MamdaOrderBook.h File Reference

#include <mamda/MamdaOrderBookEntry.h>
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookPriceLevel.h>
#include <mamda/MamdaOrderBookExceptions.h>
#include <mamda/MamdaOrderBookEntryFilter.h>
#include <mama/mamacpp.h>
#include <mama/MamaSourceDerivative.h>
#include <iosfwd>

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Classes
class	Wombat::MamdaOrderBook
	MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels. More...
class	Wombat::MamdaOrderBook::bidIterator
class	Wombat::MamdaOrderBook::askIterator
class	Wombat::MamdaOrderBook::bidEntryIterator
class	Wombat::MamdaOrderBook::askEntryIterator

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