@sotatech/nest-quickfix/dist/fields/RiskLimitType.js

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.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.RiskLimitType = void 0;
var RiskLimitType;
(function (RiskLimitType) {
    RiskLimitType[RiskLimitType["CreditLimit"] = 0] = "CreditLimit";
    RiskLimitType[RiskLimitType["GrossLimit"] = 1] = "GrossLimit";
    RiskLimitType[RiskLimitType["NetLimit"] = 2] = "NetLimit";
    RiskLimitType[RiskLimitType["Exposure"] = 3] = "Exposure";
    RiskLimitType[RiskLimitType["LongLimit"] = 4] = "LongLimit";
    RiskLimitType[RiskLimitType["ShortLimit"] = 5] = "ShortLimit";
    RiskLimitType[RiskLimitType["CashMargin"] = 6] = "CashMargin";
    RiskLimitType[RiskLimitType["AdditionalMargin"] = 7] = "AdditionalMargin";
    RiskLimitType[RiskLimitType["TotalMargin"] = 8] = "TotalMargin";
    RiskLimitType[RiskLimitType["LimitConsumed"] = 9] = "LimitConsumed";
    RiskLimitType[RiskLimitType["ClipSize"] = 10] = "ClipSize";
    RiskLimitType[RiskLimitType["MaxNotionalOrderSize"] = 11] = "MaxNotionalOrderSize";
    RiskLimitType[RiskLimitType["DV01PV01Limit"] = 12] = "DV01PV01Limit";
    RiskLimitType[RiskLimitType["CS01Limit"] = 13] = "CS01Limit";
    RiskLimitType[RiskLimitType["VolumeLimitPerTimePeriod"] = 14] = "VolumeLimitPerTimePeriod";
    RiskLimitType[RiskLimitType["VolFilledPctOrdVolTmPeriod"] = 15] = "VolFilledPctOrdVolTmPeriod";
    RiskLimitType[RiskLimitType["NotlFilledPctNotlTmPeriod"] = 16] = "NotlFilledPctNotlTmPeriod";
    RiskLimitType[RiskLimitType["TransactionExecutionLimitPerTimePeriod"] = 17] = "TransactionExecutionLimitPerTimePeriod";
})(RiskLimitType || (exports.RiskLimitType = RiskLimitType = {}));
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