MamdaOrderBookGap.h File Reference

#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaBasicEvent.h>

Go to the source code of this file.

Classes
class	Wombat::MamdaOrderBookGap
	MamdaOrderBookGap is an interface that provides access to order book gap related fields. More...

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