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The MFStpBookingSession interface provides several methods: •

  • tradeCaptureReportSpotForward() used for submitting a TradeCaptureReportSpotForward message via MarketFactory to the back-office platform.
  • • createTradeCaptureReportSpoForwardtcreateTradeCaptureReportSpotForward() factory method to create a new TradeCaptureReportSpotForward object for submission.
  • • tradeCaptureReportForward() used for submitting a TradeCaptureReportForward via MarketFactory to the back-office platform.
  • • createTradeCaptureReportForward() factory method to create a new TradeCaptureReportForward object for submission.
  • • tradeCaptureReportSwap() used for submitting a TradeCaptureReportSwap via Market- Factory to the back-office platform.
  • • createTradeCaptureReportSwap() factory method to create a new TradeCaptureReportSwap object for submission.

Note that the TradeCaptureReport objects do not contain the same fields as the TradeCaptureReport
defined in the MFTradingHandler.MFStpBookingSessionHandlerMFStpBookingSession

logon()

LogonResponse()

replay()

replay()

TradeCaptureReportRequest()

tradeCaptureReportSpot()




Figure 6.1. – MFStpBookingSession message sequence. This shows normal function. Both sides must have synched their sequence numbers before the server will send the TradeCaptureRe- portRequest. This session synching is accomplished via the nextExpectedSeqNum field that is sent during logon.

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6.3 handler features

The MFStpBookingHandler interface provides the basic set of callbacks in common with MFTradingHandler
and MFCommonMarketDataHandler ( onStart(), onStop(), onConnect(), onDisconnect(),
on on( LogonResponse, ...), on( Logout, ...), on( LogoutResponse, ...), and on( Heartbeat,
...) ).

However, the usage is different. Due to the nature of the session, both sides are expected to replay messages in case of dropped connection. The client is to replay TradeCaptureReports (with PossDupFlag set to true), while the server will replay TradeCaptureReportAcks. The replay is controlled via the nextExpectedSeqNum fields which are sent during logon, this communicates to the other side what sequence number it is expecting of the other side, and therefore if replay is required or not.

The application should not start sending TradeCaptureReports until the TradeCaptureReportRequest message is received. This message is used to signal that the system is ready to process TradeCaptureReports sent by the client session.