Handler Class Reference

High-level handler abstraction. More...

Public Member Functions
	Handler (const Settings &config)
void	subscribe (const InstrumentSubscription &sub)
	Subscribe to instrument(s). Call this member before login.
bool	unsubscribe (const InstrumentSubscription &sub)
	Unsubscribe instrument(s). More...
void	login (const UserAccounts &accounts, const std::string &programId, bool force=false)
	Establishes the connection to the SGX gateway. More...
bool	isLoggedIn ()
	Returns true if Handler object is connected.
void	logout ()
	Logs out and stops the Handler.
void	logoutAsync ()
	Request for logout from the SGX gateway. More...
void	restart ()
	Restart sessions.
void	restartAsync ()
	Request for restart sessions. More...
void	changePassword (const std::string &loginId, const std::string &oldPassword, const std::string &newPassword)
	Changes the current password.
HandlerState::Enum	getState () const
	Get handler state.
void	log (LogLevel::Enum logLevel, const char *logMessage, size_t length)
	Logs the given user-level message to the handler log.
void	log (LogLevel::Enum logLevel, const char *logMessage)
	Logs the given user-level message to the handler log.
void	log (LogLevel::Enum logLevel, const std::string &str)
	Logs the given user-level message to the handler log.
void	registerErrorListener (ErrorListener *listener)
	Registers the error listener.
void	registerDedicatedStopOrderChangeListener (DedicatedStopOrderChangeListener *listener)
	Registers the Exchange message listener.
void	registerMarketInfoListener (MarketInfoListener *listener)
	Registers the Market Info listener.
void	registerExchangeMessageListener (ExchangeMessageListener *listener)
	Registers the Exchange message listener.
void	registerFirmOrderBookListener (FirmOrderBookListener *listener)
	Registers the Firm Order Book listener.
void	registerInstrumentStatusListener (InstrumentStatusListener *listener)
	Registers the Instrument Status Update listener.
void	registerInstrumentDefinitionListener (InstrumentDefinitionListener *listener)
	Registers the Instrument Definitions listener.
void	registerPriceDepthListener (PriceDepthListener *listener)
	Registers the price depth listener.
void	registerIncrementalPriceDepthListener (IncrementalPriceDepthListener *listener)
	Registers the price depth incremental listener.
void	registerFullOrderDepthChangeListener (FullOrderDepthChangeListener *listener)
	Registers the full order depth change listener.
void	registerTradeInfoListener (TradeInfoListener *listener)
	Registers the trade information listener (market-data user only). More...
void	registerTradeListener (TradeListener *listener)
	Registers the trade listener.
void	registerDetailedTradeInfoListener (DetailedTradeInfoListener *listener)
	Registers the detailed trade information listener (trading user only). More...
void	registerHandlerStateListener (HandlerStateListener *listener)
	Register the handler status listener.
void	registerExchangeListener (ExchangeListener *listener)
	Registers the exchange listener.
void	registerPreliminarySettlementPriceListener (PreliminarySettlementPriceListener *listener)
	Registers the preliminary settlement price listener.
void	registerMissingTradeListener (MissingTradeListener *listener)
	Registers the missing trade listener.
void	enterOrder (const OrderRecord &order)
	Enters a new order. More...
void	enterOrder (MultiOrderRecord &order)
void	alterOrder (const OrderRecord &order, int32 balanceQuantity)
	This transaction is used to send orders that have led to closings outside the Exchange. More...
void	cancelOrder (const OrderId &orderId)
	Cancels the existing order by the given exchange order Id.
void	cancelOrder (const std::string &orderId)
	Cancels existing order by the given client Id.
void	cancelInactiveOrders (const std::string &symbol)
	Delete inactive orders for series.
void	restoreOwnDeals (const OMexDate &date, const InstrumentTypeId &instrument, unsigned firstSeqNum, unsigned lastSeqNum)
	Restore own deals history.
void	queryPreliminarySettlementPrices (const SeriesId &seriesId, const OMexDate &settlementDate, SettlementPriceType::Enum settlementPriceType)
	Query Preliminary Settlement Prices. More...
const BusinessDate &	getBusinessDate () const
	Get current business date.
uint32	getMultiOrderMaxSize () const
	Get maximum number of orders in multi-order transaction.
const std::string &	licenseExpirationDate () const
	Get the license expiration date.

Static Public Member Functions
static const std::string &	version ()
	Version of handler.

Detailed Description

High-level handler abstraction.

Each method can throw:

Exceptions

ArgumentException	Invalid parameters in Handler class methods call.
InvalidOperationException	Method call is invalid for object's current state.
OmnApiException	Error during OMN API operation.
SystemException	System-level errors on local side.

Member Function Documentation

void alterOrder	(	const OrderRecord &	order,
		int32	balanceQuantity
	)

This transaction is used to send orders that have led to closings outside the Exchange.

Alter existing order by the given order information.

Parameters

order	Changed order.
balanceQuantity	If the field balance_quantity_i is provided the system checks this quantity against the existing total volume of the order prior to applying the amendment. If the two match then the amendment is applied, if not, an error is returned.

Note

When altering the time validity of an order, the system will take the new time relative to when the alter transaction was received by the Central System.

void enterOrder

(

const OrderRecord &

order

)

Enters a new order.

Note

Order record will be completed with exchange order Id and series.

void login	(	const UserAccounts &	accounts,
		const std::string &	programId,
		bool	force = false
	)

Establishes the connection to the SGX gateway.

Parameters

accounts	The exchange account. In multisession mode first account should be "market data" account and other accounts should be "trading" accounts.
programId	Program id of the application. Example: "QUICKTRADE V24-3".
force	Flag for normal/forced login. Login normal: Fail if same user id has been login in another session. Login normal: Will terminate the existing session with same user id, and login as new session.

void logoutAsync

(

)

Request for logout from the SGX gateway.

Note that you can't delete handler until logout is done

void queryPreliminarySettlementPrices	(	const SeriesId &	seriesId,
		const OMexDate &	settlementDate,
		SettlementPriceType::Enum	settlementPriceType
	)

Query Preliminary Settlement Prices.

Parameters

seriesId	is either zero filled or filled with Country Code, Market Code and Commodity Code.
settlementDate	Settlement Date.
settlementPriceType	Settlement Price Type.

void registerDetailedTradeInfoListener

(

DetailedTradeInfoListener *

listener

)

Registers the detailed trade information listener (trading user only).

This callback is result of BD4 processing.

void registerTradeInfoListener

(

TradeInfoListener *

listener

)

Registers the trade information listener (market-data user only).

This callback is result of BD1 processing.

void restartAsync

(

)

Request for restart sessions.

Note that you can't delete handler until restart is done

bool unsubscribe

(

const InstrumentSubscription &

sub

)

Unsubscribe instrument(s).

Call this member before login.

Returns

True if Handler was subscribed to given instrument(s) before.