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Table of Contents

What is Myricom DBL API?

DBL™ is an optional, user-level, software interface for accelerating applications whose performance depends on network latency. Examples of applications that will benefit from DBL™ include algorithmic financial trading and others where reduced network latency is beneficial.

More information can be found here: Myricom DBL.

Does FIXAntenna support DBL UDP API acceleration?

Yes, FIXAntenna supports DBL UDP API acceleration for following Market Data adaptors:

    • Bats MD Adaptor 
       
      To use DBL UDP API acceleration in Bats MD Adaptor you need to set the property Bats::RuntimeParameters::readerType.

      Example:

      Code Block
      languagecpp
      titleSource Code
      struct AppListener : Bats::ApplicationListener
{
//your implementation of Bats::ApplicationListener interface
};

int main( int argc, char const* argv[] )
{
...
	//init FIX Engine
	Engine::FixEngine::init( );
 
	AppListener appListener;
 
	Bats::ApplicationOptions options;
	//set other options
	...
	//Enable using of DBL UDP API acceleration
    options.params.readerType = Bats::IncrementReaderType::MyricomDBL;
    options.params.incrementalThreads = 1;

	//create an application
	Bats::Application* app = Engine::FixEngine::singleton()->createBatsApplication(options, &appListener);
...
}

      For more information, please, refer to the link:

      Bats::IncrementReaderType


    • Bovespa MD Adaptor
       

      To use DBL UDP API acceleration in Bovespa MD Adaptor you need to set the properties Bovespa::BovespaApplicationParams::transportType_.

      Example:

      Code Block
      languagecpp
      titleSource Code
      class BovespaClientApplicationListener
    : public Bovespa::BovespaApplicationListener
{
public:
	//your implementation of Bovespa::BovespaApplicationListener interface
    BovespaClientApplicationListener(){}
    ~BovespaClientApplicationListener() {}
    virtual void onError( std::string const& errorMsg );
    virtual void process( Engine::FIXMessage const& msg,std::string const & channel_id );
    virtual void onConnectToFeed(std::string const& feedId) {}
    virtual void onDisconnectFromFeed(std::string const& feedId) {}
};
 
int main( int argc, char const* argv[] )
{
...
	//init FIX Engine
	Engine::FixEngine::init();
 
	//Create an application listener
    BovespaClientApplicationListener appListener;

	//initialize BovespaApplication parameters
    Bovespa::BovespaApplicationParams params;
	//set other options
	...
	params.transportType_ = Bovespa::BovespaApplicationParams::MyricomDBL;
    
	//Create an MD application
    Bovespa::BovespaApplication* application = Engine::FixEngine::singleton()->createBovespaApplication( params, &appListener);
...
}

      For more information, please, refer to the link:
      Bovespa::BovespaApplicationParams::Transport


    • Cqg MD Adaptor
       

      To use DBL UDP API acceleration in Cqg MD Adaptor you need to set the properties Cqg::MDApplicationParams::transportType_.

      Example:

      Code Block
      languagecpp
      titleSource Code
      class MyMDApplicationListener : public Cqg::MDApplicationListener
{
public:
	//your implementation of Cqg::MDApplicationListener interface
	virtual void process( ::Engine::FIXMessage const& msg, FeedID const &feedId );
};

int main( int argc, char const* argv[] )
{
...
	//init FIX Engine
	Engine::FixEngine::init();
 
	//Create an application listener
	MyMDApplicationListener listener;
 
	//initialize parameters
	Cqg::MDApplicationParams params;
	//set other options
	...
	params.transportType_ = Cqg::MDApplicationParams::MyricomDBL;
	
	//Create an MD application
	Cqg::MDApplication* app = Engine::FixEngine::singleton()->createCqgMDApplication( &listener, params);
 ...
}

...

    Cqg::MDApplicationParams::Transport


    • MOEX MD Adaptor

      To use DBL UDP API acceleration in MOEX MD Adaptor you need to set the property Micex::Mfix::MDApplicationParams::transportType_.

      Example:

      Code Block
      languagecpp
      titleSource Code
       //init FIX Engine
 Engine::FixEngine::init( );
 
 //Create Application listener (you need to implement the MDApplicationListener interface )
 MDApplicationListener* appListener = new MyMDApplicationListener;

 //configure parameters
 Micex::Mfix::MDApplicationParams appParams;
 ...
 appParams.transportType_ = Micex::Mfix::MDApplicationParams::MyricomDBL;
 ...
 //Create Micex MD Application
 Micex::Mfix::MDApplication* app = Engine::FixEngine::singleton()->createMICEXApplication( appParams, appListener );
 

    For more information, please, refer to the link:
    Micex::Mfix::MDApplicationParams::Transport


    • Spectra MD Adaptor
       

      To use DBL UDP API acceleration in Spectra MD Adaptor you need to set the properties Spectra::SpectraApplicationParams::transportType_.  

      Example:

      Code Block
      languagecpp
      titleSource Code
      int main( int argc, char const* argv[] )
{
...
	//init FIX Engine
	Engine::FixEngine::init();
 
	//Create an application listener
	MyMDApplicationListener listener;
 
	//initialize parameters
	Spectra::SpectraApplicationParams params;
	//set other options
	...
    params.transportType_ = Spectra::SpectraApplicationParams::MyricomDBL;
    
	//Create MD Application
    Spectra::SpectraApplication* application = Engine::FixEngine::singleton()->createSpectraApplication( params );
 ...
}

                    For more information, please, refer to the link:

                    Spectra::SpectraApplicationParams::Transport


    • CME Globex MD Adaptor

      To use DBL UDP API acceleration in Spectra MD Adaptor you need to set the properties Globex::MDApplicationParams::transportType_.    

      Example:

      Code Block
      languagecpp
      titleSource Code
      class MyGlobexApplicationListener : public Globex::MDApplicationListener
{
public:
	virtual void onError( std::string const& error );
};
 
int main( int argc, char const* argv[] )
{
...
	//init FIX Engine
	Engine::FixEngine::init();
 
	//Create an application listener
	MyGlobexApplicationListener listener;
	// Initialize parameters
	Globex::MDApplicationParams params;
	//set other options
	...
	params.transportType_ = Globex::MDApplicationParams::MyricomDBL;
	
	// Create MDApplication object
	Globex::MDApplication* application = Engine::FixEngine::singleton()->createMDApplication( params, &listener );
 ...
}

...

                  Globex::MDApplicationParams::Transport  

Does FIXAntenna support DBL TCP API acceleration?

 Yes, FIXAntenna supports DBL TCP API acceleration for FIX Sessions.

...