MamdaOrderBookTypes.h

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