Eurex provides information related to the throttling in the following messages:
When the Handler receives any of these messages it updates its internal settings to the new one according to the following fields:
ThrottleTimeInterval- is used to set throttle time interval in number of milliseconds applicable for transaction limit;
ThrottleNoMsgs- is used to set transaction limit per
ThrottleTimeInterval. If set to
0, throttling will be switched off.
Also, the Handler provides additional option to control the throttling - OnixS::Eurex::Trading::HandlerSettings::throttleMessageMargin. This can be useful if a user wants to decrease the number of transactions allowed by throttling settings set by Eurex.
The Handler provides the following callbacks related to the throttling:
When the Handler receives either Session Logon Response or Throttle Update Notification it calls OnixS::Eurex::Trading::SessionListener::onThrottleSettingsChanged.
When the Handler detects that the number of transactions is higher than allowed by Eurex it calls OnixS::Eurex::Trading::SessionListener::onThrottleDelayStarted and starts waiting. When waiting is finished, the Handler calls OnixS::Eurex::Trading::SessionListener::onThrottleDelayFinished and sends a blocked transaction.