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MamdaOrderImbalanceType.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOrderImbalanceTypeH
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#define MamdaOrderImbalanceTypeH
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#include <
mamda/MamdaConfig.h
>
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#include <mama/mamacpp.h>
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#include <stdio.h>
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#include <string.h>
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#define MAMDA_MARKET_IMBALANCE_BUY "MktImbBuy"
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#define MAMDA_MARKET_IMBALANCE_SELL "MktImbSell"
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#define MAMDA_NO_MARKET_IMBALANCE "NoMktImb"
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#define MAMDA_MOC_IMBALANCE_BUY "MocImbBuy"
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#define MAMDA_MOC_IMBALANCE_SELL "MocImbSell"
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#define MAMDA_NO_MOC_IMBALANCE "NoMocImb"
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#define MAMDA_ORDER_IMB "OrderImb"
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#define MAMDA_ORDER_INF "OrderInf"
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#define MAMDA_ORDER_IMBALANCE_BUY "OrderImbBuy"
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#define MAMDA_ORDER_IMBALANCE_SELL "OrderImbSell"
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#define MAMDA_NO_ORDER_IMBALANCE "OrderImbNone"
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#define MAMDA_IMBALANCE_UNKNOWN "UNKNOWN"
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namespace
Wombat
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{
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class
MAMDAExpDLL
MamdaOrderImbalanceType
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{
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public
:
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typedef
enum
OrderImbalanceType_
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{
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MARKET_IMBALANCE_BUY_VALUE = 16,
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MARKET_IMBALANCE_SELL_VALUE
,
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NO_MARKET_IMBALANCE_VALUE
,
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MOC_IMBALANCE_BUY_VALUE
,
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MOC_IMBALANCE_SELL_VALUE
,
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NO_MOC_IMBALANCE_VALUE
,
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ORDER_IMB_VALUE
,
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ORDER_INF_VALUE
,
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ORDER_IMBALANCE_BUY_VALUE
,
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ORDER_IMBALANCE_SELL_VALUE
,
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NO_ORDER_IMBALANCE_VALUE
,
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UNKNOWN = -99
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} OrderImbalanceType;
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static
const
char
* valueToString (
const
int
value);
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static
const
int
stringToValue (
const
char
* type);
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static
bool
isMamdaOrderImbalanceType (
const
int
value);
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static
bool
isMamdaImbalanceOrder (
const
int
value);
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};
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}
// namespace
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#endif
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