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71 changes: 71 additions & 0 deletions types/src/rfq.rs
Original file line number Diff line number Diff line change
Expand Up @@ -187,6 +187,59 @@ pub enum RequestForQuoteUpdate {
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
/// Sent to the quoter whose quote has been binding-accepted in the deferred-settlement
/// RFQ flow. Serialised as `"rfqAcceptedBinding"` by the exchange.
RfqAcceptedBinding {
#[serde(rename = "E")]
event_time: i64,
#[serde(rename = "R")]
rfq_id: u64,
#[serde(rename = "u")]
quote_id: u64,
#[serde(rename = "C", skip_serializing_if = "Option::is_none")]
client_id: Option<u32>,
#[serde(rename = "s")]
symbol: String,
/// Side of the taker.
#[serde(rename = "S", skip_serializing_if = "Option::is_none")]
side: Option<Side>,
#[serde(rename = "q", skip_serializing_if = "Option::is_none")]
quantity: Option<Decimal>,
#[serde(rename = "Q", skip_serializing_if = "Option::is_none")]
quote_quantity: Option<Decimal>,
#[serde(rename = "p", skip_serializing_if = "Option::is_none")]
price: Option<Decimal>,
#[serde(rename = "X")]
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
},
RfqFillPending {
#[serde(rename = "E")]
event_time: i64,
#[serde(rename = "R")]
rfq_id: u64,
#[serde(rename = "C", skip_serializing_if = "Option::is_none")]
client_id: Option<u32>,
#[serde(rename = "s")]
symbol: String,
#[serde(rename = "S")]
side: Side,
#[serde(rename = "q", skip_serializing_if = "Option::is_none")]
quantity: Option<Decimal>,
#[serde(rename = "Q", skip_serializing_if = "Option::is_none")]
quote_quantity: Option<Decimal>,
#[serde(rename = "w")]
submission_time: i64,
#[serde(rename = "W")]
expiry_time: i64,
#[serde(rename = "X")]
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
QuoteAccepted {
#[serde(rename = "E")]
event_time: i64,
Expand Down Expand Up @@ -223,6 +276,24 @@ pub enum RequestForQuoteUpdate {
#[serde(rename = "T")]
timestamp: i64,
},
QuoteFillPending {
#[serde(rename = "E")]
event_time: i64,
#[serde(rename = "R")]
rfq_id: u64,
#[serde(rename = "u")]
quote_id: u64,
#[serde(rename = "C", skip_serializing_if = "Option::is_none")]
client_id: Option<u32>,
#[serde(rename = "s")]
symbol: String,
#[serde(rename = "p", skip_serializing_if = "Option::is_none")]
price: Option<Decimal>,
#[serde(rename = "X")]
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
},
RfqCandidate {
#[serde(rename = "E")]
event_time: i64,
Expand Down
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