MamdaOrderImbalanceType.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 MamdaOrderImbalanceTypeH
#define MamdaOrderImbalanceTypeH
 
#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>
#include <stdio.h>
#include <string.h>
 
#define MAMDA_MARKET_IMBALANCE_BUY        "MktImbBuy"
#define MAMDA_MARKET_IMBALANCE_SELL       "MktImbSell"
#define MAMDA_NO_MARKET_IMBALANCE         "NoMktImb"
#define MAMDA_MOC_IMBALANCE_BUY           "MocImbBuy"
#define MAMDA_MOC_IMBALANCE_SELL          "MocImbSell"
#define MAMDA_NO_MOC_IMBALANCE            "NoMocImb"
#define MAMDA_ORDER_IMB                   "OrderImb"
#define MAMDA_ORDER_INF                   "OrderInf"
#define MAMDA_ORDER_IMBALANCE_BUY         "OrderImbBuy"
#define MAMDA_ORDER_IMBALANCE_SELL        "OrderImbSell"
#define MAMDA_NO_ORDER_IMBALANCE          "OrderImbNone"
#define MAMDA_IMBALANCE_UNKNOWN           "UNKNOWN"
 
namespace Wombat
{
 
    class MAMDAExpDLL MamdaOrderImbalanceType
    {
    public:
 
        typedef enum OrderImbalanceType_
        {
            MARKET_IMBALANCE_BUY_VALUE = 16,
 
            MARKET_IMBALANCE_SELL_VALUE,
 
            NO_MARKET_IMBALANCE_VALUE,
 
            MOC_IMBALANCE_BUY_VALUE,
 
            MOC_IMBALANCE_SELL_VALUE,
 
            NO_MOC_IMBALANCE_VALUE,
 
            ORDER_IMB_VALUE,
 
            ORDER_INF_VALUE,
 
            ORDER_IMBALANCE_BUY_VALUE,
 
            ORDER_IMBALANCE_SELL_VALUE,
 
            NO_ORDER_IMBALANCE_VALUE,
 
            UNKNOWN = -99
            
        } OrderImbalanceType;
        
        static const char* valueToString (const int   value);
        static const int   stringToValue (const char* type);
        
        static bool isMamdaOrderImbalanceType (const int value);
 
        static bool isMamdaImbalanceOrder (const int value);
    };
    
} // namespace
#endif