This will come in handy when creating csv rows.
2021-01-03 22:34:31 -06:00
Pedro Pinto
8f68e5afaf
Dowgraded default filter message in polygons to Info.
2021-01-03 17:10:50 -05:00
Pedro Pinto
23160f7843
Fixed bug in algo effect sort order.
2021-01-03 17:10:17 -05:00
Taha Afzal
2788e39cd6
Refining the pandas code for sniper analysis
2021-01-01 20:15:28 -05:00
Pedro Pinto
e536cae63a
Droppped md::IntPrice in favour od MDP3Price.
2021-01-01 16:32:22 -05:00
Taha Afzal
e6b96b3fc3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2021-01-01 12:56:52 -05:00
Taha Afzal
6d357c8d22
One place to look at static analysis of sniper opportunuities
2021-01-01 12:56:44 -05:00
Pedro Pinto
02dcd57817
IntPrice
2020-12-31 17:17:54 -05:00
Pedro Pinto
7a2c5425a1
Towards replacing md::IntPrice
2020-12-31 17:13:31 -05:00
Pedro Pinto
8b667e056c
Removed security db class.
2020-12-31 17:01:29 -05:00
Pedro Pinto
125fe90aaf
Refactored instrument definition.
2020-12-31 16:56:47 -05:00
Pedro Pinto
c7a4d08372
Working on instrument definition.
2020-12-31 16:01:38 -05:00
Pedro Pinto
d2bae92e92
Refactored.
2020-12-31 13:07:21 -05:00
Pedro Pinto
9ff4c81a11
More refactor.
2020-12-31 12:15:24 -05:00
Pedro Pinto
bda105c550
Merged
2020-12-31 12:08:17 -05:00
Pedro Pinto
df36b6d24f
Refactored iceberg quantity.
2020-12-31 12:06:33 -05:00
Pedro Pinto
b34ef9283d
Refactored quantity.
2020-12-31 11:57:22 -05:00
Pedro Pinto
7e13e8cb67
More refactoring.
2020-12-31 11:48:21 -05:00
Taha Afzal
a51f96cc6f
Added product to polygon values
2020-12-31 01:43:07 -05:00
Taha Afzal
99ea103944
merging
2020-12-31 00:34:55 -05:00
Taha Afzal
3b2e5e5d95
Spartan run with sql option, can optionally (based on config) not write the books to the database
2020-12-30 23:24:46 -05:00
Pedro Pinto
e06ce66513
Refactor MDP3TimeStamp to TimeStamp.
2020-12-30 21:11:00 -05:00
Pedro Pinto
738862cb22
Tweaked header layout.
2020-12-30 17:32:41 -05:00
Pedro Pinto
de063e51f0
Another clang-format run, changed how parameters are binned
2020-12-30 17:30:10 -05:00
Pedro Pinto
8f21a77150
Ran clang-format across all files
2020-12-30 17:11:18 -05:00
Pedro Pinto
a27321df2e
Apparently you need a newline at the end of afile
2020-12-30 16:50:01 -05:00
Pedro Pinto
0fb7ba5987
Ran clang-format on spartan, changed format defaults.
2020-12-30 16:30:37 -05:00
Pedro Pinto
a0a508e64f
More documentation.
2020-12-30 16:16:46 -05:00
Pedro Pinto
d8a80419eb
Added some documentatio, run clang-format on iLink3 code.
2020-12-30 14:22:56 -05:00
Pedro Pinto
862df2efb6
Made MDP3 compression tolerant of data loss.
2020-12-30 14:02:08 -05:00
Pedro Pinto
9dcbab9628
Refactor.
2020-12-29 20:02:04 -05:00
Pedro Pinto
ae7b25e120
Refactor.
2020-12-29 20:01:48 -05:00
Pedro Pinto
bb1e7df7a9
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-29 17:15:38 -05:00
John Colvin
b620d33f98
fix build: correct typo 'view' -> 'views'
...
Both 'view' and 'views' are namespaces within
the 'ranges' namespace. They contain some methods
with identitical signatures, although those in
the former are deprecated.
2020-12-29 16:10:18 -06:00
Pedro Pinto
19b5004920
Merged
2020-12-29 16:46:49 -05:00
John Colvin
337fb2ae45
Restore (uncomment) iceberg impl in Sim
...
The bug that was the reason it was originally commented out
has been fixed.
2020-12-29 12:58:24 -06:00
John Colvin
e87d4a796a
fix: IcebergFinder bootstraps with 'orders' instead of 'order_changes'
2020-12-29 12:58:24 -06:00
John Colvin
a419ee9ed1
cli: Make icebergs_csv cmd's columns match those in sql
2020-12-29 12:58:24 -06:00
John Colvin
2fe6e3dcab
cli: Make icebergs_csv command always generate new csv
...
Change the command so it does not attempt to retrieve the
icebergs from a bin file before observing the pcap, nor does it
write the icebergs to a bin file after observation. This behavior
was originally intended as a way to avoid wasting time regenerating
the same set of icebergs when pcap observation was significantly slower.
2020-12-29 12:58:24 -06:00
John Colvin
262b6352a6
test: Add unit tests for synth book computation
2020-12-29 12:58:24 -06:00
John Colvin
a18d29b66a
Add several MDP3Quantity int binary operators
2020-12-29 12:58:24 -06:00
John Colvin
b464b9ab88
Overload SidePriceComp '()' operator for SmallBookLevel
2020-12-29 12:58:24 -06:00
John Colvin
8bf8b6b36e
Clean up, and optimize compute_synthetic_book method
...
* Improve code-readability
* Add documentation
* Avoid copying leg books
2020-12-29 12:58:24 -06:00
John Colvin
cbd10c7a7c
Refactor book_utils::fmt_ladder
...
* use md::IntPrice/MDP3Quantity rather than double/uint32_t
* overload fmt_ladder to accept a single book-side, and an
optional 'side' argument. If 'side' isn't specified, deduce
the side by comparing 2 price levels.
2020-12-29 12:54:47 -06:00
John Colvin
a6bfa8f976
fix: compute_synthetic_book sometimes only populates 1st price level
...
Incorrect 'limiting factor' logic was causing the method to exit
when the qty in the first price level of the first leg was used.
2020-12-29 12:54:47 -06:00
John Colvin
8850d7d188
fix: running_cost accumulation in 'change_unit_qty' method
2020-12-29 12:54:47 -06:00
Taha Afzal
9b62a70c8f
PolygonFinder can be parameterized for symbols(assets), expirations
2020-12-29 12:54:47 -06:00
Taha Afzal
950887851a
Added a product list config for polygon generation
2020-12-29 12:54:47 -06:00
Pedro Pinto
6f5c41ca14
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-29 08:06:54 -05:00
Pedro Pinto
5223529af1
Sorted match effects so that price updates are delivered before order updates.
2020-12-29 08:06:27 -05:00
Taha Afzal
2632d7ea9f
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-28 23:17:28 -05:00
Taha Afzal
de60a0abd1
PolygonFinder can be parameterized for symbols(assets), expirations
2020-12-28 23:17:23 -05:00
Pedro Pinto
c4e4ff57d8
Multiple changes to sniper including use of quantity in shot selection.
2020-12-28 20:06:43 -05:00
Pedro Pinto
b6f108f7ea
More precise alignment of sim time and pcap time.
2020-12-28 20:05:33 -05:00
Pedro Pinto
96c39e68ee
More deterministic names for polygons.
2020-12-28 20:03:49 -05:00
Pedro Pinto
a3d5e63fb6
DB Fixes.
2020-12-28 20:03:35 -05:00
Pedro Pinto
c1be834e54
Changed logging.
2020-12-28 20:02:48 -05:00
Pedro Pinto
caf0914b4d
Better names for sim time.
2020-12-28 20:02:24 -05:00
Pedro Pinto
0fc522f8c2
Removed commented out code.
2020-12-25 13:41:46 -05:00
Pedro Pinto
a247f7e396
Re-enabling all polygons.
2020-12-25 13:36:45 -05:00
John Colvin
03d5047798
fix: compute_synthetic_book sometimes only populates 1st price level
...
Incorrect 'limiting factor' logic was causing the method to exit
when the qty in the first price level of the first leg was used.
2020-12-24 14:22:58 -06:00
John Colvin
391b8ece7a
fix: running_cost accumulation in 'change_unit_qty' method
2020-12-24 14:22:42 -06:00
Taha Afzal
7d75654cf0
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-24 12:53:31 -05:00
Taha Afzal
6a46ad2b0e
Added a product list config for polygon generation
2020-12-24 12:53:27 -05:00
Pedro Pinto
e413ad216e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-24 10:44:43 -05:00
Pedro Pinto
d582005d64
Added assert to make sure books are correct.
2020-12-24 10:44:29 -05:00
Pedro Pinto
02fa07552b
Added expiration to instrument definition.
2020-12-24 10:44:08 -05:00
Taha Afzal
b032926581
hooking polygon book calc to polygon_values
2020-12-23 18:05:03 -05:00
Pedro Pinto
189cb66daf
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-23 14:24:47 -05:00
Pedro Pinto
36f1df58f0
Intermediate commit.
2020-12-23 14:24:23 -05:00
Taha Afzal
8489eda3a6
Merging
2020-12-23 12:42:37 -05:00
Taha Afzal
3e189a751d
Allow negative payups
2020-12-23 12:32:45 -05:00
Pedro Pinto
b2f6be6d10
Added back all polygons, had a temp break to debug synth book.
2020-12-23 12:22:48 -05:00
John Colvin
b656632e86
fix: synthetic book computation
...
* the fix was technically in the 'change_unit_qty' method,
which is called from 'compute_synthetic_books.'
* Although the 'change_unit_qty' method was correctly dividing
quantity by 'unit_qty', it was not scaling the prices.
2020-12-23 10:28:59 -06:00
John Colvin
22cf50282c
.vscode: change python interpreter path setting
2020-12-23 10:28:59 -06:00
Taha Afzal
7650e15a52
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-23 10:55:20 -05:00
Taha Afzal
235d6ecd2f
Polygon values have legs books (as text columns), and synthetic books. There is a also new view that joins polygon values with events
2020-12-23 10:55:10 -05:00
Pedro Pinto
c9a0d4489b
Added max loss, added start/stop times for simulation, added price only order changes.
2020-12-22 10:58:05 -05:00
Pedro Pinto
c6697b82fe
Added code to convert ptime to mdp3 time.
2020-12-22 10:56:16 -05:00
Pedro Pinto
e0231c7dd5
Fixed PCapReader destructor.
2020-12-22 10:55:42 -05:00
Pedro Pinto
f3bcbf85dd
Reduced console logging.
2020-12-21 10:16:41 -05:00
Pedro Pinto
7e04f9a5b3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-21 10:00:13 -05:00
Pedro Pinto
1835d490a3
Added the ida of parameter sets in the simulator.
2020-12-21 09:59:38 -05:00
Taha Afzal
36bf94aad9
placeholder orders are not fired in file mode
2020-12-18 09:17:28 -05:00
Taha Afzal
468df062c3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-17 12:15:27 -05:00
Taha Afzal
544a9212cf
Sniper launched placeholder orders that are then used to snipe
2020-12-17 12:15:19 -05:00
Pedro Pinto
822f43c5a1
Better logging of shot sequence number.
2020-12-17 10:22:53 -05:00
Pedro Pinto
85106cb293
Better logging of clean/saved/forced shots.
2020-12-17 10:22:33 -05:00
Pedro Pinto
ebd0fa4809
Added utility to parse performance logs.
2020-12-17 09:40:04 -05:00
Pedro Pinto
43f4fe2011
Better logging for sniper model.
2020-12-17 09:39:41 -05:00
Taha Afzal
ffcebdf94a
Perf logs in the sniper
2020-12-16 00:05:31 -05:00
Pedro Pinto
0e7b104c76
Added more performance logging.
2020-12-15 18:04:10 -05:00
Pedro Pinto
f0b76f244c
Added packet structure to sql DB.
2020-12-15 17:01:27 -05:00
Pedro Pinto
e4dc9103e1
Fixed typo in md.sql
2020-12-15 14:17:42 -05:00
Pedro Pinto
afb88122ad
Added performance logging.
2020-12-15 13:40:08 -05:00
Pedro Pinto
18a0fa7fb9
Tweak to md sql DB.
2020-12-15 13:34:55 -05:00
Pedro Pinto
b491b2b4cd
Added seq numbers to top of the book and opportunity views.
2020-12-15 09:45:53 -05:00
Pedro Pinto
4b1e9afe28
Corrected corid for trade summary signal.
2020-12-15 09:45:35 -05:00
Pedro Pinto
abb9a56761
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-14 11:56:52 -05:00
Pedro Pinto
09505b2005
Added pause between shots, added clean flag to shot outcome.
2020-12-14 11:56:37 -05:00
Pedro Pinto
e3a9adbf3f
Fixed clean up of sim db.
2020-12-14 11:55:47 -05:00
Taha Afzal
9aafed66c0
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-14 10:50:15 -05:00
Taha Afzal
a259aa8419
Lookeahd book top guessed aggressively
2020-12-14 10:50:06 -05:00
Pedro Pinto
4daf6e127e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-14 10:32:52 -05:00
Pedro Pinto
1ac36e932e
Fixed unbuscription from trade signal on algo termination.
2020-12-14 10:32:26 -05:00
Pedro Pinto
23b038a6a7
Optionall automatically clear previous runs from sim_db.
2020-12-14 10:17:54 -05:00
Pedro Pinto
e2069c8584
Fixed key remapping in sim.
2020-12-14 10:17:25 -05:00
Pedro Pinto
525cf4652e
Removed old proto from include.
2020-12-14 10:17:07 -05:00
Pedro Pinto
6eb3595294
Added sniper_run view to sim_db.
2020-12-14 10:16:14 -05:00
Taha Afzal
8c421d0726
Slight log change
2020-12-14 10:15:12 -05:00
Pedro Pinto
870c69b834
Removed incorrect assertions.
2020-12-13 18:08:09 -05:00
Pedro Pinto
4f39307b9b
Disabled icebergs because of show quantity set to 0.
2020-12-13 18:07:37 -05:00
Pedro Pinto
b687e339a4
Improved logging during sniper run.
2020-12-13 18:07:11 -05:00
Pedro Pinto
8623f2369f
Fixed a bug in sniper model.
2020-12-13 18:06:56 -05:00
Taha Afzal
7eade56042
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-13 16:29:08 -05:00
Taha Afzal
1091c983f9
More logs
2020-12-13 16:29:02 -05:00
Pedro Pinto
533ca3e601
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-13 10:33:21 -05:00
Pedro Pinto
e4b8594d44
Ran clang format.
2020-12-13 10:33:07 -05:00
Taha Afzal
22e5a53e32
FillType flag
2020-12-12 21:48:22 -05:00
Pedro Pinto
6c5f5116b4
Tweaked 'shots' view in sim db.
2020-12-12 20:03:51 -05:00
Pedro Pinto
b5e455ff75
Adjusted polygon filter to include dec/march.
2020-12-12 19:20:18 -05:00
Pedro Pinto
03cd5c164f
Improved caching of pcap data during simulations.
2020-12-12 19:19:26 -05:00
Pedro Pinto
c4aa99636e
Added pay up to sniper model.
2020-12-11 19:45:16 -05:00
Pedro Pinto
ed0eb9be19
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-11 14:13:32 -05:00
Pedro Pinto
d155f8ed12
Tweaked python analysis tools.
2020-12-11 14:12:32 -05:00
Pedro Pinto
ffcfe3cf9c
Added more parameters to sim db.
2020-12-11 14:11:59 -05:00
Taha Afzal
d848a15217
lookahead diagnostics log
2020-12-11 11:03:55 -05:00
Taha Afzal
951f8e9442
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-11 10:00:58 -05:00
Taha Afzal
f10f46b811
corid and use_lookahead logged
2020-12-11 10:00:50 -05:00
Pedro Pinto
d7e80a1303
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-10 22:24:09 -05:00
Pedro Pinto
de0d6c5891
Cleaned up sniper model
2020-12-10 22:21:52 -05:00
Pedro Pinto
4e7c0122d7
Cache preload of sim.
2020-12-10 22:21:07 -05:00
Pedro Pinto
cb75e46161
Better DBs.
2020-12-10 22:20:11 -05:00
Taha Afzal
6954f5842f
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-10 12:36:16 -05:00
Taha Afzal
cbc1cc6b5b
using trade summs of atleast 2 messages, more logs
2020-12-10 12:35:57 -05:00
Pedro Pinto
3cc2cf0783
Hard coded filtering of polygon opportunities to just the one polygon.
2020-12-10 12:22:46 -05:00
Pedro Pinto
b3e7bcf2e1
Fixed iceberg table in sql command.
2020-12-10 12:22:00 -05:00
Pedro Pinto
dd3c33387d
Forgot to add the number of levels to the actual interface.
2020-12-10 11:02:21 -05:00
Pedro Pinto
84a8f11846
Added number of levels to trade signal.
2020-12-10 10:50:33 -05:00
Pedro Pinto
4d2ba5fc41
Fixed initialization bug in sniper.
2020-12-10 09:10:10 -05:00
Pedro Pinto
b980e39ebb
Merged
2020-12-10 09:03:14 -05:00
Pedro Pinto
0dc97dd2d9
Refactor part 8.
2020-12-10 08:56:14 -05:00
Pedro Pinto
cef6815e5c
Refactor, part 8.
2020-12-10 08:47:07 -05:00
Pedro Pinto
4e84b7d789
Refactor, part 7
2020-12-10 08:44:25 -05:00
Pedro Pinto
f632fa2e50
Refactor, part 6
2020-12-10 08:42:09 -05:00
Pedro Pinto
1919440a83
Refactor, part 5.
2020-12-10 08:25:26 -05:00
Taha Afzal
1a43dafb2e
Evaluating in response to trade summary,improved logs
2020-12-09 18:52:57 -05:00
Taha Afzal
bd54f19bdb
More logging
2020-12-09 17:13:22 -05:00
Pedro Pinto
5f2e98beed
More clean up.
2020-12-09 14:58:55 -05:00
Pedro Pinto
f7ea0cd254
Removing old sim code part 3.
2020-12-09 14:51:58 -05:00
Taha Afzal
af1ab49219
added sweep test for the sell side
2020-12-09 14:49:57 -05:00
Taha Afzal
2ac74c5e29
Clang build fix, sweep book calc test
2020-12-09 14:35:32 -05:00
Pedro Pinto
fb42df3117
Removing old sim, part2
2020-12-09 14:34:31 -05:00
Pedro Pinto
443dacaefb
Removing old simulator, part 1.
2020-12-09 14:26:10 -05:00
Taha Afzal
0d5b3d9018
detaching all children before completing the sniper after each shot
2020-12-09 13:15:51 -05:00
Taha Afzal
cc75c46b1a
sniper turns itself off after shooting
2020-12-09 12:54:35 -05:00
Taha Afzal
1ee60f743e
added the cumm price/qty constraint, everything hooked up
2020-12-09 12:11:24 -05:00
Taha Afzal
dc8fd8baef
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-09 09:55:39 -05:00
Taha Afzal
67b6884200
cumm edge/qty parameter to sniper
2020-12-09 09:55:30 -05:00
Pedro Pinto
03a81280f4
Merged
2020-12-09 08:49:27 -05:00
Pedro Pinto
34675696f3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-09 08:38:44 -05:00
Pedro Pinto
0e1687c853
Changed trade summary signal to include last qty.
2020-12-09 08:38:00 -05:00
John Colvin
ccf8a8e492
fix iceberg integration with new simulator
...
* Sim uses MergedMatcher::reset to inject a particular exchange state
into the matcher (the matcher does not reset the visible quantity to the
show quantity in a reset op).
* iceberg_helper::add_iceberg_annotation does not set the visible
quantity to the show quantity if the order change type is 'added'.
2020-12-09 00:12:31 -06:00
John Colvin
a0d0a30ad3
refactor 'is_exhausted' -> 'is_empty' in compute_synthetic_books
2020-12-09 00:11:51 -06:00
John Colvin
ff02801000
compute_synthetic_book doesn't copy leg market tuples as it iterates through them
2020-12-09 00:11:51 -06:00
John Colvin
590ca3892d
compute_synthetic_book was multiplying leg prices by their qty twice
...
This is a pre-emptive bug fix, as the method has only been fed synths
with leg quantities +/-1.
2020-12-09 00:11:51 -06:00
John Colvin
1674486dc0
vscode (build): change linux build task to run in docker
...
* prompts user for configuration (debug or release)
* looks for docker instance named "${USER}s_docker"
2020-12-09 00:11:51 -06:00
John Colvin
dc5301f8b0
vscode (intellisense): add build/ninja_debug/src to browse path
2020-12-09 00:11:51 -06:00
Taha Afzal
436f7eefe9
Added logic for book calculation based on sweep
2020-12-09 00:57:34 -05:00
Taha Afzal
fd8bd63f55
Added payup ticks to sniper and logic to alternate bw main book and lookahead book
2020-12-08 21:47:25 -05:00
Pedro Pinto
64b42aef99
Trade summary signal code complete.
2020-12-08 16:01:46 -05:00
Pedro Pinto
1d323ddc37
Fixed bug in parsing a few sim run options.
2020-12-08 11:42:26 -05:00
Pedro Pinto
c1331df2fe
Fixed cumm qty.
2020-12-08 11:03:19 -05:00
Pedro Pinto
cb1946a8d0
Delayed simulation start until first algo order to improve accuracy.
2020-12-08 09:14:54 -05:00
Pedro Pinto
09c043b11f
Added some validation for the sniper synth book.
2020-12-08 08:47:16 -05:00
Pedro Pinto
6df3dce95d
Commented out the IB annotation until we get it sorted out.
2020-12-07 19:51:00 -05:00
John Colvin
9787f2ed8e
Merged in spartan_tas.sim_icebergs (pull request #415 )
...
integrate new IcebergInput logic into sim runs
Approved-by: Pedro Pinto
2020-12-08 00:37:00 +00:00
John Colvin
654f79b42d
integrate new IcebergInput logic into sim runs
2020-12-07 17:55:26 -06:00
Taha Afzal
1840120af8
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-07 14:31:30 -05:00
Taha Afzal
b90ac3d629
Adding jupyter notebooks for ES sniper analysis
2020-12-07 14:31:21 -05:00
Pedro Pinto
e846420f9d
Fixed bug in valuation
2020-12-07 14:29:49 -05:00
John Colvin
87a7fca75c
overload compute_synthetic_book with standard Book type params
2020-12-07 11:22:05 -06:00
Pedro Pinto
a9c07ec770
Merged
2020-12-07 11:43:52 -05:00
Pedro Pinto
fc2bd8230a
Merge branch 'spartan_tas' into sim2
2020-12-07 11:42:38 -05:00
Pedro Pinto
36c2b7b952
Added skelleton for min_cumm_qty and min_cumm_price params.
2020-12-07 11:39:58 -05:00
John Colvin
fb3f843309
(vscode) setting: don't configure cmake on open
2020-12-06 20:24:56 -06:00
John Colvin
12eef87fb0
fix typos to remove clang build warnings
2020-12-06 20:24:56 -06:00
Taha Afzal
4c066859c4
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-12-06 20:31:01 -05:00
Taha Afzal
b4716db99d
Adding synthetic test runner to jason
2020-12-06 20:30:56 -05:00
John Colvin
07f13de58e
Merge remote-tracking branch 'origin/sim2' into spartan_tas
2020-12-06 18:09:05 -06:00
Pedro Pinto
92bdb06ceb
Integrated commission model..
2020-12-06 12:41:07 -05:00
John Colvin
256b1aeb59
implement MergedMatcher::clear
2020-12-06 11:30:23 -06:00
John Colvin
9b20c2a230
remove CheckedMatcher struct, replace usage with matcher (was only using the matcher member anyways)
2020-12-06 11:30:23 -06:00
John Colvin
78c3617749
add missing comma to settings.json
2020-12-06 11:30:23 -06:00
John Colvin
9a041af544
MergedMatcher uses new '_asset_matcher' method to remove redundant code
2020-12-06 11:28:35 -06:00
Pedro Pinto
8687de6fa2
Added better logging of param values.
2020-12-06 11:45:59 -05:00
Pedro Pinto
c7a4bb461a
Sim2 working.
2020-12-05 21:54:34 -05:00
Pedro Pinto
c96f142709
Towards simple sim.
2020-12-04 20:57:54 -05:00
John Colvin
6367375ac6
add clear, reset methods to Direct/MergedMatcher (for state injections during sim runs)
2020-12-03 23:51:25 -06:00
John Colvin
0530e50a04
fix documentation of iceberg_helper::add_iceberg_annotation
2020-12-03 18:29:21 -06:00
John Colvin
afd05f3c7c
add missing comma to generated books csv
2020-12-03 17:11:34 -06:00
John Colvin
fff7faab90
added some diagnostic spartan cmds to track down sim_books mismatches
2020-12-03 17:11:34 -06:00
John Colvin
e4c36c8470
improve iceberg deduction
2020-12-03 17:11:34 -06:00
Pedro Pinto
11527282c8
Added some matcher validatio helpers.
2020-12-03 08:39:40 -05:00
John Colvin
085764b9a4
add src/.clang-format to .gitignore
2020-12-01 13:44:44 -06:00
Pedro Pinto
96e3c3b9ac
Added updated_price only change to possible order changes.
...
This is needed to facilitate iceberg management.
2020-12-01 13:43:41 -06:00
Pedro Pinto
2c9893c524
Accelerated CSV generation.
2020-12-01 13:42:47 -06:00
John Colvin
cbf444d5ed
added IcebergStateMapper to determine exact sequence of iceberg state per event id
2020-12-01 13:41:14 -06:00
John Colvin
25e52df136
add create_polygon_books.sql
2020-12-01 12:44:25 -06:00
John Colvin
85afd6966c
add some docker scripts (start_docker.sh, docker_bash.sh)
2020-12-01 12:44:25 -06:00
John Colvin
724df36bdc
refactor vector<tuple<price,qty>> to SmallBook (vector alias), and SmallBookLevel (actual struct instead of tuple)
2020-12-01 12:44:25 -06:00
John Colvin
afb0cdfbaf
added SyntheticBookRecorder and polygon_books spartan command
2020-12-01 12:44:22 -06:00
Pedro Pinto
2de4ec6ebe
Sim2 and polyobserver agree.
2020-12-01 07:44:59 -05:00
John Colvin
70ca670955
overload 'Formatter::fmt_values' for any Iter type
2020-11-30 22:00:02 -06:00
John Colvin
acea32f618
add 'analysis/data' to .gitignore (I symlink this to pcap/sqlite data for jupyter-notebooks)
2020-11-30 22:00:02 -06:00
John Colvin
be11f93de7
add src/.clang-format to .gitignore
2020-11-30 22:00:02 -06:00
John Colvin
067ec9b2b9
extracted member functions from FifoImpliedSecurityMatcher into book_utils namespace
2020-11-30 11:33:11 -06:00
Pedro Pinto
398397ca7f
Towards self-correcting simulator.
2020-11-29 17:05:45 -05:00
Pedro Pinto
3599fa2b0c
Added reference code.
2020-11-21 18:24:17 -05:00
Pedro Pinto
f650177758
Towards better pcap DB generation and use.
2020-11-21 18:23:43 -05:00
Pedro Pinto
56227b77d2
Updated .gitignore
2020-11-20 12:18:41 -05:00
Pedro Pinto
9deaf6bc6d
More analysis tools
2020-11-20 12:16:50 -05:00
Pedro Pinto
0f4d5a7047
Updated jupyter notebooks
2020-11-19 08:08:02 -05:00
Pedro Pinto
b82004cf26
Improved analysis.
2020-11-18 17:09:11 -05:00
Taha Afzal
59a0eba902
Fixing the aggressive order's qty adjustment for icebergs
2020-11-16 12:12:12 -05:00
Taha Afzal
e979fc86b2
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-16 11:09:55 -05:00
Taha Afzal
b28ba12146
Added some comments to the matcher test and traced back the failing test to crossing order (that bnecomes a resting order) bug
2020-11-16 11:09:48 -05:00
Pedro Pinto
4cfd4bec24
Fixed lost fills on aggressor
2020-11-15 15:06:32 -05:00
Pedro Pinto
d9aa4eea38
Minor refactor
2020-11-14 17:52:15 -05:00
Pedro Pinto
fefe716d2f
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-14 12:42:51 -05:00
Pedro Pinto
c6c0dc21e2
Added better logging to simulator
2020-11-14 12:42:44 -05:00
Taha Afzal
cd6bdb1576
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-11 10:22:11 -05:00
Taha Afzal
9266e919b6
Bridge is untested but completed
2020-11-11 10:21:58 -05:00
Pedro Pinto
116131f0a8
Cleaned up and sped up sim log.
2020-11-10 20:06:46 -05:00
Pedro Pinto
7fb644ee3e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-10 12:01:10 -05:00
Pedro Pinto
321550d418
More updates to sim db.
2020-11-10 11:59:59 -05:00
Taha Afzal
4234087c34
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-10 11:35:57 -05:00
Taha Afzal
bdac6bc3fa
Callbacks in the AlgoBridge are routed back
2020-11-10 11:35:45 -05:00
Pedro Pinto
524e83c595
Streamlined sim db schema for easier querying.
2020-11-10 10:49:14 -05:00
Pedro Pinto
f9b2f413d7
Accoutend for algo transaction latency in simulation.
2020-11-10 10:48:50 -05:00
Pedro Pinto
d2f21c4b36
Deterministic names for polygons.
2020-11-10 10:47:46 -05:00
Pedro Pinto
95d8d8a42d
Better logging for sniper.
2020-11-10 10:47:34 -05:00
Pedro Pinto
63a2ba032d
Cleaned up some queries in md.sql.
2020-11-10 10:46:52 -05:00
Taha Afzal
e8ccd265ca
More bridge work
2020-11-10 08:48:56 -05:00
Taha Afzal
2c2968fe1a
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-08 23:44:59 -05:00
Taha Afzal
2df07f446b
Bridge filling in
2020-11-08 23:44:53 -05:00
Pedro Pinto
a906eb951e
Mapped order ids to be unique
2020-11-08 11:57:08 -05:00
John Colvin
50f3e39b2f
Matcher asserts against duplicate/recycled keys
2020-11-06 19:52:30 -06:00
Pedro Pinto
7c730f7b96
Multiple changes.
2020-11-06 19:17:02 -05:00
Pedro Pinto
7bb19d446d
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-06 13:10:45 -05:00
Pedro Pinto
8887962d6f
Towards a patient sniper
2020-11-06 13:10:41 -05:00
Taha Afzal
2f032def09
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-06 11:50:13 -05:00
Taha Afzal
426781a839
Security translation in the bridge
2020-11-06 11:50:01 -05:00
John Colvin
65b3addfdb
FifoMergedSecurityMatcher passes order changes directly to FifoSecurityMatcher when implied_matching is off
2020-11-05 16:48:12 -06:00
Taha Afzal
b104326036
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-05 16:31:28 -05:00
Taha Afzal
74267bbba9
Filling in the bridge 1
2020-11-05 16:31:22 -05:00
Pedro Pinto
5f454bcd6e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-05 15:52:11 -05:00
Pedro Pinto
c300bdcac9
Fixed up md.sql.
2020-11-05 15:51:44 -05:00
John Colvin
b85604097d
fix matcher partial-fills bug (part 2, fill at actual order price if implied matching is off)
2020-11-05 11:57:58 -06:00
Taha Afzal
89d9585ad8
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-05 11:53:30 -05:00
Taha Afzal
8e992a6979
IAlgoServices adapter
2020-11-05 11:53:24 -05:00
Pedro Pinto
51a4aabc09
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-04 16:37:49 -05:00
Pedro Pinto
b423872e66
More DB work.
2020-11-04 16:37:28 -05:00
John Colvin
a5ef9fd3cb
fix matcher partial-fills bug
2020-11-04 16:15:56 -05:00
Taha Afzal
a48686ce11
Adding corid to logs
2020-11-04 10:55:31 -05:00
Pedro Pinto
440a68cb9b
Added correlation id to IAlgoServices.
2020-11-04 08:51:35 -05:00
Pedro Pinto
480fd57ea4
Merged
2020-11-04 08:45:40 -05:00
Pedro Pinto
f07e018fbd
Many changes.
2020-11-04 08:42:43 -05:00
Taha Afzal
95a2093dc3
SniperPolygon was not getting the pid assigned
2020-11-03 17:34:35 -05:00
Taha Afzal
e3ec53c3f3
better logs
2020-11-03 11:16:30 -05:00
Taha Afzal
6d679f302b
Adding cancel in no side affect orders
2020-11-02 23:24:01 -05:00
Taha Afzal
85fa61768f
Commenting out shooting orders till code review
2020-11-02 23:14:31 -05:00
Taha Afzal
447d1a3997
Bridge work start
2020-11-02 23:07:35 -05:00
Taha Afzal
a5520204f5
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-01 23:13:28 -05:00
Taha Afzal
9b8ebe32d4
Sniper 1.0 completed
2020-11-01 23:13:22 -05:00
Taha Afzal
7914ed4147
Shooting real order
2020-11-01 10:19:04 -05:00
Pedro Pinto
a851dc6bb5
Rigged sniper to terminate simulation early so that we iterate quicker
2020-11-01 09:47:06 -05:00
Pedro Pinto
c9d9ab9a20
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-11-01 08:55:32 -05:00
Pedro Pinto
84e75c28e5
More tweaks to DB.
2020-11-01 08:55:21 -05:00
John Colvin
1e6829afc7
fix affect-free matching (actually add hypothetical fills to effects vector)
2020-10-31 12:47:01 -04:00
Pedro Pinto
1d23955868
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-30 18:42:30 -04:00
Pedro Pinto
aebe59a69f
Added early termination of simulation.
2020-10-30 18:41:53 -04:00
John Colvin
0b125e3299
fix ERROR logging macro in FifoMergedSecurityMatcher
2020-10-30 18:20:01 -04:00
John Colvin
46b4fab4ed
FifoMergedSecurityMatcher affect-free matching impl (assumes no implied markets)
2020-10-30 18:18:10 -04:00
John Colvin
2d6ca5a347
FifoMergedSecurityMatcher should subtract fill qty from working before the post-fill order state is logged
2020-10-30 16:30:20 -04:00
Taha Afzal
145cf2b482
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-29 13:36:57 -04:00
Taha Afzal
0a94c729e5
-ve edge allowed, can also be modified on the fly
2020-10-29 13:36:47 -04:00
Pedro Pinto
a31331be0c
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-29 12:26:12 -04:00
Pedro Pinto
67ab58a99b
Added exporting of matcher/sim generated books.
2020-10-29 12:25:03 -04:00
Taha Afzal
3835824d36
Key type is a parameter in the UI
2020-10-29 12:22:02 -04:00
Taha Afzal
02f98accd3
Polygon files can have bts keys or exchange keys (optionally)
2020-10-29 11:19:08 -04:00
Taha Afzal
d84119ca6a
Merge
2020-10-28 23:32:56 -04:00
Taha Afzal
c39fb79fda
Fixed the algo string params (SniperAlgo uses it now)
2020-10-28 23:13:20 -04:00
Pedro Pinto
d6a5a4023b
Fixed sim input bootstraped orders priority
2020-10-28 17:39:21 -04:00
Taha Afzal
8b0a0269ec
Better logging and some cleanup
2020-10-28 17:02:28 -04:00
Pedro Pinto
334493c1be
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-27 19:21:47 -04:00
Pedro Pinto
71bae99c38
Added more data to the polygon valuation.
2020-10-27 19:21:18 -04:00
John Colvin
3d1ab364dc
change bts_assert to log error instead
2020-10-27 18:02:26 -04:00
John Colvin
46820eecff
FifoSecurityMatcher::has_same_orders returns the error msg (shouldn't return an empty error msg on failure, as that indicates success)
2020-10-27 17:49:26 -04:00
John Colvin
4bc5f07815
add version header to .icebergs file
2020-10-27 17:46:15 -04:00
John Colvin
c78731e033
IcebergFinder subtracts qty changes from estimated qty (the matcher should adjust the total qty incrementally)
2020-10-27 17:40:58 -04:00
John Colvin
f063d7ecbd
tone down console output in MatcherValidationObserver; change hardcoded GC to ES (temp measure until the cmd accepts symbol args)
2020-10-27 17:40:58 -04:00
John Colvin
f67071708d
fix iceberg handling in MatcherValidationObserver
2020-10-27 17:40:58 -04:00
John Colvin
09d7d996cd
iceberg_helper::subtract_iceberg_fills protects against overfills
2020-10-27 17:40:58 -04:00
John Colvin
a143d851f2
add != operators for IcebergQuantity and optional<IcebergQuantity>
2020-10-27 17:40:58 -04:00
John Colvin
a25f089810
fix iceberg_file_cache (matcher validation observer saves ibs in file to speed up repeated runs on same pcap)
2020-10-27 17:40:58 -04:00
John Colvin
862d2a7ee8
remove unnecessary field '_side' from FifoSecurityMatcher::BookKeeper
2020-10-27 17:40:58 -04:00
Taha Afzal
408ae423c6
Modifications to the book affecting bit
2020-10-27 16:15:48 -04:00
Taha Afzal
0e1da96e52
Added test for sim order with no book effects
2020-10-27 14:38:03 -04:00
Taha Afzal
d0aa686693
FifoMatcher can match without affecting the existing markets
2020-10-27 11:54:07 -04:00
Pedro Pinto
317da795ec
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-27 08:52:10 -04:00
Taha Afzal
07887e60c5
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-26 18:47:12 -04:00
Taha Afzal
a2a7859a04
SniperAlgo
2020-10-26 18:47:04 -04:00
Pedro Pinto
d69aee25f9
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-26 17:53:17 -04:00
John Colvin
87e855086d
FifoSecurityMatcher recomputes book lazily to improve performance
2020-10-26 17:27:38 -04:00
Pedro Pinto
e918521266
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-26 15:26:42 -04:00
Pedro Pinto
969a3fd843
Intermediate commit
2020-10-26 15:25:57 -04:00
John Colvin
4adfe5708a
enable implied matching again (GatewayAgent uses MergedMatcher)
2020-10-26 14:59:24 -04:00
John Colvin
d270f60c2c
speed up FifoPriceLevelMatcher::populated() method (return as soon as 1 qty is detected)
2020-10-26 14:59:24 -04:00
Pedro Pinto
192f6ef390
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-26 13:38:17 -04:00
Pedro Pinto
df552e27d6
More views in sim_db.
2020-10-26 13:37:51 -04:00
Pedro Pinto
4850d279f6
CMAke
2020-10-26 13:37:35 -04:00
Pedro Pinto
29896b5ca4
Better logging.
2020-10-26 13:37:27 -04:00
John Colvin
710e05b029
migrate recent iceberg improvements over to DirectMatcher, and disable implied matching (need to resolve slowness in the MergedMatcher)
2020-10-26 12:40:52 -04:00
Pedro Pinto
f627bf9238
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-26 10:21:32 -04:00
Pedro Pinto
8a59948fe5
Made sniper check available depth before shooting, added a sniper mode
...
to just log.
2020-10-26 10:20:53 -04:00
Pedro Pinto
5de34a52bd
Added some new DB functionality, added utilities to manipulate book.
2020-10-26 10:18:44 -04:00
John Colvin
511b9551e3
delete old test code, clean up logging/console output in FifoMergedSecurityMatcher
2020-10-23 18:20:02 -04:00
John Colvin
8ddaaac244
define mdp3quantity operators with macro
2020-10-23 17:26:43 -04:00
John Colvin
ff0d0a2592
add implied_book method to Matcher, make book/implied_book methods const
2020-10-23 16:33:20 -04:00
John Colvin
919d5eb880
uncommented macro to enable implied matching in simulator (enables new iceberg code by side effect)
2020-10-23 16:32:21 -04:00
John Colvin
2e65f52802
Matcher gets iceberg qty directly from MDP3Order (since they are now generated w/ sim_input)
2020-10-23 16:12:19 -04:00
John Colvin
048f170727
fix build
2020-10-23 14:03:43 -04:00
John Colvin
bef915fd56
better iceberg deduction; integrate deduced icebergs into matcher
2020-10-23 13:29:37 -04:00
John Colvin
4f493aaf29
add pragma once to security_comp.h
2020-10-23 13:28:26 -04:00
Pedro Pinto
6b91e28d40
added icebergs to simulator input.
2020-10-23 11:28:56 -04:00
Pedro Pinto
895e3eebdd
Fixed clang build.
2020-10-23 08:29:57 -04:00
Pedro Pinto
2fed9da9fa
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-23 08:28:52 -04:00
Pedro Pinto
f6641e2ed1
Added observer algo to help validate the simulator.
2020-10-23 08:28:29 -04:00
Pedro Pinto
e5579871b5
Adjusted logging levels as per console/file discussion.
2020-10-23 08:28:08 -04:00
Pedro Pinto
e7a68a2ab3
Added top of the book view.
2020-10-23 08:27:32 -04:00
Pedro Pinto
0a58d69083
Faster combination generation.
2020-10-22 11:27:45 -04:00
Pedro Pinto
ed1915582c
Added view to summarize opportunity.
2020-10-22 11:27:30 -04:00
Pedro Pinto
5ea147efec
Trying to speed up polygon valuations.
2020-10-21 10:34:17 -04:00
Pedro Pinto
f1c5ba93d3
Fixed bugs in handling of CME fixed sized strings.
2020-10-21 10:31:37 -04:00
Pedro Pinto
e741b33810
Added command to list securities.
2020-10-21 10:30:24 -04:00
Pedro Pinto
044b331d27
Fixed build.
2020-10-19 10:18:13 -04:00
John Colvin
9f3124793a
implied matching seems slow, added macro in GatewayAgent.cpp to toggle it on or off while i investigate
2020-10-19 00:17:02 -04:00
John Colvin
f7c33b5eee
tone down logging/console output in matcher
2020-10-19 00:16:12 -04:00
John Colvin
d1fc809553
integrate implied matching into simulator
2020-10-18 23:06:25 -04:00
Pedro Pinto
e305ad124e
Toned down logging
2020-10-17 21:41:26 -04:00
Pedro Pinto
f68458a0f8
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-17 21:34:44 -04:00
Pedro Pinto
b33251fc64
Better opportunity static analysis.
2020-10-17 21:34:14 -04:00
John Colvin
695e484fd7
update externals (added ranges-v3 lib)
2020-10-17 20:28:42 -04:00
John Colvin
281c1d1919
add fifo implied matching facilities
2020-10-17 19:55:56 -04:00
John Colvin
62ad17011e
IntPrice * operator for regular ints
2020-10-17 19:34:44 -04:00
Pedro Pinto
52420a1256
build.
2020-10-16 20:19:21 -04:00
Pedro Pinto
9a2ff85669
Logged missing CPP's rather than crashing.
2020-10-16 20:14:54 -04:00
Pedro Pinto
76e0bced60
More realistic limits for polygon search space.
2020-10-16 20:14:37 -04:00
Pedro Pinto
e9cdb26d46
Better logging.
2020-10-16 20:13:39 -04:00
Pedro Pinto
e780ba5867
Merged
2020-10-15 14:25:39 -04:00
Pedro Pinto
e5d77593d1
Changed logging
2020-10-15 14:24:02 -04:00
Pedro Pinto
6580f3883b
Added logging of cancel/replace
2020-10-15 14:18:57 -04:00
Pedro Pinto
5e825b70d2
Added logging of cancel/replace
2020-10-15 14:18:28 -04:00
Pedro Pinto
2e13820e28
Dropped polygon opportunities with quantity 0
2020-10-15 10:56:56 -04:00
Pedro Pinto
24c06c5492
Fixed query.
2020-10-15 09:57:28 -04:00
Pedro Pinto
ad8ac601ce
Added commonly needed indexes to md DB, fixed duration calculation in
...
polygon opportunity calculation.
2020-10-15 09:53:49 -04:00
Pedro Pinto
fc21544cf2
Better polygon opportunity analysis.
2020-10-15 09:17:26 -04:00
Pete Fisher
a66eae66bb
fixing for python3
2020-10-14 21:56:49 -04:00
Pedro Pinto
af6636b44b
Added polygon opportunity analysis to SQL.
2020-10-14 21:17:36 -04:00
Pedro Pinto
7ab55a2fe6
Generating merged books.
2020-10-14 16:54:17 -04:00
Pedro Pinto
973cc1195a
Added implied book merging.
2020-10-14 12:30:47 -04:00
Pedro Pinto
ef849f04a4
Fixed reporting of event id in shout outcome in sniper.
2020-10-14 10:07:04 -04:00
Pedro Pinto
f1b91625e2
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-14 10:05:21 -04:00
Pedro Pinto
1100d8e1cd
Added event it so sniper shots.
2020-10-14 10:00:46 -04:00
Taha Afzal
18bcd7e911
fixing the merge 2
2020-10-13 14:10:03 -04:00
Taha Afzal
5a4e3f5acc
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-13 13:25:58 -04:00
Taha Afzal
efacf2986f
fixing merge conflict
2020-10-13 13:25:52 -04:00
Pedro Pinto
1f6255f751
Another broken build, I hope no one is watching
2020-10-13 13:16:01 -04:00
Taha Afzal
79d03c73d7
Added some more n_contracts, symbol, ticks to sniper output
2020-10-13 12:56:09 -04:00
Pedro Pinto
2905a80138
Massively improved memory usage for simulations.
2020-10-13 11:56:56 -04:00
Pedro Pinto
5cbab11310
Fixed the build, sorry.
2020-10-13 11:06:10 -04:00
Pedro Pinto
51edfb5d61
Improved performance, reduced memory usage in simulation.
2020-10-13 10:44:43 -04:00
Pedro Pinto
7324c160f8
Reduced logging.
2020-10-13 10:44:23 -04:00
Pedro Pinto
cb6f67f689
Avoided copying events.
2020-10-13 08:52:37 -04:00
Pedro Pinto
6cfd1cd070
Added better logging of polygon opportunities.
2020-10-13 08:24:32 -04:00
Pedro Pinto
d732b7d691
Added better dimenionsing of shot to Sniper.
2020-10-13 08:23:55 -04:00
Pedro Pinto
588319478e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-12 21:26:47 -04:00
Pedro Pinto
814b9f810b
Added polygon opportunities logging to sql command.
2020-10-12 21:26:02 -04:00
John Colvin
f41f2e5d55
add 'on_order_completed' and 'reset' method placeholders to FifoSecurityMatcher
2020-10-12 15:31:59 -05:00
John Colvin
4d592b1c3b
fix FifoSecurityMatcher::book_level (skip empty levels)
2020-10-12 13:52:53 -05:00
Pedro Pinto
1a1de31457
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-12 10:15:12 -04:00
Pedro Pinto
38b800981b
Tweaks to queries.
2020-10-12 10:14:36 -04:00
Pedro Pinto
89ef56f131
Naming polygons in the SQL DB.
2020-10-12 10:13:45 -04:00
Taha Afzal
2400f5b91c
Function for John to be used for implied matching
2020-10-11 18:31:27 -04:00
Taha Afzal
85c3ba0fa3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-11 10:34:53 -04:00
John Colvin
c6822be685
add 'fill' method placeholder to FifoSecurityMatcher
2020-10-10 23:09:57 -04:00
Pedro Pinto
cb81b0e53e
Cleaned up DB.
2020-10-10 18:32:27 -04:00
Taha Afzal
180d776929
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-10 15:45:12 -04:00
Pedro Pinto
332f98b3a7
Fixed non deterministic order for events.
2020-10-10 12:44:23 -04:00
Taha Afzal
08a65a290d
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-10 11:59:02 -04:00
Pedro Pinto
8bb5301fbb
Not sure how I messed this up.
2020-10-10 11:58:06 -04:00
Taha Afzal
51d402fbd5
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-10 10:29:11 -04:00
Taha Afzal
6e5f2f1a49
Added better logging in Matcher
2020-10-10 10:29:05 -04:00
Pedro Pinto
3a73b6cb9e
Changed sniper, md
2020-10-10 10:15:09 -04:00
Pedro Pinto
64f35f869e
Re-enabled sniper.
2020-10-09 14:50:04 -04:00
Pedro Pinto
67d9758ad2
Sped up matching.
2020-10-09 14:15:28 -04:00
Pedro Pinto
bcf4a04409
Disabled sniper, added logging to report sim progress.
2020-10-09 11:43:03 -04:00
Pedro Pinto
3be5afc08b
Fixed some sniper bugs.
2020-10-09 10:31:47 -04:00
Pedro Pinto
637a8f1efc
Added progress logging to simulation.
2020-10-09 10:31:31 -04:00
Pedro Pinto
00f9c9ec2e
Fixed utility.
2020-10-09 10:31:11 -04:00
Pedro Pinto
722750faeb
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-09 08:12:57 -04:00
Taha Afzal
74d10749b7
Bug where orders changing levels and getting completely filled were not marked as inactive
2020-10-08 23:38:05 -04:00
Pedro Pinto
9dd96b05e2
Better logging.
2020-10-08 17:10:25 -04:00
Taha Afzal
e927b35586
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-08 14:31:26 -04:00
Taha Afzal
e1fb9319a0
better error checking and validation in the matcher
2020-10-08 14:31:19 -04:00
Pedro Pinto
684b7d54b6
Fixed incorrect qty parameterization
2020-10-08 14:25:42 -04:00
Pedro Pinto
925997947f
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-08 14:09:10 -04:00
Pedro Pinto
dcbd86c1f5
Updated cpp reference data, improved polygon discovery
2020-10-08 14:08:58 -04:00
Taha Afzal
2f45ee3fe3
validation of incoming OrderChange
2020-10-08 13:26:18 -04:00
Pedro Pinto
0d4888111d
Merged
2020-10-08 11:50:19 -04:00
Pedro Pinto
a062dbe321
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-08 11:48:12 -04:00
Pedro Pinto
6ab0824532
Added polygon descriptors
2020-10-08 11:23:21 -04:00
Taha Afzal
385de5108e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-08 11:08:05 -04:00
Taha Afzal
c25310c491
assert for correct OrderUpdate state
2020-10-08 11:07:58 -04:00
Pedro Pinto
0fb6bc72a4
Merge remote-tracking branch 'refs/remotes/origin/spartan_tas' into spartan_tas
2020-10-08 10:43:39 -04:00
Pedro Pinto
88039a4c83
Refactored PandL facilties.
2020-10-08 10:43:24 -04:00
Taha Afzal
fd1ac28302
clean up period changed
2020-10-08 09:25:38 -04:00
Pedro Pinto
e8c6a2ad1c
Re-enabled run_sim command.
2020-10-07 18:08:30 -04:00
Pedro Pinto
1ee21c8d3e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-07 18:07:08 -04:00
Pedro Pinto
c5388b07f9
code complete for sim logging.
2020-10-07 18:06:46 -04:00
Taha Afzal
a165d6d193
Moved MatcherOrder in common
2020-10-07 14:16:58 -04:00
Taha Afzal
77f02d81d5
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-07 12:46:34 -04:00
Taha Afzal
fc8620939f
speed up
2020-10-07 12:46:13 -04:00
Pedro Pinto
d319c7ddb8
Fixed build.
2020-10-06 16:10:30 -04:00
Pedro Pinto
24df444584
Driving the simulator across days and parameter variations.
2020-10-06 16:08:33 -04:00
Pedro Pinto
6984676e7f
Towards orchestration of simulator runs.
2020-10-06 10:56:40 -04:00
Pedro Pinto
6356cf68f8
Added a field to instrumentdefinition.
2020-10-05 13:13:53 -04:00
Pedro Pinto
8ef76590a1
Many changes related to sniper simulation.
2020-10-05 11:57:20 -04:00
Taha Afzal
724eea5403
Added cancel perf test
2020-10-03 22:18:31 -04:00
Pedro Pinto
96cf8dcfac
Added better pnl
2020-10-02 11:27:11 -04:00
Pedro Pinto
5add27a107
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-02 11:12:09 -04:00
Pedro Pinto
2683bb6c34
Re-enabled P&L
2020-10-02 11:12:00 -04:00
Taha Afzal
8bdce09aec
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-02 11:01:56 -04:00
Taha Afzal
a732e926a9
Speed improvements, plus missing sec in execution report filled
2020-10-02 11:01:49 -04:00
Pedro Pinto
2fdec04336
Fixed build.
2020-10-02 10:19:25 -04:00
Pedro Pinto
3199689772
Temporarily disabled display factor adjustment until we have secs in fills.
2020-10-02 10:15:47 -04:00
Pedro Pinto
69efd022bd
Fixed P&L calculation for algos.
2020-10-02 10:14:31 -04:00
Pedro Pinto
1604beb3f8
More refactoring. More to come.
2020-10-02 07:25:34 -04:00
Pedro Pinto
0ad57ef290
Fixed build.
2020-10-02 07:08:47 -04:00
Pedro Pinto
376c250802
Refactored.
2020-10-02 07:06:32 -04:00
Pedro Pinto
cf1191bf0a
Refactoring
2020-10-02 06:46:42 -04:00
Pedro Pinto
e1a8870dda
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-01 10:33:42 -04:00
Pedro Pinto
7991b8e8bd
Improved output
2020-10-01 10:33:20 -04:00
Taha Afzal
198d52eca1
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-10-01 10:24:19 -04:00
Taha Afzal
707c8fbd41
Fixed the side in the matcher execution report
2020-10-01 10:24:13 -04:00
Pedro Pinto
299bf7b4da
Sniper is sniping. We are going to be simulated millionaires.
2020-10-01 09:38:00 -04:00
Pedro Pinto
1fb1af7132
First run of the simulator.
2020-09-30 17:17:57 -04:00
Pedro Pinto
ce2a6d3b2f
Sped up sim runs by caching simulator inputs.
2020-09-30 14:41:22 -04:00
Pedro Pinto
271e14ae5b
Cleaned up polygon generation.
2020-09-30 09:51:40 -04:00
Pedro Pinto
110af7795e
Cleaned up simulator input generation.
2020-09-30 08:25:33 -04:00
Pedro Pinto
617b4e2bba
Added polygons to SQL DB.
2020-09-29 14:35:06 -04:00
Pedro Pinto
5f9705cbdb
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-29 13:50:23 -04:00
Pedro Pinto
54333ccb7b
Improved polygon detection speed and correctness.
2020-09-29 13:39:02 -04:00
Taha Afzal
5049212af5
FifoMatcher can optionally ignore internally matched orders
2020-09-29 12:53:21 -04:00
Taha Afzal
a5a1f87528
Moved the matcher tests into its own file
2020-09-29 11:09:42 -04:00
Taha Afzal
f83d57fc0c
Spreader tests pass while sending orders to sim
2020-09-28 21:32:19 -04:00
Pedro Pinto
e2f4fc83a2
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-28 15:03:12 -04:00
Pedro Pinto
2bb246262c
Refactored to modularize pcap queries. Added pcap polygon generation cmd.
2020-09-28 15:02:12 -04:00
Taha Afzal
ed3cc43e59
Fixed the first ack issue
2020-09-28 14:04:36 -04:00
Taha Afzal
4c505f58c5
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-27 22:27:25 -04:00
Taha Afzal
47ac6c5dd3
tests for the spreader bridge
2020-09-27 22:26:48 -04:00
Pedro Pinto
e889d0835f
Added views to md.sql, documented better.
2020-09-26 12:08:36 -04:00
Pedro Pinto
01ce2211f3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-26 11:53:16 -04:00
Pedro Pinto
ffc39be466
Added polygon generation.
2020-09-26 11:52:55 -04:00
Taha Afzal
dcfada0b81
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-24 14:26:16 -04:00
Taha Afzal
ee03de52b7
Events were not getting passed back to the spreader
2020-09-24 14:26:03 -04:00
Pedro Pinto
2fc3a797eb
Fixed bug in import.
2020-09-24 12:06:32 -04:00
Pedro Pinto
419dc355e3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-24 08:37:26 -04:00
Pedro Pinto
ec994a93e7
Fixed bug in CSV generation.
2020-09-24 08:36:58 -04:00
Taha Afzal
679330ba53
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-24 00:21:53 -04:00
Taha Afzal
87d0f93043
spreader ready to go with sim
2020-09-24 00:21:43 -04:00
Pedro Pinto
7e85f390b3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-23 18:02:52 -04:00
Pedro Pinto
ef18b37fd3
Added additional security info to sqlite.
2020-09-23 18:02:24 -04:00
Taha Afzal
ef016bfafc
SpreaderChildOrderUpdate takes a side arg to work better with IAlternateOrderGateway
2020-09-23 17:48:50 -04:00
Taha Afzal
9824ef7686
Added order indirection interface
2020-09-23 12:37:27 -04:00
Taha Afzal
2f21e73d8d
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-22 11:24:01 -04:00
Taha Afzal
22f4a7a324
order bridge bw spark and spartan has one link remaining
2020-09-22 11:23:50 -04:00
Pedro Pinto
6bf4966fb3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-22 11:17:08 -04:00
Pedro Pinto
0e552bbcad
Improved order deduction. Improved iceberg deduction.
2020-09-22 11:15:08 -04:00
Taha Afzal
4a6b14caa4
Merging
2020-09-21 14:40:31 -04:00
Taha Afzal
519d08cb78
Interfacing sim with spreader 60-70% done
2020-09-21 14:31:32 -04:00
Pedro Pinto
e89b4206f9
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-21 14:05:21 -04:00
Pedro Pinto
4adbe82e1e
Simulator is code complete.
2020-09-21 11:24:21 -04:00
Pedro Pinto
18b7f71020
More simulator framework.
2020-09-21 09:27:13 -04:00
Taha Afzal
86e631ae3e
Calling spreader's initialization functions from SimSpreader
2020-09-19 17:22:20 -04:00
Taha Afzal
87bc9b2d25
SimSpreader and some cleanup
2020-09-18 23:49:32 -04:00
Pedro Pinto
c7b65ac062
Added simulator framework.
2020-09-18 14:22:14 -04:00
Taha Afzal
cb07fc1cb7
Cleaning up FIFO
2020-09-17 11:37:18 -04:00
Taha Afzal
5f489a33f7
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-16 14:49:56 -04:00
Taha Afzal
a22e3efb64
Filling in matcher
2020-09-16 14:49:51 -04:00
Pedro Pinto
fc51a03a70
Fixed estimation of iceberg order to take into account fill status.
2020-09-14 17:16:13 -04:00
Pedro Pinto
090a9dfb17
Added iLink3 documentation.
2020-09-14 12:02:37 -04:00
Taha Afzal
ad5000d835
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-14 10:11:21 -04:00
Taha Afzal
abd1651034
Events causing IB issues added list of traced events
2020-09-14 10:11:15 -04:00
Pedro Pinto
8d94794cdb
Added the hability to run the simulator across multiple channels.
2020-09-13 15:53:58 -04:00
Pedro Pinto
ab6ffebe20
Simulator is code complete.
2020-09-11 18:59:00 -04:00
Pedro Pinto
0698aa90b3
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-11 08:19:17 -04:00
Pedro Pinto
00deda50ec
Fixed fifo validation, more refactoring of sim
2020-09-11 08:18:59 -04:00
Taha Afzal
c914d97376
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-10 12:46:37 -04:00
Taha Afzal
b574de32ae
facility for fifo to ignore events, plus log a mismatch istead of asserting
2020-09-10 12:46:31 -04:00
Pedro Pinto
ab6be7624e
Added allowance for self match prevention when deducing orders
2020-09-10 10:56:52 -04:00
Pedro Pinto
300ba5a16e
Skipped bad events.
2020-09-10 08:53:47 -04:00
Taha Afzal
9da7784b1b
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-09 19:40:50 -04:00
Pedro Pinto
8b2046a4c4
Skiped first 40K events in fifo validation, for speed
2020-09-09 17:45:07 -04:00
Pedro Pinto
a5b9e40b53
Skipped open when testing fifo
2020-09-09 17:40:57 -04:00
Pedro Pinto
6c6dd86c02
More refactoring of sim.
2020-09-09 16:42:55 -04:00
Taha Afzal
109a12412a
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-09 14:06:07 -04:00
Taha Afzal
10edd13593
Log adjustments again
2020-09-09 14:06:01 -04:00
Pedro Pinto
d7014ce172
Better deduced order detection, refactored sim
2020-09-09 13:47:28 -04:00
Pete Fisher
27aa43f44d
fixed time on ilink2 audit
2020-09-09 12:16:57 -04:00
Pedro Pinto
19e087aa69
Fixed time reporting in iLink3.
2020-09-09 10:58:34 -04:00
Taha Afzal
899218ccf6
Moving MatchingCommon to the new matching directory
2020-09-09 10:41:41 -04:00
Taha Afzal
5fbd5b8804
Fixing merge conflict
2020-09-09 10:35:14 -04:00
Taha Afzal
8a564c38e9
More selective logging to catch the offending orders
2020-09-09 10:13:04 -04:00
Pedro Pinto
5758b56296
Improved iceberg detection
2020-09-09 10:00:52 -04:00
Pedro Pinto
da8c8c271a
Merged
2020-09-08 11:59:38 -04:00
Pedro Pinto
26a0508e03
Simulator in progress.
2020-09-08 11:55:45 -04:00
Taha Afzal
80294f9f37
Fixing merge
2020-09-08 10:19:31 -04:00
Taha Afzal
c408825a8d
better logging to trace down specific orders
2020-09-08 10:09:29 -04:00
Pedro Pinto
5cdc4f5a66
Flushing out simulator.
2020-09-07 14:41:23 -04:00
Pedro Pinto
d5bc1a0acb
Tweaked test.
2020-09-07 14:41:08 -04:00
Pedro Pinto
0f8ae1e345
Refactored simulator names, structure.
2020-09-07 09:03:58 -04:00
Pedro Pinto
6bcd13f30c
Added generation of sim input.
2020-09-04 14:14:38 -04:00
Pedro Pinto
a330ecf24d
Skipped icebergs in FIFO validation.
2020-09-04 10:34:19 -04:00
Pedro Pinto
8df3bf38cd
Cleaned up sqlite file generation.
2020-09-04 08:32:00 -04:00
Pedro Pinto
9e1f72df94
Added a SQL command that generates a SQL DB from a pcap.
2020-09-03 21:01:49 -04:00
Pedro Pinto
b615a6105a
Added to md.sql documentation.
2020-09-03 11:50:30 -04:00
Pedro Pinto
5c9595f4a6
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-03 11:46:57 -04:00
Pedro Pinto
efa8aa297d
Working Sim.
2020-09-03 11:46:44 -04:00
Taha Afzal
47b45d2a53
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-09-03 11:39:20 -04:00
Taha Afzal
cf3eae1311
added comments to the columns in the sql script
2020-09-03 11:39:01 -04:00
Pedro Pinto
f197077e78
Ran clang-format on spartan.
2020-09-03 10:33:19 -04:00
Pedro Pinto
0240be755a
Added icebergs
2020-09-02 15:58:09 -04:00
Pedro Pinto
0c69024f7a
Added Icebergs to CVS output.
2020-09-02 15:30:40 -04:00
Pedro Pinto
15be25a382
Added helper in FIFO matcher.
2020-09-02 11:18:45 -04:00
Pedro Pinto
3047cc2570
Included priorIty In deduced order, why not.
2020-09-02 11:18:26 -04:00
Pedro Pinto
4369cb61fe
Cleaned up debug output
2020-09-02 09:29:16 -04:00
Pedro Pinto
04c4674582
Improved diagnostics.
2020-09-02 09:26:44 -04:00
Pedro Pinto
504ef84da3
Better diagnostic
2020-09-01 17:27:26 -04:00
Pedro Pinto
8cc564da96
Merged
2020-09-01 17:13:47 -04:00
Pedro Pinto
2abc69fd7c
Fixed a bug in deducing orders, improved output.
2020-09-01 17:06:44 -04:00
Taha Afzal
87d0498c23
Improved the on_same_orders return message
2020-09-01 16:34:32 -04:00
Taha Afzal
ecb3893370
Fixing merge conflict
2020-09-01 14:21:49 -04:00
Taha Afzal
f974d90eaa
FifoSecurityMatcher::on_same_orders now returns an optional<string>
2020-09-01 13:40:27 -04:00
Pedro Pinto
6a4e06873b
Added diagnostics, fixed order priority insertion
2020-09-01 11:02:17 -04:00
Taha Afzal
3b235efd3f
Changing Info logging to Diag
2020-08-31 16:21:20 -04:00
Taha Afzal
2f8436e131
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-31 16:17:16 -04:00
Taha Afzal
e801951820
More logging
2020-08-31 16:17:11 -04:00
Pedro Pinto
2b61e65bf5
Added seamless XZ decompression on any spartan cmd.
2020-08-31 10:45:31 -04:00
Pedro Pinto
f5fe552cd9
Working on adding seamless decompression.
2020-08-31 08:00:41 -04:00
Taha Afzal
6b529d0f7e
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-29 23:54:58 -04:00
Taha Afzal
4c3ad827c5
fixed bug, more logs, ahdered to new IB in MDP3Quantity
2020-08-29 23:54:47 -04:00
Pedro Pinto
6b09e18948
Referenced iml.
2020-08-28 15:50:43 -04:00
Pedro Pinto
9103a00f20
cleaned up slightly
2020-08-28 13:46:04 -04:00
Pedro Pinto
7a7588f8d9
Changed the fifo matcher harness
2020-08-28 13:44:12 -04:00
Pedro Pinto
7ee0068ff0
Added inital harness to test fifo.
2020-08-28 12:01:06 -04:00
Pedro Pinto
9b586b2ae2
Better documentation.
2020-08-28 10:38:05 -04:00
Pedro Pinto
09f7879c83
Comment in SQL.
2020-08-28 10:35:32 -04:00
Pedro Pinto
d80e27f989
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-27 12:04:17 -04:00
Pedro Pinto
45f9e53f10
Fixed deduced orders, iceber orders.
2020-08-27 12:03:26 -04:00
Taha Afzal
e2d11cb59b
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-27 10:41:20 -04:00
Taha Afzal
d0b923339d
fixed cross IB test (bug was in the test)
2020-08-27 10:41:09 -04:00
Pedro Pinto
9deb6182d0
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-27 08:27:37 -04:00
Pedro Pinto
4c4e870c67
Merge branch 'master' into spartan_tas
2020-08-27 08:24:01 -04:00
Pedro Pinto
167c8c23a0
Fixed batching of orders under iLink3.
2020-08-27 08:19:47 -04:00
Pedro Pinto
3f3b481654
Merged
2020-08-26 11:21:40 -04:00
Pete Fisher
0fa870ea40
added MJF
2020-08-26 11:05:15 -04:00
Pedro Pinto
2b3b551898
Merged
2020-08-26 11:03:15 -04:00
Pedro Pinto
ad4d97c17e
Tweaked IB struct.
2020-08-26 08:29:09 -04:00
Taha Afzal
c941105502
IB cross order
2020-08-25 19:24:16 -04:00
Taha Afzal
174743cdb6
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-25 13:44:48 -04:00
Taha Afzal
a752ad0cbc
fixed bug with iceberg filling
2020-08-25 13:44:43 -04:00
Pedro Pinto
477e33eb81
Merged
2020-08-25 13:39:56 -04:00
Pedro Pinto
052268f052
Better json printing, faster processing on sec status change, progress in iceberg detection.
2020-08-25 13:37:43 -04:00
Taha Afzal
27294f125d
iceberg test
2020-08-25 11:39:19 -04:00
Pete Fisher
d235f4be41
fixed jetfix.conf ports on relay
2020-08-25 10:03:09 -04:00
Pete Fisher
e80c634bd1
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-25 09:01:28 -04:00
Pete Fisher
37f33778e1
fixed jetfix.conf
2020-08-25 09:01:13 -04:00
Taha Afzal
c540fdd11f
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-24 23:17:14 -04:00
Taha Afzal
e7f9e98f0a
Resting IB matching engine completed
2020-08-24 23:17:05 -04:00
Taha Afzal
253586fc79
Iceberg reloading
2020-08-24 20:40:11 -04:00
Pedro Pinto
ec43dbd82d
Maybe fixed the self match prevention problem.
2020-08-24 17:02:58 -04:00
Pedro Pinto
f07998d6a6
Fixed order rounding error in ilink3
2020-08-24 16:17:31 -04:00
Pedro Pinto
9d0c99a17b
Richer console logging
2020-08-24 16:16:11 -04:00
Pedro Pinto
58992eb893
Changed logging subsystem from ilink3 to iLink3
2020-08-24 16:16:11 -04:00
Pete Fisher
a471670a91
added audit log scripts to be run by the docker container
2020-08-24 16:15:27 -04:00
Pete Fisher
96e1d25ca4
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-24 15:22:54 -04:00
Pete Fisher
d4bb88dbfe
added jetfix going to cert relay
2020-08-24 15:21:45 -04:00
Taha Afzal
bbc2277bae
Order's exchange priority need not be kept around
2020-08-24 12:25:14 -04:00
Taha Afzal
d54861a9d0
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-24 12:02:18 -04:00
Taha Afzal
a5d98a32b6
Iceberg related changes
2020-08-24 12:01:59 -04:00
Pedro Pinto
b3dc2cdcd4
Changed logging subsystem from ilink3 to iLink3
2020-08-24 11:06:44 -04:00
Pedro Pinto
a2ea2239da
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-24 08:37:41 -04:00
Pedro Pinto
5e56a66171
Multiple improvements.
2020-08-24 08:37:08 -04:00
Taha Afzal
fa0674a657
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-21 23:23:36 -04:00
Taha Afzal
2eb2b07f8f
fixed bug with sweeps
2020-08-21 23:23:26 -04:00
Taha Afzal
b7f15986ad
tests for order remove/modify and its affects on the book
2020-08-21 18:49:00 -04:00
Pedro Pinto
3e0cdde714
Corrected how we handle security tradus status changes.
2020-08-21 17:49:12 -04:00
Pedro Pinto
3334f1b709
A few more tweaks.
2020-08-21 17:49:12 -04:00
Taha Afzal
29e080da71
remove tests
2020-08-21 16:18:24 -04:00
Taha Afzal
927cd60d41
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-21 12:15:56 -04:00
Pedro Pinto
7c5cb5b7f7
Updated csv generation to include implied matching status.
2020-08-21 12:13:23 -04:00
Taha Afzal
9f84f7215c
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-21 12:09:45 -04:00
Taha Afzal
14fd296aa2
some iceberg adjustments, and more tests
2020-08-21 12:09:32 -04:00
Pedro Pinto
470f94f6e1
Added support for implied matching status.
2020-08-21 11:48:33 -04:00
Pedro Pinto
9bfd33320e
More changes to instrument definition. C++ continues to mistify.
2020-08-21 10:33:48 -04:00
Pedro Pinto
f7a2693952
Cleaned up instrument definition.
2020-08-21 09:28:44 -04:00
Pedro Pinto
d573447d64
Added method to visit security
2020-08-21 09:03:47 -04:00
Pedro Pinto
ccd7d29501
Fixed some bugs in cvs export
2020-08-21 01:00:10 -04:00
Pedro Pinto
291699fb9b
Added books to CSV output.
2020-08-21 00:22:36 -04:00
Pedro Pinto
056e0f8aa7
Removed debug break
2020-08-20 17:25:44 -04:00
Pedro Pinto
45ed583d46
Fixed a few bugs, made it possible to stream through a pcap once only
2020-08-20 17:13:52 -04:00
Pedro Pinto
54a2131b20
Fixed typo.
2020-08-20 12:01:51 -04:00
Taha Afzal
a4bbb6c88b
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-20 10:59:02 -04:00
Taha Afzal
e6c2ceb931
tests for single price level
2020-08-20 10:58:57 -04:00
Pedro Pinto
c43ec4a56d
Added script to easily compress pcaps.
2020-08-20 10:43:58 -04:00
Pedro Pinto
b871cc4e09
Cleaned up code.
2020-08-20 09:25:38 -04:00
Pedro Pinto
6aec729b6a
Added prettier logging when observing spartan pcaps
2020-08-19 21:16:54 -04:00
Pedro Pinto
025625e0b9
Simplified console logging
2020-08-19 21:15:40 -04:00
Pete Fisher
0963aee137
added audit log scripts to be run by the docker container
2020-08-19 17:49:47 -04:00
Pedro Pinto
5c5bc243d2
Added new spartan command to clean up pcaps to just what we need.
2020-08-19 16:29:49 -04:00
Taha Afzal
0d0af32b85
Merge branch 'spartan_tas' of bitbucket.org:bluetradesys/spark into spartan_tas
2020-08-19 14:30:17 -04:00
Taha Afzal
46c2d2e916
cleaning
2020-08-19 14:30:10 -04:00
Taha Afzal
ff6d0f0e1b
cleaning up, fixing the sorting of prices
2020-08-19 14:14:40 -04:00
Pedro Pinto
86ca092f18
Fixed bug that was preventing import of oil data.
2020-08-18 13:06:58 -04:00
Pedro Pinto
ec3d642cee
Better export to CSV.
2020-08-18 10:58:42 -04:00
Pedro Pinto
7489d70c95
Added some sql tools, added order deduction
2020-08-18 07:51:16 -04:00
Pedro Pinto
81bb5404cb
Merged
2020-08-18 07:50:59 -04:00
Taha Afzal
a0155beb83
Fifo Matching Engine
2020-08-18 00:02:10 -04:00
Pedro Pinto
c2f8e92b10
Hopefully fixed the ilink3 filled qty reporting problem.
...
This was crashing the spreader.
2020-08-13 08:42:43 -04:00
Pedro Pinto
7ae0142dff
Fixed reset of sequence numbers problem
2020-08-12 11:56:08 -04:00
Taha Afzal
780b74fc56
Basic scaffolding plus price level match
2020-08-11 20:09:09 -04:00
Pedro Pinto
78bc14348d
Miscelaenous improvements.
2020-08-10 13:46:59 -04:00
Pedro Pinto
52bc0f1a17
Better spelling.
2020-08-09 17:24:55 -04:00
Pedro Pinto
c52c24c3f2
Fixed some more issues. Everything looks good now.
2020-08-09 17:06:53 -04:00
Pedro Pinto
0d9277bf6a
Added test file, discovered feeds automatically.
2020-08-08 16:32:54 -04:00
Pedro Pinto
761797dc24
Fixed a few more bugs.
2020-08-07 20:32:31 -04:00
Pedro Pinto
39a560c394
Fixed a couple more serious bugs.
2020-08-07 14:15:04 -04:00
Pedro Pinto
b4f01da8d8
Added print.
2020-08-07 13:13:33 -04:00
Pedro Pinto
f7ca1efdb8
Fixed a number of bugs.
2020-08-07 13:08:51 -04:00
Pedro Pinto
1b4ed339d6
More bugs, more fixes.
2020-08-06 12:20:00 -04:00
Pedro Pinto
5af89e0124
Fixed a few more bugs.
2020-08-06 12:11:58 -04:00
Pedro Pinto
1fddbf1cca
More tests, more fixes.
2020-08-06 08:58:10 -04:00
Pedro Pinto
1cd1a23c80
Added a unit test and fixed some bugs.
2020-08-05 11:22:09 -04:00
Pedro Pinto
b987ec6a8a
Added a smoke test for MD.
2020-08-04 17:28:17 -04:00
Pedro Pinto
f509026815
Code complete on MD.
2020-08-04 17:13:48 -04:00
Pedro Pinto
557b658146
Almost done.
2020-08-04 16:54:00 -04:00
Pedro Pinto
e3c4960622
Fixed build.
2020-08-04 08:32:42 -04:00
Pedro Pinto
350b4307dc
Refactor.
2020-08-03 20:59:54 -04:00
Pedro Pinto
762ca47a59
Refactored.
2020-08-03 20:47:25 -04:00
Pedro Pinto
79b83ba494
Refactored.
2020-08-03 20:47:04 -04:00
Pedro Pinto
51f5155a1a
Removed obsolete code.
2020-08-03 20:42:53 -04:00
Pedro Pinto
d0b3124813
Recovery complete.
2020-08-03 20:36:42 -04:00
Pedro Pinto
29128dd014
Almost code complete.
2020-08-03 18:15:46 -04:00
Pedro Pinto
9e8f5809c3
Starting work on integrating recovery with realtime processing.
2020-08-03 11:11:06 -04:00
Pedro Pinto
7e2001744c
More refactoring.
2020-08-03 09:43:51 -04:00
Pedro Pinto
f5b83efade
Incremental Queue completed.
2020-08-02 16:22:57 -04:00
Pedro Pinto
aedb9d2ae1
Refactored for consistency.
2020-08-02 16:10:54 -04:00
Pedro Pinto
5ccd28d84d
Refactored.
2020-08-01 20:38:53 -04:00
Pedro Pinto
3320888fc8
Instrument defintion copy.
2020-07-30 17:16:35 -04:00
Pedro Pinto
456e9bf357
Finished real time feed processor.
2020-07-30 16:11:35 -04:00
Pedro Pinto
275a757eb7
Finished up InstrumentSnapshot.
2020-07-30 10:32:10 -04:00
Pedro Pinto
d51d170891
Lots of progress on real time feed processing
2020-07-29 13:22:34 -04:00
Pedro Pinto
87d138740f
More refactoring and tools.
2020-07-27 08:45:18 -04:00
Pedro Pinto
625f165a63
Life-time management bug, one & cost a whole day.
2020-07-24 18:13:56 -04:00
Pedro Pinto
8421ed0ae9
Small changes.
2020-07-24 18:13:39 -04:00
Pedro Pinto
2a03eb323d
Initial tests run.
2020-07-21 12:08:27 -04:00
Pedro Pinto
cac6a9cd53
Refactoring.
2020-07-20 09:38:22 -04:00
Pedro Pinto
a148b8fdcb
More recovery work.
2020-07-20 08:29:18 -04:00
Pedro Pinto
d635e8a978
Getting close to recovery.
2020-07-17 20:16:57 -04:00
Pedro Pinto
7aadd38934
More refactoring.
2020-07-17 08:52:46 -04:00
Pedro Pinto
b63b11982b
Refactoring.
2020-07-15 12:24:01 -04:00
Pedro Pinto
88a4d2ed80
Crazy template stuff.
2020-07-12 16:40:08 -04:00
Pedro Pinto
26bdef7ddd
Merged with master
2020-07-11 12:30:06 -04:00
Pedro Pinto
db0ffba8ed
Fixed windows build
2020-07-10 13:00:20 -04:00
Pedro Pinto
a274a214b4
Merged with master
2020-07-10 11:31:47 -04:00
Pedro Pinto
bbcfa3c75a
merged with prod
2020-07-10 10:45:10 -04:00
Pedro Pinto
89229d65f1
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2020-07-10 10:43:34 -04:00
Pedro Pinto
0e75cde409
Fixed a bad asser in recovery, a few typos, haderned against bad securities.
2020-07-10 10:36:03 -04:00
Pedro Pinto
42fa6dfaff
Fixed life cycle of exe reports and config during replay.
2020-07-09 16:06:39 -04:00
Pedro Pinto
400143c84d
Protected against ticker subs for expired securities.
2020-07-09 14:45:51 -04:00
Pedro Pinto
e915945880
Trying to replay fix logs.
2020-07-09 14:27:22 -04:00
Taha Afzal
ca6673e98f
Merge branch 'prod'
2020-07-09 13:09:57 -04:00
Taha Afzal
479f3dccff
Adding OnSignal (this is a new algo which is hidden by default)
2020-07-09 13:07:28 -04:00
Pedro Pinto
9601ebab20
Adding replay of stored messages.
2020-07-09 10:16:31 -04:00
Taha Afzal
c272d8a8c2
Pyramid Algo: Takes care of the rounding error when Top == sum (child orders)
2020-07-08 13:35:21 -04:00
Pedro Pinto
b344ab3377
Fixed an issue with order recovery from Exec reports.
2020-07-08 12:07:48 -04:00
Pedro Pinto
ae3080b031
Refactoring.
2020-07-08 10:10:14 -04:00
Pedro Pinto
f0464331cb
Added better handling of cancel rejects.
2020-07-08 09:52:18 -04:00
Pedro Pinto
0648b618bf
Refactored.
2020-07-08 08:42:53 -04:00
Pedro Pinto
59282b8c70
Added one more test to manual order entry list.
2020-07-08 08:42:18 -04:00
Pedro Pinto
34a86009ce
Doc and tool minor update.
2020-07-08 07:44:01 -04:00
Pedro Pinto
0ad9ae9001
Small tweak to logging tool.
2020-07-07 20:19:59 -04:00
Pedro Pinto
a296e1e772
Fixed parsing of stop px in link3.
2020-07-07 20:19:41 -04:00
Pedro Pinto
7f53d8b161
Improved logging, fix iceberg order, removed duplicate logging.
2020-07-07 17:01:24 -04:00
John Colvin
fbd8bbd4a8
algo abbreviation code uses string.Join instead of list_string (the latter method is redundant, should be removed)
2020-07-07 13:16:18 -05:00
John Colvin
3da52b350f
fix pure crash (algo abbreviation code choked on names that end with a space)
2020-07-07 13:15:55 -05:00
Pedro Pinto
243d6827d4
Merge remote-tracking branch 'refs/remotes/origin/ilink3_final' into ilink3_final
2020-07-07 12:12:09 -04:00
Pedro Pinto
00221f9bd9
Fixed spread order entry.
2020-07-07 12:11:11 -04:00
Pedro Pinto
a6171ae405
Fixed spread order entry.
2020-07-07 11:55:05 -04:00
Pedro Pinto
be5d01a797
Fixed fills.
2020-07-07 06:47:58 -04:00
Pedro Pinto
e5d9d324bf
Order order entry manual test.
2020-07-06 18:22:39 -04:00
Pedro Pinto
c34dee9d96
Taked order status from execution report, parse error message in il3
2020-07-06 18:21:44 -04:00
Pedro Pinto
e5a98aab41
Merged with master
2020-07-06 12:49:24 -04:00
Pedro Pinto
10cd35372b
Can enter, modify, cancel orders.
2020-07-06 11:38:17 -04:00
Pedro Pinto
ad4515be39
Renamed NativeOrder to GLBXNativeOrder
2020-07-06 09:47:34 -04:00
Pedro Pinto
ff4d87dd6b
Fixed IL3 execution report parser to convert exchange prices.
2020-07-06 09:34:26 -04:00
Pedro Pinto
8ddde3f9da
Part 2 of MBO service fix.
2020-07-06 09:34:09 -04:00
Pedro Pinto
51093dc3a5
Added simple tool to watch spark logs.
2020-07-06 09:33:35 -04:00
Pedro Pinto
5d5db9ad9f
Fixed MBO parser to extract the right exchange key.
2020-07-06 09:33:06 -04:00
Pedro Pinto
fca808fe0d
Made ilink3 gw wait for start() before its starts.
2020-07-03 14:11:22 -04:00
Pedro Pinto
07d14f877b
More nonsense
2020-07-02 20:28:49 -04:00
Pedro Pinto
5ea6dccdd4
Something here breaks
2020-07-02 19:04:49 -04:00
Pedro Pinto
ac956a5c02
Renamed ExchangeOrderIDu64 to ExchangeOrderID64
2020-07-02 19:00:32 -04:00
Pedro Pinto
1fba09cf94
Refactor of ids.
2020-07-02 11:05:04 -04:00
Pedro Pinto
0baa6b875e
Fixed merge error.
2020-07-02 09:09:20 -04:00
Pedro Pinto
cdacc2d4d4
Merged
2020-07-02 07:26:43 -04:00
Pedro Pinto
1433541947
Automatically advanced our own seq number on connection failure.
...
It is fairly easy for our sequence number to be behind CME if we
crash. Since we can detect this issue (CME tells us about it) we can
try to fix it automatically by incrementing our own sequence
number. This should allow us to recover automatically in some
scenarios.
2020-07-02 06:57:01 -04:00
Pedro Pinto
1070ca7ace
Ran clang-format.
2020-07-02 06:28:32 -04:00
Pedro Pinto
56fa27dd7e
Handled non text timestamp in native order.
2020-07-02 06:23:07 -04:00
Pedro Pinto
d87b522bc6
Added better logging when terminated by exchange.
2020-07-02 06:22:38 -04:00
Eric Harding
166cb03782
Provide account when parsing execution reports.
2020-07-01 14:40:10 -04:00
John Colvin
40bad84c48
algo studio includes algos with undefined children in the dropdown
2020-07-01 12:09:12 -05:00
Eric Harding
c3786d9d64
ilink3: Provide SecurityOracle to execution report parser
2020-07-01 11:50:03 -04:00
Pedro Pinto
9080e3124b
Filled in cust_order_handing_inst
2020-07-01 11:29:47 -04:00
Pedro Pinto
d9c536124a
Fixed logging of session seq numbers.
2020-07-01 11:29:30 -04:00
Pedro Pinto
7de6b2907e
Filled in sendercompid in routing record.
...
iLink3 requires this.
2020-07-01 10:48:01 -04:00
Eric Harding
75f017e9f8
ilink3: Get PartyDetails from sender_cmp_id
2020-07-01 10:29:20 -04:00
Pedro Pinto
7757ab3ea0
Fixed a few bugs.
2020-06-30 19:35:53 -04:00
Pedro Pinto
3186dd383c
We can connect now.
2020-06-30 19:03:35 -04:00
Pedro Pinto
45f751c9c6
Bad merge.
2020-06-30 19:03:35 -04:00
Pedro Pinto
e4d3774980
Better logging.
2020-06-30 19:03:35 -04:00
Eric Harding
eedb3ce05d
Clear hmac for json logging
2020-06-30 17:11:01 -04:00
Eric Harding
6a7d38c0fd
flip session bool
2020-06-30 16:10:26 -04:00
Eric Harding
7f9967834d
add readme note
2020-06-30 15:34:03 -04:00
Eric Harding
31ccbfcd19
Switch to ilink3 logging group
2020-06-30 14:43:38 -04:00
Eric Harding
c2abf90cc4
IL3MessageFramer owns outgoing messages so it needs to outlive ILinkGW
2020-06-30 14:36:02 -04:00
Eric Harding
8dc4735248
ilink3: set_state(Error) only after disconnect
2020-06-30 14:25:59 -04:00
Pedro Pinto
d940d9f11d
For now, caught serialization error in some ilink3 msgs.
2020-06-30 14:10:07 -04:00
Pedro Pinto
1e0c75c6c7
Added iLink3 subsystem for logging.
2020-06-30 14:09:55 -04:00
Eric Harding
fbaa17bc40
Add some comments to marketdata.proto
2020-06-30 13:16:30 -04:00
Eric Harding
38e3cd6197
Update market data readme
2020-06-30 13:13:48 -04:00
Pedro Pinto
3bb9961af4
Refactor.
2020-06-30 11:35:40 -04:00
Pedro Pinto
da8088fd8d
Rebased
2020-06-30 11:27:56 -04:00
Eric Harding
748a65f671
Merge branch 'ilink3_gateway' of bitbucket.org:bluetradesys/spark into ilink3_gateway
2020-06-30 10:05:33 -04:00
Eric Harding
66d80136bd
ilink3: Keep outgoing messages alive forever.
2020-06-30 10:04:42 -04:00
Eric Harding
10386311d4
Update market data readme
2020-06-29 12:25:30 -04:00
Eric Harding
629a7f8130
Remove unused class in MD
2020-06-29 12:25:14 -04:00
Pedro Pinto
81189bb2cc
Forgot to add message logger.
2020-06-29 12:08:22 -04:00
Pedro Pinto
e5681a50f2
Made session name come from date.
2020-06-29 10:59:15 -04:00
Pedro Pinto
69fe4569e3
Made FIX session name available as uint64_t as well as strings.
2020-06-29 10:57:40 -04:00
Pedro Pinto
faedb0a49e
Feed handler.
2020-06-29 07:34:51 -04:00
Pedro Pinto
c7caf66f9c
Changed the ILink3 log format to json.
2020-06-26 19:11:05 -04:00
Pedro Pinto
14504f4a94
Cleaned up comment.
2020-06-26 19:10:49 -04:00
Pedro Pinto
5b601a4016
Fixed encofing of clorid.
2020-06-26 19:10:23 -04:00
John Colvin
e3207b921a
truncate list of securities in transitive compare test (was timing out due to too many permutations)
2020-06-26 13:32:27 -05:00
Pedro Pinto
d148255917
Refactored mdp3feedhandler.
2020-06-26 08:08:07 -04:00
Taha Afzal
98db8e61a5
Removing hardcoded ref's to Katallage
2020-06-25 17:05:10 -04:00
Pedro Pinto
45aa75e8bb
Brought back the ilink3/ilink2 encoding abstraction.
2020-06-25 16:49:46 -04:00
Pedro Pinto
b2471d45b2
Added tool
2020-06-25 16:49:10 -04:00
Pedro Pinto
11e2df8c76
Tweaked build tools.
2020-06-25 16:49:10 -04:00
Pedro Pinto
cba6852655
Updated docker
2020-06-25 16:49:10 -04:00
Pedro Pinto
5eeaedde26
Added a few build tools.
2020-06-25 16:49:10 -04:00
Pedro Pinto
b63052dbaa
Updated ICE Onixs
2020-06-25 16:49:10 -04:00
Pedro Pinto
29f5bc798e
Added +x
2020-06-25 16:49:10 -04:00
Pedro Pinto
04603acbb9
Added publishing of new routing info when orders are recorevered from disk
2020-06-25 16:49:10 -04:00
Pedro Pinto
bc6890055e
temp commit, fixing glbxnative order
2020-06-25 16:49:10 -04:00
Pedro Pinto
ea94c09c78
Eric intermediate ilink3 fixes
2020-06-25 16:49:10 -04:00
Pedro Pinto
00b1d3c51c
Feed handler
2020-06-25 06:02:17 -04:00
Eric Harding
e3c3bc78fc
Note what this address list is for
2020-06-24 20:55:20 -04:00
Eric Harding
a11d390dcd
ilink3 message logging
2020-06-24 20:52:21 -04:00
Eric Harding
7c74a961d4
Add canned cert sessions for ilink3 nrcert
2020-06-24 20:43:27 -04:00
Eric Harding
5db21ad2ca
fix build, session and clordid changes
2020-06-24 19:32:12 -04:00
Pedro Pinto
b68c963b5e
c2
2020-06-24 19:16:59 -04:00
Pedro Pinto
a43070f812
c1
2020-06-24 19:15:14 -04:00
Eric Harding
f703dabdfe
Raw msg should be 2 strings
2020-06-24 17:53:30 -04:00
Eric Harding
237d3eea4b
encode_clordid needs security key
2020-06-24 17:29:06 -04:00
Taha Afzal
e009316bfb
Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE
2020-06-24 17:13:38 -04:00
Taha Afzal
5528efd2d2
Cleaning up
2020-06-24 17:13:31 -04:00
Eric Harding
818bdec130
Add NrCert keys
2020-06-24 15:07:02 -04:00
John Colvin
09f91735fe
Security sort tests run with ice securities
2020-06-24 12:58:29 -05:00
John Colvin
d9fc18547b
SecurityHelper.Compare fallsback on 'ToString' then 'Id' comparisons to guarentee deterministic sort
2020-06-24 12:56:29 -05:00
Eric Harding
d257cf2c77
Disable broken ilink3 tests for now
2020-06-24 13:28:33 -04:00
Eric Harding
079f46404f
Add some testing notes
2020-06-24 10:57:15 -04:00
Pedro Pinto
f6b5ab040c
Refactor.
2020-06-24 08:25:56 -04:00
Pedro Pinto
86ddf3078d
Refactor.
2020-06-24 07:32:59 -04:00
Pedro Pinto
bc4fe19bdb
Refactor.
2020-06-24 07:32:33 -04:00
Eric Harding
edcc73e934
Remove old ILink3ExecutionGateway. Instead use GlbxIlink3ExecutionGateway
2020-06-23 22:41:33 -04:00
Taha Afzal
5905ca3e92
Merging frmo master
2020-06-23 13:51:14 -04:00
Pedro Pinto
bb259b128a
More tools
2020-06-23 13:43:05 -04:00
Pedro Pinto
bc7ac8523b
Added tool
2020-06-23 13:06:15 -04:00
Eric Harding
0c4c2b7231
cme autocert msgw_failover test script
2020-06-23 13:05:32 -04:00
Eric Harding
420351c093
Replay refactor #4
2020-06-23 12:01:52 -04:00
Eric Harding
f69e6b89c5
Sequence number fixes
2020-06-22 22:23:13 -04:00
Eric Harding
c3e22e4b23
Recovery revamp #3
2020-06-22 20:16:21 -04:00
John Colvin
32b7b7f40d
quantity conversion for ladder right click order
2020-06-22 17:02:23 -05:00
Pedro Pinto
1d443531fd
Merge branch 'master' into spartan_tas
2020-06-22 11:27:43 -04:00
Pedro Pinto
54e5a68730
Tweaked build tools.
2020-06-22 08:41:19 -04:00
Pedro Pinto
880c95d92b
Tweaked build tools.
2020-06-20 17:17:22 -04:00
Pedro Pinto
40956c5335
More spartan tools.
2020-06-20 17:13:50 -04:00
Pedro Pinto
44aba08978
Tweaked build tools.
2020-06-20 17:13:29 -04:00
John Colvin
e7da6dd79e
remove unused 'save/remove_template_cmd' props from OrderPropertiesEditor
2020-06-19 16:42:38 -05:00
John Colvin
8bf78aa880
cleanup/normalize whitespace in OrderDataHelper.cs
2020-06-19 16:37:21 -05:00
John Colvin
1c44165181
remove unused methods/props in OrderDataHelper.cs
2020-06-19 16:35:15 -05:00
John Colvin
8165ec0e3d
fix AlgoProvider.get_permitted_algos (seed intersection aggregate a full set instead of empty)
2020-06-19 16:14:58 -05:00
John Colvin
7d1ec5b82a
Merge remote-tracking branch 'refs/remotes/origin/DJ_ICE' into DJ_ICE
2020-06-19 15:48:55 -05:00
John Colvin
02e7fb1ee0
iceberg 'show quantity' param uses display divisor
2020-06-19 15:45:17 -05:00
John Colvin
c0ea6943e1
AlgoProvider ensures synthetic security algo's last child is a Spreader algo
2020-06-19 15:12:42 -05:00
John Colvin
4c914a2d48
Merge branch 'DJ_ICE_algo_config' into DJ_ICE
2020-06-19 10:59:10 -05:00
Taha Afzal
0ee86f2dd4
CPP override fix
2020-06-19 11:58:58 -04:00
Taha Afzal
00bf3c7f47
Fixing the PNL timestamp
2020-06-19 11:10:23 -04:00
Taha Afzal
b61e18d10e
CPP logic
2020-06-19 00:44:13 -04:00
John Colvin
90b2607f86
pnl window symbol filter items are sorted
2020-06-18 13:06:41 -05:00
John Colvin
e452697088
remove struct contraint on TKey in KeyedMultiSelector, and TableUpdateItemsFilter
2020-06-18 12:50:23 -05:00
John Colvin
1988443497
fix pnl symbol filter (was checking the security.Symbol instead of the 'pnl_symbol')
2020-06-18 12:40:07 -05:00
John Colvin
3f33627f00
add pnl_cpp_tuple extension method bones (taha will implement)
2020-06-18 12:14:44 -05:00
John Colvin
0610612ae6
make PNLData.with a member method instead of extension so it isn't
...
passed by value (it's a large struct)
2020-06-18 11:35:00 -05:00
John Colvin
efcf78bb95
pnl window restores fill/market price decimal format when workspace loaded
2020-06-18 11:28:17 -05:00
John Colvin
03678e79a5
PNLSettings.cs line endings (need to figure out why they keep changing)
2020-06-18 11:00:32 -05:00
Taha Afzal
c15a364496
Merge branch 'DJ_ICE_pnl_decimals' into DJ_ICE
2020-06-17 23:50:17 -04:00
Taha Afzal
d8ec713dc5
Spreads in PNL show under a different symbol
2020-06-17 23:22:33 -04:00
Taha Afzal
daaa7311a0
Merge branch 'DJ_ICE_pnl_symbol' into DJ_ICE_cpp_mult
2020-06-17 22:58:10 -04:00
Taha Afzal
f893af1930
Strip Legs are not counted toward futures
2020-06-17 22:57:08 -04:00
Taha Afzal
6ec413c516
Dictinction bw spread legs and strip legs
2020-06-17 15:50:06 -04:00
John Colvin
a2a0d88a81
pnl window disposes filters of type IDisposable
2020-06-17 12:39:59 -05:00
John Colvin
7a4dca9589
PNLWindow uses special pnl_symbol (taha will implement pnl_symbol method later, returns regular symbol in meantime)
2020-06-17 12:30:01 -05:00
John Colvin
b21cd12cea
copy AppendTable extension from another branch
2020-06-17 12:24:58 -05:00
John Colvin
ec0b726751
ladder mid tick rounds down for negative numbers (still rounds up for positive)
2020-06-16 16:40:28 -05:00
Pedro Pinto
9ec1c8fdae
Merge branch 'master' into spartan_tas
2020-06-16 17:05:11 -04:00
John Colvin
a9f2b4ad9a
PNL window - setting for market/fill price column decimal places
2020-06-16 15:32:51 -05:00
Taha Afzal
9cb3a21e5a
position service exposes both cpp and overridden cpp
2020-06-15 23:05:53 -04:00
Eric Harding
3231ffb343
Meaningless autocert code
2020-06-15 22:48:28 -04:00
Eric Harding
8d7f1738cf
update cert secure logon
2020-06-15 22:47:30 -04:00
John Colvin
60d4dd87fd
rename ISecurityAlgoProvider.cs -> IAlgoProvider.cs
2020-06-15 17:01:02 -05:00
John Colvin
3a7eeda70e
AlgoProvider.subscribe_algos always fires at least once (doesn't depend on studio algos being present)
2020-06-15 17:00:13 -05:00
John Colvin
712146e028
Merge branch 'algo-type-config' into DJ_ICE_algo_config
2020-06-15 16:57:07 -05:00
Eric Harding
9101214e66
Add message logger and revamp replay sequence handling
2020-06-15 14:51:41 -04:00
Taha Afzal
f381d536d6
Merge branch 'DJ_ICE' into DJ_ICE_cpp_mult
2020-06-15 09:53:32 -04:00
Pedro Pinto
d8d5f3b93c
Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE
2020-06-15 09:29:08 -04:00
Pedro Pinto
1d4dc47a62
Added missing update to session/high low.
2020-06-15 09:28:23 -04:00
Taha Afzal
482c300b72
Merge branch 'DJ_ICE_space_bar_recenter' into DJ_ICE
2020-06-14 21:08:51 -04:00
Pedro Pinto
59774ccbb5
Updated docker
2020-06-14 15:27:18 -04:00
Pedro Pinto
fcb6c9b8d9
Added a few build tools.
2020-06-14 15:27:01 -04:00
Pedro Pinto
69ad995ba9
Updated docker
2020-06-14 15:23:18 -04:00
Pedro Pinto
0b26ec1132
Added a few build tools.
2020-06-14 15:21:55 -04:00
John Colvin
3de494c80f
recenter all ladders on spacebar (don't require shift)
2020-06-12 17:05:53 -05:00
Eric Harding
c6b2e2f21e
OMF setting to true, always
2020-06-12 17:49:37 -04:00
Eric Harding
2eac97c1a9
meaningless cert change
2020-06-12 15:18:20 -04:00
Eric Harding
b4b0e10f29
Fix IOC=FAK order type (not FOK)
2020-06-12 15:17:38 -04:00
John Colvin
7deb25dd1c
fix ladder recenter on spacebar
2020-06-12 13:16:57 -05:00
Pedro Pinto
7a29ae1a83
Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE
2020-06-12 08:44:36 -04:00
Pedro Pinto
6da893128c
Cleaned up logging.
2020-06-12 08:44:20 -04:00
Pedro Pinto
2cb458af2d
Added OnBehalfofcompid tag to ICE as per cert.
2020-06-12 08:42:40 -04:00
Taha Afzal
04db38d627
Merge branch 'DJ_ICE_release_candidates' into DJ_ICE
2020-06-11 21:22:18 -04:00
John Colvin
a144b03361
ladder recenter on spacebar (across thread barrier)
2020-06-11 18:28:37 -05:00
John Colvin
9c89a9a47e
TabDocument forwards key press events to IShellWindows
2020-06-11 18:24:26 -05:00
John Colvin
007af71bb2
fix ladder center-on-settle behavior once and for all
2020-06-11 17:09:05 -05:00
John Colvin
7cfe8f4214
add override cpp context menu item in pnl window
2020-06-11 16:33:28 -05:00
John Colvin
24f8e66953
add IPositionModel (has function to override cpp)
2020-06-11 16:30:35 -05:00
John Colvin
90fc6d901f
add PropertyEditor control/dialog
2020-06-11 16:29:45 -05:00
Eric Harding
38d9db4a90
Session and sequence number fixes
2020-06-11 11:36:37 -04:00
Taha Afzal
a216d1cc81
Fixing sell order check for distance from settlement
2020-06-11 09:19:03 -04:00
Pedro Pinto
f8395c11b5
Fixed application, vendor tags for DJ.
2020-06-11 08:26:26 -04:00
John Colvin
2b0e46ed38
fix ladder center around settle behavior
2020-06-11 00:36:11 -05:00
John Colvin
5f3b243265
'max settlement cross ticks limit' ladder setting
2020-06-10 18:16:52 -05:00
John Colvin
c9ce2d18bf
simplify 'Safety Checks' content alignment in ladder settings dialog
2020-06-10 17:33:13 -05:00
John Colvin
7b563ba66c
ladder centers around settlement price if no bid/ask market
2020-06-10 13:17:01 -05:00
Eric Harding
6a679ff78c
Fix for cancel/replace
2020-06-10 14:13:28 -04:00
Taha Afzal
3e1be70923
Fix for HHD Balmo spreads
2020-06-10 13:57:19 -04:00
John Colvin
aadd7df6c6
quantity divisor is 1 for 'ICE Lots' secs
2020-06-09 22:49:57 -05:00
Eric Harding
aba3f21020
stop order does not carry price
2020-06-09 19:18:36 -04:00
John Colvin
8206132a37
quantity conversion in pnl for dj
2020-06-09 17:27:29 -05:00
John Colvin
f8b3fd2e14
QuantityConversionData.to/from_display extensions use 'safe_divide'
2020-06-09 17:10:21 -05:00
Eric Harding
fede19fd11
stop-limit success
2020-06-09 16:30:00 -04:00
John Colvin
8b17ee72ff
quantity conversion in ladder when last size is transposed over volume column
2020-06-09 10:50:06 -05:00
Pedro Pinto
0508858859
Better parser
2020-06-09 10:04:15 -04:00
Eric Harding
3fa8dbf112
Cannot send price with market order
2020-06-08 23:09:10 -04:00
Eric Harding
77ae4703b3
Fix clOrdID and custOrdCapacity
2020-06-08 22:58:53 -04:00
John Colvin
31ed473999
quantity conversion in time and sales for dj
2020-06-08 17:25:13 -05:00
John Colvin
673805a7f4
quantity conversion in fills for dj
2020-06-08 17:10:39 -05:00
John Colvin
91422449e9
quantity conversion in manual fills for dj
2020-06-08 17:02:55 -05:00
John Colvin
438089a1cd
quantity conversion in mview for dj
2020-06-08 16:36:57 -05:00
John Colvin
6a186d1d7e
MarketViewRow - remove unreferenced fields
2020-06-08 16:33:55 -05:00
John Colvin
9d831a2569
fix line endings in MarketViewVM.cs
2020-06-08 16:33:55 -05:00
John Colvin
d47cf1a54e
(Dynamic)DoubleDivisorConverter uses safe_divide extension
2020-06-08 16:33:55 -05:00
John Colvin
8c9f669e72
refactor IsRealNonZero to is_real_positive (orig name was a typo), add a few more similar extensions to MathUtils
2020-06-08 16:33:55 -05:00
John Colvin
f5bda11797
quantity conversion in orderbook for dj
2020-06-08 12:19:43 -05:00
John Colvin
1841a75fec
quantity conversion in ladder/ticket for dj
2020-06-08 12:19:43 -05:00
John Colvin
34cdaeec93
don't use Disposable.replace bc it creates the next disposable before disposing the previous one
2020-06-07 16:01:27 -05:00
Taha Afzal
3230fb9e48
Regular TAS contract's formatting did not have the word TAS in it
2020-06-05 16:42:05 -04:00
Taha Afzal
888b4e22c0
Ignoring strips with > 512 components
2020-06-05 14:11:34 -04:00
Taha Afzal
534ce5a8ec
strips are XL too
2020-06-05 13:12:57 -04:00
Taha Afzal
c2b9ac57dc
Fixing build
2020-06-05 11:55:54 -04:00
Taha Afzal
2783361325
Merge branch 'master' into DJ_ICE
2020-06-05 10:50:42 -04:00
Taha Afzal
46d35131d7
Overridable cpps
2020-06-05 10:01:18 -04:00
Pedro Pinto
3b95154c04
Updated ICE Onixs
2020-06-05 09:11:03 -04:00
Pedro Pinto
e840b9617f
Tweaked MD to Json parsing.
2020-06-05 08:22:24 -04:00
Pedro Pinto
19ee603413
Merged from master
2020-06-04 13:48:13 -04:00
Pedro Pinto
1a6b918853
Updated docker
2020-06-04 13:43:25 -04:00
Pedro Pinto
bc22605a25
Added +x
2020-06-04 13:43:00 -04:00
Pedro Pinto
f3d28add1c
Added publishing of new routing info when orders are recorevered from disk
2020-06-04 13:41:34 -04:00
Eric Harding
a28bfa1175
execution report handling tweaks
2020-06-04 10:05:44 -04:00
Eric Harding
4e4a48283d
bool parse_report(string&, SecurityOracle&, ExecutionReport*);
2020-06-03 13:09:56 -04:00
Taha Afzal
63d260a6f8
Security formatting for ICE
2020-06-03 09:42:44 -04:00
Pedro Pinto
7a761d00ce
Added security oracle to SessionStore so we can resolve exe reports.
2020-06-03 08:51:31 -04:00
Pedro Pinto
968be6a99a
Added storage for sessions. Still missing parsing of exec reports.
2020-06-02 17:13:53 -04:00
Taha Afzal
9b4a63b4a8
Changes to make HNG/HIS/HEN/HHD to work
2020-06-02 11:15:47 -04:00
Pedro Pinto
03404eb3f1
Made some progress in GLBXiLink3ExecutionGateway
2020-06-02 09:16:02 -04:00
Pedro Pinto
ff1a970982
Fixed build some more
2020-05-28 14:29:45 -04:00
Pedro Pinto
ed890b4d84
Fixed broken tests for subscribe_exe_report change
2020-05-28 13:50:04 -04:00
Pedro Pinto
e87003cc41
Merged with master
2020-05-28 12:21:51 -04:00
Eric Harding
bc06037843
Fix the build
2020-05-28 12:20:30 -04:00
Pedro Pinto
a502c365e5
Build tweaks
2020-05-28 12:15:16 -04:00
Pedro Pinto
c4c7cebfc5
Updated externals
2020-05-28 12:12:46 -04:00
Pedro Pinto
f18bcd2995
Build tweaks
2020-05-28 12:12:46 -04:00
Pedro Pinto
a6a1b6ac53
Fixed clang build.
2020-05-28 12:12:46 -04:00
Pedro Pinto
fdacd8b543
Added -f when removing simlinks in build setup.
2020-05-28 12:02:46 -04:00
John Colvin
3d1de9a0c7
nuget_restore.cmd uses externals package source (builds offline)
2020-05-28 12:02:31 -04:00
John Colvin
b2b3fa5949
update jenkinsbuild.cmd to use externals nuget source (for windows)
2020-05-28 12:02:17 -04:00
Pedro Pinto
86ecf69820
Updated external subrepos
2020-05-28 11:53:51 -04:00
Eric Harding
8c3da4e43c
Re-arrange some methods in ILinkGW.h
2020-05-27 16:51:36 -04:00
Eric Harding
06b955dceb
Exchange seq number fix
2020-05-27 11:49:08 -04:00
Eric Harding
e75d15146c
cme cert test update
2020-05-26 23:55:27 -04:00
Eric Harding
cb07384c9f
Fix problem with party details
2020-05-26 23:55:13 -04:00
Eric Harding
fc9e502539
cert refactor
2020-05-26 12:40:16 -04:00
Eric Harding
fcbf3388c0
update ilinkbinaryxml templates
2020-05-26 12:40:04 -04:00
Eric Harding
899bea940f
improve ilinkgw logging
2020-05-26 12:39:55 -04:00
Eric Harding
14b7509607
ensure local launch timezone
2020-05-26 12:39:41 -04:00
Pedro Pinto
8f537a8fda
Merged in build_improvements (pull request #414 )
...
Build improvements
2020-05-26 16:32:43 +00:00
Pedro Pinto
01b9ff6b47
Dropped celoxica
2020-05-26 12:28:35 -04:00
Pedro Pinto
2609663d3e
Updated setup_builds to work even if its run outside the tree.
2020-05-26 12:06:08 -04:00
Eric Harding
25668e8df0
dont' build web client on wsl2
2020-05-26 11:54:19 -04:00
Pedro Pinto
fd89241611
Updated externals pointer
2020-05-26 11:49:29 -04:00
John Colvin
a69118c5d3
fix line endings in release_notes
2020-05-22 23:42:27 -05:00
John Colvin
5accd0e2b4
Merge branch 'master' into prod
2020-05-22 19:14:16 -05:00
John Colvin
df5ad61cd2
release notes for synthetic gui integer tick sizes
2020-05-22 19:12:29 -05:00
John Colvin
4a7674eb29
synthetic gui supports integer tick sizes
2020-05-22 18:15:53 -05:00
Eric Harding
5a458287f4
update license search info in disable_onixs.py
2020-05-22 15:18:46 -04:00
John Colvin
5921f9f6b5
Merge branch 'master' into prod
2020-05-22 12:34:18 -05:00
John Colvin
4c73a63ae8
release notes for bug fix (unsorted custom state grid params in orderbook)
2020-05-22 12:30:53 -05:00
John Colvin
42b1c921a8
OrderBook custom state grid params are sorted alphabetically (again)
2020-05-22 12:24:42 -05:00
Pedro Pinto
fab3334b1e
Updated release notes
2020-05-22 11:23:03 -04:00
Pedro Pinto
7239dd3ade
Merge branch 'master' into prod
2020-05-22 11:20:17 -04:00
John Colvin
dd4c8eb649
Merged csharp-api-examples-sln into master
2020-05-22 10:19:13 -05:00
John Colvin
76a29bdc8a
client ui supports all integer tick sizes (not just 1)
2020-05-21 15:26:50 -05:00
John Colvin
06d708f3ea
new csharp api examples
2020-05-21 15:17:32 -05:00
John Colvin
e2f70cbc19
minor config tweaks needed after upgrading VisualStudio
2020-05-21 13:04:00 -05:00
Pedro Pinto
9d54e47a03
Update CMakeDeps
2020-05-19 17:00:24 -04:00
Eric Harding
5345ba8ff8
securities for sending orders ilink3 test
2020-05-19 15:58:56 -05:00
John Colvin
faccdf581e
Merged in limit-algo-clean-history (pull request #413 )
...
Limit algo clean history
2020-05-19 13:53:07 +00:00
Pedro Pinto
515ed5aabd
Merged with master
2020-05-19 07:07:13 -04:00
John Colvin
1a64714a54
always log errors observed in LadderGridHost._volume_from_row (not just when it fails after max_num_tries)
2020-05-18 17:03:39 -05:00
John Colvin
3ba6792a85
wrap LadderGridHost._volume_from_row in try/catch (addresses Pure client crash)
2020-05-18 16:46:23 -05:00
Pedro Pinto
c32a7f1d62
Made native orders calculate route when recovered from disk.
...
This is in response to the Pure debacle of May 17th. CME changed the
MSGW used for certain products. As we only route orders once, when
they are created, any orders that already existed never transitioned
to the new MSGW. This made it so that users could no longer control
these orders. With this change we recalculate routes when the orders
are first loaded from disk. Assuming we have up to date securities,
something that sometimes does not happen unfortunately, this should
result in the order being automatically relocated to its new MSGW. As
a bonus we also get the hability to change MSGW configuration even if
there are working for that MSGW.
2020-05-18 08:59:42 -04:00
Pedro Pinto
12e068a3d1
Refactor of Spartan
2020-05-17 11:16:28 -04:00
John Colvin
10e75f30e6
fix algo params grid enum template for GenericOrderVMs
2020-05-15 13:16:25 -05:00
John Colvin
20eac19c4f
GenericOrderVM - normalize white space
2020-05-15 13:16:25 -05:00
John Colvin
8c0765a2c7
fix build
2020-05-15 10:34:59 -05:00
Pedro Pinto
8268599893
TAS does not support GTC orders.
2020-05-15 09:50:38 -04:00
Taha Afzal
7a1f88e813
Merge branch 'limit-algo-clean-history' of bitbucket.org:bluetradesys/spark into limit-algo-clean-history
2020-05-14 22:01:32 -04:00
Taha Afzal
3420f14c8a
DeleteAndCover detached hedges by default:
2020-05-14 22:01:22 -04:00
Eric Harding
9bf05973bd
Add in/out to logs
2020-05-14 20:51:15 -05:00
John Colvin
86277dfbfe
config toggle for new 'specific' CustomOrderDefinition params dialog (disabled by default)
2020-05-14 20:14:51 -05:00
John Colvin
4839e464c6
added dialog to edit CustomOrderDefinition params of a specific algo node
2020-05-14 20:02:14 -05:00
John Colvin
dc2ad071a9
GenericOrderHelper should use 'FirstOrDefault' (not 'First')
2020-05-14 19:59:06 -05:00
John Colvin
65e49992f9
LimitCoverAlgo.do_update - remove redundant conversion from DynamicOrderDefinition to LimitCoverDefinition
2020-05-14 17:08:01 -05:00
John Colvin
afbb9ae92d
LimitCover algo - 'Hedge Ticks' and 'Top Ticks Offset' params actually assigned to DeleteAndCover child
2020-05-14 12:29:29 -05:00
John Colvin
ff088142d9
fix custom state output grid
2020-05-14 12:29:29 -05:00
Pedro Pinto
93b7cf346b
Added an option for the Cover algo to detach hedges.
2020-05-14 10:20:46 -04:00
Eric Harding
f0edeadd50
Make shared mem size configurable
2020-05-13 20:29:38 -05:00
Eric Harding
cea4d05bc4
log every msg
2020-05-13 20:19:48 -05:00
Taha Afzal
8ee9b84488
Merge branch 'limit-algo-clean-history' of bitbucket.org:bluetradesys/spark into limit-algo-clean-history
2020-05-13 20:39:13 -04:00
Taha Afzal
e3648f5373
Better Logging
2020-05-13 20:39:07 -04:00
John Colvin
facd3a9d81
LimitCoverAlgo - remove unnecessary else block in 'do_before_launch'
2020-05-13 17:26:13 -05:00
John Colvin
84969cb481
LimitCoverAlgo - dont update me->child_qty in the child_changed callback, since its async
2020-05-13 17:21:32 -05:00
John Colvin
6d521e77db
LimitCoverAlgo - don't override do_launch_attached (it's not supported)
2020-05-13 17:15:30 -05:00
John Colvin
82c49f8f49
remove redundant methods: tick_up/less, payup/less
2020-05-13 17:15:30 -05:00
John Colvin
e074309da1
typo broke build (missed constructor in 'TickOffset' -> 'PriceOffset' refactor)
2020-05-13 17:15:30 -05:00
John Colvin
2d622a5f39
LimitCover algo - convert 'ticks_offset' param be in price terms
2020-05-13 16:55:01 -05:00
John Colvin
d51d20e84c
LimitCover algo - remove cancel_on_blah params, add hedge_ticks
2020-05-13 16:18:46 -05:00
John Colvin
2ccdef9dc5
fix clang build errors
2020-05-13 15:59:45 -05:00
John Colvin
42e62a30bf
to_string(OrderError) uses generated protobuf enum Name method
2020-05-13 15:32:27 -05:00
Eric Harding
0b7208784b
Can't take the double negatives anymore
2020-05-13 14:01:16 -05:00
John Colvin
c233c607fa
Formatter.h - pass strings/templated args by const ref instead of value
2020-05-13 13:40:07 -05:00
John Colvin
462cb930f7
dont redefine ChildTemplate
2020-05-13 13:20:55 -05:00
Eric Harding
059ccbdab6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ilink3_gateway
2020-05-13 11:05:31 -05:00
Pedro Pinto
2c0f920422
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2020-05-13 08:54:14 -04:00
Pedro Pinto
5ee26065ca
Updated .gitignore
2020-05-13 08:53:52 -04:00
John Colvin
550a4e8d50
add config toggle to enable/disable LimitCover algo
2020-05-12 19:11:16 -05:00
John Colvin
99b8221efc
LimitCoverAlgo unit tests
2020-05-12 19:11:16 -05:00
John Colvin
19e74c30f8
AlgoTestDriverBase - AlgoState << operator
2020-05-12 19:03:53 -05:00
John Colvin
26693a4c98
AlgoTestDriverBase - after_child_changed callback, and find_child method
2020-05-12 19:03:53 -05:00
John Colvin
d8bdb69a7c
AlgoTestDriverBase - ChildTemplate impl, added OrderDefinition param to child_launching callback
2020-05-12 19:03:53 -05:00
John Colvin
6d357a74e1
AlgoTestDriverBase - expose cancel/cancel_child methods
2020-05-12 19:03:53 -05:00
John Colvin
73f4e4814c
LimitCover algo for pure
2020-05-12 19:03:53 -05:00
John Colvin
312bc4be15
add Formatter.h (defines commonly needed << operators for algos, basic string formatting utils)
2020-05-12 18:55:37 -05:00
John Colvin
a0c3ba449a
add DynamicOrderAdapter (util to keep param proto conversion code out of the algo)
2020-05-12 18:55:37 -05:00
John Colvin
d5a2a7f3f0
orderman_utils.h pragma once
2020-05-12 18:55:37 -05:00
John Colvin
eda8c94def
replicate_to_linux_vm.py - ignore some dirs generated by visual studio
2020-05-12 18:55:37 -05:00
John Colvin
9a8e80e149
add payup/less price calc utils (Security.h)'
2020-05-12 18:55:37 -05:00
John Colvin
6a7e3d739d
fix typo 'epislon' -> 'epsilon'
2020-05-12 15:58:00 -05:00
Taha Afzal
e6b8274813
DeletAndCoverOrderDefinition does not contain the nested enum anymore
2020-05-12 15:58:00 -05:00
Taha Afzal
9783520c62
DeleteAndCover completed
2020-05-12 15:58:00 -05:00
Taha Afzal
7e7f0bc37f
Adding DeleteAndCover proto
2020-05-12 15:58:00 -05:00
Eric Harding
75eaf8c3d4
IL3ExecutionReportParser
2020-05-12 13:54:28 -05:00
John Colvin
b9e2ecdffa
Merged in transitive-security-compare (pull request #411 )
...
Transitive security compare
Approved-by: Eric Harding
2020-05-11 19:42:50 +00:00
Eric Harding
f1c021a474
Merged in security_preload (pull request #412 )
...
Security preload
2020-05-11 19:41:00 +00:00
Eric Harding
6fda54ffa1
Merged master into security_preload
2020-05-11 15:44:50 +00:00
Taha Afzal
bdb0adc16c
TASCounter test fixed
2020-05-07 13:07:44 -04:00
Eric Harding
4b19b0ea14
update launch.json
2020-05-06 18:26:03 -05:00
Eric Harding
fab1b4dd0f
Add SecurityPreload key to pre-load securities from the security DB for sunday startup.
2020-05-06 18:25:29 -05:00
John Colvin
f3ed3075cf
fix Security comparison impl (its transitive now)
2020-05-06 17:35:46 -05:00
John Colvin
742af36b93
Security comparison unit test (addresses bug that caused Krandall OrderBook crash)
2020-05-06 17:35:46 -05:00
John Colvin
c573b5fbb2
add ProtoBufCapture extension (writes TableUpdate state to file when subscription is disposed)
2020-05-06 17:30:00 -05:00
Eric Harding
2d6d4af594
add vscode spark local linux debugger settings
2020-05-06 12:27:11 -05:00
Eric Harding
1e8fcd794f
Update ExecutionReport::exchange_order_id
2020-05-06 12:22:33 -05:00
John Colvin
2dcfad979c
move FileStreamHelper.cs to spark_core
2020-05-06 12:11:03 -05:00
Eric Harding
726329c4bf
Add ilink3 execution report parser and order test
2020-05-06 11:56:52 -05:00
Eric Harding
2d01f3f0f4
CME Certification requires very specific UUID generation
2020-05-06 11:56:01 -05:00
Eric Harding
2a595c0fd7
cme cert hard coding
2020-05-06 11:54:32 -05:00
Taha Afzal
ba7e35649e
Ignore Spread Pos Limits are defaulted to true
2020-05-06 10:36:40 -04:00
Eric Harding
5f9866c9e8
SecurityCache now hands out raw pointers. SecurityOracle now indexes exchange security key
2020-05-05 11:17:16 -05:00
Pedro Pinto
6365378947
Changed TAS order to be GTC rather than DAY (since we logout).
2020-05-05 06:52:11 -04:00
Pedro Pinto
cda4a870b7
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2020-05-05 06:14:30 -04:00
Pedro Pinto
b3a8564365
Fixed int32 params in DynamicOrders to be int32 rathern than uint32.
2020-05-05 06:13:40 -04:00
Pedro Pinto
1e0114a4cf
Treated disconnected orders as working.
2020-05-05 06:13:06 -04:00
Eric Harding
3a6e95ef05
Downgrade security scanner message to info
2020-05-04 16:16:55 -04:00
Eric Harding
78f1cf88e0
cmake needs love too
2020-05-04 11:16:21 -05:00
Eric Harding
4877436877
Ilink3 order unit test
2020-05-04 11:32:30 -04:00
Pedro Pinto
78d238fdfb
Ran clang-format on ICEExecutionGateway.cpp
2020-05-04 09:33:40 -04:00
Eric Harding
1b43124756
Add ReentrancyGuard.h
2020-05-02 13:10:49 -04:00
Eric Harding
6875263743
Update 'update' instructions for spark_sdk
2020-05-01 14:17:07 -04:00
Taha Afzal
eac828f323
Merge branch 'master' into TASCounter
2020-05-01 13:49:27 -04:00
Taha Afzal
1635d6f649
Added test for TASCounter
2020-05-01 13:48:50 -04:00
Eric Harding
a1feb3fddf
PrimaryGatewayConnectionEnforcement
2020-05-01 13:22:35 -04:00
Eric Harding
2da535e9ff
Update onixs license
2020-05-01 12:51:31 -04:00
Eric Harding
024328bf8b
Refactor empty session
2020-05-01 11:44:03 -04:00
Pedro Pinto
d90fa1a1e8
Launched regular spark after TAS is concluded.
2020-05-01 07:41:23 -04:00
Taha Afzal
a98be44a40
Merge branch 'master' into TASCounter
2020-04-30 13:59:49 -04:00
John Colvin
6210ac2ee6
OrderBook custom state grid only shows data if the selected rows are of the same root/branch
2020-04-29 16:21:17 -05:00
Pedro Pinto
3e817d4fb0
Refactor
2020-04-29 13:16:16 -04:00
Eric Harding
80d7e34bf1
Fixes for updated sbe codegen
2020-04-28 18:16:45 -04:00
Pedro Pinto
cfebab0488
Merged in api_improvements (pull request #405 )
...
Api improvements
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2020-04-28 20:06:53 +00:00
Pedro Pinto
eacd766359
Updated release notes.
2020-04-28 16:05:21 -04:00
Pedro Pinto
8fb8f8ff58
Merge branch 'master' into api_improvements
2020-04-28 15:58:43 -04:00
Taha Afzal
f4b22816a2
Putting config to hide TASCounter
2020-04-27 23:39:41 -04:00
Eric Harding
8ab69c919b
Improve cme provided error message
2020-04-27 16:56:32 -04:00
Eric Harding
99531bcfa0
Update ilink3 generated templates
2020-04-27 16:50:54 -04:00
Eric Harding
6bd516d4f2
cleanup
2020-04-27 11:26:42 -04:00
Taha Afzal
1029a464d7
Fixing the bts::timestamp tp protobuf timestamp function (unused, but useful)
2020-04-27 09:57:21 -04:00
Taha Afzal
fd8b8e03ea
cleanup, comments
2020-04-26 23:10:16 -04:00
Eric Harding
1a1d771e1b
addition ilink3 tests
2020-04-25 13:18:58 -04:00
Eric Harding
050fcf7c6e
Passing simple log in test
2020-04-24 12:31:30 -04:00
Pedro Pinto
41cf66a943
Added the hability to retrieve all securities in the API.
2020-04-24 08:00:13 -04:00
Pedro Pinto
1c57c9a012
Added position updates in the API.
2020-04-24 07:03:40 -04:00
Taha Afzal
8ccab66120
Merge branch 'add_custom_algo_state_reporting_to_api' into TASCounter
2020-04-23 18:14:28 -04:00
John Colvin
e2b2f7ec9c
better default widths for custom state grid columns
2020-04-23 16:11:35 -05:00
John Colvin
b3c897bf0f
custom state grid params are sorted alphabetically
2020-04-23 16:02:38 -05:00
John Colvin
87c9f54c8b
custom state grid populates with first child row that has params (if selected row doesn't have any itself)
2020-04-23 15:59:49 -05:00
John Colvin
df56b76ab6
OrderBookRowVM - remove dead property 'is_visible'
2020-04-23 15:54:30 -05:00
Taha Afzal
28ff13db11
Merge branch 'add_custom_algo_state_reporting_to_api' into TASCounter
2020-04-23 13:23:30 -04:00
Taha Afzal
2957075769
comments
2020-04-23 13:22:33 -04:00
John Colvin
a6477824a8
OrderBookVM - clear the previous 'custom state' params before adding the new ones
2020-04-23 11:16:47 -05:00
Pedro Pinto
aa6d453d5b
Added spread support to TAS algo.
2020-04-23 07:18:00 -04:00
Pedro Pinto
112c78e50b
Moved ouput messages to log.
2020-04-23 06:48:08 -04:00
Taha Afzal
17431f5ac0
Code complete, output is not showing in the UI which is making testing harder
2020-04-23 00:09:23 -04:00
Pedro Pinto
41ec7fb668
Updated linux
2020-04-22 14:13:01 -04:00
Pedro Pinto
b19bf2fd26
Added channel handling to TAS.
2020-04-22 14:09:12 -04:00
Pedro Pinto
c5f7477521
Fixed bug in admin reafactoring.
2020-04-22 14:05:51 -04:00
Taha Afzal
8708f02fe0
Merge branch 'add_custom_algo_state_reporting_to_api' into TASCounter
2020-04-21 17:44:58 -04:00
Taha Afzal
752fb2bc4a
Merge branch 'master' into TASCounter
2020-04-21 17:10:32 -04:00
Taha Afzal
6efb78ecf9
Code complete
2020-04-21 14:26:32 -04:00
John Colvin
75c1970aef
remove useless IObservable 'Select' op in 'SubscribeEach' extension
2020-04-20 10:39:31 -05:00
John Colvin
c2583518d7
OrderBook was only updating custom state grid when selection changed
2020-04-20 10:37:12 -05:00
Pedro Pinto
14323e7964
Code complete on TAS.
2020-04-20 08:54:24 -04:00
Eric Harding
aadeae3201
update cmake, avoid web build on wsl
2020-04-17 22:38:53 -04:00
Eric Harding
b72e8aed02
ilink3 test code
2020-04-17 20:30:11 -05:00
Pedro Pinto
39db9b1bd7
Factored storage/retrieval of admin data out of service.
2020-04-17 18:37:05 -04:00
John Colvin
8792871387
add algo custom state grid to orderbook (right panel)
2020-04-17 16:36:05 -05:00
Eric Harding
68a593af7b
Add more info to system test
2020-04-17 16:48:10 -04:00
Eric Harding
0820cc3e9a
Fix a very subtle bug in serializer
2020-04-17 13:15:12 -05:00
Eric Harding
b1ba9a1315
update ilink code gen readme
2020-04-16 14:03:53 -05:00
John Colvin
17c2321a82
Merged in SP-289-naudio-crash (pull request #407 )
...
SP-289 naudio crash
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2020-04-16 18:11:18 +00:00
John Colvin
0affc8a942
SP-289 naudio crash
2020-04-16 12:07:44 -05:00
John Colvin
ce36ea4109
move Delegates.cs to spark_core
2020-04-16 10:47:41 -05:00
Pedro Pinto
991a199d06
TAS utils refactor.
2020-04-14 11:46:53 -04:00
Eric Harding
39ce4323a1
Add CME cert command line tool
2020-04-13 16:18:59 -05:00
Pedro Pinto
7c29a3d1d8
Added custom state reporting to API.
2020-04-13 11:30:32 -04:00
Eric Harding
d9fcd290d9
source files don't need to be executable
2020-04-13 09:53:28 -05:00
Taha Afzal
90bc20575a
TimeStamps fixed
2020-04-13 08:56:49 -04:00
Pedro Pinto
cb268f505a
Added settlements to the new algo API.
2020-04-13 08:19:55 -04:00
Pedro Pinto
dfd93b836b
Updated externals
2020-04-13 07:44:52 -04:00
Pedro Pinto
9d045f65d2
Some progress on TAS.
2020-04-13 07:40:58 -04:00
Eric Harding
05939b02c5
save
2020-04-12 15:11:46 -05:00
Taha Afzal
28e9c66675
Added all the state, order execution remains
2020-04-10 12:54:57 -04:00
Eric Harding
aa91638fe4
ilink3 receive buffer handler + tests
2020-04-10 10:55:53 -05:00
Taha Afzal
c0520d6a31
Initial Check-in, skeleton code
2020-04-09 09:30:00 -04:00
Pedro Pinto
1c0cd176a1
Moved externals pointer
2020-04-09 08:35:10 -04:00
Pedro Pinto
1018ae387a
Added preliminary tas utilities
2020-04-08 15:53:17 -04:00
Eric Harding
065fc54f73
IL3Reactor
2020-04-07 14:05:31 -05:00
Pedro Pinto
1ba6e3280c
Updated CMakeDeps
2020-04-06 09:38:19 -04:00
Eric Harding
3a6f50dfea
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2020-04-03 15:40:30 -04:00
Eric Harding
d711f99548
fix externals pointer
2020-04-03 15:40:15 -04:00
pfisher
07ace80871
fixed keycode.conf
2020-04-03 13:40:56 -05:00
John Colvin
93c6277bfc
Merged prod into master
2020-04-03 13:20:33 -05:00
Jake Norbut
7ac9d05ae2
Merged in manual_fills_permissions (pull request #403 )
...
add permission filter to manual fills
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2020-04-03 18:18:16 +00:00
Eric Harding
95fb13f58b
Fix some build issues
2020-04-01 15:21:04 -05:00
Eric Harding
4eb2931cb8
Additional ilink3 refactoring
2020-03-28 21:08:47 -05:00
Eric Harding
5326015a48
Testcase for framer
2020-03-27 13:46:29 -05:00
Eric Harding
fcbe319470
Split out functional pieces for easier testing
2020-03-27 09:14:30 -05:00
Eric Harding
5ad21c88b2
Add tests and refactor includes for faster build
2020-03-25 21:15:19 -05:00
Eric Harding
5a4b31ccc0
add cpp sample to service.md api page
2020-03-20 12:10:40 -04:00
John Colvin
fb568aab39
SP-288 ladder crash (IndexOutOfRange ex accessing price array)
2020-03-19 15:28:27 -05:00
Eric Harding
64416de10d
Fix the braces in my sample.
2020-03-16 20:41:23 -04:00
Eric Harding
46953cb639
add c# market data sample
2020-03-16 20:39:48 -04:00
Eric Harding
7e68a235ee
Add securities sub to client_sdk_example
2020-03-16 15:18:39 -04:00
Eric Harding
3a9c1d557b
Split Retransmit of old vs new session logic
2020-03-09 16:29:15 -05:00
Jake Norbut
85f2285ac0
add permission filter to manual fills
2020-03-09 09:28:23 -05:00
Eric Harding
70e0979836
override sim port for sdk image
2020-03-06 12:45:09 -05:00
Eric Harding
08bdd9c8c7
Update bad links on api doc site
2020-03-03 17:14:03 -05:00
Kevin Darby
1f80c3366e
Merged in master (pull request #401 )
...
Master
2020-03-03 19:16:43 +00:00
Jake Norbut
886b606093
moving endif for release mode
2020-03-02 14:02:55 -06:00
Jake Norbut
b70510b614
Merged in SP-69-fix-stop-and-stop-limit-orders (pull request #400 )
...
SP-69 fix stop and stop limit orders
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2020-03-02 19:46:11 +00:00
John Colvin
6db9a227b1
Merged in SP-287-algo-params-piq-update (pull request #399 )
...
SP-287 algo params piq update
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2020-03-02 19:36:24 +00:00
Jake Norbut
a819eb921d
PR edit; removing unused local variable
2020-03-02 13:07:01 -06:00
Eric Harding
6fb5b83249
Only send Negotiate if the session is new
2020-02-28 15:33:27 -06:00
Eric Harding
95830fafdf
send_cancel
2020-02-27 14:48:56 -06:00
Jake Norbut
af4317a7f9
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-69-fix-stop-and-stop-limit-orders
2020-02-27 14:27:21 -06:00
John Colvin
5edd7d5467
OrderBookRowVM only resets prospective_qty when the real qty changes
2020-02-27 14:07:05 -06:00
John Colvin
60d2cb5bc1
SP-287 fix algo params piq update bug
2020-02-27 14:05:04 -06:00
John Colvin
f26e3d27c4
refactor IEnumerable to IReadOnlyCollection in common_value_group_changed event
2020-02-27 14:01:22 -06:00
Eric Harding
d68b03bb91
send_cancel_replace
2020-02-26 17:56:50 -06:00
Eric Harding
e7062ce01e
send_order call for link3
2020-02-26 17:36:18 -06:00
Jake Norbut
31dab6ca09
allow stop/stop limit price to occupy same level as price
2020-02-26 12:10:05 -06:00
Jake Norbut
1498bf17bb
when modifying stop-limit stop_price, don't change the price price
2020-02-26 12:09:32 -06:00
Jake Norbut
1cafe23bd0
stop_price and stop_limit_price now reference Pedro's new StopPx field in NativeState
2020-02-25 15:42:33 -06:00
Jake Norbut
25290df798
remove stop* modification logic from badge vm
2020-02-25 15:41:27 -06:00
Jake Norbut
20ca48e365
modification logic of stop* orders is now done centrally in OrdersModel
2020-02-25 15:40:08 -06:00
Pedro Pinto
78dfb03b8e
Reported stop px in order state
2020-02-25 14:30:26 -05:00
Kevin Darby
19e66a1c32
add a new stunnel path for Pete
2020-02-25 11:16:40 -05:00
Jake Norbut
a1f71153c8
hook OB col filter up to UI price
2020-02-24 14:34:46 -06:00
Jake Norbut
b1d260d98c
OB RowVM to use ui_price to stop/limit shows expected value in Price column
2020-02-24 14:33:11 -06:00
Jake Norbut
a81aafefe0
get_root_at_price to use ui_price so mini ob opens from Ladder
2020-02-24 14:31:43 -06:00
John Colvin
454330e360
fix typo in DiscretePropertyChangedDetector constructor (don't trim the whole array)
2020-02-21 18:51:37 -06:00
John Colvin
995159b365
pnl hyperlinks display hand cursor on hover
2020-02-21 18:49:25 -06:00
John Colvin
fd1a33e9d2
PNLView - set Hyperlink/TextCell 'SnapToDevicePixels' to true
2020-02-21 17:39:48 -06:00
John Colvin
e9615bc3aa
PNLView - get rid of magic const row height
2020-02-21 17:39:35 -06:00
John Colvin
b1b1597686
PNLView.xaml - factor out common TextCell props into base style
2020-02-21 17:24:01 -06:00
John Colvin
bc2eb65c0a
PNLView.xaml - factor out common HyperlinkCell props into base style
2020-02-21 17:22:46 -06:00
John Colvin
7baa7ca8a1
add OrderTicket.close_on_send config toggle
2020-02-21 16:56:30 -06:00
John Colvin
9bbc73b48c
fix silent exception in SparkCommandVM.is_selectable
2020-02-21 16:56:30 -06:00
John Colvin
b07a379ee1
orderbook LastMessage background always reverts to black on settings saved
2020-02-21 16:56:30 -06:00
John Colvin
af2c6174e8
add 'AffectsRender' flag to Hyperlink/TextCell HorizontalContentAlignment dps
2020-02-21 16:56:30 -06:00
John Colvin
6e5444709d
fix Hyperlink/TextCell padding (actually use it)
2020-02-21 16:56:30 -06:00
John Colvin
831aa43f0e
tweak HyperlinkCell mouse-capture/mouse-over-click-area logic
2020-02-21 16:56:30 -06:00
John Colvin
50a8592e5e
clean up DIYGrid TextColumn (mimic recent changes in HyperlinkColumn)
2020-02-21 15:57:25 -06:00
John Colvin
cb7b6ef5cd
fix TextCell alignment issues
2020-02-21 15:57:07 -06:00
John Colvin
b7c72d1607
HighPerformanceRow does not depend on TColumn
2020-02-21 15:56:27 -06:00
John Colvin
cb2747528b
fix typo in ColumnGeometry (was assigning 'left' to 'unclicpped_left')
2020-02-21 15:50:58 -06:00
John Colvin
52ad4ad2c9
add 'HyperlinkClickMode' to HyperlinkCell to support cmd on click anywhere
2020-02-21 15:50:32 -06:00
John Colvin
93c81089f6
fix HyperlinkCell HorizontalAlignment binding
2020-02-21 15:42:36 -06:00
John Colvin
d7d23a7a93
clip mview animations to scroll content presenter bounds
2020-02-21 15:41:14 -06:00
John Colvin
5525e35d1a
OrderTypeItem template uses Rectangle instead of Badge (the latter has some unresolved rounding issues)
2020-02-21 15:39:27 -06:00
John Colvin
cdd7856ba0
WPFHelper.measure_content() rounds to layout correctly
2020-02-21 14:14:05 -06:00
John Colvin
7a6de46b17
fix WPFHelper.measure_visual_content - 'left edge' calculation for right align; 'bottom edge' for bottom align
2020-02-21 14:13:08 -06:00
John Colvin
1fcccc674a
fix HyperlinkCell Alignment issues
2020-02-21 14:11:09 -06:00
John Colvin
c0e6b5556d
DIYGrid CellRender.draw_text with layout rounding
2020-02-21 14:07:36 -06:00
John Colvin
8aa2a7e44e
add spark menu dock/hide commands to pnl
2020-02-21 13:52:14 -06:00
John Colvin
0303d999ed
Merged in algo-studio-style-tweaks (pull request #363 )
...
RTM Algo studio style tweaks
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
2020-02-21 19:44:03 +00:00
Pedro Pinto
914a817ddb
Fixed crash in handling of stop limit orders
2020-02-21 14:39:18 -05:00
Pedro Pinto
4873e523a9
Re-merged server side stop/stop limit changes
2020-02-21 14:15:56 -05:00
John Colvin
672ef518e2
Merge branch 'SP-279-time-and-sales-column-width'
2020-02-20 12:29:33 -06:00
Pedro Pinto
d22cb150f6
Merged
2020-02-20 12:59:51 -05:00
John Colvin
8605b4f11f
Merged in SP-281-hidden-toolbar (pull request #393 )
...
SP-281 hidden toolbar
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2020-02-20 17:18:15 +00:00
John Colvin
20eb661fb0
Merged in SP-282-algo-favorite-params (pull request #396 )
...
SP-282 option for algo favorites button to revert modifications after order entry
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2020-02-20 17:14:31 +00:00
John Colvin
fad1ca2b6e
Merged in SP-285-pnl-working-orders (pull request #395 )
...
SP-285 pnl working qty should only include exchange orders
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2020-02-20 17:10:58 +00:00
John Colvin
747a687fe5
Merged in SP-278-smaller-ladder-columns (pull request #394 )
...
SP-278 Smaller minimum size for Ladder columns
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2020-02-20 17:10:18 +00:00
Jake Norbut
e34c63382c
merging master and fixing merge conflicts in 3 files by taking master
2020-02-20 08:41:02 -06:00
Pedro Pinto
4b5c744ba5
Updated externals, tools
2020-02-20 08:45:07 -05:00
Pedro Pinto
932738f98e
Merge branch 'master' into ilink3_gateway
2020-02-20 08:39:47 -05:00
Pedro Pinto
1426b00e83
Added fake iLink3 gateway
2020-02-19 16:21:06 -05:00
Pedro Pinto
e724409b58
Added jetfix support for string_view
2020-02-19 10:55:56 -05:00
Pedro Pinto
9cf828e9a4
Implemented iLink3 order
2020-02-18 15:37:06 -05:00
Eric Harding
41408fb609
ILink3ExecutionGateway placeholder
2020-02-14 16:07:44 -06:00
Eric Harding
4c21e32838
ILink3GW core gateway
2020-02-14 16:06:58 -06:00
Eric Harding
385f3ea402
add unix_nano_now() to datetime.h
2020-02-14 16:05:00 -06:00
Eric Harding
8d6d8cab18
Update SecureLogon for ilink3
2020-02-14 16:05:00 -06:00
Eric Harding
01615f824a
Generated ilink3 messages
2020-02-14 16:05:00 -06:00
Pedro Pinto
c6779ddc90
Reactore GLBX native order for iLink3.
2020-02-13 15:26:33 -05:00
Pedro Pinto
46eff65435
Changed IExecutionGateway to support non FIX gateways.
2020-02-12 10:11:53 -05:00
Eric Harding
cb0dfa50b3
Fix dockerfile
2020-02-11 15:02:41 -05:00
Eric Harding
2429e6019c
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod
2020-02-11 14:16:14 -05:00
Eric Harding
e0bb48b0c7
Merged in client_sdk (pull request #397 )
...
Client sdk
2020-02-11 18:31:09 +00:00
Eric Harding
a38b0dbc79
Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk
2020-02-11 13:29:43 -05:00
Eric Harding
73065ab48a
client sdk sample
2020-02-11 13:29:09 -05:00
Eric Harding
bd07c96504
Merged in mdsource_crash (pull request #389 )
...
Fix for assert when algo subs to security w/o MD
2020-02-11 17:11:07 +00:00
Eric Harding
dc4033875a
Fixes from code review feedback
2020-02-11 11:43:04 -05:00
Eric Harding
130794c538
Merge fixup
2020-02-11 11:22:02 -05:00
Eric Harding
b1743f0b1c
Uninitialized heap, ffs
2020-02-10 18:58:21 -05:00
Eric Harding
33492c9131
Fixes for _WIN32
2020-02-10 18:27:41 -05:00
Eric Harding
d434778a82
MarketDataService
2020-02-10 17:06:13 -06:00
Eric Harding
4c6cc9b3e0
Merge branch 'client_sdk' of bitbucket.org:bluetradesys/spark into client_sdk
2020-02-10 12:32:18 -06:00
Eric Harding
6aaeddb7e9
update vscode for linux on linux development
2020-02-10 12:32:10 -06:00
Eric Harding
1685a13994
Add linux on linux build task (vscode)
2020-02-10 13:24:56 -05:00
Eric Harding
54633dd6db
note correct config value for local sparkd
2020-02-10 13:21:03 -05:00
Eric Harding
510f163e5b
Add to_string methods for Product for new md api
2020-02-10 12:50:05 -05:00
Eric Harding
ee4779da73
MarketDataService
2020-02-09 22:39:01 -05:00
Eric Harding
28e98259f6
Add client sdk example
2020-02-07 22:20:42 -05:00
John Colvin
8e6a17cd0c
fix sticky algo behavior in LadderVM
2020-02-07 14:18:10 -06:00
John Colvin
17b314ea3a
Merge branch 'master' into algo-type-config
2020-02-07 13:35:50 -06:00
John Colvin
cbde36e9e0
Merge branch 'master' into algo-studio-style-tweaks
2020-02-07 13:29:50 -06:00
John Colvin
6fc20924bd
SP-282 option for algo favorites button to revert modifications after order entry
2020-02-07 13:01:42 -06:00
John Colvin
381b8064fc
SP-285 pnl working qty should only include exchange orders
2020-02-07 12:54:32 -06:00
John Colvin
fc1a3ff7dc
SP-278 Smaller minimum size for Ladder columns
2020-02-06 13:37:31 -06:00
John Colvin
5fd3d13cfe
add spark menu dock/hide commands to synthetic management
2020-02-06 12:27:58 -06:00
John Colvin
1b38822459
add spark menu dock/hide commands to orderbook
2020-02-06 12:27:26 -06:00
John Colvin
8b7ecc430b
add spark menu dock/hide commands to fills
2020-02-06 12:26:01 -06:00
John Colvin
d9d7a08fd6
add spark menu dock/hide commands to time and sales
2020-02-06 12:25:08 -06:00
John Colvin
2383c00bb9
add spark menu dock/hide commands to mview
2020-02-06 12:23:35 -06:00
John Colvin
dcce738d53
SP-281 SparkWindow toolbar can be docked to any side of the window, or hidden
2020-02-06 12:22:37 -06:00
John Colvin
0daa3e0685
add 'is_select_changed' event to ISelectable
2020-02-06 10:17:05 -06:00
Eric Harding
82bc402216
Update client examples
2020-02-05 14:58:46 -05:00
Eric Harding
ff70e9694b
Set spark version from jenkins environment when available
2020-02-05 10:02:17 -05:00
John Colvin
e06daa349c
normalize white space in SparkMenuItem.cs
2020-02-04 13:11:06 -06:00
Jake Norbut
525d0eda30
fix typo in notes
2020-01-30 07:39:22 -06:00
Jake Norbut
e9e85b44c9
updating release notes
2020-01-30 07:37:51 -06:00
John Colvin
13aa693da1
TimeAndSales status bar
2020-01-29 14:12:33 -06:00
John Colvin
f8afa7fc57
SP-280 remove Date portion from Time and Sales time column
2020-01-29 14:00:40 -06:00
John Colvin
2f6a66a2ce
DIYGrid DragRect/Selection adorners respond to selection highlight property changes
2020-01-29 13:51:42 -06:00
John Colvin
b4674a9120
cache sorting criteria to avoid accessing ColumnBase.SortingDirection on another thread when settings are collected
2020-01-29 13:51:42 -06:00
John Colvin
d76eb1153b
actually assign TimeAndSalesWindow.thread_id
2020-01-29 13:51:42 -06:00
John Colvin
0934c0014d
RowSelectionAdorner listens to ItemContainerGenerator changes (invalidates visual)
2020-01-29 13:51:42 -06:00
John Colvin
19da3e1390
added configurable 'pause updates' menu item to TimeAndSales (hidden by default)
2020-01-29 13:51:42 -06:00
John Colvin
2654b2e446
SP-283 Ladder does not display 6c spreads correctly
2020-01-29 12:43:01 -06:00
John Colvin
61d0ae5257
SP-279 Time and Sales not remembering column width
2020-01-29 10:21:16 -06:00
John Colvin
ebea6a8f50
move TimeAndSales classes into their own files/namespace
2020-01-27 16:55:51 -06:00
John Colvin
f0b3baaf3f
remove unused [TimeAndSales] OrderType column enum
2020-01-27 15:29:48 -06:00
John Colvin
956837d3f3
add ShowOrderTicketAutoLookupTag/SparkCommand
2020-01-27 15:15:25 -06:00
Eric Harding
be45938b51
Fix for assert when algo subs to security w/o MD
2020-01-22 14:08:26 -05:00
Eric Harding
663f9ecc52
Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk
2020-01-16 17:23:42 -05:00
Eric Harding
a6edbbe7b5
Fix spark sdk build
2020-01-14 17:13:07 -05:00
Eric Harding
51276d161c
Revert "Add diagnostic logs to SharedMemory open/close"
...
This reverts commit 3fa699b4c9
2020-01-13 11:39:51 -05:00
Eric Harding
3fa699b4c9
Add diagnostic logs to SharedMemory open/close
2020-01-13 11:13:15 -05:00
Eric Harding
c9396bd6af
Stabilize spark_vm_shell.sh ssk keys
2020-01-13 11:13:00 -05:00
Kevin Darby
b80f96fa5e
Merged in ice_excel (pull request #388 )
...
fix RTD crash for ice
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2020-01-10 22:39:27 +00:00
Kevin Darby
b7dea6817c
fix RTD crash for ice
2020-01-10 14:43:06 -05:00
Pedro Pinto
f4dc550f1a
Fixed slowness in FIX log parsing.
...
This slowness was actually causing us to take too long to complete the
FIX connection logon process, resulting in a timeout and failure to
establish the session. It took almost 1ms per log line, with
logs commonly having 20K lines. k
2020-01-10 08:35:33 -05:00
Pedro Pinto
bc978ed065
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2020-01-10 08:30:17 -05:00
Eric Harding
202c5faffd
update devcontainer to allow 2g shm
2020-01-09 10:40:47 -05:00
Kevin Darby
a565dcbab7
fix tests
2020-01-06 14:30:04 -05:00
Pedro Pinto
65d55a7618
Added a parser of historical MD to facilitate analysis.
2020-01-02 13:57:54 -05:00
Pedro Pinto
57c3ec34c2
Fixed clang build.
2020-01-02 13:55:49 -05:00
Kevin Darby
4e85218d02
update dev keycodes to 3/31/2020
2020-01-02 10:12:18 -05:00
Taha Afzal
f6784f1196
Merged in SP-253-spread-trading-needs-future-posit (pull request #386 )
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pos neutral spreads's fuures are not checked for pos limits
2019-12-20 23:38:00 +00:00
Taha Afzal
7f05a2c2af
pos neutral spreads's fuures are not checked for pos limits
2019-12-20 16:35:29 -05:00
John Colvin
c3d2101dcd
infinity ticks be gone
2019-12-20 14:12:50 -06:00
John Colvin
8855ea44b0
remove ugly border around expander buttons in grid settings dialog
2019-12-20 13:19:36 -06:00
Kevin Darby
51f70ad5ed
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2019-12-20 10:12:35 -05:00
Kevin Darby
5aa3f1a684
downgrade log
2019-12-19 16:06:26 -05:00
Pedro Pinto
5cd3a710bd
Skipped lines that do no match a FIX prefix in FIX logs.
...
This is needed at the ICE where some messages can have new lines. We
use the new line separator to separate FIX messages so the parser was
getting confused when it saw multi-line messages.
2019-12-19 14:04:34 -05:00
John Colvin
6d8b4636ab
fix synthetic import qty & side
2019-12-19 11:11:07 -06:00
Jake Norbut
64a75c4b48
updating release notes
2019-12-19 10:22:42 -06:00
Pedro Pinto
143b6ce5d8
Merged in multi-line-FIX-messages (pull request #385 )
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Skipped lines that do no match a FIX prefix in FIX logs.
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-12-19 15:29:06 +00:00
John Colvin
aa5c0a5613
added create/clone synthetics test
2019-12-18 16:21:26 -06:00
Pedro Pinto
d5fc0c5a56
Skipped lines that do no match a FIX prefix in FIX logs.
...
This is needed at the ICE where some messages can have new lines. We
use the new line separator to separate FIX messages so the parser was
getting confused when it saw multi-line messages.
2019-12-18 17:16:12 -05:00
Kevin Darby
7c4daa0f4b
we are trying to log in for a deleted user
2019-12-18 10:32:26 -05:00
Taha Afzal
ab430e4afb
Merged in SP-272_IB_slowness (pull request #384 )
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Reports transition to end state right away (vs on a timer)
2019-12-18 15:24:14 +00:00
Taha Afzal
29f6ea6d48
Merged in SP-273-fills-highlighting (pull request #383 )
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SP-273 fills highlighting
2019-12-18 15:20:41 +00:00
Taha Afzal
e46372d08e
Merged in SP-271-synthetic-cloning (pull request #382 )
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SP-271 synthetic cloning
2019-12-18 15:18:48 +00:00
Taha Afzal
1d2faeba3e
Merged in SP-270-piq-bug (pull request #381 )
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SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl)
2019-12-18 15:16:07 +00:00
Taha Afzal
23cffc0630
Merged synthetic-importer into master
2019-12-18 10:03:45 -05:00
Jake Norbut
90b597fc70
Merged in SP-267_ladder_message (pull request #380 )
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SP-267 ladder status message visibility
2019-12-18 14:57:34 +00:00
Kevin Darby
5ea2a8d6b6
build
2019-12-18 09:36:53 -05:00
Kevin Darby
6e64f7c6df
ice login
2019-12-18 09:28:02 -05:00
Eric Harding
8a210f39b6
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod
2019-12-17 15:36:40 -05:00
Kevin Darby
2aacd141ad
only log in with ice users that have the authorized user set
2019-12-17 15:34:46 -05:00
Taha Afzal
5c01e6a99a
Reports transition to end state right away (vs on a timer)
2019-12-16 13:46:26 -05:00
Eric Harding
2688281a10
Protect against ICE 0-leg spread data on cert
2019-12-16 10:26:34 -05:00
Eric Harding
c6cd5fcf93
services.md
2019-12-15 22:09:20 -05:00
Eric Harding
177b96b453
manual updates
2019-12-13 17:46:22 -05:00
Eric Harding
292f66a774
Add package id for nuget
2019-12-13 17:46:03 -05:00
John Colvin
7ccd9134c4
SyntheticSecurityParser trims whitespace from leg type text
2019-12-10 18:11:26 -06:00
John Colvin
54d82e1773
DeleteSyntheticDaemon - improve logging, support batch delete
2019-12-10 18:01:44 -06:00
John Colvin
9483962e7b
DiscretePropertyChangeDetector uses generic/strong types rather than boxing to object
2019-12-04 13:27:44 -06:00
John Colvin
f94c5bc542
SP-273 Fills are unselected when order tree changes
2019-12-04 13:24:30 -06:00
John Colvin
ce985f4b44
FillsVM state doesn't need to be observable (every usage is equiv to Observable.Return)
2019-12-03 14:02:26 -06:00
John Colvin
032f2253a7
ExecutionStrategyEditor 'Remove Leg' tooltip
2019-12-03 12:49:42 -06:00
John Colvin
4b4eb66ef0
SP-271 Synthetic cloning
2019-12-03 12:49:42 -06:00
Eric Harding
8c837f9f64
Expound on service fundamentals / ServiceContext
2019-12-03 13:16:41 -05:00
John Colvin
a71914d566
TickFactorsPicker - disable auto complete behavior
2019-12-02 16:16:41 -06:00
John Colvin
bd00183f7a
SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl)
2019-12-02 15:24:10 -06:00
Jake Norbut
2674e526be
formatting
2019-12-02 13:11:44 -06:00
Jake Norbut
4ea2c08cc3
hooking up message Visibility to new vm property
2019-12-02 13:06:30 -06:00
Jake Norbut
99432ad7ac
adding status message visibility property to ladder vm
2019-12-02 13:05:43 -06:00
Jake Norbut
8c210bff34
adding status message visibility to setting vm
2019-12-02 13:04:57 -06:00
Jake Norbut
e566a94380
adding status_message_visible to settings
2019-12-02 13:04:15 -06:00
Eric Harding
85f97ae552
Combine rpc/streams into services.md
2019-12-01 21:50:17 -05:00
Eric Harding
7ca0d10eb0
client/overview.md
2019-11-29 11:49:24 -05:00
John Colvin
07da9fd296
Import Synthetics manual test
2019-11-25 12:55:13 -06:00
John Colvin
436dbd217c
SP-266 synthetic csv parser/import dialog
2019-11-25 12:55:13 -06:00
John Colvin
0937381a3f
INotifyDataErrorInfo 'subscribe_has_errors' extension only notifies observers when HasErrors changes
2019-11-25 12:55:13 -06:00
John Colvin
d42f6b6fff
EnumHelper - generic add/remove_flags methods
2019-11-25 12:55:13 -06:00
John Colvin
03940b291b
ArrayHelper.trim was not actually reassigning ref with trimmed result
2019-11-25 12:55:13 -06:00
John Colvin
2a72b03afc
TickFactorsPicker - disable auto complete behavior
2019-11-25 12:55:13 -06:00
John Colvin
98caeb5410
MDDaemon - check that synthetic metadata.HasStrategy before adding to map
2019-11-25 12:55:13 -06:00
John Colvin
73cb56a661
DIYGridRowPresenter - don't perform drag selection when SelectionMode=Single
2019-11-25 12:55:13 -06:00
John Colvin
88932081b7
add WindowMaxSizeConverter to implement 'SizeToContent' max dimensions
2019-11-25 12:55:13 -06:00
Eric Harding
ca8aed1f2b
client pages outline
2019-11-22 18:49:58 -05:00
John Colvin
a5f27d0d35
AlgoStudio - fix typos in name/badge header tooltip
2019-11-22 11:28:59 -06:00
John Colvin
ce7ff0d14f
MDDaemon - check that synthetic metadata.HasStrategy before adding to map
2019-11-22 11:25:38 -06:00
John Colvin
d08571e862
Merge remote-tracking branch 'origin/master' into algo-studio-style-tweaks
2019-11-22 11:25:09 -06:00
Eric Harding
b62d9751cf
chown duplicates files in docker image
2019-11-20 14:57:56 -05:00
Eric Harding
b32d63fcda
Update api site template
2019-11-20 12:39:59 -05:00
Jake Norbut
26b5fe5699
updating release notes
2019-11-20 09:47:48 -06:00
Jake Norbut
2fccceb91d
Merged in ladder_recenter_no_kb (pull request #379 )
...
Ladder recenter no kb
2019-11-20 15:47:09 +00:00
Jake Norbut
fa49a0de07
adding new test
2019-11-20 09:45:51 -06:00
Jake Norbut
bd28a0fa54
delete old test
2019-11-20 09:45:27 -06:00
Jake Norbut
14ebe5ef51
(shift or alt) + double click to recenter all ladders
2019-11-20 09:14:20 -06:00
Jake Norbut
a9b4049307
relocating bus.post of recenter all to common public ladder function
2019-11-20 09:13:58 -06:00
Eric Harding
54d9d5e2f3
Add google analytics
2019-11-19 16:38:30 -05:00
Jake Norbut
234d499731
adding ladder spacebar test
2019-11-19 08:51:38 -06:00
Eric Harding
324b9c1cc7
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2019-11-19 09:04:33 -05:00
Eric Harding
6aad329e09
Include ice symbol list in defaults for windows
2019-11-18 13:04:00 -05:00
Jake Norbut
0641cf45d9
Merged in SP-261_bye_bye_butterfly (pull request #366 )
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RTM - no more butterfly defaults
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-18 16:34:35 +00:00
Jake Norbut
1fe0efe5c3
Merged in SP-264_price_display_format (pull request #374 )
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RTM - SP-264 drop tick separator in ladder prices
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-11-18 16:17:31 +00:00
Jake Norbut
93938b6ef2
fix merge
2019-11-18 10:15:19 -06:00
Jake Norbut
818806a4e1
Merged in SP-263_recenter_on_spacebar (pull request #371 )
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RTM - SP-263 recenter on spacebar
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-11-18 15:35:59 +00:00
Jake Norbut
261bf3e475
Merged in SP-260_local_max_clip (pull request #370 )
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RTM SP-260 local max clip
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-11-18 15:34:30 +00:00
John Colvin
dbe2194ed3
Merged in SP-265-pnl-cast-exception (pull request #376 )
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SP-265 pnl cast exception
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-18 15:26:06 +00:00
John Colvin
45e10ca377
SP-265 use 'is' instead of explicit cast to IPNLCellData (the cast should work; this is defensive)
2019-11-14 21:09:31 -06:00
Eric Harding
c3299232f1
Update release notes
2019-11-14 17:44:24 -05:00
John Colvin
4de77ce339
pnl sometimes duplicates grouping columns when they are changed in settings dialog
2019-11-14 16:12:58 -06:00
John Colvin
96f71290a4
SP-265 pnl crash due to CastException
2019-11-14 16:12:19 -06:00
Jake Norbut
e2b80942df
adding manual test
2019-11-14 15:58:59 -06:00
Jake Norbut
51fb068469
adding manual test
2019-11-14 15:51:40 -06:00
Eric Harding
81b36edfe3
Merged in subprocess (pull request #375 )
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[RTM] Simple sparkd subprocess runner
2019-11-14 20:26:38 +00:00
Eric Harding
90976ffeba
Merged in init_spark_plugin (pull request #372 )
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[RTM] Always init_spark_plugin() for libspark.so
2019-11-14 20:24:50 +00:00
Eric Harding
43aad8b53f
merge master
2019-11-14 15:24:36 -05:00
Eric Harding
5434647ecb
Merged in SP-262-read_latest_crash_dump-crahes (pull request #368 )
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[RTM] SP-262 check for directory exists in keep_n_matching_files
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-14 20:22:53 +00:00
Eric Harding
7c4aa11c69
Merged in SP-259-elliots-tas-algo-not-firing (pull request #369 )
...
[RTM] SP-259 - Fix md exchange status transitions.
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-11-14 20:22:44 +00:00
Eric Harding
176c1f8d92
Update sdk overview.md with blog edits
2019-11-14 15:22:01 -05:00
Jake Norbut
8b0c9e7722
adding some TAS-style symbols so we get md recording on them
2019-11-14 07:56:27 -06:00
Eric Harding
a5c2e8b287
SP-230 Disable GMI_import for sdk
2019-11-13 15:37:38 -05:00
Eric Harding
24e766ba59
SP-230 include futures.coconut in dockerfile
2019-11-13 14:45:34 -05:00
Eric Harding
ddd81ea93a
Allow sdk shell to always skip stunnel
2019-11-13 14:45:06 -05:00
Eric Harding
5481cce34c
Simple sparkd subprocess runner
2019-11-13 13:50:21 -05:00
Jake Norbut
58d39c4833
rendering ladder prices approparitely based on price_display_format
2019-11-13 10:38:26 -06:00
Jake Norbut
367d9be724
adding price_display_format to settings view
2019-11-13 10:38:04 -06:00
Jake Norbut
99f2ab7c8a
adding price_display_format to vm
2019-11-13 10:37:46 -06:00
Jake Norbut
8b091b39eb
adding PriceDisplayFormat enum to proto
2019-11-13 10:37:24 -06:00
Eric Harding
9d1f0e5538
Remove bad symlink breaking build.
2019-11-12 16:58:30 -05:00
Eric Harding
02ade1e0c9
Merged in SP-230-api-experience (pull request #373 )
...
SP-230 api experience
2019-11-12 21:36:11 +00:00
Eric Harding
296749bae3
remote docker part from udpate_github
2019-11-12 16:34:29 -05:00
Eric Harding
49ec9885eb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-230-api-experience
2019-11-12 13:28:28 -05:00
Eric Harding
04264e70b9
add spark_client.cmd
2019-11-12 11:54:15 -05:00
Eric Harding
eaadc74242
SP-230 overview/blog
2019-11-12 10:56:29 -05:00
Eric Harding
6760ca1898
Always init_spark_plugin() for libspark.so
2019-11-12 08:50:31 -05:00
Eric Harding
5f2d3c7c26
SP-230 algo overview draft
2019-11-11 16:49:12 -05:00
Eric Harding
326532ed5c
Urls change /algo/ to /server/
2019-11-11 11:43:31 -05:00
Eric Harding
5cfb4a65e9
SP-230 add faq/join
2019-11-11 10:19:17 -05:00
Eric Harding
f955fef680
SP-230 orders
2019-11-08 17:31:54 -05:00
Eric Harding
2214988442
SP-230 rename Algo sdk to Server sdk
2019-11-08 16:51:25 -05:00
Eric Harding
e80ab05969
SP-230 subscriptions
2019-11-08 16:26:51 -05:00
Eric Harding
92bdbd460a
initialization : editing
2019-11-08 15:43:31 -05:00
Jake Norbut
a357d978ca
misc string formatting fix; this is only used for debugging focus issues
2019-11-08 13:45:03 -06:00
Jake Norbut
dfb673bd63
recenters all ladders via posting to appropriate tag to bus when spacebar is pressed over a ladder
2019-11-08 13:43:29 -06:00
Jake Norbut
24f366491b
update view with appropriate controls for enforce_max_clip and max_clip
2019-11-08 10:44:03 -06:00
Jake Norbut
55134bf172
check max clip for crossing market dialog as well
2019-11-08 10:42:23 -06:00
Jake Norbut
b6b33f14ef
enforce max clip at order entry
2019-11-08 10:40:43 -06:00
Jake Norbut
12d532a17f
adding enforce_max_clip and max_clip to settings vm
2019-11-08 10:39:38 -06:00
Jake Norbut
09679ff494
adding enforce_max_clip and max_clip to proto
2019-11-08 10:38:10 -06:00
Eric Harding
781e7c98a0
SP-230 initialization
2019-11-08 10:09:33 -05:00
Eric Harding
4189b05665
SP-262 check for directory exists in keep_n_matching_files
2019-11-07 18:08:13 -05:00
Eric Harding
ff5b04f8ee
SP-259 - Fix md exchange status transitions.
2019-11-07 17:52:10 -05:00
Jake Norbut
4180b9a8ec
removing price and quantity special case when legs = 3
2019-11-06 11:45:42 -06:00
Taha Afzal
b3369db7cc
Release notes
2019-11-04 13:07:02 -05:00
Taha Afzal
279abcfefd
Made the fractional_hedging test a bit easier to do
2019-11-04 10:41:27 -05:00
Taha Afzal
872e2465a6
Fixing the test
2019-11-01 14:15:11 -04:00
Eric Harding
5ba244c982
Editing initialization
2019-10-31 17:24:20 -04:00
Eric Harding
4029a6a58a
registration.md
2019-10-31 16:48:06 -04:00
John Colvin
e713210030
remove obsolete algo types from hardcoded defaults
2019-10-29 18:07:32 -05:00
John Colvin
c057bf18f6
Merge remote-tracking branch 'origin/master' into algo-type-config
2019-10-29 18:07:01 -05:00
Taha Afzal
89fb79c556
Manual tests added
2019-10-29 18:53:17 -04:00
Taha Afzal
c92e9df77b
Merge branch 'hide_deleted_accounts'
2019-10-29 14:58:11 -04:00
Taha Afzal
81aaa853d5
Merging SP-248
2019-10-29 14:40:00 -04:00
Taha Afzal
4f308faba2
Merge branch 'SP-247-order-entry-sounds'
2019-10-29 14:09:30 -04:00
Taha Afzal
0b924033c2
Merge branch 'SP-252-root-spreader-security'
2019-10-29 14:08:29 -04:00
Taha Afzal
3606c707e4
Merge branch 'SP-204-local-fills'
2019-10-29 14:07:42 -04:00
Taha Afzal
5998107e6a
Merge branch 'SP-225-investigate-the-lack-of-price-rep'
2019-10-29 14:03:12 -04:00
Taha Afzal
297982433b
Merge branch 'SP-249'
2019-10-29 13:58:28 -04:00
Taha Afzal
15ac9d945b
Modified tests
2019-10-29 13:53:20 -04:00
Eric Harding
c03d05285b
Copy images locally so Michael doesn't steal them
2019-10-28 17:15:18 -04:00
Jake Norbut
a0f1d11692
adding manual fills don't show admin fills test
2019-10-28 16:15:01 -05:00
Jake Norbut
e7890a459c
test for order sent sound
2019-10-28 15:57:27 -05:00
Jake Norbut
f7fb5ed400
adding test for deleted accounts
2019-10-28 15:48:47 -05:00
Jake Norbut
75e98d353f
adding left panel test steps
2019-10-28 15:41:39 -05:00
John Colvin
5fc6ff4c00
SP-204 Local fills UI erroneously shows admin fills too
2019-10-26 16:40:32 -05:00
Eric Harding
78323d09e8
SP-230 Development with other editor
2019-10-25 17:40:10 -04:00
Taha Afzal
6951272633
Just has to update the last_price
2019-10-25 13:05:44 -04:00
Eric Harding
f2621da423
SP-230 Development with VScode
2019-10-25 12:19:38 -04:00
Taha Afzal
548611b44f
Adding tooltips, and hooking to the right proto
2019-10-24 18:04:54 -04:00
Eric Harding
cf2bc03dd1
SP-230 Editing
2019-10-24 17:36:27 -04:00
Taha Afzal
322da04723
Merge branch 'SP-249' of bitbucket.org:bluetradesys/spark into SP-249
2019-10-24 17:09:30 -04:00
Taha Afzal
3544eac815
Cleaned up the quote throttling code
2019-10-24 17:09:24 -04:00
John Colvin
7fef7d88ce
refactor QuoteInsideMarketDistance to new proto type (cannot recycle old type bc it must be null in existing synths)
2019-10-24 15:41:30 -05:00
John Colvin
7531cf5eb4
remove unused synth param 'QuoteInsideMarketDistanceAwayModel'
2019-10-24 15:38:15 -05:00
John Colvin
5826a083c0
SyntheticEditor - remove Quote Inside Market Away Distance param
2019-10-24 12:44:47 -05:00
John Colvin
ec0d5d22f1
SyntheticEditor - disable Quote Throttle/Inside Market Distance by default
2019-10-24 12:37:13 -05:00
John Colvin
d433368795
fix typo in 'order sent alert' predicate (creation time comparison was backwards)
2019-10-24 11:51:39 -05:00
Eric Harding
88e17743ef
Disable onixs for sdk sparkd
2019-10-24 11:28:04 -04:00
Jake Norbut
dc4453e510
SP-256 - hide deleted accounts
2019-10-24 08:32:38 -05:00
Eric Harding
950073703f
SP-230 Scripts to deploy to api.bluetradesys.com
2019-10-23 19:40:11 -04:00
Jake Norbut
1b1583abda
removing OJ and KC IFU entries; regen cme ref data file
2019-10-23 09:24:28 -05:00
Jake Norbut
9d2f2888bb
updating reference data with latest for RodrigoSGU and CNH
2019-10-23 09:08:20 -05:00
Eric Harding
504d09eb6c
SP-230 devcontainers are pretty neat
2019-10-22 17:36:51 -04:00
Eric Harding
c2ea5aa36f
ServiceContext needs to include port when deciding to connect to sparkvm:8000 for debuggin
2019-10-22 16:35:00 -04:00
John Colvin
26816f0048
SP-249 New spreader quoting throttle parameter
2019-10-22 12:12:17 -05:00
Eric Harding
c367488844
sdk: refactor example build
2019-10-22 13:02:10 -04:00
Taha Afzal
e97e6b93c7
Adding proto
2019-10-21 16:44:00 -04:00
John Colvin
0d8252e131
SP-252 Parent spreader badge should show the spreader name as well
2019-10-21 12:58:21 -05:00
John Colvin
17a0bef824
Merge remote-tracking branch 'origin/master' into algo-type-config
2019-10-21 12:15:00 -05:00
Eric Harding
fb19dd8ce5
Add sdk dockerfile and create it on build
2019-10-17 17:43:19 -04:00
Eric Harding
c0a2c6a24a
Split examples into separate directories and add devcontainer
2019-10-17 17:42:30 -04:00
Eric Harding
7cbd5adccc
Advance linux docker to include 'zip' executable
2019-10-17 17:28:38 -04:00
Eric Harding
3b8a4f89cc
Rename Log subsystem ClientSdk to just Sdk
2019-10-17 17:25:20 -04:00
Taha Afzal
801b9622f8
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-10-17 15:09:19 -04:00
Taha Afzal
a5df3f2da2
Dynamic Algos are now loaded only when explicitely enabled by name in Toggles config
2019-10-17 15:09:10 -04:00
John Colvin
f03a413855
SP-247 Order Entry Sounds
2019-10-17 13:55:52 -05:00
Michael Harding
f3a692bda2
Delete ex_sim_orders_venue_sim in system tests
2019-10-17 13:30:11 -04:00
Kevin Darby
6c3bdbdc34
make sim datapaths pretty again
2019-10-17 12:09:05 -04:00
Eric Harding
d4749dd381
Tool to test c# api latency
2019-10-17 11:57:20 -04:00
Taha Afzal
a008f4d0fd
Hiding pyramid, ignoring timer (which was faking market status)
2019-10-17 11:38:35 -04:00
Taha Afzal
0ee9521454
Merge branch 'TAS'
2019-10-17 11:16:03 -04:00
Kevin Darby
62cef7c2f7
release notes
2019-10-17 09:44:53 -04:00
Taha Afzal
1b39f4e47c
Merge branch 'master' into TAS
2019-10-16 21:54:24 -04:00
Taha Afzal
3212b2fcee
Added logs for TAS Algo
2019-10-16 16:38:12 -04:00
Taha Afzal
1576541bd1
Clean up
2019-10-16 14:59:34 -04:00
Kevin Darby
62e97364fb
Merged in ice_exec3 (pull request #230 )
...
Ice execution
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-10-16 18:47:10 +00:00
Taha Afzal
93b954ce46
Some cleanup remains, mostlty done
2019-10-16 11:37:32 -04:00
John Colvin
c9da022c58
SP-248 Ladder left panel scroll
2019-10-15 12:12:20 -05:00
John Colvin
0772a13b09
introduce ladder settings 'profile-equivalent' logic to avoid disconnecting ladders from profiles due to trivial settings changes
2019-10-14 20:55:00 -05:00
John Colvin
c53f6ad906
finally remove mutable members from LadderSettings GetHashCode impl
2019-10-14 16:01:24 -05:00
John Colvin
9180c48b67
CompositeAlgoVM 'group' is AlgoDisplayGroup.Studio
2019-10-14 15:29:02 -05:00
John Colvin
01acbe08f5
remove dead code
2019-10-14 15:26:01 -05:00
John Colvin
8a47cd4821
exchange/security based algo type config
2019-10-14 15:19:36 -05:00
John Colvin
03050d9b07
refactor some Disposable.replace calls so that the prev hook is disposed before the new one is created
2019-10-14 13:25:21 -05:00
John Colvin
9178878880
AlgoStudio model does not really need to import AdminModel (just UserTuple)
2019-10-14 13:25:21 -05:00
John Colvin
f38b1c7af9
ContractPickerModel.result getter performs dictionary lookup (was brute force enumeration)
2019-10-14 13:25:21 -05:00
John Colvin
45cd958b1e
make security criteria clause immutable
2019-10-14 13:25:21 -05:00
John Colvin
4d49c8f030
add .rej to gitignore
2019-10-14 13:25:21 -05:00
John Colvin
b2227ce37b
DynamicOrderHelper stores dyn types in map
2019-10-14 13:25:21 -05:00
Taha Afzal
1058c8a80e
Merge branch 'pyramid' into TAS
2019-10-14 11:45:56 -04:00
Taha Afzal
7ecb106880
Done
2019-10-14 11:39:27 -04:00
Taha Afzal
b0c1d93c50
Corner cases fixed
2019-10-14 11:08:29 -04:00
Kevin Darby
0c5a039226
tested buffered cancel and replace with lean_controlled.txt, verified in fix
2019-10-11 14:04:32 -04:00
Kevin Darby
2677144bfa
buffer cancel and updates because ice sucks
2019-10-10 17:43:28 -04:00
Eric Harding
04f165b1a3
api docs: change info icon
2019-10-10 17:12:25 -04:00
Kevin Darby
6b30c42c0d
added gt_cert jetfix rule to conf per Pete
2019-10-10 14:56:32 -04:00
Eric Harding
893aa7a370
api sdk - development
2019-10-09 20:01:56 -04:00
Eric Harding
245b5d0f99
sdk docs - downloading
2019-10-09 18:56:30 -04:00
Kevin Darby
2f62d29f66
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-09 14:03:11 -04:00
Taha Afzal
828f867a80
Merge branch 'pyramid' of bitbucket.org:bluetradesys/spark into pyramid
2019-10-09 13:46:19 -04:00
Taha Afzal
c9663cf7ab
made the child orders configurable
2019-10-09 13:46:08 -04:00
John Colvin
b85de51d0c
bring back DefaultAlgoVM for 'None' case (dynamic children placeholders do not have specific impl)
2019-10-09 12:33:40 -05:00
John Colvin
dc8e65923d
fix adminModel typo '&&' -> '||' (users need admin OR trade permissions to see account)
2019-10-09 12:00:25 -05:00
Eric Harding
d5225aa75b
spark sdk Installing
2019-10-09 12:21:03 -04:00
Eric Harding
48e6e1e139
client sections need work
2019-10-08 17:39:51 -04:00
Eric Harding
1ebd0be57c
api docs outline
2019-10-08 17:24:01 -04:00
Eric Harding
28779d333c
api docs "landing page"
2019-10-08 16:53:40 -04:00
Eric Harding
c9387a92be
Add docs/api
2019-10-08 16:41:59 -04:00
Eric Harding
1469373b9c
fix Sparkcmd -h help printer
2019-10-08 15:59:15 -04:00
Kevin Darby
820e937336
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-08 12:49:58 -04:00
John Colvin
8b73878782
null check for TradingPermissions (fixes login crash)
2019-10-08 11:46:32 -05:00
Kevin Darby
b15106dac4
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-08 11:43:22 -04:00
Michael Harding
100316b791
SP-246: Fix System Tests
2019-10-08 11:06:41 -04:00
John Colvin
a4694462ed
flip combobox gradient back (there was a light/medium typo in resource keys)
2019-10-07 16:52:23 -05:00
John Colvin
f404b0e936
center align ratio checkbox in QuantityMeasureControl
2019-10-07 16:10:47 -05:00
John Colvin
2df1e94fb3
algo studio pr feedback; clean up visual states
2019-10-07 16:05:18 -05:00
John Colvin
acd0d7c343
remove 'Cannot change...while templates present' tooltip
2019-10-07 15:27:51 -05:00
John Colvin
1e8a7f09dd
make generic algo template child order padding consistent
2019-10-07 14:21:24 -05:00
Kevin Darby
3c98425226
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-07 12:53:44 -04:00
John Colvin
b65d50a9c7
AlgoStudio uses Adorner to display name/abbrev. text prompts
2019-10-07 11:03:33 -05:00
John Colvin
909b4b6cfe
AlgoStudio - put badge/name/abbrev uis on a single row
2019-10-07 11:03:33 -05:00
John Colvin
2fbc238ecc
AlgoDefinitionVM - update 'is_dirty' when algo_root changes
2019-10-07 11:03:33 -05:00
John Colvin
7c73024919
ObservantAsyncCommand can_execute was not actually changing in response to parameter
2019-10-07 11:03:33 -05:00
John Colvin
0d85aa1644
AlgoStudio - remove old/erroneous 'algo templates' code
2019-10-07 11:03:33 -05:00
John Colvin
df16acc4af
AlgoStudio - better 'Clone' icon
2019-10-07 11:03:28 -05:00
John Colvin
7ad0c23704
AlgoStudioView - reduce save/revert button width to 90
2019-10-07 11:02:38 -05:00
John Colvin
e85e0322e3
AlgoStudio uses consistent vertical padding between params; get rid of cartoonish circle in expander button
2019-10-07 11:02:38 -05:00
John Colvin
1a6a31c857
AlgoStudio - (Glbx)Iceberg/Splitter help button margin is consistent with other algos
2019-10-07 11:02:38 -05:00
John Colvin
65b09c6802
[non-functional] white space changes in AlgoContentTemplateSelector.xaml
2019-10-07 11:02:38 -05:00
John Colvin
148dae32d5
AlgoStudio - remove algo name from buttons, dock save/revert on bottom
2019-10-07 11:02:38 -05:00
John Colvin
9c116fa3d6
AlgoStudio - hide vertical scrollbar
2019-10-07 11:02:38 -05:00
John Colvin
1aa9c46367
fix build (bad using directives after merge)
2019-10-07 10:48:12 -05:00
Kevin Darby
5211cab351
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-10-07 10:24:36 -04:00
Pedro Pinto
e89a4cce53
Merged in sim_prorata (pull request #350 )
...
RTM. Documented OrderMatcher better.
2019-10-07 13:38:41 +00:00
Eric Harding
cb56b90737
Merged in SP-229-shell-crash-dumps (pull request #346 )
...
RTM: SP-229 shell crash dumps
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-10-07 13:38:00 +00:00
Pedro Pinto
761a89f052
Updated release notes
2019-10-07 09:37:00 -04:00
Pedro Pinto
cab6b56606
Merged master
2019-10-07 09:36:21 -04:00
Pedro Pinto
8a743a91a5
Updated release notes.
2019-10-07 09:29:30 -04:00
Taha Afzal
5dec5dc392
Merged in SP-232 (pull request #345 )
...
RTM. Fixing SP-232
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-10-07 13:28:30 +00:00
Eric Harding
27aa4fca26
Merged in system-tests (pull request #349 )
...
RTM: System tests
Approved-by: Michael Harding <michael.harding@bluetradesys.com >
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-10-07 13:20:35 +00:00
Pedro Pinto
84a2e50bf7
Updated release notes.
2019-10-07 09:19:18 -04:00
John Colvin
297eb5b25b
Merged in SP-181-no-spreads-in-man-fills (pull request #352 )
...
RTM SP-181 Remove the option to enter manual fills of spreads
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-10-07 13:18:26 +00:00
Pedro Pinto
d9d0e1f4ef
Updated release notes.
2019-10-07 09:15:21 -04:00
Eric Harding
6ec0cc8bbe
Merged in SP-236-websocketpp (pull request #353 )
...
RTM: SP-236 Disable websocketpp open_handshake timeout
2019-10-07 13:13:30 +00:00
Pedro Pinto
795b77ea3f
Updated release notes.
2019-10-07 09:12:45 -04:00
John Colvin
91c97d32bb
Merged in SP-223-som-synth-crash (pull request #355 )
...
RTM add dispatcher thread name to assert log
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-10-07 13:11:57 +00:00
John Colvin
e0c50703d7
Merged in SPARK-2534-fills-time-filter-bug (pull request #357 )
...
RTM SPARK-2534 fills time filter bug
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-10-07 13:11:03 +00:00
Pedro Pinto
dab1e76766
Updated release notes.
2019-10-07 09:10:32 -04:00
Pedro Pinto
b8c927df27
Merge branch 'master' into SPARK-2534-fills-time-filter-bug
2019-10-07 09:02:25 -04:00
Pedro Pinto
2684d25f09
Updated release notes
2019-10-07 09:01:48 -04:00
John Colvin
7c95a77ae2
Merged in update-naggle-test (pull request #360 )
...
RTM unit test for update.naggle fix
2019-10-07 13:00:06 +00:00
John Colvin
31b115d13b
Merged in bts-admin-permissions (pull request #356 )
...
RTM Bts admin permissions
2019-10-07 12:58:42 +00:00
Pedro Pinto
d681a6924b
Updated release notes.
2019-10-07 08:39:01 -04:00
Pedro Pinto
d0cce84d2e
Merge branch 'master' into bts-admin-permissions
2019-10-07 08:38:07 -04:00
Pedro Pinto
532591c34f
Updated release notes.
2019-10-07 08:36:14 -04:00
Taha Afzal
562b9419bd
hedge is a lean now
2019-10-04 17:32:03 -04:00
John Colvin
7f187224c1
add .Replay(1).RefCount() to AdminModel.on_accounts
2019-10-02 13:40:29 -05:00
John Colvin
79b2121f5e
OrderBookVM disposes order_mod_vm
2019-10-02 13:40:28 -05:00
John Colvin
0bd477594c
FillsVM disposes filters
2019-10-02 13:36:58 -05:00
John Colvin
149cd90fb4
apply permission filter to pnl stream
2019-10-02 11:54:38 -05:00
John Colvin
f74e719a9f
sort accounts/users in filter dropdowns for OrderBook/Fills/PNL
2019-10-02 11:54:38 -05:00
John Colvin
8b68beae96
Merge remote-tracking branch 'origin/master' into bts-admin-permissions
2019-10-02 10:52:45 -05:00
Pedro Pinto
9cc0b471f2
Added support for tag 1031, defaults to Y.
2019-10-02 10:32:23 -04:00
Taha Afzal
3e035197d0
Top Spread is also a security (forgot to mark it as a security, so it was showing as a uint in the ui)
2019-10-01 20:42:06 -04:00
Taha Afzal
c9d8a640b6
Merge branch 'pyramid' of bitbucket.org:bluetradesys/spark into pyramid
2019-10-01 19:44:49 -04:00
John Colvin
1d97e620fd
add security map to view's resources for dynamic security key param's ContractPickerPopup
2019-10-01 17:17:31 -05:00
John Colvin
f6299ab5c3
clean up DynamicOrderParamVM - don't store value with the descriptor, make 'param' prop readonly
2019-10-01 17:08:32 -05:00
John Colvin
eaff4774e0
refactor some Disposable.replace calls so that the prev hook is disposed before the new one is created
2019-10-01 17:08:32 -05:00
John Colvin
bed52db98a
dynamic order SecurityKey DataTemplate
2019-10-01 17:08:32 -05:00
John Colvin
bd3ef33607
AlgoStudio dynamic order 'SecurityKey' template
2019-10-01 17:08:32 -05:00
John Colvin
25a594895e
ladder/ticket/algo studio views store SecurityMap in resource dictionary
2019-10-01 17:08:31 -05:00
John Colvin
4d468c8026
DynamicOrderVM 'SecurityKey' descriptor impl
2019-10-01 17:08:31 -05:00
John Colvin
68ed90487b
AlgoParamVM template key impl
2019-10-01 17:08:31 -05:00
John Colvin
ddc2c67fea
add SelectedSecurityKey dp to ContractPickerPopup
2019-10-01 17:08:31 -05:00
Taha Afzal
77459e9c64
price changes dont have the algo params filled in
2019-10-01 16:15:36 -04:00
John Colvin
db64f2f45b
migrate common ManualFills resource keys into central location
2019-09-30 18:21:06 -05:00
John Colvin
3f7ea71de7
[non-functional] normalize whitespace in AlgoContentTemplateSelector.xaml
2019-09-30 18:11:18 -05:00
John Colvin
d334418655
PyramidAlgo uses 'SecurityKey' dynamic param descriptor
2019-09-30 18:09:11 -05:00
John Colvin
d1844afeae
server side impl for 'SecurityKey' dynamic param descriptor
2019-09-30 18:08:41 -05:00
John Colvin
b6dc2bd4d4
add 'SecurityKey' dynamic param descriptor
2019-09-30 18:03:52 -05:00
Taha Afzal
58906eb3b6
Code complete
2019-09-30 16:55:35 -04:00
Kevin Darby
50e61604ba
move default keycode exp to 12/31/2019 to fix unit tests
2019-09-30 11:53:44 -04:00
Kevin Darby
6bd23f106f
Merged in fix_nan_pnl (pull request #361 )
...
add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market
2019-09-30 15:07:11 +00:00
Kevin Darby
dfd8348724
add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market
2019-09-30 11:03:03 -04:00
Taha Afzal
963a4207e2
Code complete, need cleanup and testing
2019-09-26 19:00:15 -04:00
John Colvin
d2e9352e48
unit test for update.naggle fix
2019-09-25 12:01:31 -05:00
Kevin Darby
da42e95754
fixed externals and docker
2019-09-25 10:59:58 -04:00
Kevin Darby
a878a55ac1
moved externals
2019-09-25 10:00:20 -04:00
John Colvin
4305d560aa
Merged in pnl-rounding-error (pull request #359 )
...
RTM Pnl rounding error
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
Approved-by: Eric Harding <eric.harding@bluetradesys.com >
2019-09-25 13:57:52 +00:00
John Colvin
055f0015e7
Update.naggle pr edit: 'TryPop' is an innappropriate name (just use 'Remove')
2019-09-24 17:28:06 -05:00
Kevin Darby
a39d91ceb3
Merge branch 'pnl-rounding-error' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-24 14:38:26 -04:00
John Colvin
ddc50e1fba
pnl initial calc type was not being applied to data
2019-09-24 13:32:54 -05:00
John Colvin
ffb571d1cf
fix pnl rounding issues (use 9 decimal places)
2019-09-24 13:32:53 -05:00
John Colvin
2a36c05d75
fix PNLRowData Equals impl (was not comparing market prices)
2019-09-24 13:32:53 -05:00
John Colvin
a3730eb203
Update.naggle merge maintains changes (could get into state where changes became adds/removes)
2019-09-24 13:32:53 -05:00
John Colvin
d033275694
remove unused member OrdersModel.on_account_pnl
2019-09-24 13:32:53 -05:00
Taha Afzal
4e58342677
Merge branch 'master' into Pyramid
2019-09-24 13:12:56 -04:00
Taha Afzal
5eeb5a534c
Adding logs
2019-09-24 13:12:16 -04:00
Jake Norbut
016ddf9b69
fixing pay less definition
2019-09-24 08:21:56 -05:00
John Colvin
0cc5817932
expand synthetic leg columns to fit name
2019-09-24 01:04:28 -05:00
Michael Harding
032836dea4
Test updates
2019-09-23 15:54:33 -04:00
Taha Afzal
f20c53bced
Organized the code better
2019-09-23 14:08:21 -04:00
Kevin Darby
a06461eb5e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 13:58:22 -04:00
Kevin Darby
34e7d6a617
remove ice bust handling
2019-09-23 13:57:43 -04:00
Kevin Darby
276e9ad0ef
Merged in fix_expired_fill_crash (pull request #358 )
...
Fix expired fill crash
2019-09-23 17:50:02 +00:00
Pedro Pinto
5968ac10d2
The fix is right, but the code was a bit clumsy.
2019-09-23 13:48:26 -04:00
Kevin Darby
31e44d8c10
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 13:03:20 -04:00
John Colvin
9bf7666c30
downgrade pnl rounding error Log assert to warning
2019-09-23 11:56:57 -05:00
Kevin Darby
8fdab4a510
note about expired securities in sod tests
2019-09-23 12:47:48 -04:00
Kevin Darby
385adaa1b0
Merge branch 'fix_expired_fill_crash' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 12:36:16 -04:00
Kevin Darby
f9506bc9ad
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-23 12:36:00 -04:00
Kevin Darby
b9fd0e2e28
in SIM you can trade an expired security and if we leave it out of this map
...
we will later attempt to add this fill twice while testing SOD because the test
asks to delete the fills db
2019-09-23 12:31:03 -04:00
Kevin Darby
6b5b517d70
slight nit in GLBXExecutionGateway
2019-09-23 12:29:38 -04:00
John Colvin
80850146c1
TableUpdate.AggregateLatest shouldn't share seed across subscriptions
2019-09-23 00:08:12 -05:00
John Colvin
0680dddab4
normalize line endings in TickUpDown.xaml
2019-09-22 15:22:57 -05:00
John Colvin
70aa62c0cf
add border to DateTimePicker 'time' part view
2019-09-22 15:22:20 -05:00
John Colvin
06165b3842
SPARK-2534 Fills Form seems to always have SOD orders in there
2019-09-22 15:06:03 -05:00
John Colvin
f21902d60d
remove unused files AdminModelWrapper/PermissionFilter.cs
2019-09-22 14:46:52 -05:00
John Colvin
a27f383b62
remove LoginContainer MEF Export consts (replace usages with UserTuple)
2019-09-22 12:58:46 -05:00
John Colvin
35d4fcc513
make UserTuple public (it's referenced in multiple assemblies)
2019-09-22 12:58:46 -05:00
John Colvin
8a96b00f64
add 'User' column to Synthetic Management window
2019-09-22 12:58:46 -05:00
John Colvin
2d06fd3d92
[non-functional] style cop/whitespace changes to SyntheticManagementDialogVM.cs
2019-09-22 12:58:45 -05:00
John Colvin
76050e0722
SyntheticManagement vm uses 'DataGridFilterHelper.hook_all' method to eliminate risk of omitting column filters
2019-09-22 12:58:45 -05:00
John Colvin
a3f0c2fbf6
pass UserTuple to SyntheticManagement row (for imminent user column), remove dependency on securitymd
2019-09-22 12:58:45 -05:00
John Colvin
1ccc4c3746
add 'ShowLadderAutoLookupTag' to eschew securitymd depependency
2019-09-22 12:58:45 -05:00
John Colvin
e5d85db888
SP-151 BTS user can view/edit all synths/algos
2019-09-22 12:11:15 -05:00
John Colvin
e47b1c3048
[non-functional] style cop/whitespace changes in MDSource/Daemon.cs
2019-09-22 12:11:15 -05:00
John Colvin
039791a296
simplify AdminModel, api 'permission filters' use new UserTuple.Permissions enum
2019-09-22 12:11:15 -05:00
John Colvin
e6884b6654
add 'Permissions' enum to UserTuple
2019-09-22 11:39:26 -05:00
John Colvin
8cbae28dd8
move UserTuple.cs into spark_api
2019-09-22 11:39:26 -05:00
John Colvin
010a1fecb1
remove unused function 'OrderFactory.subscribe_user_tuples'
2019-09-22 11:39:26 -05:00
Pedro Pinto
ec1d925dbe
Added to .gitignore
2019-09-22 08:25:10 -04:00
Kevin Darby
96bec55ee7
fix build, we will have to handle these ice cpps someplace else
2019-09-20 15:01:56 -04:00
Kevin Darby
424bb36fc7
update jakes script for ice cpps
2019-09-20 14:30:27 -04:00
Kevin Darby
c24700195f
fixed cpp coming from market data for ice, added the obligatory overrides
2019-09-20 14:15:27 -04:00
Jake Norbut
f7184b0949
updating tests
2019-09-20 09:13:01 -05:00
John Colvin
633ebf38a2
restore original ComboBox default padding on the left
2019-09-19 18:58:19 -05:00
John Colvin
1eb8352b6b
OrdersModel blocks GlbxIceberg orders from going out to non-glbx exchange
2019-09-19 17:21:48 -05:00
John Colvin
33c201b395
remove unused SparkTag.CreateOrder
2019-09-19 17:21:17 -05:00
Eric Harding
999973c349
upgrade websocketpp 0.7.0 to 0.8.1 (externals)
2019-09-19 14:59:09 -04:00
Eric Harding
4663ae9e4d
SP-236 Disable websocketpp open_handshake timeout
2019-09-19 14:38:00 -04:00
Kevin Darby
34fc6af137
fix mview test
2019-09-19 14:17:53 -04:00
Kevin Darby
6cc25a7337
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:56:32 -04:00
Kevin Darby
0c9a9fcb5e
git lfs
2019-09-19 13:56:01 -04:00
Kevin Darby
48b62f1cab
new externals
2019-09-19 13:40:01 -04:00
Kevin Darby
5a0ceafa66
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:28:31 -04:00
Kevin Darby
d31969606e
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-19 13:27:52 -04:00
Kevin Darby
6c6fb74506
Merged in minimal_api_tests (pull request #348 )
...
RTM. Minimal api tests
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-09-19 17:26:14 +00:00
Pedro Pinto
a69ed30e70
Updated release notes.
2019-09-19 13:19:52 -04:00
Eric Harding
a654f302a2
Merged in SP-106-md-crashy (pull request #351 )
...
SP-106 md crashy
2019-09-19 17:10:35 +00:00
John Colvin
9ca3285888
miniob 'CheckColumn' is visible
2019-09-19 11:56:47 -05:00
John Colvin
d7d170f228
SP-181 Remove the option to enter manual fills of spreads
2019-09-19 11:23:36 -05:00
Eric Harding
df4c3b9376
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-106-md-crashy
2019-09-19 09:11:10 -04:00
Taha Afzal
cf977befd1
odds and ends
2019-09-18 17:22:09 -04:00
Eric Harding
1d538b4cb0
Code review feedback. Checked DeleteValue
2019-09-18 17:04:38 -04:00
Pedro Pinto
f21c9f96d1
Merged from prod
2019-09-18 16:25:35 -04:00
Pedro Pinto
16a71a9f63
Updated release notes.
2019-09-18 16:24:09 -04:00
Pedro Pinto
b42febdf60
Documented OrderMatcher better.
2019-09-18 16:11:16 -04:00
Eric Harding
71915de4b0
sparkcmd CaseInsensitiveEnumValues
2019-09-18 15:47:53 -04:00
Kevin Darby
facb3249d0
Merge branch 'minimal_api_tests' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-18 15:24:51 -04:00
Kevin Darby
f323efc61a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-18 15:24:14 -04:00
Eric Harding
be5f54326e
sparkcmd test should always respect test type (unit/system)
2019-09-18 15:16:28 -04:00
Kevin Darby
a8689aee06
verified client api examples work
2019-09-18 15:13:53 -04:00
Kevin Darby
85b2d257a7
updated the example excel sheet, added some manual tests to vet api docs and excel
2019-09-18 14:57:40 -04:00
Michael Harding
f49ca9f7bd
Merged in system-tests (pull request #347 )
...
System tests
2019-09-18 18:39:11 +00:00
Michael Harding
65cf042639
Merge branch 'system-tests' into ice_exec3
2019-09-18 13:45:26 -04:00
Michael Harding
6aae7831bc
typo
2019-09-18 13:44:49 -04:00
Eric Harding
297233eae6
Clientbuild probably needs this too
2019-09-18 13:28:00 -04:00
Michael Harding
57526a5df5
merge system-tests into ice_exec3
2019-09-18 13:12:38 -04:00
Michael Harding
69dcbdd348
Set type in system tests
2019-09-18 13:08:49 -04:00
Eric Harding
0114dd0276
SP-106 MDConsumerHandle crash both managed+native
2019-09-18 12:58:15 -04:00
Michael Harding
7d26ff641e
more ports
2019-09-18 12:20:26 -04:00
Michael Harding
a8ffe3a6ec
logging ports
2019-09-18 11:20:13 -04:00
Michael Harding
bda135c435
Add more logging to system tests
2019-09-18 10:12:40 -04:00
Eric Harding
ffd35aebac
Enable btree_map.h on windows
2019-09-18 09:52:41 -04:00
Taha Afzal
c9b2ac290c
payup logic implemented
2019-09-17 22:10:53 -04:00
Pedro Pinto
b92fed4f47
Merged from prod
2019-09-17 16:59:03 -04:00
Pedro Pinto
6d7290db63
Updated release notes.
2019-09-17 16:56:28 -04:00
Pedro Pinto
0d0cf11157
Fixed matching error in sim
2019-09-17 16:55:24 -04:00
Kevin Darby
0fa97aeb56
added a service call to clear the auth sessions list in case of keycode trouble
2019-09-17 16:43:24 -04:00
Kevin Darby
d1422ddc58
fix auth tests
2019-09-17 16:36:16 -04:00
Taha Afzal
340d65a47c
Merge branch 'master' into pyramid
2019-09-17 16:32:53 -04:00
Kevin Darby
51ffa7e7f7
set_mic for synthetics
2019-09-17 16:15:17 -04:00
Kevin Darby
2a89c3721b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-17 15:20:57 -04:00
Kevin Darby
0156bbfc46
fix id corner case
2019-09-17 15:06:04 -04:00
Taha Afzal
f89fb76cb2
Merge branch 'master' into SP-232
2019-09-17 14:11:26 -04:00
Taha Afzal
16adb9ee18
Fixing SP-232
2019-09-17 14:09:34 -04:00
Pedro Pinto
fd6eedda87
Fixed typo in release notes.
2019-09-17 13:10:21 -04:00
Pedro Pinto
1ef2b2f55d
Updated release notes.
2019-09-17 11:44:51 -04:00
John Colvin
e2cd1ec2f3
Merged in pnl_draft (pull request #344 )
...
RTM Pnl draft
2019-09-17 15:22:30 +00:00
John Colvin
110a5f74de
Merge remote-tracking branch 'origin/master' into pnl_draft
2019-09-16 22:38:35 -05:00
John Colvin
6d20c782ca
add null check to FillTuple
2019-09-16 22:18:12 -05:00
John Colvin
fa88ee6f68
PNL fills/order popups are filtered for visible rows (i.e., the item's account/sec pair must be visible)
2019-09-16 19:32:37 -05:00
Taha Afzal
22ef965840
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-09-16 19:05:27 -04:00
Taha Afzal
09a19b702c
Fixing SOD time's timezone issues
2019-09-16 19:05:21 -04:00
John Colvin
c90915fb1c
fix pnl 'selected total' orderbook popup input filter
2019-09-16 17:23:50 -05:00
Eric Harding
154a637ee1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-229-shell-crash-dumps
2019-09-16 17:34:36 -04:00
Kevin Darby
8b583fcbec
Merge branch 'fix_server_bounce' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-16 17:11:00 -04:00
Kevin Darby
48dfded132
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-16 17:09:52 -04:00
Kevin Darby
baaa3c4f98
Fixed case where a non-super user shell denied market data after bring left up through a server restart
2019-09-16 16:28:53 -04:00
Kevin Darby
838550d78a
entitlements are tricky
2019-09-16 16:15:38 -04:00
John Colvin
0fc2a55378
Merged in fills-root-algo (pull request #341 )
...
RTM Fills root algo
2019-09-16 20:09:12 +00:00
Pedro Pinto
38b466d305
Updated release notes.
2019-09-16 16:08:41 -04:00
John Colvin
0052c88804
PNL fix filter on group working orders popup
2019-09-16 15:05:51 -05:00
Pedro Pinto
6d183e0db9
Merge branch 'master' into fills-root-algo
2019-09-16 16:01:06 -04:00
John Colvin
ccbf1e1323
fix MiniOrderBookView 'base()' -> 'this()' typo
2019-09-16 14:58:32 -05:00
Michael Harding
c3e43beada
Merged in icons (pull request #337 )
...
RTM Make icons more consistent
2019-09-16 19:56:37 +00:00
Kevin Darby
bf8323e79b
fixed ice entitlements
2019-09-16 15:53:50 -04:00
Pedro Pinto
ab44da6a96
Merge branch 'master' into icons
2019-09-16 15:48:08 -04:00
John Colvin
dbad27e97d
discrete values filter tableupdate impl was selecting lazy items twice
2019-09-16 14:19:49 -05:00
Pedro Pinto
10656f7071
Merge branch 'master' into icons
2019-09-16 15:15:15 -04:00
Eric Harding
ed00025a01
Merged in SP-214-provide-security-state-signal (pull request #338 )
...
RTM: SP-214 provide security state signal
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-09-16 19:13:15 +00:00
Pedro Pinto
7d076437a5
Updated release notes
2019-09-16 15:11:23 -04:00
John Colvin
b7ee9aa208
Merge remote-tracking branch 'origin/master' into fills-root-algo
2019-09-16 13:58:40 -05:00
Pedro Pinto
601b989e75
Merge branch 'master' into SP-214-provide-security-state-signal
2019-09-16 14:55:33 -04:00
John Colvin
02c8714cfd
change pnl defaults to use 'Mid' calc type and hide Selected/Total headers
2019-09-16 13:55:13 -05:00
John Colvin
e25514b75e
PNL closes filter popups on Apply/Clear click
2019-09-16 12:48:14 -05:00
John Colvin
0f05a45d0d
organize PNL FilterStates members (use common pattern to break up sod/day/total/working/etc members)
2019-09-16 12:48:14 -05:00
Eric Harding
399e4bf654
SP-229 Detect unclean shell shutdown and automatically upload an error report
2019-09-16 13:48:12 -04:00
Eric Harding
5908b4478e
Error reports should be logged on the client
2019-09-16 13:20:03 -04:00
John Colvin
8107b058b0
remove Same/Opposite pnl cacluation options
2019-09-16 12:14:24 -05:00
John Colvin
7d3efdb220
pnl supports 0 group cols (was hiding all rows in that case)
2019-09-16 12:02:05 -05:00
John Colvin
e335c54f20
PNLSettingsVM - move anchor cols to the left, order wrt grouping hierarchy
2019-09-16 11:35:01 -05:00
John Colvin
5b748feb5c
DIYGrid - set UseLayoutRounding=False in GridViewColumnHeader style
2019-09-16 11:09:08 -05:00
John Colvin
a1b9bad321
don't use layout rounding in shell settings dialog
2019-09-16 10:58:51 -05:00
John Colvin
e6ef795de7
pnl auxiliary popups open at the bottom left of the target cell
2019-09-16 10:45:29 -05:00
John Colvin
aa88a0906d
fix PopupAdorner initial position (when opening under target element, rather than mouse)
2019-09-16 10:44:40 -05:00
John Colvin
4b75aa6080
specify comparer for pnl working order pos cols
2019-09-16 10:23:32 -05:00
Kevin Darby
e6ab7d825a
fix fs build
2019-09-16 11:15:56 -04:00
John Colvin
7b5155f599
pnl default filtering: 'sec type = fut' and 'has day trades = true'
2019-09-16 09:50:26 -05:00
Kevin Darby
c78e6e8315
rather large master -> ice merge
2019-09-16 10:43:19 -04:00
Eric Harding
44571a5af5
spark shell should dispose daemons
2019-09-16 10:41:58 -04:00
Eric Harding
7b833087e5
Merged in SP-233-wilson (pull request #342 )
...
RTM: SP-233 wilson
2019-09-16 13:05:41 +00:00
Eric Harding
12f1e026d0
Update release notes
2019-09-16 09:05:10 -04:00
Eric Harding
762ce06f7c
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into SP-233-wilson
2019-09-16 09:00:14 -04:00
John Colvin
657973c2d4
pnl toggles group 'is_expanded' on double click
2019-09-15 20:05:15 -05:00
John Colvin
c509669de9
hookup pnl grid background
2019-09-15 19:47:51 -05:00
John Colvin
d79378aa28
initialize _enable_background_color in GridSettings default constructor (dropped line in master -> pnl_draft merge)
2019-09-15 19:42:44 -05:00
John Colvin
5799d5ed1e
style cop method grouping in PNLVM
2019-09-15 19:24:06 -05:00
John Colvin
05a7f9fa72
most pnl columns are right aligned by default
2019-09-15 19:10:09 -05:00
John Colvin
fef0143ee9
increase PNLSettings working long/short avg price col default width
2019-09-15 19:10:08 -05:00
John Colvin
ece8a12f4a
hook up cpp filter in PNLView.xaml
2019-09-15 19:10:08 -05:00
John Colvin
6758c94adf
add 'security key' column to pnl
2019-09-15 19:10:04 -05:00
John Colvin
8930f59cd6
pnl wasn't saving cpp filter state (with ~50 columns, really helps to keep col-based members tightly organized)
2019-09-15 19:07:37 -05:00
John Colvin
967f789114
add security_key prop to PNL FilterStates (recategorize has_day_trades and cpp while we're at it)
2019-09-15 19:07:37 -05:00
John Colvin
d1210b06cc
fix pnl group-row sort
2019-09-15 19:07:34 -05:00
John Colvin
caeda6c12a
better categories for a few column enum vals in pnl window
2019-09-15 18:38:49 -05:00
John Colvin
b6bf02045e
DIYGrid sorting was checking wrong event args' 'Handled'
2019-09-15 12:23:33 -05:00
John Colvin
156561c976
hookup pnl group row [alternating]background colors
2019-09-15 12:02:54 -05:00
John Colvin
6a433b8cef
add PartialConverter
2019-09-15 11:55:31 -05:00
John Colvin
1d9f0de409
add DynamicAlternationConverter
2019-09-15 11:53:41 -05:00
John Colvin
66b06d7190
PNLSettings invalidates _grid_cell_appearance when grid prop is assigned
2019-09-14 10:20:18 -05:00
John Colvin
9c160f5e41
define pnl auxiliary popup in xaml (also fixes overlapping text in title)
2019-09-14 10:15:06 -05:00
John Colvin
19f4bfb6ab
MiniOrderBookView default constructor (so it can be declared in xaml)
2019-09-13 23:27:33 -05:00
John Colvin
a06dc98b98
move 'FocusOnLoaded' attached prop from TextBoxBehavior -> Behavior (it's a general behavior)
2019-09-13 22:45:22 -05:00
John Colvin
95b6382a3a
hook up pnl header row background setting
2019-09-13 19:19:27 -05:00
John Colvin
419e8550c1
PNLSettings 'with' method assigns props in same order that Equals impl checks equality (easier to spot incongruence)
2019-09-13 19:19:06 -05:00
John Colvin
e29c6a1a22
PNLSettings Equals impl includes header_row_animations
2019-09-13 19:19:06 -05:00
John Colvin
daceee2af9
remove 'create_dp' overload that was being called inadvertantly bc compiler interpretted assignment lambda to be a Func instead of Action
2019-09-13 18:57:14 -05:00
John Colvin
4594282f2a
alphabetize non-proto props in PNLSettings
2019-09-13 18:21:12 -05:00
John Colvin
58ca003c94
ColorPicker (w/ opacity) - increase opacity % text min width so it doesn't expand at 100% (bc of the extra digit)
2019-09-13 17:45:54 -05:00
John Colvin
70c0d422c8
PNLCellAppearanceVM actually loads the font_color
2019-09-13 17:41:23 -05:00
John Colvin
a04871f15f
PNLSettings equals impl includes 'header_columns'
2019-09-13 17:02:58 -05:00
John Colvin
f9b67c7ee4
PNL group/header font color settings work now
2019-09-13 17:01:36 -05:00
John Colvin
69fdec2866
add TypefaceProto (holds font family/weight)
2019-09-13 16:55:51 -05:00
Eric Harding
9052051872
Increase initial logging queue size. 128 is too small
2019-09-13 15:44:26 -04:00
Eric Harding
ab5b4e17ad
SP-233 SDK sample should avoid async due to hidden complexity
2019-09-13 15:44:12 -04:00
John Colvin
269b08e119
[non-functional] code style changes in TradingShellModule
2019-09-13 13:24:23 -05:00
John Colvin
7eb8f32ff7
TradingShellModule hides new/old pnl menu items if disabled in config
2019-09-13 13:20:57 -05:00
Eric Harding
62274f5129
Append windows event log and crash dumps to error reports
2019-09-12 17:18:47 -04:00
Eric Harding
b5b5101faf
SP-229 Allow ErrorReportService to accept an arbitrary list of files
2019-09-12 17:17:57 -04:00
Eric Harding
bb232d8f1e
Add easy convert to immutable function c#
2019-09-12 17:17:15 -04:00
John Colvin
3bb473f62d
PNL account/totals only include spread positions in raw cols
2019-09-12 13:54:50 -05:00
Pedro Pinto
4295165427
Updated release notes.
2019-09-12 09:46:26 -04:00
John Colvin
10fbf30ac4
PNL - prettier 3rd level group background color (was mustard yellow, gross)
2019-09-11 18:35:21 -05:00
John Colvin
bb0aedeb0d
fills - [non-root] order type column filter shows badge color
2019-09-11 17:52:07 -05:00
John Colvin
e01c7f5372
SP-227 Display originating top algo in the fills window
2019-09-11 17:46:39 -05:00
John Colvin
d6cb22bdf8
add 'OrdersModel.on_fill_tuples_with_root' stream
2019-09-11 16:12:15 -05:00
Taha Afzal
9a1199a058
Better comments
2019-09-11 16:07:15 -04:00
John Colvin
adcb5502b0
UserSettingsHub fills migration rules impl
2019-09-11 13:04:52 -05:00
Pedro Pinto
62f1911f35
Merge branch 'SP-220-raw-day-pos' into prod
2019-09-11 13:56:33 -04:00
Pedro Pinto
d75c8af729
Updated release notes.
2019-09-11 13:53:03 -04:00
Taha Afzal
1b3f5bc8a6
Fixed a bug with reporting
2019-09-11 13:44:37 -04:00
Pedro Pinto
da95ece9fc
Merge branch 'SP-221-sound-alerts' into prod
2019-09-11 13:28:42 -04:00
John Colvin
d6ff13dd00
[non-functional] style cop changes (i am ocd)
2019-09-11 12:23:24 -05:00
John Colvin
1124829aad
UserSettingsHub migration rule impl uses IImmutableProperty to reduce chance of typos
2019-09-11 12:08:01 -05:00
John Colvin
f9d98787a0
added IImmutableProperty interface and anonymous factory impl
2019-09-11 12:00:15 -05:00
Pedro Pinto
deca2bedb5
Made GMI sftp settings empty for prod use.
2019-09-11 09:55:24 -04:00
Taha Afzal
1b767f6e5e
Cleaning up
2019-09-09 18:03:07 -04:00
Taha Afzal
fe647044f8
Adding comments to SpreaderUtils
2019-09-09 15:03:52 -04:00
John Colvin
5f52d81194
white space formatting in StateManager.cs
2019-09-09 13:13:33 -05:00
John Colvin
792a4bcace
added 'transition_on_loaded' delegate param to StateManager.GoToState (to avoid overwriting a more recent target state)
2019-09-09 13:13:33 -05:00
John Colvin
f012f4d70b
remove unusued variable in 'StateManager.GoToState'
2019-09-09 13:05:07 -05:00
John Colvin
aaca502500
add dispatcher thread name to assert log
2019-09-09 11:42:11 -05:00
John Colvin
de64bd843c
was adding account name twice to position tool tip in ladder
2019-09-09 10:40:21 -05:00
John Colvin
af7897f9f3
pnl 'has day trades' col is visible by default
2019-09-07 19:25:16 -05:00
John Colvin
0defcce179
hookup pnl raw day pos hyperlink popups
2019-09-07 19:21:18 -05:00
John Colvin
b69035acf7
PNL 'RemoveColumn/Animations' migration rules remove columns that are no longer in the columns enum (instead of removing specific, defined columns)
2019-09-07 19:21:18 -05:00
John Colvin
8e33343f9c
include raw day pos filters in PNLFilterStates Equals impl
2019-09-07 19:08:18 -05:00
John Colvin
5f718750a3
hookup pnl raw day pos filters in 'build_predicate' extension
2019-09-07 19:08:06 -05:00
John Colvin
935227cfa2
PNLVM - fix some filter paths
2019-09-07 19:03:48 -05:00
John Colvin
940705a066
remove avg price delta columns from pnl window
2019-09-07 18:56:08 -05:00
John Colvin
d2bfcf7603
remove avg price delta columns from new pnl
2019-09-06 20:04:03 -05:00
John Colvin
ae4e6c2221
add SecurityType to pnl anchorable columns
2019-09-06 20:04:03 -05:00
John Colvin
2a85289c6a
pnl settings dialog - bind anchor item checkboxes to vm (was hardcoded in xaml)
2019-09-06 20:04:03 -05:00
John Colvin
0047890f9d
PNLSettings foreground animations shouldn't use partial opacity
2019-09-06 20:04:03 -05:00
John Colvin
dab3b3cd80
impl pnl settings migration rule to add raw day pos columns
2019-09-06 20:03:56 -05:00
John Colvin
593533736b
add IPNLSettingsMigrationRule interface, hookup in UserSettingsHub
2019-09-06 17:50:49 -05:00
John Colvin
eb29368b80
impl raw day pos columns in pnl view/vm
2019-09-06 17:50:49 -05:00
John Colvin
b93203e4b6
add raw day cols to PNLSettings
2019-09-06 17:50:49 -05:00
John Colvin
f87c04a835
refactor add_missing_columns extension
2019-09-06 17:26:10 -05:00
Eric Harding
a63657e0d5
SP-214 add doc comment for on_status
2019-09-06 16:06:01 -04:00
Eric Harding
b702d8dc9e
SP-214 simplify trading status for synthetic logic
2019-09-06 16:03:33 -04:00
Eric Harding
b0e5a4929f
SP-214 attempt to simplify calling securityTradingStatus
2019-09-06 16:02:02 -04:00
Kevin Darby
7d2695e602
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-09-06 11:46:40 -04:00
John Colvin
79a8a29bac
LadderView.PositionToolTipConverter - restructure impl a bit, change comments
2019-09-05 19:07:00 -05:00
John Colvin
6aaed0e76e
simplify LadderView.PositionToolTipConverter impl
2019-09-05 18:57:41 -05:00
John Colvin
8072eece66
SP-220 pr edit: added comment explaining confusing position display formatting
2019-09-05 18:37:33 -05:00
John Colvin
043d826442
GreaterThanTrigger IEquatable impl
2019-09-05 17:36:51 -05:00
John Colvin
3bf9fa08e5
SP-221 Deleting an alert with 'Not Between' causes the shell to crash
2019-09-05 17:32:19 -05:00
John Colvin
79a7b8504e
SP-220 mview row raises invalidated event view when raw day pos changes
2019-09-05 17:01:50 -05:00
John Colvin
ffd2dd22c2
SP-220 fix raw day pos tooltip in ladder
2019-09-05 16:58:46 -05:00
John Colvin
469e4636e3
overload ValueConverter.create for 4 generic input args
2019-09-05 16:53:22 -05:00
John Colvin
15b45b7494
Ladder was hiding the position button when only raw day pos was checked
2019-09-05 14:07:33 -05:00
Michael Harding
edf9fd268f
Merged master into icons
2019-09-05 14:59:40 -04:00
Michael Harding
9f1bae7d6f
Make icons more consistent
2019-09-05 14:38:00 -04:00
John Colvin
52a35a56de
add null check to ISettingsMigrationRule selector-wrapper impl
2019-09-05 12:42:56 -05:00
John Colvin
59338635f1
rename file PNLNormalizedDataVM.cs -> PNLHeaderRowVM.cs
2019-09-05 12:27:58 -05:00
John Colvin
0f3c0c2f24
remove PNLNormalizedDataVM class (no longer needed)
2019-09-05 12:27:58 -05:00
John Colvin
fa76cad459
PNLRowCollectionView - remove some diagnostic code that is no longer needed
2019-09-05 12:27:54 -05:00
John Colvin
b98d51cc55
PNLNormalizedDataVM doesn't need to perform net pos arithmetic (data already does)
2019-09-05 12:04:40 -05:00
John Colvin
1c10149a2c
fix typo in PNLNormalizedData.ToString()
2019-09-05 12:00:13 -05:00
John Colvin
2ab063d5cd
remove unused method 'PNLNormalizedData.create_nanless'
2019-09-05 11:57:19 -05:00
Eric Harding
030cf8a938
SP-214 Missed initialization of EventStream
2019-09-05 12:44:56 -04:00
John Colvin
2b8815c90d
fix typo in PNL WorkingOrderData (change '<' to '<=')
2019-09-05 11:40:04 -05:00
John Colvin
a7ee3b28ff
[non-functional] normalize white space, remove dead comments in OrdersModel.cs
2019-09-05 11:14:59 -05:00
John Colvin
06af24666b
Merge remote-tracking branch 'origin/master' into pnl_draft
2019-09-05 10:58:07 -05:00
Pedro Pinto
d7a98a8a95
Updated release notes.
2019-09-05 11:44:49 -04:00
John Colvin
f0a144e786
Merged in raw-day-pos (pull request #336 )
...
RTM Raw day pos
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com >
2019-09-05 15:22:53 +00:00
Jake Norbut
c45f131dc0
mview settings manager should use mv grid defaults and not pnl
2019-09-05 10:15:35 -05:00
Jake Norbut
b5a227f7aa
I don't think we need this now that we have John's IxxxMigrations rules
2019-09-05 10:14:41 -05:00
Michael Harding
b4f2de327a
test updates
2019-09-05 10:08:20 -04:00
John Colvin
6bc5b35295
PNLSettings view 'header' cell background override disabled placeholder was on wrong row
2019-09-05 00:20:21 -05:00
John Colvin
562bb0423a
PNLSettings view - add 'None' to header display dropdown items
2019-09-05 00:15:12 -05:00
John Colvin
122a2c6f53
PNLSettings - rename 'Selected/Total Row' -> 'Header Row'
2019-09-05 00:12:01 -05:00
John Colvin
dbf6bc1bf8
PNLSettings view HeaderRowDisplay dropdown
2019-09-05 00:11:24 -05:00
John Colvin
569bcee7e7
EnumHelper.split_flags returns the default value by iteself if flag is 0
2019-09-05 00:05:23 -05:00
John Colvin
8e471af048
split PNLSettings viewmodels into separate files
2019-09-04 23:14:51 -05:00
John Colvin
f7c8ceb88d
SP-202 PNL feedback - get rid of checkboxes and selected row
2019-09-04 19:11:41 -05:00
John Colvin
48fca3a9cc
PNLSettings HeaderRowDisplay defaults to 'Total' (hides SelectedTotal)
2019-09-04 19:10:02 -05:00
John Colvin
adce1a40a8
SP-202 PNL feedback - reset to factory does not work
2019-09-04 18:59:53 -05:00
John Colvin
6f88e7585b
SP-202 PNL feedback - make grouping the first tab in settings
2019-09-04 18:55:05 -05:00
John Colvin
7b0fd23b5b
SP-202 PNL feedback - rename 'Waterfall' to 'Cascade'
2019-09-04 18:53:35 -05:00
John Colvin
e433de5241
PNLSettings group/total headers animate foreground instead of background
2019-09-04 18:50:27 -05:00
John Colvin
8e1e96d9f8
fix merge (DIYGrid lost change that added Background/Border TemplateBindings)
2019-09-04 18:45:47 -05:00
John Colvin
ff9c9e2d64
Merge branch 'master' into pnl_draft
2019-09-04 18:41:24 -05:00
John Colvin
70a1f0305e
export mview 'sanitize' logic as ISettingsMigrationRules
2019-09-04 17:09:50 -05:00
John Colvin
6bb7348b54
edit TradeAlertsManualTest
2019-09-04 15:40:35 -05:00
John Colvin
1cfba93216
SP-210 Trade Alerts Manual Test
2019-09-04 15:12:06 -05:00
Kevin Darby
ba33d9a657
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-09-04 15:11:14 -04:00
Kevin Darby
5b2a6215a7
fixing tests
2019-09-04 15:09:56 -04:00
Eric Harding
9edb5625c1
Dorman Algo : Use the lower value when between entries in the step table
2019-09-04 14:41:59 -04:00
Kevin Darby
a31ad90be4
shorten prorata parameter names by removing 'enable_'
2019-09-04 14:01:20 -04:00
Kevin Darby
bddebfc25b
fix some tests
2019-09-04 14:00:54 -04:00
John Colvin
f184ec5ecf
SP-218 add raw day pos column to mview
2019-09-04 11:45:23 -05:00
John Colvin
b0a1d4f448
stack MarketViewView.Columns enum values vertically
2019-09-04 11:45:23 -05:00
John Colvin
5bcb75b15c
SP-217 add raw day pos to ladder (expose via optional setting)
2019-09-04 11:45:23 -05:00
John Colvin
24ce565051
SP-213 add raw day pos column to original pnl window
2019-09-04 11:45:23 -05:00
Eric Harding
23d4e7f78d
SP-214 Wire StatusEvent to IAlgoOrder/IAlgoServices
2019-09-04 11:49:12 -04:00
John Colvin
d3aa696afb
GridSettings 'add_missing_columns' extension
2019-09-04 10:30:35 -05:00
John Colvin
e33028669d
UserSettingsHub imports/applies IPAndLGridSettingsMigrationRules
2019-09-04 10:30:35 -05:00
John Colvin
81700b03c8
add ISettingsMigrationRule
2019-09-04 10:30:35 -05:00
Eric Harding
8e2092c3e2
SP-214 add status to MDSource.h
2019-09-04 10:39:31 -04:00
John Colvin
775ff3e2db
PAndLWindow default settings was missing 'has day trades' col
2019-09-03 16:47:12 -05:00
Taha Afzal
69dcfdb2bd
Delete parameter added
2019-09-03 16:57:41 -04:00
Eric Harding
51584e5e0f
SP-214 Expose trading_status on MDConsumer.
2019-09-03 14:40:15 -04:00
Pedro Pinto
9f48b648b7
Added an option to run our FIX simulator standalone.
...
This is needed to run wire to wire speed trials.
2019-09-03 14:29:24 -04:00
Pedro Pinto
f0376843db
Updated CME logon file, made it so its always copied if in dev
2019-09-03 14:23:10 -04:00
Eric Harding
cb46e853ee
SP-214 map cme status to co2 status
2019-09-03 14:06:35 -04:00
Eric Harding
9e2ad000d4
Write exchange_status MDP3
2019-09-03 13:44:58 -04:00
Kevin Darby
cb52c14db1
disable span by default
2019-09-03 10:17:14 -04:00
Taha Afzal
2b53a051d3
Presod local fills are deleted at startup, Modified the SOD test to test for this
2019-09-01 13:00:15 -04:00
Taha Afzal
768853bbe5
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-08-30 18:30:15 -04:00
Taha Afzal
cc40c523f9
Local fills are not applied to the SOD, Admin fills are applied to the SOD (if they havent been overwritten by the base)
2019-08-30 18:30:11 -04:00
Pedro Pinto
c7fd8deabe
Updated release notes.
2019-08-30 16:59:37 -04:00
Pedro Pinto
6a896586ce
Added MD sequence number to order FIX.
2019-08-30 16:55:23 -04:00
Pedro Pinto
c4f4a8ff4e
Updated release notes.
2019-08-30 11:29:07 -04:00
Pedro Pinto
1cc594d3a4
Merged in SP-91-position-migration (pull request #331 )
...
SP-91 position migration
2019-08-30 15:22:39 +00:00
Pedro Pinto
6725762fa1
Merged master
2019-08-30 11:20:18 -04:00
Eric Harding
2dd2b4e9b8
Merged in api_support (pull request #335 )
...
Api support
2019-08-29 20:59:07 +00:00
Eric Harding
6c78a949bb
Merge branch 'master' of bitbucket.org:bluetradesys/spark into api_support
2019-08-29 16:51:00 -04:00
Eric Harding
ce0beafac3
CR feedback
2019-08-29 16:43:43 -04:00
Michael Harding
b2f27e0a58
Manual fills updated after 1970
2019-08-29 16:24:52 -04:00
John Colvin
a9152ff365
Merged in sound-alerts (pull request #332 )
...
RTM Sound alerts
2019-08-29 19:59:31 +00:00
Michael Harding
9ea581367b
Add timestamp to Position management
2019-08-29 15:58:33 -04:00
John Colvin
b761e24dbc
accidentally changed 'Recreate' icon (set it back to Beaker)
2019-08-29 15:51:04 -04:00
John Colvin
ca8a148108
Merge remote-tracking branch 'origin/master' into sound-alerts-draft
2019-08-29 15:03:00 -04:00
John Colvin
53586d19df
add comment abt accessing dispatcher in ThreadedWindowLauncher
2019-08-29 14:47:39 -04:00
Pedro Pinto
095e4bc325
Updated release notes.
2019-08-29 14:46:36 -04:00
John Colvin
5b8a5af7cd
ThreadedWindowLauncher exits loop after the timeout
2019-08-29 14:42:58 -04:00
Pedro Pinto
6a8f2a4868
Updated release notes
2019-08-29 14:36:40 -04:00
John Colvin
b7c9d282ea
SP-212 (Alerts Feedback) - cancel button dismisses dialog
2019-08-29 14:18:15 -04:00
John Colvin
8cc61628e3
SP-212 (Alerts Feedback) - Initial dialog is too large
2019-08-29 14:15:44 -04:00
Jake Norbut
6f91d1a890
Merged in SP-211 (pull request #333 )
...
RTM - Launcher window will always show a title in taskbar preview
2019-08-29 18:12:24 +00:00
John Colvin
548328dc41
regular settings dialog can use BTSDialog style (now that icon height/margin looks good)
2019-08-29 13:56:28 -04:00
John Colvin
12c864368d
better icon margin/height in BTSDialog (Style) Template
2019-08-29 13:52:22 -04:00
John Colvin
dd60692b28
better alerts icon
2019-08-29 13:35:43 -04:00
Michael Harding
9fc4b369bf
Clear security dropdown
2019-08-29 13:22:53 -04:00
Eric Harding
d12200e977
Allow a larger timeout for rpc connect in bts api
2019-08-29 13:17:57 -04:00
Jake Norbut
38941d9bd9
Launcher window will always show a title in taskbar preview
2019-08-29 10:36:11 -05:00
Pedro Pinto
f59f6a54ce
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-29 11:29:30 -04:00
Pedro Pinto
727898fc9c
Changed fills to use exchange provided timestamp.
2019-08-29 11:29:12 -04:00
Eric Harding
f7b5eeb04c
Increase default message queue size on windows
2019-08-29 10:49:38 -04:00
Michael Harding
908f924e28
Manual fills feedback - simple items
2019-08-29 10:33:40 -04:00
Taha Afzal
0ff2fbc4ff
Modifying tests according to the limit changes
2019-08-28 22:24:54 -04:00
Taha Afzal
82535c915a
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-28 20:15:20 -04:00
Taha Afzal
038137d002
Cleaned up SOD time and modified the test
2019-08-28 20:15:15 -04:00
Pedro Pinto
031dd3779d
Fixed windows build.
2019-08-28 19:04:08 -04:00
Pedro Pinto
5c552f4e50
Fixed windows build
2019-08-28 18:47:15 -04:00
Eric Harding
64d43be34a
Add error checking to order sample
2019-08-28 15:56:27 -04:00
Eric Harding
d544511993
Additional managed init cleanup
2019-08-28 15:47:36 -04:00
Pedro Pinto
5c2617d065
Merge branch 'master' into SP-91-position-migration
2019-08-28 14:35:43 -04:00
Pedro Pinto
27dfc14085
Updated release notes.
2019-08-28 14:32:24 -04:00
Pedro Pinto
8f43c2e172
Merge branch 'SP-175-bg_color'
2019-08-28 14:31:00 -04:00
Eric Harding
e030518d60
Config bug: if configserver is down but we proceed (for unit tests or something) we don't get the right values
2019-08-28 14:25:37 -04:00
Pedro Pinto
f794537868
Updated release notes.
2019-08-28 14:21:45 -04:00
Eric Harding
7a4cb105d8
Merged in entitlement_logging (pull request #327 )
...
RTM: Add entitlement logging to everyone's favorite super long md log
2019-08-28 18:20:24 +00:00
Eric Harding
06e4e34625
Merged in SP-197 (pull request #328 )
...
RTM SP-197 Move onixs license file into license.h
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-28 18:19:47 +00:00
Jake Norbut
78be61c9ba
PR suggestion - changing ISelectionHighlightListener.on_selection_fill's parameter method to be SolidColorBrush so we avoid casting
2019-08-28 13:11:48 -05:00
Jake Norbut
d80045d7c0
PR suggestion - adding new _default_enable_background_color const rather than having random falses strewn throughout; good style catch John
2019-08-28 13:07:20 -05:00
Pedro Pinto
725a3dd76b
Updated release notes.
2019-08-28 13:57:16 -04:00
Pedro Pinto
81e8acb459
Merge branch 'SP-174'
2019-08-28 13:54:19 -04:00
Pedro Pinto
9cc5a38213
Updated release notes
2019-08-28 13:40:01 -04:00
Pedro Pinto
dd28d5375c
Merge branch 'SP-163'
2019-08-28 13:32:03 -04:00
John Colvin
46c37059b2
TradeSource should not recycle List in .Scan extension
2019-08-28 13:25:09 -04:00
Jake Norbut
b0bfcc861a
fixing OrderBook template as well while we're in here
2019-08-28 12:14:28 -05:00
John Colvin
1e353c2a21
ThreadedWindowLauncher max_thread_count = Environment.ProcessorCount
2019-08-28 12:55:49 -04:00
Pedro Pinto
e283d05d81
Merge branch 'prod'
2019-08-28 12:50:05 -04:00
Jake Norbut
aaf90c5293
PR feedback - Hardening the RowSelectionAdorner
2019-08-28 11:42:09 -05:00
Michael Harding
4f5f73101d
Merge branch 'SP-91-position-migration' into SP-150
2019-08-28 12:37:33 -04:00
Michael Harding
e1a5c1e6cd
Hide GMI upload
2019-08-28 12:35:53 -04:00
Taha Afzal
e179f7e5a4
Some error handling (originating the algo from the wrong top spread)
2019-08-28 12:27:36 -04:00
Eric Harding
2ee0f0be2c
buildspark.cmd should touch CMakeLists so it doesn't get lonely
2019-08-28 12:26:41 -04:00
Eric Harding
5bdaab0581
Add BTS.init() to init_spark lib and provide args
2019-08-28 12:26:03 -04:00
Jake Norbut
707b5cf016
PR suggestion - adding Flags to enum declaration
2019-08-28 11:03:25 -05:00
Jake Norbut
f415cddf0b
Merged in SP-208 (pull request #330 )
...
SP-208 - no nullref when clearing empty discrete filter
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-28 15:52:57 +00:00
Jake Norbut
8c36b498a4
proposed release notes
2019-08-28 10:45:45 -05:00
Taha Afzal
dba3747d98
Need more robust error checking, functionality works
2019-08-28 11:17:33 -04:00
John Colvin
c03263ef0b
SettingsModule - put global alerts menu item on top of workspaces
2019-08-28 11:14:15 -04:00
Jake Norbut
94baf15d01
Per John, adding this line back to repopulate items once again
2019-08-28 10:02:37 -05:00
John Colvin
c36541cee0
GlobalAlertsDialog SizeToContent=Width
2019-08-28 10:39:07 -04:00
Jake Norbut
14aad6ece8
SP-208 - no nullref when clearing empty discrete filter
2019-08-28 08:48:34 -05:00
Michael Harding
088185d5ce
Fix revert
2019-08-28 09:42:17 -04:00
Jake Norbut
08478a2663
don't skip new bool when serializing settings to disk
2019-08-28 08:01:23 -05:00
John Colvin
9fd88f2a86
model 'ToggleSwitch' style after windows 10 settings dialog toggle buttons
2019-08-28 00:30:48 -04:00
John Colvin
83b8f14aa0
added ShowGlobalAlerts SparkCommand to SettingsShellModule
2019-08-28 00:30:47 -04:00
John Colvin
aba09e769b
added GlobalAlertsDaemon
2019-08-28 00:30:46 -04:00
John Colvin
8de1fa00aa
added GlobalAlertsView/VM
2019-08-28 00:30:46 -04:00
John Colvin
d1960850e8
added Global\TradeAlertSettings
2019-08-27 18:48:39 -04:00
John Colvin
b1714cbd83
SoundNotification IEquatable/Equals impl
2019-08-27 18:48:38 -04:00
John Colvin
ed3a1a735e
added TradeSource factory methods (creates IObservable<IReadOnlyList<TradeInfo>>)
2019-08-27 18:48:37 -04:00
John Colvin
b6d1eb9773
set DIYGrid BorderBrush\Thickness TemplateBindings
2019-08-27 18:48:37 -04:00
John Colvin
d39d7b8f47
added ColumnBase default constructor, made 'key' prop mutable so columns can be defined in xaml (snatched from pnl branch)
2019-08-27 18:48:36 -04:00
John Colvin
fb4ffaeeb9
DIYGrid.SyncWithColumnGeometry impl (snatched from pnl branch)
2019-08-27 18:48:36 -04:00
John Colvin
19e4079864
add 'LoggerContext' (snatched from pnl branch)
2019-08-27 18:48:36 -04:00
John Colvin
a38fb38f33
added DoublePredicateVM (will use in GlobalAlertsVM)
2019-08-27 18:48:36 -04:00
Jake Norbut
20df8a6597
if show_background, then set the background from the color popup, else default to the Fallback background color, transparent
2019-08-27 16:50:47 -05:00
Jake Norbut
f90ef6e12c
changing can we set the background color override to check for can_override_background_color
2019-08-27 16:49:30 -05:00
Jake Norbut
b528e1c1ec
background color default should be transparent and not black
2019-08-27 16:48:14 -05:00
Michael Harding
97a2ff9adf
Sort securities
2019-08-27 17:30:11 -04:00
Jake Norbut
d52ec704fb
bind Foreground to font_brush
2019-08-27 15:14:49 -05:00
Jake Norbut
e2d065f6b3
allow font color to change on bid/ask implied/direct/merged cols
2019-08-27 15:12:21 -05:00
Michael Harding
6454ea16ae
Indicate validation errors in tab
2019-08-27 15:54:29 -04:00
Jake Norbut
298f9261b4
allow overrideable settings to not be overridden
2019-08-27 14:49:43 -05:00
Michael Harding
09805de03e
Validate fills before allowing save
2019-08-27 15:23:17 -04:00
Pedro Pinto
a0d3447a0d
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-27 14:05:24 -04:00
Pedro Pinto
14be87e22d
Added unit test to validate is_expired logic.
2019-08-27 14:05:05 -04:00
Pedro Pinto
e61f514c0b
Fixed GMI test.
2019-08-27 14:01:06 -04:00
Michael Harding
5e84af4f8f
Manual fills validation and style improvements
2019-08-27 13:51:52 -04:00
Pedro Pinto
5f75609d8d
SP-180, Lean Redeploying After Detach/Attach
2019-08-27 13:33:34 -04:00
Pedro Pinto
bd0e697ea3
Made the SFTP client use the name of the target in its temp file.
2019-08-27 13:28:07 -04:00
John Colvin
67d62f0d8c
IPropertyWrapperVM.sync_with_models extension
2019-08-27 13:16:48 -04:00
John Colvin
1712069530
TradeMessage.price extension
2019-08-27 13:16:48 -04:00
John Colvin
2b12e7fee1
INotificationService.link_to_trades method/impl
2019-08-27 13:16:48 -04:00
John Colvin
0fb69c8beb
PredicateBuilder.and_safe factory method (handles null args gracefully)
2019-08-27 13:16:47 -04:00
John Colvin
6f68c0f6a1
PredicateBuilder.greater/less_than_or_equal_to factory methods
2019-08-27 13:16:47 -04:00
John Colvin
a9df42deec
added SparkTag/Command to show GlobalAlerts dialog (not yet implemented)
2019-08-27 13:16:47 -04:00
John Colvin
258f4f394d
added NotificationProcessor.process_items (handles multiple items rather than 1)
2019-08-27 13:10:38 -04:00
John Colvin
d42ebd7ea5
added ExceptionAssert.Between method
2019-08-27 13:10:37 -04:00
John Colvin
d9bb667351
added AppendTextConverter
2019-08-27 13:10:37 -04:00
John Colvin
8ef97d012a
EnumHelper.split_flags requires all bits to match and be non-zero
2019-08-27 13:10:36 -04:00
John Colvin
76cc77485a
added Side.to_aggressor extension
2019-08-27 13:10:36 -04:00
John Colvin
6572c7344d
move TradeInfo into its own file
2019-08-27 13:10:36 -04:00
John Colvin
25dfa9a0a2
IEquatable impl for IPredicate impls
2019-08-27 13:10:36 -04:00
John Colvin
50f6ce9fb4
fix 'TOutter' typo
2019-08-27 13:10:36 -04:00
John Colvin
cba1675da7
remove AnonymousMutablePredicate (don't need it)
2019-08-27 13:10:35 -04:00
John Colvin
3720a7728f
added ThreadedWindowLauncher (will be used to launch GlobalAlertsDialog)
2019-08-27 13:10:35 -04:00
John Colvin
ce26c2acaf
reduce ComboBox default padding
2019-08-27 13:08:18 -04:00
Michael Harding
631964e8bd
Add manual fills before validating
2019-08-27 12:41:09 -04:00
Jake Norbut
4ea32e06a9
fix ActionMenu binding in SimpleGrid template
...
(cherry picked from commit 3b25e181fa
2019-08-26 16:26:42 -05:00
Jake Norbut
3b25e181fa
fix ActionMenu binding in SimpleGrid template
2019-08-26 16:22:33 -05:00
Taha Afzal
3bd4dce5cb
Spread positions limits can be optionally not enforced
2019-08-26 16:34:51 -04:00
Eric Harding
880dac06b9
SP-197 factor common code between onixs cme/ice
2019-08-26 15:31:44 -04:00
Pedro Pinto
cb6e004931
SP-206, expiration predicate takes SOD into account
2019-08-26 14:00:17 -04:00
Kevin Darby
c19aae91a6
added checkbox for ignoreSpreadPositionLimits
2019-08-26 13:54:19 -04:00
Kevin Darby
2194ea027f
added default for ignoreSpreadPositionLimits
2019-08-26 13:33:59 -04:00
Taha Afzal
ded84cfb1c
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-26 13:12:21 -04:00
Taha Afzal
0464b61de5
Optionally ignore spread posiiton limits
2019-08-26 13:12:15 -04:00
Michael Harding
7cbfc4d7d7
Merge branch 'SP-91-position-migration' into SP-150
2019-08-26 10:56:04 -04:00
Eric Harding
af83516e38
Add user to KEYCODE logging
2019-08-26 10:22:48 -04:00
Michael Harding
8f4f0649a6
Comment out position tab
2019-08-26 09:32:40 -04:00
Taha Afzal
68834e2a6d
SP-186
2019-08-25 15:49:16 -04:00
Taha Afzal
3e7627ac24
Almost done, need to hook up hedging (cover) and parameter change
2019-08-24 13:08:26 -04:00
Pedro Pinto
3181501210
Allowed GMI parser to skip option positions. Fixed default conf file
2019-08-23 17:25:39 -04:00
Pedro Pinto
0cec54dd62
Merge branch 'master' into SP-91-position-migration
2019-08-23 16:28:07 -04:00
Pedro Pinto
1766feebcb
Fixed SP-157, starting up with 0 fills is no longer a problem.
2019-08-23 16:25:15 -04:00
Eric Harding
e2d10bc518
SP-197 Move onixs license file into license.h
2019-08-23 15:07:30 -04:00
Eric Harding
aacc5d8d27
add entitlement logging to everyone's favorite super long md log
2019-08-23 11:50:59 -04:00
Eric Harding
0ddf145ef9
Merged in settingsmanager_bugfix (pull request #319 )
...
RTM: Settingsmanager : handle more than 9 users
2019-08-23 01:50:48 +00:00
Eric Harding
e7ee32b3df
SP-199 Apply cash_per_point overrides in SecurityMapper
2019-08-22 12:48:40 -04:00
Eric Harding
fc41203f28
merge master
2019-08-22 12:40:35 -04:00
Pedro Pinto
13009a6d90
Fixed clang build
2019-08-22 12:00:05 -04:00
Pedro Pinto
fa55a61ef3
Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod
2019-08-22 11:43:08 -04:00
Pedro Pinto
e832252669
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2019-08-22 11:41:30 -04:00
Pedro Pinto
31980f7c14
Updated release notes.
2019-08-22 11:41:14 -04:00
Pedro Pinto
d63ee80f94
Fixed up internal tool only pp uses.
2019-08-22 11:40:53 -04:00
Jake Norbut
ca69e11fff
Merged in SP-190 (pull request #325 )
...
use Spreader AlgoFormat when security is synthetic
Approved-by: John Colvin <john.colvin@bluetradesys.com >
2019-08-22 15:38:17 +00:00
Eric Harding
9d202906f0
Merged in SP-184-add-display-factor-mapping (pull request #326 )
...
SP-184 add display factor mapping
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com >
2019-08-22 15:27:04 +00:00
Pedro Pinto
968dd5a4d3
Merge branch 'prod'
2019-08-22 11:03:09 -04:00
Pedro Pinto
30cb1fd800
Updated externals subrepo pointer
2019-08-22 11:02:35 -04:00
Pedro Pinto
38eb122bbc
Updated docker subrepo pointer
2019-08-22 11:01:51 -04:00
Taha Afzal
1b043f77cb
Basic scaffolding in place for pyramid algo, shows up in the UI
2019-08-22 11:01:42 -04:00
Eric Harding
e2e31d310f
SP-184 Update SOM price mult
2019-08-22 10:55:02 -04:00
Eric Harding
6890a61b26
Add SOM display factor to defaults
2019-08-22 08:51:29 -04:00
Eric Harding
36828a979f
Add std::optional stand-in for _WIN32
2019-08-21 18:40:26 -04:00
Eric Harding
57bf60e6df
Extract parse_enum<T> for parsing protobuf enum to optional<T>
2019-08-21 18:40:26 -04:00
Eric Harding
8e3a83d314
SP-184 Revenge of Mapping Part IV
2019-08-21 18:40:26 -04:00
Jake Norbut
dc43d25c53
use Spreader AlgoFormat when security is synthetic
2019-08-21 15:54:23 -05:00
Jake Norbut
068e762f44
PR feedback - Workspaces are now Topmost true; gret suggestion Eric!
2019-08-21 11:28:19 -05:00
Jake Norbut
845fa99bd0
swapping these statements so no NullRef
2019-08-21 10:48:48 -05:00
John Colvin
2b5403bbd5
Merged in sorted-wrapper-crash (pull request #324 )
...
SP-188 DiscreteValuesFilterVM SortedWrapper crash
2019-08-21 15:34:50 +00:00
John Colvin
c9ff3e1bb3
SP-188 DiscreteValuesFilterVM SortedWrapper crash
2019-08-21 10:21:18 -05:00
Pedro Pinto
c60ada3c78
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-20 20:18:14 -04:00
Taha Afzal
ed7790bc0c
Admin day positions hooked up
2019-08-20 16:10:12 -04:00
Jake Norbut
63434516f8
quoting workspace names in confirmation dialogs
2019-08-20 14:44:14 -05:00
Jake Norbut
8d5715d510
adding comment
2019-08-20 14:37:29 -05:00
Jake Norbut
e8b1786411
splitting date and time in UI into separate columns; formatting DateTime is now done in Style
2019-08-20 14:24:07 -05:00
Jake Norbut
b2be4c58c4
Workspaces ComboBox now has a table-like appearance
2019-08-20 13:43:10 -05:00
Jake Norbut
380d263c5e
stylizing ComboBox for a 2 column layout
2019-08-20 13:01:09 -05:00
Jake Norbut
9a13fb3626
adding LastSaveTime to VM for use in UI
2019-08-20 13:00:39 -05:00
Pedro Pinto
924eb31d1d
Merged
2019-08-20 13:36:22 -04:00
Jake Norbut
a8cd07e4d4
relocating commands here, adding confirmations, etc
2019-08-20 10:16:21 -05:00
Jake Norbut
aa3dda2c57
adding DisplayName property that displays last save info if available
2019-08-20 10:15:34 -05:00
Jake Norbut
4e78938827
adding last_save_lldatetime ulong to proto; populing said field in save_workspace
2019-08-20 10:14:45 -05:00
Jake Norbut
02062ee07b
removing commands
2019-08-20 10:13:40 -05:00
Jake Norbut
ed10545d8a
Removing no longer valid VisualState changes
2019-08-20 10:12:41 -05:00
Jake Norbut
1335813031
bringing order to Workspaces dialog UI
2019-08-20 10:10:30 -05:00
Michael Harding
cacf3933be
GMI file Upload
2019-08-20 11:09:28 -04:00
Taha Afzal
f7b89b3d39
Flling the AdminServiceUtils::get_clearing_account_map stub
2019-08-19 17:13:00 -04:00
Eric Harding
14cbd4a174
ICE: make settlement price conditional on onMarketSnapshot
2019-08-19 16:30:37 -04:00
Taha Afzal
d86e7c4ad2
Adding price multiplier to GMI_SymbolMap
2019-08-19 16:17:49 -04:00
John Colvin
6e3e4e1385
OrdersModel.on_pnl uses TableCheckedAutoCorrect() to avoid crashing due to bug in security join
2019-08-19 14:56:25 -05:00
John Colvin
0864925031
TableCheckedAutoCorrect diagnostic method
2019-08-19 14:56:25 -05:00
John Colvin
d122d5704b
ColorPickerPopup disabled animation
2019-08-19 13:15:00 -05:00
John Colvin
8a1a75098e
organize ComboBox color resources in Colors.xaml
2019-08-19 13:15:00 -05:00
John Colvin
7063035e7b
set ColorPickerWithOpacitySlider label column MinWidth, so slider's width doesn't react to text width changes
2019-08-19 13:15:00 -05:00
John Colvin
0db69f1b1b
guard against potential null ref
2019-08-19 13:15:00 -05:00
John Colvin
efa07fe96e
impl new PNL settings dialog
2019-08-19 13:15:00 -05:00
John Colvin
a36f9278d5
added DataTypeTemplateSelector
2019-08-19 13:15:00 -05:00
John Colvin
727f39b6a6
KeyedTemplateSelector 'TryMatchType' fallback behavior
2019-08-19 13:15:00 -05:00
John Colvin
d0c978b71c
ColorPickerPopupVM initailizes palettes lazily
2019-08-19 13:15:00 -05:00
John Colvin
6e9d164d32
added ColorPickerPopup.bind_opacity_to_alpha flag and behavior impl
2019-08-19 13:15:00 -05:00
John Colvin
50a96fc22a
PopupControl Width TemplateBinding
2019-08-19 13:15:00 -05:00
John Colvin
c6499976a9
config to toggle animations, and pause/resume buttons in new pnl window
2019-08-19 13:15:00 -05:00
John Colvin
4b8ca8d97e
add comment explaining why ColumnBase.create() should not access dp store
2019-08-19 13:15:00 -05:00
John Colvin
7e77e510fc
SP-47 Revamp PnL form
2019-08-19 13:15:00 -05:00
John Colvin
bd24381986
made ExpressionSnakeToTitleCaseConverter (for pnl rules text)
2019-08-19 13:14:59 -05:00
John Colvin
5830eee68d
CoreExpressionParser casts decimals to doubles (for pnl rules, wrt PNLNormalizedData)
2019-08-19 13:14:59 -05:00
John Colvin
f3928f58dd
added CoreExpressionEvaluator.try_create/validate methods (for pnl rules, and potential use down the road)
2019-08-19 13:14:59 -05:00
John Colvin
72d57b242e
ToArray() extension for IList that accepts selector param
2019-08-19 13:14:59 -05:00
John Colvin
9a6e43e4a4
added static 'editable_columns' prop to OrderBookColumns, for easier miniob creation
2019-08-19 13:14:59 -05:00
John Colvin
ffb443fcb2
added OrderBookVM constructor to specify iobservable orders_source arg
2019-08-19 13:14:59 -05:00
John Colvin
f22e68f4bc
added OrderDataHelper.PriceComparers for double and decimal
2019-08-19 13:14:59 -05:00
John Colvin
09f08f0a57
added error margin/epsilon comparer to MathUtils
2019-08-19 13:14:59 -05:00
John Colvin
53ca6aade8
added 'RealPrice' dp to PriceEntryCommitControl, which updates the 'prospective price' if the control doesn't have KeyboardFocus
2019-08-19 13:14:59 -05:00
John Colvin
b968ebe492
(Simple)GridColumnSettingsVM were not properly clearing font/color weight overrides
2019-08-19 13:14:59 -05:00
John Colvin
bbef942f86
ColumnGeometry.visible_width should not return negative value
2019-08-19 13:14:59 -05:00
John Colvin
7859b7923e
hook up DIYGrid.ColumnBase 'is_visible' prop
2019-08-19 13:14:59 -05:00
John Colvin
8202b51cb9
correct ScrollViewerCorrector
2019-08-19 13:14:59 -05:00
John Colvin
ddd41ab317
add ScrollViewer to DragDropListBox ControlTemplate
2019-08-19 13:14:59 -05:00
John Colvin
d175a53ef8
added TriggerAnimation facilities for DIYGrid
2019-08-19 13:14:59 -05:00
John Colvin
904e238a78
DIYGridAnimationAdorner supports GroupItems
2019-08-19 13:14:59 -05:00
John Colvin
0fb1425766
refactor MappedDictionary.create, to avoid ambiguity in untyped lambdas
2019-08-19 13:14:59 -05:00
John Colvin
2104fd5ad8
add background_override prop to GridColumnSettings
2019-08-19 13:14:59 -05:00
John Colvin
26a58e82bf
add argb prop to NullableColorProto
2019-08-19 13:14:59 -05:00
John Colvin
01e96c8241
added 'argb_color' uint extension (like rgb_color, but includes alpha byte)
2019-08-19 13:14:59 -05:00
John Colvin
ab931bb527
add pause icon
2019-08-19 13:14:59 -05:00
John Colvin
e756897f88
Price formatting delegates
2019-08-19 13:14:58 -05:00
John Colvin
05ea25a86f
DIYGrid '_header_frozen' needs to be hidden when no frozen cols (still 1.6 pixels wide)
2019-08-19 13:14:58 -05:00
John Colvin
a6ab49a911
normalize namespaces in DIYGrid.xaml
2019-08-19 13:14:58 -05:00
John Colvin
33ee7ac114
DIYGrid ColumnHeaders don't hide HeaderContent behind filter/sort icons
2019-08-19 13:14:58 -05:00
John Colvin
61981a0ea1
refactor ObservableAutoWrapper.connect/connect_item_hooks
2019-08-19 13:14:58 -05:00
John Colvin
204e9383fa
added MutableWrapper impl to MappedDictionary
2019-08-19 13:14:58 -05:00
John Colvin
d424032757
added 'wrap_selector()' util to CollectionHelper (the wrapper is an ICollection impl)
2019-08-19 13:14:58 -05:00
John Colvin
0fcdf3f4ff
added 'FromEventThrottle()' to ObservableExtensions
2019-08-19 13:14:58 -05:00
John Colvin
1b48739e1e
added 'ReverseWrapper()' to ListExtensions
2019-08-19 13:14:58 -05:00
John Colvin
8b96b1d835
make ExpanderToggleButton customizable by overriding default togglebutton style key
2019-08-19 13:14:58 -05:00
John Colvin
3569500111
TableUpdate 'Operate' extension
2019-08-19 13:14:58 -05:00
John Colvin
05cfcb5648
TableUpdate 'BufferTable' extension
2019-08-19 13:14:58 -05:00
John Colvin
e425064730
TableUpdate 'GroupTable' extension
2019-08-19 13:14:58 -05:00
John Colvin
4a50e7f86d
made System.Linq style 'Cast/Select' extensions for ObservableCollection
2019-08-19 13:14:58 -05:00
John Colvin
15cbacd1d2
WPFHelper.measure_visual_content should never return infinity for width/height
2019-08-19 13:14:58 -05:00
John Colvin
cdf4a63ae8
HelpButton shouldn't overwrite the ToolTip ContentTemplate (bind style to dynamicresource to support override without breaking existing use)
2019-08-19 13:14:58 -05:00
John Colvin
f35a674b9f
impl TableUpdate FullJoin
2019-08-19 13:14:58 -05:00
John Colvin
03a4691bc0
added some TableUpdate diagnostic utils
2019-08-19 13:14:58 -05:00
John Colvin
a990eac146
NumericSignBrushConverter uses new UniversalNumericComparer to support cross type comparisons
2019-08-19 13:14:58 -05:00
John Colvin
27f06d0f9d
move NumericSignBrushConverter.cs into Converters\Numeric dir
2019-08-19 13:14:58 -05:00
John Colvin
7a05ae1714
fix TextCell (remake)
2019-08-19 13:14:58 -05:00
John Colvin
72549a7bcb
redo HyperlinkCell (alignment/measurement doesn't work right outside of the HighPerformanceRow)
2019-08-19 13:14:58 -05:00
John Colvin
4f46aa5360
add PopupAdorner.StayOpen dp
2019-08-19 13:14:58 -05:00
John Colvin
b07e985e8b
fix typo in PopupAdorner: 'Botton' -> 'Bottom'
2019-08-19 13:14:58 -05:00
John Colvin
0c072b018e
adjust mini ob 'Select All' checkbox alignment after stretching DIYGrid ColumnHeader content
2019-08-19 13:14:58 -05:00
John Colvin
d7456c0528
abstracted out ladder's thread id logic into ShellWindowThreadIDProvider (max thread count = Environment.ProcessorCount for each window type)
2019-08-19 13:14:57 -05:00
John Colvin
60c5159a4a
made 'property change detector' that uses prop getter delegate rather than PropertyInfo.GetValue for better performance
2019-08-19 13:14:57 -05:00
John Colvin
7388472f6a
ObjectSnapshot.property_table initializes observer on Subscribe
2019-08-19 13:14:57 -05:00
John Colvin
c24c31d8d3
DIYGrid features for pnl: 1) select GroupItems, 2) SyncWithColumnGeometry behavior allows Grid(panels) to mirror the DIYGrid's column layout
2019-08-19 13:14:57 -05:00
John Colvin
be006051b5
rename 'GroupItem' -> 'HierarchicalGroupItem' to avoid name conflict with System.Windows.Controls.GroupItem
2019-08-19 13:14:57 -05:00
John Colvin
4590dbc056
vertically align min/max/close buttons in BTSWindowTitleTemplate
2019-08-19 13:14:57 -05:00
John Colvin
b5e751e625
remove unused 'hook_filters' fns
2019-08-19 13:14:57 -05:00
John Colvin
b5a8098d9e
IntMinMax (filter) protos impl IEquatable
2019-08-19 13:14:57 -05:00
John Colvin
3d1de2849c
added some common DiscreteValuesFilterVM factory fns
2019-08-19 13:14:57 -05:00
John Colvin
887850a612
fix vertical alignments in GridSettingsView
2019-08-19 13:14:57 -05:00
Pedro Pinto
0d910d6f6e
Cleaned up docs.
2019-08-19 10:33:08 -04:00
Pedro Pinto
f1fe8226b5
Cleaned column references in money parser.
2019-08-19 10:07:25 -04:00
Pedro Pinto
d4cd9d5399
Cleaned column references in GMI parser.
2019-08-19 10:00:44 -04:00
Pedro Pinto
3a8d3e0104
Use CTPRIC consistently as the source of trade price.
2019-08-19 10:00:22 -04:00
Taha Afzal
a053609cc9
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 22:13:41 -04:00
Taha Afzal
6b311883a5
Fixed the bug which was preventing the GMI imported rows to be to shown in the PNL UI
2019-08-16 22:13:36 -04:00
Pedro Pinto
c8e3258544
Broke the update cycle between money file download and admin changes.
2019-08-16 21:35:37 -04:00
Taha Afzal
a24e814182
Added more logs
2019-08-16 19:33:54 -04:00
Taha Afzal
417413e8c0
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 17:46:13 -04:00
Taha Afzal
1090422fa2
base pos tests
2019-08-16 17:46:09 -04:00
Pedro Pinto
ff753b0550
Added an option to map GLBX to SIM in GMI import.
2019-08-16 16:25:46 -04:00
Taha Afzal
74f2e2ac50
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 15:07:53 -04:00
Taha Afzal
ffbed31b33
Added a basic base position text, and logs when base positions ar eupdated
2019-08-16 15:07:49 -04:00
Kevin Darby
4992d2dab6
Implemented set_cash_balance_batch
...
made defaults/position_cfg build
2019-08-16 14:55:34 -04:00
Taha Afzal
88dbfd4346
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 13:40:10 -04:00
Taha Afzal
2c1cf5f2e0
tests for sd
2019-08-16 13:39:58 -04:00
Pedro Pinto
3d6e6ea7db
Money file download code complete.
2019-08-16 12:34:02 -04:00
Pedro Pinto
73d1f67dcd
Added helper class to share download logic.
2019-08-16 11:29:09 -04:00
Pedro Pinto
ebb427dc90
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-16 09:59:03 -04:00
Pedro Pinto
74bed6275a
Added skelleton for money file download.
2019-08-16 09:50:15 -04:00
Taha Afzal
20f65a9196
Name changed (unnormalized to raw)
2019-08-16 09:45:36 -04:00
Taha Afzal
69208bf347
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-15 23:43:59 -04:00
Taha Afzal
7c9eac2803
More PositionMap tests
2019-08-15 23:43:53 -04:00
Pedro Pinto
2039be54df
Added money file parser.
2019-08-15 22:00:53 -04:00
Pedro Pinto
221f24827b
Refactored.
2019-08-15 20:47:50 -04:00
Jake Norbut
5e0f1d450c
removing unused property
2019-08-15 15:49:26 -05:00
Jake Norbut
ec4f88c68f
having row selection adorner reactor to selection changed events rather than key|mouse up|down
2019-08-15 15:48:59 -05:00
Pedro Pinto
cad611104b
Moved some files around.
2019-08-15 16:37:48 -04:00
Jake Norbut
fe179d44f2
RowSelectionAdorner now responds to KeyUp (CTRL-A for example)
2019-08-15 15:15:07 -05:00
Jake Norbut
c4866253b8
need a KeyUp here
2019-08-15 15:14:33 -05:00
Pedro Pinto
932b185769
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-15 16:13:32 -04:00
Pedro Pinto
a3e4576165
Allowed for multiple records for the same security in gmi file.
2019-08-15 16:13:09 -04:00
Jake Norbut
0a1cf0198d
sending my NullableColorOpacityProto to /dev/null
2019-08-15 14:20:59 -05:00
Jake Norbut
6b97d55927
adding show_background_color to main GridSettingsVM so that OB bg color settings are kept hidden for now; misc comment
2019-08-15 14:09:47 -05:00
Taha Afzal
2780d6da0b
Basic tests
2019-08-15 15:08:20 -04:00
Jake Norbut
2e831aa90e
fixing alpha in column-level background override
2019-08-15 13:27:29 -05:00
Jake Norbut
ad819dca68
can just use rgb_color() now that Popup is in alpha enabled mode
2019-08-15 13:27:04 -05:00
Jake Norbut
14f2ae481a
selection highlight and background color picker popupsnow make use of the new alpha hotness
2019-08-15 10:34:31 -05:00
Jake Norbut
c222181730
ColorOpacityProto can now spit out a Color with the appropriate alpha bytes
2019-08-15 10:33:42 -05:00
Jake Norbut
d59f7a5bb1
new alpha-compliant ColorPickerPopupVM from John
2019-08-15 10:32:32 -05:00
Jake Norbut
0d4f97a023
visiblity of bg color Column-level override UI is now linked to GridSettings enable_background_color as well
2019-08-15 09:11:47 -05:00
Jake Norbut
6603e8ad86
another sanitization spot
2019-08-15 08:37:44 -05:00
Kevin Darby
632a86f670
Merge branch 'prod' of bitbucket.org:bluetradesys/spark
2019-08-15 09:35:33 -04:00
Taha Afzal
cdbda8250f
'Fixing' the test (the test is broken, fill really fix it in the subsequent push)
2019-08-14 22:14:54 -04:00
Taha Afzal
be6c2f8b35
Fixing merge conflict
2019-08-14 21:48:07 -04:00
Taha Afzal
ddaf029cc7
Cleaned up the SODPosition file and added scaffolding for tests
2019-08-14 21:45:24 -04:00
Pedro Pinto
fae994c057
Fixed a bug in gmi parser.
2019-08-14 21:03:06 -04:00
Pedro Pinto
d72796394d
Made GMI parser more configurable and more articulate.
2019-08-14 20:54:03 -04:00
Pedro Pinto
a3dc6ebc2e
Dropped non existing docs from SDK build.
2019-08-14 19:43:35 -04:00
Pedro Pinto
8278a20b95
Adjusted to new GMI file format.
2019-08-14 19:17:34 -04:00
Pedro Pinto
88401f0c27
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-14 18:58:36 -04:00
Pedro Pinto
16493a9919
Made download more robust.
2019-08-14 18:58:03 -04:00
Jake Norbut
5c9c75463c
GridSettings background_color should be a uint (can be tranparent by deafult), and not a NullableColorProto; fml
2019-08-14 17:39:03 -05:00
Jake Norbut
5f6742f1db
adding enable_background_color to GridSettings and all the right spots
2019-08-14 16:48:08 -05:00
Taha Afzal
ccb050c8b8
SP-182, Implement clearing to bts account lookup in AdminServiceUtils
2019-08-14 16:55:40 -04:00
John Colvin
43fd07dcfa
Merged in SOM-ticks (pull request #320 )
...
SPARK-1715 Handle fractional numerator tick sizes
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-14 20:43:00 +00:00
John Colvin
efcb4f471c
fix config toggle for som ticks
2019-08-14 15:40:23 -05:00
John Colvin
d2f2e03e64
[SPARK-1715] config toggle for som ticks fix
2019-08-14 15:31:30 -05:00
Jake Norbut
ea2aee5044
utilzing new argb
2019-08-14 15:04:40 -05:00
John Colvin
cfeba74900
SPARK-1715 Handle fractional numerator tick sizes
2019-08-14 14:50:42 -05:00
Kevin Darby
cc3353e243
messed up the externals
2019-08-14 15:42:16 -04:00
Kevin Darby
683b85c66b
subrepos
2019-08-14 15:25:27 -04:00
Kevin Darby
789710d841
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-14 15:25:19 -04:00
Jake Norbut
9a76d9c857
argb-ness from John
2019-08-14 14:21:58 -05:00
Jake Norbut
231f596ad7
switching to NullableColorProto in wrap up attempt
2019-08-14 14:17:33 -05:00
Jake Norbut
3c7dbc0489
RowSelectionAdorner now implements IDisposable
2019-08-14 11:17:50 -05:00
Jake Norbut
3046871cf4
removing background_overlay property from HyperLinkColumn, et al
2019-08-14 10:59:52 -05:00
Jake Norbut
dd9ca350af
RowSelectionAdorner bounds check should use ScrollContentPresenter for X point
2019-08-14 10:51:06 -05:00
Jake Norbut
b292f50d99
Removing Background selection/active highlighting from DIYGridRowStyle
2019-08-14 10:16:48 -05:00
Jake Norbut
910cf20473
sanitize existing persisted grid state
2019-08-14 10:05:46 -05:00
Jake Norbut
5ac8a46a6c
DIYGrid makes use of new RowSelectionAdorner
2019-08-14 09:22:49 -05:00
Jake Norbut
decdae424d
new Adorner to convey row selection
2019-08-14 09:22:02 -05:00
Taha Afzal
4228dcab95
Added unnormalized_day position data to PositionUnit
2019-08-13 20:03:58 -04:00
Eric Harding
d99a2f5b88
Settingsmanager : handle more than 9 users
2019-08-13 17:24:27 -04:00
Kevin Darby
b080d4a9c4
Merged in master (pull request #318 )
...
Spark 2.8
Approved-by: Kevin Darby <kevin.darby@bluetradesys.com >
2019-08-13 19:19:47 +00:00
Eric Harding
dd67252173
Merge branch 'SP-183' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-13 11:51:26 -04:00
Jake Norbut
540559de3e
Adding sanitization routine for MarketViewWindowFactory
2019-08-12 16:38:15 -05:00
Michael Harding
19871752ee
Merged SP-91-position-migration into SP-150
2019-08-12 16:47:09 -04:00
Eric Harding
4801a16977
Re-enable api unit tests
2019-08-12 14:15:09 -04:00
Jake Norbut
7aaae817ac
higher level changes as a result of previous checkin
2019-08-12 13:02:48 -05:00
Jake Norbut
d6499464cf
fleshing out per Column bg color override
2019-08-12 13:01:34 -05:00
Eric Harding
52d30249fe
Allow empty updates in ApiServer
2019-08-12 13:52:39 -04:00
Jake Norbut
a14d449b33
this brush needs to be frozen, because of course it does
2019-08-09 15:06:25 -05:00
Jake Norbut
14a86d7b29
changing RenderColumn to use ColumnBase's background_brush; removed background property
2019-08-09 14:09:19 -05:00
Jake Norbut
19729a276d
adding background color to ColumnBase as every column should be able to eventually override the grid default bg
2019-08-09 14:08:03 -05:00
Jake Norbut
0f1135d5d6
adding background color to settings and related infrastruture
2019-08-09 14:07:04 -05:00
Pedro Pinto
146b5bdd8a
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-09 14:14:26 -04:00
Pedro Pinto
1783feffe7
Adds on demand gmi parsing and fixes a few bugs.
2019-08-09 14:13:27 -04:00
Kevin Darby
1a9ff09f43
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-08 16:58:31 -04:00
Eric Harding
38964f4d10
SP-150 Decode http multipart form data in WebServer.cpp
2019-08-08 16:39:56 -04:00
Eric Harding
637d7384b1
Add Http log subsystem for spard web server
2019-08-08 16:39:56 -04:00
Michael Harding
b3f8976922
Merge branch 'SP-91-position-migration' into SP-150
2019-08-08 15:53:53 -04:00
Michael Harding
dfe906ea64
Inhibit margin polling and unsub on tab change
2019-08-08 15:52:36 -04:00
Eric Harding
1af8247a69
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-150
2019-08-08 11:37:27 -04:00
Eric Harding
de569e2564
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-08 11:36:58 -04:00
Pedro Pinto
fc24c768d8
Added local defaults for gmi file download.
2019-08-07 17:14:19 -04:00
Pedro Pinto
7aee876d54
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-07 17:03:57 -04:00
Pedro Pinto
3e3e519403
Changed gmi download to only work on specific time windows.
2019-08-07 17:03:26 -04:00
Michael Harding
3e40bf9fd3
Remove uncommited fills, update numbers
2019-08-07 16:53:17 -04:00
Michael Harding
315ca96d4f
Make uncommited manual fills editable
2019-08-07 15:35:18 -04:00
Eric Harding
9d1c0d7f44
Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-150
2019-08-07 15:24:24 -04:00
Michael Harding
97b2f2df75
Handle deleted users in manual fills table
2019-08-07 13:21:43 -04:00
Michael Harding
92a9127160
Better number validation in the spark admin
2019-08-07 12:51:00 -04:00
Michael Harding
388d491a0a
Fix empty symbol col on manual fills
2019-08-07 12:26:24 -04:00
Michael Harding
13b09ffc12
add 3 minute delay to system tests
2019-08-07 10:42:41 -04:00
Pedro Pinto
2ec7aa5f3f
Changed gmi download to pick oldest file rather than guess its name.
2019-08-06 19:34:15 -04:00
Pedro Pinto
6148a08b62
Updated dev tool.
2019-08-06 15:30:49 -04:00
Pedro Pinto
e914ca9c15
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-06 15:30:12 -04:00
Eric Harding
17c2a91a0f
SP-169 sftp downloads with libssh2
2019-08-06 14:27:12 -04:00
Pedro Pinto
09d75af8c3
Improved algo API documentation slightly.
2019-08-06 14:18:22 -04:00
Kevin Darby
83a2a01789
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-06 12:06:46 -04:00
Kevin Darby
e1137c4e1d
go back to statically linked CME
2019-08-06 11:27:38 -04:00
Michael Harding
97e1277b6a
Manual Fills get data from streams
2019-08-06 11:00:15 -04:00
Michael Harding
c198965a49
Fix enums in DynamicService.ts
2019-08-06 09:45:47 -04:00
Taha Afzal
a10a49cf4f
Cleanup, removing some decaying code which was making for bad readibility
2019-08-05 22:49:13 -04:00
Taha Afzal
cfec77bb96
Removed unused cons variables
2019-08-05 22:25:19 -04:00
Taha Afzal
03e2433201
Comments added and some cleanup for the position update related changes to SecurityLimitNode and ProductLimitNode
2019-08-05 19:38:43 -04:00
Taha Afzal
c42bc45f24
PositionServiceServer uses the manual fills state in PositionMap
2019-08-05 15:55:01 -04:00
Taha Afzal
37a8ae6677
zero_out_pos_unit was not zering out backwards compat doubles
2019-08-05 14:00:40 -04:00
Taha Afzal
a271abf3c4
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-05 10:48:07 -04:00
Taha Afzal
76f582613b
Comments mainly
2019-08-05 10:47:58 -04:00
Eric Harding
e15d7babbd
Fix client build errors
2019-08-05 10:23:34 -04:00
Eric Harding
469914c6c9
SP-150 file upload decoder
2019-08-04 21:17:22 -04:00
Taha Afzal
edba0e1cd7
Positions entries published by the PositionService are never removed, if a baseposition is absent, the enrties are 0'd out
2019-08-04 19:27:02 -04:00
Taha Afzal
ac1c5566ac
For backwards compat, PositionUnit's account is populated
2019-08-02 18:48:46 -04:00
Taha Afzal
4564e630db
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-02 17:51:02 -04:00
Taha Afzal
5c77fa2799
PositionMap keeps a SODPosition around to resolve sod fills
2019-08-02 17:50:54 -04:00
Michael Harding
db234c7d06
fix web build after merge
2019-08-02 15:24:21 -04:00
Pedro Pinto
1bb4ce91cf
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-08-02 14:45:58 -04:00
Pedro Pinto
d1a3857119
Removed some remaining conflicts
2019-08-02 14:42:49 -04:00
Eric Harding
6dd63156cc
SP-169 Use sftp command for sftp instead of scp
2019-08-02 13:59:19 -04:00
Pedro Pinto
01f178fe3b
Partial merge
2019-08-02 13:18:15 -04:00
Pedro Pinto
53672e1875
Added as of timestamp to base position call.
2019-08-02 11:27:13 -04:00
Pedro Pinto
e7a20252a0
GMI parser parses.
2019-08-02 11:14:15 -04:00
Pedro Pinto
497884fe00
Added sod helper.
2019-08-02 10:02:11 -04:00
Pedro Pinto
f7aa2c5bec
Removed unusued timestamp for base pos call
2019-08-02 09:13:32 -04:00
Pedro Pinto
5c75507f42
Updated sub repos pointers
2019-08-02 09:06:46 -04:00
Pedro Pinto
ba1b459b0b
More gmi parser files.
2019-08-02 09:06:46 -04:00
Pedro Pinto
bac7ea06f2
Fixed some issues with GMI import.
2019-08-02 09:06:46 -04:00
Pedro Pinto
26c577f94b
GMI parsing is code complete.
2019-08-02 09:06:46 -04:00
Taha Afzal
4fc59c2ca8
Base Position incorporation but untested
2019-08-02 00:10:54 -04:00
Kevin Darby
0a6cc0cdf1
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-08-01 15:11:04 -04:00
Kevin Darby
e96d9112ef
SIMICE causing some trouble sharing replay and MBO
2019-08-01 14:25:17 -04:00
Taha Afzal
3a7fbe2ddf
Line got deleted in FillStore when removing call to SOD
2019-08-01 14:08:22 -04:00
Taha Afzal
2bfc3148d1
merging
2019-08-01 13:50:54 -04:00
Taha Afzal
72734bb15f
Moving PositionServiceServer data into PositionMap (the Service Server was getting too long and confusing)
2019-08-01 13:22:38 -04:00
Eric Harding
1dd72abc9a
SP-169 sftp download
2019-08-01 12:30:58 -04:00
Pedro Pinto
6dfcb970b8
Fixed build
2019-07-31 14:23:15 -04:00
Pedro Pinto
72aab5bbcb
Merged
2019-07-31 14:16:55 -04:00
Pedro Pinto
0afededebf
Added bones of base position service.
2019-07-31 14:12:36 -04:00
Michael Harding
8c8e4dd0e8
Delete fills... theoretically
2019-07-30 16:35:25 -04:00
Pedro Pinto
17769cbced
Added skelleton for BasePositionService.
2019-07-30 15:58:15 -04:00
Pedro Pinto
5cb1220d05
Added stubs for base position service.
2019-07-30 14:41:39 -04:00
Pedro Pinto
37ba9f7b0d
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-30 13:58:19 -04:00
Pedro Pinto
9a1bf1bbae
Removed SOD from fill store.
2019-07-30 13:45:11 -04:00
Michael Harding
a404bbf654
Add Day position management table
2019-07-30 10:06:56 -04:00
Michael Harding
0b34457259
SP-97: updates to existing manual fills
2019-07-30 10:06:56 -04:00
Taha Afzal
5939b983dd
Hooked up the new Limiter call set_filled_position
2019-07-29 18:33:22 -04:00
Taha Afzal
c0b0ffd646
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-29 16:59:22 -04:00
Taha Afzal
21a48ba0ad
moving PositionUtilities into lib, removing 2 unused functions in Limiter
2019-07-29 16:59:12 -04:00
Eric Harding
9a21d03311
Merged master into SP-150
2019-07-29 14:59:08 -04:00
Eric Harding
46d6ca9d2c
SP-152 Handle stream unsubscribe with IDisposable
2019-07-29 13:06:31 -04:00
Taha Afzal
6ef274d5d6
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-29 13:01:10 -04:00
Taha Afzal
36d507b3ca
comments
2019-07-29 13:00:58 -04:00
Pedro Pinto
54820107db
Updated externals pointer.
2019-07-29 12:58:16 -04:00
Pedro Pinto
38bf521132
Position based limits in order manager code complete.
2019-07-29 12:58:16 -04:00
Pedro Pinto
4aa0d878a6
Updated cmakedeps.
2019-07-29 12:58:16 -04:00
Eric Harding
03bbf2f4a8
SP-152 unsubscribe support
2019-07-29 12:37:28 -04:00
Taha Afzal
f2d284cadb
Merge branch 'SP-91-position-migration' of bitbucket.org:bluetradesys/spark into SP-91-position-migration
2019-07-29 11:31:36 -04:00
Taha Afzal
9f1ac3ee80
Added a proto for an unresolved File row to be imported as a SOD
2019-07-29 11:31:29 -04:00
Eric Harding
6b81dcef7d
SP-152 fix F# type definition
2019-07-29 11:29:49 -04:00
Eric Harding
1f0371e870
SP-152 c++ side
2019-07-26 17:37:38 -04:00
Pedro Pinto
2eba014203
Implement server side of stop limit orders.
2019-07-26 17:36:07 -04:00
Eric Harding
322f1164be
SP-152 typescript/f# half
2019-07-26 17:35:54 -04:00
Eric Harding
c6cae3064d
SP-150 add server endpoint for file upload
2019-07-23 12:25:01 -04:00
Michael Harding
7c13474e31
SP-97: Position Management tab and add fills
2019-07-22 14:50:26 -04:00
Pedro Pinto
37d022251e
Fixed another bug in stop order handling.
2019-07-11 09:48:09 -04:00
Pedro Pinto
04cc1da4d9
Hopefully fixed stop order updates.
2019-07-10 17:10:35 -04:00
Jake Norbut
56bba90fdb
ladder now determines badge price level based on new ui_price()
2019-07-10 13:11:57 -05:00
Jake Norbut
a95841b0e9
OB price filter to hook up to new ui_price() rather than price()
2019-07-10 13:10:32 -05:00
Jake Norbut
9c6be9e87c
adding new ui_price ext method that takes into account the status of and type of order (for stop and stop limits)
2019-07-10 13:09:45 -05:00
Pedro Pinto
7c830786ef
Fixed issue in stop limit trigger detection
2019-07-10 11:05:00 -04:00
Jake Norbut
9eb9047249
shh...adding M4D secret key
2019-07-09 15:04:56 -05:00
Jake Norbut
f7847b7767
adding new M4D cert ilink
2019-07-09 14:13:09 -05:00
Pedro Pinto
ae720e4966
Merge branch 'master' into SP-69-fix-stop-and-stop-limit-orders
2019-07-09 12:52:49 -04:00
Kevin Darby
72aa028bd6
ice orders works again
2019-07-04 14:31:57 -04:00
Kevin Darby
f8d5b9bace
bookmark initial clordid
2019-07-03 18:20:11 -04:00
Kevin Darby
e861e2916f
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-07-03 17:28:03 -04:00
Kevin Darby
23738b109d
changes to use non-static onixs
2019-07-03 17:26:46 -04:00
Pedro Pinto
713e11d146
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-07-03 16:26:34 -04:00
Pedro Pinto
444e3154b3
Made exchange id gen asynchronous, improved concurrency.
2019-07-03 16:26:07 -04:00
Kevin Darby
270ee60df9
nonstatic cme
2019-07-03 19:39:22 +00:00
Kevin Darby
1ce041c5e5
called Pedro's new id generator
2019-07-03 15:23:38 -04:00
Pedro Pinto
50940bfd13
Merged
2019-07-03 13:46:48 -04:00
Taha Afzal
06c1f60598
update_position called is routed from Limiter to ProductNode
2019-07-02 18:23:06 -04:00
Taha Afzal
37414d6c78
Added function signature in Limiter to acceot positions
2019-07-01 14:58:11 -04:00
Taha Afzal
3057f8233d
Merge branch 'SP-24-loss-limit' into SP-91-position-migration
2019-07-01 11:52:11 -04:00
Pedro Pinto
8cb4151f63
Added id generator to order services.
2019-06-30 20:27:48 -04:00
Taha Afzal
e000d34766
Converting PositionUtilities into a class (vs functions) and big fixes
2019-06-30 09:46:04 -04:00
Taha Afzal
87a8665273
Added support for Admin fills to PositionService
2019-06-28 19:18:58 -04:00
Kevin Darby
7a47b7a85a
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-06-28 13:08:44 -04:00
Pedro Pinto
a60a792dfa
Ran clang-format.
2019-06-27 14:17:08 -04:00
Pedro Pinto
a73a1cc4f5
CMakeDeps updates.
2019-06-27 14:16:05 -04:00
Pedro Pinto
32fbdf8a21
Better handling of unresolved securities.
2019-06-27 14:15:40 -04:00
Pedro Pinto
75c54bbe3e
Refactored order factory.
2019-06-27 14:11:40 -04:00
Pedro Pinto
38575039b9
Fixed clang build.
2019-06-27 14:11:23 -04:00
Pedro Pinto
3b77bc99b6
Fixed update of stop orders.
2019-06-27 13:31:05 -04:00
Jake Norbut
b69a0c245e
Revert "change price() to report stop/limit price when stop/limit has not yet been triggered"
...
This reverts commit 14bcef4c0e
2019-06-26 14:49:26 -05:00
Jake Norbut
14bcef4c0e
change price() to report stop/limit price when stop/limit has not yet been triggered
2019-06-26 14:45:27 -05:00
Pedro Pinto
a23fe74cdc
Re-enabled stop orders
2019-06-26 15:38:06 -04:00
Jake Norbut
7b48f71dec
adding stop/limit order modification
2019-06-26 13:34:03 -05:00
Jake Norbut
c334c1f636
making use of new has been triggered definition when determining where to draw badge
2019-06-26 13:34:03 -05:00
Jake Norbut
8572ff273f
adding helper for determining if stop/limit has been triggered
2019-06-26 13:34:03 -05:00
Pedro Pinto
e6ddc71c75
Merged with master
2019-06-26 10:43:29 -04:00
Pedro Pinto
81a0f9193d
Support for server side stop orders is code complete.
2019-06-21 17:41:02 -04:00
Kevin Darby
43a49b9399
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-06-10 10:40:56 -04:00
Kevin Darby
618c41ce97
synthesized Pedro's cme changes for ice
2019-06-07 17:49:33 -04:00
Kevin Darby
bd8c9c354b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-06-07 17:49:11 -04:00
Kevin Darby
8f5d062a3b
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-21 16:58:35 -04:00
Kevin Darby
e1a3950051
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-20 17:04:53 -04:00
Kevin Darby
7e816c1503
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-16 17:56:07 -04:00
Kevin Darby
15d9afb2de
added a comment about ice reverse_routing_record
2019-05-16 15:26:21 -04:00
Kevin Darby
b5468e5565
changes for ice certification perf testing and to recover an order from an exec report
2019-05-16 15:02:04 -04:00
Kevin Darby
a4c3a61f13
fixed ice specific bug with attach detach
2019-05-14 17:55:52 -04:00
Kevin Darby
7ce101f7f7
messed up docker linux pointer
2019-05-14 16:41:49 -04:00
Kevin Darby
b61cab397d
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-14 16:36:12 -04:00
Kevin Darby
222e1a51dc
fixed SOD time for dev
...
fixed bugs in mview when settle/last/low/high change without a bid or offer changing
2019-05-14 15:50:53 -04:00
Kevin Darby
9fa3464188
ice busts and corrects, ugh...
2019-05-14 09:55:05 -04:00
Kevin Darby
fee695d3d9
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-13 16:02:56 -04:00
Kevin Darby
140f1d88ea
ice entitlements
2019-05-05 16:41:13 -04:00
Kevin Darby
c4eeaf2ec8
this should do it for bust / adjust
2019-05-03 16:28:37 -04:00
Kevin Darby
54dd30245f
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-03 15:54:07 -04:00
Kevin Darby
263ff63a37
added concept of active and busted fill to support ice busts
2019-05-03 15:31:23 -04:00
Kevin Darby
f3d16502de
going a new way on the busts
2019-05-03 13:39:35 -04:00
Kevin Darby
4b7db298c4
something up with settlement re-price
2019-05-03 10:39:54 -04:00
Kevin Darby
65f41452fb
work around onixs assert for us financials that does not have an implieds feed
2019-05-02 18:33:54 -04:00
Kevin Darby
d7a2ae4b09
added spread marker to last trade display....lotta code for an S
2019-05-02 17:55:46 -04:00
Kevin Darby
61ac626542
ice wants tag 1031
2019-05-02 12:36:14 -04:00
Michael Harding
8d7a2f342e
Add Custom Order Instructions
2019-05-02 12:14:50 -04:00
Kevin Darby
0db037175f
fixed ice forced logout issue
2019-05-02 12:07:09 -04:00
Kevin Darby
98aa463b4e
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-05-02 11:51:28 -04:00
Kevin Darby
0b40d3971d
lining up with ice downtime
2019-05-01 14:05:02 -04:00
Kevin Darby
a21a769909
cleaned up todos
2019-04-30 17:43:23 -04:00
Kevin Darby
ca8e540453
volume is tricky
2019-04-30 15:09:53 -04:00
Kevin Darby
134950747f
bugs found during cert
2019-04-30 14:36:54 -04:00
Kevin Darby
5abc17adf3
settles
2019-04-29 17:58:53 -04:00
Kevin Darby
f3cd3a402e
ice spread config, workaround for onixs bug
2019-04-29 16:53:50 -04:00
Kevin Darby
c7217b8475
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-29 16:47:26 -04:00
Kevin Darby
99c5129ea7
ice spreads are weird
2019-04-29 16:25:54 -04:00
Kevin Darby
d025ee0c89
seems to be an onixs bug that exits a loop early if not provisioned for a market_type
2019-04-29 15:09:56 -04:00
Kevin Darby
c24ddaa190
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-29 10:21:39 -04:00
Kevin Darby
442aa156ac
trying to get orance juice market
2019-04-29 10:20:27 -04:00
Kevin Darby
e906d41cc2
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-26 14:48:20 -04:00
Kevin Darby
6e09d9e949
small changes for ice cert
2019-04-26 14:35:36 -04:00
Kevin Darby
aea02e212a
cleaned up cancel / reject messages
2019-04-25 16:36:07 -04:00
Kevin Darby
a94a66234a
ice puids
2019-04-25 15:57:04 -04:00
Kevin Darby
4cbbf6972a
add, update, remove orders work across logouts
2019-04-25 15:25:07 -04:00
Kevin Darby
caa9671c96
ids...
2019-04-24 18:37:45 -04:00
Kevin Darby
20eb3ed39d
matched Pedro's ICE deferred cancel / update for ice
2019-04-24 14:07:21 -04:00
Kevin Darby
772a898433
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-24 14:07:09 -04:00
Kevin Darby
b5997d326e
f# 64 bit ints, maybe
2019-04-23 18:22:44 -04:00
Kevin Darby
f8626f81cd
throwing this back to michael for int64
2019-04-23 18:14:14 -04:00
Kevin Darby
bc208d2421
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-23 17:22:26 -04:00
Kevin Darby
625ebcc762
got a fill
2019-04-23 17:21:52 -04:00
Michael Harding
0a163badf0
SPARK-2289: Add MIFID fields to Spark Admin
2019-04-23 15:45:11 -04:00
Kevin Darby
dea95455a0
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-23 13:28:45 -04:00
Kevin Darby
f0f5988abf
almost sending orders
2019-04-23 13:27:50 -04:00
Michael Harding
db5f16985c
SPARK-2289: Remove IFUnset from ICEMics
2019-04-23 11:00:38 -04:00
Michael Harding
f0105867be
SPARK-2289: Implement Eric's Map suggestion
2019-04-23 10:03:58 -04:00
Michael Harding
2c0b314428
SPARK-2289: Additional ICE fields
2019-04-23 10:03:12 -04:00
Kevin Darby
3cd74f33f1
changed trader login per Pedro
2019-04-22 16:51:28 -04:00
Kevin Darby
a6ee36f4bc
typo
2019-04-22 15:16:12 -04:00
Kevin Darby
9cadf635fb
Merge branch 'ice_exec3' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-22 14:42:10 -04:00
Kevin Darby
43e043b044
more ice
2019-04-22 14:41:39 -04:00
Michael Harding
6bac75d7ab
SPARK-2289: Add ICE to Accounts in Spark Admin
2019-04-22 10:58:26 -04:00
Michael Harding
7ceb170c5f
SPARK-2289: Add ICE User data to Spark Admin
2019-04-22 10:36:35 -04:00
Kevin Darby
47c7ee71b4
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-18 17:46:34 -04:00
Kevin Darby
4f58452771
stop using legacy spread
2019-04-17 18:14:00 -04:00
Kevin Darby
d5bf15cc36
ice secondary login
2019-04-17 17:12:25 -04:00
Kevin Darby
9736541385
logon rejected; we're going places
2019-04-16 15:59:45 -04:00
Kevin Darby
5591c8316d
about to send a login message
2019-04-16 13:18:39 -04:00
Kevin Darby
a44d3a2c26
Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-15 13:22:42 -04:00
Kevin Darby
dceb300324
Merge branch 'SPARK-2241-add-support-for-multi-char-me' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-15 13:20:56 -04:00
Pedro Pinto
84b9ca3096
Added jetfix suppport for multi char message types.
2019-04-08 17:07:40 -04:00
Pedro Pinto
17e9f1ea96
Ran clang-format.
2019-04-08 13:43:20 -04:00
Kevin Darby
946ec36840
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-06 22:18:21 -04:00
Kevin Darby
11425a898f
honing in on simice
2019-04-05 17:58:28 -04:00
Kevin Darby
d0029e7f88
sim doesn't crash, but doesn't give exec reports either
2019-04-05 17:39:04 -04:00
Kevin Darby
bdbdda947f
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-05 15:51:51 -04:00
Kevin Darby
f88ab57fa0
got the basic structure down, still waiting on ICE for a few things
2019-04-05 15:49:37 -04:00
Kevin Darby
36442a037e
more ice
2019-04-03 17:12:52 -04:00
Kevin Darby
5969568dee
ice native order
2019-04-02 17:36:12 -04:00
Kevin Darby
96265ea187
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-02 17:34:54 -04:00
Kevin Darby
9676b1fdca
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec3
2019-04-02 16:21:51 -04:00
Kevin Darby
556132c2dd
ice exec moving along
2019-04-01 18:11:48 -04:00
Kevin Darby
a22b7b7189
more ice
2019-03-29 16:52:50 -04:00
Kevin Darby
8e41a42ced
more ice
2019-03-28 16:18:10 -04:00
Kevin Darby
e0f7bdfc13
fix conf
2019-03-27 17:42:23 -04:00
Kevin Darby
ec0b96215f
Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec
2019-03-27 17:29:32 -04:00
Kevin Darby
e27a8be526
ICEExecutionGateway
2019-03-27 17:01:07 -04:00
Kevin Darby
70cd9f185e
Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_exec
2019-03-26 18:44:16 -04:00
Kevin Darby
33eaf6f86d
beginnings of ICE exec and SIMICE
2019-03-26 18:38:05 -04:00
Taha Afzal