The ErrorReport is a custom, user-defined, message used by the Whisperer Feed Handler to notify the Client of any erroneous scenarios that are encountered during operation. In some circumstances these may be regarded as informational, but usually they will require some action by the Client so must not be ignored.
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 re connection.
The ErrorReport category is indicated via the message Subject field.
In the event that a venue session is not established at the first attempt, Whisperer will notify the Client of state/progress until such time as the connection is successfully established, or the Client sends a UserRequest to terminate the logon attempts. These messages are purely informational:
Subject = VenueLogonError - The current Venue connection or logon attempt failed.Subject = VenueSeqNumError - A Venue sequence number gap was detected (either inbound or outbound).Subject = MFAPIMessageRejected - The client sent a message type not supported by the Venue, for example they attempted to submit a QuoteRequest to an order-matching Venue.Subject = MFAPIValidationError - Whisperer performs validation of individual message fields in order to ensure that is is always able to construct a well-formed Venue message. Should the client omit the population of a required field, or populate it with an unsupported value, then Whisperer cannot translate the message correctly, and it will not be sent to the Venue.| In the event that a Client message fails Whisperer validation checks, it is entirely the Client's responsibility to ensure that Venue state is managed correctly as a result of this error. For Production systems, MarketFactory recommends that the Client disconnect immediately, so that the necessary corrective action may be taken. |
Subject = VenueMessageUnexpected - It is sometimes possible that a Venue may send unsupported messages to the Client once connected. For example, an ECN end-user may quite legitimately make a request for an unsupported product type. Whisperer ensures that the Client is always informed of these events by emitting an ErrorReport containing the full message details.Subject = SessionRejectSentByMF - A Session-level Reject message was sent to the Venue by Whisperer.Subject = SessionRejectReceivedByMF - A Session-level Reject message was sent by the Venue to Whisperer.Subject = BusinessMessageRejectSentByMF - A Business-level Reject message was sent to the Venue by Whisperer.Subject = BusinessMessageRejectReceivedByMF - A Business-level Reject message was sent by the Venue to Whisperer.Subject = MFAPIForcedDisconnect - Whisperer was forced to disconnect the Client session. This will only occur in erroneous circumstances, for example the Client is unable to keep up with message rates.Subject = MFAPITranslationFailure - Whisperer was unable to correctly translate between Client and Venue messages. This will only occur in erroneous circumstances, e.g. Hardware failure leading to a restart and loss of required caches.