@reactivemarkets/switchboard-api
Version:
Generated api for Reactive Markets Switchboard network
114 lines (113 loc) • 4.68 kB
TypeScript
import * as flatbuffers from 'flatbuffers';
import { QuoteType as QuoteType, SecurityType as SecurityType } from './Enum_generated.js';
export declare class MDEntry {
bb: flatbuffers.ByteBuffer | null;
bb_pos: number;
__init(i: number, bb: flatbuffers.ByteBuffer): MDEntry;
/**
* Bitset describing conditions of the quote.
*/
conditions(): number;
/**
* Size of the MDEntry.
*/
size(): number;
/**
* Price of the MDEntry.
*/
price(): number;
/**
* Forward points of the MDEntry.
*/
fwdPoints(): number;
/**
* Reserved for future use.
*/
reserved(): number;
static sizeOf(): number;
static createMDEntry(builder: flatbuffers.Builder, conditions: number, size: number, price: number, fwd_points: number, reserved: number): flatbuffers.Offset;
}
export declare class MarketDataSnapshot {
bb: flatbuffers.ByteBuffer | null;
bb_pos: number;
__init(i: number, bb: flatbuffers.ByteBuffer): MarketDataSnapshot;
static getRootAsMarketDataSnapshot(bb: flatbuffers.ByteBuffer, obj?: MarketDataSnapshot): MarketDataSnapshot;
static getSizePrefixedRootAsMarketDataSnapshot(bb: flatbuffers.ByteBuffer, obj?: MarketDataSnapshot): MarketDataSnapshot;
/**
* Source system timestamp.
*/
origTime(): bigint;
/**
* 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;
/**
* Security Type. defaults to Spot.
*/
securityType(): SecurityType;
/**
* Quote or liquidity type.
*/
quoteType(): QuoteType;
/**
* The fixing date in YYYYMMDD format.
*/
fixingDate(): number;
/**
* The settlement date in YYYYMMDD format.
*/
settlementDate(): number;
/**
* Quote identifier.
*/
quoteId(): string | null;
quoteId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
/**
* Bid market data entries.
*/
bid(index: number, obj?: MDEntry): MDEntry | null;
bidLength(): number;
/**
* Offer market data entries.
*/
offer(index: number, obj?: MDEntry): MDEntry | null;
offerLength(): number;
/**
* Dodd-Frank mid price.
*/
midPrice(): number;
static startMarketDataSnapshot(builder: flatbuffers.Builder): void;
static addOrigTime(builder: flatbuffers.Builder, origTime: bigint): 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 addSecurityType(builder: flatbuffers.Builder, securityType: SecurityType): void;
static addQuoteType(builder: flatbuffers.Builder, quoteType: QuoteType): void;
static addFixingDate(builder: flatbuffers.Builder, fixingDate: number): void;
static addSettlementDate(builder: flatbuffers.Builder, settlementDate: number): void;
static addQuoteId(builder: flatbuffers.Builder, quoteIdOffset: flatbuffers.Offset): void;
static addBid(builder: flatbuffers.Builder, bidOffset: flatbuffers.Offset): void;
static startBidVector(builder: flatbuffers.Builder, numElems: number): void;
static addOffer(builder: flatbuffers.Builder, offerOffset: flatbuffers.Offset): void;
static startOfferVector(builder: flatbuffers.Builder, numElems: number): void;
static addMidPrice(builder: flatbuffers.Builder, midPrice: number): void;
static endMarketDataSnapshot(builder: flatbuffers.Builder): flatbuffers.Offset;
static createMarketDataSnapshot(builder: flatbuffers.Builder, origTime: bigint, accountOffset: flatbuffers.Offset, symbolOffset: flatbuffers.Offset, venueOffset: flatbuffers.Offset, tenorOffset: flatbuffers.Offset, securityType: SecurityType, quoteType: QuoteType, fixingDate: number, settlementDate: number, quoteIdOffset: flatbuffers.Offset, bidOffset: flatbuffers.Offset, offerOffset: flatbuffers.Offset, midPrice: number): flatbuffers.Offset;
}