Event Listeners

Events in the Handler

There were five major events exposed by the Handler: Exchange message received, Order Book Changed, Handler (Feed) state changed and Error occurred.

Exchange message received event is fired by the Handler at the time when a subscription is being started. Handler calls associated listener (event handler) for each message it receives. Invocation of the event handler is performed in the same thread in which OnixS::ICE::iMpact::MarketData::Handler::start member was called. Once the subscription is successfully started, the event of this type will no more be fired for subscribed markets (until next start).

Order Book changed event is raised by the Handler in response to received notifications from Multicast Price Feed about added or modified orders, changes in price levels, performed trades, etc. Events of this type occur only when the subscription is active. Associated listener will never be called before OnixS::ICE::iMpact::MarketData::Handler::start succeed and after subscription will be stopped using OnixS::ICE::iMpact::MarketData::Handler::stop member.

Handler (Feed) state changed event is raised by the Handler at the time when the handler' or feed' state is changed.

The Error occurred event is fired by the Handler if any error condition met. This could be a generic error like inability to write to a log file as well as some kind of failure scenario like the reception of a message from Multicast Price Feed with the invalid sequence number. This event is raised by the Handler only when a subscription is active.

Listening for a particular event

For each of these events Handler provides an interface (C++ class with virtual members) like OnixS::ICE::iMpact::MarketData::ErrorListener which has to be implemented to handle the event and a member like OnixS::ICE::iMpact::MarketData::Handler::registerErrorListener which allows to associate instance of event handler with a appropriate event in scope of particular ICE iMpact Handler.

Below table depicts correspondence between events, interfaces for listeners and the Handler's members to subscribe to an event:

Event	Listener interface to be implemented	Handler's member to register listener
Futures/OTC Product Definition Received	ExchangeListener::onFuturesProductDefinition	Handler::registerExchangeListener
Strip Info received	ExchangeListener::onStripInfo	Handler::registerExchangeListener
Options Product Definition Received	ExchangeListener::onOptionsProductDefinition	Handler::registerExchangeListener
Options Strategy Definition Received	ExchangeListener::onOptionsStrategyDefinition	Handler::registerExchangeListener
Market Snapshot Message Received	ExchangeListener::onMarketSnapshot	Handler::registerExchangeListener
Trade Message Received	ExchangeListener::onTrade	Handler::registerExchangeListener
Investigated Trade Message Received	ExchangeListener::onInvestigatedTrade	Handler::registerExchangeListener
Cancelled Trade Message Received	ExchangeListener::onCancelledTrade	Handler::registerExchangeListener
Market Statistics Message Received	ExchangeListener::onMarketStatistics	Handler::registerExchangeListener
Market State Message Received	ExchangeListener::onMarketStateChange	Handler::registerExchangeListener
System Text Message Received	ExchangeListener::onSystemText	Handler::registerExchangeListener
Open Interest Message Received	ExchangeListener::onOpenInterest	Handler::registerExchangeListener
Open Price Message Received	ExchangeListener::onOpenPrice	Handler::registerExchangeListener
Settlement Price Message Received	ExchangeListener::onSettlementPrice	Handler::registerExchangeListener
Marker/Index Prices Message Received	ExchangeListener::onMarkerIndexPrices	Handler::registerExchangeListener
End Of Day Market Summary Received	ExchangeListener::onEndOfDayMarketSummary	Handler::registerExchangeListener
Market Event Message Received	ExchangeListener::onMarketEvent	Handler::registerExchangeListener
Pre-Open Price Indicator Message Received	ExchangeListener::onPreOpenPriceIndicator	Handler::registerExchangeListener
Market Snapshot Order Message Received	ExchangeListener::onMarketSnapshotOrder	Handler::registerExchangeListener
Add/Modify Order Message Received	ExchangeListener::onAddModifyOrder	Handler::registerExchangeListener
Delete Order Message Received	ExchangeListener::onDeleteOrder	Handler::registerExchangeListener
Bundle Marker Message Received	ExchangeListener::onBundleMarker	Handler::registerExchangeListener
Market Snapshot Price Level Message Received	ExchangeListener::onMarketSnapshotPriceLevel	Handler::registerExchangeListener
Add Price Level Message Received	ExchangeListener::onAddPriceLevel	Handler::registerExchangeListener
Change Price Level Message Received	ExchangeListener::onChangePriceLevel	Handler::registerExchangeListener
Delete Price Level Message Received	ExchangeListener::onDeletePriceLevel	Handler::registerExchangeListener
New Options Strategy Definition Message Received	ExchangeListener::onNewOptionsStrategyDefinition	Handler::registerExchangeListener
New Options Market Definition Message Received	ExchangeListener::onNewOptionsMarketDefinition	Handler::registerExchangeListener
RFQ Message received	ExchangeListener::onRfq	Handler::registerExchangeListener
Option Open Interest Message received	ExchangeListener::onOptionOpenInterest	Handler::registerExchangeListener
Option Settlement Price Message received	ExchangeListener::onOptionSettlementPrice	Handler::registerExchangeListener
Order Book updated	OrderBookUpdateListener::onOrderBookUpdated	Handler::registerOrderBookUpdateListener
Order Book updated after message bundle	OrderBookBundleUpdateListener::onOrderBookBundleUpdated	Handler::registerOrderBookBundleUpdateListener
Handler state change	HandlerStateChangeListener::onHandlerStateChange	Handler::registerHandlerStateChangeListener
Feed started	FeedListener::onFeedStarted	Handler::registerFeedListener
Feed stopped	FeedListener::onFeedStopped	Handler::registerFeedListener
Feed error occurred	FeedListener::onFeedError	Handler::registerFeedListener
Multicast message block begin	FeedListener::onMulticastMessageBlockBegin	Handler::registerFeedListener
Multicast message block end	FeedListener::onMulticastMessageBlockEnd	Handler::registerFeedListener
Error occurred	ErrorListener	Handler::registerErrorListener
Log replay finished	LogReplayListener::onReplayFinished	Handler::registerLogReplayListener

Example

The following sample demonstrates how to receive notifications about errors occurred in the Handler:

// `ErrorListener` interface can be hidden from publicity
// to make Handler 'exclusive' user of onError member.
 
class ErrorDumper : OnixS::ICE::iMpact::MarketData::ErrorListener
{
public:
    // Assigns itself to given handler as error listener.
    ErrorDumper(OnixS::ICE::iMpact::MarketData::Handler* handler)
    {
        handler->registerErrorListener(this);
    }
 
private:
    // Implements base interface to dump errors onto console.
    void onError(const Error& error)
    {
        std::cerr << "Error occurred: " << error.description() << std::endl;
    }
};
 
HandlerSettings handlerSettings;
 
Handler handler(handlerSettings);
 
ErrorDumper errorDumper(&handler);