OnixS C++ CME Market Data Handler  5.4.0
API documentation
HandlerSettings Class Reference

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

Public Member Functions

 HandlerSettings (SettingAssignController *controller=NULL)
 
 HandlerSettings (const HandlerSettings &other)
 
 ~HandlerSettings ()
 
ChannelId channel () const
 
void channel (ChannelId value)
 
const FeedSettingsfeeds () const
 
FeedSettingsfeeds ()
 
AdvancedSessionSettingssession ()
 
const AdvancedSessionSettingssession () const
 
HandlerListenerslisteners ()
 
const HandlerListenerslisteners () const
 
TradeProcessing::Enum tradeProcessing () const
 
void tradeProcessing (TradeProcessing::Enum strategy)
 
const BookManagementbookManagement () const
 
BookManagementbookManagement ()
 
UInt32 recoveryQueueMaxSize () const
 
void recoveryQueueMaxSize (UInt32 queueMaxSize)
 
const std::string & instrumentCache () const
 
void instrumentCache (const std::string &filename)
 
LoggingSettingslogging ()
 
const LoggingSettingslogging () const
 
HandlerDebugLoggingSettingsdebugLogging ()
 
const HandlerDebugLoggingSettingsdebugLogging () const
 
HandlerSettingsoperator= (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_CMEMDH_EXPORTED const SettingGroupnull ()
 

Detailed Description

Definition at line 39 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings ( SettingAssignController controller = NULL)
inline

Initializes parameters with default values.

Definition at line 98 of file HandlerSettings.h.

HandlerSettings ( const HandlerSettings other)
inline

Initializes the instance as a copy of the other one.

Definition at line 117 of file HandlerSettings.h.

~HandlerSettings ( )
inline

Cleans everything up.

Definition at line 142 of file HandlerSettings.h.

Member Function Documentation

const BookManagement& bookManagement ( ) const
inline

Reference to parameters affecting book management.

Definition at line 233 of file HandlerSettings.h.

BookManagement& bookManagement ( )
inline

Reference to parameters affecting book management.

Definition at line 240 of file HandlerSettings.h.

ChannelId channel ( ) const
inline

Identifies CME market data channel.

Definition at line 147 of file HandlerSettings.h.

void channel ( ChannelId  value)
inline

Identifies CME market data channel.

Definition at line 154 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 345 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 357 of file HandlerSettings.h.

const FeedSettings& feeds ( ) const
inline

Reference to parameters related with feeds.

Definition at line 168 of file HandlerSettings.h.

FeedSettings& feeds ( )
inline

Reference to parameters related with feeds.

Definition at line 175 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 293 of file HandlerSettings.h.

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.

HandlerListeners& listeners ( )
inline

Listeners associated with the Handler.

Definition at line 197 of file HandlerSettings.h.

const HandlerListeners& listeners ( ) const
inline

Listeners associated with the Handler.

Definition at line 205 of file HandlerSettings.h.

LoggingSettings& logging ( )
inline

Settings affecting logging.

Definition at line 324 of file HandlerSettings.h.

const LoggingSettings& logging ( ) const
inline

Settings affecting logging.

Definition at line 332 of file HandlerSettings.h.

HandlerSettings& operator= ( const HandlerSettings other)
inline

Re-initializes as a copy of the other one.

Definition at line 366 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 257 of file HandlerSettings.h.

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.

AdvancedSessionSettings& session ( )
inline

Settings affecting processing session.

Definition at line 182 of file HandlerSettings.h.

const AdvancedSessionSettings& session ( ) const
inline

Settings affecting processing session.

Definition at line 190 of file HandlerSettings.h.

TradeProcessing::Enum tradeProcessing ( ) const
inline

Indicates how trades are processed.

Definition at line 212 of file HandlerSettings.h.

void tradeProcessing ( TradeProcessing::Enum  strategy)
inline

Defines how trades are processed.

Definition at line 219 of file HandlerSettings.h.


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