Once the Handler is started, it listens to messages from the Eurex ETI message flow, processes it and invokes client code for further processing.
The Handler processes messages asynchronously and uses concept of events and event listeners to notify client code about a particular occasion like reception of record.
For each event like Error Occurred Handler provides an interface (C++ class with pure virtual members) like OnixS::Eurex::Trading::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::Eurex::Trading::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::Eurex::Trading::Handler class.
Associating event listener with an instance of the OnixS::Eurex::Trading::Handler class is also called subscribing to an event.
There're multiple events exposed by the Handler. All events can be logically divided onto high- and low- level event sub-set. High-level events reflect various results of message processing done by the Handler like session events LogonResponse received or Reject received. Low-level events are designed for more control over data processing as well for more flexibility and described in different section of this documentation including Advanced Programming section.
The table below describes Administrative events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::AdminListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerAdminListener method of Handler.
The table below describes Strategy Creation events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::StrategyCreationListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerStrategyCreationListener method of Handler.
The table below describes Order Handling events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::OrderHandlingListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerOrderHandlingListener method of Handler.
The table below describes Quote And Cross Request events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::QuoteAndCrossRequestListener):
| Event/Message | Listener's Method |
|---|---|
| RFQResponse | onRFQResponse |
| CrossRequestResponse | onCrossRequestResponse |
To register your listener use the OnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListener method of Handler.
The table below describes Quote Handling events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::QuoteHandlingListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerQuoteHandlingListener method of Handler.
The table below describes Info events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::InfoListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerInfoListener method of Handler.
The table below describes TES events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::TESListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerTESListener method of Handler.
The table below describes SRQS events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::SRQSListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerSRQSListener method of Handler.
The table below describes CLIP events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::CLIPListener):
| Event/Message | Listener's Method |
|---|---|
| CLIPDeletionNotification | onCLIPDeletionNotification |
| CLIPExecutionNotification | onCLIPExecutionNotification |
| CLIPResponse | onCLIPResponse |
To register your listener use the OnixS::Eurex::Trading::Handler::registerCLIPListener method of Handler.
The table below describes Basket events exposed by the Handler, as well as depicts correspondence between events (messages received) and the methods to be implemented in your listener class (derived from OnixS::Eurex::Trading::BasketListener):
To register your listener use the OnixS::Eurex::Trading::Handler::registerBasketListener method of Handler.
