OpenMAMA
MamdaOrderBook.h File Reference
#include <mamda/MamdaOrderBookEntry.h>
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookPriceLevel.h>
#include <mamda/MamdaOrderBookExceptions.h>
#include <mamda/MamdaOrderBookEntryFilter.h>
#include <mama/mamacpp.h>
#include <mama/MamaSourceDerivative.h>
#include <iosfwd>

Go to the source code of this file.

Classes

class  Wombat::MamdaOrderBook
 MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels. More...
 
class  Wombat::MamdaOrderBook::bidIterator
 
class  Wombat::MamdaOrderBook::askIterator
 
class  Wombat::MamdaOrderBook::bidEntryIterator
 
class  Wombat::MamdaOrderBook::askEntryIterator
 

Namespaces

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


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