Getting Started Sample

This sample shows the simplest way to receive and process CME MDP 3.0 market data.

Source code

 
using namespace OnixS::CME::MDH;
 
class DirectBookListener : public SecurityListener
{
    void onBookUpdate(Handler&, const Security&, const DirectBook& book) ONIXS_CMEMDH_OVERRIDE
    {
        std::cout << "DirectBook updated:" << std::endl << toStr(book) << std::endl;
    }
};
 
int main(int argc, char** argv)
{
    std::cout
        << "CME MDP Premium GettingStarted Sample, v" << toStr(Version::current())
        << "." << std::endl << std::endl;
 
    if (argc < 2)
    {
        std::cerr << "usage: [ChannelId]" << std::endl;
        return 1;
    }
 
    const ChannelId channelId = atoi(argv[1]);
 
    try
    {
        Handler handler;
        handler.settings().channel(channelId);
        handler.settings().licenseSettings().licenseStore(LICENSE_STORE_FOLDER);
        handler.settings().connectivityConfigurationFile(CONNECTIVITY_CONFIGURATION_FILE);
 
#if !defined(_WIN32)
        checkNetworkSettings(NETWORK_INTERFACE_FOR_FEEDS_A, NETWORK_INTERFACE_FOR_FEEDS_B);
        handler.settings().feeds()
            .feedANetworkInterfaces(NETWORK_INTERFACE_FOR_FEEDS_A)
            .feedBNetworkInterfaces(NETWORK_INTERFACE_FOR_FEEDS_B);
#endif
 
        handler.settings().bookManagement().directBooks().maintain(true);
        handler.settings().logging().debug().traceMessages(MessageTracing::SbeFormat);
        handler.settings().logging().debug().traceBooks(true);
 
        DirectBookListener listener;
        handler.settings().listeners().security(&listener);
 
        std::cout << "Starting processing market data.." << std::endl << "Press Ctrl+C to stop and exit." << std::endl;
 
        handler.start();
 
        while (!InterruptDetector::instance().detected())
            CurrentThread::sleep(1);
 
        std::cout << "Stopping processing market data.." << std::endl;
 
        handler.stop();
    }
    catch (const std::exception& ex)
    {
        std::cerr << std::endl << "ERROR: " << ex.what() << std::endl;
        return 1;
    }
 
    return 0;
}