jspurefix 1.1.2 → 1.4.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.travis.yml +1 -1
- package/README.md +48 -2
- package/appveyor.yml +43 -11
- package/data/FIX44-MD.xml +6596 -0
- package/data/examples/FIX.4.4/jsfix.test_client.txt +15 -13
- package/data/session/test-qf44-acceptor.json +21 -0
- package/data/session/test-qf44-initiator.json +22 -0
- package/dist/buffer/ascii/ascii-encoder.d.ts +9 -2
- package/dist/buffer/ascii/ascii-encoder.js +72 -31
- package/dist/buffer/ascii/ascii-encoder.js.map +1 -1
- package/dist/buffer/ascii/ascii-parser.d.ts +1 -0
- package/dist/buffer/ascii/ascii-parser.js +7 -1
- package/dist/buffer/ascii/ascii-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-segment-parser.d.ts +0 -2
- package/dist/buffer/ascii/ascii-segment-parser.js +19 -25
- package/dist/buffer/ascii/ascii-segment-parser.js.map +1 -1
- package/dist/buffer/ascii/ascii-view.d.ts +2 -0
- package/dist/buffer/ascii/ascii-view.js +4 -0
- package/dist/buffer/ascii/ascii-view.js.map +1 -1
- package/dist/buffer/ascii/time-formatter.js.map +1 -1
- package/dist/buffer/ascii-chars.d.ts +1 -0
- package/dist/buffer/ascii-chars.js +1 -0
- package/dist/buffer/ascii-chars.js.map +1 -1
- package/dist/buffer/elastic-buffer.d.ts +1 -0
- package/dist/buffer/elastic-buffer.js +8 -0
- package/dist/buffer/elastic-buffer.js.map +1 -1
- package/dist/buffer/encode-proxy.js.map +1 -1
- package/dist/buffer/fixml/fixml-encoder.d.ts +3 -0
- package/dist/buffer/fixml/fixml-encoder.js +6 -0
- package/dist/buffer/fixml/fixml-encoder.js.map +1 -1
- package/dist/buffer/fixml/fixml-view.d.ts +2 -0
- package/dist/buffer/fixml/fixml-view.js +3 -0
- package/dist/buffer/fixml/fixml-view.js.map +1 -1
- package/dist/buffer/msg-encoder.d.ts +2 -0
- package/dist/buffer/msg-encoder.js.map +1 -1
- package/dist/buffer/msg-view.d.ts +2 -0
- package/dist/buffer/msg-view.js.map +1 -1
- package/dist/buffer/tags.js +5 -5
- package/dist/buffer/tags.js.map +1 -1
- package/dist/collections/dictionary.d.ts +1 -0
- package/dist/collections/dictionary.js +5 -0
- package/dist/collections/dictionary.js.map +1 -1
- package/dist/config/js-fix-config.d.ts +2 -0
- package/dist/config/js-fix-config.js +1 -0
- package/dist/config/js-fix-config.js.map +1 -1
- package/dist/dict-parser.js +2 -2
- package/dist/dict-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/field-set-parser.js +11 -4
- package/dist/dictionary/parser/quickfix/field-set-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/message-parser.js +4 -0
- package/dist/dictionary/parser/quickfix/message-parser.js.map +1 -1
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.d.ts +1 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js +15 -0
- package/dist/dictionary/parser/quickfix/quick-fix-xml-file-parser.js.map +1 -1
- package/dist/jsfix-cmd.js +2 -1
- package/dist/jsfix-cmd.js.map +1 -1
- package/dist/sample/http/oms/app.js +2 -0
- package/dist/sample/http/oms/app.js.map +1 -1
- package/dist/sample/launcher.d.ts +3 -2
- package/dist/sample/launcher.js +12 -3
- package/dist/sample/launcher.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → qf-md}/app.d.ts +0 -0
- package/dist/sample/tcp/qf-md/app.js +22 -0
- package/dist/sample/tcp/qf-md/app.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-client.d.ts +15 -0
- package/dist/sample/tcp/qf-md/md-client.js +42 -0
- package/dist/sample/tcp/qf-md/md-client.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-factory.d.ts +4 -0
- package/dist/sample/tcp/qf-md/md-factory.js +35 -0
- package/dist/sample/tcp/qf-md/md-factory.js.map +1 -0
- package/dist/sample/tcp/qf-md/md-server.d.ts +16 -0
- package/dist/sample/tcp/qf-md/md-server.js +44 -0
- package/dist/sample/tcp/qf-md/md-server.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/app.d.ts +1 -0
- package/dist/sample/tcp/recovering-skeleton/app.js +27 -0
- package/dist/sample/tcp/recovering-skeleton/app.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.d.ts +2 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.js +3 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-2.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.d.ts +7 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js +52 -0
- package/dist/sample/tcp/recovering-skeleton/respawn-acceptor.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.d.ts +16 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js +45 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-client.js.map +1 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.d.ts +16 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js +52 -0
- package/dist/sample/tcp/recovering-skeleton/skeleton-server.js.map +1 -0
- package/dist/sample/tcp/skeleton/app.js +2 -0
- package/dist/sample/tcp/skeleton/app.js.map +1 -1
- package/dist/sample/tcp/skeleton/skeleton-session.d.ts +5 -1
- package/dist/sample/tcp/skeleton/skeleton-session.js +22 -3
- package/dist/sample/tcp/skeleton/skeleton-session.js.map +1 -1
- package/dist/sample/tcp/tls-trade-capture/app.js +1 -1
- package/dist/sample/tcp/tls-trade-capture/app.js.map +1 -1
- package/dist/sample/tcp/trade-capture/app.d.ts +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/app.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/app.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/index.js.map +1 -1
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.d.ts +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.js +8 -4
- package/dist/sample/tcp/trade-capture/trade-capture-client.js.map +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.js +1 -1
- package/dist/sample/tcp/trade-capture/trade-capture-server.js.map +1 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.d.ts +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.js +0 -0
- package/dist/sample/tcp/{trade_capture → trade-capture}/trade-factory.js.map +1 -1
- package/dist/store/fix-msg-ascii-store-resend.d.ts +6 -2
- package/dist/store/fix-msg-ascii-store-resend.js +49 -22
- package/dist/store/fix-msg-ascii-store-resend.js.map +1 -1
- package/dist/store/fix-msg-memory-store.d.ts +11 -8
- package/dist/store/fix-msg-memory-store.js +108 -42
- package/dist/store/fix-msg-memory-store.js.map +1 -1
- package/dist/store/fix-msg-store-record.d.ts +7 -3
- package/dist/store/fix-msg-store-record.js +5 -1
- package/dist/store/fix-msg-store-record.js.map +1 -1
- package/dist/store/fix-msg-store.d.ts +13 -9
- package/dist/store/fix-msg-store.js.map +1 -1
- package/dist/test/ascii-encode.test.js +20 -3
- package/dist/test/ascii-encode.test.js.map +1 -1
- package/dist/test/ascii-encoder.test.d.ts +1 -0
- package/dist/test/ascii-encoder.test.js +505 -0
- package/dist/test/ascii-encoder.test.js.map +1 -0
- package/dist/test/ascii-parser.test.js +8 -6
- package/dist/test/ascii-parser.test.js.map +1 -1
- package/dist/test/ascii-segment.test.js +6 -5
- package/dist/test/ascii-segment.test.js.map +1 -1
- package/dist/test/ascii-store-replay.test.js +59 -44
- package/dist/test/ascii-store-replay.test.js.map +1 -1
- package/dist/test/logon.test.js +1 -1
- package/dist/test/logon.test.js.map +1 -1
- package/dist/test/memory-store.test.js +24 -19
- package/dist/test/memory-store.test.js.map +1 -1
- package/dist/test/qf-full-msg.test.js +19 -14
- package/dist/test/qf-full-msg.test.js.map +1 -1
- package/dist/test/repo-full-ascii-msg.test.js +17 -15
- package/dist/test/repo-full-ascii-msg.test.js.map +1 -1
- package/dist/test/repo-full-fixml-msg.test.js +14 -14
- package/dist/test/repo-full-fixml-msg.test.js.map +1 -1
- package/dist/test/session-state.test.js +2 -2
- package/dist/test/session-state.test.js.map +1 -1
- package/dist/test/session.test.js +263 -143
- package/dist/test/session.test.js.map +1 -1
- package/dist/test/view-decode.test.js +2 -1
- package/dist/test/view-decode.test.js.map +1 -1
- package/dist/transport/a-session-msg-factory.d.ts +23 -0
- package/dist/transport/a-session-msg-factory.js +58 -0
- package/dist/transport/a-session-msg-factory.js.map +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.d.ts +1 -0
- package/dist/transport/ascii/ascii-msg-transmitter.js +39 -8
- package/dist/transport/ascii/ascii-msg-transmitter.js.map +1 -1
- package/dist/transport/ascii/ascii-session-msg-factory.d.ts +16 -0
- package/dist/transport/ascii/ascii-session-msg-factory.js +47 -0
- package/dist/transport/ascii/ascii-session-msg-factory.js.map +1 -0
- package/dist/transport/ascii/ascii-session.d.ts +10 -2
- package/dist/transport/ascii/ascii-session.js +86 -31
- package/dist/transport/ascii/ascii-session.js.map +1 -1
- package/dist/transport/ascii/index.d.ts +1 -0
- package/dist/transport/ascii/index.js +1 -0
- package/dist/transport/ascii/index.js.map +1 -1
- package/dist/transport/ascii-session-msg-factory.d.ts +16 -0
- package/dist/transport/ascii-session-msg-factory.js +47 -0
- package/dist/transport/ascii-session-msg-factory.js.map +1 -0
- package/dist/transport/duplex/http-duplex.js +2 -2
- package/dist/transport/duplex/http-duplex.js.map +1 -1
- package/dist/transport/fix-msg-factory.d.ts +1 -1
- package/dist/transport/fix-msg-factory.js.map +1 -1
- package/dist/transport/fix-session-state.d.ts +38 -12
- package/dist/transport/fix-session-state.js +49 -15
- package/dist/transport/fix-session-state.js.map +1 -1
- package/dist/transport/fix-session.d.ts +13 -6
- package/dist/transport/fix-session.js +143 -39
- package/dist/transport/fix-session.js.map +1 -1
- package/dist/transport/fixml/fixml-session-msg-factory.d.ts +13 -0
- package/dist/transport/fixml/fixml-session-msg-factory.js +68 -0
- package/dist/transport/fixml/fixml-session-msg-factory.js.map +1 -0
- package/dist/transport/fixml/fixml-session.js +1 -1
- package/dist/transport/fixml/fixml-session.js.map +1 -1
- package/dist/transport/fixml/index.d.ts +2 -1
- package/dist/transport/fixml/index.js +2 -1
- package/dist/transport/fixml/index.js.map +1 -1
- package/dist/transport/fixml-session-msg-factory.d.ts +13 -0
- package/dist/transport/fixml-session-msg-factory.js +68 -0
- package/dist/transport/fixml-session-msg-factory.js.map +1 -0
- package/dist/transport/http/http-acceptor.js +8 -7
- package/dist/transport/http/http-acceptor.js.map +1 -1
- package/dist/transport/index.d.ts +1 -1
- package/dist/transport/index.js +1 -1
- package/dist/transport/index.js.map +1 -1
- package/dist/transport/msg-transmitter.js +4 -3
- package/dist/transport/msg-transmitter.js.map +1 -1
- package/dist/transport/msg-transport.js +3 -2
- package/dist/transport/msg-transport.js.map +1 -1
- package/dist/transport/session-description.d.ts +1 -1
- package/dist/transport/session-description.js.map +1 -1
- package/dist/transport/session-msg-factory.d.ts +2 -2
- package/dist/transport/session-msg-factory.js +2 -2
- package/dist/transport/session-msg-factory.js.map +1 -1
- package/dist/transport/tcp/acceptor.js +5 -3
- package/dist/transport/tcp/acceptor.js.map +1 -1
- package/dist/transport/tcp/index.d.ts +1 -0
- package/dist/transport/tcp/index.js +1 -0
- package/dist/transport/tcp/index.js.map +1 -1
- package/dist/transport/tcp/initiator.js +1 -0
- package/dist/transport/tcp/initiator.js.map +1 -1
- package/dist/transport/tcp/recovering-initiator.d.ts +17 -0
- package/dist/transport/tcp/recovering-initiator.js +30 -0
- package/dist/transport/tcp/recovering-initiator.js.map +1 -0
- package/dist/transport/tcp/recovering-tcp-initiator.d.ts +28 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js +120 -0
- package/dist/transport/tcp/recovering-tcp-initiator.js.map +1 -0
- package/dist/transport/tcp/tcp-acceptor.d.ts +7 -0
- package/dist/transport/tcp/tcp-acceptor.js +43 -11
- package/dist/transport/tcp/tcp-acceptor.js.map +1 -1
- package/dist/transport/tcp/tcp-initiator.d.ts +4 -0
- package/dist/transport/tcp/tcp-initiator.js +72 -35
- package/dist/transport/tcp/tcp-initiator.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/advertisement.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/advertisement.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_instruction.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_instruction.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_instruction_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_instruction_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/allocation_report_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/allocation_report_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/assignment_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/assignment_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/bid_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/bid_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/bid_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/bid_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/business_message_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/business_message_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_assignment.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_assignment.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_inquiry.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_inquiry.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_inquiry_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_inquiry_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/collateral_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/collateral_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation_ack.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation_ack.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/confirmation_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/confirmation_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_replace_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_replace_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/cross_order_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/derivative_security_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/derivative_security_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/derivative_security_list_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/derivative_security_list_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/dont_know_trade.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/dont_know_trade.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/email.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/email.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/execution_report.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/execution_report.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/heartbeat.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/heartbeat.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/index.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/index.js +4 -0
- package/dist/types/FIX4.4/quickfix/index.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/ioi.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/ioi.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_cancel_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_cancel_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_execute.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_execute.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_status.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_status.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/list_strike_price.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/list_strike_price.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/logon.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/logon.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/logout.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/logout.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_incremental_refresh.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_incremental_refresh.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_request_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_request_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/market_data_snapshot_full_refresh.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/mass_quote.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/mass_quote.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/mass_quote_acknowledgement.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/mass_quote_acknowledgement.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/multileg_order_cancel_replace.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/multileg_order_cancel_replace.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_request.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_request.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_response.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/network_counterparty_system_status_response.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_cross.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_cross.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_list.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_list.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_multileg.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_multileg.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/new_order_single.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/new_order_single.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/news.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/news.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_reject.d.ts +4 -0
- package/dist/types/FIX4.4/quickfix/order_cancel_reject.js.map +1 -1
- package/dist/types/FIX4.4/quickfix/order_cancel_replace_request.d.ts +4 -0
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- package/src/buffer/ascii/ascii-segment-parser.ts +44 -38
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- package/src/sample/tcp/tls-trade-capture/app.ts +1 -1
- package/src/sample/tcp/{trade_capture → trade-capture}/app.ts +0 -0
- package/src/sample/tcp/{trade_capture → trade-capture}/index.ts +0 -0
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-client.ts +10 -5
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-capture-server.ts +2 -2
- package/src/sample/tcp/{trade_capture → trade-capture}/trade-factory.ts +0 -0
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- package/dist/sample/tcp/tls-trade-capture/jsfix.test_client.txt +0 -77
- package/dist/sample/tcp/tls-trade-capture/jsfix.test_server.txt +0 -77
- package/dist/sample/tcp/trade_capture/jsfix.test_client.txt +0 -75
- package/dist/sample/tcp/trade_capture/jsfix.test_server.txt +0 -75
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- package/src/transport/session-msg-factory.ts +0 -195
- package/src/transport/tcp/resilient-initiator.ts +0 -35
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{ ITcpTransportDescription } from '../session-description'\r\nimport { FixInitiator } from '../fix-initiator'\r\nimport { MsgTransport } from '../msg-transport'\r\n\r\nimport { IJsFixConfig, IJsFixLogger } from '../../config'\r\nimport { TcpDuplex, FixDuplex } from '../duplex'\r\n\r\nimport * as util from 'util'\r\nimport { connect as tlsConnect, TLSSocket } from 'tls'\r\nimport { getTlsConnectionOptions } from './tls-options'\r\nimport { Socket, createConnection } from 'net'\r\n\r\nexport enum InitiatorState {\r\n Idle = 1,\r\n Connecting = 2,\r\n Connected = 3,\r\n Stopped = 4\r\n}\r\n\r\nexport class TcpInitiator extends FixInitiator {\r\n public tcp: ITcpTransportDescription\r\n public state: InitiatorState = InitiatorState.Idle\r\n private readonly logger: IJsFixLogger\r\n private duplex: FixDuplex\r\n\r\n constructor (public readonly jsFixConfig: IJsFixConfig) {\r\n super(jsFixConfig.description.application)\r\n this.logger = jsFixConfig.logFactory.logger(`${this.application.name}:TcpInitiator`)\r\n if (!this.application) {\r\n const e: Error = new Error(`no application in session description.`)\r\n this.logger.error(e)\r\n throw e\r\n }\r\n this.tcp = this.application.tcp\r\n if (!this.tcp) {\r\n const e = new Error(`no tcp in session description need tcp { host: hostname, port: port }`)\r\n this.logger.error(e)\r\n throw e\r\n }\r\n }\r\n\r\n public end (): void {\r\n switch (this.state) {\r\n case InitiatorState.Connected: {\r\n this.logger.info('end')\r\n this.duplex.end()\r\n this.state = InitiatorState.Stopped\r\n break\r\n }\r\n\r\n default: {\r\n this.logger.info(`end :state ${this.state}`)\r\n }\r\n }\r\n }\r\n\r\n public connect (timeoutSeconds: number): Promise<MsgTransport> {\r\n return new Promise<MsgTransport>(async (resolve, reject) => {\r\n switch (this.state) {\r\n case InitiatorState.Idle: {\r\n this.state = InitiatorState.Connecting\r\n this.logger.info(`connecting with timeout ${timeoutSeconds}`)\r\n this.tryConnect().then((t: MsgTransport) => resolve(t)).catch((e: Error) => {\r\n this.logger.error(e)\r\n this.repeatConnect(timeoutSeconds).then((t: MsgTransport) => resolve(t)).catch((e: Error) => reject(e))\r\n })\r\n break\r\n }\r\n\r\n default:\r\n const e: Error = new Error(`connect not valid from non idle state`)\r\n this.logger.warning(`rejecting from state ${this.state}`)\r\n reject(e)\r\n }\r\n })\r\n }\r\n\r\n private tryConnect (): Promise<MsgTransport> {\r\n return new Promise<MsgTransport>((resolve, reject) => {\r\n const tcp = this.tcp\r\n this.logger.info(`tryConnect ${tcp.host}:${tcp.port}`)\r\n const connectionOptions: any = getTlsConnectionOptions(tcp)\r\n let socket: Socket = null\r\n let tlsSocket: TLSSocket = null\r\n if (connectionOptions) {\r\n tlsSocket = tlsConnect(connectionOptions, () => {\r\n this.logger.info(`client connected ${tlsSocket.authorized ? 'authorized' : 'unauthorized'}`)\r\n if (!tlsSocket.authorized) {\r\n this.logger.warning(`rejecting from state ${this.state} authorizationError ${tlsSocket.authorizationError}`)\r\n tlsSocket.end()\r\n reject(tlsSocket.authorizationError)\r\n } else {\r\n tlsSocket.setEncoding('utf8')\r\n this.duplex = new TcpDuplex(tlsSocket)\r\n resolve(new MsgTransport(0, this.jsFixConfig, this.duplex))\r\n }\r\n })\r\n\r\n if (tcp.tls.enableTrace) {\r\n this.logger.info(`enabling tls session trace`)\r\n tlsSocket.enableTrace()\r\n }\r\n\r\n tlsSocket.on('error', (e) => {\r\n reject(e)\r\n })\r\n } else {\r\n socket = createConnection(tcp, () => {\r\n this.logger.info(`net.createConnection cb, resolving`)\r\n this.duplex = new TcpDuplex(socket)\r\n resolve(new MsgTransport(0, this.jsFixConfig, this.duplex))\r\n socket.on('error', (e) => {\r\n reject(e)\r\n })\r\n })\r\n }\r\n })\r\n }\r\n\r\n private repeatConnect (timeoutSeconds: number): Promise<MsgTransport> {\r\n return new Promise<MsgTransport>(async (resolve, reject) => {\r\n const application = this.application\r\n const promisify = util.promisify\r\n const timeoutPromise = promisify(setTimeout)\r\n let retries = 0\r\n let timer = setInterval(() => {\r\n ++retries\r\n this.tryConnect().then((t: MsgTransport) => {\r\n this.state = InitiatorState.Connected\r\n clearInterval(timer)\r\n resolve(t)\r\n }).catch((e: Error) => {\r\n this.logger.info(`${application.name}: retries ${retries} ${e.message}`)\r\n })\r\n }, application.reconnectSeconds * 1000)\r\n timeoutPromise(timeoutSeconds * 1000).then(() => {\r\n clearInterval(timer)\r\n this.state = InitiatorState.Stopped\r\n const e = new Error(`${application.name}: timeout of ${timeoutSeconds} whilst connecting`)\r\n this.logger.warning(`repeatConnect reject with message ${e.message}`)\r\n reject(e)\r\n }).catch(e => {\r\n this.logger.error(e)\r\n reject(e)\r\n })\r\n })\r\n }\r\n}\r\n"]}
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{ ITcpTransportDescription } from '../session-description'\r\nimport { FixInitiator } from '../fix-initiator'\r\nimport { MsgTransport } from '../msg-transport'\r\n\r\nimport { IJsFixConfig, IJsFixLogger } from '../../config'\r\nimport { TcpDuplex, FixDuplex } from '../duplex'\r\n\r\nimport * as util from 'util'\r\nimport { connect as tlsConnect, ConnectionOptions, TLSSocket } from 'tls'\r\nimport { getTlsConnectionOptions } from './tls-options'\r\nimport { createConnection } from 'net'\r\nimport Timeout = NodeJS.Timeout\r\n\r\nexport enum InitiatorState {\r\n Idle = 1,\r\n Connecting = 2,\r\n Connected = 3,\r\n Stopped = 4\r\n}\r\n\r\nexport class TcpInitiator extends FixInitiator {\r\n public tcp: ITcpTransportDescription\r\n public state: InitiatorState = InitiatorState.Idle\r\n private readonly logger: IJsFixLogger\r\n private duplex: FixDuplex\r\n private th: Timeout = null\r\n\r\n constructor (public readonly jsFixConfig: IJsFixConfig) {\r\n super(jsFixConfig.description.application)\r\n this.logger = jsFixConfig.logFactory.logger(`${this.application.name}:TcpInitiator`)\r\n if (!this.application) {\r\n const e: Error = new Error(`no application in session description.`)\r\n this.logger.error(e)\r\n throw e\r\n }\r\n this.tcp = this.application.tcp\r\n if (!this.tcp) {\r\n const e = new Error(`no tcp in session description need tcp { host: hostname, port: port }`)\r\n this.logger.error(e)\r\n throw e\r\n }\r\n }\r\n\r\n public end (): void {\r\n this.clearTimer()\r\n switch (this.state) {\r\n case InitiatorState.Connected: {\r\n this.logger.info('end')\r\n this.duplex.end()\r\n this.state = InitiatorState.Stopped\r\n break\r\n }\r\n\r\n default: {\r\n this.logger.info(`end :state ${this.state}`)\r\n this.state = InitiatorState.Stopped\r\n break\r\n }\r\n }\r\n }\r\n\r\n public connect (timeoutSeconds: number): Promise<MsgTransport> {\r\n return new Promise<MsgTransport>(async (resolve, reject) => {\r\n switch (this.state) {\r\n case InitiatorState.Idle: {\r\n this.state = InitiatorState.Connecting\r\n this.logger.info(`connecting with timeout ${timeoutSeconds}`)\r\n this.tryConnect().then((t: MsgTransport) => resolve(t)).catch((e: Error) => {\r\n this.logger.error(e)\r\n this.repeatConnect(timeoutSeconds).then((t: MsgTransport) => resolve(t)).catch((e: Error) => reject(e))\r\n })\r\n break\r\n }\r\n\r\n default:\r\n const e: Error = new Error(`connect not valid from non idle state`)\r\n this.logger.warning(`rejecting from state ${this.state}`)\r\n reject(e)\r\n }\r\n })\r\n }\r\n\r\n private unsecureDuplex (): Promise<TcpDuplex> {\r\n const tcp = this.tcp\r\n return new Promise<TcpDuplex>((resolve, reject) => {\r\n try {\r\n this.logger.info(`unsecureDuplex try to connect to endPoint`)\r\n const socket = createConnection(tcp, () => {\r\n try {\r\n this.logger.info(`net.createConnection cb, resolving`)\r\n const tcpDuplex = new TcpDuplex(socket)\r\n resolve(tcpDuplex)\r\n } catch (e) {\r\n reject(e)\r\n }\r\n })\r\n } catch (e) {\r\n reject(e)\r\n }\r\n })\r\n }\r\n\r\n private tlsDuplex (): Promise < TcpDuplex > {\r\n return new Promise<TcpDuplex>((resolve, reject) => {\r\n let tlsSocket: TLSSocket = null\r\n const tcp = this.tcp\r\n const connectionOptions: ConnectionOptions = getTlsConnectionOptions(tcp)\r\n if (connectionOptions) {\r\n try {\r\n tlsSocket = tlsConnect(connectionOptions, () => {\r\n this.logger.info(`client connected ${tlsSocket.authorized ? 'authorized' : 'unauthorized'}`)\r\n if (!tlsSocket.authorized) {\r\n const error = tlsSocket.authorizationError\r\n this.logger.warning(`rejecting from state ${this.state} authorizationError ${error}`)\r\n tlsSocket.end()\r\n reject(error)\r\n } else {\r\n tlsSocket.setEncoding('utf8')\r\n const tlsDuplex = new TcpDuplex(tlsSocket)\r\n if (tcp.tls.enableTrace) {\r\n this.logger.info(`enabling tls session trace`)\r\n tlsSocket.enableTrace()\r\n }\r\n this.logger.info(`tlsDuplex resolving`)\r\n resolve(tlsDuplex)\r\n }\r\n })\r\n } catch (e) {\r\n reject(e)\r\n }\r\n }\r\n })\r\n }\r\n\r\n private tryConnect (): Promise < MsgTransport > {\r\n return new Promise<MsgTransport>((resolve, reject) => {\r\n const tcp = this.tcp\r\n const connectionOptions: ConnectionOptions = getTlsConnectionOptions(tcp)\r\n const connector = connectionOptions ? this.tlsDuplex() : this.unsecureDuplex()\r\n this.logger.info(`tryConnect ${tcp.host}:${tcp.port}`)\r\n connector.then(duplex => {\r\n this.duplex = duplex\r\n resolve(new MsgTransport(0, this.jsFixConfig, duplex))\r\n }).catch(e => {\r\n reject(e)\r\n })\r\n })\r\n }\r\n\r\n public clearTimer () {\r\n if (this .th) {\r\n clearInterval(this.th)\r\n this.th = null\r\n }\r\n }\r\n\r\n private repeatConnect (timeoutSeconds: number): Promise < MsgTransport > {\r\n return new Promise<MsgTransport>(async (resolve, reject) => {\r\n const application = this.application\r\n const promisify = util.promisify\r\n const timeoutPromise = promisify(setTimeout)\r\n let retries = 0\r\n this.th = setInterval(() => {\r\n ++retries\r\n this.tryConnect().then((t: MsgTransport) => {\r\n this.state = InitiatorState.Connected\r\n this.clearTimer()\r\n resolve(t)\r\n }).catch((e: Error) => {\r\n this.logger.info(`${application.name}: retries ${retries} ${e.message}`)\r\n })\r\n }, application.reconnectSeconds * 1000)\r\n timeoutPromise(timeoutSeconds * 1000).then(() => {\r\n this.clearTimer()\r\n this.state = InitiatorState.Stopped\r\n const e = new Error(`${application.name}: timeout of ${timeoutSeconds} whilst connecting`)\r\n this.logger.warning(`repeatConnect reject with message ${e.message}`)\r\n reject(e)\r\n }).catch(e => {\r\n this.logger.error(e)\r\n reject(e)\r\n })\r\n })\r\n }\r\n}\r\n"]}
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/// <reference types="node" />
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import { IStandardHeader } from './set/standard_header';
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import { IInstrument } from './set/instrument';
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import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
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import { IStandardTrailer } from './set/standard_trailer';
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export interface IAdvertisement {
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StandardHeader: IStandardHeader;
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AdvTransType: string;
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{"version":3,"file":"advertisement.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/advertisement.ts"],"names":[],"mappings":"","sourcesContent":["import { IInstrument } from './set/instrument'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\n\r\nexport interface IAdvertisement {\r\n AdvId: string// 2\r\n AdvTransType: string// 5\r\n AdvRefID?: string// 3\r\n Instrument?: IInstrument\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n AdvSide: string// 4\r\n Quantity: number// 53\r\n QtyType?: number// 854\r\n Price?: number// 44\r\n Currency?: string// 15\r\n TradeDate?: Date// 75\r\n TransactTime?: Date// 60\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n URLLink?: string// 149\r\n LastMkt?: string// 30\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n}\r\n"]}
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{"version":3,"file":"advertisement.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/advertisement.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IAdvertisement {\r\n StandardHeader: IStandardHeader\r\n AdvId: string// 2\r\n AdvTransType: string// 5\r\n AdvRefID?: string// 3\r\n Instrument?: IInstrument\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n AdvSide: string// 4\r\n Quantity: number// 53\r\n QtyType?: number// 854\r\n Price?: number// 44\r\n Currency?: string// 15\r\n TradeDate?: Date// 75\r\n TransactTime?: Date// 60\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n URLLink?: string// 149\r\n LastMkt?: string// 30\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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import { IStandardHeader } from './set/standard_header';
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{"version":3,"file":"allocation_instruction.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_instruction.ts"],"names":[],"mappings":"","sourcesContent":["import { IOrdAllocGrp } from './set/ord_alloc_grp'\r\nimport { IExecAllocGrp } from './set/exec_alloc_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrumentExtension } from './set/instrument_extension'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IParties } from './set/parties'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IAllocGrp } from './set/alloc_grp'\r\n\r\nexport interface IAllocationInstruction {\r\n AllocID: string// 70\r\n AllocTransType: string// 71\r\n AllocType: number// 626\r\n SecondaryAllocID?: string// 793\r\n RefAllocID?: string// 72\r\n AllocCancReplaceReason?: number// 796\r\n AllocIntermedReqType?: number// 808\r\n AllocLinkID?: string// 196\r\n AllocLinkType?: number// 197\r\n BookingRefID?: string// 466\r\n AllocNoOrdersType: number// 857\r\n OrdAllocGrp?: IOrdAllocGrp\r\n ExecAllocGrp?: IExecAllocGrp\r\n PreviouslyReported?: boolean// 570\r\n ReversalIndicator?: boolean// 700\r\n MatchType?: string// 574\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n InstrumentExtension?: IInstrumentExtension\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n Quantity: number// 53\r\n QtyType?: number// 854\r\n LastMkt?: string// 30\r\n TradeOriginationDate?: Date// 229\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n PriceType?: number// 423\r\n AvgPx: number// 6\r\n AvgParPx?: number// 860\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Currency?: string// 15\r\n AvgPxPrecision?: number// 74\r\n Parties?: IParties\r\n TradeDate: Date// 75\r\n TransactTime?: Date// 60\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n BookingType?: number// 775\r\n GrossTradeAmt?: number// 381\r\n Concession?: number// 238\r\n TotalTakedown?: number// 237\r\n NetMoney?: number// 118\r\n PositionEffect?: string// 77\r\n AutoAcceptIndicator?: boolean// 754\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n NumDaysInterest?: number// 157\r\n AccruedInterestRate?: number// 158\r\n AccruedInterestAmt?: number// 159\r\n TotalAccruedInterestAmt?: number// 540\r\n InterestAtMaturity?: number// 738\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n LegalConfirm?: boolean// 650\r\n Stipulations?: IStipulations\r\n YieldData?: IYieldData\r\n TotNoAllocs?: number// 892\r\n LastFragment?: boolean// 893\r\n AllocGrp?: IAllocGrp\r\n}\r\n"]}
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{"version":3,"file":"allocation_instruction.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_instruction.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IOrdAllocGrp } from './set/ord_alloc_grp'\r\nimport { IExecAllocGrp } from './set/exec_alloc_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrumentExtension } from './set/instrument_extension'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IParties } from './set/parties'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IAllocGrp } from './set/alloc_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IAllocationInstruction {\r\n StandardHeader: IStandardHeader\r\n AllocID: string// 70\r\n AllocTransType: string// 71\r\n AllocType: number// 626\r\n SecondaryAllocID?: string// 793\r\n RefAllocID?: string// 72\r\n AllocCancReplaceReason?: number// 796\r\n AllocIntermedReqType?: number// 808\r\n AllocLinkID?: string// 196\r\n AllocLinkType?: number// 197\r\n BookingRefID?: string// 466\r\n AllocNoOrdersType: number// 857\r\n OrdAllocGrp?: IOrdAllocGrp\r\n ExecAllocGrp?: IExecAllocGrp\r\n PreviouslyReported?: boolean// 570\r\n ReversalIndicator?: boolean// 700\r\n MatchType?: string// 574\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n InstrumentExtension?: IInstrumentExtension\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n Quantity: number// 53\r\n QtyType?: number// 854\r\n LastMkt?: string// 30\r\n TradeOriginationDate?: Date// 229\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n PriceType?: number// 423\r\n AvgPx: number// 6\r\n AvgParPx?: number// 860\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Currency?: string// 15\r\n AvgPxPrecision?: number// 74\r\n Parties?: IParties\r\n TradeDate: Date// 75\r\n TransactTime?: Date// 60\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n BookingType?: number// 775\r\n GrossTradeAmt?: number// 381\r\n Concession?: number// 238\r\n TotalTakedown?: number// 237\r\n NetMoney?: number// 118\r\n PositionEffect?: string// 77\r\n AutoAcceptIndicator?: boolean// 754\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n NumDaysInterest?: number// 157\r\n AccruedInterestRate?: number// 158\r\n AccruedInterestAmt?: number// 159\r\n TotalAccruedInterestAmt?: number// 540\r\n InterestAtMaturity?: number// 738\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n LegalConfirm?: boolean// 650\r\n Stipulations?: IStipulations\r\n YieldData?: IYieldData\r\n TotNoAllocs?: number// 892\r\n LastFragment?: boolean// 893\r\n AllocGrp?: IAllocGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"allocation_instruction_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_instruction_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IAllocAckGrp } from './set/alloc_ack_grp'\r\n\r\nexport interface IAllocationInstructionAck {\r\n AllocID: string// 70\r\n Parties?: IParties\r\n SecondaryAllocID?: string// 793\r\n TradeDate?: Date// 75\r\n TransactTime: Date// 60\r\n AllocStatus: number// 87\r\n AllocRejCode?: number// 88\r\n AllocType?: number// 626\r\n AllocIntermedReqType?: number// 808\r\n MatchStatus?: string// 573\r\n Product?: number// 460\r\n SecurityType?: string// 167\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n AllocAckGrp?: IAllocAckGrp\r\n}\r\n"]}
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{"version":3,"file":"allocation_instruction_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_instruction_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IAllocAckGrp } from './set/alloc_ack_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IAllocationInstructionAck {\r\n StandardHeader: IStandardHeader\r\n AllocID: string// 70\r\n Parties?: IParties\r\n SecondaryAllocID?: string// 793\r\n TradeDate?: Date// 75\r\n TransactTime: Date// 60\r\n AllocStatus: number// 87\r\n AllocRejCode?: number// 88\r\n AllocType?: number// 626\r\n AllocIntermedReqType?: number// 808\r\n MatchStatus?: string// 573\r\n Product?: number// 460\r\n SecurityType?: string// 167\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n AllocAckGrp?: IAllocAckGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"allocation_report.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IOrdAllocGrp } from './set/ord_alloc_grp'\r\nimport { IExecAllocGrp } from './set/exec_alloc_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrumentExtension } from './set/instrument_extension'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IParties } from './set/parties'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IAllocGrp } from './set/alloc_grp'\r\n\r\nexport interface IAllocationReport {\r\n AllocReportID: string// 755\r\n AllocID?: string// 70\r\n AllocTransType: string// 71\r\n AllocReportRefID?: string// 795\r\n AllocCancReplaceReason?: number// 796\r\n SecondaryAllocID?: string// 793\r\n AllocReportType: number// 794\r\n AllocStatus: number// 87\r\n AllocRejCode?: number// 88\r\n RefAllocID?: string// 72\r\n AllocIntermedReqType?: number// 808\r\n AllocLinkID?: string// 196\r\n AllocLinkType?: number// 197\r\n BookingRefID?: string// 466\r\n AllocNoOrdersType: number// 857\r\n OrdAllocGrp?: IOrdAllocGrp\r\n ExecAllocGrp?: IExecAllocGrp\r\n PreviouslyReported?: boolean// 570\r\n ReversalIndicator?: boolean// 700\r\n MatchType?: string// 574\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n InstrumentExtension?: IInstrumentExtension\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n Quantity: number// 53\r\n QtyType?: number// 854\r\n LastMkt?: string// 30\r\n TradeOriginationDate?: Date// 229\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n PriceType?: number// 423\r\n AvgPx: number// 6\r\n AvgParPx?: number// 860\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Currency?: string// 15\r\n AvgPxPrecision?: number// 74\r\n Parties?: IParties\r\n TradeDate: Date// 75\r\n TransactTime?: Date// 60\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n BookingType?: number// 775\r\n GrossTradeAmt?: number// 381\r\n Concession?: number// 238\r\n TotalTakedown?: number// 237\r\n NetMoney?: number// 118\r\n PositionEffect?: string// 77\r\n AutoAcceptIndicator?: boolean// 754\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n NumDaysInterest?: number// 157\r\n AccruedInterestRate?: number// 158\r\n AccruedInterestAmt?: number// 159\r\n TotalAccruedInterestAmt?: number// 540\r\n InterestAtMaturity?: number// 738\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n LegalConfirm?: boolean// 650\r\n Stipulations?: IStipulations\r\n YieldData?: IYieldData\r\n TotNoAllocs?: number// 892\r\n LastFragment?: boolean// 893\r\n AllocGrp?: IAllocGrp\r\n}\r\n"]}
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{"version":3,"file":"allocation_report.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IOrdAllocGrp } from './set/ord_alloc_grp'\r\nimport { IExecAllocGrp } from './set/exec_alloc_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrumentExtension } from './set/instrument_extension'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IParties } from './set/parties'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IAllocGrp } from './set/alloc_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IAllocationReport {\r\n StandardHeader: IStandardHeader\r\n AllocReportID: string// 755\r\n AllocID?: string// 70\r\n AllocTransType: string// 71\r\n AllocReportRefID?: string// 795\r\n AllocCancReplaceReason?: number// 796\r\n SecondaryAllocID?: string// 793\r\n AllocReportType: number// 794\r\n AllocStatus: number// 87\r\n AllocRejCode?: number// 88\r\n RefAllocID?: string// 72\r\n AllocIntermedReqType?: number// 808\r\n AllocLinkID?: string// 196\r\n AllocLinkType?: number// 197\r\n BookingRefID?: string// 466\r\n AllocNoOrdersType: number// 857\r\n OrdAllocGrp?: IOrdAllocGrp\r\n ExecAllocGrp?: IExecAllocGrp\r\n PreviouslyReported?: boolean// 570\r\n ReversalIndicator?: boolean// 700\r\n MatchType?: string// 574\r\n Side: string// 54\r\n Instrument?: IInstrument\r\n InstrumentExtension?: IInstrumentExtension\r\n FinancingDetails?: IFinancingDetails\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n Quantity: number// 53\r\n QtyType?: number// 854\r\n LastMkt?: string// 30\r\n TradeOriginationDate?: Date// 229\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n PriceType?: number// 423\r\n AvgPx: number// 6\r\n AvgParPx?: number// 860\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Currency?: string// 15\r\n AvgPxPrecision?: number// 74\r\n Parties?: IParties\r\n TradeDate: Date// 75\r\n TransactTime?: Date// 60\r\n SettlType?: string// 63\r\n SettlDate?: Date// 64\r\n BookingType?: number// 775\r\n GrossTradeAmt?: number// 381\r\n Concession?: number// 238\r\n TotalTakedown?: number// 237\r\n NetMoney?: number// 118\r\n PositionEffect?: string// 77\r\n AutoAcceptIndicator?: boolean// 754\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n NumDaysInterest?: number// 157\r\n AccruedInterestRate?: number// 158\r\n AccruedInterestAmt?: number// 159\r\n TotalAccruedInterestAmt?: number// 540\r\n InterestAtMaturity?: number// 738\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n LegalConfirm?: boolean// 650\r\n Stipulations?: IStipulations\r\n YieldData?: IYieldData\r\n TotNoAllocs?: number// 892\r\n LastFragment?: boolean// 893\r\n AllocGrp?: IAllocGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"allocation_report_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_report_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IAllocAckGrp } from './set/alloc_ack_grp'\r\n\r\nexport interface IAllocationReportAck {\r\n AllocReportID: string// 755\r\n AllocID: string// 70\r\n Parties?: IParties\r\n SecondaryAllocID?: string// 793\r\n TradeDate?: Date// 75\r\n TransactTime: Date// 60\r\n AllocStatus: number// 87\r\n AllocRejCode?: number// 88\r\n AllocReportType?: number// 794\r\n AllocIntermedReqType?: number// 808\r\n MatchStatus?: string// 573\r\n Product?: number// 460\r\n SecurityType?: string// 167\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n AllocAckGrp?: IAllocAckGrp\r\n}\r\n"]}
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{"version":3,"file":"allocation_report_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/allocation_report_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IAllocAckGrp } from './set/alloc_ack_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IAllocationReportAck {\r\n StandardHeader: IStandardHeader\r\n AllocReportID: string// 755\r\n AllocID: string// 70\r\n Parties?: IParties\r\n SecondaryAllocID?: string// 793\r\n TradeDate?: Date// 75\r\n TransactTime: Date// 60\r\n AllocStatus: number// 87\r\n AllocRejCode?: number// 88\r\n AllocReportType?: number// 794\r\n AllocIntermedReqType?: number// 808\r\n MatchStatus?: string// 573\r\n Product?: number// 460\r\n SecurityType?: string// 167\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n AllocAckGrp?: IAllocAckGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"assignment_report.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/assignment_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IPositionQty } from './set/position_qty'\r\nimport { IPositionAmountData } from './set/position_amount_data'\r\n\r\nexport interface IAssignmentReport {\r\n AsgnRptID: string// 833\r\n TotNumAssignmentReports?: number// 832\r\n LastRptRequested?: boolean// 912\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType: number// 581\r\n Instrument?: IInstrument\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PositionQty?: IPositionQty\r\n PositionAmountData?: IPositionAmountData\r\n ThresholdAmount?: number// 834\r\n SettlPrice: number// 730\r\n SettlPriceType: number// 731\r\n UnderlyingSettlPrice: number// 732\r\n ExpireDate?: Date// 432\r\n AssignmentMethod: string// 744\r\n AssignmentUnit?: number// 745\r\n OpenInterest: number// 746\r\n ExerciseMethod: string// 747\r\n SettlSessID: string// 716\r\n SettlSessSubID: string// 717\r\n ClearingBusinessDate: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"assignment_report.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/assignment_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IPositionQty } from './set/position_qty'\r\nimport { IPositionAmountData } from './set/position_amount_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IAssignmentReport {\r\n StandardHeader: IStandardHeader\r\n AsgnRptID: string// 833\r\n TotNumAssignmentReports?: number// 832\r\n LastRptRequested?: boolean// 912\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType: number// 581\r\n Instrument?: IInstrument\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n PositionQty?: IPositionQty\r\n PositionAmountData?: IPositionAmountData\r\n ThresholdAmount?: number// 834\r\n SettlPrice: number// 730\r\n SettlPriceType: number// 731\r\n UnderlyingSettlPrice: number// 732\r\n ExpireDate?: Date// 432\r\n AssignmentMethod: string// 744\r\n AssignmentUnit?: number// 745\r\n OpenInterest: number// 746\r\n ExerciseMethod: string// 747\r\n SettlSessID: string// 716\r\n SettlSessSubID: string// 717\r\n ClearingBusinessDate: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"bid_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/bid_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IBidDescReqGrp } from './set/bid_desc_req_grp'\r\nimport { IBidCompReqGrp } from './set/bid_comp_req_grp'\r\n\r\nexport interface IBidRequest {\r\n BidID?: string// 390\r\n ClientBidID: string// 391\r\n BidRequestTransType: string// 374\r\n ListName?: string// 392\r\n TotNoRelatedSym: number// 393\r\n BidType: number// 394\r\n NumTickets?: number// 395\r\n Currency?: string// 15\r\n SideValue1?: number// 396\r\n SideValue2?: number// 397\r\n BidDescReqGrp?: IBidDescReqGrp\r\n BidCompReqGrp?: IBidCompReqGrp\r\n LiquidityIndType?: number// 409\r\n WtAverageLiquidity?: number// 410\r\n ExchangeForPhysical?: boolean// 411\r\n OutMainCntryUIndex?: number// 412\r\n CrossPercent?: number// 413\r\n ProgRptReqs?: number// 414\r\n ProgPeriodInterval?: number// 415\r\n IncTaxInd?: number// 416\r\n ForexReq?: boolean// 121\r\n NumBidders?: number// 417\r\n TradeDate?: Date// 75\r\n BidTradeType: string// 418\r\n BasisPxType: string// 419\r\n StrikeTime?: Date// 443\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"bid_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/bid_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IBidDescReqGrp } from './set/bid_desc_req_grp'\r\nimport { IBidCompReqGrp } from './set/bid_comp_req_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IBidRequest {\r\n StandardHeader: IStandardHeader\r\n BidID?: string// 390\r\n ClientBidID: string// 391\r\n BidRequestTransType: string// 374\r\n ListName?: string// 392\r\n TotNoRelatedSym: number// 393\r\n BidType: number// 394\r\n NumTickets?: number// 395\r\n Currency?: string// 15\r\n SideValue1?: number// 396\r\n SideValue2?: number// 397\r\n BidDescReqGrp?: IBidDescReqGrp\r\n BidCompReqGrp?: IBidCompReqGrp\r\n LiquidityIndType?: number// 409\r\n WtAverageLiquidity?: number// 410\r\n ExchangeForPhysical?: boolean// 411\r\n OutMainCntryUIndex?: number// 412\r\n CrossPercent?: number// 413\r\n ProgRptReqs?: number// 414\r\n ProgPeriodInterval?: number// 415\r\n IncTaxInd?: number// 416\r\n ForexReq?: boolean// 121\r\n NumBidders?: number// 417\r\n TradeDate?: Date// 75\r\n BidTradeType: string// 418\r\n BasisPxType: string// 419\r\n StrikeTime?: Date// 443\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"bid_response.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/bid_response.ts"],"names":[],"mappings":"","sourcesContent":["import { IBidCompRspGrp } from './set/bid_comp_rsp_grp'\r\n\r\nexport interface IBidResponse {\r\n BidID?: string// 390\r\n ClientBidID?: string// 391\r\n BidCompRspGrp?: IBidCompRspGrp\r\n}\r\n"]}
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{"version":3,"file":"bid_response.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/bid_response.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IBidCompRspGrp } from './set/bid_comp_rsp_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IBidResponse {\r\n StandardHeader: IStandardHeader\r\n BidID?: string// 390\r\n ClientBidID?: string// 391\r\n BidCompRspGrp?: IBidCompRspGrp\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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import { IStandardHeader } from './set/standard_header';
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{"version":3,"file":"business_message_reject.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/business_message_reject.ts"],"names":[],"mappings":"","sourcesContent":["
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{"version":3,"file":"business_message_reject.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/business_message_reject.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IBusinessMessageReject {\r\n StandardHeader: IStandardHeader\r\n RefSeqNum?: number// 45\r\n RefMsgType: string// 372\r\n BusinessRejectRefID?: string// 379\r\n BusinessRejectReason: number// 380\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"collateral_assignment.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_assignment.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISettlInstructionsData } from './set/settl_instructions_data'\r\n\r\nexport interface ICollateralAssignment {\r\n CollAsgnID: string// 902\r\n CollReqID?: string// 894\r\n CollAsgnReason: number// 895\r\n CollAsgnTransType: number// 903\r\n CollAsgnRefID?: string// 907\r\n TransactTime: Date// 60\r\n ExpireTime?: Date// 126\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtCollGrp?: IUndInstrmtCollGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n SettlInstructionsData?: ISettlInstructionsData\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"collateral_assignment.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_assignment.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISettlInstructionsData } from './set/settl_instructions_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ICollateralAssignment {\r\n StandardHeader: IStandardHeader\r\n CollAsgnID: string// 902\r\n CollReqID?: string// 894\r\n CollAsgnReason: number// 895\r\n CollAsgnTransType: number// 903\r\n CollAsgnRefID?: string// 907\r\n TransactTime: Date// 60\r\n ExpireTime?: Date// 126\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtCollGrp?: IUndInstrmtCollGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n SettlInstructionsData?: ISettlInstructionsData\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"collateral_inquiry.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_inquiry.ts"],"names":[],"mappings":"","sourcesContent":["import { ICollInqQualGrp } from './set/coll_inq_qual_grp'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISettlInstructionsData } from './set/settl_instructions_data'\r\n\r\nexport interface ICollateralInquiry {\r\n CollInquiryID?: string// 909\r\n CollInqQualGrp?: ICollInqQualGrp\r\n SubscriptionRequestType?: string// 263\r\n ResponseTransportType?: number// 725\r\n ResponseDestination?: string// 726\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n SettlInstructionsData?: ISettlInstructionsData\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"collateral_inquiry.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_inquiry.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { ICollInqQualGrp } from './set/coll_inq_qual_grp'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISettlInstructionsData } from './set/settl_instructions_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ICollateralInquiry {\r\n StandardHeader: IStandardHeader\r\n CollInquiryID?: string// 909\r\n CollInqQualGrp?: ICollInqQualGrp\r\n SubscriptionRequestType?: string// 263\r\n ResponseTransportType?: number// 725\r\n ResponseDestination?: string// 726\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n SettlInstructionsData?: ISettlInstructionsData\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"collateral_inquiry_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_inquiry_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { ICollInqQualGrp } from './set/coll_inq_qual_grp'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\n\r\nexport interface ICollateralInquiryAck {\r\n CollInquiryID: string// 909\r\n CollInquiryStatus: number// 945\r\n CollInquiryResult?: number// 946\r\n CollInqQualGrp?: ICollInqQualGrp\r\n TotNumReports?: number// 911\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n ResponseTransportType?: number// 725\r\n ResponseDestination?: string// 726\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"collateral_inquiry_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_inquiry_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { ICollInqQualGrp } from './set/coll_inq_qual_grp'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ICollateralInquiryAck {\r\n StandardHeader: IStandardHeader\r\n CollInquiryID: string// 909\r\n CollInquiryStatus: number// 945\r\n CollInquiryResult?: number// 946\r\n CollInqQualGrp?: ICollInqQualGrp\r\n TotNumReports?: number// 911\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n ResponseTransportType?: number// 725\r\n ResponseDestination?: string// 726\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"collateral_report.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISettlInstructionsData } from './set/settl_instructions_data'\r\n\r\nexport interface ICollateralReport {\r\n CollRptID: string// 908\r\n CollInquiryID?: string// 909\r\n CollStatus: number// 910\r\n TotNumReports?: number// 911\r\n LastRptRequested?: boolean// 912\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n SettlInstructionsData?: ISettlInstructionsData\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"collateral_report.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { ISettlInstructionsData } from './set/settl_instructions_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ICollateralReport {\r\n StandardHeader: IStandardHeader\r\n CollRptID: string// 908\r\n CollInquiryID?: string// 909\r\n CollStatus: number// 910\r\n TotNumReports?: number// 911\r\n LastRptRequested?: boolean// 912\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtGrp?: IUndInstrmtGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n SettlInstructionsData?: ISettlInstructionsData\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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{"version":3,"file":"collateral_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\n\r\nexport interface ICollateralRequest {\r\n CollReqID: string// 894\r\n CollAsgnReason: number// 895\r\n TransactTime: Date// 60\r\n ExpireTime?: Date// 126\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtCollGrp?: IUndInstrmtCollGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"collateral_request.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_request.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ICollateralRequest {\r\n StandardHeader: IStandardHeader\r\n CollReqID: string// 894\r\n CollAsgnReason: number// 895\r\n TransactTime: Date// 60\r\n ExpireTime?: Date// 126\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtCollGrp?: IUndInstrmtCollGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n TradingSessionID?: string// 336\r\n TradingSessionSubID?: string// 625\r\n SettlSessID?: string// 716\r\n SettlSessSubID?: string// 717\r\n ClearingBusinessDate?: Date// 715\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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/// <reference types="node" />
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import { IStandardHeader } from './set/standard_header';
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import { IParties } from './set/parties';
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import { IExecCollGrp } from './set/exec_coll_grp';
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import { ITrdCollGrp } from './set/trd_coll_grp';
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import { IMiscFeesGrp } from './set/misc_fees_grp';
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import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data';
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import { IStipulations } from './set/stipulations';
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import { IStandardTrailer } from './set/standard_trailer';
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export interface ICollateralResponse {
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StandardHeader: IStandardHeader;
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CollRespID: string;
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CollAsgnID: string;
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CollReqID?: string;
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StandardTrailer: IStandardTrailer;
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{"version":3,"file":"collateral_response.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_response.ts"],"names":[],"mappings":"","sourcesContent":["import { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\n\r\nexport interface ICollateralResponse {\r\n CollRespID: string// 904\r\n CollAsgnID: string// 902\r\n CollReqID?: string// 894\r\n CollAsgnReason: number// 895\r\n CollAsgnTransType?: number// 903\r\n CollAsgnRespType: number// 905\r\n CollAsgnRejectReason?: number// 906\r\n TransactTime: Date// 60\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtCollGrp?: IUndInstrmtCollGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n}\r\n"]}
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{"version":3,"file":"collateral_response.js","sourceRoot":"","sources":["../../../../src/types/FIX4.4/quickfix/collateral_response.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IParties } from './set/parties'\r\nimport { IExecCollGrp } from './set/exec_coll_grp'\r\nimport { ITrdCollGrp } from './set/trd_coll_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface ICollateralResponse {\r\n StandardHeader: IStandardHeader\r\n CollRespID: string// 904\r\n CollAsgnID: string// 902\r\n CollReqID?: string// 894\r\n CollAsgnReason: number// 895\r\n CollAsgnTransType?: number// 903\r\n CollAsgnRespType: number// 905\r\n CollAsgnRejectReason?: number// 906\r\n TransactTime: Date// 60\r\n Parties?: IParties\r\n Account?: string// 1\r\n AccountType?: number// 581\r\n ClOrdID?: string// 11\r\n OrderID?: string// 37\r\n SecondaryOrderID?: string// 198\r\n SecondaryClOrdID?: string// 526\r\n ExecCollGrp?: IExecCollGrp\r\n TrdCollGrp?: ITrdCollGrp\r\n Instrument?: IInstrument\r\n FinancingDetails?: IFinancingDetails\r\n SettlDate?: Date// 64\r\n Quantity?: number// 53\r\n QtyType?: number// 854\r\n Currency?: string// 15\r\n InstrmtLegGrp?: IInstrmtLegGrp\r\n UndInstrmtCollGrp?: IUndInstrmtCollGrp\r\n MarginExcess?: number// 899\r\n TotalNetValue?: number// 900\r\n CashOutstanding?: number// 901\r\n TrdRegTimestamps?: ITrdRegTimestamps\r\n Side?: string// 54\r\n MiscFeesGrp?: IMiscFeesGrp\r\n Price?: number// 44\r\n PriceType?: number// 423\r\n AccruedInterestAmt?: number// 159\r\n EndAccruedInterestAmt?: number// 920\r\n StartCash?: number// 921\r\n EndCash?: number// 922\r\n SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData\r\n Stipulations?: IStipulations\r\n Text?: string// 58\r\n EncodedTextLen?: number// 354\r\n EncodedText?: Buffer// 355\r\n StandardTrailer: IStandardTrailer\r\n}\r\n"]}
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/// <reference types="node" />
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import { IStandardHeader } from './set/standard_header';
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import { IOrdAllocGrp } from './set/ord_alloc_grp';
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import { ITrdRegTimestamps } from './set/trd_reg_timestamps';
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import { ICommissionData } from './set/commission_data';
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import { IMiscFeesGrp } from './set/misc_fees_grp';
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import { IStandardTrailer } from './set/standard_trailer';
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export interface IConfirmation {
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ConfirmID: string;
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SharedCommission?: number;
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StandardTrailer: IStandardTrailer;
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}
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