@sotatech/nest-quickfix
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A powerful NestJS implementation of the FIX (Financial Information eXchange) protocol. Provides high-performance, reliable messaging for financial trading applications with built-in session management, message validation, and recovery mechanisms.
15 lines (14 loc) • 403 B
TypeScript
export declare enum LastLiquidityInd {
NeitherAddedNorRemovedLiquidity = 0,
AddedLiquidity = 1,
RemovedLiquidity = 2,
LiquidityRoutedOut = 3,
Auction = 4,
TriggeredStopOrder = 5,
TriggeredContingencyOrder = 6,
TriggeredMarketOrder = 7,
RemovedLiquidityAfterFirmOrderCommitment = 8,
AuctionExecutionAfterFirmOrderCommitment = 9,
Unknown = 10,
Other = 11
}