Central class for managing sessions with MarketFactory.
Create sessions using this class. They will be automatically registered with this MFClient. More...

#include <MFClient.h>

Inheritance diagram for MFClient:

Public Member Functions

MFClient ()

Initialize MFClient with no baseport. You must provide a port to the trading session with a MFClient::newTcpTradingSession() and/or the market data sessions via MFClient::newTcpTradingSession(). More...

MFClient (uint16_t baseport)

Initialize MFClient with a provided baseport. You can provide MFClient::AUTO_CALCULATE_PORT_VALUE as the port parameter when creating a session (either trading or market data) and the port will be calculated automatically.

Parameters

baseport uint16_t - trading and market data sessions can use this as a basis to calculate port numbers

More...

size_t run ()

Runs the event loop. This will trigger the onStart method on any registered handlers. Runs the event loop. This will trigger the onStart method on any registered handlers. If this loop ends by the user calling MFClient::stop(), the MFClient is dead and cannot be reused. More...

void stop ()

Stops the event loop and closes open sockets. Signals onStop in all registered handlers. This can be called from an external thread or internally from a handler. More...

size_t runStpBooking ()

Runs the StpBooking event loop. This will trigger the onStart method on any registered handlers. Runs the event loop. This will trigger the onStart method on any registered handlers. If this loop ends by the user calling MFClient::stop(), the MFClient is dead and cannot be reused. More...

void stopStpBooking ()

Stops the StpBooking event loop and closes open sockets. Signals onStop in all registered handlers. This can be called from an external thread or internally from a handler. More...

size_t runTradeDateRollOver ()

Runs the TradeDateRollOver event loop. This will trigger the onStart method on any registered handlers. Runs the event loop. This will trigger the onStart method on any registered handlers. If this loop ends by the user calling MFClient::stopTradeDateRollOver(), the MFClient is dead and cannot be reused. More...

void stopTradeDateRollOver ()

Stops the TradeDateRollOver event loop and closes open sockets. Signals onStop in all registered handlers. This can be called from an external thread or internally from a handler. More...

MFTradingSession * newTcpTradingSession (MFTradingHandler &handler, const std::string &username, const std::string &password, const std::string &hostname, uint16_t port, bool relogonOnDisconnect)

Creates a session for connecting to the trading gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided), providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFTradingHandler& -
username	std::string&
password	std::string&
hostname	std::string&
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have MFClient automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

More...

MFStpBookingSession * newTcpStpBookingSession (MFStpBookingHandler &handler, const std::string &username, const std::string &password, const std::string &hostname, uint16_t port, bool relogonOnDisconnect)

Creates a session for connecting to the stp booking gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided), providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFStbBookingHandler& -
username	std::string&
password	std::string&
hostname	std::string&
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have MFClient automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

More...

MFTradeDateRollOverSession * newTcpTradeDateRollOverSession (MFTradeDateRollOverHandler &handler, const std::string &username, const std::string &password, const std::string &hostname, MFProto::VenueID venueID, uint16_t port, bool relogonOnDisconnect)

Creates a session for connecting to the trade date roll over gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided), providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFTradeDateRollOverHandler& -
username	std::string&
password	std::string&
hostname	std::string&
venueID	Venue_Id
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have MFClient automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

More...

MFMarketDataSession * newTcpMarketDataSession (MFMarketDataHandler &handler, const std::string &venueName, MFProto::VenueID venueID, const std::string &username, const std::string &password, const std::string &hostname, uint16_t port, bool relogonOnDisconnect)

Creates a session for connecting to a particular venue gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided) or MFClient::newTcpTradingSession() was previously called, providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFTradingHandler&
venueName	std::string& - name of the venue
venueID	MFProto::VenueID
username	std::string&
password	std::string&
hostname	std::string&
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have it automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

More...

bool isMarketDataSessionRegistered (MFProto::VenueID venueID)

Returns whether or not there is a registered market data session for a venueID.

Parameters

venueID MFProto::VenueID

More...

Static Public Attributes
static const uint16_t	AUTO_CALCULATE_PORT_VALUE = 0

Detailed Description

Central class for managing sessions with MarketFactory.
Create sessions using this class. They will be automatically registered with this MFClient.

Port calculation:

If the MFClient was created with a baseport then you can provide MFClient::AUTO_CALCULATE_PORT_VALUE as the port parameter when creating a session (either trading or market data) and the port will be calculated automatically.
You may still set the port parameter when creating a session and the session will use the provided value instead of calculating.
If the MFClient was created without a baseport then you must provide a port to the trading session (if any). If you do, then subsequent market data sessions can use the MFClient::AUTO_CALCULATE_PORT_VALUE as the port parameter and the port will be calculated using the trading session's port.
If you do not create a trading session first, or there will not be a trading session, then you must provide a valid port when creating market data sessions.

Constructor & Destructor Documentation

MFClient::MFClient ( )

Initialize MFClient with no baseport. You must provide a port to the trading session with a MFClient::newTcpTradingSession() and/or the market data sessions via MFClient::newTcpTradingSession().

MFClient::MFClient ( uint16_t baseport )

Initialize MFClient with a provided baseport. You can provide MFClient::AUTO_CALCULATE_PORT_VALUE as the port parameter when creating a session (either trading or market data) and the port will be calculated automatically.

Parameters

baseport uint16_t - trading and market data sessions can use this as a basis to calculate port numbers

Member Function Documentation

bool MFClient::isMarketDataSessionRegistered ( MFProto::VenueID venueID )

Returns whether or not there is a registered market data session for a venueID.

Parameters

venueID MFProto::VenueID

MFMarketDataSession * MFClient::newTcpMarketDataSession	(	MFMarketDataHandler &	handler,
		const std::string &	venueName,
		MFProto::VenueID	venueID,
		const std::string &	username,
		const std::string &	password,
		const std::string &	hostname,
		uint16_t	port,
		bool	relogonOnDisconnect
	)

Creates a session for connecting to a particular venue gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided) or MFClient::newTcpTradingSession() was previously called, providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFTradingHandler&
venueName	std::string& - name of the venue
venueID	MFProto::VenueID
username	std::string&
password	std::string&
hostname	std::string&
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have it automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

MFStpBookingSession * MFClient::newTcpStpBookingSession	(	MFStpBookingHandler &	handler,
		const std::string &	username,
		const std::string &	password,
		const std::string &	hostname,
		uint16_t	port,
		bool	relogonOnDisconnect
	)

Creates a session for connecting to the stp booking gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided), providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFStbBookingHandler& -
username	std::string&
password	std::string&
hostname	std::string&
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have MFClient automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

MFTradeDateRollOverSession * MFClient::newTcpTradeDateRollOverSession	(	MFTradeDateRollOverHandler &	handler,
		const std::string &	username,
		const std::string &	password,
		const std::string &	hostname,
		MFProto::VenueID	venueID,
		uint16_t	port,
		bool	relogonOnDisconnect
	)

Creates a session for connecting to the trade date roll over gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided), providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFTradeDateRollOverHandler& -
username	std::string&
password	std::string&
hostname	std::string&
venueID	Venue_Id
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have MFClient automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

MFTradingSession * MFClient::newTcpTradingSession	(	MFTradingHandler &	handler,
		const std::string &	username,
		const std::string &	password,
		const std::string &	hostname,
		uint16_t	port,
		bool	relogonOnDisconnect
	)

Creates a session for connecting to the trading gateway over TCP.
If the MFClient(uint16_t baseport) constructor was used (implying a baseport was provided), providing MFClient::AUTO_CALCULATE_PORT_VALUE as the port will cause the port number to be automatically calculated.

Parameters

handler	MFTradingHandler& -
username	std::string&
password	std::string&
hostname	std::string&
port	uint16_t - specify MFClient::AUTO_CALCULATE_PORT_VALUE to have MFClient automatically choose port.
relogonOnDisconnect	automatically logons when a disconnection occurs.

size_t MFClient::run ( )

Runs the event loop. This will trigger the onStart method on any registered handlers. Runs the event loop. This will trigger the onStart method on any registered handlers. If this loop ends by the user calling MFClient::stop(), the MFClient is dead and cannot be reused.

Note: run() cannot be called after this MFClient is MFClient::stop()ed.

size_t MFClient::runStpBooking ( )

Runs the StpBooking event loop. This will trigger the onStart method on any registered handlers. Runs the event loop. This will trigger the onStart method on any registered handlers. If this loop ends by the user calling MFClient::stop(), the MFClient is dead and cannot be reused.

Note: run() cannot be called after this MFClient is MFClient::stop()ed.

size_t MFClient::runTradeDateRollOver ( )

Runs the TradeDateRollOver event loop. This will trigger the onStart method on any registered handlers. Runs the event loop. This will trigger the onStart method on any registered handlers. If this loop ends by the user calling MFClient::stopTradeDateRollOver(), the MFClient is dead and cannot be reused.

Note: runTradeDateRollOver() cannot be called after this MFClient is MFClient::stopTradeDateRollOver()ed.

void MFClient::stop ( )

Stops the event loop and closes open sockets. Signals onStop in all registered handlers. This can be called from an external thread or internally from a handler.

void MFClient::stopStpBooking ( )

Stops the StpBooking event loop and closes open sockets. Signals onStop in all registered handlers. This can be called from an external thread or internally from a handler.

void MFClient::stopTradeDateRollOver ( )

Stops the TradeDateRollOver event loop and closes open sockets. Signals onStop in all registered handlers. This can be called from an external thread or internally from a handler.

Member Data Documentation

const uint16_t MFClient::AUTO_CALCULATE_PORT_VALUE = 0

static

Value to supply in calls to MFClient::newTcpTradingSession() and MFClient::newTcpMarketDataSession() to have the port automatically calculated

The documentation for this class was generated from the following files:

src/main/cpp/mfclient/MFClient.h
src/main/cpp/mfclient/MFClient.cpp

Public Member Functions

Static Public Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation