Getting Started

This section guides through the most significant parts of the Handler's architecture.

All the Handler classes are encapsulated into the OnixS::SURF::MarketData namespace. Header files are collected in the master "OnixS/SURF/MarketData.h" header file.

The typical way of using the Handler is as follows:

• Create an instance of OnixS::SURF::MarketData::HandlerSettings class and adjust Handler's settings;
• Create an instance of OnixS::SURF::MarketData::Handler class using previously initialized instance of OnixS::SURF::MarketData::HandlerSettings;
• Register error and warning listener to be notified about failures occurred while the Handler processes market data;
• Register listeners for miscellaneous trading events;
• Start market data processing by invoking OnixS::SURF::MarketData::Handler::connect member;
• Process data of the events for which listeners were previously registered;
• Stop market data processing using the OnixS::SURF::MarketData::Handler::disconnect member.
• Adjusting Handler Settings Describes primary aspects of configuring the Handler.
• Listening to Market Data Explains various events fired by the Handler.
• Error Handling Provides information about error handling.