MamdaOptionSeriesUpdate.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 MamdaOptionSeriesUpdateH
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#define MamdaOptionSeriesUpdateH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <
mamda/MamdaBasicEvent.h
>
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namespace
Wombat
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{
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class
MamdaOptionContract;
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class
MAMDAOPTExpDLL
MamdaOptionSeriesUpdate
:
public
MamdaBasicEvent
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{
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public
:
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static
const
char
ACTION_UNKNOWN =
' '
;
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static
const
char
ACTION_ADD =
'A'
;
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static
const
char
ACTION_DELETE =
'D'
;
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const
MamdaOptionContract
* getOptionContract()
const
;
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char
getOptionAction()
const
;
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};
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}
// namespace
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#endif // MamdaOptionSeriesUpdateH
MamdaBasicEvent.h
MamdaOptionalConfig.h
Wombat::MamdaBasicEvent
MamdaBasicEvent is a superclass interface that provides access to common event related fields.
Definition:
MamdaBasicEvent.h:46
Wombat::MamdaOptionContract
A class that represents a single option contract.
Definition:
MamdaOptionContract.h:60
Wombat::MamdaOptionSeriesUpdate
MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series updat...
Definition:
MamdaOptionSeriesUpdate.h:38
Wombat
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
Definition:
MamdaAuctionFields.h:29
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