@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
13 lines (12 loc) • 517 B
TypeScript
/**
* If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
* tag: 838
* @readonly
* @enum {number} (int)
*/
export declare enum PegRoundDirection {
/** More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick */
MoreAggressive = 1,
/** More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick */
MorePassive = 2
}