OnixS C++ CME Streamlined Market Data Handler  1.0.0.4
API documentation
RealtimeFeedSettings Class Reference

#include <FeedSettings.h>

Public Member Functions

 RealtimeFeedSettings ()
 
RealtimeFeedLayout::Enum layout () const
 
void layout (RealtimeFeedLayout::Enum value)
 
UInt32 heartbeatInterval () const
 
void heartbeatInterval (UInt32 value)
 
UInt32 outOfOrderPacketMaxInterval () const
 
void outOfOrderPacketMaxInterval (UInt32 value)
 
UInt32 lostPacketWaitTime () const
 
void lostPacketWaitTime (UInt32 value)
 

Detailed Description

Definition at line 88 of file FeedSettings.h.

Constructor & Destructor Documentation

Initializes instance with default values.

Definition at line 98 of file FeedSettings.h.

Member Function Documentation

UInt32 heartbeatInterval ( ) const
inline

Specifies maximal time interval between two network packets. If no data is received during specified time frame, corresponding event is raised and further behavior is defined by feed layout.

Interval is measured in seconds.

Note
The default value is '30'.

Definition at line 130 of file FeedSettings.h.

void heartbeatInterval ( UInt32  value)
inline

Specifies maximal time interval between two network packets.

Definition at line 136 of file FeedSettings.h.

RealtimeFeedLayout::Enum layout ( ) const
inline

Defines feed layout for real-time feed group.

Note
By default, arbitrage between feeds A and B is done.

Definition at line 111 of file FeedSettings.h.

void layout ( RealtimeFeedLayout::Enum  value)
inline

Defines feed layout for real-time feed group.

Definition at line 117 of file FeedSettings.h.

UInt32 lostPacketWaitTime ( ) const
inline

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 200 of file FeedSettings.h.

void lostPacketWaitTime ( UInt32  value)
inline

Indicates for how long Handler should wait for the packet before it's considered as totally lost.

Definition at line 207 of file FeedSettings.h.

UInt32 outOfOrderPacketMaxInterval ( ) const
inline

Defines value of threshold used by Handler to differ out-of-order packets from gaps.

Due to unreliable nature of multicast, packets transmitted by MDP 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 165 of file FeedSettings.h.

void outOfOrderPacketMaxInterval ( UInt32  value)
inline

Defines value of threshold used by Handler to differ out-of-order packets from gaps.

Definition at line 172 of file FeedSettings.h.


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