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Classes | |
class | Wombat::MamdaOrderBookException |
MamdaOrderBookException is generated when an inconsistent state is detected in an order book. More... | |
class | Wombat::MamdaOrderBookDuplicateEntry |
MamdaOrderBookDuplicateEntry is generated when an existing entry is unexpectedly encountered when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More... | |
class | Wombat::MamdaOrderBookMissingEntry |
MamdaOrderBookMissingEntry is generated when an expected entry is not found when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More... | |
class | Wombat::MamdaOrderBookInvalidEntry |
MamdaOrderBookInvalidEntry is generated when an entry is applied as an update to or deletion from an order book but the internal references to price level and/or order book do not exist. More... | |
Namespaces | |
Wombat | |
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields. | |