IceImpact::UnitService Class Reference

Represents UDP Multicast Service (one UDP multicast group with live data) More...

#include <B2BITS_IceImpactUnitService.h>

Public Member Functions
virtual Application *	getApplication () const =0
	Returns a pointer to Application object. More...
virtual const std::string &	getChannelID () const =0
	Returns channel id. More...
virtual const int	getPort () const =0
	Returns service port. More...
virtual BookDepth	getBookDepth () const =0
	Returns book depth. More...
virtual const RuntimeParameters &	getParams () const =0
	Returns parameters. More...
virtual void	connect ()=0
virtual void	disconnect ()=0
virtual bool	isConnected ()=0
	Returns true if service is in connected state. More...
virtual void	subscribeToInstrument (unsigned marketID, subscription_mask_t subscrMask, unsigned long long UserCookie)=0
virtual void	unsubscribeFromInstrument (unsigned marketID, subscription_mask_t subscrMask=SubscriptionType::ALL, bool disconnectIfNoMoreSubscribed=true)=0
virtual bool	getInstrumentBBO (unsigned marketID, BBOSnapshot &bbo)=0
	Returns true on success. More...
virtual bool	getInstrumentTOP5Prices (unsigned marketID, TOP5PriceData &top5data, unsigned long long *UserCookie)=0
virtual bool	getInstrumentTOP10Prices (unsigned marketID, TOP10PriceData &top10data, unsigned long long *UserCookie)=0
virtual bool	getSubscription (unsigned marketID, subscription_mask_t &mask)=0
	Returns true on success. More...
virtual void	subscribeToAllInstruments (subscription_mask_t subscrMask, unsigned long long UserCookie)=0
virtual void	unsubscribeFromAllInstruments (subscription_mask_t subscrMask=SubscriptionType::ALL, bool disconnectIfNoMoreSubscribed=true)=0
virtual unsigned	getEventFlowId ()=0

Detailed Description

Represents UDP Multicast Service (one UDP multicast group with live data)

Member Function Documentation

virtual void IceImpact::UnitService::connect ( )

pure virtual

Connects the service to the mutlicast group Note: this function should not be called from user callbacks (onBBO(), etc) to avoid potental deadlock situation Starts all threads required by the service. Service becomes connected to UDP multicast group

Exceptions

std::exception

if error occurs

See Also

isConnected(), disconnect()

virtual void IceImpact::UnitService::disconnect ( )

pure virtual

Disconnects the service from the mutlicast group. Note: this function should not be called from user callbacks (onBBO(), etc) to avoid potental deadlock situation This method returns returns immediately, service becomes disconnected.

Exceptions

no

See Also

isConnected(), connect()

virtual Application* IceImpact::UnitService::getApplication ( ) const

pure virtual

Returns a pointer to Application object.

Returns

IceImpact::Application that owns this service

Exceptions

no

virtual BookDepth IceImpact::UnitService::getBookDepth ( ) const

pure virtual

Returns book depth.

Returns

book depth

Exceptions

no

virtual const std::string& IceImpact::UnitService::getChannelID ( ) const

pure virtual

Returns channel id.

Returns

Id of the channel

Exceptions

no

virtual unsigned IceImpact::UnitService::getEventFlowId ( )

pure virtual

Returns the event flow id assigned to this service. This value is set in eventFlowId member of Events passed to the user in callbacks. eventFlowId is assigned once when the service is first connected and does not change until IceImpact::Application::release is called.

Returns

unsigned

Exceptions

none

virtual bool IceImpact::UnitService::getInstrumentBBO ( unsigned  marketID, BBOSnapshot &  bbo  )

pure virtual

Returns true on success.

See Also

Application::getInstrumentBBO

Parameters

marketID
bbo

Returns

boolean

Exceptions

std::exception

virtual bool IceImpact::UnitService::getInstrumentTOP10Prices ( unsigned  marketID, TOP10PriceData &  top10data, unsigned long long *  UserCookie  )

pure virtual

getInstrumentTOP10Prices by marketID With SubscriptionParams::tickerPlantMode enabled returns data regardless if instrument was previously subscribed or not.

See Also

getInstrumentTOP5Prices

Parameters

marketID	to get data for
top10data	TOP10 levels of the price book
UserCookie	User cookie supplied when subscribing to the insttrument

Returns

true if instrument is found, false otherwise

Exceptions

std::runtime_error

virtual bool IceImpact::UnitService::getInstrumentTOP5Prices ( unsigned  marketID, TOP5PriceData &  top5data, unsigned long long *  UserCookie  )

pure virtual

getInstrumentTOP5Prices by marketID With SubscriptionParams::tickerPlantMode enabled returns data regardless if instrument was previously subscribed or not.

See Also

getInstrumentTOP10Prices

Parameters

marketID	to get data for
top5data	TOP5 levels of the price book
UserCookie	User cookie supplied when subscribing to the insttrument

Returns

true if instrument is found, false otherwise

Exceptions

std::runtime_error

virtual const RuntimeParameters& IceImpact::UnitService::getParams ( ) const

pure virtual

Returns parameters.

Returns

Parameters used by service

Exceptions

no

virtual const int IceImpact::UnitService::getPort ( ) const

pure virtual

Returns service port.

Returns

service port

Exceptions

no

virtual bool IceImpact::UnitService::getSubscription ( unsigned  marketID, subscription_mask_t &  mask  )

pure virtual

Returns true on success.

See Also

Application::getSubscription

Parameters

marketID	Instrument to query
mask	Subscription mask

Returns

boolean

Exceptions

std::exception

virtual bool IceImpact::UnitService::isConnected ( )

pure virtual

Returns true if service is in connected state.

Returns

true if service is connected

Exceptions

no

See Also

connect(), disconnect()

virtual void IceImpact::UnitService::subscribeToAllInstruments ( subscription_mask_t  subscrMask, unsigned long long  UserCookie  )

pure virtual

Subscribes to all instruments.

See Also

Application::subscribeToAllInstruments Note: this function should not be called from user callbacks (onBBO(), etc) to avoid potental deadlock situation. The subscription mask and UserCookie parameters passed override the defaultSubscriptionMask and defaultUserCookie from SubscriptionParams structure respectively.

Parameters

subscrMask
UserCookie

Returns

void

Exceptions

std::exception

virtual void IceImpact::UnitService::subscribeToInstrument ( unsigned  marketID, subscription_mask_t  subscrMask, unsigned long long  UserCookie  )

pure virtual

Subscribes by marketID. This call OR's current instrument subscription mask with the passed value. Note: this function should not be called from user callbacks (onBBO(), etc) to avoid potental deadlock situation

See Also

Application::subscribeToInstrument

Parameters

marketID	to subscribe to
subscrMask
UserCookie

Returns

void

Exceptions

std::exception

virtual void IceImpact::UnitService::unsubscribeFromAllInstruments ( subscription_mask_t  subscrMask = SubscriptionType::ALL, bool  disconnectIfNoMoreSubscribed = true  )

pure virtual

Unsubscribes from all instruments.

See Also

Application::unsubscribeFromAllInstruments Note: this function should not be called from user callbacks (onBBO(), etc) to avoid potental deadlock situation

Parameters

subscrMask	subscription mask to use
disconnectIfNoMoreSubscribed	will disconnect the service from UDP Multicast source if there's no more instruments subscribed provided service is not in ticker plant mode

See Also

SubscriptionParams::tickerPlantMode

Returns

void

Exceptions

std::exception

virtual void IceImpact::UnitService::unsubscribeFromInstrument ( unsigned  marketID, subscription_mask_t  subscrMask = SubscriptionType::ALL, bool  disconnectIfNoMoreSubscribed = true  )

pure virtual

Unsubscribes by marketID. This call removes passed subscriptions bits from the current instrument's subscription mask. Note: this function should not be called from user callbacks (onBBO(), etc) to avoid potental deadlock situation

See Also

Application::unsubscribeFromInstrument

Parameters

marketID	to unsubscribe from
subscrMask	subscription mask to use
disconnectIfNoMoreSubscribed	will disconnect the service from UDP Multicast source if this has been the last instrument subscribed provided service is not in ticker plant mode

See Also

SubscriptionParams::tickerPlantMode

Returns

void

Exceptions

std::exception