notbank
Version:
The Notbank for Node.js
46 lines (44 loc) • 1.13 kB
text/typescript
import { MakerTaker } from "../enums/makerTaker";
import { OrderTypeInt } from "../enums/orderType";
import { TradeDirection } from "../enums/tradeDirection";
import { TradeSide } from "../enums/tradeSide";
export interface OrderTrade {
OMSId: number;
ExecutionId: number;
TradeId: number;
OrderId: number;
AccountId: number;
AccountName: string;
SubAccountId: number;
ClientOrderId: number;
InstrumentId: number;
Side: TradeSide;
OrderType: OrderTypeInt;
Quantity: number;
RemainingQuantity: number;
Price: number;
Value: number;
CounterParty: string;
OrderTradeRevision: number;
Direction: TradeDirection;
IsBlockTrade: boolean;
Fee: number;
FeeProductId: number;
OrderOriginator: number;
UserName: string;
TradeTimeMS: number;
MakerTaker: MakerTaker;
InsideBid: number;
InsideBidSize: number;
InsideAsk: number;
InsideAskSize: number;
NotionalProductId: number;
NotionalRate: number;
NotionalValue: number;
TradeTime: number;
AdapterTradeId: number;
IsQuote: boolean;
CounterPartyClientUserId: number;
NotionalHoldAmount: number;
TradeFlag: string;
}