OnixS C++ B3 Binary UMDF Market Data Handler  1.7.0
API documentation
Advanced Programming

Inner Contents

 Replaying Log Files
 
 Affecting Packet Gap Detection
 
 Setting Up Order Book Pool
 
 Channel Config File
 
 Setting Up Feed Engine
 
 Solarflare ef_vi API
 
 Low Latency Best Practices
 

Detailed Description

This section provides information about more advanced development techniques supported by the Handler.

Thread affinity

FeedEngine provides the ability to set an affinity mask for threads. For example, OnixS::B3::MarketData::UMDF::FeedEngineThreadPoolSettings::threadAffinity method can be used to run FeedEngine's threads on the particular processor(s).

Warnings Concept

Miscellaneous non-critical issues may occur while the Handler's instance is being executed. The Handler processes such matters on its own; therefore, no special handling is required in that case. However, sometimes it is reasonable to be notified about such events. For this purpose, the Handler represents OnixS::B3::MarketData::UMDF::WarningListener class and invokes its OnixS::B3::MarketData::UMDF::WarningListener::onWarning member each time a non-critical issue occurs.