All Handler classes are encapsulated into the OnixS::CBOE::Trading::CMi2 namespace. Header files are collected in the master "OnixS/CBOE/Trading/CMi2.h" header file.
The typical way of using the Handler is as follows:
- Create an instance of OnixS::CBOE::Trading::CMi2::HandlerSettings class and adjust Handler's settings.
- Create an instance of OnixS::CBOE::Trading::CMi2::Handler class using previously initialized instance of OnixS::CBOE::Trading::CMi2::HandlerSettings.
- Register error and warning listener to be notified about failures occurred while the Handler processes market data.
- Register listeners for miscellaneous trading events.
- Create an instance of the OnixS::CBOE::Trading::CMi2::Logon class and adjust session settings.
- Establish the connection using the OnixS::CBOE::Trading::CMi2::Handler::connect method.
- Start sending messages.
- Terminate the connection to CBOE CMi2 using the OnixS::CBOE::Trading::CMi2::Handler::disconnect(..) method.
