C++ API
© 2022 BidFX Systems Ltd. 3 of 21
About BidFX .................................................................................................................................. 4
Introduction ................................................................................................................................. 4
Related APIs ................................................................................................................................. 4
Programming Language .............................................................................................................. 4
OS Specific Notes ......................................................................................................................... 5
Guides on Usage .......................................................................................................................... 5
Creating a Session ................................................................................................................... 5
Pricing ....................................................................................................................................... 6
Get the Price Manager ....................................................................................................... 6
Registering for Price Updates from Subscriptions ......................................................... 7
Registering for Status Updates from Subscriptions ....................................................... 7
Registering for Status Updates from the Price Provider ............................................... 8
Check if the Pricing Connections are Ready ................................................................... 8
Wait for the Pricing Connections to be Ready ................................................................ 8
Creating a Subject .............................................................................................................. 9
Required Fields and Values ........................................................................................... 9
Valid Tenors .............................................................................................................. 11
Restricting liquidity providers .................................................................................... 12
Subscribing and Unsubscribing ...................................................................................... 12
Price Update Events ......................................................................................................... 13
Price Maps ..................................................................................................................... 13
Field Names .................................................................................................................. 14
Subscription Status Events.............................................................................................. 17
Connection Status Events................................................................................................ 18
Accessing provider properties ........................................................................................ 19
Stop the price session ...................................................................................................... 19
Logging ................................................................................................................................... 19
Available Sinks .................................................................................................................. 20
DailyFileLogger ............................................................................................................. 20
RotatingFileLogger ....................................................................................................... 20
StdoutLogger ................................................................................................................ 20
OStreamLogger ............................................................................................................ 20
NullLogger..................................................................................................................... 20
Points of Presence ..................................................................................................................... 21
Production ............................................................................................................................. 21
Test environments ................................................................................................................ 21