Packet Processing Sample

Attaches a packet-level tracer to the Handler to observe raw multicast packet events as they are received, in addition to the usual service events. Useful for low-level diagnostics of the incoming feed.

Source code

#include "../Common/Defaults.h"
#include "../Common/PacketEventTracer.h"
#include "../Common/ServiceEventTracer.h"
#include "../Common/Utils.h"
 
#include <OnixS/ICE/iMpact/MarketData.h>
 
#include <cstdlib>
 
using namespace OnixS::ICE::iMpact::MarketData;
 
int main(int /*argc*/, char** /*argv*/)
{
    try
    {
        introduceMyself("Packet Processing");
 
        FeedEngineSettings feedEngineSettings;
        FeedEngine feedEngine(feedEngineSettings);
 
        HandlerSettings handlerSettings;
 
        // For most of Linux operating systems it would be
        // better to define following parameter to be able to
        // successfully receive market data from multicast feeds.
        handlerSettings.networkInterface = NETWORK_INTERFACE;
 
        // Let's activate logging to get data for support.
        handlerSettings.logLevel = LogLevels::Debug;
        handlerSettings.logDirectory = LOG_DIRECTORY;
        handlerSettings.logFileNamePrefix = LOG_FILE_NAME_PREFIX;
 
        // By default, license is stored in lib folder of the distribute
        // package. Instead of copying, let's use original file.
        handlerSettings.licenseDirectory = LICENSE_DIRECTORY;
 
        // Primary settings - connectivity configuration.
        handlerSettings.connectivityConfiguration = AP1_C10Y_FILE;
 
        // Constructs handler with custom license root and enabled logging.
        Handler handler(handlerSettings);
 
        // Binds the handler to the feed engine.
        handler.bindFeedEngine(feedEngine);
 
        // Traces all service events coming from handlers.
        ServiceEventTracer serviceEventTracer;
 
        serviceEventTracer.attachTo(handler);
 
        // Traces all packet events coming from handler.
        PacketEventTracer packetEventTracer;
 
        packetEventTracer.attachTo(handler);
 
        // Making subscription.
        MarketSubscriptions subscriptions;
 
        MarketSubscription brentFutures(
            KnownMarketTypes::IpeBrentFutures,
            MarketSubType::NonImplied,
            SecurityType::Futures,
            BookDepth::TOP5PL
        );
 
        subscriptions.insert(brentFutures);
 
        // Now starts the subscription.
        handler.start(subscriptions);
 
        readUserResponse();
 
        std::cout << "Shutdown the Handler..." << std::endl;
 
        // Stop multicast data processing.
        handler.stop();
 
        std::cout << "Done." << std::endl;
    }
    catch (const std::exception& ex)
    {
        std::cerr << "Error: " << ex.what() << std::endl;
        return EXIT_FAILURE;
    }
    catch (...)
    {
        std::cerr << "Unknown exception." << std::endl;
        return EXIT_FAILURE;
    }
 
    return EXIT_SUCCESS;
}