@reactivemarkets/switchboard-sdk/lib/iNewOrderSingle.d.ts

SDK for the Reactive Markets Switchboard

import { OrderType, SecurityType, Side, TimeInForce } from "@reactivemarkets/switchboard-api";
import { IStrategyParameter } from "./iStrategyParameter";
/**
 * 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.
 */
export interface INewOrderSingle {
    /**
     * Trading account.
     */
    readonly account: string;
    /**
     * Order currency.
     */
    readonly ccy?: string;
    /**
     * Request identifier assigned by the client.
     */
    readonly clOrderId?: string;
    /**
     * Swap only, far leg all-in price.
     */
    readonly farPrice?: number;
    /**
     * Swap only, far leg qty.
     */
    readonly farQty?: number;
    /**
     * Swap only, far leg tenor.
     */
    readonly farTenor?: string;
    /**
     * A list of order execution venues. Ignored if venue is not AGG.
     */
    readonly execVenues?: string[];
    /**
     * @see OrderType
     */
    readonly orderType: OrderType;
    /**
     * Order price.
     */
    readonly price?: number;
    /**
     * Order price tolerance.
     */
    readonly priceTolerance?: number;
    /**
     * Order quantity. MUST be greater than zero.
     */
    readonly qty: number;
    /**
     * Quote identifier.
     */
    readonly quoteId?: string;
    /**
     * Security Type. Defaults to SpotFwd.
     *
     * @readonly
     */
    readonly securityType?: SecurityType;
    /**
     * Order side.
     */
    readonly side: Side;
    /**
     * Strategy type.
     */
    readonly strategy?: string;
    /**
     * Strategy parameters.
     */
    readonly strategyParameters?: readonly IStrategyParameter[];
    /**
     * Instrument symbol.
     */
    readonly symbol: string;
    /**
     * Tenor symbol. Defaults to SP.
     */
    readonly tenor?: string;
    /**
     * Free text field for customer use. Max 128 characters.
     */
    readonly text?: string;
    /**
     * @see TimeInForce
     */
    readonly timeInForce: TimeInForce;
    /**
     * Exchange or venue symbol.
     */
    readonly venue: string;
}