OpenMAMA
MamdaOrderBookClear.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 MamdaOrderBookClearH
23 #define MamdaOrderBookClearH
24 
26 #include <mamda/MamdaBasicEvent.h>
27 #include <mamda/MamdaOrderBook.h>
28 #include <mamda/MamdaFieldState.h>
29 
30 namespace Wombat
31 {
32 
38  class MAMDAOPTExpDLL MamdaOrderBookClear : public MamdaBasicEvent
39  {
40  public:
46  virtual const MamdaOrderBook* getOrderBook() const = 0;
47 
48  virtual ~MamdaOrderBookClear() {};
49  };
50 
51 } // namespace
52 
53 #endif // MamdaOrderBookClearH
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBookClear is an interface that provides access to order book related fields.
Definition: MamdaOrderBookClear.h:38
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaBasicEvent is a superclass interface that provides access to common event related fields...
Definition: MamdaBasicEvent.h:46
virtual ~MamdaOrderBookClear()
Definition: MamdaOrderBookClear.h:48


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