@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
25 lines (24 loc) • 763 B
TypeScript
/**
* Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
* tag: 388
* @readonly
* @enum {string} (char)
*/
export declare enum DiscretionInst {
/** Related to displayed price */
RelatedToDisplayedPrice = "0",
/** Related to market price */
RelatedToMarketPrice = "1",
/** Related to primary price */
RelatedToPrimaryPrice = "2",
/** Related to local primary price */
RelatedToLocalPrimaryPrice = "3",
/** Related to midpoint price */
RelatedToMidpointPrice = "4",
/** Related to last trade price */
RelatedToLastTradePrice = "5",
/** Related to VWAP */
RelatedToVWAP = "6",
/** Average Price Guarantee */
AveragePriceGuarantee = "7"
}