OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
HandlerSettings Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/HandlerSettings.h>

Public Member Functions

 HandlerSettings ()
 
std::string toString () const
 

Public Attributes

std::string licenseDirectory
 
std::string logDirectory
 
std::string logFileNamePrefix
 
LogSettings::Enum logSettings
 
LogLevel::Enum logLevel
 
LogFilePermission::Enum logFilePermissions
 
std::string networkInterface
 
std::string networkInterfaceA
 
std::string networkInterfaceB
 
UInt32 heartbeatInterval
 
UInt32 outOfOrderPacketMaxInterval
 
UInt32 lostPacketWaitTime
 
bool useFeedA
 
bool useFeedB
 
FeedDescriptor itchFeed
 
FeedDescriptor retransmissionFeed
 
unsigned int maxRetransmissionResponseTime
 
unsigned int maxBooksObjectAmount
 
bool buildInternalOrderBooks
 
unsigned short maxPacketSize
 
FeedDescriptor glimpseFeed
 
std::string networkInterfaceForTcpServices
 
std::string glimpseUsername
 
std::string glimpsePassword
 
unsigned int maxConnectingAttempts
 
unsigned int minReconnectingTimeout
 
unsigned int retransmissionMaxPacketNumber
 

Detailed Description

Definition at line 108 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings ( )
inline

Constructor.

Definition at line 111 of file HandlerSettings.h.

Member Function Documentation

std::string toString ( ) const
inline

Returns the string representation.

Definition at line 296 of file HandlerSettings.h.

Member Data Documentation

bool buildInternalOrderBooks

Build internal books.

Definition at line 264 of file HandlerSettings.h.

FeedDescriptor glimpseFeed

GLIMPSE feed.

Definition at line 270 of file HandlerSettings.h.

std::string glimpsePassword

Password assigned for GLIMPSE.

Definition at line 284 of file HandlerSettings.h.

std::string glimpseUsername

Username assigned for GLIMPSE.

Definition at line 281 of file HandlerSettings.h.

UInt32 heartbeatInterval

Specifies maximal time interval between two network packets. If no data is received during specified time frame, corresponding warning is raised.

Interval is measured in seconds.

Note
The default value is '1'.

Definition at line 188 of file HandlerSettings.h.

FeedDescriptor itchFeed

ITCH Live feed.

Definition at line 252 of file HandlerSettings.h.

std::string licenseDirectory

Path to the license directory.

Definition at line 133 of file HandlerSettings.h.

std::string logDirectory

Log files are stored in this directory.

Definition at line 136 of file HandlerSettings.h.

std::string logFileNamePrefix

Template of log file name without extension.

Definition at line 139 of file HandlerSettings.h.

LogFilePermission::Enum logFilePermissions

Log file permissions.

Note
The default value is ReadAll | WriteOwnerOnly

Definition at line 152 of file HandlerSettings.h.

LogLevel::Enum logLevel

Log verbosity.

Note
The default value is LogLevel::Info

Definition at line 147 of file HandlerSettings.h.

LogSettings::Enum logSettings

Combine LogSettings enum values to configure the logger.

Definition at line 142 of file HandlerSettings.h.

UInt32 lostPacketWaitTime

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 239 of file HandlerSettings.h.

unsigned int maxBooksObjectAmount

Defines size of prea-llocated memory for Order Book. Default value is 1000.

Definition at line 261 of file HandlerSettings.h.

unsigned int maxConnectingAttempts

Max number of attempts to connect replay and recovery services, default value is 3.

Definition at line 287 of file HandlerSettings.h.

unsigned short maxPacketSize

Max size for network packet transmitted.

Definition at line 267 of file HandlerSettings.h.

unsigned int maxRetransmissionResponseTime

Maximum timeout to wait retransmission responses (sec), default value is 30 sec.

Definition at line 258 of file HandlerSettings.h.

unsigned int minReconnectingTimeout

Minimum timeout value between attempts to connect replay and recovery services (sec), default value is 3 sec.

Definition at line 290 of file HandlerSettings.h.

std::string networkInterface

Specifies one or more network interfaces to use while joining the multicast group; use semi-colon delimited list if more than one.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the default networking interface is used.

Definition at line 161 of file HandlerSettings.h.

std::string networkInterfaceA

Specifies one or more network interfaces to use while joining the multicast group A; use semi-colon delimited list if more than one.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the networkInterface_ filled value is used.

Definition at line 170 of file HandlerSettings.h.

std::string networkInterfaceB

Specifies one or more network interfaces to use while joining the multicast group B; use semi-colon delimited list if more than one.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the networkInterface_ filled value is used.

Definition at line 179 of file HandlerSettings.h.

std::string networkInterfaceForTcpServices

Specifies network interfaces to use while establishing tcp connection.

On Linux the network interfaces is specified by its name, on Windows - by IP address.

Note
If the value is empty or absent then the default networking interface is used.

Definition at line 278 of file HandlerSettings.h.

UInt32 outOfOrderPacketMaxInterval

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

Due to unreliable nature of multicast, packets transmitted by exchange 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 214 of file HandlerSettings.h.

FeedDescriptor retransmissionFeed

Retransmission feed.

Definition at line 255 of file HandlerSettings.h.

unsigned int retransmissionMaxPacketNumber

Lost packets threshold when the Handler prefers retransmission.

Definition at line 293 of file HandlerSettings.h.

bool useFeedA

Option to use feed A.

Note
The default value is 'true'.

Definition at line 244 of file HandlerSettings.h.

bool useFeedB

Option to use feed B.

Note
The default value is 'true'.

Definition at line 249 of file HandlerSettings.h.


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