Getting Started

Inner Contents
	Licensing
	Logger Settings
	Event Listeners
	Order Books

Detailed Description

B3 Binary UMDF Market Data Handler is a C++ library that provides access to the B3 Unified Market Data Feed (UMDF). Handler encapsulates all low-level aspects of the market data platform, allowing focusing on implementing trading solutions and market data processing algorithms. High-level C++ API allows building applications quickly to get market data without much involvement in raw protocol specifics.

All Handler classes are encapsulated into the OnixS::B3::MarketData::UMDF namespace. Header files are collected in the master OnixS/B3/MarketData/UMDF/UMDF.h header file for your convenience.

The typical way of using the Handler is as follows:

• Create an instance of the Handler's settings.
• Create an instance of the Handler class using the previously initialized instance of settings.
• Register listener for errors and warnings to be notified about failures that occur while the Handler processes market data.
• Register listeners for market data messages or order book events.
• Start market data processing by invoking the Handlers' start method.
• Process data of the events for which listeners were previously registered.
• Stop market data processing using the Handler's stop method.

Configuring and Constructing the Handler

 
    HandlerSettings settings;
 
    settings.loggerSettings.logLevel = LogLevel::Debug;
    settings.loggerSettings.logSettings = LogSettings::Default;
    settings.loggerSettings.logDirectory = "logs";
 
    settings.licenseDirectory = PATH_TO_DIRECTORY_WITH_LICENSE_FILE;
 
    settings.instrumentFeeds.a.address =  CHANNEL_80_INSTRUMENT_FEED_A_ADDRESS;
    settings.instrumentFeeds.a.port =     CHANNEL_80_INSTRUMENT_FEED_A_PORT;
    settings.incrementalFeeds.a.address = CHANNEL_80_INCREMENTAL_FEED_A_ADDRESS;
    settings.incrementalFeeds.a.port =    CHANNEL_80_INCREMENTAL_FEED_A_PORT;
    settings.incrementalFeeds.b.address = CHANNEL_80_INCREMENTAL_FEED_B_ADDRESS;
    settings.incrementalFeeds.b.port =    CHANNEL_80_INCREMENTAL_FEED_B_PORT;
    settings.snapshotFeeds.a.address =    CHANNEL_80_SNAPSHOT_FEED_A_ADDRESS;
    settings.snapshotFeeds.a.port =       CHANNEL_80_SNAPSHOT_FEED_A_PORT;
 
#if !defined(_WIN32)
    settings.networkInterfaceA = NETWORK_INTERFACE_FOR_FEEDS_A;
    settings.networkInterfaceB = NETWORK_INTERFACE_FOR_FEEDS_B;
#endif
 
    Handler handler(settings);
 

Registering Event Listeners

 
    handler.registerWarningListener(&issueListener);
    handler.registerErrorListener(&issueListener);
    handler.registerMessageListener(&messageListener);
    handler.registerOrderBookListener(&orderBookListener);
 

Starting Market Data Processing

 
    handler.start();
    
    // processing listener's events
 
    handler.stop(true);
 

See also

• Getting Started Sample;