OpenMAMA
MamdaOrderBookComplexDelta.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOrderBookComplexDeltaH
23 #define MamdaOrderBookComplexDeltaH
24 
27 #include <mamda/MamdaFieldState.h>
28 
29 namespace Wombat
30 {
31 
42  , public MamdaBasicEvent
43  {
44  public:
46  };
47 
48 } // namespace
49 
50 #endif // MamdaOrderBookComplexDeltaH
virtual ~MamdaOrderBookComplexDelta()
Definition: MamdaOrderBookComplexDelta.h:45
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBookBasicDeltaList is a class that saves information about an order book delta that involve...
Definition: MamdaOrderBookBasicDeltaList.h:43
MamdaBasicEvent is a superclass interface that provides access to common event related fields...
Definition: MamdaBasicEvent.h:46
MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta...
Definition: MamdaOrderBookComplexDelta.h:41


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