Exchanging Messages

Sending Messages

To send a message to a counterparty, use the OnixS::B3::BOE::Session::send method. The Handler sets all session-level fields automatically (e.g., SeqNum, SendingTimeEpoch).

Note

The session should be fully established before sending application-level messages.

Receiving Messages

To receive messages, override corresponding methods of the OnixS::B3::BOE::SessionListener class and pass the instance of the descendant class to the OnixS::B3::BOE::Session's constructor.

Example

using namespace OnixS::B3::BOE;
using namespace OnixS::B3::BOE::Messaging;

class MyListener : public SessionListener
{
public:
    void onExecutionReportNew(const ExecutionReportNew200& msg, Session* /*sn*/) override
    {
        std::clog << msg << std::endl;
    }
};

const int MarketSegmentId = 80;
const std::string CounterpartyHost = "Localhost";
const int CounterpartyPort = 64124;

SessionSettings settings;

settings.licenseStore("../../license")
        .sessionId(100000000 /* "Value Received From B3" */)
        .accessKey("Value Received From B3")
        .enteringFirm(100 /* "Value Received From B3" */)
        .tradingSystemName("Your Trading System Name Here");

MyListener listener;

Session session(settings, &listener);

session.connect(CounterpartyHost, CounterpartyPort);

typedef MessageHolder<NewOrderSingle102> NewOrderSingle;
NewOrderSingle order;

InboundBusinessHeader & header = order->businessHeader();
header.setMarketSegmentId(MarketSegmentId);

order->setOrdTagId(100)
      .setMmProtectionReset(Boolean::FalseValue)
      .setClOrdId(1)
      .setAccount(10101)
      .setSenderLocation("DMA")
      .setEnteringTrader("TADA")
      .setSelfTradePreventionInstruction(SelfTradePreventionInstruction::None)
      .setSecurityId(100000140035)
      .setSide(Side::Buy)
      .setOrdType(OrdType::Limit)
      .setTimeInForce(TimeInForce::Day)
      .setRoutingInstructionToNull()
      .setOrderQty(100)
      .setPrice(PriceOptional(10100))
      .setInvestorIdToNull()
      .setMemo("VALE3 1714479423613")
      .setDeskId("1");

InvestorID iid;
iid.setPrefix(300);
iid.setDocument(123456);
order->setInvestorId(iid);

session.send(order);

// ...

session.disconnect();