Handler Class Reference

Provites a trading interface to the NYSE Euronext Common Customer Gateway (CCG). More...

List of all members.

Public Member Functions
	Handler (const char *licenseDirectory=".", LogLevel::Enum logLevel=LogLevel::Debug, LogSettings::Enum logSettings=LogSettings::Default, const char *logDir="logs", const char *logFileNamePrefix="EuronextCcgHandlerCpp")
	Constructor.
	Handler (const HandlerSettings &settings)
	Constructor.
	~Handler ()
	Destructor (no virtual behaviour)
UInt32	uniqueId () const
	Unique identifier of this handler.
void	connect (const char *hostName, UInt16 port, const char *senderSubId, const char *senderCompId, SequenceNumber lastSequenceNumber=-1, UInt16 heartbeatInterval=30, bool cancelOnDisconnect=false)
	Establishes the connection.
void	disconnect ()
	Force session disconnect.
HandlerState::Enum	state () const
	Get connection state.
void	localNetworkInterface (const char *value)
	Set network interface.
const char *	localNetworkInterface () const
	Get network interface.
void	throttleLimit (UInt32 itemsPerSecond)
	Set throttle limit.
UInt32	throttleLimit () const
	Get throttle limit.
SequenceNumber	lastSendSequenceNumber () const
	Get last sent message sequence number.
SequenceNumber	lastReceiveSequenceNumber () const
	Get last received message sequence number.
SequenceNumber	send (const RequestWrapper &request)
	Send universal request.
SequenceNumber	send (const Logon &request)
	Send logon (delegate to connect method).
SequenceNumber	send (const Logout &request)
	Send logout (delegate to disconnect method).
SequenceNumber	send (const NewOrderSingle &request)
	Post new order.
SequenceNumber	send (const NewOrderList &request)
	Post new mass order.
SequenceNumber	send (const NewOrderCross &request)
	Post new cross order.
SequenceNumber	send (const OrderCancelRequest &request)
	Delete order.
SequenceNumber	send (const OrderMassCancelRequest &request)
	Delete list of orders.
SequenceNumber	send (const QuoteRequest &request)
	Post quote.
SequenceNumber	send (const MassQuote &request)
	Post mass quote.
SequenceNumber	send (const OrderRevisionRequest &request)
	Modification of order.
SequenceNumber	send (const OrderRevisionList &request)
	Modification of orders.
SequenceNumber	send (const OrderCancelList &request)
	Cancel previously submitted orders.
SequenceNumber	send (const OrderMassStatusRequest &request)
	Request status of order.
SequenceNumber	send (const SecurityDefinitionRequest &request)
	Define new strategy market.
SequenceNumber	send (const StockOrderRoutingRequest &request)
	Route stock order.
SequenceNumber	send (const MMConfigurationStatusRequest &request)
	Configure Market Maker configuration.
SequenceNumber	send (const SetMMProtection &request)
	Set Market Maker protection.
SequenceNumber	send (const AdjustMMPosition &request)
	Adjust Market Maker position.
SequenceNumber	send (const GetMMProtectionStatus &request)
	Get Market Maker protection status.
void	registerListener (IHandlerStateListener &listener)
	Register handler state listener.
void	unregisterListener (IHandlerStateListener &listener)
	Unregister handler state listener.
void	registerListener (ISessionListener &listener)
	Register session listener.
void	unregisterListener (ISessionListener &listener)
	Unregister session listener.
void	registerListener (IExchangeListener &listener)
	Register Exchange listener.
void	unregisterListener (IExchangeListener &listener)
	Unregister Exchange listener.
void	registerListener (IMarketMakersListener &listener)
	Register Market Makers listener.
void	unregisterListener (IMarketMakersListener &listener)
	Unregister Market Makers listener.
void	registerListener (ILogListener &listener)
	Register log messages listener.
void	unregisterListener (ILogListener &listener)
	Unregister log messages listener.
void	unregisterAllListeners ()
	Unregister all listeners.
const char *	licenseExpirationDate () const
	Get the license expiration date.
Static Public Member Functions
static const char *	version ()
	Version of handler.

---

Detailed Description

Provites a trading interface to the NYSE Euronext Common Customer Gateway (CCG).

---

Constructor & Destructor Documentation

Handler	(	const char *	licenseDirectory = ".",
		LogLevel::Enum	logLevel = LogLevel::Debug,
		LogSettings::Enum	logSettings = LogSettings::Default,
		const char *	logDir = "logs",
		const char *	logFileNamePrefix = "EuronextCcgHandlerCpp"
	)

Constructor.

Parameters:

licenseDirectory	Path to directory with handler license
logLevel	Level of log detail
logSettings	Configuration of log output
logDir	Path to directory where Handler stores log files
logFileNamePrefix	Prefix for the log file

Exceptions:

ArgumentException	If logLevel or logSettings not valid
OperationException	License expired.
OperationException	License not available.
OperationException	Unknown license status.
OperationException	No license information available.

Handler

(

const HandlerSettings &

settings

)

Constructor.

Parameters:

settings

Handler's configuration settings.

Exceptions:

ArgumentException	If logLevel or logSettings not valid
OperationException	License expired.
OperationException	License not available.
OperationException	Unknown license status.
OperationException	No license information available.

---

Member Function Documentation

void connect	(	const char *	hostName,
		UInt16	port,
		const char *	senderSubId,
		const char *	senderCompId,
		SequenceNumber	lastSequenceNumber = -1,
		UInt16	heartbeatInterval = 30,
		bool	cancelOnDisconnect = false
	)

Establishes the connection.

Note:

Blocks until the logon reply is received.

Should be called only when Handler is disconnected.

Parameters:

hostName	Hostname to connect to.
port	Port number to connect to.
senderSubId	Indicates the name of the member institution and describes a legal entity.
senderCompId	The unique identifier of a Trading Session provided by Exchange to a certain member.
lastSequenceNumber	Indicates the sequence number of the message that was last processed by the server. See "Logon (A) session message" for details.
heartbeatInterval	Specifies the heartbeat interval in seconds (min value - 0, max - 65536).
cancelOnDisconnect	If this param is set then it will mean that a mass cancellation of non-GTC orders, will be triggered on any type of logoff (ie logoff request, disconnection on failure, forced disconnection).

Exceptions:

std::exception	Cannot set the local network interface.
std::exception	Cannot connect to hostname on port.
std::exception	Cannot configure size of receive buffer for the socket.
std::exception	Cannot configure size of send buffer for the socket.
OperationException	Invalid agrument is given.
LogonRejectedException	After sending Logon (A) Logon Reject (L) received.

void disconnect

(

)

Force session disconnect.

Note:

Blocks until the Session Logout procedure is finished.

const char* licenseExpirationDate

(

)

const

Get the license expiration date.

Returns:

License expiration date.

void localNetworkInterface

(

const char *

value

)

Set network interface.

Parameters:

value

Specifies the local network interface from which you intend to send and receive data.

Exceptions:

NullArgumentException

Invalid agrument is given.

const char* localNetworkInterface

(

)

const

Get network interface.

Returns:

Network interface for TCP connection.

void registerListener

(

IHandlerStateListener &

listener

)

Register handler state listener.

Note:

Blocks until the complete listener registration.

Parameters:

listener

See IHandlerStateListener for details.

void registerListener

(

ISessionListener &

listener

)

Register session listener.

Note:

Blocks until the complete listener registration.

Parameters:

listener

See ISessionListener for details.

void registerListener

(

IExchangeListener &

listener

)

Register Exchange listener.

Note:

Blocks until the complete listener registration.

Parameters:

listener

See IExchangeListener for details.

void registerListener

(

IMarketMakersListener &

listener

)

Register Market Makers listener.

Note:

Blocks until the complete listener registration.

Parameters:

listener

See IMarketMakersListener for details.

void registerListener

(

ILogListener &

listener

)

Register log messages listener.

Note:

Blocks until the complete listener registration.

Parameters:

listener

See ILogListener for details.

SequenceNumber send

(

const NewOrderCross &

request

)

Post new cross order.

Parameters:

request

See NewOrderCross for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const GetMMProtectionStatus &

request

)

Get Market Maker protection status.

Parameters:

request

See GetMMProtectionStatus for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const AdjustMMPosition &

request

)

Adjust Market Maker position.

Parameters:

request

See AdjustMMPosition for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const SetMMProtection &

request

)

Set Market Maker protection.

Parameters:

request

See SetMMProtection for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const NewOrderList &

request

)

Post new mass order.

Parameters:

request

See NewOrderList for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const StockOrderRoutingRequest &

request

)

Route stock order.

Parameters:

request

See StockOrderRoutingRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const SecurityDefinitionRequest &

request

)

Define new strategy market.

Parameters:

request

See SecurityDefinitionRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const OrderMassStatusRequest &

request

)

Request status of order.

Parameters:

request

See OrderMassStatusRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const OrderCancelRequest &

request

)

Delete order.

Parameters:

request

See OrderCancelRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const OrderRevisionList &

request

)

Modification of orders.

Parameters:

request

See OrderRevisionRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const QuoteRequest &

request

)

Post quote.

Parameters:

request

See QuoteRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const MassQuote &

request

)

Post mass quote.

Parameters:

request

See MassQuote for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const OrderRevisionRequest &

request

)

Modification of order.

Parameters:

request

See OrderRevisionRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const OrderMassCancelRequest &

request

)

Delete list of orders.

Parameters:

request

See OrderMassCancelRequest for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const RequestWrapper &

request

)

Send universal request.

Parameters:

request

See RequestWrapper for details.

SequenceNumber send

(

const OrderCancelList &

request

)

Cancel previously submitted orders.

Parameters:

request

See OrderCancelList for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const Logon &

request

)

Send logon (delegate to connect method).

Parameters:

request

See Logon for details.

Exceptions:

OperationException	Invalid agrument is given.
std::exception	Cannot set the local network interface.
std::exception	Cannot connect to hostname on port.
std::exception	Cannot configure size of receive buffer for the socket.
std::exception	Cannot configure size of send buffer for the socket.

SequenceNumber send

(

const NewOrderSingle &

request

)

Post new order.

Parameters:

request

See NewOrderSingle for details.

Exceptions:

OperationException

Network send data error.

SequenceNumber send

(

const Logout &

request

)

Send logout (delegate to disconnect method).

Parameters:

request

See Logout for details.

SequenceNumber send

(

const MMConfigurationStatusRequest &

request

)

Configure Market Maker configuration.

Parameters:

request

See StockOrderRoutingRequest for details.

Exceptions:

OperationException

Network send data error.

HandlerState::Enum state

(

)

const

Get connection state.

Returns:

Handler state.

void throttleLimit

(

UInt32

itemsPerSecond

)

Set throttle limit.

Parameters:

itemsPerSecond

Maximum number of outgoing orders (0 - no throttle limit)

void unregisterAllListeners

(

)

Unregister all listeners.

Note:

Blocks until the complete listeners unregistration.

void unregisterListener

(

ILogListener &

listener

)

Unregister log messages listener.

Note:

Blocks until the complete listener unregistration.

Parameters:

listener

See ILogListener for details.

void unregisterListener

(

IExchangeListener &

listener

)

Unregister Exchange listener.

Note:

Blocks until the complete listener unregistration.

Parameters:

listener

See IExchangeListener for details.

void unregisterListener

(

IMarketMakersListener &

listener

)

Unregister Market Makers listener.

Note:

Blocks until the complete listener unregistration.

Parameters:

listener

See IMarketMakersListener for details.

void unregisterListener

(

ISessionListener &

listener

)

Unregister session listener.

Note:

Blocks until the complete listener unregistration.

Parameters:

listener

See ISessionListener for details.

void unregisterListener

(

IHandlerStateListener &

listener

)

Unregister handler state listener.

Note:

Blocks until the complete listener unregistration.

Parameters:

listener

See IHandlerStateListener for details.