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upstream contingent orders #35

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@dev1-fund3 dev1-fund3 commented May 1, 2019

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dev1-fund3 added 28 commits April 3, 2019 12:08
@dev1-fund3
Merge pull request #24 from fund3/develop
c770e70 
cancel all orders
@dev1-fund3
Merge pull request #29 from fund3/develop
1c99ee0 
renamed references from python_tes_client to python_omega_client
@dev1-fund3
updated communication_protocol submodule
800c58d
@dev1-fund3
Merge pull request #31 from fund3/master
4f528c2 
pushed to wrong branch
@dev1-fund3
Merge pull request #32 from fund3/develop
c1216f9 
upstream updates
@dev1-fund3
updated common_types for contingent orders
7cf7634
@dev1-fund3
executionReport decoding in message factory
dadade8
@dev1-fund3
implementing placeContingentOrder
46aef99
@dev1-fund3
factored out py_order_to_capnp, skeleton for different contingent ord…
b41de5b 
…er type cases
@dev1-fund3
building lists for OCO, Batch orders, TODO OPO primary field
f99fdf6
@dev1-fund3
initial contingent order implementation done, TODO unit tests
5a263a6
@dev1-fund3
added tests for contingent order execution report
b2a9370
@dev1-fund3
added test for batch contingent order
6c039f0
@dev1-fund3
made changes requested by V
e130b72
@dev1-fund3
fixed test bugs
1f09c59
@dev1-fund3
fixed typo for ExecutionReport field
5cb1d3a
@dev1-fund3
updated method for creating list of placeSingleOrder capnp objects
2b6c3bd
@dev1-fund3
casting ExecutionReport fields to str
9a82b28
@dev1-fund3
trying to get capnp structure right for batch request sender tests
f0f4d0e
@dev1-fund3
contingent batch orders tests
a70395e
@dev1-fund3
test for place oco
697ea04
@dev1-fund3
added tests for OPO with Batch, OCO secondary orders
7b03cd9
@dev1-fund3
updated build capnp order list for OPO case properly
e6ccec5
@dev1-fund3
updated none check condition
a1f013c
@dev1-fund3
fixed expected values for tests
cce4ff8
@dev1-fund3
fixed expected values for tests 1
0e6953d
@dev1-fund3
fixed typo
36f44ca
@dev1-fund3
Merge pull request #33 from fund3/dev/contigent_orders
4d5c51f 
Dev/contigent orders
@dev1-fund3 dev1-fund3 self-assigned this May 1, 2019
dev1-fund3 added 30 commits May 8, 2019 11:53
@dev1-fund3
renaming references to OmegaProtocol
9434bee
@dev1-fund3
fpg test
32b832e
@dev1-fund3
authentication example working
a2e5ead
@dev1-fund3
example SOR request successful
60a6de6
@dev1-fund3
successfully using lib to create list of child orders from parent ord…
447cb52 
…er using fpg
@dev1-fund3
comments
39248a5
@dev1-fund3
commented out ./omega_protocol requirement
cd4f429
@dev1-fund3
moved fpg scratch file to examples
6983125
@dev1-fund3
syntax changes requested by Calvin
f13ab3f
@dev1-fund3
separate function for converting f3 Order to fpg order
6c50ebb
@dev1-fund3
moved conversion functions to separate file as suggest by CL
10f2886
@dev1-fund3
simplified function naming
c9fb9f2
@dev1-fund3
handling 400 error code responses and added example
a5aac44
@dev1-fund3
more specific http error code handling
2460f40
@dev1-fund3
added support for userName mapping to random account_id
5c7794b
@dev1-fund3
re-added ./omega_protocol to requirements.txt
2388189
@dev1-fund3
Merge pull request #36 from fund3/dev/fpg_sor
069bb79 
fpg SOR integration
@dev1-fund3
updated omega_protocol submodule
0d40248
@dev1-fund3
added pendingUpdate status to common_types
d854069
@dev1-fund3
updated json response parsing
cd6ba13
@dev1-fund3
updated examples, logging
bcbe701
@dev1-fund3
added method for place_SOR_order in request_sender
95f3b5f
@dev1-fund3
completed place_SOR_order
aa99468
@dev1-fund3
added requests to requirements.txt
2b7837c
@dev1-fund3
Merge pull request #39 from fund3/fix/fpg_update
c58724c 
place_SOR_order and fpg response update
@dev1-fund3
updated omega_protocol submodule exchangeProperties
4388012
@dev1-fund3
updated common_types to include ExchangeLimits
e25e51a
@dev1-fund3
exch limits decoding to py in message factory
59ee9a4
@dev1-fund3
exchangeLimits tests
c97a9b3
@dev1-fund3
Merge pull request #46 from fund3/dev/exch_limits
8112c78 
Exchange limits
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@dev1-fund3