OnixS Eurex ETI Handler C++ library  9.10.1
API documentation

The Handler provides audit trail functionality. Please use following code snippet to enable audit trail in your application:

using namespace OnixS::Eurex::Trading;
HandlerSetting settings;
// Activate audit trail.
settings.auditTrailDirectory = "audit";
// Sets prefix for audit trail files.
settings.auditTrailFileNamePrefix = "audit";
// Sets Base64 mode for audit trail records (humand-readable text also available).
settings.auditTrailMode = AuditTrailMode::Base64;

Threading Model

The Handler perform all the audit trail activity in a separate thread. It is possible to pin this thread to a specific core using OnixS::Eurex::Trading::HandlerSettings::auditTrailThreadAffinity.

What is the latency impact of writing the audit trail?

There are no significant changes in our benchmark results with and without audit trail.