@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
TypeScript
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
}