OpenMAMA
MamdaOrderBookExceptions.h File Reference
#include <stdexcept>
#include <string>
#include <mamda/MamdaOptionalConfig.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderBookException
 MamdaOrderBookException is generated when an inconsistent state is detected in an order book. More...
 
class  Wombat::MamdaOrderBookDuplicateEntry
 MamdaOrderBookDuplicateEntry is generated when an existing entry is unexpectedly encountered when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
 
class  Wombat::MamdaOrderBookMissingEntry
 MamdaOrderBookMissingEntry is generated when an expected entry is not found when updating a MamdaOrderBook or MamdaOrderBookEntryManager. More...
 
class  Wombat::MamdaOrderBookInvalidEntry
 MamdaOrderBookInvalidEntry is generated when an entry is applied as an update to or deletion from an order book but the internal references to price level and/or order book do not exist. More...
 

Namespaces

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

Constant Groups

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


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