22 #ifndef MamdaOrderBookCheckerH
23 #define MamdaOrderBookCheckerH
28 #include <mama/mamacpp.h>
34 class MamdaOrderBookListener;
35 class MamdaOrderSource;
56 MamdaOrderBookChecker& operator= (
const MamdaOrderBookChecker&);
84 mama_f64_t intervalSeconds);
86 MamdaOrderBookChecker (MamaQueue* queue,
90 mama_f64_t intervalSeconds);
95 ~MamdaOrderBookChecker();
101 void checkSnapShotNow();
106 mama_u32_t getSuccessCount()
const;
115 mama_u32_t getInconclusiveCount()
const;
122 mama_u32_t getFailureCount()
const;
124 struct MamdaOrderBookCheckerImpl;
127 MamdaOrderBookCheckerImpl& mImpl;
132 #endif // MamdaOrderBookCheckerH
MamdaOrderBookListener is a class that specializes in handling order book updates.
Definition: MamdaOrderBookListener.h:52
MamdaOrderBookChecker is a class that provides order book sanity checking by periodically requesting ...
Definition: MamdaOrderBookChecker.h:53
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaOrderBookCheckerHandler is an interface for applications that want to handle the results of the ...
Definition: MamdaOrderBookCheckerHandler.h:39
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54