notbank
Version:
The Notbank for Node.js
48 lines (47 loc) • 1.27 kB
TypeScript
import { ChangeReason } from "../enums/changeReason.js";
import { OrderSide } from "../enums/orderSide.js";
import { OrderState } from "../enums/orderState.js";
export interface OrderStatus {
Side: OrderSide;
OrderId: number;
Price: number;
Quantity: number;
DisplayQuantity: number;
Instrument: number;
Account: number;
AccountName: string;
OrderType: string;
ClientOrderId: number;
OrderState: OrderState;
ReceiveTime: number;
ReceiveTimeTicks: number;
LastUpdatedTime?: number;
LastUpdatedTimeTicks?: number;
OrigQuantity: number;
QuantityExecuted: number;
GrossValueExecuted: number;
AvgPrice: number;
CounterPartyId?: number;
ChangeReason: ChangeReason;
OrigOrderId?: number;
OrigClOrdId?: number;
EnteredBy?: number;
UserName: string;
IsQuote: boolean;
InsideAsk?: number;
InsideAskSize?: number;
InsideBid?: number;
InsideBidSize?: number;
LastTradePrice?: number;
RejectReason?: string;
IsLockedIn?: boolean;
CancelReason?: string;
OrderFlag?: string;
UseMargin: boolean;
StopPrice?: number;
PegPriceType?: string;
PegOffset?: number;
PegLimitOffset?: number;
IpAddress?: string;
OMSId: number;
}