#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>
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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. | |