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OnixS C++ Fenics UST BIMP Market Data Handler
1.1.0
API documentation
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OnixS C++ Fenics UST BIMP Market Data Handler
1.1.0
API documentation
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#include <OnixS/FenicsUST/MarketData/Bimp/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 | multicastFeed |
| FeedDescriptor | reRequestFeed |
| TcpFeedDescriptor | snapshotService |
| ThreadAffinity | snapshotServiceSendingAffinity |
| ThreadAffinity | snapshotServiceRecvAffinity |
| std::string | networkInterfaceForTcpServices |
| unsigned int | maxBooksObjectAmount |
| unsigned short | maxPacketSize |
| unsigned int | maxConnectingAttempts |
| unsigned int | minReconnectingTimeout |
| unsigned int | replayMaxPacketsNumber |
| Symbols | symbols |
| bool | buildInternalOrderBooks |
Definition at line 185 of file HandlerSettings.h.
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inline |
Constructor.
Definition at line 188 of file HandlerSettings.h.
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inline |
Returns the string representation.
Definition at line 377 of file HandlerSettings.h.
| bool buildInternalOrderBooks |
Build internal books.
Definition at line 374 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 268 of file HandlerSettings.h.
| std::string licenseDirectory |
Path to the license directory.
Definition at line 213 of file HandlerSettings.h.
| std::string licenseString |
License string.
Definition at line 210 of file HandlerSettings.h.
| std::string logDirectory |
Log files are stored in this directory.
Definition at line 216 of file HandlerSettings.h.
| std::string logFileNamePrefix |
Template of log file name without extension.
Definition at line 219 of file HandlerSettings.h.
| LogFilePermission::Enum logFilePermissions |
Log file permissions.
Definition at line 232 of file HandlerSettings.h.
| LogLevel::Enum logLevel |
Log verbosity.
Definition at line 227 of file HandlerSettings.h.
| LogSettings::Enum logSettings |
Combine LogSettings enum values to configure the logger.
Definition at line 222 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 319 of file HandlerSettings.h.
| unsigned int maxBooksObjectAmount |
Defines size of pre-allocated memory for Order Book. Default value is 100.
Definition at line 356 of file HandlerSettings.h.
| unsigned int maxConnectingAttempts |
Max number of attempts to connect replay and recovery services, default value is 3.
Definition at line 362 of file HandlerSettings.h.
| unsigned short maxPacketSize |
Max size for network packet transmitted by Eurex.
Definition at line 359 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 365 of file HandlerSettings.h.
| FeedDescriptor multicastFeed |
Realtime feed.
Definition at line 332 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 241 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 250 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 259 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 353 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 294 of file HandlerSettings.h.
| unsigned int replayMaxPacketsNumber |
Lost packets threshold when the Handler prefers replay, should not exceed 10000.
Definition at line 368 of file HandlerSettings.h.
| FeedDescriptor reRequestFeed |
Gap response feed.
Definition at line 335 of file HandlerSettings.h.
| TcpFeedDescriptor snapshotService |
Spin TCP service credentials.
Definition at line 338 of file HandlerSettings.h.
| ThreadAffinity snapshotServiceRecvAffinity |
Spin request TCP service receiving affinity.
Definition at line 344 of file HandlerSettings.h.
| ThreadAffinity snapshotServiceSendingAffinity |
Spin request TCP service sending affinity.
Definition at line 341 of file HandlerSettings.h.
| Symbols symbols |
Symbols for filtration.
Definition at line 371 of file HandlerSettings.h.
| bool useFeedA |
Option to use feed A.
Definition at line 324 of file HandlerSettings.h.
| bool useFeedB |
Option to use feed B.
Definition at line 329 of file HandlerSettings.h.