High-level handler abstraction. More...

Public Types
typedef std::vector< OrderRecord >	OrderArray
	Array of orders.

Public Member Functions
	Handler (const HandlerSettings &settings)
	Make an instance of handler using given settings. More...

virtual	~Handler ()
	Finalize instance.

void	subscribe (const char *symbol)
	Subscribe to receive data for specified series identity. More...

void	unsubscribe (const char *symbol)
	Unsubscribe from receiving data for specified symbol. More...

void	login (const UserAccounts &accounts, const char *programId, bool force=false)
	Establish a connection to the BrokerTec gateway. More...

void	login (const char userId, const char password, const char gateway, uint32 port, const char programId, bool force=false)
	Establishes the connection to the BrokerTec gateway. More...

bool	isLoggedIn ()
	Returns true if Handler is connected. More...

void	logout ()
	Disconnects from the BrokerTec gateway.

void	logoutAsync ()
	Request for logout from the BrokerTec gateway. More...

void	restart ()
	Restart all sessions.

void	restartAsync ()
	Request for restart sessions. More...

void	changePassword (const char loginId, const char oldPassword, const char *newPassword)
	Changes the current password.

HandlerState::Enum	getState () const
	Get handler state. More...

void	log (LogLevel::Enum logLevel, const char *logMessage, size_t length)
	Logs the given user-level message to the handler log. More...

void	log (LogLevel::Enum logLevel, const char *logMessage)
	Logs the given user-level message to the handler log. More...

void	log (LogLevel::Enum logLevel, const std::string &logMessage)
	Logs the given user-level message to the handler log. More...

void	registerErrorListener (ErrorListener *listener)
	Register an error listener. More...

void	registerHandlerStateListener (HandlerStateListener *listener)
	Register a Handler state listener. More...

void	registerInstrumentDefinitionListener (InstrumentDefinitionListener *listener)
	Register the Instrument Definitions listener. More...

void	registerPriceDepthListener (MarketListener *listener)
	Register the price depth listener. More...

void	registerFullOrderDepthUpdateListener (FullOrderDepthUpdateListener *listener)
	Register the full order depth update listener. More...

void	registerFullOrderDepthChangeListener (FullOrderDepthChangeListener *listener)
	Register the full order depth change listener. More...

void	registerPriceLevelChangeListener (PriceLevelChangeListener *listener)
	Register the price level change listener. More...

void	registerTradeListener (TradeListener *listener)
	Register the trade listener. More...

void	registerTradeInfoListener (TradeInfoListener *listener)
	Register the trade information listener. More...

void	registerExchangeListener (ExchangeListener *listener)
	Register the exchange listener. More...

void	registerEditedPriceInformationListener (EditedPriceInformationListener *listener)
	Register the edited price information listener. More...

void	registerOrderDbListener (OrderDbListener *listener)
	Register Order DB listener. More...

void	registerOrderBookDepthListener (OrderBookDepthListener *listener)
	Register Order Book Depth (BO23) listener. More...

void	registerOrderBookLevelsListener (OrderBookLevelsListener *listener)
	Register Order Book Levels (BO14) listener. More...

void	registerTotalOrderBookListener (TotalOrderBookListener *listener)
	Register Total Order Book (MQ7) listener. More...

void	registerFirmOrderBookListener (FirmOrderBookListener *listener)
	Register Firm Order Book listener for particular session. More...

void	enterOrder (OrderRecord &order)
	Enters a new order. More...

void	alterOrder (const OrderRecord &order)
	Alter existing order by the given order information.

void	alterOrders (const OrderArray &orders)
	Alter existing orders.

void	cancelOrder (const OrderId &orderId)
	Cancel the existing order by the given exchange order Id.

void	cancelOrder (const std::string &clientOrderId)
	Cancel the existing order by the given client Id.

void	cancelAllYourOwnOrders (const std::string &symbol)
	Cancel all your own orders for series.

void	cancelAllCompanyOrders (const std::string &symbol)
	Cancel all company orders for series.

void	cancelInactiveOrders (const std::string &symbol)
	Cancel inactive orders for series.

void	restoreOwnDeals (const OMexDate &date, const InstrumentTypeId &instrument, int32 startSequenceNumber=0)
	Restore own deals history.

Log recording / replay
void	startRecordLog (const char *fileName)
	Start record log.

void	stopRecordLog ()
	Stop record log.

static void	replayLog (const char *fileName, const Listeners &listeners)
	Replay log.

Information requests
const BusinessDate &	businessDate () const
	Returns current business date.

const char *	licenseExpirationDate () const
	Returns license expiration date.

static const char *	version ()
	Version of handler.

Detailed Description

High-level handler abstraction.

Each method can throw:

Exceptions

ArgumentException	Invalid parameters in Handler class methods call.
InvalidOperationException	Method call is invalid for object's current state.
OmnApiException	Error during OMN API operation.
SystemException	System-level errors on local side.

Constructor & Destructor Documentation

Handler ( const HandlerSettings & settings )

Make an instance of handler using given settings.

Parameters

settings Handler's settings.

Member Function Documentation

void enterOrder ( OrderRecord & order )

Enters a new order.

Note: Order record will be completed with exchange order Id and series.

HandlerState::Enum getState ( ) const

Get handler state.

Returns: Handler's state.

bool isLoggedIn ( )

Returns true if Handler is connected.

Returns: True, if Handler is logged in, otherwise false.

void log	(	LogLevel::Enum	logLevel,
		const char *	logMessage,
		size_t	length
	)

Logs the given user-level message to the handler log.

Parameters

logLevel	Log level.
logMessage	Log message.
length	Log message length.

void log	(	LogLevel::Enum	logLevel,
		const char *	logMessage
	)

Logs the given user-level message to the handler log.

Parameters

logLevel	Log level.
logMessage	Log message.

void log	(	LogLevel::Enum	logLevel,
		const std::string &	logMessage
	)

Logs the given user-level message to the handler log.

Parameters

logLevel	Log level.
logMessage	Log message.

void login	(	const UserAccounts &	accounts,
		const char *	programId,
		bool	force = `false`
	)

Establish a connection to the BrokerTec gateway.

Parameters

accounts	The exchange account. In multisession mode first account should be "market data" account and other accounts should be "trading" accounts.
programId	Program id of the application. Example: "QUICKTRADE V24-3".
force	Flag for normal/forced login.

Note: Fail if same user id has been login in another session.; Will terminate the existing session with same user id, and login as new session.

void login	(	const char *	userId,
		const char *	password,
		const char *	gateway,
		uint32	port,
		const char *	programId,
		bool	force = `false`
	)

Establishes the connection to the BrokerTec gateway.

Parameters

userId	User ID for login
password	User password for login
gateway	Gateway host/node name or TCPIP address of the OMnet Gateway executor node.
port	Port number of the OMnet Gateway process.
programId	Program id of the application. String(32). The standard requirement is FIRM\|S/W Build_Version\|Contact phone number.
force	Flag for normal/forced login.

void logoutAsync ( )

Request for logout from the BrokerTec gateway.

Warning: Do not delete Handler until logout is done.

void registerEditedPriceInformationListener ( EditedPriceInformationListener * listener )

Register the edited price information listener.

Parameters

listener Instance of OnixS::BrokerTec::EditedPriceInformationListener.

void registerErrorListener ( ErrorListener * listener )

Register an error listener.

Parameters

listener Instance of OnixS::BrokerTec::ErrorListener.

void registerExchangeListener ( ExchangeListener * listener )

Register the exchange listener.

Parameters

listener Instance of OnixS::BrokerTec::ExchangeListener.

void registerFirmOrderBookListener ( FirmOrderBookListener * listener )

Register Firm Order Book listener for particular session.

Parameters

listener Instance of OnixS::BrokerTec::FirmOrderBookListener.

void registerFullOrderDepthChangeListener ( FullOrderDepthChangeListener * listener )

Register the full order depth change listener.

Parameters

listener Instance of OnixS::BrokerTec::FullOrderDepthChangeListener.

void registerFullOrderDepthUpdateListener ( FullOrderDepthUpdateListener * listener )

Register the full order depth update listener.

Parameters

listener Instance of OnixS::BrokerTec::FullOrderDepthUpdateListener.

void registerHandlerStateListener ( HandlerStateListener * listener )

Register a Handler state listener.

Parameters

listener Instance of OnixS::BrokerTec::HandlerStateListener.

void registerInstrumentDefinitionListener ( InstrumentDefinitionListener * listener )

Register the Instrument Definitions listener.

Parameters

listener Instance of OnixS::BrokerTec::InstrumentDefinitionListener.

void registerOrderBookDepthListener ( OrderBookDepthListener * listener )

Register Order Book Depth (BO23) listener.

Parameters

listener Instance of OnixS::BrokerTec::OrderBookDepthListener.

void registerOrderBookLevelsListener ( OrderBookLevelsListener * listener )

Register Order Book Levels (BO14) listener.

Parameters

listener Instance of OnixS::BrokerTec::OrderBookLevelsListener.

void registerOrderDbListener ( OrderDbListener * listener )

Register Order DB listener.

Parameters

listener Instance of OnixS::BrokerTec::OrderDbListener.

void registerPriceDepthListener ( MarketListener * listener )

Register the price depth listener.

Parameters

listener Instance of OnixS::BrokerTec::MarketListener.

void registerPriceLevelChangeListener ( PriceLevelChangeListener * listener )

Register the price level change listener.

Parameters

listener Instance of OnixS::BrokerTec::PriceLevelChangeListener.

void registerTotalOrderBookListener ( TotalOrderBookListener * listener )

Register Total Order Book (MQ7) listener.

Parameters

listener Instance of OnixS::BrokerTec::TotalOrderBookListener.

void registerTradeInfoListener ( TradeInfoListener * listener )

Register the trade information listener.

Parameters

listener Instance of OnixS::BrokerTec::TradeInfoListener.

void registerTradeListener ( TradeListener * listener )

Register the trade listener.

Parameters

listener Instance of OnixS::BrokerTec::TradeListener.

void restartAsync ( )

Request for restart sessions.

Warning: Do not delete Handler until logout is done.

void subscribe ( const char * symbol )

Subscribe to receive data for specified series identity.

Parameters

symbol Series, Identity. See OnixS::Series::symbol for more details.

void unsubscribe ( const char * symbol )

Unsubscribe from receiving data for specified symbol.

Parameters

symbol Series, Identity. See OnixS::Series::symbol for more details.

Public Types

Public Member Functions

Log recording / replay

Information requests

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation