@sotatech/nest-quickfix
Version:
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.
41 lines • 3.21 kB
JavaScript
;
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