CME MDP Adapter

This project and codebase was inspired by https://github.com/epam/java-cme-mdp3-handler.

License

https://www.gnu.org/licenses/lgpl-3.0.en.html

This library is designed to be run on a server with access to CME multicast traffic.

Usage

mkdir build && cd build
cmake -DAPAMA_HOME=/path/to/apama .. && make
cd ..
wget ftp://ftp.cmegroup.com/SBEFix/Production/Configuration/config.xml
correlator --config cme-connectivity.yaml --config correlator.yaml

Installation

install boost

wget https://sourceforge.net/projects/boost/files/boost/1.63.0/boost_1_63_0.tar.gz
tar -xvf boost_1_63_0.tar.gz
cd boost_1_63_0
sudo ./boostrap
sudo ./b2 install

install sbe

su
git clone https://github.com/real-logic/agrona \
	&& cd agrona \
	&& ./gradlew \
	&& cd .. \
	&& git clone https://github.com/real-logic/simple-binary-encoding.git sbe \
	&& cd sbe \
	&& ./gradlew \
	&& ./cppbuild/cppbuild \
	&& wget ftp://ftp.cmegroup.com/SBEFix/Production/Templates/templates_FixBinary.xml \
	&& mkdir include \
	&& java -Dsbe.keyword.append.token=_ -Dsbe.target.language=Cpp -Dsbe.target.namespace=sbe -Dsbe.output.dir=include -Dsbe.errorLog=yes -jar sbe-all/build/libs/sbe-all-1.7.6-SNAPSHOT.jar templates_FixBinary.xml \
	&& mv include/sbe /usr/local/include \
	&& mv sbe-tool/src/main/cpp/sbe /usr/local/include/sbe \
	&& mv cppbuild/Release/lib/libsbe.a /usr/local/lib \
	&& cd .. \
	&& rm -rf /sbe

Todo

• incremental channel level gap - (currently only instrument level detection)
• handle disconnects/timeouts from network interface
• handle heartbeats
• complete interface
• elegant killing of thread(s)
• merge implied book
• prevent callbacks when impl/main book unchanged
• top of book?