HandlerSettings Class Reference

#include <HandlerSettings.h>

Public Member Functions
	HandlerSettings ()
	~HandlerSettings ()
ChannelId	channel () const
void	channel (ChannelId value)
const FeedSettings &	feeds () const
FeedSettings &	feeds ()
TradeProcessing::Enum	tradeProcessing () const
void	tradeProcessing (TradeProcessing::Enum strategy)
const BookManagement &	bookManagement () const
BookManagement &	bookManagement ()
UInt32	recoveryQueueMaxSize () const
void	recoveryQueueMaxSize (UInt32 queueMaxSize)
const std::string &	instrumentCache () const
void	instrumentCache (const std::string &filename)
HandlerDebugLoggingSettings &	debugLogging ()
const HandlerDebugLoggingSettings &	debugLogging () const
MemoryPoolSettings &	memoryPool ()
const MemoryPoolSettings &	memoryPool () const

Detailed Description

Definition at line 39 of file HandlerSettings.h.

Constructor & Destructor Documentation

HandlerSettings ( )

inline

Initializes parameters with default values.

Definition at line 57 of file HandlerSettings.h.

~HandlerSettings ( )

inline

Cleans everything up.

Definition at line 66 of file HandlerSettings.h.

Member Function Documentation

const BookManagement& bookManagement ( ) const

inline

Reference to parameters affecting book management.

Definition at line 115 of file HandlerSettings.h.

BookManagement& bookManagement ( )

inline

Reference to parameters affecting book management.

Definition at line 122 of file HandlerSettings.h.

ChannelId channel ( ) const

inline

Identifies CME market data channel.

Definition at line 71 of file HandlerSettings.h.

void channel ( ChannelId  value )

inline

Identifies CME market data channel.

Definition at line 77 of file HandlerSettings.h.

HandlerDebugLoggingSettings& debugLogging ( )

inline

Parameters affecting logging at debug level.

Definition at line 186 of file HandlerSettings.h.

const HandlerDebugLoggingSettings& debugLogging ( ) const

inline

Parameters affecting logging at debug level.

Definition at line 194 of file HandlerSettings.h.

const FeedSettings& feeds ( ) const

inline

Reference to parameters related with feeds.

Definition at line 85 of file HandlerSettings.h.

FeedSettings& feeds ( )

inline

Reference to parameters related with feeds.

Definition at line 92 of file HandlerSettings.h.

const std::string& instrumentCache ( ) const

inline

Path to the file where the Handler must store security definitions for further use instead of a live instrument feed while recovering definitions due to late join.

If path is not defined, the Handler will not cache instrument definitions.

Note

The default value is empty string.

Warning

If this option is activated, then it is recommended to remove the cache file weekly to start the trading week with the fresh copy of security definitions.

Definition at line 170 of file HandlerSettings.h.

void instrumentCache ( const std::string &  filename )

inline

Updates option to use file-based caching of the security definitions.

Definition at line 178 of file HandlerSettings.h.

MemoryPoolSettings& memoryPool ( )

inline

Parameters affecting behavior of memory pool used by Handler while processing market data.

Definition at line 202 of file HandlerSettings.h.

const MemoryPoolSettings& memoryPool ( ) const

inline

Parameters affecting behavior of memory pool used by Handler while processing market data.

Definition at line 211 of file HandlerSettings.h.

UInt32 recoveryQueueMaxSize ( ) const

inline

Maximum number of packets transmitted via incremental feed to be hold in internal queue while market state is recovered from snapshots.

When Handler recovers order books from snapshots, the given parameter limits the size of the internal queue used by the Handler to keep packets coming from incremental feeds. Upon reaching limit, newer packets substitute older ones.

Note

The default value is 1000000.

Definition at line 139 of file HandlerSettings.h.

void recoveryQueueMaxSize ( UInt32  queueMaxSize )

inline

Maximum number of packets to be hold in the internal queue used by the Handler while processing incoming data.

Definition at line 147 of file HandlerSettings.h.

TradeProcessing::Enum tradeProcessing ( ) const

inline

Indicates how trades are processed.

Definition at line 99 of file HandlerSettings.h.

void tradeProcessing ( TradeProcessing::Enum  strategy )

inline

Defines how trades are processed.

Definition at line 106 of file HandlerSettings.h.

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The documentation for this class was generated from the following file:

• /work/include/OnixS/CME/MDH/HandlerSettings.h