OpenMAMA
MamdaOrderImbalanceType.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOrderImbalanceTypeH
23 #define MamdaOrderImbalanceTypeH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mama/mamacpp.h>
27 #include <stdio.h>
28 #include <string.h>
29 
30 #define MAMDA_MARKET_IMBALANCE_BUY "MktImbBuy"
31 #define MAMDA_MARKET_IMBALANCE_SELL "MktImbSell"
32 #define MAMDA_NO_MARKET_IMBALANCE "NoMktImb"
33 #define MAMDA_MOC_IMBALANCE_BUY "MocImbBuy"
34 #define MAMDA_MOC_IMBALANCE_SELL "MocImbSell"
35 #define MAMDA_NO_MOC_IMBALANCE "NoMocImb"
36 #define MAMDA_ORDER_IMB "OrderImb"
37 #define MAMDA_ORDER_INF "OrderInf"
38 #define MAMDA_ORDER_IMBALANCE_BUY "OrderImbBuy"
39 #define MAMDA_ORDER_IMBALANCE_SELL "OrderImbSell"
40 #define MAMDA_NO_ORDER_IMBALANCE "OrderImbNone"
41 #define MAMDA_IMBALANCE_UNKNOWN "UNKNOWN"
42 
43 namespace Wombat
44 {
45 
46  class MAMDAExpDLL MamdaOrderImbalanceType
47  {
48  public:
49 
50  typedef enum OrderImbalanceType_
51  {
53  MARKET_IMBALANCE_BUY_VALUE = 16,
54 
57 
60 
63 
66 
69 
72 
75 
78 
81 
84 
86  UNKNOWN = -99
87 
88  } OrderImbalanceType;
89 
90  static const char* valueToString (const int value);
91  static const int stringToValue (const char* type);
92 
98  static bool isMamdaOrderImbalanceType (const int value);
99 
105  static bool isMamdaImbalanceOrder (const int value);
106  };
107 
108 } // namespace
109 #endif


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