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03_28_2023.txt
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40 lines (32 loc) · 1.18 KB
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Features:
- Price Tick NBBO Ask Transaction (1)
- Price Tick NBBO Bid Transaction (2, 3, 4)
- Price Tick NBBO Mid Transaction (5, 6)
- OMS Benchmark Peg Scheme Shell (13, 14)
- Peg Scheme Threshold Generator (15, 16, 17)
- Limit Order Peg Scheme #1 (18, 19, 20)
- Limit Order Peg Scheme #2 (21, 22, 23)
- Limit Order AON Peg Scheme (24, 25)
- Limit Order ATC Peg Scheme (26, 27)
- Limit Order ATO Peg Scheme (28, 29)
- Limit Order DAY Peg Scheme (30, 31)
- Limit Order DTC Peg Scheme (32, 33)
- Limit Order FOK Peg Scheme (34, 35)
- Limit Order GTC Peg Scheme (36, 37)
- Limit Order IOC Peg Scheme (38, 39)
- OMS Switchable Stop Order ATC (40)
- OMS Switchable Stop Order DAY (41)
- Cross Venue Montage Processor Revamp (42, 43, 44)
- Ticker L1 Manager Map #1 (45, 46, 47)
- Ticker L1 Manager Map #2 (48, 49, 50)
- Fixed Price Peg Scheme #1 (51, 52)
- Fixed Price Peg Scheme #2 (53, 54)
- Fixed Price Peg Scheme #3 (55, 56)
- Fixed Price Peg Scheme #4 (57, 58)
- Fixed Price Peg Scheme #5 (59, 60)
Bug Fixes/Re-organization:
- OMS Depth Price Tick Move (7, 8)
- Benchmark/Tie/Peg Price Thresholds (9, 10)
- OMS Benchmark VWAP Pckage Migrate (11, 12)
Samples:
IdeaDRIP: