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OnixS C++ B3 Binary UMDF Market Data Handler
1.3.3
API documentation
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OnixS C++ B3 Binary UMDF Market Data Handler
1.3.3
API documentation
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#include <OnixS/B3/MarketData/UMDF/HandlerSettings.h>
Public Member Functions | |
| std::string | toString () const |
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 |
| unsigned int | maxBooksObjectAmount = 1000 |
| bool | buildInternalOrderBooks = false |
| bool | startIncrementalFeedsAfterInstrumentRecovery = false |
| bool | discardQueuedIncrementalPacketsIncludedInSnapshots = false |
Definition at line 108 of file HandlerSettings.h.
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inline |
Returns the string representation.
Definition at line 231 of file HandlerSettings.h.
| bool buildInternalOrderBooks = false |
Build internal books.
Definition at line 219 of file HandlerSettings.h.
| bool discardQueuedIncrementalPacketsIncludedInSnapshots = false |
Discard queued incremental packets included in snapshots.
Definition at line 228 of file HandlerSettings.h.
| FeedEngine* feedEngine = nullptr |
Feed engine.
Definition at line 120 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 154 of file HandlerSettings.h.
| Feed incrementalMulticastFeed |
Incremental multicast feed B.
Definition at line 207 of file HandlerSettings.h.
| Feed instrumentMulticastFeed |
Instrument definition multicast feed.
Definition at line 204 of file HandlerSettings.h.
| std::string licenseDirectory |
Path to the license directory.
Definition at line 117 of file HandlerSettings.h.
| std::string licenseString |
License string.
Definition at line 114 of file HandlerSettings.h.
| LoggerSettings loggerSettings |
Logger settings.
Definition at line 111 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.
Time interval is measured in microseconds (uSec).
Definition at line 201 of file HandlerSettings.h.
| unsigned int maxBooksObjectAmount = 1000 |
Defines size of pre-allocated memory for Order Book. Default value is 100.
Definition at line 216 of file HandlerSettings.h.
| unsigned short maxPacketSize = 1400 |
Max size for network packet transmitted by B3 UMDF.
Definition at line 213 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.
Definition at line 129 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.
Definition at line 138 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.
Definition at line 147 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.
Definition at line 178 of file HandlerSettings.h.
| Feed snapshotMulticastFeed |
Snapshot recovery multicast feed.
Definition at line 210 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 225 of file HandlerSettings.h.