OpenMAMA
MamdaOrderImbalanceSide.h File Reference
#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>

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Classes

class  Wombat::MamdaOrderImbalanceSide

Namespaces

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

Macros

#define ASK_SIDE_IMBALANCE   "ASK"
#define BUY_SIDE_IMBALANCE   "BID"
#define NO_IMBALANCE_SIDE   "NONE"

Macro Definition Documentation

#define ASK_SIDE_IMBALANCE   "ASK"
#define BUY_SIDE_IMBALANCE   "BID"
#define NO_IMBALANCE_SIDE   "NONE"


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