OpenMAMA
MamdaOrderImbalanceSide.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 MamdaOrderImbalanceSideH
23 #define MamdaOrderImbalanceSideH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mama/mamacpp.h>
27 
28 #define ASK_SIDE_IMBALANCE "ASK"
29 #define BUY_SIDE_IMBALANCE "BID"
30 #define NO_IMBALANCE_SIDE "NONE"
31 
32 namespace Wombat
33 {
34 
35  class MAMDAExpDLL MamdaOrderImbalanceSide
36  {
37  public:
40 
41  typedef enum OrderImbalanceSide_
42  {
44  ASK_SIDE_IMBALANCE_VALUE = 0,
45 
48 
50  NO_IMBALANCE_SIDE_VALUE
51 
52  } OrderImbalanceSide;
53 
54  const char* valueToString (const int value);
55 
56  };//class
57 
58 } // namespace
59 #endif
BID_SIDE_IMBALANCE.
Definition: MamdaOrderImbalanceSide.h:47
MamdaOrderImbalanceSide()
Definition: MamdaOrderImbalanceSide.h:38
OrderImbalanceSide_
Definition: MamdaOrderImbalanceSide.h:41
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOrderImbalanceSide.h:35


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