All Handler classes are located under the OnixS::ICE::iMpact namespace. Header files are assembled in the "OnixS/ICE/iMpact/MarketData.h" header file.
The typical way of using the Handler is as follows:
- Optionally create an instance of OnixS::ICE::iMpact::MarketData::HandlerSettings class to adjust Handler's options like activating logging.
- Create an instance of OnixS::ICE::iMpact::MarketData::Handler class.
- Register listener for errors to be notified about failures occurred while processing market data from multicast channels.
- Register listeners for miscellaneous events like product definition reception and/or changes in market state.
- Create an subscription for interested markets by forming OnixS::ICE::iMpact::MarketData::MarketSubscriptions collection.
- Start subscription by invoking OnixS::ICE::iMpact::MarketData::Handler::start member and supplying previously created collection of subscriptions as a parameter.
- Process changes in books and markets states through previously registered listeners.
- Stop subscription using the OnixS::ICE::iMpact::MarketData::Handler::stop member.
