UDP Unit Service Management API

Classes
class	IceImpact::UnitService
	Represents UDP Multicast Service (one UDP multicast group with live data) More...

Functions
virtual const RuntimeParameters &	IceImpact::Application::getParams () const =0
	Returns default runtime parameters. More...
virtual const RuntimeParameters &	IceImpact::Application::getServiceParams (const std::string &channelId, BookDepth bookDepth) const =0
	Returns channel options. More...
virtual void	IceImpact::Application::setServiceParams (const std::string &channelId, BookDepth bookDepth, const RuntimeParameters &params)=0
	Overrides application options for channel. More...
virtual unsigned	IceImpact::Application::getServicesCount () const =0
	Returns the number of created services. More...
virtual UnitService *	IceImpact::Application::createService (const std::string &channelId, BookDepth bookDepth, const std::string &iface="", const RuntimeParameters *params=NULL)=0
	Creates service by channel id. More...
virtual void	IceImpact::Application::createServices (const std::string &iface="", bool preferFullyImplied=true, const RuntimeParameters *params=NULL)=0
	Creates all services specified in configuration file. More...
virtual UnitService *	IceImpact::Application::getService (unsigned index) const =0
	Returns service by index. More...
virtual UnitService *	IceImpact::Application::getService (const std::string &channelId, BookDepth bookDepth) const =0
	Returns service by channel and book depth. More...
virtual UnitService *	IceImpact::Application::getService (IceImpact::Int32 marketID, bool useFullImplied, BookDepth bookDepth, bool createAndConnect)=0
	Returns service by marketID market specification and book depth. More...
virtual UnitService *	IceImpact::Application::getService (const std::string &symbol, bool useFullImplied, BookDepth bookDepth, bool createAndConnect)=0
	Returns service by symbol specification and book depth. More...
virtual UnitService *	IceImpact::Application::getService (const RequestMarketType &requestMarketType, bool useFullImplied, BookDepth bookDepth, bool createAndConnect)=0
	Returns service by symbol specification and book depth. More...
virtual const std::string	IceImpact::Application::findChannelId (IceImpact::MarketID marketID, bool useFullImplied)=0
	Finds channel by marketID and fully implied parameter. More...
virtual const std::string	IceImpact::Application::findChannelId (const std::string &symbol, bool useFullImplied)=0
	Finds channel by symbol and fully implied parameter. More...
virtual const std::string	IceImpact::Application::findChannelId (const RequestMarketType &requestMarketType, bool useFullImplied)=0
	Finds channel by marketID and fully implied parameter. More...
virtual void	IceImpact::Application::suspend ()=0
virtual void	IceImpact::Application::resume ()=0

Detailed Description

Function Documentation

virtual UnitService* IceImpact::Application::createService ( const std::string &  channelId, BookDepth  bookDepth, const std::string &  iface = "", const RuntimeParameters *  params = NULL  )

pure virtual

Creates service by channel id.

Parameters

channelId	Id of the channel, corresponds to <multicastGroup name="the name"> in XML file
bookDepth	depth of book to use
iface	Address of a local network interface to use when subscribing to multicast feed
params	Runtime parameters; when specified, will override current channel's parameters

Returns

pointer to created IceImpact::UnitService

Exceptions

std::exception

if error occurs, usually if service has been misconfigured

Note

If service has already been created, this method just returns the pointer to it

virtual void IceImpact::Application::createServices ( const std::string &  iface = "", bool  preferFullyImplied = true, const RuntimeParameters *  params = NULL  )

pure virtual

Creates all services specified in configuration file.

Logs error message if some of the service have not been created

Parameters

iface	Address of a local network interface to use when subscribing to multicast feed
preferFullyImplied	whatever to prefer fully implied to regular group. If there is no fully implied group then it falls back to regular group. Default value is true.
params	- RuntimeParameters. If specified, this overrides default channel parameters

Exceptions

no

virtual const std::string IceImpact::Application::findChannelId ( IceImpact::MarketID  marketID, bool  useFullImplied  )

pure virtual

Finds channel by marketID and fully implied parameter.

Parameters

marketID	Id of the market
useFullImplied	whatever multicast group is "full implied"

Returns

channel Id string, corresponds to <multicastGroup name="the name"> from XML file

Exceptions

std::runtime_error

virtual const std::string IceImpact::Application::findChannelId ( const std::string &  symbol, bool  useFullImplied  )

pure virtual

Finds channel by symbol and fully implied parameter.

Parameters

symbol	Id of the market
useFullImplied	whatever multicast group is "full implied"

Returns

channel Id string, corresponds to <multicastGroup name="the name"> from XML file

Exceptions

std::runtime_error

virtual const std::string IceImpact::Application::findChannelId ( const RequestMarketType &  requestMarketType, bool  useFullImplied  )

pure virtual

Finds channel by marketID and fully implied parameter.

Parameters

requestMarketType	market type to use
useFullImplied	whatever multicast group is "full implied"

Returns

channel Id string, corresponds to <multicastGroup name="the name"> from XML file

Exceptions

std::runtime_error

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

pure virtual

Returns default runtime parameters.

Service management API

A Service represents a UDP mcast group with live data and corresponding UDP mcast group with snapshot data Service is identified by [channelId, BookDepth] pair; channelId corresponds to <multicastGroup name="the name"> from XML file, for example: "ICE Futures Europe Non Oil FI".

The use of Service management API is fully optional, methods like subscribeToInstrument() will launch the corresponding Services automatically.

Returns

const reference to RuntimeParameters passed to Engine::createIceImpactApplication

Exceptions

no

virtual UnitService* IceImpact::Application::getService ( unsigned  index ) const

pure virtual

Returns service by index.

Returns a service

Parameters

index

Zero-based index of service, must be < getServicesCount()

Returns

pointer to IceImpact::UnitService or NULL if index is invalid

Exceptions

no

virtual UnitService* IceImpact::Application::getService ( const std::string &  channelId, BookDepth  bookDepth  ) const

pure virtual

Returns service by channel and book depth.

Parameters

channelId	Id of the channel, corresponds to <multicastGroup name="the name"> in XML file
bookDepth	depth of book to use

Returns

pointer to IceImpact::UnitService or NULL if service has not been created yet

Exceptions

no

virtual UnitService* IceImpact::Application::getService ( IceImpact::Int32  marketID, bool  useFullImplied, BookDepth  bookDepth, bool  createAndConnect  )

pure virtual

Returns service by marketID market specification and book depth.

Parameters

marketID	Id of the market
useFullImplied	whatever multicast group is fully implied
bookDepth	depth of book to use
createAndConnect	whatever to create and connect to service if it is not already created

Returns

pointer to IceImpact::UnitService or NULL if service has not been created yet

Exceptions

no

virtual UnitService* IceImpact::Application::getService ( const std::string &  symbol, bool  useFullImplied, BookDepth  bookDepth, bool  createAndConnect  )

pure virtual

Returns service by symbol specification and book depth.

Parameters

symbol	symbol to use
useFullImplied	whatever multicast group is fully implied
bookDepth	depth of book to use
createAndConnect	whatever to create and connect to service if it is not already created

Returns

pointer to IceImpact::UnitService or NULL if service has not been created yet

Exceptions

no

virtual UnitService* IceImpact::Application::getService ( const RequestMarketType &  requestMarketType, bool  useFullImplied, BookDepth  bookDepth, bool  createAndConnect  )

pure virtual

Returns service by symbol specification and book depth.

Parameters

requestMarketType	market type to use
useFullImplied	whatever multicast group is fully implied
bookDepth	depth of book to use
createAndConnect	whatever to create and connect to service if it is not already created

Returns

pointer to IceImpact::UnitService or NULL if service has not been created yet

Exceptions

no

virtual const RuntimeParameters& IceImpact::Application::getServiceParams ( const std::string &  channelId, BookDepth  bookDepth  ) const

pure virtual

Returns channel options.

Parameters

channelId	Id of the channel, corresponds to <multicastGroup name="the name"> in XML file
bookDepth	depth of book to use

Returns

a set of RuntimeParameters used in a particular channel (UDP mcast group)

Exceptions

std::exception

if error occurs

virtual unsigned IceImpact::Application::getServicesCount ( ) const

pure virtual

Returns the number of created services.

A single service instance can be obtained then by using getService(unsigned index) method

Exceptions

no

virtual void IceImpact::Application::resume ( )

pure virtual

Exceptions

no

virtual void IceImpact::Application::setServiceParams ( const std::string &  channelId, BookDepth  bookDepth, const RuntimeParameters &  params  )

pure virtual

Overrides application options for channel.

Parameters

channelId	Id of the channel, corresponds to <multicastGroup name="the name"> in XML file
bookDepth	depth of book to use
a	set of RuntimeParameters to override defaults for a particular channel

Exceptions

std::exception

if error occurs

virtual void IceImpact::Application::suspend ( )

pure virtual

Exceptions

no