OpenMAMA
MamdaOrderBookChecker.h File Reference
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaSubscription.h>
#include <mamda/MamdaOrderBookCheckerHandler.h>
#include <mama/mamacpp.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderBookChecker
 MamdaOrderBookChecker is a class that provides order book sanity checking by periodically requesting snapshots of the order book from the publisher and comparing that with an order book being maintained in real time. More...

Namespaces

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


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