@reactivemarkets/switchboard-api

import * as flatbuffers from 'flatbuffers'; import { ExecInst as ExecInst, ExecType as ExecType, LiqInd as LiqInd, OrderStatus as OrderStatus, OrderType as OrderType, SecurityType as SecurityType, Side as Side, TimeInForce as TimeInForce } from './Enum_generated.js'; import { StrategyParameter as StrategyParameter } from './StrategyParameter_generated.js'; /** * The Execution Report message is sent by the maker to communicate order * updates. This includes initial order acknowledgement, rejects, trade * executions, cancellations or any other status update. */ export declare class ExecutionReport { bb: flatbuffers.ByteBuffer | null; bb_pos: number; __init(i: number, bb: flatbuffers.ByteBuffer): ExecutionReport; static getRootAsExecutionReport(bb: flatbuffers.ByteBuffer, obj?: ExecutionReport): ExecutionReport; static getSizePrefixedRootAsExecutionReport(bb: flatbuffers.ByteBuffer, obj?: ExecutionReport): ExecutionReport; /** * The time that the order is valid from. */ effectiveTime(): bigint; /** * Transaction time. */ transactTime(): bigint; /** * User or trader identifier. */ user(): string | null; user(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Trading account. */ account(): string | null; account(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Instrument symbol. */ symbol(): string | null; symbol(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Exchange or venue symbol. */ venue(): string | null; venue(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Tenor symbol. */ tenor(): string | null; tenor(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Unique execution identifier. */ execId(): string | null; execId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Unique order identifier. */ orderId(): string | null; orderId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Quote identifier. */ quoteId(): string | null; quoteId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Request identifier assigned by the client. */ clOrderId(): string | null; clOrderId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Security Type. defaults to Spot. */ securityType(): SecurityType; /** * Order side. */ side(): Side; /** * See OrderType. */ orderType(): OrderType; /** * See TimeInForce. */ timeInForce(): TimeInForce; /** * See ExecType. */ execType(): ExecType; /** * Describes the current state of the order. */ orderStatus(): OrderStatus; /** * Liquidity indicator. */ liqInd(): LiqInd; /** * Order quantity. */ qty(): number; /** * Order price. */ price(): number; /** * Order currency. */ ccy(): string | null; ccy(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Remaining order quantity. */ leavesQty(): number; /** * Total quantity executed by order fills. */ cumQty(): number; /** * Average price of order fills. */ avgPrice(): number; /** * Last trade quantity. */ lastQty(): number; /** * Last trade price. */ lastPrice(): number; /** * The fixing date in YYYYMMDD format. */ fixingDate(): number; /** * The settlement date at the time of transaction in YYYYMMDD format. */ settlementDate(): number; /** * Underyling execution venue. */ execVenue(): string | null; execVenue(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Counter-party on the other side of the trade. */ counterparty(): string | null; counterparty(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Optional code to identify the order reject reason when ExecType Rejected. */ errorCode(): number; /** * Target strategy for order execution. */ strategy(): string | null; strategy(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Strategy Parameters */ strategyParameters(index: number, obj?: StrategyParameter): StrategyParameter | null; strategyParametersLength(): number; /** * Supplementary information, primarily used for rejects. */ text(): string | null; text(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * A list of order execution venues specified on the order. */ execVenues(index: number): string; execVenues(index: number, optionalEncoding: flatbuffers.Encoding): string | Uint8Array; execVenuesLength(): number; /** * Last forward points. */ lastFwdPoints(): number; /** * Swap only, far leg last forward points. */ farLastFwdPoints(): number; /** * Swap only, far leg all-in price. */ farPrice(): number; /** * Swap only, far leg quantity. */ farQty(): number; /** * Swaps only, far leg tenor. */ farTenor(): string | null; farTenor(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null; /** * Swaps only, far leg total quantity filled. */ farCumQty(): number; /** * Swaps only, far leg average price of order fills. */ farAvgPrice(): number; /** * Swaps only, far leg last trade quantity. */ farLastQty(): number; /** * Swaps only, far last trade price. */ farLastPrice(): number; /** * Swaps only, far leg fixing date in YYYYMMDD format. */ farFixingDate(): number; /** * Swaps only, far leg settlement date at the time of transaction in YYYYMMDD format. */ farSettlementDate(): number; /** * Swaps only, far leg remaining order quantity. */ farLeavesQty(): number; /** * Dodd-Frank mid price. */ midPrice(): number; /** * Swaps only, far leg Dodd-Frank mid price */ farMidPrice(): number; /** * Swaps only, Dodd-Frank mid swap points */ midSwapPoints(): number; /** * See ExecInst. */ execInst(): ExecInst; static startExecutionReport(builder: flatbuffers.Builder): void; static addEffectiveTime(builder: flatbuffers.Builder, effectiveTime: bigint): void; static addTransactTime(builder: flatbuffers.Builder, transactTime: bigint): void; static addUser(builder: flatbuffers.Builder, userOffset: flatbuffers.Offset): void; static addAccount(builder: flatbuffers.Builder, accountOffset: flatbuffers.Offset): void; static addSymbol(builder: flatbuffers.Builder, symbolOffset: flatbuffers.Offset): void; static addVenue(builder: flatbuffers.Builder, venueOffset: flatbuffers.Offset): void; static addTenor(builder: flatbuffers.Builder, tenorOffset: flatbuffers.Offset): void; static addExecId(builder: flatbuffers.Builder, execIdOffset: flatbuffers.Offset): void; static addOrderId(builder: flatbuffers.Builder, orderIdOffset: flatbuffers.Offset): void; static addQuoteId(builder: flatbuffers.Builder, quoteIdOffset: flatbuffers.Offset): void; static addClOrderId(builder: flatbuffers.Builder, clOrderIdOffset: flatbuffers.Offset): void; static addSecurityType(builder: flatbuffers.Builder, securityType: SecurityType): void; static addSide(builder: flatbuffers.Builder, side: Side): void; static addOrderType(builder: flatbuffers.Builder, orderType: OrderType): void; static addTimeInForce(builder: flatbuffers.Builder, timeInForce: TimeInForce): void; static addExecType(builder: flatbuffers.Builder, execType: ExecType): void; static addOrderStatus(builder: flatbuffers.Builder, orderStatus: OrderStatus): void; static addLiqInd(builder: flatbuffers.Builder, liqInd: LiqInd): void; static addQty(builder: flatbuffers.Builder, qty: number): void; static addPrice(builder: flatbuffers.Builder, price: number): void; static addCcy(builder: flatbuffers.Builder, ccyOffset: flatbuffers.Offset): void; static addLeavesQty(builder: flatbuffers.Builder, leavesQty: number): void; static addCumQty(builder: flatbuffers.Builder, cumQty: number): void; static addAvgPrice(builder: flatbuffers.Builder, avgPrice: number): void; static addLastQty(builder: flatbuffers.Builder, lastQty: number): void; static addLastPrice(builder: flatbuffers.Builder, lastPrice: number): void; static addFixingDate(builder: flatbuffers.Builder, fixingDate: number): void; static addSettlementDate(builder: flatbuffers.Builder, settlementDate: number): void; static addExecVenue(builder: flatbuffers.Builder, execVenueOffset: flatbuffers.Offset): void; static addCounterparty(builder: flatbuffers.Builder, counterpartyOffset: flatbuffers.Offset): void; static addErrorCode(builder: flatbuffers.Builder, errorCode: number): void; static addStrategy(builder: flatbuffers.Builder, strategyOffset: flatbuffers.Offset): void; static addStrategyParameters(builder: flatbuffers.Builder, strategyParametersOffset: flatbuffers.Offset): void; static createStrategyParametersVector(builder: flatbuffers.Builder, data: flatbuffers.Offset[]): flatbuffers.Offset; static startStrategyParametersVector(builder: flatbuffers.Builder, numElems: number): void; static addText(builder: flatbuffers.Builder, textOffset: flatbuffers.Offset): void; static addExecVenues(builder: flatbuffers.Builder, execVenuesOffset: flatbuffers.Offset): void; static createExecVenuesVector(builder: flatbuffers.Builder, data: flatbuffers.Offset[]): flatbuffers.Offset; static startExecVenuesVector(builder: flatbuffers.Builder, numElems: number): void; static addLastFwdPoints(builder: flatbuffers.Builder, lastFwdPoints: number): void; static addFarLastFwdPoints(builder: flatbuffers.Builder, farLastFwdPoints: number): void; static addFarPrice(builder: flatbuffers.Builder, farPrice: number): void; static addFarQty(builder: flatbuffers.Builder, farQty: number): void; static addFarTenor(builder: flatbuffers.Builder, farTenorOffset: flatbuffers.Offset): void; static addFarCumQty(builder: flatbuffers.Builder, farCumQty: number): void; static addFarAvgPrice(builder: flatbuffers.Builder, farAvgPrice: number): void; static addFarLastQty(builder: flatbuffers.Builder, farLastQty: number): void; static addFarLastPrice(builder: flatbuffers.Builder, farLastPrice: number): void; static addFarFixingDate(builder: flatbuffers.Builder, farFixingDate: number): void; static addFarSettlementDate(builder: flatbuffers.Builder, farSettlementDate: number): void; static addFarLeavesQty(builder: flatbuffers.Builder, farLeavesQty: number): void; static addMidPrice(builder: flatbuffers.Builder, midPrice: number): void; static addFarMidPrice(builder: flatbuffers.Builder, farMidPrice: number): void; static addMidSwapPoints(builder: flatbuffers.Builder, midSwapPoints: number): void; static addExecInst(builder: flatbuffers.Builder, execInst: ExecInst): void; static endExecutionReport(builder: flatbuffers.Builder): flatbuffers.Offset; static createExecutionReport(builder: flatbuffers.Builder, effectiveTime: bigint, transactTime: bigint, userOffset: flatbuffers.Offset, accountOffset: flatbuffers.Offset, symbolOffset: flatbuffers.Offset, venueOffset: flatbuffers.Offset, tenorOffset: flatbuffers.Offset, execIdOffset: flatbuffers.Offset, orderIdOffset: flatbuffers.Offset, quoteIdOffset: flatbuffers.Offset, clOrderIdOffset: flatbuffers.Offset, securityType: SecurityType, side: Side, orderType: OrderType, timeInForce: TimeInForce, execType: ExecType, orderStatus: OrderStatus, liqInd: LiqInd, qty: number, price: number, ccyOffset: flatbuffers.Offset, leavesQty: number, cumQty: number, avgPrice: number, lastQty: number, lastPrice: number, fixingDate: number, settlementDate: number, execVenueOffset: flatbuffers.Offset, counterpartyOffset: flatbuffers.Offset, errorCode: number, strategyOffset: flatbuffers.Offset, strategyParametersOffset: flatbuffers.Offset, textOffset: flatbuffers.Offset, execVenuesOffset: flatbuffers.Offset, lastFwdPoints: number, farLastFwdPoints: number, farPrice: number, farQty: number, farTenorOffset: flatbuffers.Offset, farCumQty: number, farAvgPrice: number, farLastQty: number, farLastPrice: number, farFixingDate: number, farSettlementDate: number, farLeavesQty: number, midPrice: number, farMidPrice: number, midSwapPoints: number, execInst: ExecInst): flatbuffers.Offset; }