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Since there are scenarios where ErrorReport messages may not be delivered (e.g. during session abort sequences), these messages are persisted and will be delivered on reconnection.
Venue Session Management
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Whisperer is solely responsible for the management and correct handling of Venue-side Session Synchronisation, including the necessary logic relating to End of Day Resets etc. |
Venue Logon
Session startup behaviour is standardised across Taker, Maker and CLOB Venue types as follows:
- The MFSBE4 Client first establishes connection to Whisperer with Logon & LogonResponse, then establishes connection to the Venue with UserRequest (UserRequestType=LogOnUser) & UserNotification (UserStatus=LoggedOn).
- Any MFSBE4 Client pricing/trading requests sent before this will be rejected by Whisperer via ErrorReport messages.
Venue Logoff
Venue logoff may be initiated as a result of any of the following:
- A request from the MFSBE4 client via UserRequest (UserRequestType=LogOffUser).
- The Venue initiates a Logout (e.g. End of Day).
- Whisperer detects a dropped connection
In all scenarios, the MFSBE4 Client is notified of the event via UserNotification (UserStatus=LoggedOff).
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Session Synchronisation
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Illustrate multiple logon attempts to venue - 5 attempts, one minute interval, then logout to client. Eg Consider Reuters MAPI. |
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Overview
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