Class BinaryMarketDataClient

java.lang.Object

com.quantfinlib.sbe.BinaryMarketDataClient

All Implemented Interfaces:

AutoCloseable

public final class BinaryMarketDataClient
extends Object
implements AutoCloseable

Binary market-data adapter: decodes TradeFlyweight frames from a channel straight into the HftMarketDataBus — the professional-grade counterpart of the text feed.WebSocketFeed. The read loop reuses one direct buffer and one flyweight: zero allocation per message, partial frames handled by compacting, so TCP segmentation can never split a decode.

Symbol numbering is part of the wire contract: both ends must agree on the dense symbol ids (register the same symbols in the same order on the bus). This is exactly how binary exchange feeds work — ids are assigned in the session/reference-data channel, not repeated per tick.

Single reader thread per client (the bus's single-producer contract).

Constructor Summary

Constructors

Constructor	Description
BinaryMarketDataClient(ReadableByteChannel channel, HftMarketDataBus bus)
BinaryMarketDataClient(ReadableByteChannel channel, HftMarketDataBus bus, int bufferBytes)

Method Summary

Modifier and Type	Method	Description
void	close()
String	failureReason()	Non-null once the reader stopped on a protocol or I/O error.
long	messagesDecoded()
void	start()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

BinaryMarketDataClient

public BinaryMarketDataClient(ReadableByteChannel channel,
 HftMarketDataBus bus)

BinaryMarketDataClient

public BinaryMarketDataClient(ReadableByteChannel channel,
 HftMarketDataBus bus,
 int bufferBytes)

Method Details

start

public void start()

messagesDecoded

public long messagesDecoded()

failureReason

public String failureReason()

Non-null once the reader stopped on a protocol or I/O error.

close

public void close()
           throws IOException

Specified by:

close in interface AutoCloseable

Throws:

IOException