fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
16 lines (15 loc) • 686 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
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const PegRoundDirection: Readonly<{
/** More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick */
readonly MoreAggressive: 1;
/** More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick */
readonly MorePassive: 2;
}>;
export type PegRoundDirection = (typeof PegRoundDirection)[keyof typeof PegRoundDirection];