HandlerSettings.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <OnixS/B3/MarketData/UMDF/ABI.h>
#include <OnixS/B3/MarketData/UMDF/Defines.h>
#include <OnixS/B3/MarketData/UMDF/LogSettings.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Fields.h>
 
#include <sstream>
#include <string>
#include <set>
#include <vector>
#include <limits>
 
ONIXS_B3_UMDF_MD_NAMESPACE_BEGIN
 
class FeedEngine;

struct Feed
{
    Feed() = default;

    Feed(const std::string& addr, unsigned int port, const std::string& nif = "", FeedEngine* fe = nullptr)
        : address(addr)
        , port(port)
        , networkInterface(nif)
        , feedEngine(fe)
    {}

    std::string address;

    unsigned port = 0;

    std::string networkInterface;

    FeedEngine* feedEngine = nullptr;

    bool valid() const
    {
        return !address.empty() && port > 0;
    }
};
 
ONIXS_B3_UMDF_MD_API std::ostream& operator<<(std::ostream& stream, const Feed& descriptor);

struct FeedGroup
{
    Feed a;

    Feed b;
};
 
ONIXS_B3_UMDF_MD_API std::ostream& operator<<(std::ostream& stream, const FeedGroup& descriptor);
 
ONIXS_B3_UMDF_MD_API_DECL (struct, HandlerSettings);
 
ONIXS_B3_UMDF_MD_API std::ostream& operator<<(std::ostream& stream, const HandlerSettings& settings);
 
ONIXS_B3_UMDF_MD_API_DECL (class, OrderBookPool);
 
#if defined (_MSC_VER)
#pragma warning (push)
#pragma warning (disable: 4251)
#endif

struct ONIXS_B3_UMDF_MD_API HandlerSettings
{
    LoggerSettings loggerSettings;

    std::string licenseString;

    std::string licenseDirectory;

    FeedEngine* feedEngine = nullptr;

    std::string networkInterface;

    std::string networkInterfaceA;

    std::string networkInterfaceB;

    UInt32 heartbeatInterval = 3;

    UInt32 outOfOrderPacketMaxInterval = 3;

    UInt32 lostPacketWaitTime = 100000;

    FeedGroup instrumentFeeds;

    FeedGroup incrementalFeeds;

    FeedGroup snapshotFeeds;

    bool buildOrderBooks = false;

    OrderBookPool* orderBookPool = nullptr;

    static constexpr size_t FullOrderBookDepth = std::numeric_limits<UInt32>::max();

    size_t orderBookDepth = FullOrderBookDepth;

    bool startIncrementalFeedsAfterInstrumentRecovery = false;

    bool discardQueuedIncrementalPacketsIncludedInSnapshots = false;

    size_t incrementalQueueSize = 50000;

    std::string toString() const
    {
        std::ostringstream out;
        out << *this;
        return out.str();
    }

    HandlerSettings& loadFeeds(int channelId, const std::string& channelConfigFile);

    static void gatherChannelIds(std::vector<int>& channelIds, const std::string& channelConfigFile);
};
 
#if defined (_MSC_VER)
#pragma warning (pop)
#endif
 
ONIXS_B3_UMDF_MD_NAMESPACE_END