22 #ifndef MamdaOrderImbalanceSideH
23 #define MamdaOrderImbalanceSideH
26 #include <mama/mamacpp.h>
28 #define ASK_SIDE_IMBALANCE "ASK"
29 #define BUY_SIDE_IMBALANCE "BID"
30 #define NO_IMBALANCE_SIDE "NONE"
44 ASK_SIDE_IMBALANCE_VALUE = 0,
50 NO_IMBALANCE_SIDE_VALUE
54 const char* valueToString (
const int value);
BID_SIDE_IMBALANCE.
Definition: MamdaOrderImbalanceSide.h:47
MamdaOrderImbalanceSide()
Definition: MamdaOrderImbalanceSide.h:38
OrderImbalanceSide_
Definition: MamdaOrderImbalanceSide.h:41
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOrderImbalanceSide.h:35