OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
Advanced Programming

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

To get understanding in which state the Handler currently is, it's necessary to implement the OnixS::CboeCFE::Trading::BOE::HandlerStateListener class interface and associate an instance with the Handler using OnixS::CboeCFE::Trading::BOE::Handler::registerHandlerStateListener member.

The table below describes all possible states for the Handler:

State Description
OnixS::CboeCFE::Trading::BOE::HandlerState::Disconnected Handler is disconnected or was not executed yet.
OnixS::CboeCFE::Trading::BOE::HandlerState::Disconnecting The intermediate state when the Handler is not disconnected but not connected.
OnixS::CboeCFE::Trading::BOE::HandlerState::Connected Handler is connected.
OnixS::CboeCFE::Trading::BOE::HandlerState::Connecting The intermediate state when the Handler is not connected but not disconnected.

The Handler logs an important aspects of its execution into the directory specified by the OnixS::CboeCFE::Trading::BOE::HandlerSettings::logDirectory member value. Logging includes network data received and processed by the Handler and, of course, errors occurred at execution time.

Since the Handler outputs logging data into regular files, this affects its performance and sometimes requires significant system resources like space on hard drive. The Handler exposes several parameters which allow to suppress certain kind of logging data and thus reduce load to the file system as well as to increase general performance.

Following table describes logging-related parameters exposed by the OnixS::CboeCFE::Trading::BOE::HandlerSettings structure:

Settings Member Default value Description
logLevel OnixS::CboeCFE::Trading::BOE::LogLevel::Info Specifies whether the Handler must output informational messages about its state as well as which kind of information must be put into the log. For more information, please, take a look at the description of OnixS::CboeCFE::Trading::BOE::LogLevel enumeration entries.
logSettings OnixS::CboeCFE::Trading::BOE::LogSettings::Default If logging is activated, this member specifies which additional data must be put into the log. For more information, please, take a look at the description of OnixS::CboeCFE::Trading::BOE::LogSettings enumeration entries.

Following example demonstrates how to enable logging in the Handler:

HandlerSetting settings;
// Activate logging.
settings.logMode = LogModes::Debug;
// Don't forget to define folder where logs to be stored.
settings.logDirectory = "./logs";
// In addition to standard information, decoded messages will be logged.
settings.logSettings = LogSettings::DumpProtocolText;

The Handler provides an asynchronous logging facility. Asynchronous logging is the way to go to minimize file I/O latencies. Following example demonstrates how to enable asynchronous logging in the Handler:

HandlerSetting settings;
// Activate logging.
settings.logLevel = LogLevel::Info;
// Trace log messages to file asynchronously.
// Don't forget to define folder where logs to be stored.
settings.logDirectory = "./logs";

The Handler starts with two threads: one for sending messages and another for receiving messages.

One additional thread will be created if asynchronous logging facility is used. For more details please see Asynchronous logging section.

All callbacks of OnixS::CboeCFE::Trading::BOE::MessageListener are fired from one thread.

It is very important for user code to be as fast as possible in these callbacks to avoid delay with next message processing.

Disable logging

Please use this code snippet to disable all logging operations:

1 // Available only log messages for fatal errors.
2 settings.logLevel = LogLevel::Fatal;
3 
4 // Available only logging to file.
5 settings.logSettings = LogSettings::TraceToFile;

CPU affinity mask

Please use this code snippet to set processor affinity mask for sending and receiving threads.

1 // Sending thread will run on the 1st processor core.
2 settings.sendingThreadAffinity.insert(0);
3 
4 // Receiving thread will run on the 2nd processor core.
5 settings.receivingThreadAffinity.insert(1);