jspurefix
Version:
pure node js fix engine
110 lines (109 loc) • 3.64 kB
TypeScript
/// <reference types="node" />
import { IStandardHeader } from './set/standard_header';
import { IQuotQualGrp } from './set/quot_qual_grp';
import { IValueChecksGrp } from './set/value_checks_grp';
import { IParties } from './set/parties';
import { IInstrument } from './set/instrument';
import { IFinancingDetails } from './set/financing_details';
import { IUndInstrmtGrp } from './set/und_instrmt_grp';
import { IOrderQtyData } from './set/order_qty_data';
import { IRateSource } from './set/rate_source';
import { IStipulations } from './set/stipulations';
import { ILegQuotGrp } from './set/leg_quot_grp';
import { ICommissionData } from './set/commission_data';
import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data';
import { IRelativeValueGrp } from './set/relative_value_grp';
import { IYieldData } from './set/yield_data';
import { IRoutingGrp } from './set/routing_grp';
export interface IQuote {
QuoteReqID?: string;
QuoteID: string;
BidID?: string;
OfferID?: string;
SecondaryQuoteID?: string;
QuoteMsgID?: string;
QuoteRespID?: string;
QuoteType?: number;
QuoteModelType?: number;
PrivateQuote?: boolean;
NegotiationMethod?: number;
QuoteResponseLevel?: number;
TradingSessionID?: string;
TradingSessionSubID?: string;
Side?: string;
SettlType?: string;
SettlDate?: Date;
SettlDate2?: Date;
OrderQty2?: number;
Currency?: string;
SettlCurrency?: string;
Account?: string;
AcctIDSource?: number;
AccountType?: number;
BidPx?: number;
OfferPx?: number;
MktBidPx?: number;
MktOfferPx?: number;
MinBidSize?: number;
BidSize?: number;
TotalBidSize?: number;
MinOfferSize?: number;
OfferSize?: number;
TotalOfferSize?: number;
MinQty?: number;
ExposureDuration?: number;
ExposureDurationUnit?: number;
ValidUntilTime?: Date;
BidSpotRate?: number;
OfferSpotRate?: number;
BidForwardPoints?: number;
OfferForwardPoints?: number;
BidSwapPoints?: number;
OfferSwapPoints?: number;
MidPx?: number;
BidYield?: number;
MidYield?: number;
OfferYield?: number;
TransactTime?: Date;
OrdType?: string;
BidForwardPoints2?: number;
OfferForwardPoints2?: number;
SettlCurrBidFxRate?: number;
SettlCurrOfferFxRate?: number;
SettlCurrFxRateCalc?: string;
CustOrderCapacity?: number;
ExDestination?: string;
ExDestinationIDSource?: string;
BookingType?: number;
OrderCapacity?: string;
OrderRestrictions?: string;
PriceType?: number;
BidSpread?: number;
OfferSpread?: number;
SelfMatchPreventionID?: string;
ThrottleInst?: number;
ComplianceID?: string;
ComplianceText?: string;
EncodedComplianceTextLen?: number;
EncodedComplianceText?: Buffer;
Text?: string;
EncodedTextLen?: number;
EncodedText?: Buffer;
StrikeTime?: Date;
StandardHeader?: IStandardHeader;
QuotQualGrp?: IQuotQualGrp[];
ValueChecksGrp?: IValueChecksGrp[];
Parties?: IParties[];
Instrument?: IInstrument;
FinancingDetails?: IFinancingDetails;
UndInstrmtGrp?: IUndInstrmtGrp[];
OrderQtyData?: IOrderQtyData;
RateSource?: IRateSource[];
Stipulations?: IStipulations[];
LegQuotGrp?: ILegQuotGrp[];
CommissionData?: ICommissionData;
SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData;
RelativeValueGrp?: IRelativeValueGrp[];
YieldData?: IYieldData;
RoutingGrp?: IRoutingGrp[];
}