notbank
Version:
The Notbank for Node.js
54 lines (52 loc) • 1.29 kB
text/typescript
import { ChangeReason } from "../enums/changeReason";
import { OrderState } from "../enums/orderState";
import { OrderTypeInt } from "../enums/orderType";
import { OrderSide } from "../enums/orderSide";
export interface Order {
OMSId: number;
Side: OrderSide;
OrderId: number;
Price: number;
Quantity: number;
DisplayQuantity: number;
Instrument: number;
Account: number;
AccountName: string;
OrderType: OrderTypeInt;
ClientOrderId: number;
OrderState: OrderState;
ReceiveTime: number;
ReceiveTimeTicks: number;
LastUpdatedTime: number;
LastUpdatedTimeTicks: number;
OrigQuantity: number;
QuantityExecuted: number;
GrossValueExecuted: number;
ExecutableValue: number;
AvgPrice: number;
CounterPartyId: number;
ChangeReason: ChangeReason;
OrigOrderId: number;
OrigClOrdId: number;
EnteredBy: number;
UserName: string;
IsQuote: false;
InsideAsk: number;
InsideAskSize: number;
InsideBid: number;
InsideBidSize: number;
LastTradePrice: number;
RejectReason?: any;
IsLockedIn: false;
CancelReason?: any;
OrderFlag: string;
UseMargin: false;
StopPrice: number;
PegPriceType: string;
PegOffset: number;
PegLimitOffset: number;
IpAddress?: any;
IPv6a: number;
IPv6b: number;
ClientOrderIdUuid?: any;
}