OnixS ICE iMpact Multicast Price Feed Handler 4.x brings the new SDK layout and the Feed Engine concept.

Following sections depicts what was changed and what to do with all these changes.

Library Naming

In the new version 4.x the naming for libraries is changed. Now, instead of OnixS.IceImpactMulticastPriceFeedHandlerCpp you need to use onixs-icemdh.

For example:

In the version 3.x you had OnixS.IceImpactMulticastPriceFeedHandlerCpp-vs14.lib, but int the version 4.x you will have onixs-icemdh-vs14-x86.lib.

Also, please note that we have added the suffix x86 to make it explicit from the naming which platform is used.

Feed Engine

We have added the following new classes which should be used to configure and use the Feed Engine:

Minimal changes you need to make in your code is to create instances of the OnixS::ICE::iMpact::MarketData::FeedEngineSettings and OnixS::ICE::iMpact::MarketData::FeedEngine like in the sample below:

1 FeedEngineSettings feedEngineSettings;

2 FeedEngine feedEngine(feedEngineSettings);

And after the Handler is created you need to call the OnixS::ICE::iMpact::MarketData::Handler::bindFeedEngine method:

1 handler.bindFeedEngine(feedEngine);

Usage of the OnixS::ICE::iMpact::MarketData::FeedEngineListener is optional.

For more details, please see Setting Up Feed Engine.

Socket Buffer Size

The field OnixS::ICE::iMpact::MarketData::HandlerSettings::udpBufferSize has been removed and starting from version 4.x you need to use the OnixS::ICE::iMpact::MarketData::FeedEngineSettings::socketBufferSize to set a socket buffer size for UDP data receiving.

Packet Processing

In the version 4.x we also added the OnixS::ICE::iMpact::MarketData::PacketProcessingListener. This new listener can be used to receive events related to the TCP messages and UDP packets processing. Please see PacketProcessing sample to get a better understanding of how it works.