Listening to Market Data

Primary purpose of OnixS::Senaf::MarketData::Handler class is to process market data transmitted by MDP and deliver the results to the user for further analysis and processing.

The Handler processes market data asynchronously and uses concept of events and event listeners to notify client code about a particular occasion like reception of security definition or direct book update.

Listening to Events

For a better experience SDK groups events and provides C++ classes with virtual members for each of those groups. Client code may override any or all members of each listener to implement own reaction for a particular event. For each listener Handler exposes special member like OnixS::Senaf::MarketData::Handler::registerReferenceListener which allows to associate an instance of the event listener with a appropriate group of events in bounds of a particular instance of the OnixS::Senaf::MarketData::Handler class.

Note

Associating listener for a particular event group with an instance of the OnixS::Senaf::MarketData::Handler class must be performed while the Handler is in stopped stated. Once the Handler is started, changing listener-event associations is not allowed and will lead to throwing exception.

Associating event listener with an instance of the OnixS::Senaf::MarketData::Handler class is also called subscribing to an event.

Primary High-level Events

Below table describes primary groups of events exposed by the Handler as well as depicts correspondence between events, interfaces for listeners and the OnixS::Senaf::MarketData::Handler members to subscribe to an event:

Listener	Member to register listener	Description
OnixS::Senaf::MarketData::ErrorListener	OnixS::Senaf::MarketData::Handler::registerErrorListener	Error events triggered by the Handler during market data processing.
OnixS::Senaf::MarketData::WarningListener	OnixS::Senaf::MarketData::Handler::registerWarningListener	Warning events triggered by the Handler during market data processing.
OnixS::Senaf::MarketData::HandlerStateChangeListener	OnixS::Senaf::MarketData::Handler::registerHandlerStateChangeListener	Handler state change events triggered by the Handler during market data processing.
OnixS::Senaf::MarketData::LogReplayListener	OnixS::Senaf::MarketData::Handler::registerLogReplayListener	Log replay events triggered by the Handler during market data processing.
OnixS::Senaf::MarketData::ReferenceListener	OnixS::Senaf::MarketData::Handler::registerReferenceListener	Reference events triggered by the Handler during market data processing.
OnixS::Senaf::MarketData::MarketPublicationListener	OnixS::Senaf::MarketData::Handler::registerMarketPublicationListener	Market publication events triggered by the Handler during market data processing.
OnixS::Senaf::MarketData::MarketControlListener	OnixS::Senaf::MarketData::Handler::registerMarketControlListener	Market control events triggered by the Handler during market data processing.