@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
25 lines (24 loc) • 708 B
TypeScript
/**
* Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.
* tag: 851
* @readonly
* @enum {number} (int)
*/
export declare enum LastLiquidityInd {
NeitherAddedNorRemovedLiquidity = 0,
/** Added Liquidity */
AddedLiquidity = 1,
/** Removed Liquidity */
RemovedLiquidity = 2,
/** Liquidity Routed Out */
LiquidityRoutedOut = 3,
/** Auction execution */
Auction = 4,
TriggeredStopOrder = 5,
TriggeredContingencyOrder = 6,
TriggeredMarketOrder = 7,
RemovedLiquidityAfterFirmOrderCommitment = 8,
AuctionExecutionAfterFirmOrderCommitment = 9,
Unknown = 10,
Other = 11
}