22 #ifndef MamdaOrderBookDeltaH 23 #define MamdaOrderBookDeltaH 52 #endif // MamdaOrderBookDeltaH
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaBasicEvent is a superclass interface that provides access to common event related fields...
Definition: MamdaBasicEvent.h:46
MamdaOrderBookDelta is an interface that provides access to order book related fields.
Definition: MamdaOrderBookDelta.h:36
virtual ~MamdaOrderBookDelta()
Definition: MamdaOrderBookDelta.h:47