[ts-gen] Cross-session order modification and cancellation now works

pippin at owlriver.net pippin at owlriver.net
Fri Nov 21 20:21:32 EST 2008


I've just pushed a new release to the ftp server.  See the NEWS file
for details; in brief, as the subject line says:

    Cross-session order modification and cancellation now works;
    see the script exs/kill.rb for an example.

This has been a long time coming, and I'd like interested parties to
let the list know if, in its current simple form, it suits their needs.

There is related work in this area still to be done in the near future,
and also some for furthur out.  Currently, the shim replays create and
modify events from the journal, which provides bare-bones cross-session
functionality.  Additional features might include:

    1. implementation of a "list order <key>" command, to query
       for order status by order key; scripts could read keys from
       the database, and query the shim for what it thought their
       status to be.

    2. msg --- status, open order, and exec report --- replay, so
       that the shim would know about quantity filled and the like,
       so improving the order status query capability above; and

    3. error message analysis, so order state could track information
       from order-related error messages.

The first is of immediate interest to us, and should follow along
soon; the second, not sure; and the third, almost certainly not for
a while.  Note that it is in some sense possible for the downstream
to take responsibility for 1 -- 3 above, which is one reason that
the last item doesn't have a higher priority.

I've shifted to developing with a 64bit build farm, and this and
other infra-structure changes have taken up a good part of the last
month.  As part of this effort, there have been a number of minor
changes to our release process, and if you see problems in building
a shim from the new release, please notify the list.

Note that make now dumps .o files in a subdirectory obj, and note
also that log files now end up by default in a subdirectory log;
see NEWS for details.

Thanks,

Bill


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