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- Initialize FIX engine
- Create BovespaApplication
- Subscribe to symbol
- Process incoming market data
- Stop, release resources
Engine initialization
Execute the following instruction to initialize FIX engine.
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// Initializes engine.
try {
Engine::FixEngine::init("engine.properties");
}
catch( const Utils::Exception& ex ) {
cout << "ERROR: " << ex.what() << endl;
} |
BovespaApplication creation
You can create an BovespaApplication in three steps:
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// Initialize parameters
BovespaApplicationParams params;
// XML configs
params.templatesFn_ = "templates.xml";
params.configXml_ = "config.xml";
// TCP Replay parameters
params.tcpReplayParams_.senderCompId_ = "Sender";
params.tcpReplayParams_.targetCompId_ = "Target";
params.tcpReplayParams_.username_ = "username";
params.tcpReplayParams_.password_ = "12345";
params.tcpReplayParams_.ip_ = "1.2.3.4;";
params.tcpReplayParams_.port_ = 3001;
// Create Application object
app_ = Engine::FixEngine::singleton()->createBovespaApplication(params); |
Subscription
You will start receiving market data from after you subscribe to a symbol and provide per-instrument listener.
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auto listener = new PerInstrumentListener(); BovespaSubscriptionItem item; item.symbol_ = symbol; app_->subscribeToInstrument(item, listener); |
Releasing resources
Use the BovespaApplication::release() method to release the resources. Calling unsubscribe is optional.
Full sample
The sample below illustrates all above mentioned instructions combined in one application.
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