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@reactivemarkets/switchboard-sdk

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SDK for the Reactive Markets Switchboard

github.com/reactivemarkets/switchboard-js

reactivemarkets/switchboard-js

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import { ExecutionReport, Heartbeat, MarketDataSnapshot, OrderCancelReject, Reject, TestRequest, ExecType, LiqInd, OrderStatus, SecurityType, Side, TimeInForce, QuoteType, OrderType, MarketDataRequestReject } from "@reactivemarkets/switchboard-api"; import { IMetric } from "../iMetric"; import { IStrategyParameter } from "../iStrategyParameter"; export declare function toJS(message: ExecutionReport): { readonly account: string; readonly avgPrice: number; readonly ccy: string; readonly clOrderId: string; readonly counterparty: string; readonly cumQty: number; readonly errorCode: number; readonly effectiveTime: Date; readonly execId: string; readonly execType: ExecType; readonly execVenue: string; readonly fixingDate: number; readonly lastPrice: number; readonly lastQty: number; readonly leavesQty: number; readonly liqInd: LiqInd; readonly orderId: string; readonly orderStatus: OrderStatus; readonly orderType: OrderType; readonly price: number; readonly quoteId: string; readonly qty: number; readonly securityType: SecurityType; readonly settlementDate: number; readonly side: Side; readonly strategy: string; readonly strategyParameters: IStrategyParameter[] | undefined; readonly symbol: string; readonly tenor: string; readonly text: string; readonly timeInForce: TimeInForce; readonly transactTime: Date; readonly user: string; readonly venue: string; readonly execVenues: string[]; }; export declare function toJS(message: OrderCancelReject): { readonly account: string; readonly clOrderId: string; readonly code: number; readonly orderId: string; readonly origClOrderId: string; readonly price: number; readonly qty: number; readonly securityType: SecurityType; readonly symbol: string; readonly tenor: string; readonly text?: string; readonly venue: string; }; export declare function toJS(message: MarketDataSnapshot): { readonly account: string; readonly bid: Map<number, number[]>; readonly fixingDate: number; readonly offer: Map<number, number[]>; readonly origTime: Date; readonly quoteId: string; readonly quoteType: QuoteType; readonly securityType: SecurityType; readonly settlementDate: number; readonly symbol: string; readonly tenor: string; readonly venue: string; }; export declare function toJS(message: Reject): { readonly code: number; readonly field: string; readonly text?: string; }; export declare function toJS(message: MarketDataRequestReject): { readonly code: number; readonly requestId: string; readonly text: string; }; export declare function toJS(message: Heartbeat | TestRequest): { readonly metrics: IMetric[] | undefined; readonly requestId: string; };