OpenMAMA
MamdaOrderBookExceptions.h File Reference
#include <stdexcept>
#include <string>
#include <mamda/MamdaOptionalConfig.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderBookException
 MamdaOrderBookException is generated when an inconsistent state is detected in an order book. More...
class  Wombat::MamdaOrderBookDuplicateEntry
 MamdaOrderBookDuplicateEntry is generated when an existing entry is unexpectedly encountered when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
class  Wombat::MamdaOrderBookMissingEntry
 MamdaOrderBookMissingEntry is generated when an expected entry is not found when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
class  Wombat::MamdaOrderBookInvalidEntry
 MamdaOrderBookInvalidEntry is generated when an entry is applied as an update to or deletion from an order book but the internal references to price level and/or order book do not exist. More...

Namespaces

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


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