notbank
Version:
The Notbank for Node.js
18 lines (16 loc) • 539 B
text/typescript
import { ActionType, SideType } from "../enums";
/**
* Interface que mapea cada elemento del snapshot Level 2.
*/
export interface Level2Feed {
MDUpdateId: number; // index 0
NumberOfAccounts: number; // index 1
ActionDateTime: number; // index 2 (POSIX x 1000)
ActionType: ActionType; // index 3
LastTradePrice: number; // index 4
NumberOfOrders: number; // index 5
Price: number; // index 6
ProductPairCode: number; // index 7 (equivalente a InstrumentId)
Quantity: number; // index 8
Side: SideType; // index 9
}