A Dynamic Algorithm for Smart Order Routing


 
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Old 09-10-2008
A Dynamic Algorithm for Smart Order Routing

by Robert Almgren and Bill Harts,* StreambaseThe US equity markets have become increasingly complex in recent years. In part due to regulatory changes such as decimalization and Reg NMS, and in part due to technology improvements such as fast data communication, the trader has a wide variety of choice of where to send each piece [...]

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inet6_rth_space(3N)													       inet6_rth_space(3N)

NAME
inet6_rth_add(), inet6_rth_getaddr(), inet6_rth_init(), inet6_rth_reverse(), inet6_rth_segments(), inet6_rth_space() - IPv6 Routing header options manipulation functions. SYNOPSIS
DESCRIPTION
These functions can be used by an application to build and examine an IPv6 Routing header. The Routing header can be used by an IPv6 source to list one or more intermediate nodes to be visited on the way to a packet's destination. These three functions build a Routing header: returns the number of bytes required for a Routing header. initializes the buffer data for a Routing header. adds one IPv6 address to the Routing header. Three functions deal with a returned Routing header: reverses a Routing header. returns the number of segments in a Routing header. fetches one address from a Routing header. These functions are described below: This function returns the number of bytes required to hold a routing header of the specified type containing the specified number of segments (addresses). For an IPv6 Type 0 Routing header, the number of segments must be between 0 and 127, inclusive. The return value is just the space for the Routing header. When the application uses ancillary data, it must pass the returned length to to determine how much memory is needed for the ancillary data object (includ- ing the structure). If the return value is 0, then either the type of the Routing header is not supported by this implementation or the number of segments is invalid for this type of Routing header. This function returns the size but does not allocate the space required for the ancillary data. Note: If type is 2 (Routing Header Type 2), segments must be 1 (RFC 4584). This function initializes the buffer pointed to by bp to contain a Routing header of the specified type. bp_len is only used to verify if the buffer is large enough. The caller must allocate the buffer, and its size can be determined by calling Upon success, the return value is the pointer to the buffer (bp), and the pointer is then used as the first argument to the function. Upon an error, the return value is NULL. Note: If type is 2 (Routing Header Type 2), segments must be 1 (RFC 4584). This function adds the IPv6 address pointed to by addr to the end of the Routing header being constructed. If successful, the member of the Routing header is updated to account for the new address in the Routing header and the return value of the function is 0. Upon an error the return value of the function is -1. Note: If the Routing header is type 2, this function can only be called once. This function takes a Routing header extension header pointed to by the first argument in and writes a new Routing header. The new Routing header sends datagrams along the reverse of that route. The function reverses the order of the addresses and sets the member in the new routing header to the number of segments. Both arguments are allowed to point to the same buffer (that is, the reversal can occur in place). The return value of the function is 0 on success, or -1 upon an error. Note: If Routing header is type 2, this function returns -1 (RFC 4584). This function returns the number of segments (addresses) contained in the Routing header described by bp which can be 0 or greater. The return value of the function is -1 upon an error. This function returns a pointer to the IPv6 address specified by index (which must be a value between 0 and one less than the value returned by in the Routing header described by bp. An application should first call to obtain the number of segments in the Routing header. Upon an error, the return value of the function is NULL. Note: If Routing header is type 2, this function returns a pointer to the IPv6 home address specified by the ip6r2_homeaddr field in which is pointed by bp. The index must be zero. Notes To use these functions, the application must be compiled with: To receive a Routing header, the application must enable the socket option: To send a Routing header, the application specifies it either as ancillary data in a call to or using (see send(2) and getsockopt(2), respectively). EXAMPLES
gives a comprehensive example in Appendix B. SEE ALSO
send(2), getsockopt(2), IPv6(7P), xopen_networking(7). inet6_rth_space(3N)