MFHandler Interface Reference

An interface for callbacks of a market-data client. More...

Inheritance diagram for MFHandler:

Public Member Functions
void	onBatchComplete (int batchDefID, MFClient client)
	Batch Complete Event: Called on completed batches. More...
void	onConnect (MFClient client)
	Called right after a reconnection attempt succeeds. More...
void	onDateRollover (DateRollover dateRollover, MFClient client)
	Date Rollover Event: Called on new date rollover upate. More...
void	onDisconnect (MFClient client)
	Called when connection is broken unexpectedly; this signals that the dispatcher is about to attempt to reconnect and if necessary fail over to the secondary server, if one has been provided. More...
void	onDropCopy (DropCopy dropCopy, MFClient client)
	Trading Event: Callback that gets invoked on DropCopy events. More...
void	onEventReport (EventReport eventReport, MFClient client)
	Report Event: Called on new event report. More...
void	onHeartbeat (Heartbeat heartbeat, MFClient client)
	Called with fast heartbeats containing feed status information. More...
void	onMarketData (MarketView marketData, MFClient client)
	Market Data Event: Called on new market-data updates. More...
void	onOrderCanceled (OrderCanceled orderCanceled, MFClient client)
	Trading Event: Callback that gets invoked when an Order is successfully canceled. More...
void	onOrderCancelRejected (OrderCancelRejected orderCancelRejected, MFClient client)
	Trading Event: Callback that gets invoked when an Order cancel is rejected. More...
void	onOrderDone (OrderDone orderDone, MFClient client)
	Trading Event: Callback that gets invoked when an Order is finished. More...
void	onOrderReceived (OrderReceived orderReceived, MFClient client)
	Trading Event: Callback that gets invoked when an Order is received by the server. More...
void	onOrderRejected (OrderRejected orderRejected, MFClient client)
	Trading Event: Callback that gets invoked when an Order is rejected. More...
void	onOrderSubmitted (OrderSubmitted orderSubmitted, MFClient client)
	Trading Event: Callback that gets invoked when an Order is successfully submitted. More...
void	onReplayDone (ReplayDone replayDone, MFClient client)
	Replay Event: Callback that gets invoked after replay request has been fully processed. More...
void	onStart (MFClient client)
	Called right after we start dispatching events, once per call to client.run(). More...
void	onStop (MFClient client)
	Called right before we stop dispatching events and return from client.run(). More...
void	onSubscriptionEvent (SubscriptionEvent subscriptionEvent, MFClient client)
	Subscription Event: Called when the status of the subscription changes. More...
void	onTradeCapture (TradeCapture tradeCapture, MFClient client)
	Trading Event: Callback that gets invoked on TradeCapture events. More...

Detailed Description

An interface for callbacks of a market-data client.

Member Function Documentation

void onStart

(

MFClient

client

)

Called right after we start dispatching events, once per call to client.run().

Implemented in SubTool.

void onStop

(

MFClient

client

)

Called right before we stop dispatching events and return from client.run().

Implemented in SubTool.

void onDisconnect

(

MFClient

client

)

Called when connection is broken unexpectedly; this signals that the dispatcher is about to attempt to reconnect and if necessary fail over to the secondary server, if one has been provided.

Implemented in SubTool.

void onConnect

(

MFClient

client

)

Called right after a reconnection attempt succeeds.

If reconnection failed, the run() dispatcher will return with an error code.

(Note: this is only used for failover. During connect()/close() there is no active dispatcher, so there is no handler, so no corresponding callback either.)

Implemented in SubTool.

void onHeartbeat	(	Heartbeat	heartbeat,
		MFClient	client
	)

Called with fast heartbeats containing feed status information.

Implemented in SubTool.

void onSubscriptionEvent	(	SubscriptionEvent	subscriptionEvent,
		MFClient	client
	)

Subscription Event: Called when the status of the subscription changes.

Implemented in SubTool.

void onMarketData	(	MarketView	marketData,
		MFClient	client
	)

Market Data Event: Called on new market-data updates.

Implemented in SubTool.

void onEventReport	(	EventReport	eventReport,
		MFClient	client
	)

Report Event: Called on new event report.

Implemented in SubTool.

void onDateRollover	(	DateRollover	dateRollover,
		MFClient	client
	)

Date Rollover Event: Called on new date rollover upate.

Implemented in SubTool.

void onBatchComplete	(	int	batchDefID,
		MFClient	client
	)

Batch Complete Event: Called on completed batches.

Implemented in SubTool.

void onOrderReceived	(	OrderReceived	orderReceived,
		MFClient	client
	)

Trading Event: Callback that gets invoked when an Order is received by the server.

Implemented in SubTool.

void onOrderRejected	(	OrderRejected	orderRejected,
		MFClient	client
	)

Trading Event: Callback that gets invoked when an Order is rejected.

Implemented in SubTool.

void onOrderSubmitted	(	OrderSubmitted	orderSubmitted,
		MFClient	client
	)

Trading Event: Callback that gets invoked when an Order is successfully submitted.

Implemented in SubTool.

void onOrderCanceled	(	OrderCanceled	orderCanceled,
		MFClient	client
	)

Trading Event: Callback that gets invoked when an Order is successfully canceled.

Implemented in SubTool.

void onOrderCancelRejected	(	OrderCancelRejected	orderCancelRejected,
		MFClient	client
	)

Trading Event: Callback that gets invoked when an Order cancel is rejected.

Implemented in SubTool.

void onDropCopy	(	DropCopy	dropCopy,
		MFClient	client
	)

Trading Event: Callback that gets invoked on DropCopy events.

Implemented in SubTool.

void onTradeCapture	(	TradeCapture	tradeCapture,
		MFClient	client
	)

Trading Event: Callback that gets invoked on TradeCapture events.

Implemented in SubTool.

void onOrderDone	(	OrderDone	orderDone,
		MFClient	client
	)

Trading Event: Callback that gets invoked when an Order is finished.

Implemented in SubTool.

void onReplayDone	(	ReplayDone	replayDone,
		MFClient	client
	)

Replay Event: Callback that gets invoked after replay request has been fully processed.

Implemented in SubTool.