OnixS C++ B3 Binary UMDF Market Data Handler  1.6.3
API documentation
Public Member Functions | Static Public Member Functions | Public Attributes | Static Public Attributes | List of all members
HandlerSettings Struct Reference

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

Public Member Functions

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

Static Public Member Functions

static void gatherChannelIds (std::vector< int > &channelIds, const std::string &channelConfigFile)
 

Public Attributes

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
 
Feed instrumentMulticastFeed
 
Feed incrementalMulticastFeed
 
Feed snapshotMulticastFeed
 
unsigned short maxPacketSize = 1400
 
bool buildOrderBooks = false
 
OrderBookPool * orderBookPool = nullptr
 
size_t orderBookDepth = FullOrderBookDepth
 
bool startIncrementalFeedsAfterInstrumentRecovery = false
 
bool discardQueuedIncrementalPacketsIncludedInSnapshots = false
 

Static Public Attributes

static constexpr size_t FullOrderBookDepth = std::numeric_limits<Messaging::EntryPositionNo>::max()
 

Detailed Description

Definition at line 112 of file HandlerSettings.h.

Member Function Documentation

static void gatherChannelIds ( std::vector< int > &  channelIds,
const std::string &  channelConfigFile 
)
static

Gathers channel ids from the given channel configuration file.

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

Loads channel feed settings from the given channel configuration file.

std::string toString ( ) const
inline

Returns the string representation.

Definition at line 242 of file HandlerSettings.h.

Member Data Documentation

bool buildOrderBooks = false

Build order books.

Definition at line 220 of file HandlerSettings.h.

bool discardQueuedIncrementalPacketsIncludedInSnapshots = false

Discard queued incremental packets included in snapshots.

Definition at line 239 of file HandlerSettings.h.

FeedEngine* feedEngine = nullptr

Feed engine.

Definition at line 124 of file HandlerSettings.h.

constexpr size_t FullOrderBookDepth = std::numeric_limits<Messaging::EntryPositionNo>::max()
static

Max depth of the order book.

Definition at line 227 of file HandlerSettings.h.

UInt32 heartbeatInterval = 3

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.

Definition at line 158 of file HandlerSettings.h.

Feed incrementalMulticastFeed

Incremental multicast feed.

Definition at line 211 of file HandlerSettings.h.

Feed instrumentMulticastFeed

Instrument definition multicast feed.

Definition at line 208 of file HandlerSettings.h.

std::string licenseDirectory

Path to the license directory.

Definition at line 121 of file HandlerSettings.h.

std::string licenseString

License string.

Definition at line 118 of file HandlerSettings.h.

LoggerSettings loggerSettings

Logger settings.

Definition at line 115 of file HandlerSettings.h.

UInt32 lostPacketWaitTime = 100000

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).

Definition at line 205 of file HandlerSettings.h.

unsigned short maxPacketSize = 1400

Max size for network packet transmitted by B3 UMDF.

Definition at line 217 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 133 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 142 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 151 of file HandlerSettings.h.

size_t orderBookDepth = FullOrderBookDepth

Exposed depth of the order books.

Definition at line 230 of file HandlerSettings.h.

OrderBookPool* orderBookPool = nullptr

A shared pool for building books.

Note
If not set, it is created internally for each handler.

Definition at line 224 of file HandlerSettings.h.

UInt32 outOfOrderPacketMaxInterval = 3

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.

Definition at line 182 of file HandlerSettings.h.

Feed snapshotMulticastFeed

Snapshot recovery multicast feed.

Definition at line 214 of file HandlerSettings.h.

bool startIncrementalFeedsAfterInstrumentRecovery = false

Start incremental feeds after instrument recovery.

By default incremental feeds will be started before instrument feed on the handler starting.

Definition at line 236 of file HandlerSettings.h.

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