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@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.

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"use strict"; Object.defineProperty(exports, "__esModule", { value: true }); exports.OrdRejReason = void 0; var OrdRejReason; (function (OrdRejReason) { OrdRejReason[OrdRejReason["BrokerCredit"] = 0] = "BrokerCredit"; OrdRejReason[OrdRejReason["UnknownSymbol"] = 1] = "UnknownSymbol"; OrdRejReason[OrdRejReason["ExchangeClosed"] = 2] = "ExchangeClosed"; OrdRejReason[OrdRejReason["OrderExceedsLimit"] = 3] = "OrderExceedsLimit"; OrdRejReason[OrdRejReason["TooLateToEnter"] = 4] = "TooLateToEnter"; OrdRejReason[OrdRejReason["UnknownOrder"] = 5] = "UnknownOrder"; OrdRejReason[OrdRejReason["DuplicateOrder"] = 6] = "DuplicateOrder"; OrdRejReason[OrdRejReason["DuplicateOfAVerballyCommunicatedOrder"] = 7] = "DuplicateOfAVerballyCommunicatedOrder"; OrdRejReason[OrdRejReason["StaleOrder"] = 8] = "StaleOrder"; OrdRejReason[OrdRejReason["TradeAlongRequired"] = 9] = "TradeAlongRequired"; OrdRejReason[OrdRejReason["InvalidInvestorID"] = 10] = "InvalidInvestorID"; OrdRejReason[OrdRejReason["UnsupportedOrderCharacteristic"] = 11] = "UnsupportedOrderCharacteristic"; OrdRejReason[OrdRejReason["SurveillanceOption"] = 12] = "SurveillanceOption"; OrdRejReason[OrdRejReason["IncorrectQuantity"] = 13] = "IncorrectQuantity"; OrdRejReason[OrdRejReason["IncorrectAllocatedQuantity"] = 14] = "IncorrectAllocatedQuantity"; OrdRejReason[OrdRejReason["UnknownAccount"] = 15] = "UnknownAccount"; OrdRejReason[OrdRejReason["PriceExceedsCurrentPriceBand"] = 16] = "PriceExceedsCurrentPriceBand"; OrdRejReason[OrdRejReason["InvalidPriceIncrement"] = 18] = "InvalidPriceIncrement"; OrdRejReason[OrdRejReason["ReferencePriceNotAvailable"] = 19] = "ReferencePriceNotAvailable"; OrdRejReason[OrdRejReason["NotionalValueExceedsThreshold"] = 20] = "NotionalValueExceedsThreshold"; OrdRejReason[OrdRejReason["AlgorithmRiskThresholdBreached"] = 21] = "AlgorithmRiskThresholdBreached"; OrdRejReason[OrdRejReason["ShortSellNotPermitted"] = 22] = "ShortSellNotPermitted"; OrdRejReason[OrdRejReason["ShortSellSecurityPreBorrowRestriction"] = 23] = "ShortSellSecurityPreBorrowRestriction"; OrdRejReason[OrdRejReason["ShortSellAccountPreBorrowRestriction"] = 24] = "ShortSellAccountPreBorrowRestriction"; OrdRejReason[OrdRejReason["InsufficientCreditLimit"] = 25] = "InsufficientCreditLimit"; OrdRejReason[OrdRejReason["ExceededClipSizeLimit"] = 26] = "ExceededClipSizeLimit"; OrdRejReason[OrdRejReason["ExceededMaxNotionalOrderAmt"] = 27] = "ExceededMaxNotionalOrderAmt"; OrdRejReason[OrdRejReason["ExceededDV01PV01Limit"] = 28] = "ExceededDV01PV01Limit"; OrdRejReason[OrdRejReason["ExceededCS01Limit"] = 29] = "ExceededCS01Limit"; OrdRejReason[OrdRejReason["LastLook"] = 30] = "LastLook"; OrdRejReason[OrdRejReason["LastLookLatency"] = 31] = "LastLookLatency"; OrdRejReason[OrdRejReason["UnavailablePriceLiquidity"] = 32] = "UnavailablePriceLiquidity"; OrdRejReason[OrdRejReason["InvalidMissingEntitlements"] = 33] = "InvalidMissingEntitlements"; OrdRejReason[OrdRejReason["Other"] = 99] = "Other"; })(OrdRejReason || (exports.OrdRejReason = OrdRejReason = {})); //# sourceMappingURL=OrdRejReason.js.map