Getting Started

Inner Contents
	Adjusting Handler Settings
	Error Handling
	Warning Handling
	Listening to incoming messages
	Manipulating Books

Detailed Description

All Handler classes are encapsulated into the OnixS::CurveGlobal::HSVF::MarketData namespace. Header files are collected in the master OnixS/CurveGlobal/HSVF/MarketData.h header file.

The typical way of using the Handler is as follows:

• Create an instance of OnixS::CurveGlobal::HSVF::MarketData::HandlerSettings class and adjust Handler's settings;
• Create an instance of OnixS::CurveGlobal::HSVF::MarketData::Handler class using previously initialized instance of OnixS::CurveGlobal::HSVF::MarketData::HandlerSettings;
• Register error and warning listeners to be notified about failures occurred while the Handler processes market data;
• Create an instance of OnixS::CurveGlobal::HSVF::MarketData::ConnectionMessage class and adjust connection settings;
• Establish the connection using the OnixS::CurveGlobal::HSVF::MarketData::Handler::connect method;
• Start receiving messages;
• Terminate the connection to CurveGlobal using the OnixS::CurveGlobal::HSVF::MarketData::Handler::disconnect method.