/usr/include/mamda/MamdaOrderBookComplexDelta.h is in libmamda-dev 2.2.2.1-10.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50  | /* $Id$
 *
 * 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 MamdaOrderBookComplexDeltaH
#define MamdaOrderBookComplexDeltaH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookBasicDeltaList.h>
#include <mamda/MamdaFieldState.h>
namespace Wombat
{
    /**
     * MamdaOrderBookComplexDelta is a class that saves information about
     * a complex order book delta.  A complex delta involves multiple
     * entries and/or price levels.  For example, a modified order may
     * involve a price change that means moving an entry from one price
     * level to another.  A complex delta is made up of several simple
     * deltas, which can be iterated over by methods provided in the class.
     */
    class MAMDAOPTExpDLL MamdaOrderBookComplexDelta : public MamdaOrderBookBasicDeltaList
                                     , public MamdaBasicEvent
    {
    public:
        virtual ~MamdaOrderBookComplexDelta(){}
    };
} // namespace
#endif // MamdaOrderBookComplexDeltaH
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