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config.xml
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47 lines (42 loc) · 1.75 KB
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<?xml version="1.0" encoding="UTF-8"?>
<Exchange>
<Gateway>
<!-- Network port on which the gateway listens for incoming FIX connections -->
<Port>9000</Port>
<!--
Queue used to transfer messages from the ingestion layer
(FIX protocol reader / consumer) to the delivery layer.
The delivery layer publishes messages to shared memory,
allowing other processes to consume them.
-->
<BlockingQueue>
<!-- Maximum number of messages that can be buffered in the queue -->
<Size>4096</Size>
</BlockingQueue>
<Fix>
<MaxEventSize>100</MaxEventSize>
<BacklogSize>100</BacklogSize>
</Fix>
<Ipc>
<SchedulerQueue>IPC_QUEUE_GATEWAY_TO_SEQUENCER</SchedulerQueue>
</Ipc>
</Gateway>
<Sequencer>
<Port>9001</Port>
<!--
Queue used to transfer messages from the ingestion layer (Gateway message reader)
to the sequencing layer which retrieves incoming order messages from this queue,
assigns a unique, strictly increasing sequence number to each order, and appends the
sequenced order to a persistent append-only log (for durability and recovery).
Once persisted, the sequenced order is forwarded to the matching engine (seperate process).
-->
<BlockingQueue>
<!-- Maximum number of messages that can be buffered in the queue -->
<Size>4096</Size>
</BlockingQueue>
<Ipc>
<SequencerQueue>IPC_QUEUE_GATEWAY_TO_SEQUENCER</SequencerQueue>
<MatchingEngineQueue>IPC_QUEUE_SEQUENCER_TO_ENGINE</MatchingEngineQueue>
</Ipc>
</Sequencer>
</Exchange>