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MamdaOrderBookTypes.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOrderBookTypesH
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#define MamdaOrderBookTypesH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <mama/mamacpp.h>
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namespace
Wombat
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{
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class
MamdaOrderBookTypes
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{
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public
:
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enum
Action
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{
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MAMDA_BOOK_ACTION_ADD
=
'A'
,
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MAMDA_BOOK_ACTION_UPDATE
=
'U'
,
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MAMDA_BOOK_ACTION_DELETE
=
'D'
,
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MAMDA_BOOK_ACTION_UNKNOWN
=
'Z'
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};
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enum
Side
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{
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MAMDA_BOOK_SIDE_BID
=
'B'
,
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MAMDA_BOOK_SIDE_ASK
=
'A'
,
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MAMDA_BOOK_SIDE_UNKNOWN
=
'Z'
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};
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enum
Reason
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{
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MAMDA_BOOK_REASON_MODIFY
=
'M'
,
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MAMDA_BOOK_REASON_CANCEL
=
'C'
,
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MAMDA_BOOK_REASON_TRADE
=
'T'
,
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MAMDA_BOOK_REASON_CLOSE
=
'c'
,
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MAMDA_BOOK_REASON_DROP
=
'N'
,
// dropped out of top-N
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MAMDA_BOOK_REASON_MISC
=
'm'
,
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MAMDA_BOOK_REASON_UNKNOWN
=
'Z'
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};
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enum
PropMsgType
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{
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MAMDA_PROP_MSG_TYPE_UPDATE
=
'U'
,
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MAMDA_PROP_MSG_TYPE_RECAP
=
'R'
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};
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enum
OrderType
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{
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MAMDA_BOOK_LEVEL_LIMIT
=
'L'
,
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MAMDA_BOOK_LEVEL_MARKET
=
'M'
,
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MAMDA_BOOK_LEVEL_UNKNOWN
=
'U'
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};
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};
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}
// namespace
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#endif // MamdaOrderBookTypesH
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