22 #ifndef MamdaOrderBookTypesH 23 #define MamdaOrderBookTypesH 26 #include <mama/mamacpp.h> 109 #endif // MamdaOrderBookTypesH Definition: MamdaOrderBookTypes.h:79
Definition: MamdaOrderBookTypes.h:77
A new price level.
Definition: MamdaOrderBookTypes.h:47
Action
An enumeration for actions on an order book.
Definition: MamdaOrderBookTypes.h:44
Definition: MamdaOrderBookTypes.h:81
OrderType
An enumeration for the type of level.
Definition: MamdaOrderBookTypes.h:98
Definition: MamdaOrderBookTypes.h:78
Definition: MamdaOrderBookTypes.h:102
A bid (buy) order.
Definition: MamdaOrderBookTypes.h:60
Definition: MamdaOrderBookTypes.h:101
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOrderBookTypes.h:80
MamdaOrderBookTypes is a class that provides order book related typed.
Definition: MamdaOrderBookTypes.h:35
A deleted price level.
Definition: MamdaOrderBookTypes.h:49
Side
An enumeration for the side order book side.
Definition: MamdaOrderBookTypes.h:57
Definition: MamdaOrderBookTypes.h:90
Definition: MamdaOrderBookTypes.h:75
An updated price level.
Definition: MamdaOrderBookTypes.h:48
Definition: MamdaOrderBookTypes.h:59
Definition: MamdaOrderBookTypes.h:46
Definition: MamdaOrderBookTypes.h:76
An ask (sell) order.
Definition: MamdaOrderBookTypes.h:61
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Definition: MamdaOrderBookTypes.h:100
PropMsgType
An enumertation for property msg types.
Definition: MamdaOrderBookTypes.h:88
Reason
An enumeration for a reason for a change.
Definition: MamdaOrderBookTypes.h:73