HandlerSettings.h

Go to the documentation of this file.

/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/LogSettings.h>
 
#include <string>
#include <set>
#include <sstream>
 
namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            struct ServiceDescriptor
            {
                ServiceDescriptor()
                    : port(0)
                {}

                std::string address;

                unsigned port;
 

                void clear()
                {
                    address.clear();
                    port = 0;
                }

                bool empty() const
                {
                    return address.empty() || (port == 0);
                }

                bool operator == (const ServiceDescriptor& other) const
                {
                    return address == other.address && port == other.port;
                }

                bool operator != (const ServiceDescriptor& other) const
                {
                    return address != other.address || port != other.port;
                }
            };
 
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const ServiceDescriptor& descriptor);

            struct FeedDescriptor
            {
                ServiceDescriptor serviceA;

                ServiceDescriptor serviceB;

                void clear()
                {
                    serviceA.clear();
                    serviceB.clear();
                }

                bool operator == (const FeedDescriptor& other) const
                {
                    return serviceA == other.serviceA && serviceB == other.serviceB;
                }

                bool operator != (const FeedDescriptor& other) const
                {
                    return serviceA != other.serviceA || serviceB != other.serviceB;
                }
            };
 
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const FeedDescriptor& descriptor);

            struct InterfaceDescriptor
            {
                FeedDescriptor incrementalFeed;
                FeedDescriptor snapshotFeed;
            };
 
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const InterfaceDescriptor& descriptor);

            struct HandlerSettings
            {
                HandlerSettings()
                    : licenseString("")
                    , licenseDirectory("")
                    , logDirectory("logs")
                    , logFileNamePrefix("log")
                    , logSettings(LogSettings::Default)
                    , logLevel(LogLevel::Info)
                    , useFeedA(true)
                    , useFeedB(true)
                    , heartbeatInterval(20)
                    , lostPacketWaitTime(500)
                    , outOfOrderPacketMaxInterval(3)
                    , messagePoolSize(512000)
                {
                }

                std::string licenseString;

                std::string licenseDirectory;

                std::string logDirectory;

                std::string logFileNamePrefix ;

                LogSettings::Enum logSettings;

                LogLevel::Enum logLevel;

                std::string networkInterface;

                std::string networkInterfaceA;

                std::string networkInterfaceB;

                bool useFeedA;

                bool useFeedB;
 

                unsigned int heartbeatInterval;

                unsigned int lostPacketWaitTime;

                unsigned int outOfOrderPacketMaxInterval;

                unsigned int messagePoolSize;
            };
 
            struct RdiHandlerSettings;
            struct EmdiHandlerSettings;
            struct MdiHandlerSettings;
            struct EmdsHandlerSettings;
 
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const RdiHandlerSettings& settings);
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const EmdiHandlerSettings& settings);
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const MdiHandlerSettings& settings);
            ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const EmdsHandlerSettings& settings);
 
            namespace EOBI
            {
                struct EobiHandlerSettings;
                ONIXS_EUREX_EMDI_API std::ostream& operator << (std::ostream& stream, const EobiHandlerSettings& settings);
            }

            struct RdiHandlerSettings : public HandlerSettings
            {
                RdiHandlerSettings()
                    : startRecoveryOnPacketGap(false)
                    , useFullSnapshotCycle(true)
                {
                    logFileNamePrefix = "OnixS.EurexRdiHandlerCpp";
                }

                InterfaceDescriptor interfaceDescriptor;

                bool startRecoveryOnPacketGap;

                bool useFullSnapshotCycle;

                std::string toString() const
                {
                    std::ostringstream out;
                    out << *this;
                    return out.str();
                }
            };

            struct EmdiHandlerSettings : public HandlerSettings
            {
                EmdiHandlerSettings()
                    : buildInternalOrderBooks(true)
                    , startRecoveryOnPacketGap(false)
                {
                    logFileNamePrefix = "OnixS.EurexEmdiHandlerCpp";
                }

                InterfaceDescriptor interfaceDescriptor;

                bool buildInternalOrderBooks;

                bool startRecoveryOnPacketGap;

                size_t incrementalQueueSize = 100000;

                std::string toString() const
                {
                    std::ostringstream out;
                    out << *this;
                    return out.str();
                }
            };

            struct MdiHandlerSettings : public HandlerSettings
            {
                MdiHandlerSettings()
                    : buildInternalOrderBooks(true)
                    , startRecoveryOnPacketGap(false)
                {
                    logFileNamePrefix = "OnixS.EurexMdiHandlerCpp";
                }

                InterfaceDescriptor interfaceDescriptor;

                bool buildInternalOrderBooks;

                bool startRecoveryOnPacketGap;

                std::string toString() const
                {
                    std::ostringstream out;
                    out << *this;
                    return out.str();
                }
            };

            struct EmdsHandlerSettings : public HandlerSettings
            {
                EmdsHandlerSettings()
                {
                    logFileNamePrefix = "OnixS.EurexEmdsHandlerCpp";
                }

                FeedDescriptor settlementFeedDescriptor;

                FeedDescriptor openInterestFeedDescriptor;

                FeedDescriptor exchangeTradeFeedDescriptor;

                std::string toString() const
                {
                    std::ostringstream out;
                    out << *this;
                    return out.str();
                }
            };
 
            namespace EOBI
            {
                struct EobiHandlerSettings : public HandlerSettings
                {
                    EobiHandlerSettings()
                    : HandlerSettings()
                        , buildInternalOrderBooks(true)
                        , startRecoveryOnPacketGap(false)
                        , maxBooksObjectAmount(100)
                        , bookDepth(10)
                    {
                        logFileNamePrefix = "OnixS.EurexEobiHandlerCpp";
                    }

                    InterfaceDescriptor interfaceDescriptor;

                    bool buildInternalOrderBooks;

                    bool startRecoveryOnPacketGap;

                    unsigned maxBooksObjectAmount;

                    unsigned bookDepth;

                    std::string toString() const
                    {
                        std::ostringstream out;
                        out << *this;
                        return out.str();
                    }
                };
            }
        }
    }
}