Listening to Market Data

Events in the Handler

Once the Handler is started, it listens to a market data from the network, processes it (decodes messages, validates message order, updates order books) and invokes client code for further processing.

The Handler processes market data asynchronously and uses concept of events and event listeners to notify client code about a particular occasion like receiption of security definition or direct book update.

Listening for a particular Event

For each event like Error Occurred Handler provides an interface (C++ class with pure virtual members) like OnixS::Euronext::XDP::ErrorListener. Client code must implement this interface (C++ class) to be able to handle events of a particular type. Handler also exposes a member like OnixS::Euronext::XDP::Handler::registerErrorListener which allows to associate an instance of the event handler with a appropriate event in bounds of a particular instance of the OnixS::Euronext::XDP::Handler class.

Note:

Associating listener for a particular event with an instance of the OnixS::Euronext::XDP::Handler class must be performed while the Handler is in stopped stated. Once the Handler is started, changing listener-event associations is not allowed and may lead to unpredictable behavior as well as may cause unexpected errors.

Associating event listener with an instance of the OnixS::Euronext::XDP::Handler class is also called subscribing to an event.

Handler Events

There're multiple events exposed by the Handler.

Below table describes events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Listener (C++ class) to be implemented	Handler's member to register listener	Description
OnixS::Euronext::XDP::ErrorListener	OnixS::Euronext::XDP::Handler::registerErrorListener	Notifies about abnormal situations during the processing of the market data.
OnixS::Euronext::XDP::ExchangeListener	OnixS::Euronext::XDP::Handler::registerExchangeListener	Notifies about received text messages from Exchange officials.
OnixS::Euronext::XDP::InfoListener	OnixS::Euronext::XDP::Handler::registerInfoListener	Notifies about some important actions of handler.
OnixS::Euronext::XDP::MarketListener	OnixS::Euronext::XDP::Handler::registerMarketListener	Notifies about market data processing.
OnixS::Euronext::XDP::StandingDataListener	OnixS::Euronext::XDP::Handler::registerStandingDataListener	Notifies about securities updates.

Example

Following sample demonstrates how to listen to notifications about security definition receiption:

class MyListener : StandingDataListener
{
public:
    MyListener(){}


private:
    virtual void onOutrightSecurity(Handler * handler, const Security & security)
    {
        cout << "Outright Security Definition received for security '" << security << "'." << endl;
    }

    virtual void onStrategySecurity(Handler * handler, const Security & security)
    {
        cout << "Strategy Security Definition received for security '" << security << "'." << endl;
    }
};

...

Settings settings;

// Settings initialization goes here.
...

Handler handler(serviceId, settings);

MyListener listener;
handler.registerStandingDataListener(&listener);

handler.start();

...