2012-03-18: Release v0.8 - Jakub D Kozlowski <[email protected]>¶ ↑
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Bootstrap order book in experiments.
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Add trader ids to execution log messages.
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Refactor VwapBehaviour to accept different implementations for it’s actions.
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Improved the noise trader to follow Gilles PhD Thesis.
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Pass the tick size and default price in the Simulation object.
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Change Price, AvgPx and LastPx fields in market/ontology to be of type BigDecimal.
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Make current working orders available in the Session.
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Implement TopOfBookApplication.
2012-02-20: Release v0.7 - Jakub D Kozlowski <[email protected]>¶ ↑
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Implemented the Vwap agent.
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Modules can now run inside an OSGi container.
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Added startTime and stopTime to Start message.
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Sends startTime and stopTime with Start message.
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Implemented OrderReference that is updated by the Session and clients can use to track their orders.
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Added logging to file.
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Moved all the documentation into a new branch (documentation).
2012-02-06: Release v0.6 - Jakub D Kozlowski <[email protected]>¶ ↑
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Refactored OrderBook to accept partially filled Orders.
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Moved OrderBook implementations to eugene.market.book.impl package and created a OrderBooks factory class.
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Implemented SimulationOntology.
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Implemented a Simulation Agent that synchronizes the start of the Traders and Market Agent, initializes the
Order Book and stops the simulation.
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Integrated Simulation Ontology with Client API.
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Refactored ExecutionEngine to immediately execute orders.
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Improved performance by putting MarkedDataServer into a separate thread and using LEAP codec.
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Integrated Simulation Ontology with the Market Agent.
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Implemented integration tests for market/client, market/agent and simulation/agent.
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Interim Report.
2012-01-21: Release v0.5 - Jakub D Kozlowski <[email protected]>¶ ↑
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Implemented Noise Trader.
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Refactored OrderBook to accept single sided executions.
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Added ability to send messages to Client API.
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Added ability to build the order book to Client API.
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Unique ExecID is generated on each execution.
2012-01-10: Release v0.4 - Jakub D Kozlowski <[email protected]>¶ ↑
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Register Market Agent with DFService.
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Refactor Order Book into a separate module.
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Implement SessionInitiator, Session and Application classes.
2012-01-03: Release v0.3 - Jakub D Kozlowski <[email protected]>¶ ↑
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Traders logon with Logon message.
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Traders receive AddOrder/OrderExecuted/DeleteOrder messages for visible orders on the Order Book.
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Logon.
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OrderCancelReject.
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OrderCancelRequest.
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AddOrder.
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DeleteOrder.
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OrderExecuted.
2011-11-2: Release v0.2 - Jakub D Kozlowski <[email protected]>¶ ↑
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NewOrderSingle.
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ExecutionReport.
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Accepts NewOrderSingle, enters Order to OrderBook and sends a confirmation ExecutionReport.
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Allows creating unit tests for agent behaviours that run inside a in-memory Main JADE container.
2011-11-2: Release v0.1.3 - Jakub D Kozlowski <[email protected]>¶ ↑
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Implemented livelock simulation under demo/livelock.
2011-10-31: Release v0.1.2 - Jakub D Kozlowski <[email protected]>¶ ↑
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Implemented deadlock simulation under demo/deadlock.
2011-10-27: Release v0.1.1 - Jakub D Kozlowski <[email protected]>¶ ↑
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Consolidated eugene-hello and eugene-hello-dist into demo/hello-world.
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Enabled maven-pax-plugin to allow running projects from IDE.
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Added jade and jade-osgi sources to the repository.
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Implemented message-passing simulation under demo/message-passing.
2011-10-24: Release v0.1 - Jakub D Kozlowski <[email protected]>¶ ↑
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Enabled Maven
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Created eugene-hello bundle with HelloAgent and HelloActivator (starts one HelloAgent agent).
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Created eugene-hello-dist which creates a zip with eugene-hello bundle and all it’s dependencies, along with equinox that is started with pax-runner.
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Added jade-osgi-1.2.0.jar and added .repo to the list of repositories.