Event Listeners

Events in the Handler

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

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

The Order Book changed event is raised by the Handler in response to notifications from the Multicast Price Feed about added or modified orders, changes in price levels, executed trades, and other events. Events of this type occur only when the subscription is active. The associated listener will never be called before Handler::start succeeds, and after the subscription is stopped using the Handler::stop member.

The Handler (Feed) state changed event is raised by the Handler when the handler's or feed's state changes.

The Error occurred event is fired by the Handler when an error condition is met. This could be a generic error, such as an inability to write to a log file, or a failure scenario, such as receiving a message from the Multicast Price Feed with an 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 ErrorListener, which has to be implemented to handle the event and a member like Handler::registerErrorListener, which allows an instance of the event handler to be associated with an appropriate event in the scope of a particular ICE iMpact Handler.

The table below depicts the correspondence between events and listeners interface:

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

To register a particular listener there are corresponding registerListener() member of the Handler class:

Listener interface	Registrar member
ExchangeListener	Handler::registerExchangeListener
OrderBookUpdateListener	Handler::registerOrderBookUpdateListener
OrderBookBundleUpdateListener	Handler::registerOrderBookBundleUpdateListener
HandlerStateChangeListener	Handler::registerHandlerStateChangeListener
FeedListener	Handler::registerFeedListener
ErrorListener	Handler::registerErrorListener
LogReplayListener	Handler::registerLogReplayListener

Example

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

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