[ts-gen] shim-080104 announced
R P Herrold
herrold at owlriver.com
Sun Jan 6 11:59:47 EST 2008
We announce shim-080104
Changes:
* Add OrderDelta table, and increment database version to 1.31
* The format of the wire (order) command has changed:
+ move timeout attribute from wire (order) command to xmit command;
this attribute is not yet in use, and the xmit cmd is not fully
implemented, so the only effect is to decrease the number of args
in the order command.
+ move request type (Submit, Modify, etc) to the front of the
argument list, ahead of the line item index and order type
(LMT, MKT, etc) so that request type is now first, with the
result that the lineitem and modifiable order attributes are
together, so that the parser can build up an OrderDelta
object.
As always, the examples in bin/includes describe the current format.
* delete ExecFilter table from database, and increment the db version
* implement the exec command, to query for execution reports for the
current day; format is:
exec Sym Time;
where Sym is the name of the underlying, and Time is of the form
hh::mm::ss
Note on this last; the form of the 'exec' command varies from
our initial announcement a few days ago; it turns out after
testing that contrary to IB's documentation on the values
actually _used_ by the TWS as presently issued does not use
(the documented) value for 'date'.
We continue on order entry, change, execution progress, and
permanent journalling. The new OrderDelta table is new, and
should permit ready ascertainment of the precise form of the
'running' orders at any point in time.
The movement of the timeout out of the 'wire' command into the
'xmit' command cleans up into a single, short command, the
control point for this value.
I have successful builds and release tests on CentOS (i386 and
x86_64), Debian testing (i386), and Apple OS/X (powerpc).
As always, we hope for others to join us -- the general
mailing list is the most community friendly way to do so.
As always, the latest tarball is at
ftp://ftp.trading-shim.org/pub/local/trading-shim/
and prior releases in the ./attic/
We thank you for your interest; we welcome feedback,
questions, constructive criticism, and comment. Please
consider joining in the fun publicly.
-- The trading-shim team
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