The Lab

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"Events" are the those things which happen in the real world, or in the context of MarketFactory, on a Venue. The term "message'' as used in this document may be considered to be the reification of an Event.

In the first instance, the message is generated by the Venue and is sent (in the native format of the Venue) to the MarketFactory FeedServer component. within the Whisperer software. Whisperer normalises these messages and forwards them to MFAPI clients. The API client software decodes this message and invokes the appropriate callback function on the Client Handler. This callback function sees the message as a MarketFactoryMFAPI object, not as the original message from the Venue.


void  onMarketData(const MarketView& marketData, MFClient& client);

void  onEventReport(const EventReport& eventReport, MFClient& client);

void  onBatchComplete(const int batchDefID, MFClient& client);