Threading Model

The Handler starts with two threads: one for sending messages and another for receiving messages.

One additional thread will be created if asynchronous logging facility is used. For more details please see Asynchronous Logging section.

All the following callbacks are fired from a single thread:

• OnixS::Eurex::Trading::AdminListener;
• OnixS::Eurex::Trading::InfoListener;
• OnixS::Eurex::Trading::OrderHandlingListener;
• OnixS::Eurex::Trading::QuoteAndCrossRequestListener;
• OnixS::Eurex::Trading::QuoteHandlingListener;
• OnixS::Eurex::Trading::StrategyCreationListener.

It is very important for user code to be as fast as possible in these callbacks to avoid delay with next message processing.