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OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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OnixS C++ eSpeed ITCH Market Data Handler
1.7.3
API documentation
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#include <OnixS/eSpeed/MarketData/Itch/HandlerSettings.h>
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 |
Definition at line 104 of file HandlerSettings.h.
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inline |
Constructor.
Definition at line 107 of file HandlerSettings.h.
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inline |
Returns the string representation.
Definition at line 296 of file HandlerSettings.h.
| 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.
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 licenseString |
License string.
Definition at line 130 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.
Definition at line 152 of file HandlerSettings.h.
| LogLevel::Enum logLevel |
Log verbosity.
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.
Time interval is measured in microseconds (usec).
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.
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.
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.
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.
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.
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.
Definition at line 244 of file HandlerSettings.h.
| bool useFeedB |
Option to use feed B.
Definition at line 249 of file HandlerSettings.h.