OpenMAMA
MamdaOrderBookTypes.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 MamdaOrderBookTypesH
23 #define MamdaOrderBookTypesH
24 
26 #include <mama/mamacpp.h>
27 
28 namespace Wombat
29 {
30 
36  {
37  public:
44  enum Action
45  {
50  };
51 
57  enum Side
58  {
62  };
63 
73  enum Reason
74  {
79  MAMDA_BOOK_REASON_DROP = 'N', // dropped out of top-N
82  };
83 
89  {
92  };
93 
98  enum OrderType
99  {
103  };
104 
105  };
106 
107 } // namespace
108 
109 #endif // MamdaOrderBookTypesH
Definition: MamdaOrderBookTypes.h:79
Definition: MamdaOrderBookTypes.h:77
A new price level.
Definition: MamdaOrderBookTypes.h:47
Action
An enumeration for actions on an order book.
Definition: MamdaOrderBookTypes.h:44
Definition: MamdaOrderBookTypes.h:81
OrderType
An enumeration for the type of level.
Definition: MamdaOrderBookTypes.h:98
Definition: MamdaOrderBookTypes.h:78
Definition: MamdaOrderBookTypes.h:102
A bid (buy) order.
Definition: MamdaOrderBookTypes.h:60
Definition: MamdaOrderBookTypes.h:101
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOrderBookTypes.h:80
MamdaOrderBookTypes is a class that provides order book related typed.
Definition: MamdaOrderBookTypes.h:35
A deleted price level.
Definition: MamdaOrderBookTypes.h:49
Side
An enumeration for the side order book side.
Definition: MamdaOrderBookTypes.h:57
Definition: MamdaOrderBookTypes.h:75
An updated price level.
Definition: MamdaOrderBookTypes.h:48
Definition: MamdaOrderBookTypes.h:59
Definition: MamdaOrderBookTypes.h:46
Definition: MamdaOrderBookTypes.h:76
An ask (sell) order.
Definition: MamdaOrderBookTypes.h:61
Definition: MamdaOrderBookTypes.h:91
Definition: MamdaOrderBookTypes.h:100
PropMsgType
An enumertation for property msg types.
Definition: MamdaOrderBookTypes.h:88
Reason
An enumeration for a reason for a change.
Definition: MamdaOrderBookTypes.h:73


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