OpenMAMA
MamdaOrderBookEntry.h File Reference
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookTypes.h>
#include <mamda/MamdaOrderBookPriceLevel.h>
#include <mamda/MamdaOrderBookExceptions.h>
#include <mama/MamaSource.h>
#include <mama/MamaSourceDerivative.h>
#include <mama/mamacpp.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderBookEntry
 MamdaOrderBookEntry is a class that represents an entry within a price level of an order book. More...

Namespaces

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


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