OpenMAMA
MamdaOrderImbalanceType.h File Reference
#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>
#include <stdio.h>
#include <string.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderImbalanceType
 

Namespaces

 Wombat
 MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
 

Macros

#define MAMDA_MARKET_IMBALANCE_BUY   "MktImbBuy"
 
#define MAMDA_MARKET_IMBALANCE_SELL   "MktImbSell"
 
#define MAMDA_NO_MARKET_IMBALANCE   "NoMktImb"
 
#define MAMDA_MOC_IMBALANCE_BUY   "MocImbBuy"
 
#define MAMDA_MOC_IMBALANCE_SELL   "MocImbSell"
 
#define MAMDA_NO_MOC_IMBALANCE   "NoMocImb"
 
#define MAMDA_ORDER_IMB   "OrderImb"
 
#define MAMDA_ORDER_INF   "OrderInf"
 
#define MAMDA_ORDER_IMBALANCE_BUY   "OrderImbBuy"
 
#define MAMDA_ORDER_IMBALANCE_SELL   "OrderImbSell"
 
#define MAMDA_NO_ORDER_IMBALANCE   "OrderImbNone"
 
#define MAMDA_IMBALANCE_UNKNOWN   "UNKNOWN"
 

Macro Definition Documentation

#define MAMDA_MARKET_IMBALANCE_BUY   "MktImbBuy"
#define MAMDA_MARKET_IMBALANCE_SELL   "MktImbSell"
#define MAMDA_NO_MARKET_IMBALANCE   "NoMktImb"
#define MAMDA_MOC_IMBALANCE_BUY   "MocImbBuy"
#define MAMDA_MOC_IMBALANCE_SELL   "MocImbSell"
#define MAMDA_NO_MOC_IMBALANCE   "NoMocImb"
#define MAMDA_ORDER_IMB   "OrderImb"
#define MAMDA_ORDER_INF   "OrderInf"
#define MAMDA_ORDER_IMBALANCE_BUY   "OrderImbBuy"
#define MAMDA_ORDER_IMBALANCE_SELL   "OrderImbSell"
#define MAMDA_NO_ORDER_IMBALANCE   "OrderImbNone"
#define MAMDA_IMBALANCE_UNKNOWN   "UNKNOWN"


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