@reactivemarkets/switchboard-sdk

import { ExecType, LiqInd, OrderStatus, OrderType, SecurityType, Side, TimeInForce } from "@reactivemarkets/switchboard-api"; import { IStrategyParameter } from "../iStrategyParameter"; import { IMessageBuilder } from "./iMessageBuilder"; export interface IExecutionReportBuilder extends IMessageBuilder { /** * The trading account. * @param account */ account(account: string): IExecutionReportBuilder; /** * Average price of order fills. * @param avgPrice */ avgPrice(avgPrice?: number): IExecutionReportBuilder; /** * Order currency. * @param ccy currency */ ccy(ccy?: string): IExecutionReportBuilder; /** * Request identifier assigned by the client. * @param clOrderId */ clOrderId(clOrderId?: string): IExecutionReportBuilder; /** * The time that the order is valid from. * @param effectiveTime */ effectiveTime(effectiveTime?: bigint): IExecutionReportBuilder; /** * The order identifier assigned by the trading system. * @param orderId */ execId(execId: string): IExecutionReportBuilder; /** * Exec Type. * @param execType */ execType(execType?: ExecType): IExecutionReportBuilder; /** * Swaps only, far last average price of order fills. * @param farAvgPrice */ farAvgPrice(farAvgPrice?: number): IExecutionReportBuilder; /** * Swaps only, far total quantity executed by order fills. * @param farCumQty */ farCumQty(farCumQty?: number): IExecutionReportBuilder; /** * Swaps only, the far fixing date at the time of transaction. * @param farFixingDate */ farFixingDate(farFixingDate?: number): IExecutionReportBuilder; /** * Swaps only, far last forward points. * @param farLastFwdPoints */ farLastFwdPoints(farLastFwdPoints?: number): IExecutionReportBuilder; /** * Swaps only, the far last trade price. * @param farLastPrice */ farLastPrice(farLastPrice?: number): IExecutionReportBuilder; /** * Swaps only, the far last trade quantity. * @param farLastQty */ farLastQty(farLastQty?: number): IExecutionReportBuilder; /** * Swaps only, the far remaining order quantity. * @param farLeavesQty */ farLeavesQty(farLeavesQty?: number): IExecutionReportBuilder; /** * Swap only, far leg all-in price. * @param price */ farPrice(price?: number): IExecutionReportBuilder; /** * Swap only, far leg quantity. * @param qty */ farQty(qty?: number): IExecutionReportBuilder; /** * Swaps only, the far settlement date at the time of transaction. * @param farSettlementDate */ farSettlementDate(farSettlementDate?: number): IExecutionReportBuilder; /** * Swap only, far leg tenor symbol. * @param farTenor */ farTenor(farTenor: string): IExecutionReportBuilder; /** * Remaining order quantity. * @param leavesQty */ leavesQty(leavesQty?: number): IExecutionReportBuilder; /** * The order identifier assigned by the trading system. * @param orderId */ orderId(orderId: string): IExecutionReportBuilder; /** * Order type. * @param orderType */ orderType(orderType?: OrderType): IExecutionReportBuilder; /** * Describes the current state of the order. * @param orderStatus */ orderStatus(orderStatus?: OrderStatus): IExecutionReportBuilder; /** * Order price. * @param price */ price(price?: number): IExecutionReportBuilder; /** * Order quantity. * @param qty */ qty(qty?: number): IExecutionReportBuilder; /** * Quote identifier. * @param quoteId */ quoteId(quoteId: string): IExecutionReportBuilder; /** * Total quantity executed by order fills. * @param cumQty */ cumQty(cumQty?: number): IExecutionReportBuilder; /** * Last forward points. * @param lastFwdPoints */ lastFwdPoints(lastFwdPoints?: number): IExecutionReportBuilder; /** * Last trade quantity. * @param lastQty */ lastQty(lastQty?: number): IExecutionReportBuilder; /** * Last trade price. * @param lastPrice */ lastPrice(lastPrice?: number): IExecutionReportBuilder; /** * The fixing date at the time of transaction. * @param fixingDate */ fixingDate(fixingDate?: number): IExecutionReportBuilder; /** * Counter-party on the other side of the trade. * @param counterparty */ counterparty(counterparty?: string): IExecutionReportBuilder; /** * Optional code to identify the order reject reason when ExecType Rejected. * @param errorCode */ errorCode(errorCode?: number): IExecutionReportBuilder; /** * Underyling execution venue. * @param execVenue */ execVenue(execVenue?: string): IExecutionReportBuilder; /** * List of order execution venues specified on the order. * @param venues */ execVenues(venues?: string[]): IExecutionReportBuilder; /** * Liquidity indicator. * @param liqInd */ liqInd(liqInd?: LiqInd): IExecutionReportBuilder; /** * Security Type. Defaults to SpotFwd. * @param securityType */ securityType(securityType: SecurityType): IExecutionReportBuilder; /** * The settlement date at the time of transaction. * @param settlementDate */ settlementDate(settlementDate?: number): IExecutionReportBuilder; /** * Order side. * @param side */ side(side?: Side): IExecutionReportBuilder; /** * Target strategy for order execution. */ strategy(strategy?: string): IExecutionReportBuilder; /** * Strategy parameters. * @param parameters */ strategyParameters(parameters?: readonly IStrategyParameter[]): IExecutionReportBuilder; /** * Instrument symbol * @param symbol */ symbol(symbol: string): IExecutionReportBuilder; /** * Tenor symbol. * @param tenor */ tenor(tenor: string): IExecutionReportBuilder; /** * Supplementary information relating to the reject. * @param text The message. */ text(text?: string): IExecutionReportBuilder; /** * Time In Force. * @param timeInForce */ timeInForce(timeInForce?: TimeInForce): IExecutionReportBuilder; /** * Transaction time. * @param transactTime */ transactTime(transactTime?: bigint): IExecutionReportBuilder; /** * User or trader identifier. * @param user */ user(user: string): IExecutionReportBuilder; /** * Exchange or venue symbol. * @param venue */ venue(venue: string): IExecutionReportBuilder; }