Exchanging Messages

Sending Messages

To send a message to a counterparty, use the OnixS::ICE::BOE::Session::send method. The Handler sets all session-level fields automatically (e.g., SeqNum, SendingTimeEpoch).

Note

The session should be fully established before sending application-level messages.

Receiving Messages

To receive messages, override corresponding methods of the OnixS::ICE::BOE::SessionListener class and pass the instance of the descendant class to the OnixS::ICE::BOE::Session's constructor.

Example

 
using namespace OnixS::ICE::BOE;
using namespace OnixS::ICE::BOE::Messaging;
 
class MyListener : public SessionListener
{
public:
    void onExecutionReport_New(const ExecutionReport_New msg, Session* /*sn*/) override
    {
        std::clog << msg << std::endl;
    }
};
 
settings.licenseStore("../../license")
    .userId("SessionId")
    .rawData("rawData")
    .ipSessionToken("ipSessionToken");
 
Session session(SessionType::BUS, settings, &listener);
 
session.connect(host, port);
 
typedef MessageHolder<NewOrderRequest> NewOrderSingle;
NewOrderSingle order;
 
order->side(SideEnum::Buy)
    .clOrdId(123)
    .timeInForce(TimeInForceEnum::Day)
    .orderQty(1000)
    .price(999);
 
session.send(order);
 
// ...
 
session.disconnect();