fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
49 lines (48 loc) • 2.29 kB
TypeScript
/**
* Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.
* - Tag: 1767
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const RiskLimitAction: Readonly<{
/** Queue inbound */
readonly QueueInbound: 0;
/** Queue outbound */
readonly QueueOutbound: 1;
/** Reject */
readonly Reject: 2;
/** Disconnect */
readonly Disconnect: 3;
/** Warning */
readonly Warning: 4;
/** Ping credit check model with revalidation
Each subsequent order, quote request or quote submission by the Credit
User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. */
readonly PingCreditCheckWithRevalidation: 5;
/** Ping credit check model without revalidation
Each subsequent order, quote request or quote submission by the Credit
User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. */
readonly PingCreditCheckNoRevalidation: 6;
/** Push credit check model with revalidation
Each subsequent order, quote request or quote subnmission by the Credit
User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are
to be cancelled. */
readonly PushCreditCheckWithRevalidation: 7;
/** Push credit check model without revalidation
Each subsequent order, quote request or quote subnmission by the Credit
User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will
remain active. */
readonly PushCreditCheckNoRevalidation: 8;
/** Suspend
Suspend the Credit User from trading once limit(s) is breached. This is
considered a "soft" stop. */
readonly Suspend: 9;
/** Halt trading
Halt or stop the Credit User from trading once limit(s) is breached.
This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability
to trade. */
readonly HaltTrading: 10;
}>;
export type RiskLimitAction = (typeof RiskLimitAction)[keyof typeof RiskLimitAction];