OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.5.1
API documentation
Upgrade from 2.x to 3.x

OnixS ICE iMpact Multicast Price Feed Handler 3.x brings you the flexible, easy to use API, and higher speed, but also enhancements in connectivity and reliability features you expect from ICE iMpact Handler.

Following sections depicts what was changed and what to do with all these changes.

Include directory layout

2.x 3.x
1 #include <OnixS/ICE/iMpact.h>
1 #include <OnixS/ICE/iMpact/MarketData.h>

Namespaces

2.x 3.x
1 using namespace OnixS::ICE::iMpact;
1 using namespace OnixS::ICE::iMpact::MarketData;

Listeners

2.x 3.x
1 OnixS::ICE::iMpact::HandlerStateListener
1 OnixS::ICE::iMpact::MarketData::HandlerStateChangeListener
1 OnixS::ICE::iMpact::HandlerStateListener::onStateChanged
1 OnixS::ICE::iMpact::MarketData::HandlerStateChangeListener::onHandlerStateChange
1 OnixS::ICE::iMpact::ErrorListener::onError(ErrorCode::Enum, const std::string&)
1 OnixS::ICE::iMpact::MarketData::ErrorListener::onError
1 OnixS::ICE::iMpact::BookListener::onBookChanged(MarketId, const Book&, const MessageInfo&)
n/a
1 OnixS::ICE::iMpact::BookListener::onBookUpdated (MarketId, const Book&)
1 OnixS::ICE::iMpact::MarketData::BookListener::onBookUpdated
n/a
1 OnixS::ICE::iMpact::MarketData::BookListener::onBookBundleUpdated
1 OnixS::ICE::iMpact::ExchangeListener::onRfq
1 OnixS::ICE::iMpact::MarketData::ExchangeListener::onRFQ
1 OnixS::ICE::iMpact::ExchangeListener::onStateChanged (MarketId, MarketSnapshotState::Enum)
n/a
1 OnixS::ICE::iMpact::LogReplayListener::onReplayError (const std::string&)
1 OnixS::ICE::iMpact::MarketData::ErrorListener::onError

Handler Settings

2.x 3.x
1 OnixS::ICE::iMpact::HandlerOptions
1 OnixS::ICE::iMpact::MarketData::HandlerSettings
1 OnixS::ICE::iMpact::HandlerOptions::logMode
1 OnixS::ICE::iMpact::MarketData::HandlerSettings::logLevel
2 OnixS::ICE::iMpact::MarketData::HandlerSettings::advancedLogOptions
1 OnixS::ICE::iMpact::HandlerOptions::licenseStore
1 OnixS::ICE::iMpact::MarketData::HandlerSettings::licenseDirectory
1 OnixS::ICE::iMpact::HandlerOptions::logStore
1 OnixS::ICE::iMpact::MarketData::HandlerSettings::logDirectory

Log Replay Settings

LogReplaySetting is no longer available because it was merged with OnixS::ICE::iMpact::MarketData::HandlerSettings - please use OnixS::ICE::iMpact::MarketData::HandlerSettings::logs or OnixS::ICE::iMpact::MarketData::HandlerSettings::inputStream.

Order Book

Class Book has been redesigned and now it available as OnixS::ICE::iMpact::MarketData::OrderBook.

2.x 3.x
1 BookType::Enum OnixS::ICE::iMpact::Book::type
1 OnixS::ICE::iMpact::MarketData::OrderBook::depth
1 BookType::Enum OnixS::ICE::iMpact::Book::getPriceLevels
1 OnixS::ICE::iMpact::MarketData::OrderBook::bids
2 OnixS::ICE::iMpact::MarketData::OrderBook::offers
1 BookType::Enum OnixS::ICE::iMpact::Book::getOrders
1 OnixS::ICE::iMpact::MarketData::OrderBook::bidOrders
2 OnixS::ICE::iMpact::MarketData::OrderBook::offerOrders

Also, MarketOrder class has been renamed and now it available as OnixS::ICE::iMpact::MarketData::Order.