@reactivemarkets/switchboard-api
Version:
Generated api for Reactive Markets Switchboard network
358 lines (357 loc) • 12.7 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.Quote = exports.QuoteEntry = void 0;
const flatbuffers = __importStar(require("flatbuffers"));
const Enum_generated_js_1 = require("./Enum_generated.js");
class QuoteEntry {
constructor() {
this.bb = null;
this.bb_pos = 0;
}
__init(i, bb) {
this.bb_pos = i;
this.bb = bb;
return this;
}
/**
* Bitset describing conditions of the quote.
*/
conditions() {
return this.bb.readUint16(this.bb_pos);
}
/**
* Size of the QuoteEntry.
*/
size() {
return this.bb.readFloat64(this.bb_pos + 8);
}
/**
* Price of the QuoteEntry.
*/
price() {
return this.bb.readFloat64(this.bb_pos + 16);
}
/**
* Forward points of the QuoteEntry.
*/
fwdPoints() {
return this.bb.readFloat64(this.bb_pos + 24);
}
/**
* Swap only, far leg size.
*/
farSize() {
return this.bb.readFloat64(this.bb_pos + 32);
}
/**
* Swap only, far leg price.
*/
farPrice() {
return this.bb.readFloat64(this.bb_pos + 40);
}
/**
* Swap only, far leg forward points.
*/
farFwdPoints() {
return this.bb.readFloat64(this.bb_pos + 48);
}
/**
* Swap points of the QuoteEntry.
*/
swapPoints() {
return this.bb.readFloat64(this.bb_pos + 56);
}
static sizeOf() {
return 64;
}
static createQuoteEntry(builder, conditions, size, price, fwd_points, far_size, far_price, far_fwd_points, swap_points) {
builder.prep(8, 64);
builder.writeFloat64(swap_points);
builder.writeFloat64(far_fwd_points);
builder.writeFloat64(far_price);
builder.writeFloat64(far_size);
builder.writeFloat64(fwd_points);
builder.writeFloat64(price);
builder.writeFloat64(size);
builder.pad(6);
builder.writeInt16(conditions);
return builder.offset();
}
}
exports.QuoteEntry = QuoteEntry;
class Quote {
constructor() {
this.bb = null;
this.bb_pos = 0;
}
__init(i, bb) {
this.bb_pos = i;
this.bb = bb;
return this;
}
static getRootAsQuote(bb, obj) {
return (obj || new Quote()).__init(bb.readInt32(bb.position()) + bb.position(), bb);
}
static getSizePrefixedRootAsQuote(bb, obj) {
bb.setPosition(bb.position() + flatbuffers.SIZE_PREFIX_LENGTH);
return (obj || new Quote()).__init(bb.readInt32(bb.position()) + bb.position(), bb);
}
/**
* Source system timestamp.
*/
origTime() {
const offset = this.bb.__offset(this.bb_pos, 4);
return offset ? this.bb.readInt64(this.bb_pos + offset) : BigInt('0');
}
account(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 6);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
symbol(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;
}
/**
* Security Type. defaults to Spot.
*/
securityType() {
const offset = this.bb.__offset(this.bb_pos, 12);
return offset ? this.bb.readInt16(this.bb_pos + offset) : Enum_generated_js_1.SecurityType.Spot;
}
reqId(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 14);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
quoteId(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 16);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
venue(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 18);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
/**
* Quote expiry time.
*/
expiryTime() {
const offset = this.bb.__offset(this.bb_pos, 20);
return offset ? this.bb.readInt64(this.bb_pos + offset) : BigInt('0');
}
ccy(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 22);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
entryId(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 24);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
/**
* The fixing date in YYYYMMDD format.
*/
fixingDate() {
const offset = this.bb.__offset(this.bb_pos, 26);
return offset ? this.bb.readInt32(this.bb_pos + offset) : 0;
}
/**
* The settlement date in YYYYMMDD format.
*/
settlementDate() {
const offset = this.bb.__offset(this.bb_pos, 28);
return offset ? this.bb.readInt32(this.bb_pos + offset) : 0;
}
/**
* Swaps only, fixing date in YYYYMMDD format.
*/
farFixingDate() {
const offset = this.bb.__offset(this.bb_pos, 30);
return offset ? this.bb.readInt32(this.bb_pos + offset) : 0;
}
/**
* The settlement date in YYYYMMDD format.
*/
farSettlementDate() {
const offset = this.bb.__offset(this.bb_pos, 32);
return offset ? this.bb.readInt32(this.bb_pos + offset) : 0;
}
farTenor(optionalEncoding) {
const offset = this.bb.__offset(this.bb_pos, 34);
return offset ? this.bb.__string(this.bb_pos + offset, optionalEncoding) : null;
}
/**
* Bid quote entries.
*/
bid(index, obj) {
const offset = this.bb.__offset(this.bb_pos, 36);
return offset ? (obj || new QuoteEntry()).__init(this.bb.__vector(this.bb_pos + offset) + index * 64, this.bb) : null;
}
bidLength() {
const offset = this.bb.__offset(this.bb_pos, 36);
return offset ? this.bb.__vector_len(this.bb_pos + offset) : 0;
}
/**
* Offer quote entries.
*/
offer(index, obj) {
const offset = this.bb.__offset(this.bb_pos, 38);
return offset ? (obj || new QuoteEntry()).__init(this.bb.__vector(this.bb_pos + offset) + index * 64, this.bb) : null;
}
offerLength() {
const offset = this.bb.__offset(this.bb_pos, 38);
return offset ? this.bb.__vector_len(this.bb_pos + offset) : 0;
}
/**
* Dodd-Frank mid price.
*/
midPrice() {
const offset = this.bb.__offset(this.bb_pos, 40);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
/**
* Swaps only, far leg Dodd-Frank mid price
*/
farMidPrice() {
const offset = this.bb.__offset(this.bb_pos, 42);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
/**
* Swaps only, Dodd-Frank mid swap points
*/
midSwapPoints() {
const offset = this.bb.__offset(this.bb_pos, 44);
return offset ? this.bb.readFloat64(this.bb_pos + offset) : 0.0;
}
static startQuote(builder) {
builder.startObject(21);
}
static addOrigTime(builder, origTime) {
builder.addFieldInt64(0, origTime, BigInt('0'));
}
static addAccount(builder, accountOffset) {
builder.addFieldOffset(1, accountOffset, 0);
}
static addSymbol(builder, symbolOffset) {
builder.addFieldOffset(2, symbolOffset, 0);
}
static addTenor(builder, tenorOffset) {
builder.addFieldOffset(3, tenorOffset, 0);
}
static addSecurityType(builder, securityType) {
builder.addFieldInt16(4, securityType, Enum_generated_js_1.SecurityType.Spot);
}
static addReqId(builder, reqIdOffset) {
builder.addFieldOffset(5, reqIdOffset, 0);
}
static addQuoteId(builder, quoteIdOffset) {
builder.addFieldOffset(6, quoteIdOffset, 0);
}
static addVenue(builder, venueOffset) {
builder.addFieldOffset(7, venueOffset, 0);
}
static addExpiryTime(builder, expiryTime) {
builder.addFieldInt64(8, expiryTime, BigInt('0'));
}
static addCcy(builder, ccyOffset) {
builder.addFieldOffset(9, ccyOffset, 0);
}
static addEntryId(builder, entryIdOffset) {
builder.addFieldOffset(10, entryIdOffset, 0);
}
static addFixingDate(builder, fixingDate) {
builder.addFieldInt32(11, fixingDate, 0);
}
static addSettlementDate(builder, settlementDate) {
builder.addFieldInt32(12, settlementDate, 0);
}
static addFarFixingDate(builder, farFixingDate) {
builder.addFieldInt32(13, farFixingDate, 0);
}
static addFarSettlementDate(builder, farSettlementDate) {
builder.addFieldInt32(14, farSettlementDate, 0);
}
static addFarTenor(builder, farTenorOffset) {
builder.addFieldOffset(15, farTenorOffset, 0);
}
static addBid(builder, bidOffset) {
builder.addFieldOffset(16, bidOffset, 0);
}
static startBidVector(builder, numElems) {
builder.startVector(64, numElems, 8);
}
static addOffer(builder, offerOffset) {
builder.addFieldOffset(17, offerOffset, 0);
}
static startOfferVector(builder, numElems) {
builder.startVector(64, numElems, 8);
}
static addMidPrice(builder, midPrice) {
builder.addFieldFloat64(18, midPrice, 0.0);
}
static addFarMidPrice(builder, farMidPrice) {
builder.addFieldFloat64(19, farMidPrice, 0.0);
}
static addMidSwapPoints(builder, midSwapPoints) {
builder.addFieldFloat64(20, midSwapPoints, 0.0);
}
static endQuote(builder) {
const offset = builder.endObject();
builder.requiredField(offset, 6); // account
builder.requiredField(offset, 8); // symbol
builder.requiredField(offset, 14); // req_id
builder.requiredField(offset, 18); // venue
return offset;
}
static createQuote(builder, origTime, accountOffset, symbolOffset, tenorOffset, securityType, reqIdOffset, quoteIdOffset, venueOffset, expiryTime, ccyOffset, entryIdOffset, fixingDate, settlementDate, farFixingDate, farSettlementDate, farTenorOffset, bidOffset, offerOffset, midPrice, farMidPrice, midSwapPoints) {
Quote.startQuote(builder);
Quote.addOrigTime(builder, origTime);
Quote.addAccount(builder, accountOffset);
Quote.addSymbol(builder, symbolOffset);
Quote.addTenor(builder, tenorOffset);
Quote.addSecurityType(builder, securityType);
Quote.addReqId(builder, reqIdOffset);
Quote.addQuoteId(builder, quoteIdOffset);
Quote.addVenue(builder, venueOffset);
Quote.addExpiryTime(builder, expiryTime);
Quote.addCcy(builder, ccyOffset);
Quote.addEntryId(builder, entryIdOffset);
Quote.addFixingDate(builder, fixingDate);
Quote.addSettlementDate(builder, settlementDate);
Quote.addFarFixingDate(builder, farFixingDate);
Quote.addFarSettlementDate(builder, farSettlementDate);
Quote.addFarTenor(builder, farTenorOffset);
Quote.addBid(builder, bidOffset);
Quote.addOffer(builder, offerOffset);
Quote.addMidPrice(builder, midPrice);
Quote.addFarMidPrice(builder, farMidPrice);
Quote.addMidSwapPoints(builder, midSwapPoints);
return Quote.endQuote(builder);
}
}
exports.Quote = Quote;