#include <OnixS/B3/MarketData/UMDF/OrderBook.h>
Public Types | |
| enum | Enum |
| typedef UInt8 | Base |
Definition at line 537 of file OrderBook.h.
Definition at line 539 of file OrderBook.h.
| enum Enum |
Types of Market Data update action.
| Enumerator | ||
|---|---|---|
| New | 0 | Create a new order. |
| Change | 1 | Change the order.. |
| Delete | 2 | Delete the order. |
| Clean | 3 | Clean the given book side. |
Definition at line 542 of file OrderBook.h.