OpenMAMA
MamdaOrderImbalanceSide.h File Reference
#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderImbalanceSide
 

Namespaces

 Wombat
 MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
 

Macros

#define ASK_SIDE_IMBALANCE   "ASK"
 
#define BUY_SIDE_IMBALANCE   "BID"
 
#define NO_IMBALANCE_SIDE   "NONE"
 

Macro Definition Documentation

◆ ASK_SIDE_IMBALANCE

#define ASK_SIDE_IMBALANCE   "ASK"

◆ BUY_SIDE_IMBALANCE

#define BUY_SIDE_IMBALANCE   "BID"

◆ NO_IMBALANCE_SIDE

#define NO_IMBALANCE_SIDE   "NONE"


© 2012 Linux Foundation