GL SLE Plug-in - Technical Reference

Introduction

The Geneos GL SLE plug-in is part of a suite of modules that monitors aspects of the GL trading system.

This monitors the local SLE sending order instructions to an exchange, and receiving acknowledgements from them. It monitors the current and worst delays, number of instructions sent, and number of order instructions that have not been acknowledged.

It also handles most world exchanges, see exchange > type in the Technical Reference section for details.

View

gl-sle0

Headline Legend

Name Description
SLE Mode Indicates whether the SLE is currently functioning as a MASTER or a SLAVE. If no fail-over SLE exists, then the mode is shown as SINGLE.
SLE Database Synchronization Indicates whether SLE database synchronization is currently PRIMARY or BACKUP. If this information is not available, headline will not appear.
Sent to <exchange> today
The total number of order instructions sent to the exchange today.

Includes orders, modifications and cancellations.

Unacknowledged The number of order instructions that have not been acknowledged over a user defined period (default 10 seconds).
receivedMessages The number of order instructions received from the exchange.
totalMessages The sum of order instructions sent to and received from the exchange.
Current turnaround sec The current number of seconds that order instructions are currently taking to be acknowledged by the exchange. This will show the largest turnaround time in this sample.
Last turnaround time sec Shows the last non-zero value of Current turnaround sec.
averageTurnaround The average time, in seconds, that an order instruction took to be acknowledged by the exchange over the last X seconds, where X defaults to 600 and is configurable (see the technical reference section for details)
averageTurnaroundToday The average time, in seconds, that an order instruction took to be acknowledged by the exchange today.
maxMessagesAllowed Displays the maximum number of messages allowed to/from the SLE. This headline will only be visible if the ini file has been set.

Table Legend

Name Description
id The unique ID of the slowest acknowledged or unacknowledged order.
instruction Shows detail of the order that has the worst turnaround time and any instructions that have not been acknowledged, as they appear in the EMIS_xxxxx.log.
turnaroundTime Displays the worst order turnaround time, and any unacknowledged orders.
orderSendTime Displays the send time of the corresponding order.

Plug-in commands

The GL SLE plug-in has an additional internal Accept command. This command enables you to "accept" an unacknowledged order row so that it is removed from the dataview. For more information on this command, see Gateway Commands.

GL SLE Configuration

The plug-in depends on information supplied by the SLE process. The log level of the SLE process is crucial, and the SLE must log individual order transmissions and acknowledgements. This can be achieved by setting the tracelevel parameter in the [LOG] section of the slev5.ini file to a value of 70 or greater. A restart of the SLE process will be required for this value to take effect.

Increasing the log level of the SLE will increase the size of the log file that the SLE generates. ITRS recommends that the free disk space on this disk partition and the physical size of the log file be monitored to avoid possible issues. This may be achieved with the DISK and FKM plugins.

The GL-SLE plug-in handles millisecond resolution in SLEv5. In order to enable millisecond reporting in the P10 log files, set the following in the [LOG] section of the slev5.ini file:

millisecond = 1

Plug-in Configuration

GENEOS GL-SLE Plug-in monitors the local SLE to exchange parameters.

exchange

Allows the exchange to be configured

exchange > type

For SLEv5, set this to SLEV5. For pre-SLEv5, set this to the type of exchange.

Mandatory: Yes

exchange > name

This is a display name for the exchange.

Mandatory: No
Default: The exchange type

sleLogDirectory

Specifies the full path to the GL directory where the general SLE log files reside.

e.g. <GL root>/sle/logs

Mandatory: Yes

marketLogDirectory

Specifies the full path to the GL directory where the log files that contain send and receive order instructions reside.

e.g. <GL root>/slev5liffe/logs
Mandatory: No
Default: The same as sleLogDirectory

sendFilePrefix

Pre-SLEv5:
The part of the send file name that precedes the date. Defaults to EMIS.
For SLEv5:
Must be set to <exchange_name>_recv or P10_send (if the exchange specific log does not exist)
e.g. slev5liffe_recv
Mandatory: Yes (for SLEv5)
Default: EMIS (for pre-SLEv5)

receiveFilePrefix

Pre-SLEv5:
The part of the receive file name that precedes the date. Defaults to RECEP.
For SLEv5:
Must be set to <exchange_name>_send or P10_recv (if the exchange specific log does not exist)
e.g. slev5liffe_send
Mandatory: Yes (for SLEv5)
Default: RECEP (for pre-SLEv5)

orderMatchToken

This allows the default order match tokens to be replaced. Setting this will define a single Order Match Token. The 4 match tokens that are used if this value is not defined will be ignored if this is set.

Mandatory: No
Default: SLEOrderId, SLECommandId, localSLECommandID and FENXOrderId

averageTurnaroundInterval

The amount of time used for generating the average displayed in the averageTurnaround headline variable.

Mandatory: No
Units: Seconds
Default: 600 (10 minutes)

unack > unacknowledgeTime

The time after which an order instruction that has not received an acknowledgement is considered to be unacknowledged.

Mandatory: No
Units: Seconds
Default: 10

unack > maxInstructionsToDisplay

The maximum number of unacknowledged instructions that should be displayed. This limits the number of instructions sent from the Netprobe to the Gateway in the event of total exchange outage.

Mandatory: No
Default: 10

filenameChangeCheckInterval

How often to check for new versions of the files, i.e. filenames with the current days date.

Mandatory: No
Units: Seconds
Default: 60

trackAllMessages

Without this option set Quote, TACTIC, zero price and zero quantity orders will not be counted.

Mandatory: No
Default: false

includeZeroPriceOrders

SLEv5 Liffe Options orders seem to sometimes have no price set. Typically these will be rejected, unless this parameter is set to 'true'.

This setting only applies to SLEv5.

Mandatory: No
Default: false

maxSendOrderLinesPerSample

The maximum number of lines to process before skipping to the end of the file and clearing the unacknowledged order list. Setting this too low may cause orders to be missed, setting it too high may cause the plug-in to time out.

This parameter should not be set higher than maxReceiveOrderLinesPerSample.

Mandatory: No
Default: 30,000

maxSendOrdersPerSample

The maximum number of orders to process before skipping to the end of the file and clearing the unacknowledged order list. Setting this too low may cause orders to be missed, setting it too high may cause the plug-in to time out.

This parameter should not be set higher than maxReceiveOrdersPerSample.

Mandatory: No
Default: 10,000

maxReceiveOrderLinesPerSample

The maximum number of lines to process before skipping to the end of the file and clearing the unacknowledged order list. Setting this too low may cause orders to be missed, setting it too high may cause the plug-in to time out.

This parameter should not be set lower than maxSendOrderLinesPerSample.

Mandatory: No
Default: 30,000

maxReceiveOrdersPerSample

The maximum number of orders to process before skipping to the end of the file and clearing the unacknowledged order list. Setting this too low may cause orders to be missed, setting it too high may cause the plug-in to time out.

This parameter should not be set lower than maxSendOrdersPerSample.

Mandatory: No
Default: 10,000

sle_ini

Allows the sle ini file to be specified.

sle_ini > filename

Specifies the full path (including filename) of the sle ini file. (Usually called slev5.ini or sle.ini). The Headline MaxMessagesAllowed is only shown if this parameter is specified.

Mandatory: No

sle_ini > version

Indicates the version of the sle ini file.

Mandatory: No
Default: V5

duplicateOrderTest

Controls how the plug-in detects duplicate outgoing orders in the log file.

Value Description
OFF Do not test. Each order is tracked independent of whether it is a duplicate of a previous order.
ID Uses the ID of the message to identify and ignore duplicate messages.
ID_AND_DESC Uses the ID and description to identify and ignore duplicate messages.
Mandatory: No
Default: OFF

doNotTimeQuoteRq

If set to true, SLEv5 Quote orders (valueType=81) will be ignored.

Mandatory: No
Default: false

useMtimeToMatchLogFiles

Determines what strategy to use when trying to locate the most recent log files from a directory which may contain multiple log files. If true, compares log files by modification date else compares them by creation dates.

Mandatory: No
Default: false

internalEventLevel

The plugin will generate ticker events in the gateway for certain events. This option controls the severity of the event.

Value Description
CRITICAL Generate critical ticker event and log in the netprobe logfile.
WARNING Generate warning ticker event and log in the netprobe logfile.
INFO Generate info ticker event and log in the netprobe logfile.
NONE Log in the netprobe logfile only.
Mandatory: No
Default: CRITICAL