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OnixS Eurex ETI Handler C++ library
9.22.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.22.0
API documentation
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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.
Below table describes Administrative events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
Below table describes Strategy Creation events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
| Event | Listener (C++ class) to be implemented | Handler's member to register listener | Description |
| AddComplexInstrumentResponse received | OnixS::Eurex::Trading::StrategyCreationListener::onAddComplexInstrumentResponse | OnixS::Eurex::Trading::Handler::registerStrategyCreationListener | Occurs when AddComplexInstrumentResponse message is received. |
| AddFlexibleInstrumentResponse received | OnixS::Eurex::Trading::StrategyCreationListener::onAddFlexibleInstrumentResponse | OnixS::Eurex::Trading::Handler::registerStrategyCreationListener | Occurs when AddFlexibleInstrumentResponse message is received. |
| AddScaledSimpleInstrumentResponse received | OnixS::Eurex::Trading::StrategyCreationListener::onAddScaledSimpleInstrumentResponse | OnixS::Eurex::Trading::Handler::registerStrategyCreationListener | Occurs when AddScaledSimpleInstrumentResponse message is received. |
Below table describes Order Handling events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
Below table describes Quote And Cross Request events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
| Event | Listener (C++ class) to be implemented | Handler's member to register listener | Description |
| RFQResponse received | OnixS::Eurex::Trading::QuoteAndCrossRequestListener::onRFQResponse | OnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListener | Occurs when RFQResponse message is received. |
| CrossRequestResponse received | OnixS::Eurex::Trading::QuoteAndCrossRequestListener::onCrossRequestResponse | OnixS::Eurex::Trading::Handler::registerQuoteAndCrossRequestListener | Occurs when CrossRequestResponse message is received. |
Below table describes Quote Handling events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
Below table describes Info events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
Below table describes TES events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
Below table describes SRQS events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
Below table describes CLIP events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
| Event | Listener (C++ class) to be implemented | Handler's member to register listener | Description |
| CLIPDeletionNotification received | OnixS::Eurex::Trading::CLIPListener::onCLIPDeletionNotification | OnixS::Eurex::Trading::Handler::registerCLIPListener | Occurs when CLIPDeletionNotification message is received. |
| CLIPExecutionNotification received | OnixS::Eurex::Trading::CLIPListener::onCLIPExecutionNotification | OnixS::Eurex::Trading::Handler::registerCLIPListener | Occurs when CLIPExecutionNotification message is received. |
| CLIPResponse received | OnixS::Eurex::Trading::CLIPListener::onCLIPResponse | OnixS::Eurex::Trading::Handler::registerCLIPListener | Occurs when CLIPResponse message is received. |
Below table describes Basket events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:
| Event | Listener (C++ class) to be implemented | Handler's member to register listener | Description |
| BasketApproveBroadcast received | OnixS::Eurex::Trading::BasketListener::onBasketApproveBroadcast | OnixS::Eurex::Trading::Handler::registerBasketListener | Occurs when BasketApproveBroadcast message is received. |
| BasketBroadcast received | OnixS::Eurex::Trading::BasketListener::onBasketBroadcast | OnixS::Eurex::Trading::Handler::registerBasketListener | Occurs when BasketBroadcast message is received. |
| BasketDeleteBroadcast received | OnixS::Eurex::Trading::BasketListener::onBasketDeleteBroadcast | OnixS::Eurex::Trading::Handler::registerBasketListener | Occurs when BasketDeleteBroadcast message is received. |
| BasketExecutionBroadcast received | OnixS::Eurex::Trading::BasketListener::onBasketExecutionBroadcast | OnixS::Eurex::Trading::Handler::registerBasketListener | Occurs when BasketExecutionBroadcast message is received. |
| BasketResponse received | OnixS::Eurex::Trading::BasketListener::onBasketResponse | OnixS::Eurex::Trading::Handler::registerBasketListener | Occurs when BasketResponse message is received. |
| BasketRollBroadcast received | OnixS::Eurex::Trading::BasketListener::onBasketRollBroadcast | OnixS::Eurex::Trading::Handler::registerBasketListener | Occurs when BasketRollBroadcast message is received. |