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First, use the MFFactory class to create an MFClient instance.

Second, create an instance of your application's trading handler (which implements the MFTradingHandler interface).

Third, use the factory method .newTcpTradingSession() on the MFClient instance to create the trading session object, passing in your application's trading handler. This returns an instance of MFTradingSession, which connects to MarketFactory via TCP.

At this point, the dispatch of events to handlers may be started by calling .run() on the client.

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