#include <OnixS/CME/MDH/HandlerSettings.h>

Public Member Functions
	HandlerSettings (SettingChangeController *controller=nullptr)

	HandlerSettings (const HandlerSettings &other)

	~HandlerSettings ()

ChannelId	channel () const

HandlerSettings &	channel (ChannelId value)

const std::string &	connectivityConfigurationFile () const

DataCenter::Enum	dataCenter () const

HandlerSettings &	connectivityConfigurationFile (const std::string &configurationFile, DataCenter::Enum dataCenter=DataCenter::Primary)

const FeedSettings &	feeds () const

FeedSettings &	feeds ()

SessionSettings &	session ()

const SessionSettings &	session () const

HandlerListeners &	listeners ()

const HandlerListeners &	listeners () const

TradeProcessing::Enum	tradeProcessing () const

HandlerSettings &	tradeProcessing (TradeProcessing::Enum strategy)

const BookManagement &	bookManagement () const

BookManagement &	bookManagement ()

UInt32	recoveryQueueMaxSize () const

HandlerSettings &	recoveryQueueMaxSize (UInt32 queueMaxSize)

const std::string &	instrumentCache () const

HandlerSettings &	instrumentCache (const std::string &filename)

LoggingSettings &	logging ()

const LoggingSettings &	logging () const

LicenseSettings &	licenseSettings ()

const LicenseSettings &	licenseSettings () const

HandlerDebugLoggingSettings &	debugLogging ()

const HandlerDebugLoggingSettings &	debugLogging () const

HandlerSettings &	operator= (const HandlerSettings &other)

Public Member Functions inherited from SettingGroup
	SettingGroup (SettingChangeController *controller=nullptr)

	~SettingGroup ()

template<class Assignee , class Value >
void	controlAssignment (const Char *description, Assignee &assignee, Value value) const

template<class Changeable >
void	controlChange (const Char description, void(Changeable::change)(), Changeable &changeable) const

template<class Change , class Changeable , class Arg >
void	controlChange (const Char *description, Change change, Changeable &changeable, const Arg &arg) const

template<class Change , class Changeable , class Arg1 , class Arg2 >
void	controlChange (const Char *description, Change change, Changeable &changeable, const Arg1 &arg1, const Arg2 &arg2) const

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

Detailed Description

Definition at line 121 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings ( SettingChangeController * controller = nullptr )

inline

Initializes parameters with default values.

Definition at line 125 of file HandlerSettings.h.

HandlerSettings ( const HandlerSettings & other )

inline

Initializes the instance as a copy of the other one.

Definition at line 144 of file HandlerSettings.h.

~HandlerSettings ( )

inline

Cleans everything up.

Definition at line 162 of file HandlerSettings.h.

Member Function Documentation

const BookManagement& bookManagement ( ) const

inline

Reference to parameters affecting book management.

Definition at line 282 of file HandlerSettings.h.

BookManagement& bookManagement ( )

inline

Reference to parameters affecting book management.

Definition at line 288 of file HandlerSettings.h.

ChannelId channel ( ) const

inline

Identifies CME market data channel.

Definition at line 165 of file HandlerSettings.h.

HandlerSettings& channel ( ChannelId value )

inline

Identifies CME market data channel.

Definition at line 171 of file HandlerSettings.h.

const std::string& connectivityConfigurationFile ( ) const

inline

Path to the connectivity configuration file.

Definition at line 180 of file HandlerSettings.h.

HandlerSettings& connectivityConfigurationFile	(	const std::string &	configurationFile,
		DataCenter::Enum	dataCenter = `DataCenter::Primary`
	)

inline

Path to the connectivity configuration file from which to load feed connection settings.

The given parameter allows retrieving connectivity settings from the connectivity configuration file published by CME instead of manual setup.

Warning: The given parameter has lower priority comparing to feed connection settings. E.g., if connection parameters are manually set up for any of feeds, the Handler will use those parameters to connect to or join multicast groups. The given parameter value is ignored in such a case and thus connectivity configuration is not loaded from the specified file.

For certain environments CME provides additional data centers to be used in case of a disaster. The additional parameter allows specifying whether to load connection settings for either the primary or a disaster recovery data center.

Definition at line 215 of file HandlerSettings.h.

DataCenter::Enum dataCenter ( ) const

inline

Identifies the data center whose parameters are to be extracted from the connectivity configuration file.

The connectivity configuration file may not include attributes for all kinds of data centers.

Definition at line 190 of file HandlerSettings.h.

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 388 of file HandlerSettings.h.

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 398 of file HandlerSettings.h.

const FeedSettings& feeds ( ) const

inline

Reference to parameters related with feeds.

Definition at line 232 of file HandlerSettings.h.

FeedSettings& feeds ( )

inline

Reference to parameters related with feeds.

Definition at line 238 of file HandlerSettings.h.

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 333 of file HandlerSettings.h.

HandlerSettings& 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 beginning 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 350 of file HandlerSettings.h.

LicenseSettings& licenseSettings ( )

inline

Settings affecting licensing.

Definition at line 370 of file HandlerSettings.h.

const LicenseSettings& licenseSettings ( ) const

inline

Settings affecting licensing.

Definition at line 376 of file HandlerSettings.h.

HandlerListeners& listeners ( )

inline

Listeners associated with the Handler.

Definition at line 256 of file HandlerSettings.h.

const HandlerListeners& listeners ( ) const

inline

Listeners associated with the Handler.

Definition at line 262 of file HandlerSettings.h.

LoggingSettings& logging ( )

inline

Settings affecting logging.

Definition at line 358 of file HandlerSettings.h.

const LoggingSettings& logging ( ) const

inline

Settings affecting logging.

Definition at line 364 of file HandlerSettings.h.

HandlerSettings& operator= ( const HandlerSettings & other )

inline

Re-initializes as a copy of the other one.

Definition at line 406 of file HandlerSettings.h.

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 304 of file HandlerSettings.h.

HandlerSettings& 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 311 of file HandlerSettings.h.

SessionSettings& session ( )

inline

Settings affecting processing session.

Definition at line 244 of file HandlerSettings.h.

const SessionSettings& session ( ) const

inline

Settings affecting processing session.

Definition at line 250 of file HandlerSettings.h.

TradeProcessing::Enum tradeProcessing ( ) const

inline

Indicates how trades are processed.

Definition at line 268 of file HandlerSettings.h.

HandlerSettings& tradeProcessing ( TradeProcessing::Enum strategy )

inline

Defines how trades are processed.

Definition at line 274 of file HandlerSettings.h.

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

OnixS/CME/MDH/HandlerSettings.h

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation