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MamdaOrderImbalanceSide.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 MamdaOrderImbalanceSideH
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#define MamdaOrderImbalanceSideH
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#include <
mamda/MamdaConfig.h
>
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#include <mama/mamacpp.h>
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#define ASK_SIDE_IMBALANCE "ASK"
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#define BUY_SIDE_IMBALANCE "BID"
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#define NO_IMBALANCE_SIDE "NONE"
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namespace
Wombat
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{
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class
MAMDAExpDLL
MamdaOrderImbalanceSide
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{
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public
:
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MamdaOrderImbalanceSide
() {};
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~
MamdaOrderImbalanceSide
();
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typedef
enum
OrderImbalanceSide_
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{
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ASK_SIDE_IMBALANCE_VALUE = 0,
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BUY_SIDE_IMBALANCE_VALUE
,
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NO_IMBALANCE_SIDE_VALUE
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} OrderImbalanceSide;
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const
char
* valueToString (
const
int
value);
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};
//class
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}
// namespace
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#endif
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