OpenMAMA
MamdaOrderBookEntry.h File Reference
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookTypes.h>
#include <mamda/MamdaOrderBookPriceLevel.h>
#include <mamda/MamdaOrderBookExceptions.h>
#include <mama/MamaSource.h>
#include <mama/MamaSourceDerivative.h>
#include <mama/mamacpp.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderBookEntry
 MamdaOrderBookEntry is a class that represents an entry within a price level of an order book. 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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