22 #ifndef MamdaOrderBookFieldsH 23 #define MamdaOrderBookFieldsH 26 #include <mama/types.h> 31 class MamaFieldDescriptor;
53 static const MamaFieldDescriptor*
PL_SIDE;
54 static const MamaFieldDescriptor*
PL_SIZE;
56 static const MamaFieldDescriptor*
PL_TIME;
80 static void setDictionary (
const MamaDictionary& dictionary);
82 static mama_u16_t getMaxFid();
89 static int getNumLevelFields ();
95 static int getNumEntryFields ();
101 static bool getHasVectorFields();
107 static bool getHasFixedLevelFields();
111 static const MamaDictionary& getDictionary();
116 #endif // MamdaOrderBookFieldsH static const MamaFieldDescriptor * BOOK_PROPERTIES
Definition: MamdaOrderBookFields.h:47
static const MamaFieldDescriptor * ENTRY_ACTION
Definition: MamdaOrderBookFields.h:63
static const MamaFieldDescriptor * PL_PROPERTIES
Definition: MamdaOrderBookFields.h:60
static const MamaFieldDescriptor * PL_TIME
Definition: MamdaOrderBookFields.h:56
Utility cache of MamaFieldDescriptors which are used internally by the API when accessing orderbook r...
Definition: MamdaOrderBookFields.h:42
static const MamaFieldDescriptor * PL_NUM_ATTACH
Definition: MamdaOrderBookFields.h:58
static const MamaFieldDescriptor * ENTRY_STATUS
Definition: MamdaOrderBookFields.h:67
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
static const MamaFieldDescriptor ** PL_ENTRY
Definition: MamdaOrderBookFields.h:74
static const MamaFieldDescriptor * PL_ENTRIES
Definition: MamdaOrderBookFields.h:59
static const MamaFieldDescriptor * PL_SIZE_CHANGE
Definition: MamdaOrderBookFields.h:55
static const MamaFieldDescriptor * ENTRY_SIZE
Definition: MamdaOrderBookFields.h:65
static const MamaFieldDescriptor * ENTRY_REASON
Definition: MamdaOrderBookFields.h:64
static const MamaFieldDescriptor * ENTRY_ID
Definition: MamdaOrderBookFields.h:62
static const MamaFieldDescriptor * PL_SIZE
Definition: MamdaOrderBookFields.h:54
static const MamaFieldDescriptor * BOOK_TIME
Definition: MamdaOrderBookFields.h:45
static const MamaFieldDescriptor * PL_PRICE
Definition: MamdaOrderBookFields.h:52
static const MamaFieldDescriptor * PL_NUM_ENTRIES
Definition: MamdaOrderBookFields.h:57
static const MamaFieldDescriptor * BOOK_CONTRIBUTORS
Definition: MamdaOrderBookFields.h:76
static const MamaFieldDescriptor * PL_SIDE
Definition: MamdaOrderBookFields.h:53
static const MamaFieldDescriptor * ASK_MARKET_ORDERS
Definition: MamdaOrderBookFields.h:71
static int PRICE_LEVEL_LENGTH
Definition: MamdaOrderBookFields.h:73
static const MamaFieldDescriptor * ENTRY_PROP_MSG_TYPE
Definition: MamdaOrderBookFields.h:69
static const MamaFieldDescriptor * NUM_LEVELS
Definition: MamdaOrderBookFields.h:46
static int PL_ENTRY_LENGTH
Definition: MamdaOrderBookFields.h:75
static const MamaFieldDescriptor * PL_ACTION
Definition: MamdaOrderBookFields.h:51
static const MamaFieldDescriptor * BOOK_TYPE
Definition: MamdaOrderBookFields.h:48
static const MamaFieldDescriptor ** PRICE_LEVEL
Definition: MamdaOrderBookFields.h:72
static const MamaFieldDescriptor * PL_PROP_MSG_TYPE
Definition: MamdaOrderBookFields.h:61
static const MamaFieldDescriptor * BOOK_PROP_MSG_TYPE
Definition: MamdaOrderBookFields.h:49
static const MamaFieldDescriptor * ENTRY_PROPERTIES
Definition: MamdaOrderBookFields.h:68
static const MamaFieldDescriptor * PRICE_LEVELS
Definition: MamdaOrderBookFields.h:50
static const MamaFieldDescriptor * ENTRY_TIME
Definition: MamdaOrderBookFields.h:66
static const MamaFieldDescriptor * BID_MARKET_ORDERS
Definition: MamdaOrderBookFields.h:70