/usr/include/mamda/MamdaTradeExecVenue.h is in libmamda-dev 2.2.2.1-11ubuntu1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 | /* $Id$
*
* 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 MamdaTradeExecVenueH
#define MamdaTradeExecVenueH
#include <mamda/MamdaConfig.h>
namespace Wombat
{
/**
* An enumeration representing trade execution venue.
* The TRADE_DIR_ZERO_PLUS and
* TRADE_DIR_ZERO_MINUS values indicate that there was no change in
* tick direction, but the previous non-zero change (some number of
* ticks ago) was up or down, respectively.
*/
enum MamdaTradeExecVenue
{
TRADE_EXEC_VENUE_UNKNOWN, /* toString() returns "" */
TRADE_EXEC_VENUE_ON_EXCHANGE, /* toString() returns "+" */
TRADE_EXEC_VENUE_ON_EXCHANGE_OFF_BOOK, /* toString() returns "-" */
TRADE_EXEC_VENUE_OFF_EXCHANGE, /* toString() returns "0+" */
TRADE_EXEC_VENUE_SYSTEM_INTERNALISER,
TRADE_EXEC_VENUE_ON_EXCHANGE_DARK_BOOK,
TRADE_EXEC_VENUE_ON_EXCHANGE_ON_BOOK
};
/**
* Convert a MamdaTradeExecVenue to an appropriate, displayable
* string.
*
* @param tradeExecVenue The <code>MamdaTradeExecVenue</code> to stringify
*
* @return The stringified version of the <code>MamdaTradeExecVenue</code>
*/
MAMDAExpDLL const char* toString (MamdaTradeExecVenue tradeExecVenue);
/**
* Convert a string representation of a trade execution venue to the
* enumeration. This function is used internally for compatibility
* with older feed handler configurations, which may send the field as
* a string.
*
* @param tradeExecVenueStr The trade execution venue as a string.
*
* @return The trade execution venue as an enumerated value.
*/
MAMDAExpDLL MamdaTradeExecVenue mamdaTradeExecVenueFromString (
const char* tradeExecVenueStr);
}
#endif // MamdaTradeExecVenueH
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