72 lines
1.2 KiB
Org Mode
72 lines
1.2 KiB
Org Mode
* Services
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** Admin
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** ErrorReport
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** MarketDataRelay
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** Persistence
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** ShellDiagnostic
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** SyntheticSecurity
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** Order
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*** Streams
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- Fills
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- Orders
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*** Ops
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- Create/Update/Cancel/Crack orders
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*** Internal structure
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- Two threads, fast and slow
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**** Fast Actors
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***** MDSource
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***** OrderManager
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***** ExecutionGateway
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**** Slow Actors
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***** ServiceBridge
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***** Timer
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***** AsyncFactory
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***** OrderStore
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***** FillStore
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***** SecuritySrc
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* Benchmarks
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* OrderMan
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** OrderServices
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*** callbacks
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**** standard
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- update
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- cancel
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- crack
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- activate
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- book
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- settlement
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- child order state
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- timer
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**** low level
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- exe reports
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- cancel rejects
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- gateway status
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*** services
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**** standard
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- secdb
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- get time
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- schedule actions
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- order builder
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- activate
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- update
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- cancel
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- crack
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**** low level
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- governor
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- send fix
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- get time str
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- limiter
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** Internalize plan
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- change order initiated update/cancel/crack/activate/report_state to
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use direct method calls
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- need to watch out for reentrancy
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- need to also report state externally
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- also want to separate active from non active orders in map to speed
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up look ups
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- want to use direct references in orders to avoid lookups
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- want to change how time is captured, the trace is too big to copy
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around
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