diff --git a/flatbuffers/Allocation.fbs b/flatbuffers/Allocation.fbs new file mode 100644 index 0000000..32f6f84 --- /dev/null +++ b/flatbuffers/Allocation.fbs @@ -0,0 +1,26 @@ +// Copyright © 2022 Reactive Markets. All rights reserved. +// +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. +// +// See https://developer.reactivemarkets.com for documentation. + +include "Enum.fbs"; + +namespace Switchboard; + +table Allocation { + /// Name of the fund. + fund: string (required); + /// Amount to allocate to the fund. + amount: double; +} diff --git a/flatbuffers/NewOrderSingle.fbs b/flatbuffers/NewOrderSingle.fbs index e2a575a..e9ef1db 100644 --- a/flatbuffers/NewOrderSingle.fbs +++ b/flatbuffers/NewOrderSingle.fbs @@ -15,6 +15,7 @@ // See https://developer.reactivemarkets.com for documentation. include "Enum.fbs"; +include "Allocation.fbs"; include "StrategyParameter.fbs"; namespace Switchboard; @@ -64,4 +65,6 @@ table NewOrderSingle { far_qty: double; /// Swaps only, far leg tenor. far_tenor: string; + /// Order fund allocations + allocations: [Allocation]; }