Classes Files

mamda/MamdaOrderImbalanceType.h

Namespaces

Name
Wombat

Classes

  Name
class Wombat::MamdaOrderImbalanceType

Defines

  Name
  MAMDA_MARKET_IMBALANCE_BUY
  MAMDA_MARKET_IMBALANCE_SELL
  MAMDA_NO_MARKET_IMBALANCE
  MAMDA_MOC_IMBALANCE_BUY
  MAMDA_MOC_IMBALANCE_SELL
  MAMDA_NO_MOC_IMBALANCE
  MAMDA_ORDER_IMB
  MAMDA_ORDER_INF
  MAMDA_ORDER_IMBALANCE_BUY
  MAMDA_ORDER_IMBALANCE_SELL
  MAMDA_NO_ORDER_IMBALANCE
  MAMDA_IMBALANCE_UNKNOWN

Macros Documentation

define MAMDA_MARKET_IMBALANCE_BUY

#define MAMDA_MARKET_IMBALANCE_BUY "MktImbBuy"

define MAMDA_MARKET_IMBALANCE_SELL

#define MAMDA_MARKET_IMBALANCE_SELL "MktImbSell"

define MAMDA_NO_MARKET_IMBALANCE

#define MAMDA_NO_MARKET_IMBALANCE "NoMktImb"

define MAMDA_MOC_IMBALANCE_BUY

#define MAMDA_MOC_IMBALANCE_BUY "MocImbBuy"

define MAMDA_MOC_IMBALANCE_SELL

#define MAMDA_MOC_IMBALANCE_SELL "MocImbSell"

define MAMDA_NO_MOC_IMBALANCE

#define MAMDA_NO_MOC_IMBALANCE "NoMocImb"

define MAMDA_ORDER_IMB

#define MAMDA_ORDER_IMB "OrderImb"

define MAMDA_ORDER_INF

#define MAMDA_ORDER_INF "OrderInf"

define MAMDA_ORDER_IMBALANCE_BUY

#define MAMDA_ORDER_IMBALANCE_BUY "OrderImbBuy"

define MAMDA_ORDER_IMBALANCE_SELL

#define MAMDA_ORDER_IMBALANCE_SELL "OrderImbSell"

define MAMDA_NO_ORDER_IMBALANCE

#define MAMDA_NO_ORDER_IMBALANCE "OrderImbNone"

define MAMDA_IMBALANCE_UNKNOWN

#define MAMDA_IMBALANCE_UNKNOWN "UNKNOWN"

Source code

/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */

#ifndef MamdaOrderImbalanceTypeH
#define MamdaOrderImbalanceTypeH

#include <mamda/MamdaConfig.h>
#include <mama/mamacpp.h>
#include <stdio.h>
#include <string.h>

#define MAMDA_MARKET_IMBALANCE_BUY        "MktImbBuy"
#define MAMDA_MARKET_IMBALANCE_SELL       "MktImbSell"
#define MAMDA_NO_MARKET_IMBALANCE         "NoMktImb"
#define MAMDA_MOC_IMBALANCE_BUY           "MocImbBuy"
#define MAMDA_MOC_IMBALANCE_SELL          "MocImbSell"
#define MAMDA_NO_MOC_IMBALANCE            "NoMocImb"
#define MAMDA_ORDER_IMB                   "OrderImb"
#define MAMDA_ORDER_INF                   "OrderInf"
#define MAMDA_ORDER_IMBALANCE_BUY         "OrderImbBuy"
#define MAMDA_ORDER_IMBALANCE_SELL        "OrderImbSell"
#define MAMDA_NO_ORDER_IMBALANCE          "OrderImbNone"
#define MAMDA_IMBALANCE_UNKNOWN           "UNKNOWN"

namespace Wombat
{

    class MAMDAExpDLL MamdaOrderImbalanceType
    {
    public:

        typedef enum OrderImbalanceType_
        {
            MARKET_IMBALANCE_BUY_VALUE = 16,

            MARKET_IMBALANCE_SELL_VALUE,

            NO_MARKET_IMBALANCE_VALUE,

            MOC_IMBALANCE_BUY_VALUE,

            MOC_IMBALANCE_SELL_VALUE,

            NO_MOC_IMBALANCE_VALUE,

            ORDER_IMB_VALUE,

            ORDER_INF_VALUE,

            ORDER_IMBALANCE_BUY_VALUE,

            ORDER_IMBALANCE_SELL_VALUE,

            NO_ORDER_IMBALANCE_VALUE,

            UNKNOWN = -99

        } OrderImbalanceType;

        static const char* valueToString (const int   value);
        static const int   stringToValue (const char* type);

        static bool isMamdaOrderImbalanceType (const int value);

        static bool isMamdaImbalanceOrder (const int value);
    };

} // namespace
#endif

Updated on 2023-03-31 at 15:29:59 +0100