OnixS C++ B3 Binary UMDF Market Data Handler  1.3.0
API documentation
Public Member Functions | Public Attributes | List of all members
HandlerSettings Struct Reference

#include <OnixS/B3/MarketData/UMDF/HandlerSettings.h>

Public Member Functions

 HandlerSettings ()
 
std::string toString () const
 

Public Attributes

LoggerSettings loggerSettings
 
std::string licenseString
 
std::string licenseDirectory
 
FeedEngine * feedEngine
 
std::string networkInterface
 
std::string networkInterfaceA
 
std::string networkInterfaceB
 
UInt32 heartbeatInterval
 
UInt32 outOfOrderPacketMaxInterval
 
UInt32 lostPacketWaitTime
 
Feed instrumentMulticastFeed
 
Feed incrementalMulticastFeed
 
Feed snapshotMulticastFeed
 
unsigned short maxPacketSize
 
unsigned int maxBooksObjectAmount
 
bool buildInternalOrderBooks
 

Detailed Description

Definition at line 109 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings ( )
inline

Constructor.

Definition at line 112 of file HandlerSettings.h.

Member Function Documentation

std::string toString ( ) const
inline

Returns the string representation.

Definition at line 244 of file HandlerSettings.h.

Member Data Documentation

bool buildInternalOrderBooks

Build internal books.

Definition at line 241 of file HandlerSettings.h.

FeedEngine* feedEngine

Feed engine.

Definition at line 134 of file HandlerSettings.h.

UInt32 heartbeatInterval

Specifies maximal time interval between two network packets.

If no data is received during specified time frame, corresponding warning is raised.

Interval is measured in seconds.

Note
The default value is '3'.

Definition at line 170 of file HandlerSettings.h.

Feed incrementalMulticastFeed

Incremental multicast feed B.

Definition at line 227 of file HandlerSettings.h.

Feed instrumentMulticastFeed

Instrument definition multicast feed.

Definition at line 224 of file HandlerSettings.h.

std::string licenseDirectory

Path to the license directory.

Definition at line 131 of file HandlerSettings.h.

std::string licenseString

License string.

Definition at line 128 of file HandlerSettings.h.

LoggerSettings loggerSettings

Logger settings.

Definition at line 125 of file HandlerSettings.h.

UInt32 lostPacketWaitTime

Indicates for how long Handler should wait for the packet before it's considered as totally lost.

Due to unreliable nature of multicast, data transmitted by MDP may come in order other than original or be completely lost. When Handler receives packet with sequence number greater than expected, it considers received data as out-of-order. If for a certain time interval Handler receives missing data, Handler resumes normal data processing. However, if no data is received for predefined time frame, Handler considers missing data as lost and raises packet gap event. Given parameter defines size of time interval Handler waits for missing data.

Note
When out-of-order packet is received, Handler makes a decision on data loss if either waiting time is over or if newly received packet has sequence number greater than 'seqNumberOfLastReceivedPacket + outOfOrderPacketMaxInterval'.
See also
'outOfOrderPacketMaxInterval' parameter for more information.

Time interval is measured in microseconds (uSec).

Note
The default value is '100000' (100 milliseconds).

Definition at line 221 of file HandlerSettings.h.

unsigned int maxBooksObjectAmount

Defines size of pre-allocated memory for Order Book. Default value is 100.

Definition at line 238 of file HandlerSettings.h.

unsigned short maxPacketSize

Max size for network packet transmitted by B3 UMDF.

Note
The default value is 1400 bytes.

Definition at line 235 of file HandlerSettings.h.

std::string networkInterface

Specifies one or more network interfaces to use while joining the multicast group; use semi-colon delimited list if more than one.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the default networking interface is used.

Definition at line 143 of file HandlerSettings.h.

std::string networkInterfaceA

Specifies one or more network interfaces to use while joining the multicast group A; use semi-colon delimited list if more than one.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the networkInterface_ filled value is used.

Definition at line 152 of file HandlerSettings.h.

std::string networkInterfaceB

Specifies one or more network interfaces to use while joining the multicast group B; use semi-colon delimited list if more than one.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the networkInterface_ filled value is used.

Definition at line 161 of file HandlerSettings.h.

UInt32 outOfOrderPacketMaxInterval

Defines value of threshold used by Handler to differ out-of-order packets from gaps.

Due to unreliable nature of multicast, packets transmitted by exchange may be received in the order different to original. To differ the case when Handler received out-of-order packets from the case when some of packets were completely lost, Handler uses given parameter. It defines size of interval for incoming packets starting from the last received. Packet is considered as out-of-order if its sequence number fits into interval [seqNumberOfLastReceivedPacket, seqNumberOfLastReceivedPacket + outOfOrderPacketsMaxInterval]. In that case Handler waits for other packets to fulfill the incoming sequence. If received packet has greater sequence number than 'seqNumberOfLastReceivedPacket + outOfOrderPacketsMaxInterval', then Handler makes a decision on packets lost and gap is reported.

Note
When out-of-order packet is received, Handler makes a decision on data loss if either waiting time is over or if newly received packet has sequence number greater than 'seqNumberOfLastReceivedPacket + outOfOrderPacketMaxInterval'.
See also
'lostPacketWaitTime' parameter for more information.
Note
The default value is '3'.

Definition at line 196 of file HandlerSettings.h.

Feed snapshotMulticastFeed

Snapshot recovery multicast feed.

Definition at line 230 of file HandlerSettings.h.

The documentation for this struct was generated from the following file: