OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.9.0
API documentation
HandlerSettings Struct Reference

#include <OnixS/CboeCFE/MarketData/Pitch/HandlerSettings.h>

Public Member Functions

 HandlerSettings ()
 
std::string toString () const
 

Public Attributes

std::string licenseDirectory
 
std::string logDirectory
 
std::string logFileNamePrefix
 
LogSettings::Enum logSettings
 
LogLevel::Enum logLevel
 
LogFilePermission::Enum logFilePermissions
 
std::string networkInterface
 
std::string networkInterfaceA
 
std::string networkInterfaceB
 
UInt32 heartbeatInterval
 
UInt32 outOfOrderPacketMaxInterval
 
UInt32 lostPacketWaitTime
 
bool useFeedA
 
bool useFeedB
 
FeedDescriptor realtimeMulticastFeed
 
FeedDescriptor grpMulticastFeed
 
TcpFeedDescriptor grpTcpService
 
ThreadAffinity grpTcpServiceSendingAffinity
 
ThreadAffinity grpTcpServiceRecvAffinity
 
TcpFeedDescriptor spinTcpService
 
ThreadAffinity spinTcpServiceSendingAffinity
 
ThreadAffinity spinTcpServiceRecvAffinity
 
std::string networkInterfaceForTcpServices
 
unsigned int maxBooksObjectAmount
 
unsigned short maxPacketSize
 
unsigned int maxConnectingAttempts
 
unsigned int minReconnectingTimeout
 
unsigned int replayMaxPacketsNumber
 
Symbols symbols
 
bool buildInternalOrderBooks
 
bool buildMarketByPrice
 

Detailed Description

Definition at line 181 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings ( )
inline

Constructor.

Definition at line 184 of file HandlerSettings.h.

Member Function Documentation

std::string toString ( ) const
inline

Returns the string representation.

Definition at line 382 of file HandlerSettings.h.

Member Data Documentation

bool buildInternalOrderBooks

Build internal books.

Definition at line 376 of file HandlerSettings.h.

bool buildMarketByPrice

Build Market By Price;.

Definition at line 379 of file HandlerSettings.h.

FeedDescriptor grpMulticastFeed

Gap response feed.

Definition at line 328 of file HandlerSettings.h.

TcpFeedDescriptor grpTcpService

Gap request TCP service credentials.

Definition at line 331 of file HandlerSettings.h.

ThreadAffinity grpTcpServiceRecvAffinity

Gap request TCP service receiving affinity.

Definition at line 337 of file HandlerSettings.h.

ThreadAffinity grpTcpServiceSendingAffinity

Gap request TCP service sending affinity.

Definition at line 334 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 '1'.

Definition at line 261 of file HandlerSettings.h.

std::string licenseDirectory

Path to the license directory.

Definition at line 206 of file HandlerSettings.h.

std::string logDirectory

Log files are stored in this directory.

Definition at line 209 of file HandlerSettings.h.

std::string logFileNamePrefix

Template of log file name without extension.

Definition at line 212 of file HandlerSettings.h.

LogFilePermission::Enum logFilePermissions

Log file permissions.

Note
The default value is ReadAll | WriteOwnerOnly

Definition at line 225 of file HandlerSettings.h.

LogLevel::Enum logLevel

Log verbosity.

Note
The default value is LogLevel::Info

Definition at line 220 of file HandlerSettings.h.

LogSettings::Enum logSettings

Combine LogSettings enum values to configure the logger.

Definition at line 215 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 312 of file HandlerSettings.h.

unsigned int maxBooksObjectAmount

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

Definition at line 358 of file HandlerSettings.h.

unsigned int maxConnectingAttempts

Max number of attempts to connect replay and recovery services, default value is 3.

Definition at line 364 of file HandlerSettings.h.

unsigned short maxPacketSize

Max size for network packet transmitted by Eurex.

Definition at line 361 of file HandlerSettings.h.

unsigned int minReconnectingTimeout

Minimum timeout value between attempts to connect replay and recovery services (sec), default value is 3 sec.

Definition at line 367 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 234 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 243 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 252 of file HandlerSettings.h.

std::string networkInterfaceForTcpServices

Specifies network interfaces to use while establishing tcp connection.

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 355 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 287 of file HandlerSettings.h.

FeedDescriptor realtimeMulticastFeed

Realtime feed.

Definition at line 325 of file HandlerSettings.h.

unsigned int replayMaxPacketsNumber

Lost packets threshold when the Handler prefers replay, should not exceed 10000.

Definition at line 370 of file HandlerSettings.h.

TcpFeedDescriptor spinTcpService

Spin TCP service credentials.

Definition at line 340 of file HandlerSettings.h.

ThreadAffinity spinTcpServiceRecvAffinity

Spin request TCP service receiving affinity.

Definition at line 346 of file HandlerSettings.h.

ThreadAffinity spinTcpServiceSendingAffinity

Spin request TCP service sending affinity.

Definition at line 343 of file HandlerSettings.h.

Symbols symbols

Symbols for filtration.

Definition at line 373 of file HandlerSettings.h.

bool useFeedA

Option to use feed A.

Note
The default value is 'true'.

Definition at line 317 of file HandlerSettings.h.

bool useFeedB

Option to use feed B.

Note
The default value is 'true'.

Definition at line 322 of file HandlerSettings.h.


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