The Lab

Expand all   Collapse all

Versions Compared

Old Version 1

changes.mady.by.user Rob Purdy

Saved on

compared with

New Version Current

changes.mady.by.user Matthew Whitaker

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

The MarketFactory SBE implementation contains two interfaces two to implement in order to connect to Whisperer. 
MFTradingHandler is the interface for trading operations, while MFMarketDataHandler is the interface for processing marketdata messages.
As an example of a simpler interface, there is also MFPriceDepthBookHandler. This should be used when one wishes to consume market data snapshot-by-snapshot. Handlers extending this class receive complete PriceDepthBook updates rather than each individual MDEntryDecoder and MarketDataIncrementalRefreshDecoder.