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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.

21 lines (20 loc) 494 B
export declare enum RiskLimitType { CreditLimit = 0, GrossLimit = 1, NetLimit = 2, Exposure = 3, LongLimit = 4, ShortLimit = 5, CashMargin = 6, AdditionalMargin = 7, TotalMargin = 8, LimitConsumed = 9, ClipSize = 10, MaxNotionalOrderSize = 11, DV01PV01Limit = 12, CS01Limit = 13, VolumeLimitPerTimePeriod = 14, VolFilledPctOrdVolTmPeriod = 15, NotlFilledPctNotlTmPeriod = 16, TransactionExecutionLimitPerTimePeriod = 17 }