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message-result.ts
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message-result.ts
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import {
MarketStateAction,
PegPriceType,
MarketStatus,
TimeInForce,
ActionType,
ChangeReasonResponse,
DepositStatusResponse,
InstrumentType,
MarketPriceDirection,
OrderStateResponse,
OrderType,
OrderTypeResponse,
ProductType,
SendOrderStatusResponse,
SessionStatus,
Side,
SideResponse,
WithdrawStatus,
FutureSide,
MarketPriceDirectionString,
TradeSide,
MakerTaker,
} from './message-enums';
export type SubscribeLevel2Response = [
MDUpdateId: number,
NumberOfAccounts: number,
ActionDateTime: number,
ActionType: ActionType,
LastTradePrice: number,
NumberOfOrders: number,
Price: number,
ProductPairCode: number,
Quantity: number,
Side: number,
][];
export type SubscribeTradesResponse = {
TradeId: number;
ProductPairCode: number;
Quantity: number;
Price: number;
Order1: number;
Order2: number;
Tradetime: number;
Direction: MarketPriceDirection;
TakerSide: Side;
BlockTrade: boolean;
Order1or2ClientId: number;
};
export type SubscribeTickerResponse = [
DateTime: number,
High: number,
Low: number,
Open: number,
Close: number,
Volume: number,
InsideBidPrice: number,
InsideAskPrice: number,
InstrumentId: number,
][];
export interface GenericResponse {
/**
* If the call has been successfully received by the Order Management System,
* result is true; otherwise, it is false.
* @type {boolean}
* @memberof GenericResponse
*/
result: boolean;
/**
* A successful receipt of the call returns null; the errormsg parameter for an unsuccessful call returns one of the following messages:
* - Not Authorized (errorcode 20)
* - Invalid Request (errorcode 100)
* - Operation Failed (errorcode 101)
* - Server Error (errorcode 102)
* - Resource Not Found (errorcode 104)
* @type {string}
* @memberof GenericResponse
*/
errormsg: string;
/**
* A successful receipt of the call returns 0.
* An unsuccessful receipt of the call returns one of the errorcodes
* shown in the errormsg list.
* - Not Authorized (errorcode 20)
* - Invalid Request (errorcode 100)
* - Operation Failed (errorcode 101)
* - Server Error (errorcode 102)
* - Resource Not Found (errorcode 104)
* @type {number}
* @memberof GenericResponse
*/
errorcode?: number;
/**
* Message text that the system may send.
* The content of this parameter is usually null.
* @type {string}
* @memberof GenericResponse
*/
detail: string;
}
/**
* Returns an array of objects, each of which describe a fee assessed on a specific product (asset).
* @export
* @interface AccountFeesResponse
*/
export type GetOMSWithdrawFees = [
{
OMSId: number;
AccountId: number;
FeeId: number;
FeeAmt: number;
FeeCalcType: 'Percentage';
IsActive: boolean;
ProductId: number;
},
];
export interface AuthenticateResponse {
Authenticated: boolean;
SessionToken: string;
UserId: number;
twoFaToken: string;
}
export interface InstrumentResponse {
OMSId: number;
InstrumentId: number;
Symbol: string;
Product1: number;
Product1Symbol: string;
Product2: number;
Product2Symbol: string;
InstrumentType: InstrumentType;
VenueInstrumentId: number;
VenueId: number;
SortIndex: number;
SessionStatus: SessionStatus;
PreviousSessionStatus: SessionStatus;
SessionStatusDateTime: Date;
SelfTradePrevention: boolean;
QuantityIncrement: number;
}
export interface ProductResponse {
OMSId: number;
ProductId: number;
Product: string;
ProductFullName: string;
ProductType: ProductType;
DecimalPlaces: number;
TickSize: number;
NoFees: boolean;
}
export interface L2SnapshotResponse {
MDUpdateID: number;
Accounts: number;
ActionDateTime: number;
ActionType: ActionType;
LastTradePrice: number;
Orders: number;
Price: number;
ProductPairCode: number;
Quantity: number;
Side: Side;
}
export interface SubscriptionLevel1Response {
OMSId: number;
InstrumentId: number;
BestBid: number;
BestOffer: number;
LastTradedPx: number;
LastTradedQty: number;
LastTradeTime: number;
SessionOpen: number;
SessionHigh: number;
SessionLow: number;
SessionClose: number;
Volume: number;
CurrentDayVolume: number;
CurrentDayNumTrades: number;
CurrentDayPxChange: number;
Rolling24HrVolume: number;
Rolling24NumTrades: number;
Rolling24HrPxChange: number;
TimeStamp: number;
}
export interface SubscriptionL2Response {
MDUpdateID: number;
Accounts: number;
ActionDateTime: number;
ActionType: ActionType;
LastTradePrice: number;
Orders: number;
Price: number;
ProductPairCode: number;
Quantity: number;
Side: Side;
}
export interface SubscriptionTickerResponse {
TickerDate: number;
High: number;
Low: number;
Open: number;
Close: number;
Volume: number;
BidPrice: number;
AskPrice: number;
InstrumentId: number;
}
// From array
export interface SubscriptionTradesResponse {
0: number;
1: number;
2: number;
3: number;
4: number;
5: number;
6: number;
7: MarketPriceDirection;
8: Side;
9: boolean;
10: number;
}
export interface UserInfoResponse {
/**
* ID number of the user whose information is being set.
*
* @type {number}
* @memberof UserInfoResponse
*/
UserId: number;
/**
* Log-in name of the user; “jsmith”
*
* @type {string}
* @memberof UserInfoResponse
*/
UserName: string;
/**
* Email address of the user; “person@company.com”.
*
* @type {string}
* @memberof UserInfoResponse
*/
Email: string;
/**
* Not currently used. Returns an empty string.
*
* @type {string}
* @memberof UserInfoResponse
*/
PasswordHash: string;
/**
* Usually contains an empty string. Contains a GUID — a globally unique ID string — during the time that
* a new user has been sent a registration email and before the user clicks the confirmation link.
* @type {string}
* @memberof UserInfoResponse
*/
PendingEmailCode: string;
/**
* Has your organization verified this email as correct and operational? True if yes; false if no.
* Defaults to false.
*
* @type {boolean}
* @memberof UserInfoResponse
*/
EmailVerified: boolean;
/**
* The ID of the default account with which the user is associated.
*
* @type {number}
* @memberof UserInfoResponse
*/
AccountId: number;
/**
* The date and time at which this user record was created, in ISO 8601 format.
*
* @type {number}
* @memberof UserInfoResponse
*/
DateTimeCreated: number;
/**
* The ID of an affiliated organization, if the user comes from an affiliated link.
* This is set to 0 if the user it not associated with an affiliated organization.
*
* @type {number}
* @memberof UserInfoResponse
*/
AffiliatedId: number;
/**
* Captures the ID of the person who referred this account member to the trading venue,
* usually for marketing purposes.
* Returns 0 if no referrer.
*
* @type {number}
* @memberof UserInfoResponse
*/
RefererId: number;
/**
* The ID of the Order Management System with which the user is associated.
*
* @type {number}
* @memberof UserInfoResponse
*/
OMSId: number;
/**
* True if the user must use two-factor authentication;
* false if the user does not need to use two-factor authentication. Defaults to false.
*
* @type {boolean}
* @memberof UserInfoResponse
*/
Use2FA: boolean;
/**
* Reserved for future use. Currently returns an empty string
*
* @type {string}
* @memberof UserInfoResponse
*/
Salt: string;
/**
* A date and time in ISO 8601 format. Reserved.
*
* @type {number}
* @memberof UserInfoResponse
*/
PendingCodeTime: number;
}
export interface CancelReplaceOrderResult {
/**
* The order ID assigned to the replacement order by the server.
*
* @type {number}
* @memberof CancelReplaceOrderResult
*/
ReplacementOrderId: number;
/**
* Echoes the contents of the ClientOrderId value from the request
*
* @type {number}
* @memberof CancelReplaceOrderResult
*/
ReplacementClOrdId: number;
/**
* Echoes OrderIdToReplace, which is the original order you are replacing.
*
* @type {number}
* @memberof CancelReplaceOrderResult
*/
OrigOrderId: number;
/**
* Provides the client order ID of the original order (not specified in the requesting call)
*
* @type {number}
* @memberof CancelReplaceOrderResult
*/
OrigClOrdId: number;
}
export interface AccountInfoResult {
/**
* The ID of the Order Management System on which the account resides.
* @type {number}
* @memberof AccountInfoResult
*/
OMSID: number;
/**
* The ID of the account for which information was requested.
* @type {number}
* @memberof AccountInfoResult
*/
AccountId: number;
/**
* A non-unique name for the account assigned by the user
* @type {string}
* @memberof AccountInfoResult
*/
AccountName: string;
/**
* AccountHandle is a unique user-assigned name that is checked at create
* time by the Order Management System to assure its uniqueness.
* @type {string}
* @memberof AccountInfoResult
*/
AccountHandle: string;
/**
* An arbitrary identifier assigned by a trading venue operator to a trading
* firm as part of the initial company, user, and account set up process. For
* example, Smith Financial Partners might have the ID SMFP.
* @type {string}
* @memberof AccountInfoResult
*/
FirmId: string;
/**
* A longer, non-unique version of the trading firm’s name;
* for example, Smith Financial Partners.
* @type {string}
* @memberof AccountInfoResult
*/
FirmName: string;
/**
* The type of the account for which information is being returned. One of:
* - Asset
* - Liability
* - ProfitLoss
*
* Responses for this string/value pair for Market Participants are almost exclusively
* Asset.
* @type {Acc}
* @memberof AccountInfoResult
*/
AccountType: string;
/**
* Defines account attributes relating to how fees are calculated and
* assessed. Set by trading venue operator.
* @type {number}
* @memberof AccountInfoResult
*/
FeeGroupID: number;
/**
* Reserved for future development.
* @type {number}
* @memberof AccountInfoResult
*/
ParentID: number;
/**
* One of:
* - Unkown (an error condition)
* - Normal
* - NoRiskCheck
* - NoTrading
*
* Returns Normal for virtually all market participants. Other types indicate account
* configurations assignable by the trading venue operator.
* @type {string}
* @memberof AccountInfoResult
*/
RiskType: string;
/**
* Verification level ID (how much verification does this account require)
* defined by and set by the trading venue operator for this account.
* @type {number}
* @memberof AccountInfoResult
*/
VerificationLevel: number;
/**
* One of:
* - BaseProduct
* - SingleProduct
*
* Trading fees may be charged by a trading venue operator. This value shows
* whether fees for this account’s trades are charged in the product being traded
* (BaseProduct, for example BitCoin) or whether the account has a preferred
* fee-paying product (SingleProduct, for example USD) to use in all cases and
* regardless of product being traded.
* @type {AccountTypeOrRiskTypeOrFeeProductType}
* @memberof AccountInfoResult
*/
FeeProductType: string;
/**
* The ID of the preferred fee product, if any. Defaults to 0
* @type {number}
* @memberof AccountInfoResult
*/
FeeProduct: number;
/**
* Captures the ID of the person who referred this account to the trading
* venue, usually for marketing purposes.
* @type {number}
* @memberof AccountInfoResult
*/
RefererId: number;
/**
* Comma-separated array. Reserved for future expansion.
* @type {number[]}
* @memberof AccountInfoResult
*/
SupportedVenueIds: number[];
}
export interface AccountPositionResult {
/**
* The ID of the Order Management System (OMS) to which the user
* belongs. A user will only ever belong to one Order Management System.
* @type {number}
* @memberof AccountPositionResult
*/
OMSId: number;
/**
* Returns the ID of the user’s account to which the positions belong.
* @type {number}
* @memberof AccountPositionResult
*/
AccountId: number;
/**
* The symbol of the product on this account’s side of the trade. For
* example:
* - BTC — BitCoin
* - USD — US Dollar
* - NZD — New Zealand Dollar
* Many other values are possible depending on the nature of the trading venue.
* @type {string}
* @memberof AccountPositionResult
*/
ProductSymbol: string;
/**
* The ID of the product being traded. The system assigns product IDs as
* they are entered into the system
* Use **GetProduct** to return information about the product by its ID.
* @type {number}
* @memberof AccountPositionResult
*/
ProductId: number;
/**
* Unit amount of the product; for example, 10 or 138.5
* @type {number}
* @memberof AccountPositionResult
*/
Amount: number;
/**
* Amount of currency held and not available for trade. A pending trade of 100
* units at $1 each will reduce the amount in the account available for trading by
* $100. Amounts on hold cannot be withdrawn while a trade is pending.
* @type {number}
* @memberof AccountPositionResult
*/
Hold: number;
/**
* Deposits accepted but not yet cleared for trade
* @type {number}
* @memberof AccountPositionResult
*/
PendingDeposits: number;
/**
* Withdrawals acknowledged but not yet cleared from the account. Amounts
* in *PendingWithdraws* are not available for trade.
* @type {number}
* @memberof AccountPositionResult
*/
PendingWithdraws: number;
/**
* Total deposits on today’s date. The trading day runs
* between UTC Midnight and UTC Midnight.
* @type {number}
* @memberof AccountPositionResult
*/
TotalDayDeposits: number;
/**
* Total withdrawals on today’s date. The trading day runs
* between UTC Midnight and UTC Midnight.
* @type {number}
* @memberof AccountPositionResult
*/
TotalDayWithdraws: number;
/**
* Total withdrawals during this month to date. The trading day runs between
* UTC Midnight and UTC Midnight — likewise a month begins at UTC Midnight on
* the first day of the month.
* @type {number}
* @memberof AccountPositionResult
*/
TotalMonthWithdraws: number;
}
export interface SubscribeAccountEventsResponse {
/**
* The update event name.
* @type {string}
* @memberof SubscribeAccountEventsResponse
*/
kind: 'SubscribeAccountEventsResponse';
/**
* Cross Product Amount on Hold from open orders
* @type {boolean}
* @memberof SubscribeAccountEventsResponse
*/
Subscribed: boolean;
}
export interface AccountPositionEvent extends Omit<AccountPositionResult, 'TotalMonthWithdraws'> {
/**
* The update event name.
* @type {string}
* @memberof AccountPositionEvent
*/
kind: 'AccountPositionEvent';
/**
* Cross Product Amount on Hold from open orders
* @type {number}
* @memberof AccountPositionEvent
*/
NotionalHoldAmount: number;
/**
* Current notional rate from base currency
* @type {number}
* @memberof AccountPositionEvent
*/
NotionalRate: number;
/**
* Total Calendar Day Deposit Notional
* @type {number}
* @memberof AccountPositionEvent
*/
TotalDayDepositNotional: number;
/**
* Total Calendar Month Deposit Notional
* @type {number}
* @memberof AccountPositionEvent
*/
TotalMonthDepositNotional: number;
/**
* Total Calendar Day Withdraw Notional
* @type {number}
* @memberof AccountPositionEvent
*/
TotalDayWithdrawNotional: number;
/**
* Total Calendar Month Withdraw Notional
* @type {number}
* @memberof AccountPositionEvent
*/
TotalMonthWithdrawNotional: number;
}
export interface CancelOrderRejectEvent {
/**
* The update event name.
* @type {string}
* @memberof CancelOrderRejectEvent
*/
kind: 'CancelOrderRejectEvent';
/**
* OMS Id
* @type {number}
* @memberof CancelOrderRejectEvent
*/
OMSId: number;
/**
* Your Account ID
*
* @type {number}
* @memberof CancelOrderRejectEvent
*/
AccountId: number;
/**
* Your Account ID
*
* @type {number}
* @memberof CancelOrderRejectEvent
*/
OrderId: number; //The Order ID from your Cancel request. [64 Bit Integer]
/**
* Your Account ID
*
* @type {number}
* @memberof CancelOrderRejectEvent
*/
OrderRevision: number; //The Revision of the Order, if any was found. [64 Bit Integer]
/**
* See "Order Types" in Introduction
* @type {OrderType}
* @memberof CancelOrderRejectEvent
*/
OrderType: OrderType;
/**
* The InstrumentId from your Cancel request.
* @type {number}
* @memberof CancelOrderRejectEvent
*/
InstrumentId: number;
/**
* Always "Rejected"
* @type {SendOrderStatusResponse.Rejected}
* @memberof CancelOrderRejectEvent
*/
Status: SendOrderStatusResponse.Rejected;
/**
* A message describing the reason for the rejection.
* @type {string}
* @memberof CancelOrderRejectEvent
*/
RejectReason: string;
}
export interface CancelReplaceOrderRejectEvent {
/**
* The update event name.
* @type {string}
* @memberof CancelReplaceOrderRejectEvent
*/
kind: 'CancelReplaceOrderRejectEvent';
/**
* ID of the OMS
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
OMSId: 1;
/**
* ID of the account
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
AccountId: number;
/**
* The ID of the rejected order
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
OrderId: number;
/**
* The client-supplied order ID
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
ClientOrderId: number;
/**
* The limit price of the order.
* @type {string}
* @memberof CancelReplaceOrderRejectEvent
*/
LimitPrice: number;
/**
* The ID of the other ordre to cancel if this is executed.
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
OrderIdOCO: number;
/**
* See "Order Types" in Introduction.
* @type {OrderType}
* @memberof CancelReplaceOrderRejectEvent
*/
OrderType: OrderType;
/**
* Where to peg the stop/trailing order.
* @type {PegPriceType}
* @memberof CancelReplaceOrderRejectEvent
*/
PegPriceType: PegPriceType;
/**
* The ID of the order being cancelled and replaced.
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
OrderIdToReplace: number;
/**
* ID of the instrument traded in the order.
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
InstrumentId: number;
/**
* used internally
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
ReferencePrice: number;
/**
* Quantity of the replacement order
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
Quantity: number;
/**
* Side of the order: Buy, Sell, Short (future)
* @type {Side}
* @memberof CancelReplaceOrderRejectEvent
*/
Side: Side;
/**
* The price at which to execute the new order.
* @type {number}
* @memberof CancelReplaceOrderRejectEvent
*/
StopPrice: number;
/**
* Period when new order can be executed.
* @type {TimeInForce}
* @memberof CancelReplaceOrderRejectEvent
*/
TimeInForce: TimeInForce;
/**
* Status of the order – always "rejected"
* @type {SendOrderStatusResponse.Rejected}
* @memberof CancelReplaceOrderRejectEvent
*/
Status: SendOrderStatusResponse.Rejected;
/**
* A message describing the reason for the rejection.
* @type {string}
* @memberof CancelReplaceOrderRejectEvent
*/
RejectReason: string;
}
export interface MarketStateUpdate {
/**
* The update event name.
* @type {string}
* @memberof MarketStateUpdate
*/
kind: 'MarketStateUpdate';
/**
* Exchange Id
* @type {number}
* @memberof MarketStateUpdate
*/
ExchangeId: number;
/**
* Internal
* @type {number}
* @memberof MarketStateUpdate
*/
VenueAdapterId: number;
/**
* Instrument Id on a specific venue.
* @type {number}
* @memberof MarketStateUpdate
*/
VenueInstrumentId: number;
/**
* Market State Action
* @type {MarketStateAction}
* @memberof MarketStateUpdate
*/
Action: MarketStateAction;
/**
* Previous Market Status for Instrument
* @type {MarketStatus}
* @memberof MarketStateUpdate
*/
PreviousStatus: MarketStatus;
/**
* Market Status for Instrument
* @type {MarketStatus}
* @memberof MarketStateUpdate
*/
NewStatus: MarketStatus;
/**
* ISO 8601 format UTC time zone
* e.g. '2016-04-21T21:48:22Z'
* @type {number}
* @memberof MarketStateUpdate
*/
ExchangeDateTime: string;
}
export interface NewOrderRejectEvent {
/**
* The update event name.
* @type {string}
* @memberof NewOrderRejectEvent
*/
kind: 'NewOrderRejectEvent';
/**
* OMS Id
* @type {number}
* @memberof NewOrderRejectEvent
*/
OMSId: number;
/**
* Account Id
* @type {number}
* @memberof NewOrderRejectEvent
*/
AccountId: number;
/**
* Your Client Order Id
* @type {number}
* @memberof NewOrderRejectEvent
*/
ClientOrderId: number;
/**
* Always 'Rejected'
* @type {SendOrderStatusResponse.Rejected}
* @memberof NewOrderRejectEvent
*/
Status: SendOrderStatusResponse.Rejected;
/**
* A message describing the reason for the reject.
* @type {string}
* @memberof NewOrderRejectEvent
*/
RejectReason: string;
}
export interface CancelAllOrdersRejectEvent {
/**
* The update event name.
* @type {string}
* @memberof CancelAllOrdersRejectEvent
*/
kind: 'CancelAllOrdersRejectEvent';
/**
* OMS ID
* @type {number}
* @memberof CancelAllOrdersRejectEvent
*/
OMSId: number;
/**
* ID of the account being tracked
* @type {number}
* @memberof CancelAllOrdersRejectEvent
*/
AccountId: number;
/**
* ID of the instrument in the order
* @type {number}
* @memberof CancelAllOrdersRejectEvent
*/
InstrumentId: number;
/**
* Accepted/Rejected
* @type {SendOrderStatusResponse.Rejected}
* @memberof CancelAllOrdersRejectEvent
*/
Status: SendOrderStatusResponse.Rejected;
/**
* Reason for rejection
* @type {string}
* @memberof CancelAllOrdersRejectEvent
*/
RejectReason: string;
}
export interface OrderStateEvent {
/**
* The update event name.
* @type {string}
* @memberof OrderStateEvent
*/
kind: 'OrderStateEvent';
/**
* The side of your order.
* @type {Side}
* @memberof OrderStateEvent
*/
Side: Side;
/**
* The Server-Assigned Order Id.
* @type {number}
* @memberof OrderStateEvent
*/
OrderId: number;
/**
* The Price of your order
* @type {number}
* @memberof OrderStateEvent
*/
Price: number;
/**
* The Quantity (Remaining if partially or fully executed) of
* your order.
* @type {number}
* @memberof OrderStateEvent
*/
Quantity: number;
/**
* The InstrumentId your order is for
* @type {number}
* @memberof OrderStateEvent
*/
Instrument: number;
/**
* AccountId