Version 3.6.0
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Released
Version 3.6.0
Released 01 Nov 2019
Kodiak OMS Server version 3.3.0
Released 29 Aug 2019
New features
Added ReferenceBestBidVolume and ReferenceBestAskVolume to orders and Instructions
Trade Reports: Off-Hours trade type added for Genium INET Trade Reports
Improvements
Added ability for Genium connections to switch to failover servers
Added heartbeat sending from Genium Connections
Improved Configuration to simplify deployment
Changed Oracle Provider to Managed provider so that Oracle Client is no longer a requirement
Issues Fixed 3.3.0
Added missing properties to preallocation contract builder
InstrumentEntityBuilder check for instrument exchange symbol before exchange name
Added population of ExchangeSymbol in Instrument entity to contract conversion
Database Changes
Added Best Bid and Ask Volume
//Sql Server
ALTER TABLE ORDERS ADD REFERENCE_BEST_BID_VOLUME float NULL;
ALTER TABLE ORDERS ADD REFERENCE_BEST_OFFER_VOLUME float NULL;
ALTER TABLE INSTRUCTIONS ADD REFERENCE_BEST_BID_VOLUME float NULL;
ALTER TABLE INSTRUCTIONS ADD REFERENCE_BEST_OFFER_VOLUME float NULL;
//ORACLE
ALTER TABLE XXXX.ORDERS ADD REFERENCE_BEST_BID_VOLUME FLOAT NULL;
ALTER TABLE XXXX.ORDERS ADD REFERENCE_BEST_OFFER_VOLUME FLOAT NULL;
ALTER TABLE XXXX.INSTRUCTIONS ADD REFERENCE_BEST_BID_VOLUME FLOAT NULL;
ALTER TABLE XXXX.INSTRUCTIONS ADD REFERENCE_BEST_OFFER_VOLUME FLOAT NULL;
Configuration Changes
C:\KodiakOrderEntryServer\Server.config
<object id="EmsRestApiUrl" type="System.String" factory-method="Copy">
<constructor-arg index="0">
<value>https://ems-s.livemarketdata.com/api/0.0.5/</value>
</constructor-arg>
</object>
<object id="EmsWebsocketUrl" type="System.String" factory-method="Copy">
<constructor-arg index="0">
<value>wss://ems-s.livemarketdata.com/ws</value>
</constructor-arg>
</object>
+ <object id="EmsRestApiUrlFailover" type="System.String" factory-method="Copy">
+ <constructor-arg index="0">
+ <value>https://ems-s2.livemarketdata.com/api/0.0.5/</value>
+ </constructor-arg>
+ </object>
+
+ <object id="EmsWebsocketUrlFailover" type="System.String" factory-method="Copy">
+ <constructor-arg index="0">
+ <value>wss://ems-s2.livemarketdata.com/ws</value>
+ </constructor-arg>
+ </object>
C:\KodiakOrderEntryServer\Spring\Kodi.Kodiak.OrderEntry.Genium.config
<object id="EmsOrdersApi" type="Kodi.Kodiak.Exchanges.Genium.EmsOrdersApi, Kodi.Kodiak.Exchanges.Genium">
<property name="Url" ref="EmsRestApiUrl" />
<property name="TokenSource" ref="TokenSource" />
+ <constructor-arg name="ConnectionManager" ref="ConnectionManager" />
</object>
<object id="GeniumConnection" type="Kodi.Kodiak.Exchanges.Genium.WebSocketClient, Kodi.Kodiak.Exchanges.Genium">
<property name="Url" ref="EmsWebsocketUrl" />
+ <constructor-arg name="ConnectionManager" ref="ConnectionManager" />
</object>
+ <object id="ConnectionManager" type="Kodi.Kodiak.Exchanges.Genium.EmsConnectionManager, Kodi.Kodiak.Exchanges.Genium">
+ <constructor-arg>
+ <list element-type="Kodi.Kodiak.Exchanges.Genium.EmsConnectionInfo, Kodi.Kodiak.Exchanges.Genium">
+ <ref object="MainConnection"/>
+ <ref object="FailoverConnection"/>
+ </list>
+ </constructor-arg>
+ </object>
+
+ <object id="MainConnection" type="Kodi.Kodiak.Exchanges.Genium.EmsConnectionInfo, Kodi.Kodiak.Exchanges.Genium">
+ <property name="TokenSource" ref="TokenSource" />
+ <property name="ApiUrl" ref="EmsRestApiUrl" />
+ <property name="WebSocketUrl" ref="EmsWebsocketUrl" />
+ </object>
+
+ <object id="FailoverConnection" type="Kodi.Kodiak.Exchanges.Genium.EmsConnectionInfo, Kodi.Kodiak.Exchanges.Genium">
+ <property name="TokenSource" ref="TokenSource" />
+ <property name="ApiUrl" ref="EmsRestApiUrlFailover" />
+ <property name="WebSocketUrl" ref="EmsWebsocketUrlFailover" />
+</object>
Kodiak OMS Server version 3.2.7
Released 07.06.2019
Issues Fixed 3.2.7
These are the issues addressed in 3.2.7
Market Order Complete in constructor if necessary
Fixed issue with instrument store synchronization.
Added ability to change capacity, time inforce and expiry date for GENIUM orders
Mark GENIUM orders as complete when they have an orderstatus which should be complete
Improved Logging in GENIUM order processing
Patch Download
Install Instructions
Stop Kodiak Order Entry Server Windows Service
Take a backup of files contained in download from C:\\KodiakOrderEntryServer
Replace files contained in the download into folder C:\\KodiakOrderEntryServer
Start Kodiak Order Entry Server Windows Service
Kodiak OMS Server version 3.2.3
Released 27 May 2019
Issues Fixed in 3.2.3
These are the issues addressed in 3.2.3
Fixed saving of Average Price from GENIUM orders
Fixed saving of Minimum Quantity from GENIUM orders
Assign Trader to client order when created from trade report.
Always create a new ReferenceId from SendToMarketRequest
Patch Download
Install Instructions
...
Stop Kodiak Order Entry Server Windows Service
...
Take a backup of files contained in download from C:\\KodiakOrderEntryServer
...
Replace files contained in the download into folder C:\\KodiakOrderEntryServer
...