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

SDK for the Reactive Markets Switchboard

import { SecurityType } from "@reactivemarkets/switchboard-api";
/**
 * The Order Cancel Reject message is sent by the maker in response to a
 * Order Cancel Request or an Order Cancel / Replace Request message that
 * cannot be fulfilled for business or technical reasons.
 */
export interface IOrderCancelRequest {
    /**
     * Trading account.
     */
    readonly account: string;
    /**
     * Instrument symbol.
     */
    readonly symbol: string;
    /**
     * Exchange or venue symbol.
     */
    readonly venue: string;
    /**
     * Tenor symbol. Defaults to SP.
     */
    readonly tenor?: string;
    /**
     * Security Type. Defaults to SpotFwd.
     *
     * @readonly
     */
    readonly securityType?: SecurityType;
    /**
     * Request identifier assigned by the client.
     */
    readonly clOrderId: string;
    /**
     * The order identifier assigned by the trading system.
     */
    readonly orderId?: string;
    /**
     * The cl_ord_id specified on the most recent order revision.
     */
    readonly origClOrderId: string;
}