import * as flatbuffers from 'flatbuffers';
import { ExecInst as ExecInst, ExecType as ExecType, LiqInd as LiqInd, OrderStatus as OrderStatus, OrderType as OrderType, SecurityType as SecurityType, Side as Side, TimeInForce as TimeInForce } from './Enum_generated.js';
import { StrategyParameter as StrategyParameter } from './StrategyParameter_generated.js';
/**
 * The Execution Report message is sent by the maker to communicate order
 * updates. This includes initial order acknowledgement, rejects, trade
 * executions, cancellations or any other status update.
 */
export declare class ExecutionReport {
    bb: flatbuffers.ByteBuffer | null;
    bb_pos: number;
    __init(i: number, bb: flatbuffers.ByteBuffer): ExecutionReport;
    static getRootAsExecutionReport(bb: flatbuffers.ByteBuffer, obj?: ExecutionReport): ExecutionReport;
    static getSizePrefixedRootAsExecutionReport(bb: flatbuffers.ByteBuffer, obj?: ExecutionReport): ExecutionReport;
    /**
     * The time that the order is valid from.
     */
    effectiveTime(): bigint;
    /**
     * Transaction time.
     */
    transactTime(): bigint;
    /**
     * User or trader identifier.
     */
    user(): string | null;
    user(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Trading account.
     */
    account(): string | null;
    account(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Instrument symbol.
     */
    symbol(): string | null;
    symbol(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Exchange or venue symbol.
     */
    venue(): string | null;
    venue(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Tenor symbol.
     */
    tenor(): string | null;
    tenor(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Unique execution identifier.
     */
    execId(): string | null;
    execId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Unique order identifier.
     */
    orderId(): string | null;
    orderId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Quote identifier.
     */
    quoteId(): string | null;
    quoteId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Request identifier assigned by the client.
     */
    clOrderId(): string | null;
    clOrderId(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Security Type. defaults to Spot.
     */
    securityType(): SecurityType;
    /**
     * Order side.
     */
    side(): Side;
    /**
     * See OrderType.
     */
    orderType(): OrderType;
    /**
     * See TimeInForce.
     */
    timeInForce(): TimeInForce;
    /**
     * See ExecType.
     */
    execType(): ExecType;
    /**
     * Describes the current state of the order.
     */
    orderStatus(): OrderStatus;
    /**
     * Liquidity indicator.
     */
    liqInd(): LiqInd;
    /**
     * Order quantity.
     */
    qty(): number;
    /**
     * Order price.
     */
    price(): number;
    /**
     * Order currency.
     */
    ccy(): string | null;
    ccy(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Remaining order quantity.
     */
    leavesQty(): number;
    /**
     * Total quantity executed by order fills.
     */
    cumQty(): number;
    /**
     * Average price of order fills.
     */
    avgPrice(): number;
    /**
     * Last trade quantity.
     */
    lastQty(): number;
    /**
     * Last trade price.
     */
    lastPrice(): number;
    /**
     * The fixing date in YYYYMMDD format.
     */
    fixingDate(): number;
    /**
     * The settlement date at the time of transaction in YYYYMMDD format.
     */
    settlementDate(): number;
    /**
     * Underyling execution venue.
     */
    execVenue(): string | null;
    execVenue(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Counter-party on the other side of the trade.
     */
    counterparty(): string | null;
    counterparty(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Optional code to identify the order reject reason when ExecType Rejected.
     */
    errorCode(): number;
    /**
     * Target strategy for order execution.
     */
    strategy(): string | null;
    strategy(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Strategy Parameters
     */
    strategyParameters(index: number, obj?: StrategyParameter): StrategyParameter | null;
    strategyParametersLength(): number;
    /**
     * Supplementary information, primarily used for rejects.
     */
    text(): string | null;
    text(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * A list of order execution venues specified on the order.
     */
    execVenues(index: number): string;
    execVenues(index: number, optionalEncoding: flatbuffers.Encoding): string | Uint8Array;
    execVenuesLength(): number;
    /**
     * Last forward points.
     */
    lastFwdPoints(): number;
    /**
     * Swap only, far leg last forward points.
     */
    farLastFwdPoints(): number;
    /**
     * Swap only, far leg all-in price.
     */
    farPrice(): number;
    /**
     * Swap only, far leg quantity.
     */
    farQty(): number;
    /**
     * Swaps only, far leg tenor.
     */
    farTenor(): string | null;
    farTenor(optionalEncoding: flatbuffers.Encoding): string | Uint8Array | null;
    /**
     * Swaps only, far leg total quantity filled.
     */
    farCumQty(): number;
    /**
     * Swaps only, far leg average price of order fills.
     */
    farAvgPrice(): number;
    /**
     * Swaps only, far leg last trade quantity.
     */
    farLastQty(): number;
    /**
     * Swaps only, far last trade price.
     */
    farLastPrice(): number;
    /**
     * Swaps only, far leg fixing date in YYYYMMDD format.
     */
    farFixingDate(): number;
    /**
     * Swaps only, far leg settlement date at the time of transaction in YYYYMMDD format.
     */
    farSettlementDate(): number;
    /**
     * Swaps only, far leg remaining order quantity.
     */
    farLeavesQty(): number;
    /**
     * Dodd-Frank mid price.
     */
    midPrice(): number;
    /**
     * Swaps only, far leg Dodd-Frank mid price
     */
    farMidPrice(): number;
    /**
     * Swaps only, Dodd-Frank mid swap points
     */
    midSwapPoints(): number;
    /**
     * See ExecInst.
     */
    execInst(): ExecInst;
    static startExecutionReport(builder: flatbuffers.Builder): void;
    static addEffectiveTime(builder: flatbuffers.Builder, effectiveTime: bigint): void;
    static addTransactTime(builder: flatbuffers.Builder, transactTime: bigint): void;
    static addUser(builder: flatbuffers.Builder, userOffset: flatbuffers.Offset): void;
    static addAccount(builder: flatbuffers.Builder, accountOffset: flatbuffers.Offset): void;
    static addSymbol(builder: flatbuffers.Builder, symbolOffset: flatbuffers.Offset): void;
    static addVenue(builder: flatbuffers.Builder, venueOffset: flatbuffers.Offset): void;
    static addTenor(builder: flatbuffers.Builder, tenorOffset: flatbuffers.Offset): void;
    static addExecId(builder: flatbuffers.Builder, execIdOffset: flatbuffers.Offset): void;
    static addOrderId(builder: flatbuffers.Builder, orderIdOffset: flatbuffers.Offset): void;
    static addQuoteId(builder: flatbuffers.Builder, quoteIdOffset: flatbuffers.Offset): void;
    static addClOrderId(builder: flatbuffers.Builder, clOrderIdOffset: flatbuffers.Offset): void;
    static addSecurityType(builder: flatbuffers.Builder, securityType: SecurityType): void;
    static addSide(builder: flatbuffers.Builder, side: Side): void;
    static addOrderType(builder: flatbuffers.Builder, orderType: OrderType): void;
    static addTimeInForce(builder: flatbuffers.Builder, timeInForce: TimeInForce): void;
    static addExecType(builder: flatbuffers.Builder, execType: ExecType): void;
    static addOrderStatus(builder: flatbuffers.Builder, orderStatus: OrderStatus): void;
    static addLiqInd(builder: flatbuffers.Builder, liqInd: LiqInd): void;
    static addQty(builder: flatbuffers.Builder, qty: number): void;
    static addPrice(builder: flatbuffers.Builder, price: number): void;
    static addCcy(builder: flatbuffers.Builder, ccyOffset: flatbuffers.Offset): void;
    static addLeavesQty(builder: flatbuffers.Builder, leavesQty: number): void;
    static addCumQty(builder: flatbuffers.Builder, cumQty: number): void;
    static addAvgPrice(builder: flatbuffers.Builder, avgPrice: number): void;
    static addLastQty(builder: flatbuffers.Builder, lastQty: number): void;
    static addLastPrice(builder: flatbuffers.Builder, lastPrice: number): void;
    static addFixingDate(builder: flatbuffers.Builder, fixingDate: number): void;
    static addSettlementDate(builder: flatbuffers.Builder, settlementDate: number): void;
    static addExecVenue(builder: flatbuffers.Builder, execVenueOffset: flatbuffers.Offset): void;
    static addCounterparty(builder: flatbuffers.Builder, counterpartyOffset: flatbuffers.Offset): void;
    static addErrorCode(builder: flatbuffers.Builder, errorCode: number): void;
    static addStrategy(builder: flatbuffers.Builder, strategyOffset: flatbuffers.Offset): void;
    static addStrategyParameters(builder: flatbuffers.Builder, strategyParametersOffset: flatbuffers.Offset): void;
    static createStrategyParametersVector(builder: flatbuffers.Builder, data: flatbuffers.Offset[]): flatbuffers.Offset;
    static startStrategyParametersVector(builder: flatbuffers.Builder, numElems: number): void;
    static addText(builder: flatbuffers.Builder, textOffset: flatbuffers.Offset): void;
    static addExecVenues(builder: flatbuffers.Builder, execVenuesOffset: flatbuffers.Offset): void;
    static createExecVenuesVector(builder: flatbuffers.Builder, data: flatbuffers.Offset[]): flatbuffers.Offset;
    static startExecVenuesVector(builder: flatbuffers.Builder, numElems: number): void;
    static addLastFwdPoints(builder: flatbuffers.Builder, lastFwdPoints: number): void;
    static addFarLastFwdPoints(builder: flatbuffers.Builder, farLastFwdPoints: number): void;
    static addFarPrice(builder: flatbuffers.Builder, farPrice: number): void;
    static addFarQty(builder: flatbuffers.Builder, farQty: number): void;
    static addFarTenor(builder: flatbuffers.Builder, farTenorOffset: flatbuffers.Offset): void;
    static addFarCumQty(builder: flatbuffers.Builder, farCumQty: number): void;
    static addFarAvgPrice(builder: flatbuffers.Builder, farAvgPrice: number): void;
    static addFarLastQty(builder: flatbuffers.Builder, farLastQty: number): void;
    static addFarLastPrice(builder: flatbuffers.Builder, farLastPrice: number): void;
    static addFarFixingDate(builder: flatbuffers.Builder, farFixingDate: number): void;
    static addFarSettlementDate(builder: flatbuffers.Builder, farSettlementDate: number): void;
    static addFarLeavesQty(builder: flatbuffers.Builder, farLeavesQty: number): void;
    static addMidPrice(builder: flatbuffers.Builder, midPrice: number): void;
    static addFarMidPrice(builder: flatbuffers.Builder, farMidPrice: number): void;
    static addMidSwapPoints(builder: flatbuffers.Builder, midSwapPoints: number): void;
    static addExecInst(builder: flatbuffers.Builder, execInst: ExecInst): void;
    static endExecutionReport(builder: flatbuffers.Builder): flatbuffers.Offset;
    static createExecutionReport(builder: flatbuffers.Builder, effectiveTime: bigint, transactTime: bigint, userOffset: flatbuffers.Offset, accountOffset: flatbuffers.Offset, symbolOffset: flatbuffers.Offset, venueOffset: flatbuffers.Offset, tenorOffset: flatbuffers.Offset, execIdOffset: flatbuffers.Offset, orderIdOffset: flatbuffers.Offset, quoteIdOffset: flatbuffers.Offset, clOrderIdOffset: flatbuffers.Offset, securityType: SecurityType, side: Side, orderType: OrderType, timeInForce: TimeInForce, execType: ExecType, orderStatus: OrderStatus, liqInd: LiqInd, qty: number, price: number, ccyOffset: flatbuffers.Offset, leavesQty: number, cumQty: number, avgPrice: number, lastQty: number, lastPrice: number, fixingDate: number, settlementDate: number, execVenueOffset: flatbuffers.Offset, counterpartyOffset: flatbuffers.Offset, errorCode: number, strategyOffset: flatbuffers.Offset, strategyParametersOffset: flatbuffers.Offset, textOffset: flatbuffers.Offset, execVenuesOffset: flatbuffers.Offset, lastFwdPoints: number, farLastFwdPoints: number, farPrice: number, farQty: number, farTenorOffset: flatbuffers.Offset, farCumQty: number, farAvgPrice: number, farLastQty: number, farLastPrice: number, farFixingDate: number, farSettlementDate: number, farLeavesQty: number, midPrice: number, farMidPrice: number, midSwapPoints: number, execInst: ExecInst): flatbuffers.Offset;
}