MamdaOrderImbalanceSide.h File Reference

#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>

Go to the source code of this file.

Classes
class	Wombat::MamdaOrderImbalanceSide

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

Macros
#define	ASK_SIDE_IMBALANCE   "ASK"
#define	BUY_SIDE_IMBALANCE   "BID"
#define	NO_IMBALANCE_SIDE   "NONE"

Macro Definition Documentation

ASK_SIDE_IMBALANCE

#define ASK_SIDE_IMBALANCE   "ASK"

BUY_SIDE_IMBALANCE

#define BUY_SIDE_IMBALANCE   "BID"

NO_IMBALANCE_SIDE

#define NO_IMBALANCE_SIDE   "NONE"