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jspurefix

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pure node js fix engine

github.com/TimelordUK/jspurefix

TimelordUK/jspurefix

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import { IStandardHeader } from './set/standard_header' import { IQuotQualGrp } from './set/quot_qual_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 { 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 { IYieldData } from './set/yield_data' /* ************************************************* * QuoteResponse can be found in Volume 3 of the * * * * specification * ************************************************* */ export interface IQuoteResponse { QuoteRespID: string// [2] 693 (String) QuoteID?: string// [2] 117 (String) QuoteMsgID?: string// [2] 1166 (String) QuoteReqID?: string// [2] 131 (String) QuoteRespType: number// [2] 694 (Int) ClOrdID?: string// [2] 11 (String) OrderCapacity?: string// [2] 528 (String) OrderRestrictions?: string// [2] 529 (String) IOIID?: string// [2] 23 (String) QuoteType?: number// [2] 537 (Int) PreTradeAnonymity?: boolean// [2] 1091 (Boolean) TrdType?: number// [2] 828 (Int) RegulatoryTransactionType?: number// [2] 2347 (Int) NegotiationMethod?: number// [2] 2115 (Int) TradingSessionID?: string// [2] 336 (String) TradingSessionSubID?: string// [2] 625 (String) Side?: string// [2] 54 (String) MinQty?: number// [2] 110 (Float) SettlType?: string// [2] 63 (String) SettlDate?: Date// [2] 64 (LocalDate) SettlDate2?: Date// [2] 193 (LocalDate) OrderQty2?: number// [2] 192 (Float) Currency?: string// [2] 15 (String) Account?: string// [2] 1 (String) AcctIDSource?: number// [2] 660 (Int) AccountType?: number// [2] 581 (Int) BidPx?: number// [2] 132 (Float) OfferPx?: number// [2] 133 (Float) MktBidPx?: number// [2] 645 (Float) MktOfferPx?: number// [2] 646 (Float) MinBidSize?: number// [2] 647 (Float) BidSize?: number// [2] 134 (Float) MinOfferSize?: number// [2] 648 (Float) OfferSize?: number// [2] 135 (Float) ValidUntilTime?: Date// [2] 62 (UtcTimestamp) BidSpotRate?: number// [2] 188 (Float) OfferSpotRate?: number// [2] 190 (Float) BidForwardPoints?: number// [2] 189 (Float) OfferForwardPoints?: number// [2] 191 (Float) MidPx?: number// [2] 631 (Float) BidYield?: number// [2] 632 (Float) MidYield?: number// [2] 633 (Float) OfferYield?: number// [2] 634 (Float) TransactTime?: Date// [2] 60 (UtcTimestamp) OrdType?: string// [2] 40 (String) BidForwardPoints2?: number// [2] 642 (Float) OfferForwardPoints2?: number// [2] 643 (Float) SettlCurrBidFxRate?: number// [2] 656 (Float) SettlCurrOfferFxRate?: number// [2] 657 (Float) SettlCurrFxRateCalc?: string// [2] 156 (String) CustOrderCapacity?: number// [2] 582 (Int) ExDestination?: string// [2] 100 (String) ExDestinationIDSource?: string// [2] 1133 (String) Text?: string// [2] 58 (String) EncodedTextLen?: number// [2] 354 (Length) EncodedText?: Buffer// [2] 355 (RawData) Price?: number// [2] 44 (Float) PriceType?: number// [2] 423 (Int) CoverPrice?: number// [2] 1917 (Float) StrikeTime?: Date// [2] 443 (UtcTimestamp) StandardHeader?: IStandardHeader// [1] MsgTyp.35, ApplVerID.1128 .. MsgEncd.347 QuotQualGrp?: IQuotQualGrp[]// [2] Qual.695 Parties?: IParties[]// [3] ID.448, Src.447 .. Qual.2376 Instrument?: IInstrument// [4] Sym.55, Sfx.65 .. ExchLookAlike.2603 FinancingDetails?: IFinancingDetails// [5] AgmtDesc.913, AgmtID.914 .. MgnRatio.898 UndInstrmtGrp?: IUndInstrmtGrp[]// [6] Sym.311, Sfx.312 .. XID.2631 OrderQtyData?: IOrderQtyData// [7] Qty.38, Cash.152 .. RndMod.469 Stipulations?: IStipulations[]// [8] Typ.233, Val.234 LegQuotGrp?: ILegQuotGrp[]// [9] OrdQty.685, Qty.687 .. LegOfrFwdPnts.1068 CommissionData?: ICommissionData// [10] Comm.12, CommTyp.13 .. FundRenewWaiv.497 SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [11] Spread.218, Ccy.220 .. SecIDSrc.761 YieldData?: IYieldData// [12] Typ.235, Yld.236 .. RedPxTyp.698 }