Changed the login dialog to avoid leaking workspace names from other users.
Added new Splitter algo. From the manual: The splitter is useful
for pro-rata markets where you want to vary your exposure
independent of the order quantity that you want to fill. The
splitter will complete when the number of fills reaches or exceeds
the order quantity but it will put exposed_qty total size on the
market. Splitter favors order size over queue position.
Changed the API so that algos do not fully terminate until all
their children are terminated. Algos that are in the process of
shutting down in response to a complete or cancel call will still
receive child updates, which they can use to calculate and report
an accurate fill count (during this shutdown stage algos cannot
create, cancel or update children). A new IAlgoServices method,
is_shutting_down(), can be used to determine if an algo is
An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill. Composing this order with Cover simulates scalping functionality