EPAM B2BITS C++ MOEX/Asts MarketData handler  1.24.0
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Micex::Mfix::MDApplicationParams Struct Reference

Startup parameters. More...

#include <B2BITS_MicexMfixApplication.h>

Public Types

enum  recoveryType { udpRecovery, tcpRecovery }
 
enum  astsGateVersion { asts_vPre_4_5, asts_v4_5 }
 
enum  Transport { Sockets, MyricomDBL }
 

Public Member Functions

 MDApplicationParams ()
 

Public Attributes

std::string templatesFn_
 Path to the MFIX Market Data FAST templates file. More...
 
std::string configXml_
 Path to the MFIX Market Data configuration file. More...
 
std::string schemaXml_
 Path to the MFIX Market Data configuration XML Schema file. More...
 
Transport transportType_
 
size_t numberOfWorkers_
 
u32 incrementQueueSize_
 
bool checkUdpSender_
 
std::string listenInterfaceIp_
 
size_t incomingUdpBufferSize_
 
bool logIncomingFIXMessages_
 
bool logIncomingUdpMessages_
 
std::size_t holePackDelay_
 
recoveryType recoveryType_
 
astsGateVersion astsGateVersion_
 MOEX ASTS FAST gateway version. More...
 
std::string userLogin_
 
std::string userPassword_
 
std::string senderCompId_
 SenderCompID field for tcp recovery session. More...
 
std::string targetCompId_
 
std::size_t maxMessagesToRequest_
 Maximum number of messages to request in tcp-replay. More...
 
std::string nicConfig_
 

Detailed Description

Startup parameters.

Member Enumeration Documentation

Enumerator
asts_vPre_4_5 
asts_v4_5 
Enumerator
udpRecovery 
tcpRecovery 
Enumerator
Sockets 

standard IP sockets

MyricomDBL 

Myricom datagram kernel bypass Layer.

Constructor & Destructor Documentation

Micex::Mfix::MDApplicationParams::MDApplicationParams ( )
inline

Member Data Documentation

astsGateVersion Micex::Mfix::MDApplicationParams::astsGateVersion_

MOEX ASTS FAST gateway version.

bool Micex::Mfix::MDApplicationParams::checkUdpSender_

Pass true to check the UDP packet sender's IP address. Default value is false

std::string Micex::Mfix::MDApplicationParams::configXml_

Path to the MFIX Market Data configuration file.

std::size_t Micex::Mfix::MDApplicationParams::holePackDelay_

Number of incoming messages with seq num out of order to skip before start recovery. Default value is 100

size_t Micex::Mfix::MDApplicationParams::incomingUdpBufferSize_

UDP incoming buffer size. Should be tuned in case of UDP message miss

u32 Micex::Mfix::MDApplicationParams::incrementQueueSize_

Maximum number of messages could be stored in recovery mode for the particular instrument. Default value is 10000

std::string Micex::Mfix::MDApplicationParams::listenInterfaceIp_

IP of network interface to listen on; nullptr or empty std::string means all interfaces. Default value is null (all interfaces)

bool Micex::Mfix::MDApplicationParams::logIncomingFIXMessages_

Pass true to write out to the log file incoming FIX messages Default value is false

bool Micex::Mfix::MDApplicationParams::logIncomingUdpMessages_

Pass true to write out to the binary log file incoming FAST messages Default value is false

std::size_t Micex::Mfix::MDApplicationParams::maxMessagesToRequest_

Maximum number of messages to request in tcp-replay.

std::string Micex::Mfix::MDApplicationParams::nicConfig_

Path to the network interface configuration file. Default value is "nic_config.xml"

size_t Micex::Mfix::MDApplicationParams::numberOfWorkers_

Number of threads to decode incoming data Default value is 4

recoveryType Micex::Mfix::MDApplicationParams::recoveryType_

Type for the recovery. tcp_recovery uses only tcp recovery for intruments (34 tag is used to detect hole) udp_recovery uses one mode of the MfixRecoveryMode for instruments (83 tag is used to detect hole) Default value is udp_recovery

std::string Micex::Mfix::MDApplicationParams::schemaXml_

Path to the MFIX Market Data configuration XML Schema file.

std::string Micex::Mfix::MDApplicationParams::senderCompId_

SenderCompID field for tcp recovery session.

std::string Micex::Mfix::MDApplicationParams::targetCompId_

TargetCompID field for tcp recovery session Default value is "MOEX"

std::string Micex::Mfix::MDApplicationParams::templatesFn_

Path to the MFIX Market Data FAST templates file.

Transport Micex::Mfix::MDApplicationParams::transportType_

Transport layer for data reading Default value is Transport::Sockets

std::string Micex::Mfix::MDApplicationParams::userLogin_

User login for tcp recovery session Default value is empty std::string;

std::string Micex::Mfix::MDApplicationParams::userPassword_

User password for tcp recovery session Default value is empty string;