HandlerSettings Class Reference

Public Member Functions
	HandlerSettings (SettingAssignController *controller=NULL)
	HandlerSettings (const HandlerSettings &other)
	~HandlerSettings ()
ChannelId	channel () const
void	channel (ChannelId value)
const FeedSettings &	feeds () const
FeedSettings &	feeds ()
AdvancedSessionSettings &	session ()
const AdvancedSessionSettings &	session () const
HandlerListeners &	listeners ()
const HandlerListeners &	listeners () const
TradeProcessing::Enum	tradeProcessing () const
void	tradeProcessing (TradeProcessing::Enum strategy)
const BookManagement &	bookManagement () const
BookManagement &	bookManagement ()
UInt32	recoveryQueueMaxSize () const
void	recoveryQueueMaxSize (UInt32 queueMaxSize)
const std::string &	instrumentCache () const
void	instrumentCache (const std::string &filename)
LoggingSettings &	logging ()
const LoggingSettings &	logging () const
HandlerDebugLoggingSettings &	debugLogging ()
const HandlerDebugLoggingSettings &	debugLogging () const
HandlerSettings &	operator= (const HandlerSettings &other)
Public Member Functions inherited from SettingGroup
	SettingGroup (SettingAssignController *controller=NULL)
	~SettingGroup ()
template<class Assignee, class Value>
void	controlAssignment (const Char *description, Assignee &assignee, Value value) const
template<class Assignee, class Value, class AssignRoutine>
void	controlAssignment (const Char *description, AssignRoutine routine, Assignee &assignee, const Value &value) const

Additional Inherited Members
Static Public Member Functions inherited from SettingGroup
static ONIXS_CONFLATEDUDP_EXPORTED const SettingGroup &	null ()

Detailed Description

Definition at line 39 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings() [1/2]

HandlerSettings ( SettingAssignController * controller = NULL )

inline

Initializes parameters with default values.

Definition at line 98 of file HandlerSettings.h.

HandlerSettings() [2/2]

HandlerSettings ( const HandlerSettings & other )

inline

Initializes the instance as a copy of the other one.

Definition at line 117 of file HandlerSettings.h.

~HandlerSettings()

~HandlerSettings ( )

inline

Cleans everything up.

Definition at line 142 of file HandlerSettings.h.

Member Function Documentation

bookManagement() [1/2]

BookManagement & bookManagement ( )

inline

Reference to parameters affecting book management.

Definition at line 240 of file HandlerSettings.h.

bookManagement() [2/2]

const BookManagement & bookManagement ( ) const

inline

Reference to parameters affecting book management.

Definition at line 233 of file HandlerSettings.h.

channel() [1/2]

ChannelId channel ( ) const

inline

Identifies CME market data channel.

Definition at line 147 of file HandlerSettings.h.

channel() [2/2]

void channel ( ChannelId value )

inline

Identifies CME market data channel.

Definition at line 154 of file HandlerSettings.h.

debugLogging() [1/2]

HandlerDebugLoggingSettings & debugLogging ( )

inline

Parameters affecting logging at debug level.

Warning

The given member is deprecated. Use logging().debug() member to manipulate parameters affecting the debug level output.

Definition at line 345 of file HandlerSettings.h.

debugLogging() [2/2]

const HandlerDebugLoggingSettings & debugLogging ( ) const

inline

Parameters affecting logging at debug level.

Warning

The given member is deprecated. Use logging().debug() member to manipulate parameters affecting the debug level output.

Definition at line 357 of file HandlerSettings.h.

feeds() [1/2]

FeedSettings & feeds ( )

inline

Reference to parameters related with feeds.

Definition at line 175 of file HandlerSettings.h.

feeds() [2/2]

const FeedSettings & feeds ( ) const

inline

Reference to parameters related with feeds.

Definition at line 168 of file HandlerSettings.h.

instrumentCache() [1/2]

const std::string & instrumentCache ( ) const

inline

Path to the file where the Handler must store security definitions for further use instead of a live instrument feed while recovering definitions due to late join.

If path is not defined, the Handler will not cache instrument definitions.

Note

The default value is empty string.

Warning

If this option is activated, then it is recommended to remove the cache file weekly to start the trading week with the fresh copy of security definitions.

Definition at line 293 of file HandlerSettings.h.

instrumentCache() [2/2]

void instrumentCache ( const std::string & filename )

inline

Defines path to a file to be used as instrument definition cache.

Instrument definition cache is used to recover instrument definitions at the begining of market data processing session without connecting to live instrument recovery feeds. Later, the Handler puts the incoming instrument definitions received via incremental feeds into the given file.

Note

The Handler may recover instrument definitions stored in FIX (tag=value) format in a 'secdef.dat' file exposed by the CME via public FTP. However, the file won't be updated during further market data processing.

Definition at line 311 of file HandlerSettings.h.

listeners() [1/2]

HandlerListeners & listeners ( )

inline

Listeners associated with the Handler.

Definition at line 197 of file HandlerSettings.h.

listeners() [2/2]

const HandlerListeners & listeners ( ) const

inline

Listeners associated with the Handler.

Definition at line 205 of file HandlerSettings.h.

logging() [1/2]

LoggingSettings & logging ( )

inline

Settings affecting logging.

Definition at line 324 of file HandlerSettings.h.

logging() [2/2]

const LoggingSettings & logging ( ) const

inline

Settings affecting logging.

Definition at line 332 of file HandlerSettings.h.

operator=()

HandlerSettings & operator= ( const HandlerSettings & other )

inline

Re-initializes as a copy of the other one.

Definition at line 366 of file HandlerSettings.h.

recoveryQueueMaxSize() [1/2]

UInt32 recoveryQueueMaxSize ( ) const

inline

Maximum number of packets transmitted via incremental feed to be hold in internal queue while market state is recovered from snapshots.

When Handler recovers order books from snapshots, the given parameter limits the size of the internal queue used by the Handler to keep packets coming from incremental feeds. Upon reaching limit, newer packets substitute older ones.

Note

The default value is 1000000.

Definition at line 257 of file HandlerSettings.h.

recoveryQueueMaxSize() [2/2]

void recoveryQueueMaxSize ( UInt32 queueMaxSize )

inline

Maximum number of packets to be hold in the internal queue used by the Handler while processing incoming data.

Definition at line 265 of file HandlerSettings.h.

session() [1/2]

AdvancedSessionSettings & session ( )

inline

Settings affecting processing session.

Definition at line 182 of file HandlerSettings.h.

session() [2/2]

const AdvancedSessionSettings & session ( ) const

inline

Settings affecting processing session.

Definition at line 190 of file HandlerSettings.h.

tradeProcessing() [1/2]

TradeProcessing::Enum tradeProcessing ( ) const

inline

Indicates how trades are processed.

Definition at line 212 of file HandlerSettings.h.

tradeProcessing() [2/2]

void tradeProcessing ( TradeProcessing::Enum strategy )

inline

Defines how trades are processed.

Definition at line 219 of file HandlerSettings.h.