22 #ifndef MamdaBookAtomicLevelH
23 #define MamdaBookAtomicLevelH
45 virtual mama_u32_t getPriceLevelNumLevels()
const = 0;
53 virtual mama_u32_t getPriceLevelNum()
const = 0;
60 virtual double getPriceLevelPrice()
const = 0;
67 virtual MamaPrice& getPriceLevelMamaPrice()
const = 0;
77 virtual mama_f64_t getPriceLevelSize()
const = 0;
86 virtual mama_i64_t getPriceLevelSizeChange ()
const = 0;
104 virtual char getPriceLevelAction()
const = 0;
116 virtual char getPriceLevelSide()
const = 0;
123 virtual const MamaDateTime& getPriceLevelTime()
const = 0;
132 virtual mama_f32_t getPriceLevelNumEntries()
const = 0;
153 #endif // MamdaBookAtomicLevelH
MamdaBasicRecap is an interface that provides access to recap related fields.
Definition: MamdaBasicRecap.h:36
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
Definition: MamdaBookAtomicLevel.h:36
OrderType
An enumeration for the type of level.
Definition: MamdaOrderBookTypes.h:98
virtual ~MamdaBookAtomicLevel()
Definition: MamdaBookAtomicLevel.h:148
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29