fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
21 lines (20 loc) • 861 B
TypeScript
/**
* Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same SelfMatchPreventionID(2362) as a resting (passive) order.
* - Tag: 2964
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const SelfMatchPreventionInstruction: Readonly<{
/** Cancel aggressive
Cancel incoming order. */
readonly CancelAggressive: 1;
/** Cancel passive
Cancel resting order with the same SelfMatchPreventionID(2362). */
readonly CancelPassive: 2;
/** Cancel aggressive and passive
Cancel both incoming and resting order with the same SelfMatchPreventionID(2362). */
readonly CancelAggressivePassive: 3;
}>;
export type SelfMatchPreventionInstruction = (typeof SelfMatchPreventionInstruction)[keyof typeof SelfMatchPreventionInstruction];