Background

The custom ErrorReport (U2) message was originally used by Whisperer to notify Clients of all erroneous events, no matter the origin - including validation of the messages they sent to the Gateway.

Whilst simple, this notification model meant that:

• Clients found it awkward to distinguish between informational and actionable notifications.
• For actionable notifications, Clients were unable to reliably identify the specific message that was at fault, and were thus unable to recover from the error correctly.

As of 2022.09.14.WE, MarketFactory implemented BusinessMessageReject messages to address these problems, it's usage being agreed with clients on a per-session basis across both UAT and Production.

Affected Venues

• all venues

Change

Market Factory is removing support for the deprecated use case in a phased manner, as per the timeline below.

Timeline

• MarketFactory has provided Whisperer Clients a one year discretionary window in which to implement support for the revised error handling.
• 2023-09-22 - UAT support for the deprecated functionality will be removed.  
• 2023-10-27 - PRODUCTION support for the deprecated functionality will be removed.

Whisperer now uses two messages to report unexpected events to the Client:

• ErrorReport                      - this is retained as an informational message, used to notify the Client of any transient issues that are encountered during operation. No client action is required.
• BusinessMessageReject - this is an actionable message used to notify the Client of message errors that have a business impact, the client is expected to take appropriate corrective action in consequence.

Clients must ensure that their systems gracefully accept both messages, in normal operation and during session synchronisation.

On receipt of a BusinessMessageReject, Clients should inspect the BusinessRejectRefID and RefMsgType to update their internal pricing or order state, as necessary.