@reactivemarkets/switchboard-api
Version:
Generated api for Reactive Markets Switchboard network
295 lines (294 loc) • 12 kB
JavaScript
"use strict";
// automatically generated by the FlatBuffers compiler, do not modify
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
var desc = Object.getOwnPropertyDescriptor(m, k);
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
desc = { enumerable: true, get: function() { return m[k]; } };
}
Object.defineProperty(o, k2, desc);
}) : (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
o["default"] = v;
});
var __importStar = (this && this.__importStar) || function (mod) {
if (mod && mod.__esModule) return mod;
var result = {};
if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
__setModuleDefault(result, mod);
return result;
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.NewOrderSingle = void 0;
const flatbuffers = __importStar(require("flatbuffers"));
const Enum_generated_js_1 = require("./Enum_generated.js");
const StrategyParameter_generated_js_1 = require("./StrategyParameter_generated.js");
/**
* The New Order Single message is sent by the taker to create a new order for execution.
* The maker is expected to respond immediately with a Execution Report message under normal conditions.
*/
class NewOrderSingle {
constructor() {
this.bb = null;
this.bb_pos = 0;
}
__init(i, bb) {
this.bb_pos = i;
this.bb = bb;
return this;
}
static getRootAsNewOrderSingle(bb, obj) {
return (obj || new NewOrderSingle()).__init(bb.readInt32(bb.position()) + bb.position(), bb);
}
static getSizePrefixedRootAsNewOrderSingle(bb, obj) {
bb.setPosition(bb.position() + flatbuffers.SIZE_PREFIX_LENGTH);
return (obj || new NewOrderSingle()).__init(bb.readInt32(bb.position()) + bb.position(), bb);
}
account(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 4);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
symbol(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 6);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
venue(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 8);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
tenor(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 10);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
clOrderId(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 12);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
/**
* Security Type. defaults to Spot.
*/
securityType() {
const offset = this.bb.__offset(this.bb_pos, 14);
return offset ? this.bb.readInt16(this.bb_pos + offset) : Enum_generated_js_1.SecurityType.Spot;
}
/**
* Order side.
*/
side() {
const offset = this.bb.__offset(this.bb_pos, 16);
return offset ? this.bb.readInt16(this.bb_pos + offset) : Enum_generated_js_1.Side.None;
}
/**
* See OrderType.
*/
orderType() {
const offset = this.bb.__offset(this.bb_pos, 18);
return offset ? this.bb.readInt16(this.bb_pos + offset) : Enum_generated_js_1.OrderType.None;
}
/**
* See TimeInForce.
*/
timeInForce() {
const offset = this.bb.__offset(this.bb_pos, 20);
return offset ? this.bb.readInt16(this.bb_pos + offset) : Enum_generated_js_1.TimeInForce.None;
}
/**
* Order quantity. MUST be greater than zero.
*/
qty() {
const offset = this.bb.__offset(this.bb_pos, 22);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
/**
* All-in order price.
*/
price() {
const offset = this.bb.__offset(this.bb_pos, 24);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
ccy(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 26);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
/**
* Order price tolerance.
*/
priceTolerance() {
const offset = this.bb.__offset(this.bb_pos, 28);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
quoteId(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 30);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
strategy(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 32);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
/**
* Strategy Parameters
*/
strategyParameters(index, obj) {
const offset = this.bb.__offset(this.bb_pos, 34);
return offset ? (obj || new StrategyParameter_generated_js_1.StrategyParameter()).__init(this.bb.__indirect(this.bb.__vector(this.bb_pos + offset) + index * 4), this.bb) : null;
}
strategyParametersLength() {
const offset = this.bb.__offset(this.bb_pos, 34);
return offset ? this.bb.__vector_len(this.bb_pos + offset) : 0;
}
text(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 36);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
execVenues(index, optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 38);
return offset ? this.bb.__string(this.bb.__vector(this.bb_pos + offset) + index * 4, optionalEncoding) : null;
}
execVenuesLength() {
const offset = this.bb.__offset(this.bb_pos, 38);
return offset ? this.bb.__vector_len(this.bb_pos + offset) : 0;
}
/**
* Swap only, far leg all-in price.
*/
farPrice() {
const offset = this.bb.__offset(this.bb_pos, 40);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
/**
* Swap only, far leg quantity.
*/
farQty() {
const offset = this.bb.__offset(this.bb_pos, 42);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
farTenor(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 44);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
static startNewOrderSingle(builder) {
builder.startObject(21);
}
static addAccount(builder, accountOffset) {
builder.addFieldOffset(0, accountOffset, 0);
}
static addSymbol(builder, symbolOffset) {
builder.addFieldOffset(1, symbolOffset, 0);
}
static addVenue(builder, venueOffset) {
builder.addFieldOffset(2, venueOffset, 0);
}
static addTenor(builder, tenorOffset) {
builder.addFieldOffset(3, tenorOffset, 0);
}
static addClOrderId(builder, clOrderIdOffset) {
builder.addFieldOffset(4, clOrderIdOffset, 0);
}
static addSecurityType(builder, securityType) {
builder.addFieldInt16(5, securityType, Enum_generated_js_1.SecurityType.Spot);
}
static addSide(builder, side) {
builder.addFieldInt16(6, side, Enum_generated_js_1.Side.None);
}
static addOrderType(builder, orderType) {
builder.addFieldInt16(7, orderType, Enum_generated_js_1.OrderType.None);
}
static addTimeInForce(builder, timeInForce) {
builder.addFieldInt16(8, timeInForce, Enum_generated_js_1.TimeInForce.None);
}
static addQty(builder, qty) {
builder.addFieldFloat64(9, qty, 0.0);
}
static addPrice(builder, price) {
builder.addFieldFloat64(10, price, 0.0);
}
static addCcy(builder, ccyOffset) {
builder.addFieldOffset(11, ccyOffset, 0);
}
static addPriceTolerance(builder, priceTolerance) {
builder.addFieldFloat64(12, priceTolerance, 0.0);
}
static addQuoteId(builder, quoteIdOffset) {
builder.addFieldOffset(13, quoteIdOffset, 0);
}
static addStrategy(builder, strategyOffset) {
builder.addFieldOffset(14, strategyOffset, 0);
}
static addStrategyParameters(builder, strategyParametersOffset) {
builder.addFieldOffset(15, strategyParametersOffset, 0);
}
static createStrategyParametersVector(builder, data) {
builder.startVector(4, data.length, 4);
for (let i = data.length - 1; i >= 0; i--) {
builder.addOffset(data[i]);
}
return builder.endVector();
}
static startStrategyParametersVector(builder, numElems) {
builder.startVector(4, numElems, 4);
}
static addText(builder, textOffset) {
builder.addFieldOffset(16, textOffset, 0);
}
static addExecVenues(builder, execVenuesOffset) {
builder.addFieldOffset(17, execVenuesOffset, 0);
}
static createExecVenuesVector(builder, data) {
builder.startVector(4, data.length, 4);
for (let i = data.length - 1; i >= 0; i--) {
builder.addOffset(data[i]);
}
return builder.endVector();
}
static startExecVenuesVector(builder, numElems) {
builder.startVector(4, numElems, 4);
}
static addFarPrice(builder, farPrice) {
builder.addFieldFloat64(18, farPrice, 0.0);
}
static addFarQty(builder, farQty) {
builder.addFieldFloat64(19, farQty, 0.0);
}
static addFarTenor(builder, farTenorOffset) {
builder.addFieldOffset(20, farTenorOffset, 0);
}
static endNewOrderSingle(builder) {
const offset = builder.endObject();
builder.requiredField(offset, 4); // account
builder.requiredField(offset, 6); // symbol
builder.requiredField(offset, 8); // venue
builder.requiredField(offset, 12); // cl_order_id
return offset;
}
static createNewOrderSingle(builder, accountOffset, symbolOffset, venueOffset, tenorOffset, clOrderIdOffset, securityType, side, orderType, timeInForce, qty, price, ccyOffset, priceTolerance, quoteIdOffset, strategyOffset, strategyParametersOffset, textOffset, execVenuesOffset, farPrice, farQty, farTenorOffset) {
NewOrderSingle.startNewOrderSingle(builder);
NewOrderSingle.addAccount(builder, accountOffset);
NewOrderSingle.addSymbol(builder, symbolOffset);
NewOrderSingle.addVenue(builder, venueOffset);
NewOrderSingle.addTenor(builder, tenorOffset);
NewOrderSingle.addClOrderId(builder, clOrderIdOffset);
NewOrderSingle.addSecurityType(builder, securityType);
NewOrderSingle.addSide(builder, side);
NewOrderSingle.addOrderType(builder, orderType);
NewOrderSingle.addTimeInForce(builder, timeInForce);
NewOrderSingle.addQty(builder, qty);
NewOrderSingle.addPrice(builder, price);
NewOrderSingle.addCcy(builder, ccyOffset);
NewOrderSingle.addPriceTolerance(builder, priceTolerance);
NewOrderSingle.addQuoteId(builder, quoteIdOffset);
NewOrderSingle.addStrategy(builder, strategyOffset);
NewOrderSingle.addStrategyParameters(builder, strategyParametersOffset);
NewOrderSingle.addText(builder, textOffset);
NewOrderSingle.addExecVenues(builder, execVenuesOffset);
NewOrderSingle.addFarPrice(builder, farPrice);
NewOrderSingle.addFarQty(builder, farQty);
NewOrderSingle.addFarTenor(builder, farTenorOffset);
return NewOrderSingle.endNewOrderSingle(builder);
}
}
exports.NewOrderSingle = NewOrderSingle;