OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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HandlerSettings Struct Reference

Public Member Functions

 HandlerSettings ()
std::string toString () const

Public Attributes

std::string licenseString
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 104 of file HandlerSettings.h.

Constructor & Destructor Documentation

◆ HandlerSettings()

HandlerSettings ( )
inline

Constructor.

Definition at line 107 of file HandlerSettings.h.

Member Function Documentation

◆ toString()

std::string toString ( ) const
inline

Returns the string representation.

Definition at line 296 of file HandlerSettings.h.

Member Data Documentation

◆ buildInternalOrderBooks

bool buildInternalOrderBooks

Build internal books.

Definition at line 264 of file HandlerSettings.h.

◆ glimpseFeed

FeedDescriptor glimpseFeed

GLIMPSE feed.

Definition at line 270 of file HandlerSettings.h.

◆ glimpsePassword

std::string glimpsePassword

Password assigned for GLIMPSE.

Definition at line 284 of file HandlerSettings.h.

◆ glimpseUsername

std::string glimpseUsername

Username assigned for GLIMPSE.

Definition at line 281 of file HandlerSettings.h.

◆ heartbeatInterval

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.

◆ itchFeed

FeedDescriptor itchFeed

ITCH Live feed.

Definition at line 252 of file HandlerSettings.h.

◆ licenseDirectory

std::string licenseDirectory

Path to the license directory.

Definition at line 133 of file HandlerSettings.h.

◆ licenseString

std::string licenseString

License string.

Definition at line 130 of file HandlerSettings.h.

◆ logDirectory

std::string logDirectory

Log files are stored in this directory.

Definition at line 136 of file HandlerSettings.h.

◆ logFileNamePrefix

std::string logFileNamePrefix

Template of log file name without extension.

Definition at line 139 of file HandlerSettings.h.

◆ logFilePermissions

LogFilePermission::Enum logFilePermissions

Log file permissions.

Note
The default value is ReadAll | WriteOwnerOnly

Definition at line 152 of file HandlerSettings.h.

◆ logLevel

LogLevel::Enum logLevel

Log verbosity.

Note
The default value is LogLevel::Info

Definition at line 147 of file HandlerSettings.h.

◆ logSettings

LogSettings::Enum logSettings

Combine LogSettings enum values to configure the logger.

Definition at line 142 of file HandlerSettings.h.

◆ lostPacketWaitTime

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.

◆ maxBooksObjectAmount

unsigned int maxBooksObjectAmount

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

Definition at line 261 of file HandlerSettings.h.

◆ maxConnectingAttempts

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.

◆ maxPacketSize

unsigned short maxPacketSize

Max size for network packet transmitted.

Definition at line 267 of file HandlerSettings.h.

◆ maxRetransmissionResponseTime

unsigned int maxRetransmissionResponseTime

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

Definition at line 258 of file HandlerSettings.h.

◆ minReconnectingTimeout

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.

◆ networkInterface

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.

◆ networkInterfaceA

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.

◆ networkInterfaceB

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.

◆ networkInterfaceForTcpServices

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.

◆ outOfOrderPacketMaxInterval

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.

◆ retransmissionFeed

FeedDescriptor retransmissionFeed

Retransmission feed.

Definition at line 255 of file HandlerSettings.h.

◆ retransmissionMaxPacketNumber

unsigned int retransmissionMaxPacketNumber

Lost packets threshold when the Handler prefers retransmission.

Definition at line 293 of file HandlerSettings.h.

◆ useFeedA

bool useFeedA

Option to use feed A.

Note
The default value is 'true'.

Definition at line 244 of file HandlerSettings.h.

◆ useFeedB

bool useFeedB

Option to use feed B.

Note
The default value is 'true'.

Definition at line 249 of file HandlerSettings.h.