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