import { RestApiResponse, ConfigurationRestAPI, WebsocketApiResponse, WebsocketAPIBase, WebsocketSendMsgOptions, ConfigurationWebsocketAPI, WebsocketStream, WebsocketStreamsBase, ConfigurationWebsocketStreams } from '@binance/common';
export { BadRequestError, ConnectorClientError, DERIVATIVES_TRADING_USDS_FUTURES_REST_API_PROD_URL, DERIVATIVES_TRADING_USDS_FUTURES_REST_API_TESTNET_URL, DERIVATIVES_TRADING_USDS_FUTURES_WS_API_PROD_URL, DERIVATIVES_TRADING_USDS_FUTURES_WS_API_TESTNET_URL, DERIVATIVES_TRADING_USDS_FUTURES_WS_STREAMS_PROD_URL, DERIVATIVES_TRADING_USDS_FUTURES_WS_STREAMS_TESTNET_URL, ForbiddenError, NetworkError, NotFoundError, RateLimitBanError, RequiredError, ServerError, TooManyRequestsError, UnauthorizedError } from '@binance/common';

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AcceptTheOfferedQuoteResponse
 */
interface AcceptTheOfferedQuoteResponse {
    /**
     *
     * @type {string}
     * @memberof AcceptTheOfferedQuoteResponse
     */
    orderId?: string;
    /**
     *
     * @type {number}
     * @memberof AcceptTheOfferedQuoteResponse
     */
    createTime?: number;
    /**
     *
     * @type {string}
     * @memberof AcceptTheOfferedQuoteResponse
     */
    orderStatus?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV2ResponseAssetsInner
 */
interface AccountInformationV2ResponseAssetsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    walletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    marginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    crossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    crossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    marginAvailable?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponseAssetsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV2ResponsePositionsInner
 */
interface AccountInformationV2ResponsePositionsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    leverage?: string;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    isolated?: boolean;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    entryPrice?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    maxNotional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    bidNotional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    askNotional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    positionAmt?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponsePositionsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountInformationV2Response
 */
interface AccountInformationV2Response$1 {
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2Response
     */
    feeTier?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2Response
     */
    feeBurn?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2Response
     */
    canDeposit?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2Response
     */
    canWithdraw?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2Response
     */
    updateTime?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2Response
     */
    multiAssetsMargin?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2Response
     */
    tradeGroupId?: number;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalMaintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalUnrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalMarginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalPositionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalOpenOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalCrossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    totalCrossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {Array<AccountInformationV2ResponseAssetsInner>}
     * @memberof AccountInformationV2Response
     */
    assets?: Array<AccountInformationV2ResponseAssetsInner>;
    /**
     *
     * @type {Array<AccountInformationV2ResponsePositionsInner>}
     * @memberof AccountInformationV2Response
     */
    positions?: Array<AccountInformationV2ResponsePositionsInner>;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2Response
     */
    canTrade?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV3ResponseAssetsInner
 */
interface AccountInformationV3ResponseAssetsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    walletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    marginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    crossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    crossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    updateTime?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV3ResponseAssetsInner
     */
    marginAvailable?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV3ResponsePositionsInner
 */
interface AccountInformationV3ResponsePositionsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    positionAmt?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    isolatedMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    isolatedWallet?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV3ResponsePositionsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountInformationV3Response
 */
interface AccountInformationV3Response {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalMaintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalUnrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalMarginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalPositionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalOpenOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalCrossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    totalCrossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV3Response
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {Array<AccountInformationV3ResponseAssetsInner>}
     * @memberof AccountInformationV3Response
     */
    assets?: Array<AccountInformationV3ResponseAssetsInner>;
    /**
     *
     * @type {Array<AccountInformationV3ResponsePositionsInner>}
     * @memberof AccountInformationV3Response
     */
    positions?: Array<AccountInformationV3ResponsePositionsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountTradeListResponseInner
 */
interface AccountTradeListResponseInner {
    /**
     *
     * @type {boolean}
     * @memberof AccountTradeListResponseInner
     */
    buyer?: boolean;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    commission?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    commissionAsset?: string;
    /**
     *
     * @type {number}
     * @memberof AccountTradeListResponseInner
     */
    id?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountTradeListResponseInner
     */
    maker?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountTradeListResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    qty?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    quoteQty?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    realizedPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof AccountTradeListResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof AccountTradeListResponseInner
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountTradeListResponse
 */
interface AccountTradeListResponse extends Array<AccountTradeListResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AllOrdersResponseInner
 */
interface AllOrdersResponseInner {
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof AllOrdersResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof AllOrdersResponseInner
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof AllOrdersResponseInner
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof AllOrdersResponseInner
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof AllOrdersResponseInner
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof AllOrdersResponseInner
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof AllOrdersResponseInner
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof AllOrdersResponseInner
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AllOrdersResponse
 */
interface AllOrdersResponse extends Array<AllOrdersResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AutoCancelAllOpenOrdersResponse
 */
interface AutoCancelAllOpenOrdersResponse {
    /**
     *
     * @type {string}
     * @memberof AutoCancelAllOpenOrdersResponse
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof AutoCancelAllOpenOrdersResponse
     */
    countdownTime?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface BasisResponseInner
 */
interface BasisResponseInner {
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    indexPrice?: string;
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    contractType?: string;
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    basisRate?: string;
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    futuresPrice?: string;
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    annualizedBasisRate?: string;
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    basis?: string;
    /**
     *
     * @type {string}
     * @memberof BasisResponseInner
     */
    pair?: string;
    /**
     *
     * @type {number}
     * @memberof BasisResponseInner
     */
    timestamp?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface BasisResponse
 */
interface BasisResponse extends Array<BasisResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CancelAllOpenOrdersResponse
 */
interface CancelAllOpenOrdersResponse {
    /**
     *
     * @type {number}
     * @memberof CancelAllOpenOrdersResponse
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof CancelAllOpenOrdersResponse
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CancelMultipleOrdersResponseInner
 */
interface CancelMultipleOrdersResponseInner {
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof CancelMultipleOrdersResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelMultipleOrdersResponseInner
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelMultipleOrdersResponseInner
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof CancelMultipleOrdersResponseInner
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelMultipleOrdersResponseInner
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof CancelMultipleOrdersResponseInner
     */
    goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof CancelMultipleOrdersResponseInner
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof CancelMultipleOrdersResponseInner
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CancelMultipleOrdersResponse
 */
interface CancelMultipleOrdersResponse extends Array<CancelMultipleOrdersResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CancelOrderResponse
 */
interface CancelOrderResponse$1 {
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelOrderResponse
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelOrderResponse
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponse
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelOrderResponse
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponse
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ChangeInitialLeverageResponse
 */
interface ChangeInitialLeverageResponse {
    /**
     *
     * @type {number}
     * @memberof ChangeInitialLeverageResponse
     */
    leverage?: number;
    /**
     *
     * @type {string}
     * @memberof ChangeInitialLeverageResponse
     */
    maxNotionalValue?: string;
    /**
     *
     * @type {string}
     * @memberof ChangeInitialLeverageResponse
     */
    symbol?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ChangeMarginTypeResponse
 */
interface ChangeMarginTypeResponse {
    /**
     *
     * @type {number}
     * @memberof ChangeMarginTypeResponse
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof ChangeMarginTypeResponse
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ChangeMultiAssetsModeResponse
 */
interface ChangeMultiAssetsModeResponse {
    /**
     *
     * @type {number}
     * @memberof ChangeMultiAssetsModeResponse
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof ChangeMultiAssetsModeResponse
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ChangePositionModeResponse
 */
interface ChangePositionModeResponse {
    /**
     *
     * @type {number}
     * @memberof ChangePositionModeResponse
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof ChangePositionModeResponse
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CheckServerTimeResponse
 */
interface CheckServerTimeResponse {
    /**
     *
     * @type {number}
     * @memberof CheckServerTimeResponse
     */
    serverTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ClassicPortfolioMarginAccountInformationResponse
 */
interface ClassicPortfolioMarginAccountInformationResponse {
    /**
     *
     * @type {string}
     * @memberof ClassicPortfolioMarginAccountInformationResponse
     */
    maxWithdrawAmountUSD?: string;
    /**
     *
     * @type {string}
     * @memberof ClassicPortfolioMarginAccountInformationResponse
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof ClassicPortfolioMarginAccountInformationResponse
     */
    maxWithdrawAmount?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
 */
interface CompositeIndexSymbolInformationResponseInnerBaseAssetListInner {
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
     */
    baseAsset?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
     */
    quoteAsset?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
     */
    weightInQuantity?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
     */
    weightInPercentage?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationResponseInner
 */
interface CompositeIndexSymbolInformationResponseInner {
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof CompositeIndexSymbolInformationResponseInner
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationResponseInner
     */
    component?: string;
    /**
     *
     * @type {Array<CompositeIndexSymbolInformationResponseInnerBaseAssetListInner>}
     * @memberof CompositeIndexSymbolInformationResponseInner
     */
    baseAssetList?: Array<CompositeIndexSymbolInformationResponseInnerBaseAssetListInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationResponse
 */
interface CompositeIndexSymbolInformationResponse extends Array<CompositeIndexSymbolInformationResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CompressedAggregateTradesListResponseInner
 */
interface CompressedAggregateTradesListResponseInner {
    /**
     *
     * @type {number}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    a?: number;
    /**
     *
     * @type {string}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    q?: string;
    /**
     *
     * @type {number}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    f?: number;
    /**
     *
     * @type {number}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    l?: number;
    /**
     *
     * @type {number}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    T?: number;
    /**
     *
     * @type {boolean}
     * @memberof CompressedAggregateTradesListResponseInner
     */
    m?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CompressedAggregateTradesListResponse
 */
interface CompressedAggregateTradesListResponse extends Array<CompressedAggregateTradesListResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type ContinuousContractKlineCandlestickDataResponseItemInner
 * @export
 */
type ContinuousContractKlineCandlestickDataResponseItemInner = number | string;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickDataResponseItem
 */
interface ContinuousContractKlineCandlestickDataResponseItem extends Array<ContinuousContractKlineCandlestickDataResponseItemInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickDataResponse
 */
interface ContinuousContractKlineCandlestickDataResponse extends Array<ContinuousContractKlineCandlestickDataResponseItem> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CurrentAllOpenOrdersResponse
 */
interface CurrentAllOpenOrdersResponse extends Array<AllOrdersResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ExchangeInformationResponseAssetsInner
 */
interface ExchangeInformationResponseAssetsInner {
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseAssetsInner
     */
    asset?: string;
    /**
     *
     * @type {boolean}
     * @memberof ExchangeInformationResponseAssetsInner
     */
    marginAvailable?: boolean;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseAssetsInner
     */
    autoAssetExchange?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ExchangeInformationResponseRateLimitsInner
 */
interface ExchangeInformationResponseRateLimitsInner {
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseRateLimitsInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseRateLimitsInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseRateLimitsInner
     */
    limit?: number;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseRateLimitsInner
     */
    rateLimitType?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ExchangeInformationResponseSymbolsInnerFiltersInner
 */
interface ExchangeInformationResponseSymbolsInnerFiltersInner {
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    filterType?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    maxPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    minPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    tickSize?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    maxQty?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    minQty?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    stepSize?: string;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    limit?: number;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    multiplierUp?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    multiplierDown?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
     */
    multiplierDecimal?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ExchangeInformationResponseSymbolsInner
 */
interface ExchangeInformationResponseSymbolsInner {
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    pair?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    contractType?: string;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    deliveryDate?: number;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    onboardDate?: number;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    maintMarginPercent?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    requiredMarginPercent?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    baseAsset?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    quoteAsset?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    marginAsset?: string;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    pricePrecision?: number;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    quantityPrecision?: number;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    baseAssetPrecision?: number;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    quotePrecision?: number;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    underlyingType?: string;
    /**
     *
     * @type {Array<string>}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    underlyingSubType?: Array<string>;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    settlePlan?: number;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    triggerProtect?: string;
    /**
     *
     * @type {Array<ExchangeInformationResponseSymbolsInnerFiltersInner>}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    filters?: Array<ExchangeInformationResponseSymbolsInnerFiltersInner>;
    /**
     *
     * @type {Array<string>}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    OrderType?: Array<string>;
    /**
     *
     * @type {Array<string>}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    timeInForce?: Array<string>;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    liquidationFee?: string;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponseSymbolsInner
     */
    marketTakeBound?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ExchangeInformationResponse
 */
interface ExchangeInformationResponse {
    /**
     *
     * @type {Array<string>}
     * @memberof ExchangeInformationResponse
     */
    exchangeFilters?: Array<string>;
    /**
     *
     * @type {Array<ExchangeInformationResponseRateLimitsInner>}
     * @memberof ExchangeInformationResponse
     */
    rateLimits?: Array<ExchangeInformationResponseRateLimitsInner>;
    /**
     *
     * @type {number}
     * @memberof ExchangeInformationResponse
     */
    serverTime?: number;
    /**
     *
     * @type {Array<ExchangeInformationResponseAssetsInner>}
     * @memberof ExchangeInformationResponse
     */
    assets?: Array<ExchangeInformationResponseAssetsInner>;
    /**
     *
     * @type {Array<ExchangeInformationResponseSymbolsInner>}
     * @memberof ExchangeInformationResponse
     */
    symbols?: Array<ExchangeInformationResponseSymbolsInner>;
    /**
     *
     * @type {string}
     * @memberof ExchangeInformationResponse
     */
    timezone?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface FuturesAccountBalanceV2ResponseInner
 */
interface FuturesAccountBalanceV2ResponseInner {
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    accountAlias?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    balance?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    crossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    crossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    marginAvailable?: boolean;
    /**
     *
     * @type {number}
     * @memberof FuturesAccountBalanceV2ResponseInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface FuturesAccountBalanceV2Response
 */
interface FuturesAccountBalanceV2Response$1 extends Array<FuturesAccountBalanceV2ResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface FuturesAccountBalanceV3Response
 */
interface FuturesAccountBalanceV3Response extends Array<FuturesAccountBalanceV2ResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface FuturesAccountConfigurationResponse
 */
interface FuturesAccountConfigurationResponse {
    /**
     *
     * @type {number}
     * @memberof FuturesAccountConfigurationResponse
     */
    feeTier?: number;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountConfigurationResponse
     */
    canTrade?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountConfigurationResponse
     */
    canDeposit?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountConfigurationResponse
     */
    canWithdraw?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountConfigurationResponse
     */
    dualSidePosition?: boolean;
    /**
     *
     * @type {number}
     * @memberof FuturesAccountConfigurationResponse
     */
    updateTime?: number;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountConfigurationResponse
     */
    multiAssetsMargin?: boolean;
    /**
     *
     * @type {number}
     * @memberof FuturesAccountConfigurationResponse
     */
    tradeGroupId?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
 */
interface FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner {
    /**
     *
     * @type {string}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
     */
    indicator?: string;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
     */
    value?: number;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
     */
    triggerValue?: number;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
     */
    plannedRecoverTime?: number;
    /**
     *
     * @type {boolean}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
     */
    isLocked?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
 */
interface FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner {
    /**
     *
     * @type {boolean}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
     */
    isLocked?: boolean;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
     */
    plannedRecoverTime?: number;
    /**
     *
     * @type {string}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
     */
    indicator?: string;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
     */
    value?: number;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
     */
    triggerValue?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface FuturesTradingQuantitativeRulesIndicatorsResponseIndicators
 */
interface FuturesTradingQuantitativeRulesIndicatorsResponseIndicators {
    /**
     *
     * @type {Array<FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner>}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicators
     */
    BTCUSDT?: Array<FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner>;
    /**
     *
     * @type {Array<FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner>}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicators
     */
    ETHUSDT?: Array<FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner>;
    /**
     *
     * @type {Array<FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner>}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicators
     */
    ACCOUNT?: Array<FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface FuturesTradingQuantitativeRulesIndicatorsResponse
 */
interface FuturesTradingQuantitativeRulesIndicatorsResponse {
    /**
     *
     * @type {FuturesTradingQuantitativeRulesIndicatorsResponseIndicators}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponse
     */
    indicators?: FuturesTradingQuantitativeRulesIndicatorsResponseIndicators;
    /**
     *
     * @type {number}
     * @memberof FuturesTradingQuantitativeRulesIndicatorsResponse
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetBnbBurnStatusResponse
 */
interface GetBnbBurnStatusResponse {
    /**
     *
     * @type {boolean}
     * @memberof GetBnbBurnStatusResponse
     */
    feeBurn?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetCurrentMultiAssetsModeResponse
 */
interface GetCurrentMultiAssetsModeResponse {
    /**
     *
     * @type {boolean}
     * @memberof GetCurrentMultiAssetsModeResponse
     */
    multiAssetsMargin?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetCurrentPositionModeResponse
 */
interface GetCurrentPositionModeResponse {
    /**
     *
     * @type {boolean}
     * @memberof GetCurrentPositionModeResponse
     */
    dualSidePosition?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetDownloadIdForFuturesOrderHistoryResponse
 */
interface GetDownloadIdForFuturesOrderHistoryResponse {
    /**
     *
     * @type {number}
     * @memberof GetDownloadIdForFuturesOrderHistoryResponse
     */
    avgCostTimestampOfLast30d?: number;
    /**
     *
     * @type {string}
     * @memberof GetDownloadIdForFuturesOrderHistoryResponse
     */
    downloadId?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetDownloadIdForFuturesTradeHistoryResponse
 */
interface GetDownloadIdForFuturesTradeHistoryResponse {
    /**
     *
     * @type {number}
     * @memberof GetDownloadIdForFuturesTradeHistoryResponse
     */
    avgCostTimestampOfLast30d?: number;
    /**
     *
     * @type {string}
     * @memberof GetDownloadIdForFuturesTradeHistoryResponse
     */
    downloadId?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetDownloadIdForFuturesTransactionHistoryResponse
 */
interface GetDownloadIdForFuturesTransactionHistoryResponse {
    /**
     *
     * @type {number}
     * @memberof GetDownloadIdForFuturesTransactionHistoryResponse
     */
    avgCostTimestampOfLast30d?: number;
    /**
     *
     * @type {string}
     * @memberof GetDownloadIdForFuturesTransactionHistoryResponse
     */
    downloadId?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetFundingRateHistoryResponseInner
 */
interface GetFundingRateHistoryResponseInner {
    /**
     *
     * @type {string}
     * @memberof GetFundingRateHistoryResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof GetFundingRateHistoryResponseInner
     */
    fundingRate?: string;
    /**
     *
     * @type {number}
     * @memberof GetFundingRateHistoryResponseInner
     */
    fundingTime?: number;
    /**
     *
     * @type {string}
     * @memberof GetFundingRateHistoryResponseInner
     */
    markPrice?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetFundingRateHistoryResponse
 */
interface GetFundingRateHistoryResponse extends Array<GetFundingRateHistoryResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetFundingRateInfoResponseInner
 */
interface GetFundingRateInfoResponseInner {
    /**
     *
     * @type {string}
     * @memberof GetFundingRateInfoResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof GetFundingRateInfoResponseInner
     */
    adjustedFundingRateCap?: string;
    /**
     *
     * @type {string}
     * @memberof GetFundingRateInfoResponseInner
     */
    adjustedFundingRateFloor?: string;
    /**
     *
     * @type {number}
     * @memberof GetFundingRateInfoResponseInner
     */
    fundingIntervalHours?: number;
    /**
     *
     * @type {boolean}
     * @memberof GetFundingRateInfoResponseInner
     */
    disclaimer?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetFundingRateInfoResponse
 */
interface GetFundingRateInfoResponse extends Array<GetFundingRateInfoResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetFuturesOrderHistoryDownloadLinkByIdResponse
 */
interface GetFuturesOrderHistoryDownloadLinkByIdResponse {
    /**
     *
     * @type {string}
     * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
     */
    downloadId?: string;
    /**
     *
     * @type {string}
     * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
     */
    url?: string;
    /**
     *
     * @type {boolean}
     * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
     */
    notified?: boolean;
    /**
     *
     * @type {number}
     * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
     */
    expirationTimestamp?: number;
    /**
     *
     * @type {string}
     * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
     */
    isExpired?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetFuturesTradeDownloadLinkByIdResponse
 */
interface GetFuturesTradeDownloadLinkByIdResponse {
    /**
     *
     * @type {string}
     * @memberof GetFuturesTradeDownloadLinkByIdResponse
     */
    downloadId?: string;
    /**
     *
     * @type {string}
     * @memberof GetFuturesTradeDownloadLinkByIdResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof GetFuturesTradeDownloadLinkByIdResponse
     */
    url?: string;
    /**
     *
     * @type {boolean}
     * @memberof GetFuturesTradeDownloadLinkByIdResponse
     */
    notified?: boolean;
    /**
     *
     * @type {number}
     * @memberof GetFuturesTradeDownloadLinkByIdResponse
     */
    expirationTimestamp?: number;
    /**
     *
     * @type {string}
     * @memberof GetFuturesTradeDownloadLinkByIdResponse
     */
    isExpired?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetFuturesTransactionHistoryDownloadLinkByIdResponse
 */
interface GetFuturesTransactionHistoryDownloadLinkByIdResponse {
    /**
     *
     * @type {string}
     * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
     */
    downloadId?: string;
    /**
     *
     * @type {string}
     * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
     */
    url?: string;
    /**
     *
     * @type {boolean}
     * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
     */
    notified?: boolean;
    /**
     *
     * @type {number}
     * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
     */
    expirationTimestamp?: number;
    /**
     *
     * @type {string}
     * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
     */
    isExpired?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetIncomeHistoryResponseInner
 */
interface GetIncomeHistoryResponseInner {
    /**
     *
     * @type {string}
     * @memberof GetIncomeHistoryResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof GetIncomeHistoryResponseInner
     */
    incomeType?: string;
    /**
     *
     * @type {string}
     * @memberof GetIncomeHistoryResponseInner
     */
    income?: string;
    /**
     *
     * @type {string}
     * @memberof GetIncomeHistoryResponseInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof GetIncomeHistoryResponseInner
     */
    info?: string;
    /**
     *
     * @type {number}
     * @memberof GetIncomeHistoryResponseInner
     */
    time?: number;
    /**
     *
     * @type {number}
     * @memberof GetIncomeHistoryResponseInner
     */
    tranId?: number;
    /**
     *
     * @type {string}
     * @memberof GetIncomeHistoryResponseInner
     */
    tradeId?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetIncomeHistoryResponse
 */
interface GetIncomeHistoryResponse extends Array<GetIncomeHistoryResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponseInnerAmendmentOrigQty
 */
interface GetOrderModifyHistoryResponseInnerAmendmentOrigQty {
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInnerAmendmentOrigQty
     */
    before?: string;
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInnerAmendmentOrigQty
     */
    after?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponseInnerAmendmentPrice
 */
interface GetOrderModifyHistoryResponseInnerAmendmentPrice {
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInnerAmendmentPrice
     */
    before?: string;
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInnerAmendmentPrice
     */
    after?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponseInnerAmendment
 */
interface GetOrderModifyHistoryResponseInnerAmendment {
    /**
     *
     * @type {GetOrderModifyHistoryResponseInnerAmendmentPrice}
     * @memberof GetOrderModifyHistoryResponseInnerAmendment
     */
    price?: GetOrderModifyHistoryResponseInnerAmendmentPrice;
    /**
     *
     * @type {GetOrderModifyHistoryResponseInnerAmendmentOrigQty}
     * @memberof GetOrderModifyHistoryResponseInnerAmendment
     */
    origQty?: GetOrderModifyHistoryResponseInnerAmendmentOrigQty;
    /**
     *
     * @type {number}
     * @memberof GetOrderModifyHistoryResponseInnerAmendment
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponseInner
 */
interface GetOrderModifyHistoryResponseInner {
    /**
     *
     * @type {number}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    amendmentId?: number;
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    pair?: string;
    /**
     *
     * @type {number}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    clientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    time?: number;
    /**
     *
     * @type {GetOrderModifyHistoryResponseInnerAmendment}
     * @memberof GetOrderModifyHistoryResponseInner
     */
    amendment?: GetOrderModifyHistoryResponseInnerAmendment;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponse
 */
interface GetOrderModifyHistoryResponse extends Array<GetOrderModifyHistoryResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GetPositionMarginChangeHistoryResponseInner
 */
interface GetPositionMarginChangeHistoryResponseInner {
    /**
     *
     * @type {string}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    type?: number;
    /**
     *
     * @type {string}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    deltaType?: string;
    /**
     *
     * @type {string}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    amount?: string;
    /**
     *
     * @type {string}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    asset?: string;
    /**
     *
     * @type {number}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof GetPositionMarginChangeHistoryResponseInner
     */
    positionSide?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GetPositionMarginChangeHistoryResponse
 */
interface GetPositionMarginChangeHistoryResponse extends Array<GetPositionMarginChangeHistoryResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type IndexPriceKlineCandlestickDataResponseItemInner
 * @export
 */
type IndexPriceKlineCandlestickDataResponseItemInner = number | string;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface IndexPriceKlineCandlestickDataResponseItem
 */
interface IndexPriceKlineCandlestickDataResponseItem extends Array<IndexPriceKlineCandlestickDataResponseItemInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface IndexPriceKlineCandlestickDataResponse
 */
interface IndexPriceKlineCandlestickDataResponse extends Array<IndexPriceKlineCandlestickDataResponseItem> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface KeepaliveUserDataStreamResponse
 */
interface KeepaliveUserDataStreamResponse$1 {
    /**
     *
     * @type {string}
     * @memberof KeepaliveUserDataStreamResponse
     */
    listenKey?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type KlineCandlestickDataResponseItemInner
 * @export
 */
type KlineCandlestickDataResponseItemInner = number | string;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface KlineCandlestickDataResponseItem
 */
interface KlineCandlestickDataResponseItem extends Array<KlineCandlestickDataResponseItemInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface KlineCandlestickDataResponse
 */
interface KlineCandlestickDataResponse extends Array<KlineCandlestickDataResponseItem> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ListAllConvertPairsResponseInner
 */
interface ListAllConvertPairsResponseInner {
    /**
     *
     * @type {string}
     * @memberof ListAllConvertPairsResponseInner
     */
    fromAsset?: string;
    /**
     *
     * @type {string}
     * @memberof ListAllConvertPairsResponseInner
     */
    toAsset?: string;
    /**
     *
     * @type {string}
     * @memberof ListAllConvertPairsResponseInner
     */
    fromAssetMinAmount?: string;
    /**
     *
     * @type {string}
     * @memberof ListAllConvertPairsResponseInner
     */
    fromAssetMaxAmount?: string;
    /**
     *
     * @type {string}
     * @memberof ListAllConvertPairsResponseInner
     */
    toAssetMinAmount?: string;
    /**
     *
     * @type {string}
     * @memberof ListAllConvertPairsResponseInner
     */
    toAssetMaxAmount?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ListAllConvertPairsResponse
 */
interface ListAllConvertPairsResponse extends Array<ListAllConvertPairsResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface LongShortRatioResponseInner
 */
interface LongShortRatioResponseInner {
    /**
     *
     * @type {string}
     * @memberof LongShortRatioResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof LongShortRatioResponseInner
     */
    longShortRatio?: string;
    /**
     *
     * @type {string}
     * @memberof LongShortRatioResponseInner
     */
    longAccount?: string;
    /**
     *
     * @type {string}
     * @memberof LongShortRatioResponseInner
     */
    shortAccount?: string;
    /**
     *
     * @type {string}
     * @memberof LongShortRatioResponseInner
     */
    timestamp?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface LongShortRatioResponse
 */
interface LongShortRatioResponse extends Array<LongShortRatioResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type MarkPriceKlineCandlestickDataResponseItemInner
 * @export
 */
type MarkPriceKlineCandlestickDataResponseItemInner = number | string;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MarkPriceKlineCandlestickDataResponseItem
 */
interface MarkPriceKlineCandlestickDataResponseItem extends Array<MarkPriceKlineCandlestickDataResponseItemInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MarkPriceKlineCandlestickDataResponse
 */
interface MarkPriceKlineCandlestickDataResponse extends Array<MarkPriceKlineCandlestickDataResponseItem> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MarkPriceResponse1
 */
interface MarkPriceResponse1 {
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse1
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse1
     */
    markPrice?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse1
     */
    indexPrice?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse1
     */
    estimatedSettlePrice?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse1
     */
    lastFundingRate?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse1
     */
    interestRate?: string;
    /**
     *
     * @type {number}
     * @memberof MarkPriceResponse1
     */
    nextFundingTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarkPriceResponse1
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MarkPriceResponse2Inner
 */
interface MarkPriceResponse2Inner {
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse2Inner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse2Inner
     */
    markPrice?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse2Inner
     */
    indexPrice?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse2Inner
     */
    estimatedSettlePrice?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse2Inner
     */
    lastFundingRate?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceResponse2Inner
     */
    interestRate?: string;
    /**
     *
     * @type {number}
     * @memberof MarkPriceResponse2Inner
     */
    nextFundingTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarkPriceResponse2Inner
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MarkPriceResponse2
 */
interface MarkPriceResponse2 extends Array<MarkPriceResponse2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type MarkPriceResponse
 * @export
 */
type MarkPriceResponse = MarkPriceResponse1 | MarkPriceResponse2;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ModifyIsolatedPositionMarginResponse
 */
interface ModifyIsolatedPositionMarginResponse {
    /**
     *
     * @type {number}
     * @memberof ModifyIsolatedPositionMarginResponse
     */
    amount?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyIsolatedPositionMarginResponse
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyIsolatedPositionMarginResponse
     */
    msg?: string;
    /**
     *
     * @type {number}
     * @memberof ModifyIsolatedPositionMarginResponse
     */
    type?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ModifyMultipleOrdersBatchOrdersParameterInner
 */
interface ModifyMultipleOrdersBatchOrdersParameterInner {
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    origClientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    side?: ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum;
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    quantity?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    price?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    priceMatch?: ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum;
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
     */
    recvWindow?: number;
}
declare const ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum: {
    readonly BUY: "BUY";
    readonly SELL: "SELL";
};
type ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum = (typeof ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum)[keyof typeof ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum];
declare const ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum: {
    readonly NONE: "NONE";
    readonly OPPONENT: "OPPONENT";
    readonly OPPONENT_5: "OPPONENT_5";
    readonly OPPONENT_10: "OPPONENT_10";
    readonly OPPONENT_20: "OPPONENT_20";
    readonly QUEUE: "QUEUE";
    readonly QUEUE_5: "QUEUE_5";
    readonly QUEUE_10: "QUEUE_10";
    readonly QUEUE_20: "QUEUE_20";
};
type ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum = (typeof ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum)[keyof typeof ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum];

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ModifyMultipleOrdersResponseInner
 */
interface ModifyMultipleOrdersResponseInner {
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    pair?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    executedQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    cumBase?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    type?: string;
    /**
     *
     * @type {boolean}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    stopPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    updateTime?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyMultipleOrdersResponseInner
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ModifyMultipleOrdersResponse
 */
interface ModifyMultipleOrdersResponse extends Array<ModifyMultipleOrdersResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ModifyOrderResponse
 */
interface ModifyOrderResponse$1 {
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    pair?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    executedQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    cumBase?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    type?: string;
    /**
     *
     * @type {boolean}
     * @memberof ModifyOrderResponse
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof ModifyOrderResponse
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    stopPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof ModifyOrderResponse
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponse
     */
    goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponse
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MultiAssetsModeAssetIndexResponse1
 */
interface MultiAssetsModeAssetIndexResponse1 {
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    index?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    bidBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    askBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    bidRate?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    askRate?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    autoExchangeBidBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    autoExchangeAskBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    autoExchangeBidRate?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse1
     */
    autoExchangeAskRate?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MultiAssetsModeAssetIndexResponse2Inner
 */
interface MultiAssetsModeAssetIndexResponse2Inner {
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    index?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    bidBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    askBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    bidRate?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    askRate?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    autoExchangeBidBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    autoExchangeAskBuffer?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    autoExchangeBidRate?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponse2Inner
     */
    autoExchangeAskRate?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MultiAssetsModeAssetIndexResponse2
 */
interface MultiAssetsModeAssetIndexResponse2 extends Array<MultiAssetsModeAssetIndexResponse2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type MultiAssetsModeAssetIndexResponse
 * @export
 */
type MultiAssetsModeAssetIndexResponse$1 = MultiAssetsModeAssetIndexResponse1 | MultiAssetsModeAssetIndexResponse2;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface NewOrderResponse
 */
interface NewOrderResponse$1 {
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof NewOrderResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof NewOrderResponse
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof NewOrderResponse
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof NewOrderResponse
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof NewOrderResponse
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof NewOrderResponse
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse1InnerBracketsInner
 */
interface NotionalAndLeverageBracketsResponse1InnerBracketsInner {
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
     */
    bracket?: number;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
     */
    initialLeverage?: number;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
     */
    notionalCap?: number;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
     */
    notionalFloor?: number;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
     */
    maintMarginRatio?: number;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
     */
    cum?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse1Inner
 */
interface NotionalAndLeverageBracketsResponse1Inner {
    /**
     *
     * @type {string}
     * @memberof NotionalAndLeverageBracketsResponse1Inner
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse1Inner
     */
    notionalCoef?: number;
    /**
     *
     * @type {Array<NotionalAndLeverageBracketsResponse1InnerBracketsInner>}
     * @memberof NotionalAndLeverageBracketsResponse1Inner
     */
    brackets?: Array<NotionalAndLeverageBracketsResponse1InnerBracketsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse1
 */
interface NotionalAndLeverageBracketsResponse1 extends Array<NotionalAndLeverageBracketsResponse1Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse2
 */
interface NotionalAndLeverageBracketsResponse2 {
    /**
     *
     * @type {string}
     * @memberof NotionalAndLeverageBracketsResponse2
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof NotionalAndLeverageBracketsResponse2
     */
    notionalCoef?: number;
    /**
     *
     * @type {Array<NotionalAndLeverageBracketsResponse1InnerBracketsInner>}
     * @memberof NotionalAndLeverageBracketsResponse2
     */
    brackets?: Array<NotionalAndLeverageBracketsResponse1InnerBracketsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type NotionalAndLeverageBracketsResponse
 * @export
 */
type NotionalAndLeverageBracketsResponse = NotionalAndLeverageBracketsResponse1 | NotionalAndLeverageBracketsResponse2;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OldTradesLookupResponseInner
 */
interface OldTradesLookupResponseInner {
    /**
     *
     * @type {number}
     * @memberof OldTradesLookupResponseInner
     */
    id?: number;
    /**
     *
     * @type {string}
     * @memberof OldTradesLookupResponseInner
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof OldTradesLookupResponseInner
     */
    qty?: string;
    /**
     *
     * @type {string}
     * @memberof OldTradesLookupResponseInner
     */
    quoteQty?: string;
    /**
     *
     * @type {number}
     * @memberof OldTradesLookupResponseInner
     */
    time?: number;
    /**
     *
     * @type {boolean}
     * @memberof OldTradesLookupResponseInner
     */
    isBuyerMaker?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface OldTradesLookupResponse
 */
interface OldTradesLookupResponse extends Array<OldTradesLookupResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OpenInterestResponse
 */
interface OpenInterestResponse {
    /**
     *
     * @type {string}
     * @memberof OpenInterestResponse
     */
    openInterest?: string;
    /**
     *
     * @type {string}
     * @memberof OpenInterestResponse
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof OpenInterestResponse
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OpenInterestStatisticsResponseInner
 */
interface OpenInterestStatisticsResponseInner {
    /**
     *
     * @type {string}
     * @memberof OpenInterestStatisticsResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof OpenInterestStatisticsResponseInner
     */
    sumOpenInterest?: string;
    /**
     *
     * @type {string}
     * @memberof OpenInterestStatisticsResponseInner
     */
    sumOpenInterestValue?: string;
    /**
     *
     * @type {string}
     * @memberof OpenInterestStatisticsResponseInner
     */
    CMCCirculatingSupply?: string;
    /**
     *
     * @type {string}
     * @memberof OpenInterestStatisticsResponseInner
     */
    timestamp?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface OpenInterestStatisticsResponse
 */
interface OpenInterestStatisticsResponse extends Array<OpenInterestStatisticsResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderBookResponseAsksItem
 */
interface OrderBookResponseAsksItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderBookResponseBidsItem
 */
interface OrderBookResponseBidsItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface OrderBookResponse
 */
interface OrderBookResponse$1 {
    /**
     *
     * @type {number}
     * @memberof OrderBookResponse
     */
    lastUpdateId?: number;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponse
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponse
     */
    T?: number;
    /**
     *
     * @type {Array<OrderBookResponseBidsItem>}
     * @memberof OrderBookResponse
     */
    bids?: Array<OrderBookResponseBidsItem>;
    /**
     *
     * @type {Array<OrderBookResponseAsksItem>}
     * @memberof OrderBookResponse
     */
    asks?: Array<OrderBookResponseAsksItem>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderStatusResponse
 */
interface OrderStatusResponse {
    /**
     *
     * @type {number}
     * @memberof OrderStatusResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    orderStatus?: string;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    fromAsset?: string;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    fromAmount?: string;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    toAsset?: string;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    toAmount?: string;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    ratio?: string;
    /**
     *
     * @type {string}
     * @memberof OrderStatusResponse
     */
    inverseRatio?: string;
    /**
     *
     * @type {number}
     * @memberof OrderStatusResponse
     */
    createTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PlaceMultipleOrdersBatchOrdersParameterInner
 */
interface PlaceMultipleOrdersBatchOrdersParameterInner {
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    side?: PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    positionSide?: PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    timeInForce?: PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    quantity?: number;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    reduceOnly?: string;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    price?: number;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    newClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    stopPrice?: number;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    activationPrice?: number;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    callbackRate?: number;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    workingType?: PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    priceProtect?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    newOrderRespType?: PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    priceMatch?: PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    selfTradePreventionMode?: PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
     */
    goodTillDate?: number;
}
declare const PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum: {
    readonly BUY: "BUY";
    readonly SELL: "SELL";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum: {
    readonly BOTH: "BOTH";
    readonly LONG: "LONG";
    readonly SHORT: "SHORT";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum: {
    readonly GTC: "GTC";
    readonly IOC: "IOC";
    readonly FOK: "FOK";
    readonly GTX: "GTX";
    readonly GTD: "GTD";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum: {
    readonly MARK_PRICE: "MARK_PRICE";
    readonly CONTRACT_PRICE: "CONTRACT_PRICE";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum: {
    readonly ACK: "ACK";
    readonly RESULT: "RESULT";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum: {
    readonly NONE: "NONE";
    readonly OPPONENT: "OPPONENT";
    readonly OPPONENT_5: "OPPONENT_5";
    readonly OPPONENT_10: "OPPONENT_10";
    readonly OPPONENT_20: "OPPONENT_20";
    readonly QUEUE: "QUEUE";
    readonly QUEUE_5: "QUEUE_5";
    readonly QUEUE_10: "QUEUE_10";
    readonly QUEUE_20: "QUEUE_20";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum: {
    readonly EXPIRE_TAKER: "EXPIRE_TAKER";
    readonly EXPIRE_BOTH: "EXPIRE_BOTH";
    readonly EXPIRE_MAKER: "EXPIRE_MAKER";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum];

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PlaceMultipleOrdersResponseInner
 */
interface PlaceMultipleOrdersResponseInner {
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    stopPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof PlaceMultipleOrdersResponseInner
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PlaceMultipleOrdersResponse
 */
interface PlaceMultipleOrdersResponse extends Array<PlaceMultipleOrdersResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PositionAdlQuantileEstimationResponseInnerAdlQuantile
 */
interface PositionAdlQuantileEstimationResponseInnerAdlQuantile {
    /**
     *
     * @type {number}
     * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
     */
    LONG?: number;
    /**
     *
     * @type {number}
     * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
     */
    SHORT?: number;
    /**
     *
     * @type {number}
     * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
     */
    HEDGE?: number;
    /**
     *
     * @type {number}
     * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
     */
    BOTH?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PositionAdlQuantileEstimationResponseInner
 */
interface PositionAdlQuantileEstimationResponseInner {
    /**
     *
     * @type {string}
     * @memberof PositionAdlQuantileEstimationResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {PositionAdlQuantileEstimationResponseInnerAdlQuantile}
     * @memberof PositionAdlQuantileEstimationResponseInner
     */
    adlQuantile?: PositionAdlQuantileEstimationResponseInnerAdlQuantile;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PositionAdlQuantileEstimationResponse
 */
interface PositionAdlQuantileEstimationResponse extends Array<PositionAdlQuantileEstimationResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PositionInformationV2ResponseInner
 */
interface PositionInformationV2ResponseInner {
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    entryPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    breakEvenPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    marginType?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    isAutoAddMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    isolatedMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    leverage?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    liquidationPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    markPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    maxNotionalValue?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    positionAmt?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    isolatedWallet?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    unRealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationV2ResponseInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PositionInformationV2Response
 */
interface PositionInformationV2Response$1 extends Array<PositionInformationV2ResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PositionInformationV3ResponseInner
 */
interface PositionInformationV3ResponseInner {
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    positionAmt?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    entryPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    breakEvenPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    markPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    unRealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    liquidationPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    isolatedMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    marginAsset?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    isolatedWallet?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationV3ResponseInner
     */
    adl?: number;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    bidNotional?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV3ResponseInner
     */
    askNotional?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationV3ResponseInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PositionInformationV3Response
 */
interface PositionInformationV3Response extends Array<PositionInformationV3ResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type PremiumIndexKlineDataResponseItemInner
 * @export
 */
type PremiumIndexKlineDataResponseItemInner = number | string;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PremiumIndexKlineDataResponseItem
 */
interface PremiumIndexKlineDataResponseItem extends Array<PremiumIndexKlineDataResponseItemInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PremiumIndexKlineDataResponse
 */
interface PremiumIndexKlineDataResponse extends Array<PremiumIndexKlineDataResponseItem> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QuarterlyContractSettlementPriceResponseInner
 */
interface QuarterlyContractSettlementPriceResponseInner {
    /**
     *
     * @type {number}
     * @memberof QuarterlyContractSettlementPriceResponseInner
     */
    deliveryTime?: number;
    /**
     *
     * @type {number}
     * @memberof QuarterlyContractSettlementPriceResponseInner
     */
    deliveryPrice?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QuarterlyContractSettlementPriceResponse
 */
interface QuarterlyContractSettlementPriceResponse extends Array<QuarterlyContractSettlementPriceResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryCurrentOpenOrderResponse
 */
interface QueryCurrentOpenOrderResponse {
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof QueryCurrentOpenOrderResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryCurrentOpenOrderResponse
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryCurrentOpenOrderResponse
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof QueryCurrentOpenOrderResponse
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof QueryCurrentOpenOrderResponse
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryCurrentOpenOrderResponse
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof QueryCurrentOpenOrderResponse
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof QueryCurrentOpenOrderResponse
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryIndexPriceConstituentsResponseConstituentsInner
 */
interface QueryIndexPriceConstituentsResponseConstituentsInner {
    /**
     *
     * @type {string}
     * @memberof QueryIndexPriceConstituentsResponseConstituentsInner
     */
    exchange?: string;
    /**
     *
     * @type {string}
     * @memberof QueryIndexPriceConstituentsResponseConstituentsInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof QueryIndexPriceConstituentsResponseConstituentsInner
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof QueryIndexPriceConstituentsResponseConstituentsInner
     */
    weight?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QueryIndexPriceConstituentsResponse
 */
interface QueryIndexPriceConstituentsResponse {
    /**
     *
     * @type {string}
     * @memberof QueryIndexPriceConstituentsResponse
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof QueryIndexPriceConstituentsResponse
     */
    time?: number;
    /**
     *
     * @type {Array<QueryIndexPriceConstituentsResponseConstituentsInner>}
     * @memberof QueryIndexPriceConstituentsResponse
     */
    constituents?: Array<QueryIndexPriceConstituentsResponseConstituentsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
 */
interface QueryInsuranceFundBalanceSnapshotResponse1AssetsInner {
    /**
     *
     * @type {string}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
     */
    marginBalance?: string;
    /**
     *
     * @type {number}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse1
 */
interface QueryInsuranceFundBalanceSnapshotResponse1 {
    /**
     *
     * @type {Array<string>}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse1
     */
    symbols?: Array<string>;
    /**
     *
     * @type {Array<QueryInsuranceFundBalanceSnapshotResponse1AssetsInner>}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse1
     */
    assets?: Array<QueryInsuranceFundBalanceSnapshotResponse1AssetsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
 */
interface QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner {
    /**
     *
     * @type {string}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
     */
    marginBalance?: string;
    /**
     *
     * @type {number}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse2Inner
 */
interface QueryInsuranceFundBalanceSnapshotResponse2Inner {
    /**
     *
     * @type {Array<string>}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse2Inner
     */
    symbols?: Array<string>;
    /**
     *
     * @type {Array<QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner>}
     * @memberof QueryInsuranceFundBalanceSnapshotResponse2Inner
     */
    assets?: Array<QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse2
 */
interface QueryInsuranceFundBalanceSnapshotResponse2 extends Array<QueryInsuranceFundBalanceSnapshotResponse2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type QueryInsuranceFundBalanceSnapshotResponse
 * @export
 */
type QueryInsuranceFundBalanceSnapshotResponse = QueryInsuranceFundBalanceSnapshotResponse1 | QueryInsuranceFundBalanceSnapshotResponse2;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryOrderResponse
 */
interface QueryOrderResponse$1 {
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryOrderResponse
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryOrderResponse
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponse
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponse
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryOrderResponse
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponse
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryUserRateLimitResponseInner
 */
interface QueryUserRateLimitResponseInner {
    /**
     *
     * @type {string}
     * @memberof QueryUserRateLimitResponseInner
     */
    rateLimitType?: string;
    /**
     *
     * @type {string}
     * @memberof QueryUserRateLimitResponseInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof QueryUserRateLimitResponseInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof QueryUserRateLimitResponseInner
     */
    limit?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QueryUserRateLimitResponse
 */
interface QueryUserRateLimitResponse extends Array<QueryUserRateLimitResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface RecentTradesListResponseInner
 */
interface RecentTradesListResponseInner {
    /**
     *
     * @type {number}
     * @memberof RecentTradesListResponseInner
     */
    id?: number;
    /**
     *
     * @type {string}
     * @memberof RecentTradesListResponseInner
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof RecentTradesListResponseInner
     */
    qty?: string;
    /**
     *
     * @type {string}
     * @memberof RecentTradesListResponseInner
     */
    quoteQty?: string;
    /**
     *
     * @type {number}
     * @memberof RecentTradesListResponseInner
     */
    time?: number;
    /**
     *
     * @type {boolean}
     * @memberof RecentTradesListResponseInner
     */
    isBuyerMaker?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface RecentTradesListResponse
 */
interface RecentTradesListResponse extends Array<RecentTradesListResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SendQuoteRequestResponse
 */
interface SendQuoteRequestResponse {
    /**
     *
     * @type {string}
     * @memberof SendQuoteRequestResponse
     */
    quoteId?: string;
    /**
     *
     * @type {string}
     * @memberof SendQuoteRequestResponse
     */
    ratio?: string;
    /**
     *
     * @type {string}
     * @memberof SendQuoteRequestResponse
     */
    inverseRatio?: string;
    /**
     *
     * @type {number}
     * @memberof SendQuoteRequestResponse
     */
    validTimestamp?: number;
    /**
     *
     * @type {string}
     * @memberof SendQuoteRequestResponse
     */
    toAmount?: string;
    /**
     *
     * @type {string}
     * @memberof SendQuoteRequestResponse
     */
    fromAmount?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface StartUserDataStreamResponse
 */
interface StartUserDataStreamResponse$1 {
    /**
     *
     * @type {string}
     * @memberof StartUserDataStreamResponse
     */
    listenKey?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolConfigurationResponseInner
 */
interface SymbolConfigurationResponseInner {
    /**
     *
     * @type {string}
     * @memberof SymbolConfigurationResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolConfigurationResponseInner
     */
    marginType?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolConfigurationResponseInner
     */
    isAutoAddMargin?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolConfigurationResponseInner
     */
    leverage?: number;
    /**
     *
     * @type {string}
     * @memberof SymbolConfigurationResponseInner
     */
    maxNotionalValue?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolConfigurationResponse
 */
interface SymbolConfigurationResponse extends Array<SymbolConfigurationResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse1
 */
interface SymbolOrderBookTickerResponse1$1 {
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1
     */
    bidPrice?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1
     */
    bidQty?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1
     */
    askPrice?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1
     */
    askQty?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse2Inner
 */
interface SymbolOrderBookTickerResponse2Inner {
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse2Inner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse2Inner
     */
    bidPrice?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse2Inner
     */
    bidQty?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse2Inner
     */
    askPrice?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse2Inner
     */
    askQty?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse2Inner
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse2
 */
interface SymbolOrderBookTickerResponse2$1 extends Array<SymbolOrderBookTickerResponse2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type SymbolOrderBookTickerResponse
 * @export
 */
type SymbolOrderBookTickerResponse$1 = SymbolOrderBookTickerResponse1$1 | SymbolOrderBookTickerResponse2$1;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolPriceTickerResponse1
 */
interface SymbolPriceTickerResponse1$1 {
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerResponse1
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerResponse1
     */
    price?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolPriceTickerResponse1
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolPriceTickerV2Response2Inner
 */
interface SymbolPriceTickerV2Response2Inner {
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerV2Response2Inner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerV2Response2Inner
     */
    price?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolPriceTickerV2Response2Inner
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolPriceTickerResponse2
 */
interface SymbolPriceTickerResponse2$1 extends Array<SymbolPriceTickerV2Response2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type SymbolPriceTickerResponse
 * @export
 */
type SymbolPriceTickerResponse$1 = SymbolPriceTickerResponse1$1 | SymbolPriceTickerResponse2$1;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolPriceTickerV2Response1
 */
interface SymbolPriceTickerV2Response1 {
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerV2Response1
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerV2Response1
     */
    price?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolPriceTickerV2Response1
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolPriceTickerV2Response2
 */
interface SymbolPriceTickerV2Response2 extends Array<SymbolPriceTickerV2Response2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type SymbolPriceTickerV2Response
 * @export
 */
type SymbolPriceTickerV2Response = SymbolPriceTickerV2Response1 | SymbolPriceTickerV2Response2;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface TakerBuySellVolumeResponseInner
 */
interface TakerBuySellVolumeResponseInner {
    /**
     *
     * @type {string}
     * @memberof TakerBuySellVolumeResponseInner
     */
    buySellRatio?: string;
    /**
     *
     * @type {string}
     * @memberof TakerBuySellVolumeResponseInner
     */
    buyVol?: string;
    /**
     *
     * @type {string}
     * @memberof TakerBuySellVolumeResponseInner
     */
    sellVol?: string;
    /**
     *
     * @type {string}
     * @memberof TakerBuySellVolumeResponseInner
     */
    timestamp?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface TakerBuySellVolumeResponse
 */
interface TakerBuySellVolumeResponse extends Array<TakerBuySellVolumeResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface TestOrderResponse
 */
interface TestOrderResponse {
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof TestOrderResponse
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof TestOrderResponse
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof TestOrderResponse
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof TestOrderResponse
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof TestOrderResponse
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof TestOrderResponse
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof TestOrderResponse
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface Ticker24hrPriceChangeStatisticsResponse1
 */
interface Ticker24hrPriceChangeStatisticsResponse1 {
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    priceChange?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    priceChangePercent?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    weightedAvgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    lastPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    lastQty?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    openPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    highPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    lowPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    volume?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    quoteVolume?: string;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    openTime?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    closeTime?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    firstId?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    lastId?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse1
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface Ticker24hrPriceChangeStatisticsResponse2Inner
 */
interface Ticker24hrPriceChangeStatisticsResponse2Inner {
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    priceChange?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    priceChangePercent?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    weightedAvgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    lastPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    lastQty?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    openPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    highPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    lowPrice?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    volume?: string;
    /**
     *
     * @type {string}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    quoteVolume?: string;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    openTime?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    closeTime?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    firstId?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    lastId?: number;
    /**
     *
     * @type {number}
     * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface Ticker24hrPriceChangeStatisticsResponse2
 */
interface Ticker24hrPriceChangeStatisticsResponse2 extends Array<Ticker24hrPriceChangeStatisticsResponse2Inner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type Ticker24hrPriceChangeStatisticsResponse
 * @export
 */
type Ticker24hrPriceChangeStatisticsResponse = Ticker24hrPriceChangeStatisticsResponse1 | Ticker24hrPriceChangeStatisticsResponse2;

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ToggleBnbBurnOnFuturesTradeResponse
 */
interface ToggleBnbBurnOnFuturesTradeResponse {
    /**
     *
     * @type {number}
     * @memberof ToggleBnbBurnOnFuturesTradeResponse
     */
    code?: number;
    /**
     *
     * @type {string}
     * @memberof ToggleBnbBurnOnFuturesTradeResponse
     */
    msg?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface TopTraderLongShortRatioAccountsResponseInner
 */
interface TopTraderLongShortRatioAccountsResponseInner {
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioAccountsResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioAccountsResponseInner
     */
    longShortRatio?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioAccountsResponseInner
     */
    longAccount?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioAccountsResponseInner
     */
    shortAccount?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioAccountsResponseInner
     */
    timestamp?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface TopTraderLongShortRatioAccountsResponse
 */
interface TopTraderLongShortRatioAccountsResponse extends Array<TopTraderLongShortRatioAccountsResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface TopTraderLongShortRatioPositionsResponseInner
 */
interface TopTraderLongShortRatioPositionsResponseInner {
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioPositionsResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioPositionsResponseInner
     */
    longShortRatio?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioPositionsResponseInner
     */
    longAccount?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioPositionsResponseInner
     */
    shortAccount?: string;
    /**
     *
     * @type {string}
     * @memberof TopTraderLongShortRatioPositionsResponseInner
     */
    timestamp?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface TopTraderLongShortRatioPositionsResponse
 */
interface TopTraderLongShortRatioPositionsResponse extends Array<TopTraderLongShortRatioPositionsResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface UserCommissionRateResponse
 */
interface UserCommissionRateResponse {
    /**
     *
     * @type {string}
     * @memberof UserCommissionRateResponse
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof UserCommissionRateResponse
     */
    makerCommissionRate?: string;
    /**
     *
     * @type {string}
     * @memberof UserCommissionRateResponse
     */
    takerCommissionRate?: string;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface UsersForceOrdersResponseInner
 */
interface UsersForceOrdersResponseInner {
    /**
     *
     * @type {number}
     * @memberof UsersForceOrdersResponseInner
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    executedQty?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    type?: string;
    /**
     *
     * @type {boolean}
     * @memberof UsersForceOrdersResponseInner
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof UsersForceOrdersResponseInner
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    stopPrice?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    workingType?: string;
    /**
     *
     * @type {string}
     * @memberof UsersForceOrdersResponseInner
     */
    origType?: string;
    /**
     *
     * @type {number}
     * @memberof UsersForceOrdersResponseInner
     */
    time?: number;
    /**
     *
     * @type {number}
     * @memberof UsersForceOrdersResponseInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface UsersForceOrdersResponse
 */
interface UsersForceOrdersResponse extends Array<UsersForceOrdersResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * AccountApi - interface
 * @interface AccountApi
 */
interface AccountApiInterface$1 {
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V2(USER_DATA)
     * @param {AccountInformationV2Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    accountInformationV2(requestParameters?: AccountInformationV2Request$1): Promise<RestApiResponse<AccountInformationV2Response$1>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V3(USER_DATA)
     * @param {AccountInformationV3Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    accountInformationV3(requestParameters?: AccountInformationV3Request): Promise<RestApiResponse<AccountInformationV3Response>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V2 (USER_DATA)
     * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request$1): Promise<RestApiResponse<FuturesAccountBalanceV2Response$1>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V3 (USER_DATA)
     * @param {FuturesAccountBalanceV3Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    futuresAccountBalanceV3(requestParameters?: FuturesAccountBalanceV3Request): Promise<RestApiResponse<FuturesAccountBalanceV3Response>>;
    /**
     * Query account configuration
     *
     * Weight: 5
     *
     * @summary Futures Account Configuration(USER_DATA)
     * @param {FuturesAccountConfigurationRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    futuresAccountConfiguration(requestParameters?: FuturesAccountConfigurationRequest): Promise<RestApiResponse<FuturesAccountConfigurationResponse>>;
    /**
     * Futures trading quantitative rules indicators, for more information on this, please refer to the [Futures Trading Quantitative Rules](https://www.binance.com/en/support/faq/4f462ebe6ff445d4a170be7d9e897272)
     *
     * Weight: - 1 for a single symbol
     * - 10 when the symbol parameter is omitted
     *
     * @summary Futures Trading Quantitative Rules Indicators (USER_DATA)
     * @param {FuturesTradingQuantitativeRulesIndicatorsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    futuresTradingQuantitativeRulesIndicators(requestParameters?: FuturesTradingQuantitativeRulesIndicatorsRequest): Promise<RestApiResponse<FuturesTradingQuantitativeRulesIndicatorsResponse>>;
    /**
     * Get user's BNB Fee Discount (Fee Discount On or Fee Discount Off )
     *
     * Weight: 30
     *
     * @summary Get BNB Burn Status (USER_DATA)
     * @param {GetBnbBurnStatusRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getBnbBurnStatus(requestParameters?: GetBnbBurnStatusRequest): Promise<RestApiResponse<GetBnbBurnStatusResponse>>;
    /**
     * Get user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on ***Every symbol***
     *
     * Weight: 30
     *
     * @summary Get Current Multi-Assets Mode (USER_DATA)
     * @param {GetCurrentMultiAssetsModeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getCurrentMultiAssetsMode(requestParameters?: GetCurrentMultiAssetsModeRequest): Promise<RestApiResponse<GetCurrentMultiAssetsModeResponse>>;
    /**
     * Get user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
     *
     * Weight: 30
     *
     * @summary Get Current Position Mode(USER_DATA)
     * @param {GetCurrentPositionModeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getCurrentPositionMode(requestParameters?: GetCurrentPositionModeRequest): Promise<RestApiResponse<GetCurrentPositionModeResponse>>;
    /**
     * Get Download Id For Futures Order History
     *
     * Request Limitation is 10 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Order History (USER_DATA)
     * @param {GetDownloadIdForFuturesOrderHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getDownloadIdForFuturesOrderHistory(requestParameters: GetDownloadIdForFuturesOrderHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>;
    /**
     * Get download id for futures trade history
     *
     * Request Limitation is 5 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Trade History (USER_DATA)
     * @param {GetDownloadIdForFuturesTradeHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getDownloadIdForFuturesTradeHistory(requestParameters: GetDownloadIdForFuturesTradeHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>;
    /**
     * Get download id for futures transaction history
     *
     * Request Limitation is 5 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Transaction History(USER_DATA)
     * @param {GetDownloadIdForFuturesTransactionHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getDownloadIdForFuturesTransactionHistory(requestParameters: GetDownloadIdForFuturesTransactionHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>;
    /**
     * Get futures order history download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Order History Download Link by Id (USER_DATA)
     * @param {GetFuturesOrderHistoryDownloadLinkByIdRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getFuturesOrderHistoryDownloadLinkById(requestParameters: GetFuturesOrderHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>;
    /**
     * Get futures trade download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Trade Download Link by Id(USER_DATA)
     * @param {GetFuturesTradeDownloadLinkByIdRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getFuturesTradeDownloadLinkById(requestParameters: GetFuturesTradeDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>;
    /**
     * Get futures transaction history download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Transaction History Download Link by Id (USER_DATA)
     * @param {GetFuturesTransactionHistoryDownloadLinkByIdRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getFuturesTransactionHistoryDownloadLinkById(requestParameters: GetFuturesTransactionHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>;
    /**
     * Query income history
     *
     * If neither `startTime` nor `endTime` is sent, the recent 7-day data will be returned.
     * If `incomeType ` is not sent, all kinds of flow will be returned
     * "trandId" is unique in the same incomeType for a user
     * Income history only contains data for the last three months
     *
     * Weight: 30
     *
     * @summary Get Income History (USER_DATA)
     * @param {GetIncomeHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    getIncomeHistory(requestParameters?: GetIncomeHistoryRequest): Promise<RestApiResponse<GetIncomeHistoryResponse>>;
    /**
     * Query user notional and leverage bracket on speicfic symbol
     *
     * Weight: 1
     *
     * @summary Notional and Leverage Brackets (USER_DATA)
     * @param {NotionalAndLeverageBracketsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    notionalAndLeverageBrackets(requestParameters?: NotionalAndLeverageBracketsRequest): Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>;
    /**
     * Query User Rate Limit
     *
     * Weight: 1
     *
     * @summary Query User Rate Limit (USER_DATA)
     * @param {QueryUserRateLimitRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    queryUserRateLimit(requestParameters?: QueryUserRateLimitRequest): Promise<RestApiResponse<QueryUserRateLimitResponse>>;
    /**
     * Get current account symbol configuration.
     *
     * Weight: 5
     *
     * @summary Symbol Configuration(USER_DATA)
     * @param {SymbolConfigurationRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    symbolConfiguration(requestParameters?: SymbolConfigurationRequest): Promise<RestApiResponse<SymbolConfigurationResponse>>;
    /**
     * Change user's BNB Fee Discount (Fee Discount On or Fee Discount Off ) on ***EVERY symbol***
     *
     * Weight: 1
     *
     * @summary Toggle BNB Burn On Futures Trade (TRADE)
     * @param {ToggleBnbBurnOnFuturesTradeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    toggleBnbBurnOnFuturesTrade(requestParameters: ToggleBnbBurnOnFuturesTradeRequest): Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>;
    /**
     * Get User Commission Rate
     *
     * Weight: 20
     *
     * @summary User Commission Rate (USER_DATA)
     * @param {UserCommissionRateRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApiInterface
     */
    userCommissionRate(requestParameters: UserCommissionRateRequest): Promise<RestApiResponse<UserCommissionRateResponse>>;
}
/**
 * Request parameters for accountInformationV2 operation in AccountApi.
 * @interface AccountInformationV2Request
 */
interface AccountInformationV2Request$1 {
    /**
     *
     * @type {number}
     * @memberof AccountApiAccountInformationV2
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for accountInformationV3 operation in AccountApi.
 * @interface AccountInformationV3Request
 */
interface AccountInformationV3Request {
    /**
     *
     * @type {number}
     * @memberof AccountApiAccountInformationV3
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for futuresAccountBalanceV2 operation in AccountApi.
 * @interface FuturesAccountBalanceV2Request
 */
interface FuturesAccountBalanceV2Request$1 {
    /**
     *
     * @type {number}
     * @memberof AccountApiFuturesAccountBalanceV2
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for futuresAccountBalanceV3 operation in AccountApi.
 * @interface FuturesAccountBalanceV3Request
 */
interface FuturesAccountBalanceV3Request {
    /**
     *
     * @type {number}
     * @memberof AccountApiFuturesAccountBalanceV3
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for futuresAccountConfiguration operation in AccountApi.
 * @interface FuturesAccountConfigurationRequest
 */
interface FuturesAccountConfigurationRequest {
    /**
     *
     * @type {number}
     * @memberof AccountApiFuturesAccountConfiguration
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for futuresTradingQuantitativeRulesIndicators operation in AccountApi.
 * @interface FuturesTradingQuantitativeRulesIndicatorsRequest
 */
interface FuturesTradingQuantitativeRulesIndicatorsRequest {
    /**
     *
     * @type {string}
     * @memberof AccountApiFuturesTradingQuantitativeRulesIndicators
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiFuturesTradingQuantitativeRulesIndicators
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getBnbBurnStatus operation in AccountApi.
 * @interface GetBnbBurnStatusRequest
 */
interface GetBnbBurnStatusRequest {
    /**
     *
     * @type {number}
     * @memberof AccountApiGetBnbBurnStatus
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getCurrentMultiAssetsMode operation in AccountApi.
 * @interface GetCurrentMultiAssetsModeRequest
 */
interface GetCurrentMultiAssetsModeRequest {
    /**
     *
     * @type {number}
     * @memberof AccountApiGetCurrentMultiAssetsMode
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getCurrentPositionMode operation in AccountApi.
 * @interface GetCurrentPositionModeRequest
 */
interface GetCurrentPositionModeRequest {
    /**
     *
     * @type {number}
     * @memberof AccountApiGetCurrentPositionMode
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getDownloadIdForFuturesOrderHistory operation in AccountApi.
 * @interface GetDownloadIdForFuturesOrderHistoryRequest
 */
interface GetDownloadIdForFuturesOrderHistoryRequest {
    /**
     * Timestamp in ms
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesOrderHistory
     */
    readonly startTime: number;
    /**
     * Timestamp in ms
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesOrderHistory
     */
    readonly endTime: number;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesOrderHistory
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getDownloadIdForFuturesTradeHistory operation in AccountApi.
 * @interface GetDownloadIdForFuturesTradeHistoryRequest
 */
interface GetDownloadIdForFuturesTradeHistoryRequest {
    /**
     * Timestamp in ms
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesTradeHistory
     */
    readonly startTime: number;
    /**
     * Timestamp in ms
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesTradeHistory
     */
    readonly endTime: number;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesTradeHistory
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getDownloadIdForFuturesTransactionHistory operation in AccountApi.
 * @interface GetDownloadIdForFuturesTransactionHistoryRequest
 */
interface GetDownloadIdForFuturesTransactionHistoryRequest {
    /**
     * Timestamp in ms
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesTransactionHistory
     */
    readonly startTime: number;
    /**
     * Timestamp in ms
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesTransactionHistory
     */
    readonly endTime: number;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetDownloadIdForFuturesTransactionHistory
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getFuturesOrderHistoryDownloadLinkById operation in AccountApi.
 * @interface GetFuturesOrderHistoryDownloadLinkByIdRequest
 */
interface GetFuturesOrderHistoryDownloadLinkByIdRequest {
    /**
     * get by download id api
     * @type {string}
     * @memberof AccountApiGetFuturesOrderHistoryDownloadLinkById
     */
    readonly downloadId: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetFuturesOrderHistoryDownloadLinkById
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getFuturesTradeDownloadLinkById operation in AccountApi.
 * @interface GetFuturesTradeDownloadLinkByIdRequest
 */
interface GetFuturesTradeDownloadLinkByIdRequest {
    /**
     * get by download id api
     * @type {string}
     * @memberof AccountApiGetFuturesTradeDownloadLinkById
     */
    readonly downloadId: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetFuturesTradeDownloadLinkById
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getFuturesTransactionHistoryDownloadLinkById operation in AccountApi.
 * @interface GetFuturesTransactionHistoryDownloadLinkByIdRequest
 */
interface GetFuturesTransactionHistoryDownloadLinkByIdRequest {
    /**
     * get by download id api
     * @type {string}
     * @memberof AccountApiGetFuturesTransactionHistoryDownloadLinkById
     */
    readonly downloadId: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetFuturesTransactionHistoryDownloadLinkById
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getIncomeHistory operation in AccountApi.
 * @interface GetIncomeHistoryRequest
 */
interface GetIncomeHistoryRequest {
    /**
     *
     * @type {string}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly symbol?: string;
    /**
     * TRANSFER, WELCOME_BONUS, REALIZED_PNL, FUNDING_FEE, COMMISSION, INSURANCE_CLEAR, REFERRAL_KICKBACK, COMMISSION_REBATE, API_REBATE, CONTEST_REWARD, CROSS_COLLATERAL_TRANSFER, OPTIONS_PREMIUM_FEE, OPTIONS_SETTLE_PROFIT, INTERNAL_TRANSFER, AUTO_EXCHANGE, DELIVERED_SETTELMENT, COIN_SWAP_DEPOSIT, COIN_SWAP_WITHDRAW, POSITION_LIMIT_INCREASE_FEE, STRATEGY_UMFUTURES_TRANSFER，FEE_RETURN，BFUSD_REWARD
     * @type {string}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly incomeType?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly endTime?: number;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly page?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof AccountApiGetIncomeHistory
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for notionalAndLeverageBrackets operation in AccountApi.
 * @interface NotionalAndLeverageBracketsRequest
 */
interface NotionalAndLeverageBracketsRequest {
    /**
     *
     * @type {string}
     * @memberof AccountApiNotionalAndLeverageBrackets
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiNotionalAndLeverageBrackets
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for queryUserRateLimit operation in AccountApi.
 * @interface QueryUserRateLimitRequest
 */
interface QueryUserRateLimitRequest {
    /**
     *
     * @type {number}
     * @memberof AccountApiQueryUserRateLimit
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for symbolConfiguration operation in AccountApi.
 * @interface SymbolConfigurationRequest
 */
interface SymbolConfigurationRequest {
    /**
     *
     * @type {string}
     * @memberof AccountApiSymbolConfiguration
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiSymbolConfiguration
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for toggleBnbBurnOnFuturesTrade operation in AccountApi.
 * @interface ToggleBnbBurnOnFuturesTradeRequest
 */
interface ToggleBnbBurnOnFuturesTradeRequest {
    /**
     * "true": Fee Discount On; "false": Fee Discount Off
     * @type {string}
     * @memberof AccountApiToggleBnbBurnOnFuturesTrade
     */
    readonly feeBurn: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiToggleBnbBurnOnFuturesTrade
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for userCommissionRate operation in AccountApi.
 * @interface UserCommissionRateRequest
 */
interface UserCommissionRateRequest {
    /**
     *
     * @type {string}
     * @memberof AccountApiUserCommissionRate
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiUserCommissionRate
     */
    readonly recvWindow?: number;
}
/**
 * AccountApi - object-oriented interface
 * @class AccountApi
 */
declare class AccountApi$1 implements AccountApiInterface$1 {
    private readonly configuration;
    private localVarAxiosParamCreator;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V2(USER_DATA)
     * @param {AccountInformationV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AccountInformationV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Information-V2 Binance API Documentation}
     */
    accountInformationV2(requestParameters?: AccountInformationV2Request$1): Promise<RestApiResponse<AccountInformationV2Response$1>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V3(USER_DATA)
     * @param {AccountInformationV3Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AccountInformationV3Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Information-V3 Binance API Documentation}
     */
    accountInformationV3(requestParameters?: AccountInformationV3Request): Promise<RestApiResponse<AccountInformationV3Response>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V2 (USER_DATA)
     * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesAccountBalanceV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Futures-Account-Balance-V2 Binance API Documentation}
     */
    futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request$1): Promise<RestApiResponse<FuturesAccountBalanceV2Response$1>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V3 (USER_DATA)
     * @param {FuturesAccountBalanceV3Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesAccountBalanceV3Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Futures-Account-Balance-V3 Binance API Documentation}
     */
    futuresAccountBalanceV3(requestParameters?: FuturesAccountBalanceV3Request): Promise<RestApiResponse<FuturesAccountBalanceV3Response>>;
    /**
     * Query account configuration
     *
     * Weight: 5
     *
     * @summary Futures Account Configuration(USER_DATA)
     * @param {FuturesAccountConfigurationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesAccountConfigurationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Config Binance API Documentation}
     */
    futuresAccountConfiguration(requestParameters?: FuturesAccountConfigurationRequest): Promise<RestApiResponse<FuturesAccountConfigurationResponse>>;
    /**
     * Futures trading quantitative rules indicators, for more information on this, please refer to the [Futures Trading Quantitative Rules](https://www.binance.com/en/support/faq/4f462ebe6ff445d4a170be7d9e897272)
     *
     * Weight: - 1 for a single symbol
     * - 10 when the symbol parameter is omitted
     *
     * @summary Futures Trading Quantitative Rules Indicators (USER_DATA)
     * @param {FuturesTradingQuantitativeRulesIndicatorsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesTradingQuantitativeRulesIndicatorsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Futures-Trading-Quantitative-Rules-Indicators Binance API Documentation}
     */
    futuresTradingQuantitativeRulesIndicators(requestParameters?: FuturesTradingQuantitativeRulesIndicatorsRequest): Promise<RestApiResponse<FuturesTradingQuantitativeRulesIndicatorsResponse>>;
    /**
     * Get user's BNB Fee Discount (Fee Discount On or Fee Discount Off )
     *
     * Weight: 30
     *
     * @summary Get BNB Burn Status (USER_DATA)
     * @param {GetBnbBurnStatusRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetBnbBurnStatusResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-BNB-Burn-Status Binance API Documentation}
     */
    getBnbBurnStatus(requestParameters?: GetBnbBurnStatusRequest): Promise<RestApiResponse<GetBnbBurnStatusResponse>>;
    /**
     * Get user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on ***Every symbol***
     *
     * Weight: 30
     *
     * @summary Get Current Multi-Assets Mode (USER_DATA)
     * @param {GetCurrentMultiAssetsModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetCurrentMultiAssetsModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Current-Multi-Assets-Mode Binance API Documentation}
     */
    getCurrentMultiAssetsMode(requestParameters?: GetCurrentMultiAssetsModeRequest): Promise<RestApiResponse<GetCurrentMultiAssetsModeResponse>>;
    /**
     * Get user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
     *
     * Weight: 30
     *
     * @summary Get Current Position Mode(USER_DATA)
     * @param {GetCurrentPositionModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetCurrentPositionModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Current-Position-Mode Binance API Documentation}
     */
    getCurrentPositionMode(requestParameters?: GetCurrentPositionModeRequest): Promise<RestApiResponse<GetCurrentPositionModeResponse>>;
    /**
     * Get Download Id For Futures Order History
     *
     * Request Limitation is 10 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Order History (USER_DATA)
     * @param {GetDownloadIdForFuturesOrderHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Download-Id-For-Futures-Order-History Binance API Documentation}
     */
    getDownloadIdForFuturesOrderHistory(requestParameters: GetDownloadIdForFuturesOrderHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>;
    /**
     * Get download id for futures trade history
     *
     * Request Limitation is 5 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Trade History (USER_DATA)
     * @param {GetDownloadIdForFuturesTradeHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Download-Id-For-Futures-Trade-History Binance API Documentation}
     */
    getDownloadIdForFuturesTradeHistory(requestParameters: GetDownloadIdForFuturesTradeHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>;
    /**
     * Get download id for futures transaction history
     *
     * Request Limitation is 5 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Transaction History(USER_DATA)
     * @param {GetDownloadIdForFuturesTransactionHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Download-Id-For-Futures-Transaction-History Binance API Documentation}
     */
    getDownloadIdForFuturesTransactionHistory(requestParameters: GetDownloadIdForFuturesTransactionHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>;
    /**
     * Get futures order history download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Order History Download Link by Id (USER_DATA)
     * @param {GetFuturesOrderHistoryDownloadLinkByIdRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Futures-Order-History-Download-Link-by-Id Binance API Documentation}
     */
    getFuturesOrderHistoryDownloadLinkById(requestParameters: GetFuturesOrderHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>;
    /**
     * Get futures trade download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Trade Download Link by Id(USER_DATA)
     * @param {GetFuturesTradeDownloadLinkByIdRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Futures-Trade-Download-Link-by-Id Binance API Documentation}
     */
    getFuturesTradeDownloadLinkById(requestParameters: GetFuturesTradeDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>;
    /**
     * Get futures transaction history download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Transaction History Download Link by Id (USER_DATA)
     * @param {GetFuturesTransactionHistoryDownloadLinkByIdRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Futures-Transaction-History-Download-Link-by-Id Binance API Documentation}
     */
    getFuturesTransactionHistoryDownloadLinkById(requestParameters: GetFuturesTransactionHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>;
    /**
     * Query income history
     *
     * If neither `startTime` nor `endTime` is sent, the recent 7-day data will be returned.
     * If `incomeType ` is not sent, all kinds of flow will be returned
     * "trandId" is unique in the same incomeType for a user
     * Income history only contains data for the last three months
     *
     * Weight: 30
     *
     * @summary Get Income History (USER_DATA)
     * @param {GetIncomeHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetIncomeHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Income-History Binance API Documentation}
     */
    getIncomeHistory(requestParameters?: GetIncomeHistoryRequest): Promise<RestApiResponse<GetIncomeHistoryResponse>>;
    /**
     * Query user notional and leverage bracket on speicfic symbol
     *
     * Weight: 1
     *
     * @summary Notional and Leverage Brackets (USER_DATA)
     * @param {NotionalAndLeverageBracketsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Notional-and-Leverage-Brackets Binance API Documentation}
     */
    notionalAndLeverageBrackets(requestParameters?: NotionalAndLeverageBracketsRequest): Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>;
    /**
     * Query User Rate Limit
     *
     * Weight: 1
     *
     * @summary Query User Rate Limit (USER_DATA)
     * @param {QueryUserRateLimitRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryUserRateLimitResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Query-Rate-Limit Binance API Documentation}
     */
    queryUserRateLimit(requestParameters?: QueryUserRateLimitRequest): Promise<RestApiResponse<QueryUserRateLimitResponse>>;
    /**
     * Get current account symbol configuration.
     *
     * Weight: 5
     *
     * @summary Symbol Configuration(USER_DATA)
     * @param {SymbolConfigurationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolConfigurationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Symbol-Config Binance API Documentation}
     */
    symbolConfiguration(requestParameters?: SymbolConfigurationRequest): Promise<RestApiResponse<SymbolConfigurationResponse>>;
    /**
     * Change user's BNB Fee Discount (Fee Discount On or Fee Discount Off ) on ***EVERY symbol***
     *
     * Weight: 1
     *
     * @summary Toggle BNB Burn On Futures Trade (TRADE)
     * @param {ToggleBnbBurnOnFuturesTradeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Toggle-BNB-Burn-On-Futures-Trade Binance API Documentation}
     */
    toggleBnbBurnOnFuturesTrade(requestParameters: ToggleBnbBurnOnFuturesTradeRequest): Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>;
    /**
     * Get User Commission Rate
     *
     * Weight: 20
     *
     * @summary User Commission Rate (USER_DATA)
     * @param {UserCommissionRateRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<UserCommissionRateResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/User-Commission-Rate Binance API Documentation}
     */
    userCommissionRate(requestParameters: UserCommissionRateRequest): Promise<RestApiResponse<UserCommissionRateResponse>>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * ConvertApi - interface
 * @interface ConvertApi
 */
interface ConvertApiInterface {
    /**
     * Accept the offered quote by quote ID.
     *
     * Weight: 200(IP)
     *
     * @summary Accept the offered quote (USER_DATA)
     * @param {AcceptTheOfferedQuoteRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApiInterface
     */
    acceptTheOfferedQuote(requestParameters: AcceptTheOfferedQuoteRequest): Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>;
    /**
     * Query for all convertible token pairs and the tokens’ respective upper/lower limits
     *
     * User needs to supply either or both of the input parameter
     * If not defined for both fromAsset and toAsset, only partial token pairs will be returned
     * Asset BNFCR is only available to convert for MICA region users.
     *
     * Weight: 20(IP)
     *
     * @summary List All Convert Pairs
     * @param {ListAllConvertPairsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApiInterface
     */
    listAllConvertPairs(requestParameters?: ListAllConvertPairsRequest): Promise<RestApiResponse<ListAllConvertPairsResponse>>;
    /**
     * Query order status by order ID.
     *
     * Weight: 50(IP)
     *
     * @summary Order status(USER_DATA)
     * @param {OrderStatusRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApiInterface
     */
    orderStatus(requestParameters?: OrderStatusRequest): Promise<RestApiResponse<OrderStatusResponse>>;
    /**
     * Request a quote for the requested token pairs
     *
     * Either fromAmount or toAmount should be sent
     * `quoteId` will be returned only if you have enough funds to convert
     *
     * Weight: 50(IP)
     *
     * @summary Send Quote Request(USER_DATA)
     * @param {SendQuoteRequestRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApiInterface
     */
    sendQuoteRequest(requestParameters: SendQuoteRequestRequest): Promise<RestApiResponse<SendQuoteRequestResponse>>;
}
/**
 * Request parameters for acceptTheOfferedQuote operation in ConvertApi.
 * @interface AcceptTheOfferedQuoteRequest
 */
interface AcceptTheOfferedQuoteRequest {
    /**
     *
     * @type {string}
     * @memberof ConvertApiAcceptTheOfferedQuote
     */
    readonly quoteId: string;
    /**
     *
     * @type {number}
     * @memberof ConvertApiAcceptTheOfferedQuote
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for listAllConvertPairs operation in ConvertApi.
 * @interface ListAllConvertPairsRequest
 */
interface ListAllConvertPairsRequest {
    /**
     * User spends coin
     * @type {string}
     * @memberof ConvertApiListAllConvertPairs
     */
    readonly fromAsset?: string;
    /**
     * User receives coin
     * @type {string}
     * @memberof ConvertApiListAllConvertPairs
     */
    readonly toAsset?: string;
}
/**
 * Request parameters for orderStatus operation in ConvertApi.
 * @interface OrderStatusRequest
 */
interface OrderStatusRequest {
    /**
     * Either orderId or quoteId is required
     * @type {string}
     * @memberof ConvertApiOrderStatus
     */
    readonly orderId?: string;
    /**
     * Either orderId or quoteId is required
     * @type {string}
     * @memberof ConvertApiOrderStatus
     */
    readonly quoteId?: string;
}
/**
 * Request parameters for sendQuoteRequest operation in ConvertApi.
 * @interface SendQuoteRequestRequest
 */
interface SendQuoteRequestRequest {
    /**
     *
     * @type {string}
     * @memberof ConvertApiSendQuoteRequest
     */
    readonly fromAsset: string;
    /**
     *
     * @type {string}
     * @memberof ConvertApiSendQuoteRequest
     */
    readonly toAsset: string;
    /**
     * When specified, it is the amount you will be debited after the conversion
     * @type {number}
     * @memberof ConvertApiSendQuoteRequest
     */
    readonly fromAmount?: number;
    /**
     * When specified, it is the amount you will be credited after the conversion
     * @type {number}
     * @memberof ConvertApiSendQuoteRequest
     */
    readonly toAmount?: number;
    /**
     * 10s, default 10s
     * @type {string}
     * @memberof ConvertApiSendQuoteRequest
     */
    readonly validTime?: string;
    /**
     *
     * @type {number}
     * @memberof ConvertApiSendQuoteRequest
     */
    readonly recvWindow?: number;
}
/**
 * ConvertApi - object-oriented interface
 * @class ConvertApi
 */
declare class ConvertApi implements ConvertApiInterface {
    private readonly configuration;
    private localVarAxiosParamCreator;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Accept the offered quote by quote ID.
     *
     * Weight: 200(IP)
     *
     * @summary Accept the offered quote (USER_DATA)
     * @param {AcceptTheOfferedQuoteRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/Accept-Quote Binance API Documentation}
     */
    acceptTheOfferedQuote(requestParameters: AcceptTheOfferedQuoteRequest): Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>;
    /**
     * Query for all convertible token pairs and the tokens’ respective upper/lower limits
     *
     * User needs to supply either or both of the input parameter
     * If not defined for both fromAsset and toAsset, only partial token pairs will be returned
     * Asset BNFCR is only available to convert for MICA region users.
     *
     * Weight: 20(IP)
     *
     * @summary List All Convert Pairs
     * @param {ListAllConvertPairsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ListAllConvertPairsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/ Binance API Documentation}
     */
    listAllConvertPairs(requestParameters?: ListAllConvertPairsRequest): Promise<RestApiResponse<ListAllConvertPairsResponse>>;
    /**
     * Query order status by order ID.
     *
     * Weight: 50(IP)
     *
     * @summary Order status(USER_DATA)
     * @param {OrderStatusRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OrderStatusResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/Order-Status Binance API Documentation}
     */
    orderStatus(requestParameters?: OrderStatusRequest): Promise<RestApiResponse<OrderStatusResponse>>;
    /**
     * Request a quote for the requested token pairs
     *
     * Either fromAmount or toAmount should be sent
     * `quoteId` will be returned only if you have enough funds to convert
     *
     * Weight: 50(IP)
     *
     * @summary Send Quote Request(USER_DATA)
     * @param {SendQuoteRequestRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SendQuoteRequestResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof ConvertApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/Send-quote-request Binance API Documentation}
     */
    sendQuoteRequest(requestParameters: SendQuoteRequestRequest): Promise<RestApiResponse<SendQuoteRequestResponse>>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * MarketDataApi - interface
 * @interface MarketDataApi
 */
interface MarketDataApiInterface$1 {
    /**
     * Query future basis
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     *
     * Weight: 0
     *
     * @summary Basis
     * @param {BasisRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    basis(requestParameters: BasisRequest): Promise<RestApiResponse<BasisResponse>>;
    /**
     * Test connectivity to the Rest API and get the current server time.
     *
     * Weight: 1
     *
     * @summary Check Server Time
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    checkServerTime(): Promise<RestApiResponse<CheckServerTimeResponse>>;
    /**
     * Query composite index symbol information
     *
     * Only for composite index symbols
     *
     * Weight: 1
     *
     * @summary Composite Index Symbol Information
     * @param {CompositeIndexSymbolInformationRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    compositeIndexSymbolInformation(requestParameters?: CompositeIndexSymbolInformationRequest): Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>;
    /**
     * Get compressed, aggregate market trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.
     *
     *
     * support querying futures trade histories that are not older than one year
     * If both `startTime` and `endTime` are sent, time between `startTime` and `endTime` must be less than 1 hour.
     * If `fromId`, `startTime`, and `endTime` are not sent, the most recent aggregate trades will be returned.
     * Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
     * Sending both `startTime`/`endTime` and `fromId` might cause response timeout, please send either `fromId` or `startTime`/`endTime`
     *
     * Weight: 20
     *
     * @summary Compressed/Aggregate Trades List
     * @param {CompressedAggregateTradesListRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    compressedAggregateTradesList(requestParameters: CompressedAggregateTradesListRequest): Promise<RestApiResponse<CompressedAggregateTradesListResponse>>;
    /**
     * Kline/candlestick bars for a specific contract type.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     * Contract type:
     * PERPETUAL
     * CURRENT_QUARTER
     * NEXT_QUARTER
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Continuous Contract Kline/Candlestick Data
     * @param {ContinuousContractKlineCandlestickDataRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    continuousContractKlineCandlestickData(requestParameters: ContinuousContractKlineCandlestickDataRequest): Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>;
    /**
     * Current exchange trading rules and symbol information
     *
     * Weight: 1
     *
     * @summary Exchange Information
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    exchangeInformation(): Promise<RestApiResponse<ExchangeInformationResponse>>;
    /**
     * Get Funding Rate History
     *
     *
     * If `startTime` and `endTime` are not sent, the most recent `limit` datas are returned.
     * If the number of data between `startTime` and `endTime` is larger than `limit`, return as `startTime` + `limit`.
     * In ascending order.
     *
     * Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
     *
     * @summary Get Funding Rate History
     * @param {GetFundingRateHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    getFundingRateHistory(requestParameters?: GetFundingRateHistoryRequest): Promise<RestApiResponse<GetFundingRateHistoryResponse>>;
    /**
     * Query funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment
     *
     * Weight: 0
     * share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
     *
     * @summary Get Funding Rate Info
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    getFundingRateInfo(): Promise<RestApiResponse<GetFundingRateInfoResponse>>;
    /**
     * Kline/candlestick bars for the index price of a pair.
     * Klines are uniquely identified by their open time.
     *
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Index Price Kline/Candlestick Data
     * @param {IndexPriceKlineCandlestickDataRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    indexPriceKlineCandlestickData(requestParameters: IndexPriceKlineCandlestickDataRequest): Promise<RestApiResponse<IndexPriceKlineCandlestickDataResponse>>;
    /**
     * Kline/candlestick bars for a symbol.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Kline/Candlestick Data
     * @param {KlineCandlestickDataRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    klineCandlestickData(requestParameters: KlineCandlestickDataRequest): Promise<RestApiResponse<KlineCandlestickDataResponse>>;
    /**
     * Query symbol Long/Short Ratio
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Long/Short Ratio
     * @param {LongShortRatioRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    longShortRatio(requestParameters: LongShortRatioRequest): Promise<RestApiResponse<LongShortRatioResponse>>;
    /**
     * Mark Price and Funding Rate
     *
     * Weight: 1
     *
     * @summary Mark Price
     * @param {MarkPriceRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    markPrice(requestParameters?: MarkPriceRequest): Promise<RestApiResponse<MarkPriceResponse>>;
    /**
     * Kline/candlestick bars for the mark price of a symbol.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Mark Price Kline/Candlestick Data
     * @param {MarkPriceKlineCandlestickDataRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    markPriceKlineCandlestickData(requestParameters: MarkPriceKlineCandlestickDataRequest): Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>;
    /**
     * asset index for Multi-Assets mode
     *
     * Weight: 1 for a single symbol; 10 when the symbol parameter is omitted
     *
     * @summary Multi-Assets Mode Asset Index
     * @param {MultiAssetsModeAssetIndexRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest$1): Promise<RestApiResponse<MultiAssetsModeAssetIndexResponse$1>>;
    /**
     * Get older market historical trades.
     *
     * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
     * Only supports data from within the last three months
     *
     * Weight: 20
     *
     * @summary Old Trades Lookup (MARKET_DATA)
     * @param {OldTradesLookupRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    oldTradesLookup(requestParameters: OldTradesLookupRequest): Promise<RestApiResponse<OldTradesLookupResponse>>;
    /**
     * Get present open interest of a specific symbol.
     *
     * Weight: 1
     *
     * @summary Open Interest
     * @param {OpenInterestRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    openInterest(requestParameters: OpenInterestRequest): Promise<RestApiResponse<OpenInterestResponse>>;
    /**
     * Open Interest Statistics
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 1 month is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Open Interest Statistics
     * @param {OpenInterestStatisticsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    openInterestStatistics(requestParameters: OpenInterestStatisticsRequest): Promise<RestApiResponse<OpenInterestStatisticsResponse>>;
    /**
     * Query symbol orderbook
     *
     * Weight: Adjusted based on the limit:
     * | Limit         | Weight |
     * | ------------- | ------ |
     * | 5, 10, 20, 50 | 2      |
     * | 100           | 5      |
     * | 500           | 10     |
     * | 1000          | 20     |
     *
     * @summary Order Book
     * @param {OrderBookRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    orderBook(requestParameters: OrderBookRequest$1): Promise<RestApiResponse<OrderBookResponse$1>>;
    /**
     * Premium index kline bars of a symbol. Klines are uniquely identified by their open time.
     *
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Premium index Kline Data
     * @param {PremiumIndexKlineDataRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    premiumIndexKlineData(requestParameters: PremiumIndexKlineDataRequest): Promise<RestApiResponse<PremiumIndexKlineDataResponse>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * Weight: 0
     *
     * @summary Quarterly Contract Settlement Price
     * @param {QuarterlyContractSettlementPriceRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    quarterlyContractSettlementPrice(requestParameters: QuarterlyContractSettlementPriceRequest): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>;
    /**
     * Query index price constituents
     *
     * Weight: 2
     *
     * @summary Query Index Price Constituents
     * @param {QueryIndexPriceConstituentsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
    /**
     * Query Insurance Fund Balance Snapshot
     *
     * Weight: 1
     *
     * @summary Query Insurance Fund Balance Snapshot
     * @param {QueryInsuranceFundBalanceSnapshotRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
    /**
     * Get recent market trades
     *
     * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
     *
     * Weight: 5
     *
     * @summary Recent Trades List
     * @param {RecentTradesListRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    recentTradesList(requestParameters: RecentTradesListRequest): Promise<RestApiResponse<RecentTradesListResponse>>;
    /**
     * Best price/qty on the order book for a symbol or symbols.
     *
     * If the symbol is not sent, bookTickers for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 2 for a single symbol;
     * 5 when the symbol parameter is omitted
     *
     * @summary Symbol Order Book Ticker
     * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest$1): Promise<RestApiResponse<SymbolOrderBookTickerResponse$1>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker
     * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest$1): Promise<RestApiResponse<SymbolPriceTickerResponse$1>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker V2
     * @param {SymbolPriceTickerV2Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    symbolPriceTickerV2(requestParameters?: SymbolPriceTickerV2Request): Promise<RestApiResponse<SymbolPriceTickerV2Response>>;
    /**
     * Taker Buy/Sell Volume
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Taker Buy/Sell Volume
     * @param {TakerBuySellVolumeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    takerBuySellVolume(requestParameters: TakerBuySellVolumeRequest): Promise<RestApiResponse<TakerBuySellVolumeResponse>>;
    /**
     * Test connectivity to the Rest API.
     *
     * Weight: 1
     *
     * @summary Test Connectivity
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    testConnectivity(): Promise<RestApiResponse<void>>;
    /**
     * 24 hour rolling window price change statistics.
     **Careful** when accessing this with no symbol.
     *
     * If the symbol is not sent, tickers for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 40 when the symbol parameter is omitted
     *
     * @summary 24hr Ticker Price Change Statistics
     * @param {Ticker24hrPriceChangeStatisticsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    ticker24hrPriceChangeStatistics(requestParameters?: Ticker24hrPriceChangeStatisticsRequest): Promise<RestApiResponse<Ticker24hrPriceChangeStatisticsResponse>>;
    /**
     * The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only.
     * Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions
     * Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions
     * Long/Short Ratio (Accounts) = Long Account % / Short Account %
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Top Trader Long/Short Ratio (Accounts)
     * @param {TopTraderLongShortRatioAccountsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    topTraderLongShortRatioAccounts(requestParameters: TopTraderLongShortRatioAccountsRequest): Promise<RestApiResponse<TopTraderLongShortRatioAccountsResponse>>;
    /**
     * The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance.
     * Long Position % = Long positions of top traders / Total open positions of top traders
     * Short Position % = Short positions of top traders / Total open positions of top traders
     * Long/Short Ratio (Positions) = Long Position % / Short Position %
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Top Trader Long/Short Ratio (Positions)
     * @param {TopTraderLongShortRatioPositionsRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApiInterface
     */
    topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
}
/**
 * Request parameters for basis operation in MarketDataApi.
 * @interface BasisRequest
 */
interface BasisRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiBasis
     */
    readonly pair: string;
    /**
     *
     * @type {'PERPETUAL' | 'CURRENT_MONTH' | 'NEXT_MONTH' | 'CURRENT_QUARTER' | 'NEXT_QUARTER' | 'PERPETUAL_DELIVERING'}
     * @memberof MarketDataApiBasis
     */
    readonly contractType: BasisContractTypeEnum;
    /**
     * "5m","15m","30m","1h","2h","4h","6h","12h","1d"
     * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
     * @memberof MarketDataApiBasis
     */
    readonly period: BasisPeriodEnum;
    /**
     * Default 30,Max 500
     * @type {number}
     * @memberof MarketDataApiBasis
     */
    readonly limit: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiBasis
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiBasis
     */
    readonly endTime?: number;
}
/**
 * Request parameters for compositeIndexSymbolInformation operation in MarketDataApi.
 * @interface CompositeIndexSymbolInformationRequest
 */
interface CompositeIndexSymbolInformationRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiCompositeIndexSymbolInformation
     */
    readonly symbol?: string;
}
/**
 * Request parameters for compressedAggregateTradesList operation in MarketDataApi.
 * @interface CompressedAggregateTradesListRequest
 */
interface CompressedAggregateTradesListRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiCompressedAggregateTradesList
     */
    readonly symbol: string;
    /**
     * ID to get aggregate trades from INCLUSIVE.
     * @type {number}
     * @memberof MarketDataApiCompressedAggregateTradesList
     */
    readonly fromId?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiCompressedAggregateTradesList
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiCompressedAggregateTradesList
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiCompressedAggregateTradesList
     */
    readonly limit?: number;
}
/**
 * Request parameters for continuousContractKlineCandlestickData operation in MarketDataApi.
 * @interface ContinuousContractKlineCandlestickDataRequest
 */
interface ContinuousContractKlineCandlestickDataRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiContinuousContractKlineCandlestickData
     */
    readonly pair: string;
    /**
     *
     * @type {'PERPETUAL' | 'CURRENT_MONTH' | 'NEXT_MONTH' | 'CURRENT_QUARTER' | 'NEXT_QUARTER' | 'PERPETUAL_DELIVERING'}
     * @memberof MarketDataApiContinuousContractKlineCandlestickData
     */
    readonly contractType: ContinuousContractKlineCandlestickDataContractTypeEnum;
    /**
     *
     * @type {'1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
     * @memberof MarketDataApiContinuousContractKlineCandlestickData
     */
    readonly interval: ContinuousContractKlineCandlestickDataIntervalEnum;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiContinuousContractKlineCandlestickData
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiContinuousContractKlineCandlestickData
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiContinuousContractKlineCandlestickData
     */
    readonly limit?: number;
}
/**
 * Request parameters for getFundingRateHistory operation in MarketDataApi.
 * @interface GetFundingRateHistoryRequest
 */
interface GetFundingRateHistoryRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiGetFundingRateHistory
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiGetFundingRateHistory
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiGetFundingRateHistory
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiGetFundingRateHistory
     */
    readonly limit?: number;
}
/**
 * Request parameters for indexPriceKlineCandlestickData operation in MarketDataApi.
 * @interface IndexPriceKlineCandlestickDataRequest
 */
interface IndexPriceKlineCandlestickDataRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiIndexPriceKlineCandlestickData
     */
    readonly pair: string;
    /**
     *
     * @type {'1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
     * @memberof MarketDataApiIndexPriceKlineCandlestickData
     */
    readonly interval: IndexPriceKlineCandlestickDataIntervalEnum;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiIndexPriceKlineCandlestickData
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiIndexPriceKlineCandlestickData
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiIndexPriceKlineCandlestickData
     */
    readonly limit?: number;
}
/**
 * Request parameters for klineCandlestickData operation in MarketDataApi.
 * @interface KlineCandlestickDataRequest
 */
interface KlineCandlestickDataRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiKlineCandlestickData
     */
    readonly symbol: string;
    /**
     *
     * @type {'1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
     * @memberof MarketDataApiKlineCandlestickData
     */
    readonly interval: KlineCandlestickDataIntervalEnum;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiKlineCandlestickData
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiKlineCandlestickData
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiKlineCandlestickData
     */
    readonly limit?: number;
}
/**
 * Request parameters for longShortRatio operation in MarketDataApi.
 * @interface LongShortRatioRequest
 */
interface LongShortRatioRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiLongShortRatio
     */
    readonly symbol: string;
    /**
     * "5m","15m","30m","1h","2h","4h","6h","12h","1d"
     * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
     * @memberof MarketDataApiLongShortRatio
     */
    readonly period: LongShortRatioPeriodEnum;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiLongShortRatio
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiLongShortRatio
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiLongShortRatio
     */
    readonly endTime?: number;
}
/**
 * Request parameters for markPrice operation in MarketDataApi.
 * @interface MarkPriceRequest
 */
interface MarkPriceRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiMarkPrice
     */
    readonly symbol?: string;
}
/**
 * Request parameters for markPriceKlineCandlestickData operation in MarketDataApi.
 * @interface MarkPriceKlineCandlestickDataRequest
 */
interface MarkPriceKlineCandlestickDataRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiMarkPriceKlineCandlestickData
     */
    readonly symbol: string;
    /**
     *
     * @type {'1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
     * @memberof MarketDataApiMarkPriceKlineCandlestickData
     */
    readonly interval: MarkPriceKlineCandlestickDataIntervalEnum;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiMarkPriceKlineCandlestickData
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiMarkPriceKlineCandlestickData
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiMarkPriceKlineCandlestickData
     */
    readonly limit?: number;
}
/**
 * Request parameters for multiAssetsModeAssetIndex operation in MarketDataApi.
 * @interface MultiAssetsModeAssetIndexRequest
 */
interface MultiAssetsModeAssetIndexRequest$1 {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiMultiAssetsModeAssetIndex
     */
    readonly symbol?: string;
}
/**
 * Request parameters for oldTradesLookup operation in MarketDataApi.
 * @interface OldTradesLookupRequest
 */
interface OldTradesLookupRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiOldTradesLookup
     */
    readonly symbol: string;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiOldTradesLookup
     */
    readonly limit?: number;
    /**
     * ID to get aggregate trades from INCLUSIVE.
     * @type {number}
     * @memberof MarketDataApiOldTradesLookup
     */
    readonly fromId?: number;
}
/**
 * Request parameters for openInterest operation in MarketDataApi.
 * @interface OpenInterestRequest
 */
interface OpenInterestRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiOpenInterest
     */
    readonly symbol: string;
}
/**
 * Request parameters for openInterestStatistics operation in MarketDataApi.
 * @interface OpenInterestStatisticsRequest
 */
interface OpenInterestStatisticsRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiOpenInterestStatistics
     */
    readonly symbol: string;
    /**
     * "5m","15m","30m","1h","2h","4h","6h","12h","1d"
     * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
     * @memberof MarketDataApiOpenInterestStatistics
     */
    readonly period: OpenInterestStatisticsPeriodEnum;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiOpenInterestStatistics
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiOpenInterestStatistics
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiOpenInterestStatistics
     */
    readonly endTime?: number;
}
/**
 * Request parameters for orderBook operation in MarketDataApi.
 * @interface OrderBookRequest
 */
interface OrderBookRequest$1 {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiOrderBook
     */
    readonly symbol: string;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiOrderBook
     */
    readonly limit?: number;
}
/**
 * Request parameters for premiumIndexKlineData operation in MarketDataApi.
 * @interface PremiumIndexKlineDataRequest
 */
interface PremiumIndexKlineDataRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiPremiumIndexKlineData
     */
    readonly symbol: string;
    /**
     *
     * @type {'1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
     * @memberof MarketDataApiPremiumIndexKlineData
     */
    readonly interval: PremiumIndexKlineDataIntervalEnum;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiPremiumIndexKlineData
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiPremiumIndexKlineData
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiPremiumIndexKlineData
     */
    readonly limit?: number;
}
/**
 * Request parameters for quarterlyContractSettlementPrice operation in MarketDataApi.
 * @interface QuarterlyContractSettlementPriceRequest
 */
interface QuarterlyContractSettlementPriceRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiQuarterlyContractSettlementPrice
     */
    readonly pair: string;
}
/**
 * Request parameters for queryIndexPriceConstituents operation in MarketDataApi.
 * @interface QueryIndexPriceConstituentsRequest
 */
interface QueryIndexPriceConstituentsRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiQueryIndexPriceConstituents
     */
    readonly symbol: string;
}
/**
 * Request parameters for queryInsuranceFundBalanceSnapshot operation in MarketDataApi.
 * @interface QueryInsuranceFundBalanceSnapshotRequest
 */
interface QueryInsuranceFundBalanceSnapshotRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiQueryInsuranceFundBalanceSnapshot
     */
    readonly symbol?: string;
}
/**
 * Request parameters for recentTradesList operation in MarketDataApi.
 * @interface RecentTradesListRequest
 */
interface RecentTradesListRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiRecentTradesList
     */
    readonly symbol: string;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiRecentTradesList
     */
    readonly limit?: number;
}
/**
 * Request parameters for symbolOrderBookTicker operation in MarketDataApi.
 * @interface SymbolOrderBookTickerRequest
 */
interface SymbolOrderBookTickerRequest$1 {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiSymbolOrderBookTicker
     */
    readonly symbol?: string;
}
/**
 * Request parameters for symbolPriceTicker operation in MarketDataApi.
 * @interface SymbolPriceTickerRequest
 */
interface SymbolPriceTickerRequest$1 {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiSymbolPriceTicker
     */
    readonly symbol?: string;
}
/**
 * Request parameters for symbolPriceTickerV2 operation in MarketDataApi.
 * @interface SymbolPriceTickerV2Request
 */
interface SymbolPriceTickerV2Request {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiSymbolPriceTickerV2
     */
    readonly symbol?: string;
}
/**
 * Request parameters for takerBuySellVolume operation in MarketDataApi.
 * @interface TakerBuySellVolumeRequest
 */
interface TakerBuySellVolumeRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiTakerBuySellVolume
     */
    readonly symbol: string;
    /**
     * "5m","15m","30m","1h","2h","4h","6h","12h","1d"
     * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
     * @memberof MarketDataApiTakerBuySellVolume
     */
    readonly period: TakerBuySellVolumePeriodEnum;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiTakerBuySellVolume
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiTakerBuySellVolume
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiTakerBuySellVolume
     */
    readonly endTime?: number;
}
/**
 * Request parameters for ticker24hrPriceChangeStatistics operation in MarketDataApi.
 * @interface Ticker24hrPriceChangeStatisticsRequest
 */
interface Ticker24hrPriceChangeStatisticsRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiTicker24hrPriceChangeStatistics
     */
    readonly symbol?: string;
}
/**
 * Request parameters for topTraderLongShortRatioAccounts operation in MarketDataApi.
 * @interface TopTraderLongShortRatioAccountsRequest
 */
interface TopTraderLongShortRatioAccountsRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiTopTraderLongShortRatioAccounts
     */
    readonly symbol: string;
    /**
     * "5m","15m","30m","1h","2h","4h","6h","12h","1d"
     * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
     * @memberof MarketDataApiTopTraderLongShortRatioAccounts
     */
    readonly period: TopTraderLongShortRatioAccountsPeriodEnum;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiTopTraderLongShortRatioAccounts
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiTopTraderLongShortRatioAccounts
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiTopTraderLongShortRatioAccounts
     */
    readonly endTime?: number;
}
/**
 * Request parameters for topTraderLongShortRatioPositions operation in MarketDataApi.
 * @interface TopTraderLongShortRatioPositionsRequest
 */
interface TopTraderLongShortRatioPositionsRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiTopTraderLongShortRatioPositions
     */
    readonly symbol: string;
    /**
     * "5m","15m","30m","1h","2h","4h","6h","12h","1d"
     * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
     * @memberof MarketDataApiTopTraderLongShortRatioPositions
     */
    readonly period: TopTraderLongShortRatioPositionsPeriodEnum;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof MarketDataApiTopTraderLongShortRatioPositions
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiTopTraderLongShortRatioPositions
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof MarketDataApiTopTraderLongShortRatioPositions
     */
    readonly endTime?: number;
}
/**
 * MarketDataApi - object-oriented interface
 * @class MarketDataApi
 */
declare class MarketDataApi$1 implements MarketDataApiInterface$1 {
    private readonly configuration;
    private localVarAxiosParamCreator;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Query future basis
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     *
     * Weight: 0
     *
     * @summary Basis
     * @param {BasisRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<BasisResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Basis Binance API Documentation}
     */
    basis(requestParameters: BasisRequest): Promise<RestApiResponse<BasisResponse>>;
    /**
     * Test connectivity to the Rest API and get the current server time.
     *
     * Weight: 1
     *
     * @summary Check Server Time
     * @returns {Promise<RestApiResponse<CheckServerTimeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Check-Server-Time Binance API Documentation}
     */
    checkServerTime(): Promise<RestApiResponse<CheckServerTimeResponse>>;
    /**
     * Query composite index symbol information
     *
     * Only for composite index symbols
     *
     * Weight: 1
     *
     * @summary Composite Index Symbol Information
     * @param {CompositeIndexSymbolInformationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Composite-Index-Symbol-Information Binance API Documentation}
     */
    compositeIndexSymbolInformation(requestParameters?: CompositeIndexSymbolInformationRequest): Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>;
    /**
     * Get compressed, aggregate market trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.
     *
     *
     * support querying futures trade histories that are not older than one year
     * If both `startTime` and `endTime` are sent, time between `startTime` and `endTime` must be less than 1 hour.
     * If `fromId`, `startTime`, and `endTime` are not sent, the most recent aggregate trades will be returned.
     * Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
     * Sending both `startTime`/`endTime` and `fromId` might cause response timeout, please send either `fromId` or `startTime`/`endTime`
     *
     * Weight: 20
     *
     * @summary Compressed/Aggregate Trades List
     * @param {CompressedAggregateTradesListRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CompressedAggregateTradesListResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Compressed-Aggregate-Trades-List Binance API Documentation}
     */
    compressedAggregateTradesList(requestParameters: CompressedAggregateTradesListRequest): Promise<RestApiResponse<CompressedAggregateTradesListResponse>>;
    /**
     * Kline/candlestick bars for a specific contract type.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     * Contract type:
     * PERPETUAL
     * CURRENT_QUARTER
     * NEXT_QUARTER
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Continuous Contract Kline/Candlestick Data
     * @param {ContinuousContractKlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Continuous-Contract-Kline-Candlestick-Data Binance API Documentation}
     */
    continuousContractKlineCandlestickData(requestParameters: ContinuousContractKlineCandlestickDataRequest): Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>;
    /**
     * Current exchange trading rules and symbol information
     *
     * Weight: 1
     *
     * @summary Exchange Information
     * @returns {Promise<RestApiResponse<ExchangeInformationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information Binance API Documentation}
     */
    exchangeInformation(): Promise<RestApiResponse<ExchangeInformationResponse>>;
    /**
     * Get Funding Rate History
     *
     *
     * If `startTime` and `endTime` are not sent, the most recent `limit` datas are returned.
     * If the number of data between `startTime` and `endTime` is larger than `limit`, return as `startTime` + `limit`.
     * In ascending order.
     *
     * Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
     *
     * @summary Get Funding Rate History
     * @param {GetFundingRateHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFundingRateHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History Binance API Documentation}
     */
    getFundingRateHistory(requestParameters?: GetFundingRateHistoryRequest): Promise<RestApiResponse<GetFundingRateHistoryResponse>>;
    /**
     * Query funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment
     *
     * Weight: 0
     * share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
     *
     * @summary Get Funding Rate Info
     * @returns {Promise<RestApiResponse<GetFundingRateInfoResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info Binance API Documentation}
     */
    getFundingRateInfo(): Promise<RestApiResponse<GetFundingRateInfoResponse>>;
    /**
     * Kline/candlestick bars for the index price of a pair.
     * Klines are uniquely identified by their open time.
     *
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Index Price Kline/Candlestick Data
     * @param {IndexPriceKlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<IndexPriceKlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Price-Kline-Candlestick-Data Binance API Documentation}
     */
    indexPriceKlineCandlestickData(requestParameters: IndexPriceKlineCandlestickDataRequest): Promise<RestApiResponse<IndexPriceKlineCandlestickDataResponse>>;
    /**
     * Kline/candlestick bars for a symbol.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Kline/Candlestick Data
     * @param {KlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<KlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Kline-Candlestick-Data Binance API Documentation}
     */
    klineCandlestickData(requestParameters: KlineCandlestickDataRequest): Promise<RestApiResponse<KlineCandlestickDataResponse>>;
    /**
     * Query symbol Long/Short Ratio
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Long/Short Ratio
     * @param {LongShortRatioRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<LongShortRatioResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Long-Short-Ratio Binance API Documentation}
     */
    longShortRatio(requestParameters: LongShortRatioRequest): Promise<RestApiResponse<LongShortRatioResponse>>;
    /**
     * Mark Price and Funding Rate
     *
     * Weight: 1
     *
     * @summary Mark Price
     * @param {MarkPriceRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<MarkPriceResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price Binance API Documentation}
     */
    markPrice(requestParameters?: MarkPriceRequest): Promise<RestApiResponse<MarkPriceResponse>>;
    /**
     * Kline/candlestick bars for the mark price of a symbol.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Mark Price Kline/Candlestick Data
     * @param {MarkPriceKlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price-Kline-Candlestick-Data Binance API Documentation}
     */
    markPriceKlineCandlestickData(requestParameters: MarkPriceKlineCandlestickDataRequest): Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>;
    /**
     * asset index for Multi-Assets mode
     *
     * Weight: 1 for a single symbol; 10 when the symbol parameter is omitted
     *
     * @summary Multi-Assets Mode Asset Index
     * @param {MultiAssetsModeAssetIndexRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<MultiAssetsModeAssetIndexResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Multi-Assets-Mode-Asset-Index Binance API Documentation}
     */
    multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest$1): Promise<RestApiResponse<MultiAssetsModeAssetIndexResponse$1>>;
    /**
     * Get older market historical trades.
     *
     * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
     * Only supports data from within the last three months
     *
     * Weight: 20
     *
     * @summary Old Trades Lookup (MARKET_DATA)
     * @param {OldTradesLookupRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OldTradesLookupResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Old-Trades-Lookup Binance API Documentation}
     */
    oldTradesLookup(requestParameters: OldTradesLookupRequest): Promise<RestApiResponse<OldTradesLookupResponse>>;
    /**
     * Get present open interest of a specific symbol.
     *
     * Weight: 1
     *
     * @summary Open Interest
     * @param {OpenInterestRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OpenInterestResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest Binance API Documentation}
     */
    openInterest(requestParameters: OpenInterestRequest): Promise<RestApiResponse<OpenInterestResponse>>;
    /**
     * Open Interest Statistics
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 1 month is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Open Interest Statistics
     * @param {OpenInterestStatisticsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OpenInterestStatisticsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest-Statistics Binance API Documentation}
     */
    openInterestStatistics(requestParameters: OpenInterestStatisticsRequest): Promise<RestApiResponse<OpenInterestStatisticsResponse>>;
    /**
     * Query symbol orderbook
     *
     * Weight: Adjusted based on the limit:
     * | Limit         | Weight |
     * | ------------- | ------ |
     * | 5, 10, 20, 50 | 2      |
     * | 100           | 5      |
     * | 500           | 10     |
     * | 1000          | 20     |
     *
     * @summary Order Book
     * @param {OrderBookRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OrderBookResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book Binance API Documentation}
     */
    orderBook(requestParameters: OrderBookRequest$1): Promise<RestApiResponse<OrderBookResponse$1>>;
    /**
     * Premium index kline bars of a symbol. Klines are uniquely identified by their open time.
     *
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Premium index Kline Data
     * @param {PremiumIndexKlineDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PremiumIndexKlineDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Premium-index-Kline-Data Binance API Documentation}
     */
    premiumIndexKlineData(requestParameters: PremiumIndexKlineDataRequest): Promise<RestApiResponse<PremiumIndexKlineDataResponse>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * Weight: 0
     *
     * @summary Quarterly Contract Settlement Price
     * @param {QuarterlyContractSettlementPriceRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Delivery-Price Binance API Documentation}
     */
    quarterlyContractSettlementPrice(requestParameters: QuarterlyContractSettlementPriceRequest): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>;
    /**
     * Query index price constituents
     *
     * Weight: 2
     *
     * @summary Query Index Price Constituents
     * @param {QueryIndexPriceConstituentsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents Binance API Documentation}
     */
    queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
    /**
     * Query Insurance Fund Balance Snapshot
     *
     * Weight: 1
     *
     * @summary Query Insurance Fund Balance Snapshot
     * @param {QueryInsuranceFundBalanceSnapshotRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Query-Insurance-Fund-Balance-Snapshot Binance API Documentation}
     */
    queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
    /**
     * Get recent market trades
     *
     * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
     *
     * Weight: 5
     *
     * @summary Recent Trades List
     * @param {RecentTradesListRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<RecentTradesListResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Recent-Trades-List Binance API Documentation}
     */
    recentTradesList(requestParameters: RecentTradesListRequest): Promise<RestApiResponse<RecentTradesListResponse>>;
    /**
     * Best price/qty on the order book for a symbol or symbols.
     *
     * If the symbol is not sent, bookTickers for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 2 for a single symbol;
     * 5 when the symbol parameter is omitted
     *
     * @summary Symbol Order Book Ticker
     * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolOrderBookTickerResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker Binance API Documentation}
     */
    symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest$1): Promise<RestApiResponse<SymbolOrderBookTickerResponse$1>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker
     * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolPriceTickerResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker Binance API Documentation}
     */
    symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest$1): Promise<RestApiResponse<SymbolPriceTickerResponse$1>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker V2
     * @param {SymbolPriceTickerV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolPriceTickerV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker-V2 Binance API Documentation}
     */
    symbolPriceTickerV2(requestParameters?: SymbolPriceTickerV2Request): Promise<RestApiResponse<SymbolPriceTickerV2Response>>;
    /**
     * Taker Buy/Sell Volume
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Taker Buy/Sell Volume
     * @param {TakerBuySellVolumeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TakerBuySellVolumeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Taker-BuySell-Volume Binance API Documentation}
     */
    takerBuySellVolume(requestParameters: TakerBuySellVolumeRequest): Promise<RestApiResponse<TakerBuySellVolumeResponse>>;
    /**
     * Test connectivity to the Rest API.
     *
     * Weight: 1
     *
     * @summary Test Connectivity
     * @returns {Promise<RestApiResponse<void>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Test-Connectivity Binance API Documentation}
     */
    testConnectivity(): Promise<RestApiResponse<void>>;
    /**
     * 24 hour rolling window price change statistics.
     **Careful** when accessing this with no symbol.
     *
     * If the symbol is not sent, tickers for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 40 when the symbol parameter is omitted
     *
     * @summary 24hr Ticker Price Change Statistics
     * @param {Ticker24hrPriceChangeStatisticsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<Ticker24hrPriceChangeStatisticsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/24hr-Ticker-Price-Change-Statistics Binance API Documentation}
     */
    ticker24hrPriceChangeStatistics(requestParameters?: Ticker24hrPriceChangeStatisticsRequest): Promise<RestApiResponse<Ticker24hrPriceChangeStatisticsResponse>>;
    /**
     * The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only.
     * Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions
     * Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions
     * Long/Short Ratio (Accounts) = Long Account % / Short Account %
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Top Trader Long/Short Ratio (Accounts)
     * @param {TopTraderLongShortRatioAccountsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TopTraderLongShortRatioAccountsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Long-Short-Account-Ratio Binance API Documentation}
     */
    topTraderLongShortRatioAccounts(requestParameters: TopTraderLongShortRatioAccountsRequest): Promise<RestApiResponse<TopTraderLongShortRatioAccountsResponse>>;
    /**
     * The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance.
     * Long Position % = Long positions of top traders / Total open positions of top traders
     * Short Position % = Short positions of top traders / Total open positions of top traders
     * Long/Short Ratio (Positions) = Long Position % / Short Position %
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Top Trader Long/Short Ratio (Positions)
     * @param {TopTraderLongShortRatioPositionsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Trader-Long-Short-Ratio Binance API Documentation}
     */
    topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
}
declare enum BasisContractTypeEnum {
    PERPETUAL = "PERPETUAL",
    CURRENT_MONTH = "CURRENT_MONTH",
    NEXT_MONTH = "NEXT_MONTH",
    CURRENT_QUARTER = "CURRENT_QUARTER",
    NEXT_QUARTER = "NEXT_QUARTER",
    PERPETUAL_DELIVERING = "PERPETUAL_DELIVERING"
}
declare enum BasisPeriodEnum {
    PERIOD_5m = "5m",
    PERIOD_15m = "15m",
    PERIOD_30m = "30m",
    PERIOD_1h = "1h",
    PERIOD_2h = "2h",
    PERIOD_4h = "4h",
    PERIOD_6h = "6h",
    PERIOD_12h = "12h",
    PERIOD_1d = "1d"
}
declare enum ContinuousContractKlineCandlestickDataContractTypeEnum {
    PERPETUAL = "PERPETUAL",
    CURRENT_MONTH = "CURRENT_MONTH",
    NEXT_MONTH = "NEXT_MONTH",
    CURRENT_QUARTER = "CURRENT_QUARTER",
    NEXT_QUARTER = "NEXT_QUARTER",
    PERPETUAL_DELIVERING = "PERPETUAL_DELIVERING"
}
declare enum ContinuousContractKlineCandlestickDataIntervalEnum {
    INTERVAL_1m = "1m",
    INTERVAL_3m = "3m",
    INTERVAL_5m = "5m",
    INTERVAL_15m = "15m",
    INTERVAL_30m = "30m",
    INTERVAL_1h = "1h",
    INTERVAL_2h = "2h",
    INTERVAL_4h = "4h",
    INTERVAL_6h = "6h",
    INTERVAL_8h = "8h",
    INTERVAL_12h = "12h",
    INTERVAL_1d = "1d",
    INTERVAL_3d = "3d",
    INTERVAL_1w = "1w",
    INTERVAL_1M = "1M"
}
declare enum IndexPriceKlineCandlestickDataIntervalEnum {
    INTERVAL_1m = "1m",
    INTERVAL_3m = "3m",
    INTERVAL_5m = "5m",
    INTERVAL_15m = "15m",
    INTERVAL_30m = "30m",
    INTERVAL_1h = "1h",
    INTERVAL_2h = "2h",
    INTERVAL_4h = "4h",
    INTERVAL_6h = "6h",
    INTERVAL_8h = "8h",
    INTERVAL_12h = "12h",
    INTERVAL_1d = "1d",
    INTERVAL_3d = "3d",
    INTERVAL_1w = "1w",
    INTERVAL_1M = "1M"
}
declare enum KlineCandlestickDataIntervalEnum {
    INTERVAL_1m = "1m",
    INTERVAL_3m = "3m",
    INTERVAL_5m = "5m",
    INTERVAL_15m = "15m",
    INTERVAL_30m = "30m",
    INTERVAL_1h = "1h",
    INTERVAL_2h = "2h",
    INTERVAL_4h = "4h",
    INTERVAL_6h = "6h",
    INTERVAL_8h = "8h",
    INTERVAL_12h = "12h",
    INTERVAL_1d = "1d",
    INTERVAL_3d = "3d",
    INTERVAL_1w = "1w",
    INTERVAL_1M = "1M"
}
declare enum LongShortRatioPeriodEnum {
    PERIOD_5m = "5m",
    PERIOD_15m = "15m",
    PERIOD_30m = "30m",
    PERIOD_1h = "1h",
    PERIOD_2h = "2h",
    PERIOD_4h = "4h",
    PERIOD_6h = "6h",
    PERIOD_12h = "12h",
    PERIOD_1d = "1d"
}
declare enum MarkPriceKlineCandlestickDataIntervalEnum {
    INTERVAL_1m = "1m",
    INTERVAL_3m = "3m",
    INTERVAL_5m = "5m",
    INTERVAL_15m = "15m",
    INTERVAL_30m = "30m",
    INTERVAL_1h = "1h",
    INTERVAL_2h = "2h",
    INTERVAL_4h = "4h",
    INTERVAL_6h = "6h",
    INTERVAL_8h = "8h",
    INTERVAL_12h = "12h",
    INTERVAL_1d = "1d",
    INTERVAL_3d = "3d",
    INTERVAL_1w = "1w",
    INTERVAL_1M = "1M"
}
declare enum OpenInterestStatisticsPeriodEnum {
    PERIOD_5m = "5m",
    PERIOD_15m = "15m",
    PERIOD_30m = "30m",
    PERIOD_1h = "1h",
    PERIOD_2h = "2h",
    PERIOD_4h = "4h",
    PERIOD_6h = "6h",
    PERIOD_12h = "12h",
    PERIOD_1d = "1d"
}
declare enum PremiumIndexKlineDataIntervalEnum {
    INTERVAL_1m = "1m",
    INTERVAL_3m = "3m",
    INTERVAL_5m = "5m",
    INTERVAL_15m = "15m",
    INTERVAL_30m = "30m",
    INTERVAL_1h = "1h",
    INTERVAL_2h = "2h",
    INTERVAL_4h = "4h",
    INTERVAL_6h = "6h",
    INTERVAL_8h = "8h",
    INTERVAL_12h = "12h",
    INTERVAL_1d = "1d",
    INTERVAL_3d = "3d",
    INTERVAL_1w = "1w",
    INTERVAL_1M = "1M"
}
declare enum TakerBuySellVolumePeriodEnum {
    PERIOD_5m = "5m",
    PERIOD_15m = "15m",
    PERIOD_30m = "30m",
    PERIOD_1h = "1h",
    PERIOD_2h = "2h",
    PERIOD_4h = "4h",
    PERIOD_6h = "6h",
    PERIOD_12h = "12h",
    PERIOD_1d = "1d"
}
declare enum TopTraderLongShortRatioAccountsPeriodEnum {
    PERIOD_5m = "5m",
    PERIOD_15m = "15m",
    PERIOD_30m = "30m",
    PERIOD_1h = "1h",
    PERIOD_2h = "2h",
    PERIOD_4h = "4h",
    PERIOD_6h = "6h",
    PERIOD_12h = "12h",
    PERIOD_1d = "1d"
}
declare enum TopTraderLongShortRatioPositionsPeriodEnum {
    PERIOD_5m = "5m",
    PERIOD_15m = "15m",
    PERIOD_30m = "30m",
    PERIOD_1h = "1h",
    PERIOD_2h = "2h",
    PERIOD_4h = "4h",
    PERIOD_6h = "6h",
    PERIOD_12h = "12h",
    PERIOD_1d = "1d"
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * PortfolioMarginEndpointsApi - interface
 * @interface PortfolioMarginEndpointsApi
 */
interface PortfolioMarginEndpointsApiInterface {
    /**
     * Get Classic Portfolio Margin current account information.
     *
     *
     * maxWithdrawAmount is for asset transfer out to the spot wallet.
     *
     * Weight: 5
     *
     * @summary Classic Portfolio Margin Account Information (USER_DATA)
     * @param {ClassicPortfolioMarginAccountInformationRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof PortfolioMarginEndpointsApiInterface
     */
    classicPortfolioMarginAccountInformation(requestParameters: ClassicPortfolioMarginAccountInformationRequest): Promise<RestApiResponse<ClassicPortfolioMarginAccountInformationResponse>>;
}
/**
 * Request parameters for classicPortfolioMarginAccountInformation operation in PortfolioMarginEndpointsApi.
 * @interface ClassicPortfolioMarginAccountInformationRequest
 */
interface ClassicPortfolioMarginAccountInformationRequest {
    /**
     *
     * @type {string}
     * @memberof PortfolioMarginEndpointsApiClassicPortfolioMarginAccountInformation
     */
    readonly asset: string;
    /**
     *
     * @type {number}
     * @memberof PortfolioMarginEndpointsApiClassicPortfolioMarginAccountInformation
     */
    readonly recvWindow?: number;
}
/**
 * PortfolioMarginEndpointsApi - object-oriented interface
 * @class PortfolioMarginEndpointsApi
 */
declare class PortfolioMarginEndpointsApi implements PortfolioMarginEndpointsApiInterface {
    private readonly configuration;
    private localVarAxiosParamCreator;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Get Classic Portfolio Margin current account information.
     *
     *
     * maxWithdrawAmount is for asset transfer out to the spot wallet.
     *
     * Weight: 5
     *
     * @summary Classic Portfolio Margin Account Information (USER_DATA)
     * @param {ClassicPortfolioMarginAccountInformationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ClassicPortfolioMarginAccountInformationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof PortfolioMarginEndpointsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/portfolio-margin-endpoints/Classic-Portfolio-Margin-Account-Information Binance API Documentation}
     */
    classicPortfolioMarginAccountInformation(requestParameters: ClassicPortfolioMarginAccountInformationRequest): Promise<RestApiResponse<ClassicPortfolioMarginAccountInformationResponse>>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * TradeApi - interface
 * @interface TradeApi
 */
interface TradeApiInterface$1 {
    /**
     * Get trades for a specific account and symbol.
     *
     * If `startTime` and `endTime` are both not sent, then the last 7 days' data will be returned.
     * The time between `startTime` and `endTime` cannot be longer than 7 days.
     * The parameter `fromId` cannot be sent with `startTime` or `endTime`.
     * Only support querying trade in the past 6 months
     *
     * Weight: 5
     *
     * @summary Account Trade List (USER_DATA)
     * @param {AccountTradeListRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    accountTradeList(requestParameters: AccountTradeListRequest): Promise<RestApiResponse<AccountTradeListResponse>>;
    /**
     * Get all account orders; active, canceled, or filled.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * If `orderId` is set, it will get orders >= that `orderId`. Otherwise most recent orders are returned.
     * The query time period must be less then 7 days( default as the recent 7 days).
     *
     * Weight: 5
     *
     * @summary All Orders (USER_DATA)
     * @param {AllOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    allOrders(requestParameters: AllOrdersRequest): Promise<RestApiResponse<AllOrdersResponse>>;
    /**
     * Cancel all open orders of the specified symbol at the end of the specified countdown.
     * The endpoint should be called repeatedly as heartbeats so that the existing countdown time can be canceled and replaced by a new one.
     *
     * Example usage:
     * Call this endpoint at 30s intervals with an countdownTime of 120000 (120s).
     * If this endpoint is not called within 120 seconds, all your orders of the specified symbol will be automatically canceled.
     * If this endpoint is called with an countdownTime of 0, the countdown timer will be stopped.
     *
     * The system will check all countdowns **approximately every 10 milliseconds**, so please note that sufficient redundancy should be considered when using this function. We do not recommend setting the countdown time to be too precise or too small.
     *
     * Weight: 10
     *
     * @summary Auto-Cancel All Open Orders (TRADE)
     * @param {AutoCancelAllOpenOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    autoCancelAllOpenOrders(requestParameters: AutoCancelAllOpenOrdersRequest): Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>;
    /**
     * Cancel All Open Orders
     *
     * Weight: 1
     *
     * @summary Cancel All Open Orders (TRADE)
     * @param {CancelAllOpenOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    cancelAllOpenOrders(requestParameters: CancelAllOpenOrdersRequest): Promise<RestApiResponse<CancelAllOpenOrdersResponse>>;
    /**
     * Cancel Multiple Orders
     *
     * Either `orderIdList` or `origClientOrderIdList ` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Multiple Orders (TRADE)
     * @param {CancelMultipleOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    cancelMultipleOrders(requestParameters: CancelMultipleOrdersRequest): Promise<RestApiResponse<CancelMultipleOrdersResponse>>;
    /**
     * Cancel an active order.
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Order (TRADE)
     * @param {CancelOrderRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    cancelOrder(requestParameters: CancelOrderRequest$1): Promise<RestApiResponse<CancelOrderResponse$1>>;
    /**
     * Change user's initial leverage of specific symbol market.
     *
     * Weight: 1
     *
     * @summary Change Initial Leverage(TRADE)
     * @param {ChangeInitialLeverageRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    changeInitialLeverage(requestParameters: ChangeInitialLeverageRequest): Promise<RestApiResponse<ChangeInitialLeverageResponse>>;
    /**
     * Change symbol level margin type
     *
     * Weight: 1
     *
     * @summary Change Margin Type(TRADE)
     * @param {ChangeMarginTypeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    changeMarginType(requestParameters: ChangeMarginTypeRequest): Promise<RestApiResponse<ChangeMarginTypeResponse>>;
    /**
     * Change user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on ***Every symbol***
     *
     * Weight: 1
     *
     * @summary Change Multi-Assets Mode (TRADE)
     * @param {ChangeMultiAssetsModeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    changeMultiAssetsMode(requestParameters: ChangeMultiAssetsModeRequest): Promise<RestApiResponse<ChangeMultiAssetsModeResponse>>;
    /**
     * Change user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
     *
     * Weight: 1
     *
     * @summary Change Position Mode(TRADE)
     * @param {ChangePositionModeRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    changePositionMode(requestParameters: ChangePositionModeRequest): Promise<RestApiResponse<ChangePositionModeResponse>>;
    /**
     * Get all open orders on a symbol.
     *
     * If the symbol is not sent, orders for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol; 40 when the symbol parameter is omitted
     * Careful when accessing this with no symbol.
     *
     * @summary Current All Open Orders (USER_DATA)
     * @param {CurrentAllOpenOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    currentAllOpenOrders(requestParameters?: CurrentAllOpenOrdersRequest): Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>;
    /**
     * Get order modification history
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Order modify history longer than 3 month is not avaliable
     *
     * Weight: 1
     *
     * @summary Get Order Modify History (USER_DATA)
     * @param {GetOrderModifyHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    getOrderModifyHistory(requestParameters: GetOrderModifyHistoryRequest): Promise<RestApiResponse<GetOrderModifyHistoryResponse>>;
    /**
     * Get Position Margin Change History
     *
     * Support querying future histories that are not older than 30 days
     * The time between `startTime` and `endTime`can't be more than 30 days
     *
     * Weight: 1
     *
     * @summary Get Position Margin Change History (TRADE)
     * @param {GetPositionMarginChangeHistoryRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    getPositionMarginChangeHistory(requestParameters: GetPositionMarginChangeHistoryRequest): Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>;
    /**
     * Modify Isolated Position Margin
     *
     *
     * Only for isolated symbol
     *
     * Weight: 1
     *
     * @summary Modify Isolated Position Margin(TRADE)
     * @param {ModifyIsolatedPositionMarginRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    modifyIsolatedPositionMargin(requestParameters: ModifyIsolatedPositionMarginRequest): Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>;
    /**
     * Modify Multiple Orders (TRADE)
     *
     * Parameter rules are same with `Modify Order`
     * Batch modify orders are processed concurrently, and the order of matching is not guaranteed.
     * The order of returned contents for batch modify orders is the same as the order of the order list.
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 5 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 5 on IP rate limit(x-mbx-used-weight-1m);
     *
     * @summary Modify Multiple Orders(TRADE)
     * @param {ModifyMultipleOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    modifyMultipleOrders(requestParameters: ModifyMultipleOrdersRequest): Promise<RestApiResponse<ModifyMultipleOrdersResponse>>;
    /**
     * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
     *
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Both `quantity` and `price` must be sent, which is different from dapi modify order endpoint.
     * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
     * However the order will be cancelled by the amendment in the following situations:
     * when the order is in partially filled status and the new `quantity` <= `executedQty`
     * When the order is `GTX` and the new price will cause it to be executed immediately
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 1 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary Modify Order (TRADE)
     * @param {ModifyOrderRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    modifyOrder(requestParameters: ModifyOrderRequest$1): Promise<RestApiResponse<ModifyOrderResponse$1>>;
    /**
     * Send in a new order.
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
     * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 0 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary New Order(TRADE)
     * @param {NewOrderRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    newOrder(requestParameters: NewOrderRequest$1): Promise<RestApiResponse<NewOrderResponse$1>>;
    /**
     * Place Multiple Orders
     *
     * Paremeter rules are same with `New Order`
     * Batch orders are processed concurrently, and the order of matching is not guaranteed.
     * The order of returned contents for batch orders is the same as the order of the order list.
     *
     * Weight: 5 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 5 on IP rate limit(x-mbx-used-weight-1m);
     *
     * @summary Place Multiple Orders(TRADE)
     * @param {PlaceMultipleOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    placeMultipleOrders(requestParameters: PlaceMultipleOrdersRequest): Promise<RestApiResponse<PlaceMultipleOrdersResponse>>;
    /**
     * Position ADL Quantile Estimation
     *
     * Values update every 30s.
     * Values 0, 1, 2, 3, 4 shows the queue position and possibility of ADL from low to high.
     * For positions of the symbol are in One-way Mode or isolated margined in Hedge Mode, "LONG", "SHORT", and "BOTH" will be returned to show the positions' adl quantiles of different position sides.
     * If the positions of the symbol are crossed margined in Hedge Mode:
     * "HEDGE" as a sign will be returned instead of "BOTH";
     * A same value caculated on unrealized pnls on long and short sides' positions will be shown for "LONG" and "SHORT" when there are positions in both of long and short sides.
     *
     * Weight: 5
     *
     * @summary Position ADL Quantile Estimation(USER_DATA)
     * @param {PositionAdlQuantileEstimationRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    positionAdlQuantileEstimation(requestParameters?: PositionAdlQuantileEstimationRequest): Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>;
    /**
     * Get current position information.
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V2 (USER_DATA)
     * @param {PositionInformationV2Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    positionInformationV2(requestParameters?: PositionInformationV2Request$1): Promise<RestApiResponse<PositionInformationV2Response$1>>;
    /**
     * Get current position information(only symbol that has position or open orders will be returned).
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V3 (USER_DATA)
     * @param {PositionInformationV3Request} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    positionInformationV3(requestParameters?: PositionInformationV3Request): Promise<RestApiResponse<PositionInformationV3Response>>;
    /**
     * Query open order
     *
     *
     * Either`orderId` or `origClientOrderId` must be sent
     * If the queried order has been filled or cancelled, the error message "Order does not exist" will be returned.
     *
     * Weight: 1
     *
     * @summary Query Current Open Order (USER_DATA)
     * @param {QueryCurrentOpenOrderRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    queryCurrentOpenOrder(requestParameters: QueryCurrentOpenOrderRequest): Promise<RestApiResponse<QueryCurrentOpenOrderResponse>>;
    /**
     * Check an order's status.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     * `orderId` is self-increment for each specific `symbol`
     *
     * Weight: 1
     *
     * @summary Query Order (USER_DATA)
     * @param {QueryOrderRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    queryOrder(requestParameters: QueryOrderRequest$1): Promise<RestApiResponse<QueryOrderResponse$1>>;
    /**
     * Testing order request, this order will not be submitted to matching engine
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
     * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
     *
     * Weight: 0
     *
     * @summary Test Order(TRADE)
     * @param {TestOrderRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    testOrder(requestParameters: TestOrderRequest): Promise<RestApiResponse<TestOrderResponse>>;
    /**
     * Query user's Force Orders
     *
     * If "autoCloseType" is not sent, orders with both of the types will be returned
     * If "startTime" is not sent, data within 7 days before "endTime" can be queried
     *
     * Weight: 20 with symbol, 50 without symbol
     *
     * @summary User\'s Force Orders (USER_DATA)
     * @param {UsersForceOrdersRequest} requestParameters Request parameters.
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApiInterface
     */
    usersForceOrders(requestParameters?: UsersForceOrdersRequest): Promise<RestApiResponse<UsersForceOrdersResponse>>;
}
/**
 * Request parameters for accountTradeList operation in TradeApi.
 * @interface AccountTradeListRequest
 */
interface AccountTradeListRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiAccountTradeList
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiAccountTradeList
     */
    readonly orderId?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAccountTradeList
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAccountTradeList
     */
    readonly endTime?: number;
    /**
     * ID to get aggregate trades from INCLUSIVE.
     * @type {number}
     * @memberof TradeApiAccountTradeList
     */
    readonly fromId?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof TradeApiAccountTradeList
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAccountTradeList
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for allOrders operation in TradeApi.
 * @interface AllOrdersRequest
 */
interface AllOrdersRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiAllOrders
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiAllOrders
     */
    readonly orderId?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAllOrders
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAllOrders
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof TradeApiAllOrders
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAllOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for autoCancelAllOpenOrders operation in TradeApi.
 * @interface AutoCancelAllOpenOrdersRequest
 */
interface AutoCancelAllOpenOrdersRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiAutoCancelAllOpenOrders
     */
    readonly symbol: string;
    /**
     * countdown time, 1000 for 1 second. 0 to cancel the timer
     * @type {number}
     * @memberof TradeApiAutoCancelAllOpenOrders
     */
    readonly countdownTime: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiAutoCancelAllOpenOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for cancelAllOpenOrders operation in TradeApi.
 * @interface CancelAllOpenOrdersRequest
 */
interface CancelAllOpenOrdersRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiCancelAllOpenOrders
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiCancelAllOpenOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for cancelMultipleOrders operation in TradeApi.
 * @interface CancelMultipleOrdersRequest
 */
interface CancelMultipleOrdersRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiCancelMultipleOrders
     */
    readonly symbol: string;
    /**
     * max length 10 <br /> e.g. [1234567,2345678]
     * @type {Array<number>}
     * @memberof TradeApiCancelMultipleOrders
     */
    readonly orderIdList?: Array<number>;
    /**
     * max length 10<br /> e.g. ["my_id_1","my_id_2"], encode the double quotes. No space after comma.
     * @type {Array<string>}
     * @memberof TradeApiCancelMultipleOrders
     */
    readonly origClientOrderIdList?: Array<string>;
    /**
     *
     * @type {number}
     * @memberof TradeApiCancelMultipleOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for cancelOrder operation in TradeApi.
 * @interface CancelOrderRequest
 */
interface CancelOrderRequest$1 {
    /**
     *
     * @type {string}
     * @memberof TradeApiCancelOrder
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiCancelOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiCancelOrder
     */
    readonly origClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiCancelOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for changeInitialLeverage operation in TradeApi.
 * @interface ChangeInitialLeverageRequest
 */
interface ChangeInitialLeverageRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiChangeInitialLeverage
     */
    readonly symbol: string;
    /**
     * target initial leverage: int from 1 to 125
     * @type {number}
     * @memberof TradeApiChangeInitialLeverage
     */
    readonly leverage: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiChangeInitialLeverage
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for changeMarginType operation in TradeApi.
 * @interface ChangeMarginTypeRequest
 */
interface ChangeMarginTypeRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiChangeMarginType
     */
    readonly symbol: string;
    /**
     * ISOLATED, CROSSED
     * @type {'ISOLATED' | 'CROSSED'}
     * @memberof TradeApiChangeMarginType
     */
    readonly marginType: ChangeMarginTypeMarginTypeEnum;
    /**
     *
     * @type {number}
     * @memberof TradeApiChangeMarginType
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for changeMultiAssetsMode operation in TradeApi.
 * @interface ChangeMultiAssetsModeRequest
 */
interface ChangeMultiAssetsModeRequest {
    /**
     * "true": Multi-Assets Mode; "false": Single-Asset Mode
     * @type {string}
     * @memberof TradeApiChangeMultiAssetsMode
     */
    readonly multiAssetsMargin: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiChangeMultiAssetsMode
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for changePositionMode operation in TradeApi.
 * @interface ChangePositionModeRequest
 */
interface ChangePositionModeRequest {
    /**
     * "true": Hedge Mode; "false": One-way Mode
     * @type {string}
     * @memberof TradeApiChangePositionMode
     */
    readonly dualSidePosition: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiChangePositionMode
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for currentAllOpenOrders operation in TradeApi.
 * @interface CurrentAllOpenOrdersRequest
 */
interface CurrentAllOpenOrdersRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiCurrentAllOpenOrders
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiCurrentAllOpenOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getOrderModifyHistory operation in TradeApi.
 * @interface GetOrderModifyHistoryRequest
 */
interface GetOrderModifyHistoryRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly origClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetOrderModifyHistory
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for getPositionMarginChangeHistory operation in TradeApi.
 * @interface GetPositionMarginChangeHistoryRequest
 */
interface GetPositionMarginChangeHistoryRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiGetPositionMarginChangeHistory
     */
    readonly symbol: string;
    /**
     * 1: Add position margin，2: Reduce position margin
     * @type {number}
     * @memberof TradeApiGetPositionMarginChangeHistory
     */
    readonly type?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetPositionMarginChangeHistory
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetPositionMarginChangeHistory
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof TradeApiGetPositionMarginChangeHistory
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiGetPositionMarginChangeHistory
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for modifyIsolatedPositionMargin operation in TradeApi.
 * @interface ModifyIsolatedPositionMarginRequest
 */
interface ModifyIsolatedPositionMarginRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiModifyIsolatedPositionMargin
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyIsolatedPositionMargin
     */
    readonly amount: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiModifyIsolatedPositionMargin
     */
    readonly type: string;
    /**
     * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent with Hedge Mode.
     * @type {'BOTH' | 'LONG' | 'SHORT'}
     * @memberof TradeApiModifyIsolatedPositionMargin
     */
    readonly positionSide?: ModifyIsolatedPositionMarginPositionSideEnum;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyIsolatedPositionMargin
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for modifyMultipleOrders operation in TradeApi.
 * @interface ModifyMultipleOrdersRequest
 */
interface ModifyMultipleOrdersRequest {
    /**
     * order list. Max 5 orders
     * @type {Array<ModifyMultipleOrdersBatchOrdersParameterInner>}
     * @memberof TradeApiModifyMultipleOrders
     */
    readonly batchOrders: Array<ModifyMultipleOrdersBatchOrdersParameterInner>;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyMultipleOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for modifyOrder operation in TradeApi.
 * @interface ModifyOrderRequest
 */
interface ModifyOrderRequest$1 {
    /**
     *
     * @type {string}
     * @memberof TradeApiModifyOrder
     */
    readonly symbol: string;
    /**
     * `SELL`, `BUY`
     * @type {'BUY' | 'SELL'}
     * @memberof TradeApiModifyOrder
     */
    readonly side: ModifyOrderSideEnum$1;
    /**
     * Order quantity, cannot be sent with `closePosition=true`
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly quantity: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly price: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiModifyOrder
     */
    readonly origClientOrderId?: string;
    /**
     * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
     * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
     * @memberof TradeApiModifyOrder
     */
    readonly priceMatch?: ModifyOrderPriceMatchEnum$1;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for newOrder operation in TradeApi.
 * @interface NewOrderRequest
 */
interface NewOrderRequest$1 {
    /**
     *
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly symbol: string;
    /**
     * `SELL`, `BUY`
     * @type {'BUY' | 'SELL'}
     * @memberof TradeApiNewOrder
     */
    readonly side: NewOrderSideEnum$1;
    /**
     *
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly type: string;
    /**
     * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent with Hedge Mode.
     * @type {'BOTH' | 'LONG' | 'SHORT'}
     * @memberof TradeApiNewOrder
     */
    readonly positionSide?: NewOrderPositionSideEnum$1;
    /**
     *
     * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD'}
     * @memberof TradeApiNewOrder
     */
    readonly timeInForce?: NewOrderTimeInForceEnum$1;
    /**
     * Cannot be sent with `closePosition`=`true`(Close-All)
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly quantity?: number;
    /**
     * "true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly reduceOnly?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly price?: number;
    /**
     * A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: `^[\.A-Z\:/a-z0-9_-]{1,36}$`
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly newClientOrderId?: string;
    /**
     * Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly stopPrice?: number;
    /**
     * `true`, `false`；Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly closePosition?: string;
    /**
     * Used with `TRAILING_STOP_MARKET` orders, default as the latest price(supporting different `workingType`)
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly activationPrice?: number;
    /**
     * Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly callbackRate?: number;
    /**
     * stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
     * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
     * @memberof TradeApiNewOrder
     */
    readonly workingType?: NewOrderWorkingTypeEnum$1;
    /**
     * "TRUE" or "FALSE", default "FALSE". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly priceProtect?: string;
    /**
     * "ACK", "RESULT", default "ACK"
     * @type {'ACK' | 'RESULT'}
     * @memberof TradeApiNewOrder
     */
    readonly newOrderRespType?: NewOrderNewOrderRespTypeEnum$1;
    /**
     * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
     * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
     * @memberof TradeApiNewOrder
     */
    readonly priceMatch?: NewOrderPriceMatchEnum$1;
    /**
     * `NONE`:No STP / `EXPIRE_TAKER`:expire taker order when STP triggers/ `EXPIRE_MAKER`:expire taker order when STP triggers/ `EXPIRE_BOTH`:expire both orders when STP triggers; default `NONE`
     * @type {'EXPIRE_TAKER' | 'EXPIRE_BOTH' | 'EXPIRE_MAKER'}
     * @memberof TradeApiNewOrder
     */
    readonly selfTradePreventionMode?: NewOrderSelfTradePreventionModeEnum$1;
    /**
     * order cancel time for timeInForce `GTD`, mandatory when `timeInforce` set to `GTD`; order the timestamp only retains second-level precision, ms part will be ignored; The goodTillDate timestamp must be greater than the current time plus 600 seconds and smaller than 253402300799000
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for placeMultipleOrders operation in TradeApi.
 * @interface PlaceMultipleOrdersRequest
 */
interface PlaceMultipleOrdersRequest {
    /**
     * order list. Max 5 orders
     * @type {Array<PlaceMultipleOrdersBatchOrdersParameterInner>}
     * @memberof TradeApiPlaceMultipleOrders
     */
    readonly batchOrders: Array<PlaceMultipleOrdersBatchOrdersParameterInner>;
    /**
     *
     * @type {number}
     * @memberof TradeApiPlaceMultipleOrders
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for positionAdlQuantileEstimation operation in TradeApi.
 * @interface PositionAdlQuantileEstimationRequest
 */
interface PositionAdlQuantileEstimationRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiPositionAdlQuantileEstimation
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiPositionAdlQuantileEstimation
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for positionInformationV2 operation in TradeApi.
 * @interface PositionInformationV2Request
 */
interface PositionInformationV2Request$1 {
    /**
     *
     * @type {string}
     * @memberof TradeApiPositionInformationV2
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiPositionInformationV2
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for positionInformationV3 operation in TradeApi.
 * @interface PositionInformationV3Request
 */
interface PositionInformationV3Request {
    /**
     *
     * @type {string}
     * @memberof TradeApiPositionInformationV3
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiPositionInformationV3
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for queryCurrentOpenOrder operation in TradeApi.
 * @interface QueryCurrentOpenOrderRequest
 */
interface QueryCurrentOpenOrderRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiQueryCurrentOpenOrder
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiQueryCurrentOpenOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiQueryCurrentOpenOrder
     */
    readonly origClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiQueryCurrentOpenOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for queryOrder operation in TradeApi.
 * @interface QueryOrderRequest
 */
interface QueryOrderRequest$1 {
    /**
     *
     * @type {string}
     * @memberof TradeApiQueryOrder
     */
    readonly symbol: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiQueryOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiQueryOrder
     */
    readonly origClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiQueryOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for testOrder operation in TradeApi.
 * @interface TestOrderRequest
 */
interface TestOrderRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiTestOrder
     */
    readonly symbol: string;
    /**
     * `SELL`, `BUY`
     * @type {'BUY' | 'SELL'}
     * @memberof TradeApiTestOrder
     */
    readonly side: TestOrderSideEnum;
    /**
     *
     * @type {string}
     * @memberof TradeApiTestOrder
     */
    readonly type: string;
    /**
     * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent with Hedge Mode.
     * @type {'BOTH' | 'LONG' | 'SHORT'}
     * @memberof TradeApiTestOrder
     */
    readonly positionSide?: TestOrderPositionSideEnum;
    /**
     *
     * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD'}
     * @memberof TradeApiTestOrder
     */
    readonly timeInForce?: TestOrderTimeInForceEnum;
    /**
     * Cannot be sent with `closePosition`=`true`(Close-All)
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly quantity?: number;
    /**
     * "true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`
     * @type {string}
     * @memberof TradeApiTestOrder
     */
    readonly reduceOnly?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly price?: number;
    /**
     * A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: `^[\.A-Z\:/a-z0-9_-]{1,36}$`
     * @type {string}
     * @memberof TradeApiTestOrder
     */
    readonly newClientOrderId?: string;
    /**
     * Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly stopPrice?: number;
    /**
     * `true`, `false`；Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
     * @type {string}
     * @memberof TradeApiTestOrder
     */
    readonly closePosition?: string;
    /**
     * Used with `TRAILING_STOP_MARKET` orders, default as the latest price(supporting different `workingType`)
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly activationPrice?: number;
    /**
     * Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly callbackRate?: number;
    /**
     * stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
     * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
     * @memberof TradeApiTestOrder
     */
    readonly workingType?: TestOrderWorkingTypeEnum;
    /**
     * "TRUE" or "FALSE", default "FALSE". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
     * @type {string}
     * @memberof TradeApiTestOrder
     */
    readonly priceProtect?: string;
    /**
     * "ACK", "RESULT", default "ACK"
     * @type {'ACK' | 'RESULT'}
     * @memberof TradeApiTestOrder
     */
    readonly newOrderRespType?: TestOrderNewOrderRespTypeEnum;
    /**
     * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
     * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
     * @memberof TradeApiTestOrder
     */
    readonly priceMatch?: TestOrderPriceMatchEnum;
    /**
     * `NONE`:No STP / `EXPIRE_TAKER`:expire taker order when STP triggers/ `EXPIRE_MAKER`:expire taker order when STP triggers/ `EXPIRE_BOTH`:expire both orders when STP triggers; default `NONE`
     * @type {'EXPIRE_TAKER' | 'EXPIRE_BOTH' | 'EXPIRE_MAKER'}
     * @memberof TradeApiTestOrder
     */
    readonly selfTradePreventionMode?: TestOrderSelfTradePreventionModeEnum;
    /**
     * order cancel time for timeInForce `GTD`, mandatory when `timeInforce` set to `GTD`; order the timestamp only retains second-level precision, ms part will be ignored; The goodTillDate timestamp must be greater than the current time plus 600 seconds and smaller than 253402300799000
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiTestOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for usersForceOrders operation in TradeApi.
 * @interface UsersForceOrdersRequest
 */
interface UsersForceOrdersRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiUsersForceOrders
     */
    readonly symbol?: string;
    /**
     * "LIQUIDATION" for liquidation orders, "ADL" for ADL orders.
     * @type {'LIQUIDATION' | 'ADL'}
     * @memberof TradeApiUsersForceOrders
     */
    readonly autoCloseType?: UsersForceOrdersAutoCloseTypeEnum;
    /**
     *
     * @type {number}
     * @memberof TradeApiUsersForceOrders
     */
    readonly startTime?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiUsersForceOrders
     */
    readonly endTime?: number;
    /**
     * Default 100; max 1000
     * @type {number}
     * @memberof TradeApiUsersForceOrders
     */
    readonly limit?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiUsersForceOrders
     */
    readonly recvWindow?: number;
}
/**
 * TradeApi - object-oriented interface
 * @class TradeApi
 */
declare class TradeApi$1 implements TradeApiInterface$1 {
    private readonly configuration;
    private localVarAxiosParamCreator;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Get trades for a specific account and symbol.
     *
     * If `startTime` and `endTime` are both not sent, then the last 7 days' data will be returned.
     * The time between `startTime` and `endTime` cannot be longer than 7 days.
     * The parameter `fromId` cannot be sent with `startTime` or `endTime`.
     * Only support querying trade in the past 6 months
     *
     * Weight: 5
     *
     * @summary Account Trade List (USER_DATA)
     * @param {AccountTradeListRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AccountTradeListResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Account-Trade-List Binance API Documentation}
     */
    accountTradeList(requestParameters: AccountTradeListRequest): Promise<RestApiResponse<AccountTradeListResponse>>;
    /**
     * Get all account orders; active, canceled, or filled.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * If `orderId` is set, it will get orders >= that `orderId`. Otherwise most recent orders are returned.
     * The query time period must be less then 7 days( default as the recent 7 days).
     *
     * Weight: 5
     *
     * @summary All Orders (USER_DATA)
     * @param {AllOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AllOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/All-Orders Binance API Documentation}
     */
    allOrders(requestParameters: AllOrdersRequest): Promise<RestApiResponse<AllOrdersResponse>>;
    /**
     * Cancel all open orders of the specified symbol at the end of the specified countdown.
     * The endpoint should be called repeatedly as heartbeats so that the existing countdown time can be canceled and replaced by a new one.
     *
     * Example usage:
     * Call this endpoint at 30s intervals with an countdownTime of 120000 (120s).
     * If this endpoint is not called within 120 seconds, all your orders of the specified symbol will be automatically canceled.
     * If this endpoint is called with an countdownTime of 0, the countdown timer will be stopped.
     *
     * The system will check all countdowns **approximately every 10 milliseconds**, so please note that sufficient redundancy should be considered when using this function. We do not recommend setting the countdown time to be too precise or too small.
     *
     * Weight: 10
     *
     * @summary Auto-Cancel All Open Orders (TRADE)
     * @param {AutoCancelAllOpenOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Auto-Cancel-All-Open-Orders Binance API Documentation}
     */
    autoCancelAllOpenOrders(requestParameters: AutoCancelAllOpenOrdersRequest): Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>;
    /**
     * Cancel All Open Orders
     *
     * Weight: 1
     *
     * @summary Cancel All Open Orders (TRADE)
     * @param {CancelAllOpenOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CancelAllOpenOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Open-Orders Binance API Documentation}
     */
    cancelAllOpenOrders(requestParameters: CancelAllOpenOrdersRequest): Promise<RestApiResponse<CancelAllOpenOrdersResponse>>;
    /**
     * Cancel Multiple Orders
     *
     * Either `orderIdList` or `origClientOrderIdList ` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Multiple Orders (TRADE)
     * @param {CancelMultipleOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CancelMultipleOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Multiple-Orders Binance API Documentation}
     */
    cancelMultipleOrders(requestParameters: CancelMultipleOrdersRequest): Promise<RestApiResponse<CancelMultipleOrdersResponse>>;
    /**
     * Cancel an active order.
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Order (TRADE)
     * @param {CancelOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CancelOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Order Binance API Documentation}
     */
    cancelOrder(requestParameters: CancelOrderRequest$1): Promise<RestApiResponse<CancelOrderResponse$1>>;
    /**
     * Change user's initial leverage of specific symbol market.
     *
     * Weight: 1
     *
     * @summary Change Initial Leverage(TRADE)
     * @param {ChangeInitialLeverageRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangeInitialLeverageResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Initial-Leverage Binance API Documentation}
     */
    changeInitialLeverage(requestParameters: ChangeInitialLeverageRequest): Promise<RestApiResponse<ChangeInitialLeverageResponse>>;
    /**
     * Change symbol level margin type
     *
     * Weight: 1
     *
     * @summary Change Margin Type(TRADE)
     * @param {ChangeMarginTypeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangeMarginTypeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Margin-Type Binance API Documentation}
     */
    changeMarginType(requestParameters: ChangeMarginTypeRequest): Promise<RestApiResponse<ChangeMarginTypeResponse>>;
    /**
     * Change user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on ***Every symbol***
     *
     * Weight: 1
     *
     * @summary Change Multi-Assets Mode (TRADE)
     * @param {ChangeMultiAssetsModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangeMultiAssetsModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Multi-Assets-Mode Binance API Documentation}
     */
    changeMultiAssetsMode(requestParameters: ChangeMultiAssetsModeRequest): Promise<RestApiResponse<ChangeMultiAssetsModeResponse>>;
    /**
     * Change user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
     *
     * Weight: 1
     *
     * @summary Change Position Mode(TRADE)
     * @param {ChangePositionModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangePositionModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Position-Mode Binance API Documentation}
     */
    changePositionMode(requestParameters: ChangePositionModeRequest): Promise<RestApiResponse<ChangePositionModeResponse>>;
    /**
     * Get all open orders on a symbol.
     *
     * If the symbol is not sent, orders for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol; 40 when the symbol parameter is omitted
     * Careful when accessing this with no symbol.
     *
     * @summary Current All Open Orders (USER_DATA)
     * @param {CurrentAllOpenOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Open-Orders Binance API Documentation}
     */
    currentAllOpenOrders(requestParameters?: CurrentAllOpenOrdersRequest): Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>;
    /**
     * Get order modification history
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Order modify history longer than 3 month is not avaliable
     *
     * Weight: 1
     *
     * @summary Get Order Modify History (USER_DATA)
     * @param {GetOrderModifyHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetOrderModifyHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Get-Order-Modify-History Binance API Documentation}
     */
    getOrderModifyHistory(requestParameters: GetOrderModifyHistoryRequest): Promise<RestApiResponse<GetOrderModifyHistoryResponse>>;
    /**
     * Get Position Margin Change History
     *
     * Support querying future histories that are not older than 30 days
     * The time between `startTime` and `endTime`can't be more than 30 days
     *
     * Weight: 1
     *
     * @summary Get Position Margin Change History (TRADE)
     * @param {GetPositionMarginChangeHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Get-Position-Margin-Change-History Binance API Documentation}
     */
    getPositionMarginChangeHistory(requestParameters: GetPositionMarginChangeHistoryRequest): Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>;
    /**
     * Modify Isolated Position Margin
     *
     *
     * Only for isolated symbol
     *
     * Weight: 1
     *
     * @summary Modify Isolated Position Margin(TRADE)
     * @param {ModifyIsolatedPositionMarginRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Isolated-Position-Margin Binance API Documentation}
     */
    modifyIsolatedPositionMargin(requestParameters: ModifyIsolatedPositionMarginRequest): Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>;
    /**
     * Modify Multiple Orders (TRADE)
     *
     * Parameter rules are same with `Modify Order`
     * Batch modify orders are processed concurrently, and the order of matching is not guaranteed.
     * The order of returned contents for batch modify orders is the same as the order of the order list.
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 5 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 5 on IP rate limit(x-mbx-used-weight-1m);
     *
     * @summary Modify Multiple Orders(TRADE)
     * @param {ModifyMultipleOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ModifyMultipleOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Multiple-Orders Binance API Documentation}
     */
    modifyMultipleOrders(requestParameters: ModifyMultipleOrdersRequest): Promise<RestApiResponse<ModifyMultipleOrdersResponse>>;
    /**
     * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
     *
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Both `quantity` and `price` must be sent, which is different from dapi modify order endpoint.
     * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
     * However the order will be cancelled by the amendment in the following situations:
     * when the order is in partially filled status and the new `quantity` <= `executedQty`
     * When the order is `GTX` and the new price will cause it to be executed immediately
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 1 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary Modify Order (TRADE)
     * @param {ModifyOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ModifyOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Order Binance API Documentation}
     */
    modifyOrder(requestParameters: ModifyOrderRequest$1): Promise<RestApiResponse<ModifyOrderResponse$1>>;
    /**
     * Send in a new order.
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
     * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 0 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary New Order(TRADE)
     * @param {NewOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<NewOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Order Binance API Documentation}
     */
    newOrder(requestParameters: NewOrderRequest$1): Promise<RestApiResponse<NewOrderResponse$1>>;
    /**
     * Place Multiple Orders
     *
     * Paremeter rules are same with `New Order`
     * Batch orders are processed concurrently, and the order of matching is not guaranteed.
     * The order of returned contents for batch orders is the same as the order of the order list.
     *
     * Weight: 5 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 5 on IP rate limit(x-mbx-used-weight-1m);
     *
     * @summary Place Multiple Orders(TRADE)
     * @param {PlaceMultipleOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PlaceMultipleOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Place-Multiple-Orders Binance API Documentation}
     */
    placeMultipleOrders(requestParameters: PlaceMultipleOrdersRequest): Promise<RestApiResponse<PlaceMultipleOrdersResponse>>;
    /**
     * Position ADL Quantile Estimation
     *
     * Values update every 30s.
     * Values 0, 1, 2, 3, 4 shows the queue position and possibility of ADL from low to high.
     * For positions of the symbol are in One-way Mode or isolated margined in Hedge Mode, "LONG", "SHORT", and "BOTH" will be returned to show the positions' adl quantiles of different position sides.
     * If the positions of the symbol are crossed margined in Hedge Mode:
     * "HEDGE" as a sign will be returned instead of "BOTH";
     * A same value caculated on unrealized pnls on long and short sides' positions will be shown for "LONG" and "SHORT" when there are positions in both of long and short sides.
     *
     * Weight: 5
     *
     * @summary Position ADL Quantile Estimation(USER_DATA)
     * @param {PositionAdlQuantileEstimationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-ADL-Quantile-Estimation Binance API Documentation}
     */
    positionAdlQuantileEstimation(requestParameters?: PositionAdlQuantileEstimationRequest): Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>;
    /**
     * Get current position information.
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V2 (USER_DATA)
     * @param {PositionInformationV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PositionInformationV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-Information-V2 Binance API Documentation}
     */
    positionInformationV2(requestParameters?: PositionInformationV2Request$1): Promise<RestApiResponse<PositionInformationV2Response$1>>;
    /**
     * Get current position information(only symbol that has position or open orders will be returned).
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V3 (USER_DATA)
     * @param {PositionInformationV3Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PositionInformationV3Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-Information-V3 Binance API Documentation}
     */
    positionInformationV3(requestParameters?: PositionInformationV3Request): Promise<RestApiResponse<PositionInformationV3Response>>;
    /**
     * Query open order
     *
     *
     * Either`orderId` or `origClientOrderId` must be sent
     * If the queried order has been filled or cancelled, the error message "Order does not exist" will be returned.
     *
     * Weight: 1
     *
     * @summary Query Current Open Order (USER_DATA)
     * @param {QueryCurrentOpenOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryCurrentOpenOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Current-Open-Order Binance API Documentation}
     */
    queryCurrentOpenOrder(requestParameters: QueryCurrentOpenOrderRequest): Promise<RestApiResponse<QueryCurrentOpenOrderResponse>>;
    /**
     * Check an order's status.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     * `orderId` is self-increment for each specific `symbol`
     *
     * Weight: 1
     *
     * @summary Query Order (USER_DATA)
     * @param {QueryOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Order Binance API Documentation}
     */
    queryOrder(requestParameters: QueryOrderRequest$1): Promise<RestApiResponse<QueryOrderResponse$1>>;
    /**
     * Testing order request, this order will not be submitted to matching engine
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
     * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
     *
     * Weight: 0
     *
     * @summary Test Order(TRADE)
     * @param {TestOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TestOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Order-Test Binance API Documentation}
     */
    testOrder(requestParameters: TestOrderRequest): Promise<RestApiResponse<TestOrderResponse>>;
    /**
     * Query user's Force Orders
     *
     * If "autoCloseType" is not sent, orders with both of the types will be returned
     * If "startTime" is not sent, data within 7 days before "endTime" can be queried
     *
     * Weight: 20 with symbol, 50 without symbol
     *
     * @summary User\'s Force Orders (USER_DATA)
     * @param {UsersForceOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<UsersForceOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Users-Force-Orders Binance API Documentation}
     */
    usersForceOrders(requestParameters?: UsersForceOrdersRequest): Promise<RestApiResponse<UsersForceOrdersResponse>>;
}
declare enum ChangeMarginTypeMarginTypeEnum {
    ISOLATED = "ISOLATED",
    CROSSED = "CROSSED"
}
declare enum ModifyIsolatedPositionMarginPositionSideEnum {
    BOTH = "BOTH",
    LONG = "LONG",
    SHORT = "SHORT"
}
declare enum ModifyOrderSideEnum$1 {
    BUY = "BUY",
    SELL = "SELL"
}
declare enum ModifyOrderPriceMatchEnum$1 {
    NONE = "NONE",
    OPPONENT = "OPPONENT",
    OPPONENT_5 = "OPPONENT_5",
    OPPONENT_10 = "OPPONENT_10",
    OPPONENT_20 = "OPPONENT_20",
    QUEUE = "QUEUE",
    QUEUE_5 = "QUEUE_5",
    QUEUE_10 = "QUEUE_10",
    QUEUE_20 = "QUEUE_20"
}
declare enum NewOrderSideEnum$1 {
    BUY = "BUY",
    SELL = "SELL"
}
declare enum NewOrderPositionSideEnum$1 {
    BOTH = "BOTH",
    LONG = "LONG",
    SHORT = "SHORT"
}
declare enum NewOrderTimeInForceEnum$1 {
    GTC = "GTC",
    IOC = "IOC",
    FOK = "FOK",
    GTX = "GTX",
    GTD = "GTD"
}
declare enum NewOrderWorkingTypeEnum$1 {
    MARK_PRICE = "MARK_PRICE",
    CONTRACT_PRICE = "CONTRACT_PRICE"
}
declare enum NewOrderNewOrderRespTypeEnum$1 {
    ACK = "ACK",
    RESULT = "RESULT"
}
declare enum NewOrderPriceMatchEnum$1 {
    NONE = "NONE",
    OPPONENT = "OPPONENT",
    OPPONENT_5 = "OPPONENT_5",
    OPPONENT_10 = "OPPONENT_10",
    OPPONENT_20 = "OPPONENT_20",
    QUEUE = "QUEUE",
    QUEUE_5 = "QUEUE_5",
    QUEUE_10 = "QUEUE_10",
    QUEUE_20 = "QUEUE_20"
}
declare enum NewOrderSelfTradePreventionModeEnum$1 {
    EXPIRE_TAKER = "EXPIRE_TAKER",
    EXPIRE_BOTH = "EXPIRE_BOTH",
    EXPIRE_MAKER = "EXPIRE_MAKER"
}
declare enum TestOrderSideEnum {
    BUY = "BUY",
    SELL = "SELL"
}
declare enum TestOrderPositionSideEnum {
    BOTH = "BOTH",
    LONG = "LONG",
    SHORT = "SHORT"
}
declare enum TestOrderTimeInForceEnum {
    GTC = "GTC",
    IOC = "IOC",
    FOK = "FOK",
    GTX = "GTX",
    GTD = "GTD"
}
declare enum TestOrderWorkingTypeEnum {
    MARK_PRICE = "MARK_PRICE",
    CONTRACT_PRICE = "CONTRACT_PRICE"
}
declare enum TestOrderNewOrderRespTypeEnum {
    ACK = "ACK",
    RESULT = "RESULT"
}
declare enum TestOrderPriceMatchEnum {
    NONE = "NONE",
    OPPONENT = "OPPONENT",
    OPPONENT_5 = "OPPONENT_5",
    OPPONENT_10 = "OPPONENT_10",
    OPPONENT_20 = "OPPONENT_20",
    QUEUE = "QUEUE",
    QUEUE_5 = "QUEUE_5",
    QUEUE_10 = "QUEUE_10",
    QUEUE_20 = "QUEUE_20"
}
declare enum TestOrderSelfTradePreventionModeEnum {
    EXPIRE_TAKER = "EXPIRE_TAKER",
    EXPIRE_BOTH = "EXPIRE_BOTH",
    EXPIRE_MAKER = "EXPIRE_MAKER"
}
declare enum UsersForceOrdersAutoCloseTypeEnum {
    LIQUIDATION = "LIQUIDATION",
    ADL = "ADL"
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * UserDataStreamsApi - interface
 * @interface UserDataStreamsApi
 */
interface UserDataStreamsApiInterface$1 {
    /**
     * Close out a user data stream.
     *
     * Weight: 1
     *
     * @summary Close User Data Stream (USER_STREAM)
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof UserDataStreamsApiInterface
     */
    closeUserDataStream(): Promise<RestApiResponse<void>>;
    /**
     * Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 60 minutes.
     *
     * Weight: 1
     *
     * @summary Keepalive User Data Stream (USER_STREAM)
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof UserDataStreamsApiInterface
     */
    keepaliveUserDataStream(): Promise<RestApiResponse<KeepaliveUserDataStreamResponse$1>>;
    /**
     * Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active `listenKey`, that `listenKey` will be returned and its validity will be extended for 60 minutes.
     *
     * Weight: 1
     *
     * @summary Start User Data Stream (USER_STREAM)
     *
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof UserDataStreamsApiInterface
     */
    startUserDataStream(): Promise<RestApiResponse<StartUserDataStreamResponse$1>>;
}
/**
 * UserDataStreamsApi - object-oriented interface
 * @class UserDataStreamsApi
 */
declare class UserDataStreamsApi$1 implements UserDataStreamsApiInterface$1 {
    private readonly configuration;
    private localVarAxiosParamCreator;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Close out a user data stream.
     *
     * Weight: 1
     *
     * @summary Close User Data Stream (USER_STREAM)
     * @returns {Promise<RestApiResponse<void>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof UserDataStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Close-User-Data-Stream Binance API Documentation}
     */
    closeUserDataStream(): Promise<RestApiResponse<void>>;
    /**
     * Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 60 minutes.
     *
     * Weight: 1
     *
     * @summary Keepalive User Data Stream (USER_STREAM)
     * @returns {Promise<RestApiResponse<KeepaliveUserDataStreamResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof UserDataStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Keepalive-User-Data-Stream Binance API Documentation}
     */
    keepaliveUserDataStream(): Promise<RestApiResponse<KeepaliveUserDataStreamResponse$1>>;
    /**
     * Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active `listenKey`, that `listenKey` will be returned and its validity will be extended for 60 minutes.
     *
     * Weight: 1
     *
     * @summary Start User Data Stream (USER_STREAM)
     * @returns {Promise<RestApiResponse<StartUserDataStreamResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @memberof UserDataStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Start-User-Data-Stream Binance API Documentation}
     */
    startUserDataStream(): Promise<RestApiResponse<StartUserDataStreamResponse$1>>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

declare class RestAPI {
    private configuration;
    private accountApi;
    private convertApi;
    private marketDataApi;
    private portfolioMarginEndpointsApi;
    private tradeApi;
    private userDataStreamsApi;
    constructor(configuration: ConfigurationRestAPI);
    /**
     * Generic function to send a request.
     * @param endpoint - The API endpoint to call.
     * @param method - HTTP method to use (GET, POST, DELETE, etc.).
     * @param params - Query parameters for the request.
     *
     * @returns A promise resolving to the response data object.
     */
    sendRequest<T>(endpoint: string, method: 'GET' | 'POST' | 'DELETE' | 'PUT' | 'PATCH', params?: Record<string, unknown>): Promise<RestApiResponse<T>>;
    /**
     * Generic function to send a signed request.
     * @param endpoint - The API endpoint to call.
     * @param method - HTTP method to use (GET, POST, DELETE, etc.).
     * @param params - Query parameters for the request.
     *
     * @returns A promise resolving to the response data object.
     */
    sendSignedRequest<T>(endpoint: string, method: 'GET' | 'POST' | 'DELETE' | 'PUT' | 'PATCH', params?: Record<string, unknown>): Promise<RestApiResponse<T>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V2(USER_DATA)
     * @param {AccountInformationV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AccountInformationV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Information-V2 Binance API Documentation}
     */
    accountInformationV2(requestParameters?: AccountInformationV2Request$1): Promise<RestApiResponse<AccountInformationV2Response$1>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V3(USER_DATA)
     * @param {AccountInformationV3Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AccountInformationV3Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Information-V3 Binance API Documentation}
     */
    accountInformationV3(requestParameters?: AccountInformationV3Request): Promise<RestApiResponse<AccountInformationV3Response>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V2 (USER_DATA)
     * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesAccountBalanceV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Futures-Account-Balance-V2 Binance API Documentation}
     */
    futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request$1): Promise<RestApiResponse<FuturesAccountBalanceV2Response$1>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V3 (USER_DATA)
     * @param {FuturesAccountBalanceV3Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesAccountBalanceV3Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Futures-Account-Balance-V3 Binance API Documentation}
     */
    futuresAccountBalanceV3(requestParameters?: FuturesAccountBalanceV3Request): Promise<RestApiResponse<FuturesAccountBalanceV3Response>>;
    /**
     * Query account configuration
     *
     * Weight: 5
     *
     * @summary Futures Account Configuration(USER_DATA)
     * @param {FuturesAccountConfigurationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesAccountConfigurationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Account-Config Binance API Documentation}
     */
    futuresAccountConfiguration(requestParameters?: FuturesAccountConfigurationRequest): Promise<RestApiResponse<FuturesAccountConfigurationResponse>>;
    /**
     * Futures trading quantitative rules indicators, for more information on this, please refer to the [Futures Trading Quantitative Rules](https://www.binance.com/en/support/faq/4f462ebe6ff445d4a170be7d9e897272)
     *
     * Weight: - 1 for a single symbol
     * - 10 when the symbol parameter is omitted
     *
     * @summary Futures Trading Quantitative Rules Indicators (USER_DATA)
     * @param {FuturesTradingQuantitativeRulesIndicatorsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<FuturesTradingQuantitativeRulesIndicatorsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Futures-Trading-Quantitative-Rules-Indicators Binance API Documentation}
     */
    futuresTradingQuantitativeRulesIndicators(requestParameters?: FuturesTradingQuantitativeRulesIndicatorsRequest): Promise<RestApiResponse<FuturesTradingQuantitativeRulesIndicatorsResponse>>;
    /**
     * Get user's BNB Fee Discount (Fee Discount On or Fee Discount Off )
     *
     * Weight: 30
     *
     * @summary Get BNB Burn Status (USER_DATA)
     * @param {GetBnbBurnStatusRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetBnbBurnStatusResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-BNB-Burn-Status Binance API Documentation}
     */
    getBnbBurnStatus(requestParameters?: GetBnbBurnStatusRequest): Promise<RestApiResponse<GetBnbBurnStatusResponse>>;
    /**
     * Get user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on ***Every symbol***
     *
     * Weight: 30
     *
     * @summary Get Current Multi-Assets Mode (USER_DATA)
     * @param {GetCurrentMultiAssetsModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetCurrentMultiAssetsModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Current-Multi-Assets-Mode Binance API Documentation}
     */
    getCurrentMultiAssetsMode(requestParameters?: GetCurrentMultiAssetsModeRequest): Promise<RestApiResponse<GetCurrentMultiAssetsModeResponse>>;
    /**
     * Get user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
     *
     * Weight: 30
     *
     * @summary Get Current Position Mode(USER_DATA)
     * @param {GetCurrentPositionModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetCurrentPositionModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Current-Position-Mode Binance API Documentation}
     */
    getCurrentPositionMode(requestParameters?: GetCurrentPositionModeRequest): Promise<RestApiResponse<GetCurrentPositionModeResponse>>;
    /**
     * Get Download Id For Futures Order History
     *
     * Request Limitation is 10 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Order History (USER_DATA)
     * @param {GetDownloadIdForFuturesOrderHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Download-Id-For-Futures-Order-History Binance API Documentation}
     */
    getDownloadIdForFuturesOrderHistory(requestParameters: GetDownloadIdForFuturesOrderHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>;
    /**
     * Get download id for futures trade history
     *
     * Request Limitation is 5 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Trade History (USER_DATA)
     * @param {GetDownloadIdForFuturesTradeHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Download-Id-For-Futures-Trade-History Binance API Documentation}
     */
    getDownloadIdForFuturesTradeHistory(requestParameters: GetDownloadIdForFuturesTradeHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>;
    /**
     * Get download id for futures transaction history
     *
     * Request Limitation is 5 times per month, shared by front end download page and rest api
     * The time between `startTime` and `endTime` can not be longer than 1 year
     *
     * Weight: 1000
     *
     * @summary Get Download Id For Futures Transaction History(USER_DATA)
     * @param {GetDownloadIdForFuturesTransactionHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Download-Id-For-Futures-Transaction-History Binance API Documentation}
     */
    getDownloadIdForFuturesTransactionHistory(requestParameters: GetDownloadIdForFuturesTransactionHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>;
    /**
     * Get futures order history download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Order History Download Link by Id (USER_DATA)
     * @param {GetFuturesOrderHistoryDownloadLinkByIdRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Futures-Order-History-Download-Link-by-Id Binance API Documentation}
     */
    getFuturesOrderHistoryDownloadLinkById(requestParameters: GetFuturesOrderHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>;
    /**
     * Get futures trade download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Trade Download Link by Id(USER_DATA)
     * @param {GetFuturesTradeDownloadLinkByIdRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Futures-Trade-Download-Link-by-Id Binance API Documentation}
     */
    getFuturesTradeDownloadLinkById(requestParameters: GetFuturesTradeDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>;
    /**
     * Get futures transaction history download link by Id
     *
     * Download link expiration: 24h
     *
     * Weight: 10
     *
     * @summary Get Futures Transaction History Download Link by Id (USER_DATA)
     * @param {GetFuturesTransactionHistoryDownloadLinkByIdRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Futures-Transaction-History-Download-Link-by-Id Binance API Documentation}
     */
    getFuturesTransactionHistoryDownloadLinkById(requestParameters: GetFuturesTransactionHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>;
    /**
     * Query income history
     *
     * If neither `startTime` nor `endTime` is sent, the recent 7-day data will be returned.
     * If `incomeType ` is not sent, all kinds of flow will be returned
     * "trandId" is unique in the same incomeType for a user
     * Income history only contains data for the last three months
     *
     * Weight: 30
     *
     * @summary Get Income History (USER_DATA)
     * @param {GetIncomeHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetIncomeHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Get-Income-History Binance API Documentation}
     */
    getIncomeHistory(requestParameters?: GetIncomeHistoryRequest): Promise<RestApiResponse<GetIncomeHistoryResponse>>;
    /**
     * Query user notional and leverage bracket on speicfic symbol
     *
     * Weight: 1
     *
     * @summary Notional and Leverage Brackets (USER_DATA)
     * @param {NotionalAndLeverageBracketsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Notional-and-Leverage-Brackets Binance API Documentation}
     */
    notionalAndLeverageBrackets(requestParameters?: NotionalAndLeverageBracketsRequest): Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>;
    /**
     * Query User Rate Limit
     *
     * Weight: 1
     *
     * @summary Query User Rate Limit (USER_DATA)
     * @param {QueryUserRateLimitRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryUserRateLimitResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Query-Rate-Limit Binance API Documentation}
     */
    queryUserRateLimit(requestParameters?: QueryUserRateLimitRequest): Promise<RestApiResponse<QueryUserRateLimitResponse>>;
    /**
     * Get current account symbol configuration.
     *
     * Weight: 5
     *
     * @summary Symbol Configuration(USER_DATA)
     * @param {SymbolConfigurationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolConfigurationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Symbol-Config Binance API Documentation}
     */
    symbolConfiguration(requestParameters?: SymbolConfigurationRequest): Promise<RestApiResponse<SymbolConfigurationResponse>>;
    /**
     * Change user's BNB Fee Discount (Fee Discount On or Fee Discount Off ) on ***EVERY symbol***
     *
     * Weight: 1
     *
     * @summary Toggle BNB Burn On Futures Trade (TRADE)
     * @param {ToggleBnbBurnOnFuturesTradeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/Toggle-BNB-Burn-On-Futures-Trade Binance API Documentation}
     */
    toggleBnbBurnOnFuturesTrade(requestParameters: ToggleBnbBurnOnFuturesTradeRequest): Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>;
    /**
     * Get User Commission Rate
     *
     * Weight: 20
     *
     * @summary User Commission Rate (USER_DATA)
     * @param {UserCommissionRateRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<UserCommissionRateResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/rest-api/User-Commission-Rate Binance API Documentation}
     */
    userCommissionRate(requestParameters: UserCommissionRateRequest): Promise<RestApiResponse<UserCommissionRateResponse>>;
    /**
     * Accept the offered quote by quote ID.
     *
     * Weight: 200(IP)
     *
     * @summary Accept the offered quote (USER_DATA)
     * @param {AcceptTheOfferedQuoteRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/Accept-Quote Binance API Documentation}
     */
    acceptTheOfferedQuote(requestParameters: AcceptTheOfferedQuoteRequest): Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>;
    /**
     * Query for all convertible token pairs and the tokens’ respective upper/lower limits
     *
     * User needs to supply either or both of the input parameter
     * If not defined for both fromAsset and toAsset, only partial token pairs will be returned
     * Asset BNFCR is only available to convert for MICA region users.
     *
     * Weight: 20(IP)
     *
     * @summary List All Convert Pairs
     * @param {ListAllConvertPairsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ListAllConvertPairsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/ Binance API Documentation}
     */
    listAllConvertPairs(requestParameters?: ListAllConvertPairsRequest): Promise<RestApiResponse<ListAllConvertPairsResponse>>;
    /**
     * Query order status by order ID.
     *
     * Weight: 50(IP)
     *
     * @summary Order status(USER_DATA)
     * @param {OrderStatusRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OrderStatusResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/Order-Status Binance API Documentation}
     */
    orderStatus(requestParameters?: OrderStatusRequest): Promise<RestApiResponse<OrderStatusResponse>>;
    /**
     * Request a quote for the requested token pairs
     *
     * Either fromAmount or toAmount should be sent
     * `quoteId` will be returned only if you have enough funds to convert
     *
     * Weight: 50(IP)
     *
     * @summary Send Quote Request(USER_DATA)
     * @param {SendQuoteRequestRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SendQuoteRequestResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/Send-quote-request Binance API Documentation}
     */
    sendQuoteRequest(requestParameters: SendQuoteRequestRequest): Promise<RestApiResponse<SendQuoteRequestResponse>>;
    /**
     * Query future basis
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     *
     * Weight: 0
     *
     * @summary Basis
     * @param {BasisRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<BasisResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Basis Binance API Documentation}
     */
    basis(requestParameters: BasisRequest): Promise<RestApiResponse<BasisResponse>>;
    /**
     * Test connectivity to the Rest API and get the current server time.
     *
     * Weight: 1
     *
     * @summary Check Server Time
     * @returns {Promise<RestApiResponse<CheckServerTimeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Check-Server-Time Binance API Documentation}
     */
    checkServerTime(): Promise<RestApiResponse<CheckServerTimeResponse>>;
    /**
     * Query composite index symbol information
     *
     * Only for composite index symbols
     *
     * Weight: 1
     *
     * @summary Composite Index Symbol Information
     * @param {CompositeIndexSymbolInformationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Composite-Index-Symbol-Information Binance API Documentation}
     */
    compositeIndexSymbolInformation(requestParameters?: CompositeIndexSymbolInformationRequest): Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>;
    /**
     * Get compressed, aggregate market trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.
     *
     *
     * support querying futures trade histories that are not older than one year
     * If both `startTime` and `endTime` are sent, time between `startTime` and `endTime` must be less than 1 hour.
     * If `fromId`, `startTime`, and `endTime` are not sent, the most recent aggregate trades will be returned.
     * Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
     * Sending both `startTime`/`endTime` and `fromId` might cause response timeout, please send either `fromId` or `startTime`/`endTime`
     *
     * Weight: 20
     *
     * @summary Compressed/Aggregate Trades List
     * @param {CompressedAggregateTradesListRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CompressedAggregateTradesListResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Compressed-Aggregate-Trades-List Binance API Documentation}
     */
    compressedAggregateTradesList(requestParameters: CompressedAggregateTradesListRequest): Promise<RestApiResponse<CompressedAggregateTradesListResponse>>;
    /**
     * Kline/candlestick bars for a specific contract type.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     * Contract type:
     * PERPETUAL
     * CURRENT_QUARTER
     * NEXT_QUARTER
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Continuous Contract Kline/Candlestick Data
     * @param {ContinuousContractKlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Continuous-Contract-Kline-Candlestick-Data Binance API Documentation}
     */
    continuousContractKlineCandlestickData(requestParameters: ContinuousContractKlineCandlestickDataRequest): Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>;
    /**
     * Current exchange trading rules and symbol information
     *
     * Weight: 1
     *
     * @summary Exchange Information
     * @returns {Promise<RestApiResponse<ExchangeInformationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information Binance API Documentation}
     */
    exchangeInformation(): Promise<RestApiResponse<ExchangeInformationResponse>>;
    /**
     * Get Funding Rate History
     *
     *
     * If `startTime` and `endTime` are not sent, the most recent `limit` datas are returned.
     * If the number of data between `startTime` and `endTime` is larger than `limit`, return as `startTime` + `limit`.
     * In ascending order.
     *
     * Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
     *
     * @summary Get Funding Rate History
     * @param {GetFundingRateHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetFundingRateHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History Binance API Documentation}
     */
    getFundingRateHistory(requestParameters?: GetFundingRateHistoryRequest): Promise<RestApiResponse<GetFundingRateHistoryResponse>>;
    /**
     * Query funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment
     *
     * Weight: 0
     * share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
     *
     * @summary Get Funding Rate Info
     * @returns {Promise<RestApiResponse<GetFundingRateInfoResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info Binance API Documentation}
     */
    getFundingRateInfo(): Promise<RestApiResponse<GetFundingRateInfoResponse>>;
    /**
     * Kline/candlestick bars for the index price of a pair.
     * Klines are uniquely identified by their open time.
     *
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Index Price Kline/Candlestick Data
     * @param {IndexPriceKlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<IndexPriceKlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Price-Kline-Candlestick-Data Binance API Documentation}
     */
    indexPriceKlineCandlestickData(requestParameters: IndexPriceKlineCandlestickDataRequest): Promise<RestApiResponse<IndexPriceKlineCandlestickDataResponse>>;
    /**
     * Kline/candlestick bars for a symbol.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Kline/Candlestick Data
     * @param {KlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<KlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Kline-Candlestick-Data Binance API Documentation}
     */
    klineCandlestickData(requestParameters: KlineCandlestickDataRequest): Promise<RestApiResponse<KlineCandlestickDataResponse>>;
    /**
     * Query symbol Long/Short Ratio
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Long/Short Ratio
     * @param {LongShortRatioRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<LongShortRatioResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Long-Short-Ratio Binance API Documentation}
     */
    longShortRatio(requestParameters: LongShortRatioRequest): Promise<RestApiResponse<LongShortRatioResponse>>;
    /**
     * Mark Price and Funding Rate
     *
     * Weight: 1
     *
     * @summary Mark Price
     * @param {MarkPriceRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<MarkPriceResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price Binance API Documentation}
     */
    markPrice(requestParameters?: MarkPriceRequest): Promise<RestApiResponse<MarkPriceResponse>>;
    /**
     * Kline/candlestick bars for the mark price of a symbol.
     * Klines are uniquely identified by their open time.
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Mark Price Kline/Candlestick Data
     * @param {MarkPriceKlineCandlestickDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price-Kline-Candlestick-Data Binance API Documentation}
     */
    markPriceKlineCandlestickData(requestParameters: MarkPriceKlineCandlestickDataRequest): Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>;
    /**
     * asset index for Multi-Assets mode
     *
     * Weight: 1 for a single symbol; 10 when the symbol parameter is omitted
     *
     * @summary Multi-Assets Mode Asset Index
     * @param {MultiAssetsModeAssetIndexRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<MultiAssetsModeAssetIndexResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Multi-Assets-Mode-Asset-Index Binance API Documentation}
     */
    multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest$1): Promise<RestApiResponse<MultiAssetsModeAssetIndexResponse$1>>;
    /**
     * Get older market historical trades.
     *
     * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
     * Only supports data from within the last three months
     *
     * Weight: 20
     *
     * @summary Old Trades Lookup (MARKET_DATA)
     * @param {OldTradesLookupRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OldTradesLookupResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Old-Trades-Lookup Binance API Documentation}
     */
    oldTradesLookup(requestParameters: OldTradesLookupRequest): Promise<RestApiResponse<OldTradesLookupResponse>>;
    /**
     * Get present open interest of a specific symbol.
     *
     * Weight: 1
     *
     * @summary Open Interest
     * @param {OpenInterestRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OpenInterestResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest Binance API Documentation}
     */
    openInterest(requestParameters: OpenInterestRequest): Promise<RestApiResponse<OpenInterestResponse>>;
    /**
     * Open Interest Statistics
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 1 month is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Open Interest Statistics
     * @param {OpenInterestStatisticsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OpenInterestStatisticsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest-Statistics Binance API Documentation}
     */
    openInterestStatistics(requestParameters: OpenInterestStatisticsRequest): Promise<RestApiResponse<OpenInterestStatisticsResponse>>;
    /**
     * Query symbol orderbook
     *
     * Weight: Adjusted based on the limit:
     * | Limit         | Weight |
     * | ------------- | ------ |
     * | 5, 10, 20, 50 | 2      |
     * | 100           | 5      |
     * | 500           | 10     |
     * | 1000          | 20     |
     *
     * @summary Order Book
     * @param {OrderBookRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<OrderBookResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book Binance API Documentation}
     */
    orderBook(requestParameters: OrderBookRequest$1): Promise<RestApiResponse<OrderBookResponse$1>>;
    /**
     * Premium index kline bars of a symbol. Klines are uniquely identified by their open time.
     *
     *
     * If startTime and endTime are not sent, the most recent klines are returned.
     *
     * Weight: based on parameter LIMIT
     * | LIMIT       | weight |
     * | ----------- | ------ |
     * | [1,100)     | 1      |
     * | [100, 500)  | 2      |
     * | [500, 1000] | 5      |
     * | > 1000      | 10     |
     *
     * @summary Premium index Kline Data
     * @param {PremiumIndexKlineDataRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PremiumIndexKlineDataResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Premium-index-Kline-Data Binance API Documentation}
     */
    premiumIndexKlineData(requestParameters: PremiumIndexKlineDataRequest): Promise<RestApiResponse<PremiumIndexKlineDataResponse>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * Weight: 0
     *
     * @summary Quarterly Contract Settlement Price
     * @param {QuarterlyContractSettlementPriceRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Delivery-Price Binance API Documentation}
     */
    quarterlyContractSettlementPrice(requestParameters: QuarterlyContractSettlementPriceRequest): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>;
    /**
     * Query index price constituents
     *
     * Weight: 2
     *
     * @summary Query Index Price Constituents
     * @param {QueryIndexPriceConstituentsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents Binance API Documentation}
     */
    queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
    /**
     * Query Insurance Fund Balance Snapshot
     *
     * Weight: 1
     *
     * @summary Query Insurance Fund Balance Snapshot
     * @param {QueryInsuranceFundBalanceSnapshotRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Query-Insurance-Fund-Balance-Snapshot Binance API Documentation}
     */
    queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
    /**
     * Get recent market trades
     *
     * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
     *
     * Weight: 5
     *
     * @summary Recent Trades List
     * @param {RecentTradesListRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<RecentTradesListResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Recent-Trades-List Binance API Documentation}
     */
    recentTradesList(requestParameters: RecentTradesListRequest): Promise<RestApiResponse<RecentTradesListResponse>>;
    /**
     * Best price/qty on the order book for a symbol or symbols.
     *
     * If the symbol is not sent, bookTickers for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 2 for a single symbol;
     * 5 when the symbol parameter is omitted
     *
     * @summary Symbol Order Book Ticker
     * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolOrderBookTickerResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker Binance API Documentation}
     */
    symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest$1): Promise<RestApiResponse<SymbolOrderBookTickerResponse$1>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker
     * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolPriceTickerResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker Binance API Documentation}
     */
    symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest$1): Promise<RestApiResponse<SymbolPriceTickerResponse$1>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker V2
     * @param {SymbolPriceTickerV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<SymbolPriceTickerV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker-V2 Binance API Documentation}
     */
    symbolPriceTickerV2(requestParameters?: SymbolPriceTickerV2Request): Promise<RestApiResponse<SymbolPriceTickerV2Response>>;
    /**
     * Taker Buy/Sell Volume
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Taker Buy/Sell Volume
     * @param {TakerBuySellVolumeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TakerBuySellVolumeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Taker-BuySell-Volume Binance API Documentation}
     */
    takerBuySellVolume(requestParameters: TakerBuySellVolumeRequest): Promise<RestApiResponse<TakerBuySellVolumeResponse>>;
    /**
     * Test connectivity to the Rest API.
     *
     * Weight: 1
     *
     * @summary Test Connectivity
     * @returns {Promise<RestApiResponse<void>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Test-Connectivity Binance API Documentation}
     */
    testConnectivity(): Promise<RestApiResponse<void>>;
    /**
     * 24 hour rolling window price change statistics.
     **Careful** when accessing this with no symbol.
     *
     * If the symbol is not sent, tickers for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 40 when the symbol parameter is omitted
     *
     * @summary 24hr Ticker Price Change Statistics
     * @param {Ticker24hrPriceChangeStatisticsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<Ticker24hrPriceChangeStatisticsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/24hr-Ticker-Price-Change-Statistics Binance API Documentation}
     */
    ticker24hrPriceChangeStatistics(requestParameters?: Ticker24hrPriceChangeStatisticsRequest): Promise<RestApiResponse<Ticker24hrPriceChangeStatisticsResponse>>;
    /**
     * The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only.
     * Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions
     * Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions
     * Long/Short Ratio (Accounts) = Long Account % / Short Account %
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Top Trader Long/Short Ratio (Accounts)
     * @param {TopTraderLongShortRatioAccountsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TopTraderLongShortRatioAccountsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Long-Short-Account-Ratio Binance API Documentation}
     */
    topTraderLongShortRatioAccounts(requestParameters: TopTraderLongShortRatioAccountsRequest): Promise<RestApiResponse<TopTraderLongShortRatioAccountsResponse>>;
    /**
     * The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance.
     * Long Position % = Long positions of top traders / Total open positions of top traders
     * Short Position % = Short positions of top traders / Total open positions of top traders
     * Long/Short Ratio (Positions) = Long Position % / Short Position %
     *
     * If startTime and endTime are not sent, the most recent data is returned.
     * Only the data of the latest 30 days is available.
     * IP rate limit 1000 requests/5min
     *
     * Weight: 0
     *
     * @summary Top Trader Long/Short Ratio (Positions)
     * @param {TopTraderLongShortRatioPositionsRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Trader-Long-Short-Ratio Binance API Documentation}
     */
    topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
    /**
     * Get Classic Portfolio Margin current account information.
     *
     *
     * maxWithdrawAmount is for asset transfer out to the spot wallet.
     *
     * Weight: 5
     *
     * @summary Classic Portfolio Margin Account Information (USER_DATA)
     * @param {ClassicPortfolioMarginAccountInformationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ClassicPortfolioMarginAccountInformationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/portfolio-margin-endpoints/Classic-Portfolio-Margin-Account-Information Binance API Documentation}
     */
    classicPortfolioMarginAccountInformation(requestParameters: ClassicPortfolioMarginAccountInformationRequest): Promise<RestApiResponse<ClassicPortfolioMarginAccountInformationResponse>>;
    /**
     * Get trades for a specific account and symbol.
     *
     * If `startTime` and `endTime` are both not sent, then the last 7 days' data will be returned.
     * The time between `startTime` and `endTime` cannot be longer than 7 days.
     * The parameter `fromId` cannot be sent with `startTime` or `endTime`.
     * Only support querying trade in the past 6 months
     *
     * Weight: 5
     *
     * @summary Account Trade List (USER_DATA)
     * @param {AccountTradeListRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AccountTradeListResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Account-Trade-List Binance API Documentation}
     */
    accountTradeList(requestParameters: AccountTradeListRequest): Promise<RestApiResponse<AccountTradeListResponse>>;
    /**
     * Get all account orders; active, canceled, or filled.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * If `orderId` is set, it will get orders >= that `orderId`. Otherwise most recent orders are returned.
     * The query time period must be less then 7 days( default as the recent 7 days).
     *
     * Weight: 5
     *
     * @summary All Orders (USER_DATA)
     * @param {AllOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AllOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/All-Orders Binance API Documentation}
     */
    allOrders(requestParameters: AllOrdersRequest): Promise<RestApiResponse<AllOrdersResponse>>;
    /**
     * Cancel all open orders of the specified symbol at the end of the specified countdown.
     * The endpoint should be called repeatedly as heartbeats so that the existing countdown time can be canceled and replaced by a new one.
     *
     * Example usage:
     * Call this endpoint at 30s intervals with an countdownTime of 120000 (120s).
     * If this endpoint is not called within 120 seconds, all your orders of the specified symbol will be automatically canceled.
     * If this endpoint is called with an countdownTime of 0, the countdown timer will be stopped.
     *
     * The system will check all countdowns **approximately every 10 milliseconds**, so please note that sufficient redundancy should be considered when using this function. We do not recommend setting the countdown time to be too precise or too small.
     *
     * Weight: 10
     *
     * @summary Auto-Cancel All Open Orders (TRADE)
     * @param {AutoCancelAllOpenOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Auto-Cancel-All-Open-Orders Binance API Documentation}
     */
    autoCancelAllOpenOrders(requestParameters: AutoCancelAllOpenOrdersRequest): Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>;
    /**
     * Cancel All Open Orders
     *
     * Weight: 1
     *
     * @summary Cancel All Open Orders (TRADE)
     * @param {CancelAllOpenOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CancelAllOpenOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Open-Orders Binance API Documentation}
     */
    cancelAllOpenOrders(requestParameters: CancelAllOpenOrdersRequest): Promise<RestApiResponse<CancelAllOpenOrdersResponse>>;
    /**
     * Cancel Multiple Orders
     *
     * Either `orderIdList` or `origClientOrderIdList ` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Multiple Orders (TRADE)
     * @param {CancelMultipleOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CancelMultipleOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Multiple-Orders Binance API Documentation}
     */
    cancelMultipleOrders(requestParameters: CancelMultipleOrdersRequest): Promise<RestApiResponse<CancelMultipleOrdersResponse>>;
    /**
     * Cancel an active order.
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Order (TRADE)
     * @param {CancelOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CancelOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Order Binance API Documentation}
     */
    cancelOrder(requestParameters: CancelOrderRequest$1): Promise<RestApiResponse<CancelOrderResponse$1>>;
    /**
     * Change user's initial leverage of specific symbol market.
     *
     * Weight: 1
     *
     * @summary Change Initial Leverage(TRADE)
     * @param {ChangeInitialLeverageRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangeInitialLeverageResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Initial-Leverage Binance API Documentation}
     */
    changeInitialLeverage(requestParameters: ChangeInitialLeverageRequest): Promise<RestApiResponse<ChangeInitialLeverageResponse>>;
    /**
     * Change symbol level margin type
     *
     * Weight: 1
     *
     * @summary Change Margin Type(TRADE)
     * @param {ChangeMarginTypeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangeMarginTypeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Margin-Type Binance API Documentation}
     */
    changeMarginType(requestParameters: ChangeMarginTypeRequest): Promise<RestApiResponse<ChangeMarginTypeResponse>>;
    /**
     * Change user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on ***Every symbol***
     *
     * Weight: 1
     *
     * @summary Change Multi-Assets Mode (TRADE)
     * @param {ChangeMultiAssetsModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangeMultiAssetsModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Multi-Assets-Mode Binance API Documentation}
     */
    changeMultiAssetsMode(requestParameters: ChangeMultiAssetsModeRequest): Promise<RestApiResponse<ChangeMultiAssetsModeResponse>>;
    /**
     * Change user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
     *
     * Weight: 1
     *
     * @summary Change Position Mode(TRADE)
     * @param {ChangePositionModeRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ChangePositionModeResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Position-Mode Binance API Documentation}
     */
    changePositionMode(requestParameters: ChangePositionModeRequest): Promise<RestApiResponse<ChangePositionModeResponse>>;
    /**
     * Get all open orders on a symbol.
     *
     * If the symbol is not sent, orders for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol; 40 when the symbol parameter is omitted
     * Careful when accessing this with no symbol.
     *
     * @summary Current All Open Orders (USER_DATA)
     * @param {CurrentAllOpenOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Open-Orders Binance API Documentation}
     */
    currentAllOpenOrders(requestParameters?: CurrentAllOpenOrdersRequest): Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>;
    /**
     * Get order modification history
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Order modify history longer than 3 month is not avaliable
     *
     * Weight: 1
     *
     * @summary Get Order Modify History (USER_DATA)
     * @param {GetOrderModifyHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetOrderModifyHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Get-Order-Modify-History Binance API Documentation}
     */
    getOrderModifyHistory(requestParameters: GetOrderModifyHistoryRequest): Promise<RestApiResponse<GetOrderModifyHistoryResponse>>;
    /**
     * Get Position Margin Change History
     *
     * Support querying future histories that are not older than 30 days
     * The time between `startTime` and `endTime`can't be more than 30 days
     *
     * Weight: 1
     *
     * @summary Get Position Margin Change History (TRADE)
     * @param {GetPositionMarginChangeHistoryRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Get-Position-Margin-Change-History Binance API Documentation}
     */
    getPositionMarginChangeHistory(requestParameters: GetPositionMarginChangeHistoryRequest): Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>;
    /**
     * Modify Isolated Position Margin
     *
     *
     * Only for isolated symbol
     *
     * Weight: 1
     *
     * @summary Modify Isolated Position Margin(TRADE)
     * @param {ModifyIsolatedPositionMarginRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Isolated-Position-Margin Binance API Documentation}
     */
    modifyIsolatedPositionMargin(requestParameters: ModifyIsolatedPositionMarginRequest): Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>;
    /**
     * Modify Multiple Orders (TRADE)
     *
     * Parameter rules are same with `Modify Order`
     * Batch modify orders are processed concurrently, and the order of matching is not guaranteed.
     * The order of returned contents for batch modify orders is the same as the order of the order list.
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 5 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 5 on IP rate limit(x-mbx-used-weight-1m);
     *
     * @summary Modify Multiple Orders(TRADE)
     * @param {ModifyMultipleOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ModifyMultipleOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Multiple-Orders Binance API Documentation}
     */
    modifyMultipleOrders(requestParameters: ModifyMultipleOrdersRequest): Promise<RestApiResponse<ModifyMultipleOrdersResponse>>;
    /**
     * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
     *
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Both `quantity` and `price` must be sent, which is different from dapi modify order endpoint.
     * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
     * However the order will be cancelled by the amendment in the following situations:
     * when the order is in partially filled status and the new `quantity` <= `executedQty`
     * When the order is `GTX` and the new price will cause it to be executed immediately
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 1 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary Modify Order (TRADE)
     * @param {ModifyOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<ModifyOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Order Binance API Documentation}
     */
    modifyOrder(requestParameters: ModifyOrderRequest$1): Promise<RestApiResponse<ModifyOrderResponse$1>>;
    /**
     * Send in a new order.
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
     * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 0 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary New Order(TRADE)
     * @param {NewOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<NewOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Order Binance API Documentation}
     */
    newOrder(requestParameters: NewOrderRequest$1): Promise<RestApiResponse<NewOrderResponse$1>>;
    /**
     * Place Multiple Orders
     *
     * Paremeter rules are same with `New Order`
     * Batch orders are processed concurrently, and the order of matching is not guaranteed.
     * The order of returned contents for batch orders is the same as the order of the order list.
     *
     * Weight: 5 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 5 on IP rate limit(x-mbx-used-weight-1m);
     *
     * @summary Place Multiple Orders(TRADE)
     * @param {PlaceMultipleOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PlaceMultipleOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Place-Multiple-Orders Binance API Documentation}
     */
    placeMultipleOrders(requestParameters: PlaceMultipleOrdersRequest): Promise<RestApiResponse<PlaceMultipleOrdersResponse>>;
    /**
     * Position ADL Quantile Estimation
     *
     * Values update every 30s.
     * Values 0, 1, 2, 3, 4 shows the queue position and possibility of ADL from low to high.
     * For positions of the symbol are in One-way Mode or isolated margined in Hedge Mode, "LONG", "SHORT", and "BOTH" will be returned to show the positions' adl quantiles of different position sides.
     * If the positions of the symbol are crossed margined in Hedge Mode:
     * "HEDGE" as a sign will be returned instead of "BOTH";
     * A same value caculated on unrealized pnls on long and short sides' positions will be shown for "LONG" and "SHORT" when there are positions in both of long and short sides.
     *
     * Weight: 5
     *
     * @summary Position ADL Quantile Estimation(USER_DATA)
     * @param {PositionAdlQuantileEstimationRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-ADL-Quantile-Estimation Binance API Documentation}
     */
    positionAdlQuantileEstimation(requestParameters?: PositionAdlQuantileEstimationRequest): Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>;
    /**
     * Get current position information.
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V2 (USER_DATA)
     * @param {PositionInformationV2Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PositionInformationV2Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-Information-V2 Binance API Documentation}
     */
    positionInformationV2(requestParameters?: PositionInformationV2Request$1): Promise<RestApiResponse<PositionInformationV2Response$1>>;
    /**
     * Get current position information(only symbol that has position or open orders will be returned).
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V3 (USER_DATA)
     * @param {PositionInformationV3Request} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<PositionInformationV3Response>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-Information-V3 Binance API Documentation}
     */
    positionInformationV3(requestParameters?: PositionInformationV3Request): Promise<RestApiResponse<PositionInformationV3Response>>;
    /**
     * Query open order
     *
     *
     * Either`orderId` or `origClientOrderId` must be sent
     * If the queried order has been filled or cancelled, the error message "Order does not exist" will be returned.
     *
     * Weight: 1
     *
     * @summary Query Current Open Order (USER_DATA)
     * @param {QueryCurrentOpenOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryCurrentOpenOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Current-Open-Order Binance API Documentation}
     */
    queryCurrentOpenOrder(requestParameters: QueryCurrentOpenOrderRequest): Promise<RestApiResponse<QueryCurrentOpenOrderResponse>>;
    /**
     * Check an order's status.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     * `orderId` is self-increment for each specific `symbol`
     *
     * Weight: 1
     *
     * @summary Query Order (USER_DATA)
     * @param {QueryOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<QueryOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Order Binance API Documentation}
     */
    queryOrder(requestParameters: QueryOrderRequest$1): Promise<RestApiResponse<QueryOrderResponse$1>>;
    /**
     * Testing order request, this order will not be submitted to matching engine
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
     * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
     *
     * Weight: 0
     *
     * @summary Test Order(TRADE)
     * @param {TestOrderRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<TestOrderResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Order-Test Binance API Documentation}
     */
    testOrder(requestParameters: TestOrderRequest): Promise<RestApiResponse<TestOrderResponse>>;
    /**
     * Query user's Force Orders
     *
     * If "autoCloseType" is not sent, orders with both of the types will be returned
     * If "startTime" is not sent, data within 7 days before "endTime" can be queried
     *
     * Weight: 20 with symbol, 50 without symbol
     *
     * @summary User\'s Force Orders (USER_DATA)
     * @param {UsersForceOrdersRequest} requestParameters Request parameters.
     * @returns {Promise<RestApiResponse<UsersForceOrdersResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Users-Force-Orders Binance API Documentation}
     */
    usersForceOrders(requestParameters?: UsersForceOrdersRequest): Promise<RestApiResponse<UsersForceOrdersResponse>>;
    /**
     * Close out a user data stream.
     *
     * Weight: 1
     *
     * @summary Close User Data Stream (USER_STREAM)
     * @returns {Promise<RestApiResponse<void>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Close-User-Data-Stream Binance API Documentation}
     */
    closeUserDataStream(): Promise<RestApiResponse<void>>;
    /**
     * Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 60 minutes.
     *
     * Weight: 1
     *
     * @summary Keepalive User Data Stream (USER_STREAM)
     * @returns {Promise<RestApiResponse<KeepaliveUserDataStreamResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Keepalive-User-Data-Stream Binance API Documentation}
     */
    keepaliveUserDataStream(): Promise<RestApiResponse<KeepaliveUserDataStreamResponse$1>>;
    /**
     * Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active `listenKey`, that `listenKey` will be returned and its validity will be extended for 60 minutes.
     *
     * Weight: 1
     *
     * @summary Start User Data Stream (USER_STREAM)
     * @returns {Promise<RestApiResponse<StartUserDataStreamResponse>>}
     * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Start-User-Data-Stream Binance API Documentation}
     */
    startUserDataStream(): Promise<RestApiResponse<StartUserDataStreamResponse$1>>;
}

/**
 * Binance Derivatives Trading USDS Futures REST API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

type index$2_AcceptTheOfferedQuoteRequest = AcceptTheOfferedQuoteRequest;
type index$2_AcceptTheOfferedQuoteResponse = AcceptTheOfferedQuoteResponse;
type index$2_AccountInformationV2ResponseAssetsInner = AccountInformationV2ResponseAssetsInner;
type index$2_AccountInformationV2ResponsePositionsInner = AccountInformationV2ResponsePositionsInner;
type index$2_AccountInformationV3Request = AccountInformationV3Request;
type index$2_AccountInformationV3Response = AccountInformationV3Response;
type index$2_AccountInformationV3ResponseAssetsInner = AccountInformationV3ResponseAssetsInner;
type index$2_AccountInformationV3ResponsePositionsInner = AccountInformationV3ResponsePositionsInner;
type index$2_AccountTradeListRequest = AccountTradeListRequest;
type index$2_AccountTradeListResponse = AccountTradeListResponse;
type index$2_AccountTradeListResponseInner = AccountTradeListResponseInner;
type index$2_AllOrdersRequest = AllOrdersRequest;
type index$2_AllOrdersResponse = AllOrdersResponse;
type index$2_AllOrdersResponseInner = AllOrdersResponseInner;
type index$2_AutoCancelAllOpenOrdersRequest = AutoCancelAllOpenOrdersRequest;
type index$2_AutoCancelAllOpenOrdersResponse = AutoCancelAllOpenOrdersResponse;
type index$2_BasisContractTypeEnum = BasisContractTypeEnum;
declare const index$2_BasisContractTypeEnum: typeof BasisContractTypeEnum;
type index$2_BasisPeriodEnum = BasisPeriodEnum;
declare const index$2_BasisPeriodEnum: typeof BasisPeriodEnum;
type index$2_BasisRequest = BasisRequest;
type index$2_BasisResponse = BasisResponse;
type index$2_BasisResponseInner = BasisResponseInner;
type index$2_CancelAllOpenOrdersRequest = CancelAllOpenOrdersRequest;
type index$2_CancelAllOpenOrdersResponse = CancelAllOpenOrdersResponse;
type index$2_CancelMultipleOrdersRequest = CancelMultipleOrdersRequest;
type index$2_CancelMultipleOrdersResponse = CancelMultipleOrdersResponse;
type index$2_CancelMultipleOrdersResponseInner = CancelMultipleOrdersResponseInner;
type index$2_ChangeInitialLeverageRequest = ChangeInitialLeverageRequest;
type index$2_ChangeInitialLeverageResponse = ChangeInitialLeverageResponse;
type index$2_ChangeMarginTypeMarginTypeEnum = ChangeMarginTypeMarginTypeEnum;
declare const index$2_ChangeMarginTypeMarginTypeEnum: typeof ChangeMarginTypeMarginTypeEnum;
type index$2_ChangeMarginTypeRequest = ChangeMarginTypeRequest;
type index$2_ChangeMarginTypeResponse = ChangeMarginTypeResponse;
type index$2_ChangeMultiAssetsModeRequest = ChangeMultiAssetsModeRequest;
type index$2_ChangeMultiAssetsModeResponse = ChangeMultiAssetsModeResponse;
type index$2_ChangePositionModeRequest = ChangePositionModeRequest;
type index$2_ChangePositionModeResponse = ChangePositionModeResponse;
type index$2_CheckServerTimeResponse = CheckServerTimeResponse;
type index$2_ClassicPortfolioMarginAccountInformationRequest = ClassicPortfolioMarginAccountInformationRequest;
type index$2_ClassicPortfolioMarginAccountInformationResponse = ClassicPortfolioMarginAccountInformationResponse;
type index$2_CompositeIndexSymbolInformationRequest = CompositeIndexSymbolInformationRequest;
type index$2_CompositeIndexSymbolInformationResponse = CompositeIndexSymbolInformationResponse;
type index$2_CompositeIndexSymbolInformationResponseInner = CompositeIndexSymbolInformationResponseInner;
type index$2_CompositeIndexSymbolInformationResponseInnerBaseAssetListInner = CompositeIndexSymbolInformationResponseInnerBaseAssetListInner;
type index$2_CompressedAggregateTradesListRequest = CompressedAggregateTradesListRequest;
type index$2_CompressedAggregateTradesListResponse = CompressedAggregateTradesListResponse;
type index$2_CompressedAggregateTradesListResponseInner = CompressedAggregateTradesListResponseInner;
type index$2_ContinuousContractKlineCandlestickDataContractTypeEnum = ContinuousContractKlineCandlestickDataContractTypeEnum;
declare const index$2_ContinuousContractKlineCandlestickDataContractTypeEnum: typeof ContinuousContractKlineCandlestickDataContractTypeEnum;
type index$2_ContinuousContractKlineCandlestickDataIntervalEnum = ContinuousContractKlineCandlestickDataIntervalEnum;
declare const index$2_ContinuousContractKlineCandlestickDataIntervalEnum: typeof ContinuousContractKlineCandlestickDataIntervalEnum;
type index$2_ContinuousContractKlineCandlestickDataRequest = ContinuousContractKlineCandlestickDataRequest;
type index$2_ContinuousContractKlineCandlestickDataResponse = ContinuousContractKlineCandlestickDataResponse;
type index$2_ContinuousContractKlineCandlestickDataResponseItem = ContinuousContractKlineCandlestickDataResponseItem;
type index$2_ContinuousContractKlineCandlestickDataResponseItemInner = ContinuousContractKlineCandlestickDataResponseItemInner;
type index$2_ConvertApi = ConvertApi;
declare const index$2_ConvertApi: typeof ConvertApi;
type index$2_ConvertApiInterface = ConvertApiInterface;
type index$2_CurrentAllOpenOrdersRequest = CurrentAllOpenOrdersRequest;
type index$2_CurrentAllOpenOrdersResponse = CurrentAllOpenOrdersResponse;
type index$2_ExchangeInformationResponse = ExchangeInformationResponse;
type index$2_ExchangeInformationResponseAssetsInner = ExchangeInformationResponseAssetsInner;
type index$2_ExchangeInformationResponseRateLimitsInner = ExchangeInformationResponseRateLimitsInner;
type index$2_ExchangeInformationResponseSymbolsInner = ExchangeInformationResponseSymbolsInner;
type index$2_ExchangeInformationResponseSymbolsInnerFiltersInner = ExchangeInformationResponseSymbolsInnerFiltersInner;
type index$2_FuturesAccountBalanceV2ResponseInner = FuturesAccountBalanceV2ResponseInner;
type index$2_FuturesAccountBalanceV3Request = FuturesAccountBalanceV3Request;
type index$2_FuturesAccountBalanceV3Response = FuturesAccountBalanceV3Response;
type index$2_FuturesAccountConfigurationRequest = FuturesAccountConfigurationRequest;
type index$2_FuturesAccountConfigurationResponse = FuturesAccountConfigurationResponse;
type index$2_FuturesTradingQuantitativeRulesIndicatorsRequest = FuturesTradingQuantitativeRulesIndicatorsRequest;
type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse = FuturesTradingQuantitativeRulesIndicatorsResponse;
type index$2_FuturesTradingQuantitativeRulesIndicatorsResponseIndicators = FuturesTradingQuantitativeRulesIndicatorsResponseIndicators;
type index$2_FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner = FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner;
type index$2_FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner = FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner;
type index$2_GetBnbBurnStatusRequest = GetBnbBurnStatusRequest;
type index$2_GetBnbBurnStatusResponse = GetBnbBurnStatusResponse;
type index$2_GetCurrentMultiAssetsModeRequest = GetCurrentMultiAssetsModeRequest;
type index$2_GetCurrentMultiAssetsModeResponse = GetCurrentMultiAssetsModeResponse;
type index$2_GetCurrentPositionModeRequest = GetCurrentPositionModeRequest;
type index$2_GetCurrentPositionModeResponse = GetCurrentPositionModeResponse;
type index$2_GetDownloadIdForFuturesOrderHistoryRequest = GetDownloadIdForFuturesOrderHistoryRequest;
type index$2_GetDownloadIdForFuturesOrderHistoryResponse = GetDownloadIdForFuturesOrderHistoryResponse;
type index$2_GetDownloadIdForFuturesTradeHistoryRequest = GetDownloadIdForFuturesTradeHistoryRequest;
type index$2_GetDownloadIdForFuturesTradeHistoryResponse = GetDownloadIdForFuturesTradeHistoryResponse;
type index$2_GetDownloadIdForFuturesTransactionHistoryRequest = GetDownloadIdForFuturesTransactionHistoryRequest;
type index$2_GetDownloadIdForFuturesTransactionHistoryResponse = GetDownloadIdForFuturesTransactionHistoryResponse;
type index$2_GetFundingRateHistoryRequest = GetFundingRateHistoryRequest;
type index$2_GetFundingRateHistoryResponse = GetFundingRateHistoryResponse;
type index$2_GetFundingRateHistoryResponseInner = GetFundingRateHistoryResponseInner;
type index$2_GetFundingRateInfoResponse = GetFundingRateInfoResponse;
type index$2_GetFundingRateInfoResponseInner = GetFundingRateInfoResponseInner;
type index$2_GetFuturesOrderHistoryDownloadLinkByIdRequest = GetFuturesOrderHistoryDownloadLinkByIdRequest;
type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse = GetFuturesOrderHistoryDownloadLinkByIdResponse;
type index$2_GetFuturesTradeDownloadLinkByIdRequest = GetFuturesTradeDownloadLinkByIdRequest;
type index$2_GetFuturesTradeDownloadLinkByIdResponse = GetFuturesTradeDownloadLinkByIdResponse;
type index$2_GetFuturesTransactionHistoryDownloadLinkByIdRequest = GetFuturesTransactionHistoryDownloadLinkByIdRequest;
type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse = GetFuturesTransactionHistoryDownloadLinkByIdResponse;
type index$2_GetIncomeHistoryRequest = GetIncomeHistoryRequest;
type index$2_GetIncomeHistoryResponse = GetIncomeHistoryResponse;
type index$2_GetIncomeHistoryResponseInner = GetIncomeHistoryResponseInner;
type index$2_GetOrderModifyHistoryRequest = GetOrderModifyHistoryRequest;
type index$2_GetOrderModifyHistoryResponse = GetOrderModifyHistoryResponse;
type index$2_GetOrderModifyHistoryResponseInner = GetOrderModifyHistoryResponseInner;
type index$2_GetOrderModifyHistoryResponseInnerAmendment = GetOrderModifyHistoryResponseInnerAmendment;
type index$2_GetOrderModifyHistoryResponseInnerAmendmentOrigQty = GetOrderModifyHistoryResponseInnerAmendmentOrigQty;
type index$2_GetOrderModifyHistoryResponseInnerAmendmentPrice = GetOrderModifyHistoryResponseInnerAmendmentPrice;
type index$2_GetPositionMarginChangeHistoryRequest = GetPositionMarginChangeHistoryRequest;
type index$2_GetPositionMarginChangeHistoryResponse = GetPositionMarginChangeHistoryResponse;
type index$2_GetPositionMarginChangeHistoryResponseInner = GetPositionMarginChangeHistoryResponseInner;
type index$2_IndexPriceKlineCandlestickDataIntervalEnum = IndexPriceKlineCandlestickDataIntervalEnum;
declare const index$2_IndexPriceKlineCandlestickDataIntervalEnum: typeof IndexPriceKlineCandlestickDataIntervalEnum;
type index$2_IndexPriceKlineCandlestickDataRequest = IndexPriceKlineCandlestickDataRequest;
type index$2_IndexPriceKlineCandlestickDataResponse = IndexPriceKlineCandlestickDataResponse;
type index$2_IndexPriceKlineCandlestickDataResponseItem = IndexPriceKlineCandlestickDataResponseItem;
type index$2_IndexPriceKlineCandlestickDataResponseItemInner = IndexPriceKlineCandlestickDataResponseItemInner;
type index$2_KlineCandlestickDataIntervalEnum = KlineCandlestickDataIntervalEnum;
declare const index$2_KlineCandlestickDataIntervalEnum: typeof KlineCandlestickDataIntervalEnum;
type index$2_KlineCandlestickDataRequest = KlineCandlestickDataRequest;
type index$2_KlineCandlestickDataResponse = KlineCandlestickDataResponse;
type index$2_KlineCandlestickDataResponseItem = KlineCandlestickDataResponseItem;
type index$2_KlineCandlestickDataResponseItemInner = KlineCandlestickDataResponseItemInner;
type index$2_ListAllConvertPairsRequest = ListAllConvertPairsRequest;
type index$2_ListAllConvertPairsResponse = ListAllConvertPairsResponse;
type index$2_ListAllConvertPairsResponseInner = ListAllConvertPairsResponseInner;
type index$2_LongShortRatioPeriodEnum = LongShortRatioPeriodEnum;
declare const index$2_LongShortRatioPeriodEnum: typeof LongShortRatioPeriodEnum;
type index$2_LongShortRatioRequest = LongShortRatioRequest;
type index$2_LongShortRatioResponse = LongShortRatioResponse;
type index$2_LongShortRatioResponseInner = LongShortRatioResponseInner;
type index$2_MarkPriceKlineCandlestickDataIntervalEnum = MarkPriceKlineCandlestickDataIntervalEnum;
declare const index$2_MarkPriceKlineCandlestickDataIntervalEnum: typeof MarkPriceKlineCandlestickDataIntervalEnum;
type index$2_MarkPriceKlineCandlestickDataRequest = MarkPriceKlineCandlestickDataRequest;
type index$2_MarkPriceKlineCandlestickDataResponse = MarkPriceKlineCandlestickDataResponse;
type index$2_MarkPriceKlineCandlestickDataResponseItem = MarkPriceKlineCandlestickDataResponseItem;
type index$2_MarkPriceKlineCandlestickDataResponseItemInner = MarkPriceKlineCandlestickDataResponseItemInner;
type index$2_MarkPriceRequest = MarkPriceRequest;
type index$2_MarkPriceResponse = MarkPriceResponse;
type index$2_MarkPriceResponse1 = MarkPriceResponse1;
type index$2_MarkPriceResponse2 = MarkPriceResponse2;
type index$2_MarkPriceResponse2Inner = MarkPriceResponse2Inner;
type index$2_ModifyIsolatedPositionMarginPositionSideEnum = ModifyIsolatedPositionMarginPositionSideEnum;
declare const index$2_ModifyIsolatedPositionMarginPositionSideEnum: typeof ModifyIsolatedPositionMarginPositionSideEnum;
type index$2_ModifyIsolatedPositionMarginRequest = ModifyIsolatedPositionMarginRequest;
type index$2_ModifyIsolatedPositionMarginResponse = ModifyIsolatedPositionMarginResponse;
type index$2_ModifyMultipleOrdersBatchOrdersParameterInner = ModifyMultipleOrdersBatchOrdersParameterInner;
type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum = ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum;
type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum = ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum;
type index$2_ModifyMultipleOrdersRequest = ModifyMultipleOrdersRequest;
type index$2_ModifyMultipleOrdersResponse = ModifyMultipleOrdersResponse;
type index$2_ModifyMultipleOrdersResponseInner = ModifyMultipleOrdersResponseInner;
type index$2_MultiAssetsModeAssetIndexResponse1 = MultiAssetsModeAssetIndexResponse1;
type index$2_MultiAssetsModeAssetIndexResponse2 = MultiAssetsModeAssetIndexResponse2;
type index$2_MultiAssetsModeAssetIndexResponse2Inner = MultiAssetsModeAssetIndexResponse2Inner;
type index$2_NotionalAndLeverageBracketsRequest = NotionalAndLeverageBracketsRequest;
type index$2_NotionalAndLeverageBracketsResponse = NotionalAndLeverageBracketsResponse;
type index$2_NotionalAndLeverageBracketsResponse1 = NotionalAndLeverageBracketsResponse1;
type index$2_NotionalAndLeverageBracketsResponse1Inner = NotionalAndLeverageBracketsResponse1Inner;
type index$2_NotionalAndLeverageBracketsResponse1InnerBracketsInner = NotionalAndLeverageBracketsResponse1InnerBracketsInner;
type index$2_NotionalAndLeverageBracketsResponse2 = NotionalAndLeverageBracketsResponse2;
type index$2_OldTradesLookupRequest = OldTradesLookupRequest;
type index$2_OldTradesLookupResponse = OldTradesLookupResponse;
type index$2_OldTradesLookupResponseInner = OldTradesLookupResponseInner;
type index$2_OpenInterestRequest = OpenInterestRequest;
type index$2_OpenInterestResponse = OpenInterestResponse;
type index$2_OpenInterestStatisticsPeriodEnum = OpenInterestStatisticsPeriodEnum;
declare const index$2_OpenInterestStatisticsPeriodEnum: typeof OpenInterestStatisticsPeriodEnum;
type index$2_OpenInterestStatisticsRequest = OpenInterestStatisticsRequest;
type index$2_OpenInterestStatisticsResponse = OpenInterestStatisticsResponse;
type index$2_OpenInterestStatisticsResponseInner = OpenInterestStatisticsResponseInner;
type index$2_OrderBookResponseAsksItem = OrderBookResponseAsksItem;
type index$2_OrderBookResponseBidsItem = OrderBookResponseBidsItem;
type index$2_OrderStatusRequest = OrderStatusRequest;
type index$2_OrderStatusResponse = OrderStatusResponse;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInner = PlaceMultipleOrdersBatchOrdersParameterInner;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum = PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum = PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum = PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum = PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum = PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum = PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum;
type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum = PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum;
type index$2_PlaceMultipleOrdersRequest = PlaceMultipleOrdersRequest;
type index$2_PlaceMultipleOrdersResponse = PlaceMultipleOrdersResponse;
type index$2_PlaceMultipleOrdersResponseInner = PlaceMultipleOrdersResponseInner;
type index$2_PortfolioMarginEndpointsApi = PortfolioMarginEndpointsApi;
declare const index$2_PortfolioMarginEndpointsApi: typeof PortfolioMarginEndpointsApi;
type index$2_PortfolioMarginEndpointsApiInterface = PortfolioMarginEndpointsApiInterface;
type index$2_PositionAdlQuantileEstimationRequest = PositionAdlQuantileEstimationRequest;
type index$2_PositionAdlQuantileEstimationResponse = PositionAdlQuantileEstimationResponse;
type index$2_PositionAdlQuantileEstimationResponseInner = PositionAdlQuantileEstimationResponseInner;
type index$2_PositionAdlQuantileEstimationResponseInnerAdlQuantile = PositionAdlQuantileEstimationResponseInnerAdlQuantile;
type index$2_PositionInformationV2ResponseInner = PositionInformationV2ResponseInner;
type index$2_PositionInformationV3Request = PositionInformationV3Request;
type index$2_PositionInformationV3Response = PositionInformationV3Response;
type index$2_PositionInformationV3ResponseInner = PositionInformationV3ResponseInner;
type index$2_PremiumIndexKlineDataIntervalEnum = PremiumIndexKlineDataIntervalEnum;
declare const index$2_PremiumIndexKlineDataIntervalEnum: typeof PremiumIndexKlineDataIntervalEnum;
type index$2_PremiumIndexKlineDataRequest = PremiumIndexKlineDataRequest;
type index$2_PremiumIndexKlineDataResponse = PremiumIndexKlineDataResponse;
type index$2_PremiumIndexKlineDataResponseItem = PremiumIndexKlineDataResponseItem;
type index$2_PremiumIndexKlineDataResponseItemInner = PremiumIndexKlineDataResponseItemInner;
type index$2_QuarterlyContractSettlementPriceRequest = QuarterlyContractSettlementPriceRequest;
type index$2_QuarterlyContractSettlementPriceResponse = QuarterlyContractSettlementPriceResponse;
type index$2_QuarterlyContractSettlementPriceResponseInner = QuarterlyContractSettlementPriceResponseInner;
type index$2_QueryCurrentOpenOrderRequest = QueryCurrentOpenOrderRequest;
type index$2_QueryCurrentOpenOrderResponse = QueryCurrentOpenOrderResponse;
type index$2_QueryIndexPriceConstituentsRequest = QueryIndexPriceConstituentsRequest;
type index$2_QueryIndexPriceConstituentsResponse = QueryIndexPriceConstituentsResponse;
type index$2_QueryIndexPriceConstituentsResponseConstituentsInner = QueryIndexPriceConstituentsResponseConstituentsInner;
type index$2_QueryInsuranceFundBalanceSnapshotRequest = QueryInsuranceFundBalanceSnapshotRequest;
type index$2_QueryInsuranceFundBalanceSnapshotResponse = QueryInsuranceFundBalanceSnapshotResponse;
type index$2_QueryInsuranceFundBalanceSnapshotResponse1 = QueryInsuranceFundBalanceSnapshotResponse1;
type index$2_QueryInsuranceFundBalanceSnapshotResponse1AssetsInner = QueryInsuranceFundBalanceSnapshotResponse1AssetsInner;
type index$2_QueryInsuranceFundBalanceSnapshotResponse2 = QueryInsuranceFundBalanceSnapshotResponse2;
type index$2_QueryInsuranceFundBalanceSnapshotResponse2Inner = QueryInsuranceFundBalanceSnapshotResponse2Inner;
type index$2_QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner = QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner;
type index$2_QueryUserRateLimitRequest = QueryUserRateLimitRequest;
type index$2_QueryUserRateLimitResponse = QueryUserRateLimitResponse;
type index$2_QueryUserRateLimitResponseInner = QueryUserRateLimitResponseInner;
type index$2_RecentTradesListRequest = RecentTradesListRequest;
type index$2_RecentTradesListResponse = RecentTradesListResponse;
type index$2_RecentTradesListResponseInner = RecentTradesListResponseInner;
type index$2_RestAPI = RestAPI;
declare const index$2_RestAPI: typeof RestAPI;
type index$2_SendQuoteRequestRequest = SendQuoteRequestRequest;
type index$2_SendQuoteRequestResponse = SendQuoteRequestResponse;
type index$2_SymbolConfigurationRequest = SymbolConfigurationRequest;
type index$2_SymbolConfigurationResponse = SymbolConfigurationResponse;
type index$2_SymbolConfigurationResponseInner = SymbolConfigurationResponseInner;
type index$2_SymbolOrderBookTickerResponse2Inner = SymbolOrderBookTickerResponse2Inner;
type index$2_SymbolPriceTickerV2Request = SymbolPriceTickerV2Request;
type index$2_SymbolPriceTickerV2Response = SymbolPriceTickerV2Response;
type index$2_SymbolPriceTickerV2Response1 = SymbolPriceTickerV2Response1;
type index$2_SymbolPriceTickerV2Response2 = SymbolPriceTickerV2Response2;
type index$2_SymbolPriceTickerV2Response2Inner = SymbolPriceTickerV2Response2Inner;
type index$2_TakerBuySellVolumePeriodEnum = TakerBuySellVolumePeriodEnum;
declare const index$2_TakerBuySellVolumePeriodEnum: typeof TakerBuySellVolumePeriodEnum;
type index$2_TakerBuySellVolumeRequest = TakerBuySellVolumeRequest;
type index$2_TakerBuySellVolumeResponse = TakerBuySellVolumeResponse;
type index$2_TakerBuySellVolumeResponseInner = TakerBuySellVolumeResponseInner;
type index$2_TestOrderNewOrderRespTypeEnum = TestOrderNewOrderRespTypeEnum;
declare const index$2_TestOrderNewOrderRespTypeEnum: typeof TestOrderNewOrderRespTypeEnum;
type index$2_TestOrderPositionSideEnum = TestOrderPositionSideEnum;
declare const index$2_TestOrderPositionSideEnum: typeof TestOrderPositionSideEnum;
type index$2_TestOrderPriceMatchEnum = TestOrderPriceMatchEnum;
declare const index$2_TestOrderPriceMatchEnum: typeof TestOrderPriceMatchEnum;
type index$2_TestOrderRequest = TestOrderRequest;
type index$2_TestOrderResponse = TestOrderResponse;
type index$2_TestOrderSelfTradePreventionModeEnum = TestOrderSelfTradePreventionModeEnum;
declare const index$2_TestOrderSelfTradePreventionModeEnum: typeof TestOrderSelfTradePreventionModeEnum;
type index$2_TestOrderSideEnum = TestOrderSideEnum;
declare const index$2_TestOrderSideEnum: typeof TestOrderSideEnum;
type index$2_TestOrderTimeInForceEnum = TestOrderTimeInForceEnum;
declare const index$2_TestOrderTimeInForceEnum: typeof TestOrderTimeInForceEnum;
type index$2_TestOrderWorkingTypeEnum = TestOrderWorkingTypeEnum;
declare const index$2_TestOrderWorkingTypeEnum: typeof TestOrderWorkingTypeEnum;
type index$2_Ticker24hrPriceChangeStatisticsRequest = Ticker24hrPriceChangeStatisticsRequest;
type index$2_Ticker24hrPriceChangeStatisticsResponse = Ticker24hrPriceChangeStatisticsResponse;
type index$2_Ticker24hrPriceChangeStatisticsResponse1 = Ticker24hrPriceChangeStatisticsResponse1;
type index$2_Ticker24hrPriceChangeStatisticsResponse2 = Ticker24hrPriceChangeStatisticsResponse2;
type index$2_Ticker24hrPriceChangeStatisticsResponse2Inner = Ticker24hrPriceChangeStatisticsResponse2Inner;
type index$2_ToggleBnbBurnOnFuturesTradeRequest = ToggleBnbBurnOnFuturesTradeRequest;
type index$2_ToggleBnbBurnOnFuturesTradeResponse = ToggleBnbBurnOnFuturesTradeResponse;
type index$2_TopTraderLongShortRatioAccountsPeriodEnum = TopTraderLongShortRatioAccountsPeriodEnum;
declare const index$2_TopTraderLongShortRatioAccountsPeriodEnum: typeof TopTraderLongShortRatioAccountsPeriodEnum;
type index$2_TopTraderLongShortRatioAccountsRequest = TopTraderLongShortRatioAccountsRequest;
type index$2_TopTraderLongShortRatioAccountsResponse = TopTraderLongShortRatioAccountsResponse;
type index$2_TopTraderLongShortRatioAccountsResponseInner = TopTraderLongShortRatioAccountsResponseInner;
type index$2_TopTraderLongShortRatioPositionsPeriodEnum = TopTraderLongShortRatioPositionsPeriodEnum;
declare const index$2_TopTraderLongShortRatioPositionsPeriodEnum: typeof TopTraderLongShortRatioPositionsPeriodEnum;
type index$2_TopTraderLongShortRatioPositionsRequest = TopTraderLongShortRatioPositionsRequest;
type index$2_TopTraderLongShortRatioPositionsResponse = TopTraderLongShortRatioPositionsResponse;
type index$2_TopTraderLongShortRatioPositionsResponseInner = TopTraderLongShortRatioPositionsResponseInner;
type index$2_UserCommissionRateRequest = UserCommissionRateRequest;
type index$2_UserCommissionRateResponse = UserCommissionRateResponse;
type index$2_UsersForceOrdersAutoCloseTypeEnum = UsersForceOrdersAutoCloseTypeEnum;
declare const index$2_UsersForceOrdersAutoCloseTypeEnum: typeof UsersForceOrdersAutoCloseTypeEnum;
type index$2_UsersForceOrdersRequest = UsersForceOrdersRequest;
type index$2_UsersForceOrdersResponse = UsersForceOrdersResponse;
type index$2_UsersForceOrdersResponseInner = UsersForceOrdersResponseInner;
declare namespace index$2 {
  export { type index$2_AcceptTheOfferedQuoteRequest as AcceptTheOfferedQuoteRequest, type index$2_AcceptTheOfferedQuoteResponse as AcceptTheOfferedQuoteResponse, AccountApi$1 as AccountApi, type AccountApiInterface$1 as AccountApiInterface, type AccountInformationV2Request$1 as AccountInformationV2Request, type AccountInformationV2Response$1 as AccountInformationV2Response, type index$2_AccountInformationV2ResponseAssetsInner as AccountInformationV2ResponseAssetsInner, type index$2_AccountInformationV2ResponsePositionsInner as AccountInformationV2ResponsePositionsInner, type index$2_AccountInformationV3Request as AccountInformationV3Request, type index$2_AccountInformationV3Response as AccountInformationV3Response, type index$2_AccountInformationV3ResponseAssetsInner as AccountInformationV3ResponseAssetsInner, type index$2_AccountInformationV3ResponsePositionsInner as AccountInformationV3ResponsePositionsInner, type index$2_AccountTradeListRequest as AccountTradeListRequest, type index$2_AccountTradeListResponse as AccountTradeListResponse, type index$2_AccountTradeListResponseInner as AccountTradeListResponseInner, type index$2_AllOrdersRequest as AllOrdersRequest, type index$2_AllOrdersResponse as AllOrdersResponse, type index$2_AllOrdersResponseInner as AllOrdersResponseInner, type index$2_AutoCancelAllOpenOrdersRequest as AutoCancelAllOpenOrdersRequest, type index$2_AutoCancelAllOpenOrdersResponse as AutoCancelAllOpenOrdersResponse, index$2_BasisContractTypeEnum as BasisContractTypeEnum, index$2_BasisPeriodEnum as BasisPeriodEnum, type index$2_BasisRequest as BasisRequest, type index$2_BasisResponse as BasisResponse, type index$2_BasisResponseInner as BasisResponseInner, type index$2_CancelAllOpenOrdersRequest as CancelAllOpenOrdersRequest, type index$2_CancelAllOpenOrdersResponse as CancelAllOpenOrdersResponse, type index$2_CancelMultipleOrdersRequest as CancelMultipleOrdersRequest, type index$2_CancelMultipleOrdersResponse as CancelMultipleOrdersResponse, type index$2_CancelMultipleOrdersResponseInner as CancelMultipleOrdersResponseInner, type CancelOrderRequest$1 as CancelOrderRequest, type CancelOrderResponse$1 as CancelOrderResponse, type index$2_ChangeInitialLeverageRequest as ChangeInitialLeverageRequest, type index$2_ChangeInitialLeverageResponse as ChangeInitialLeverageResponse, index$2_ChangeMarginTypeMarginTypeEnum as ChangeMarginTypeMarginTypeEnum, type index$2_ChangeMarginTypeRequest as ChangeMarginTypeRequest, type index$2_ChangeMarginTypeResponse as ChangeMarginTypeResponse, type index$2_ChangeMultiAssetsModeRequest as ChangeMultiAssetsModeRequest, type index$2_ChangeMultiAssetsModeResponse as ChangeMultiAssetsModeResponse, type index$2_ChangePositionModeRequest as ChangePositionModeRequest, type index$2_ChangePositionModeResponse as ChangePositionModeResponse, type index$2_CheckServerTimeResponse as CheckServerTimeResponse, type index$2_ClassicPortfolioMarginAccountInformationRequest as ClassicPortfolioMarginAccountInformationRequest, type index$2_ClassicPortfolioMarginAccountInformationResponse as ClassicPortfolioMarginAccountInformationResponse, type index$2_CompositeIndexSymbolInformationRequest as CompositeIndexSymbolInformationRequest, type index$2_CompositeIndexSymbolInformationResponse as CompositeIndexSymbolInformationResponse, type index$2_CompositeIndexSymbolInformationResponseInner as CompositeIndexSymbolInformationResponseInner, type index$2_CompositeIndexSymbolInformationResponseInnerBaseAssetListInner as CompositeIndexSymbolInformationResponseInnerBaseAssetListInner, type index$2_CompressedAggregateTradesListRequest as CompressedAggregateTradesListRequest, type index$2_CompressedAggregateTradesListResponse as CompressedAggregateTradesListResponse, type index$2_CompressedAggregateTradesListResponseInner as CompressedAggregateTradesListResponseInner, index$2_ContinuousContractKlineCandlestickDataContractTypeEnum as ContinuousContractKlineCandlestickDataContractTypeEnum, index$2_ContinuousContractKlineCandlestickDataIntervalEnum as ContinuousContractKlineCandlestickDataIntervalEnum, type index$2_ContinuousContractKlineCandlestickDataRequest as ContinuousContractKlineCandlestickDataRequest, type index$2_ContinuousContractKlineCandlestickDataResponse as ContinuousContractKlineCandlestickDataResponse, type index$2_ContinuousContractKlineCandlestickDataResponseItem as ContinuousContractKlineCandlestickDataResponseItem, type index$2_ContinuousContractKlineCandlestickDataResponseItemInner as ContinuousContractKlineCandlestickDataResponseItemInner, index$2_ConvertApi as ConvertApi, type index$2_ConvertApiInterface as ConvertApiInterface, type index$2_CurrentAllOpenOrdersRequest as CurrentAllOpenOrdersRequest, type index$2_CurrentAllOpenOrdersResponse as CurrentAllOpenOrdersResponse, type index$2_ExchangeInformationResponse as ExchangeInformationResponse, type index$2_ExchangeInformationResponseAssetsInner as ExchangeInformationResponseAssetsInner, type index$2_ExchangeInformationResponseRateLimitsInner as ExchangeInformationResponseRateLimitsInner, type index$2_ExchangeInformationResponseSymbolsInner as ExchangeInformationResponseSymbolsInner, type index$2_ExchangeInformationResponseSymbolsInnerFiltersInner as ExchangeInformationResponseSymbolsInnerFiltersInner, type FuturesAccountBalanceV2Request$1 as FuturesAccountBalanceV2Request, type FuturesAccountBalanceV2Response$1 as FuturesAccountBalanceV2Response, type index$2_FuturesAccountBalanceV2ResponseInner as FuturesAccountBalanceV2ResponseInner, type index$2_FuturesAccountBalanceV3Request as FuturesAccountBalanceV3Request, type index$2_FuturesAccountBalanceV3Response as FuturesAccountBalanceV3Response, type index$2_FuturesAccountConfigurationRequest as FuturesAccountConfigurationRequest, type index$2_FuturesAccountConfigurationResponse as FuturesAccountConfigurationResponse, type index$2_FuturesTradingQuantitativeRulesIndicatorsRequest as FuturesTradingQuantitativeRulesIndicatorsRequest, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse as FuturesTradingQuantitativeRulesIndicatorsResponse, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponseIndicators as FuturesTradingQuantitativeRulesIndicatorsResponseIndicators, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner as FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner as FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner, type index$2_GetBnbBurnStatusRequest as GetBnbBurnStatusRequest, type index$2_GetBnbBurnStatusResponse as GetBnbBurnStatusResponse, type index$2_GetCurrentMultiAssetsModeRequest as GetCurrentMultiAssetsModeRequest, type index$2_GetCurrentMultiAssetsModeResponse as GetCurrentMultiAssetsModeResponse, type index$2_GetCurrentPositionModeRequest as GetCurrentPositionModeRequest, type index$2_GetCurrentPositionModeResponse as GetCurrentPositionModeResponse, type index$2_GetDownloadIdForFuturesOrderHistoryRequest as GetDownloadIdForFuturesOrderHistoryRequest, type index$2_GetDownloadIdForFuturesOrderHistoryResponse as GetDownloadIdForFuturesOrderHistoryResponse, type index$2_GetDownloadIdForFuturesTradeHistoryRequest as GetDownloadIdForFuturesTradeHistoryRequest, type index$2_GetDownloadIdForFuturesTradeHistoryResponse as GetDownloadIdForFuturesTradeHistoryResponse, type index$2_GetDownloadIdForFuturesTransactionHistoryRequest as GetDownloadIdForFuturesTransactionHistoryRequest, type index$2_GetDownloadIdForFuturesTransactionHistoryResponse as GetDownloadIdForFuturesTransactionHistoryResponse, type index$2_GetFundingRateHistoryRequest as GetFundingRateHistoryRequest, type index$2_GetFundingRateHistoryResponse as GetFundingRateHistoryResponse, type index$2_GetFundingRateHistoryResponseInner as GetFundingRateHistoryResponseInner, type index$2_GetFundingRateInfoResponse as GetFundingRateInfoResponse, type index$2_GetFundingRateInfoResponseInner as GetFundingRateInfoResponseInner, type index$2_GetFuturesOrderHistoryDownloadLinkByIdRequest as GetFuturesOrderHistoryDownloadLinkByIdRequest, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse as GetFuturesOrderHistoryDownloadLinkByIdResponse, type index$2_GetFuturesTradeDownloadLinkByIdRequest as GetFuturesTradeDownloadLinkByIdRequest, type index$2_GetFuturesTradeDownloadLinkByIdResponse as GetFuturesTradeDownloadLinkByIdResponse, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdRequest as GetFuturesTransactionHistoryDownloadLinkByIdRequest, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse as GetFuturesTransactionHistoryDownloadLinkByIdResponse, type index$2_GetIncomeHistoryRequest as GetIncomeHistoryRequest, type index$2_GetIncomeHistoryResponse as GetIncomeHistoryResponse, type index$2_GetIncomeHistoryResponseInner as GetIncomeHistoryResponseInner, type index$2_GetOrderModifyHistoryRequest as GetOrderModifyHistoryRequest, type index$2_GetOrderModifyHistoryResponse as GetOrderModifyHistoryResponse, type index$2_GetOrderModifyHistoryResponseInner as GetOrderModifyHistoryResponseInner, type index$2_GetOrderModifyHistoryResponseInnerAmendment as GetOrderModifyHistoryResponseInnerAmendment, type index$2_GetOrderModifyHistoryResponseInnerAmendmentOrigQty as GetOrderModifyHistoryResponseInnerAmendmentOrigQty, type index$2_GetOrderModifyHistoryResponseInnerAmendmentPrice as GetOrderModifyHistoryResponseInnerAmendmentPrice, type index$2_GetPositionMarginChangeHistoryRequest as GetPositionMarginChangeHistoryRequest, type index$2_GetPositionMarginChangeHistoryResponse as GetPositionMarginChangeHistoryResponse, type index$2_GetPositionMarginChangeHistoryResponseInner as GetPositionMarginChangeHistoryResponseInner, index$2_IndexPriceKlineCandlestickDataIntervalEnum as IndexPriceKlineCandlestickDataIntervalEnum, type index$2_IndexPriceKlineCandlestickDataRequest as IndexPriceKlineCandlestickDataRequest, type index$2_IndexPriceKlineCandlestickDataResponse as IndexPriceKlineCandlestickDataResponse, type index$2_IndexPriceKlineCandlestickDataResponseItem as IndexPriceKlineCandlestickDataResponseItem, type index$2_IndexPriceKlineCandlestickDataResponseItemInner as IndexPriceKlineCandlestickDataResponseItemInner, type KeepaliveUserDataStreamResponse$1 as KeepaliveUserDataStreamResponse, index$2_KlineCandlestickDataIntervalEnum as KlineCandlestickDataIntervalEnum, type index$2_KlineCandlestickDataRequest as KlineCandlestickDataRequest, type index$2_KlineCandlestickDataResponse as KlineCandlestickDataResponse, type index$2_KlineCandlestickDataResponseItem as KlineCandlestickDataResponseItem, type index$2_KlineCandlestickDataResponseItemInner as KlineCandlestickDataResponseItemInner, type index$2_ListAllConvertPairsRequest as ListAllConvertPairsRequest, type index$2_ListAllConvertPairsResponse as ListAllConvertPairsResponse, type index$2_ListAllConvertPairsResponseInner as ListAllConvertPairsResponseInner, index$2_LongShortRatioPeriodEnum as LongShortRatioPeriodEnum, type index$2_LongShortRatioRequest as LongShortRatioRequest, type index$2_LongShortRatioResponse as LongShortRatioResponse, type index$2_LongShortRatioResponseInner as LongShortRatioResponseInner, index$2_MarkPriceKlineCandlestickDataIntervalEnum as MarkPriceKlineCandlestickDataIntervalEnum, type index$2_MarkPriceKlineCandlestickDataRequest as MarkPriceKlineCandlestickDataRequest, type index$2_MarkPriceKlineCandlestickDataResponse as MarkPriceKlineCandlestickDataResponse, type index$2_MarkPriceKlineCandlestickDataResponseItem as MarkPriceKlineCandlestickDataResponseItem, type index$2_MarkPriceKlineCandlestickDataResponseItemInner as MarkPriceKlineCandlestickDataResponseItemInner, type index$2_MarkPriceRequest as MarkPriceRequest, type index$2_MarkPriceResponse as MarkPriceResponse, type index$2_MarkPriceResponse1 as MarkPriceResponse1, type index$2_MarkPriceResponse2 as MarkPriceResponse2, type index$2_MarkPriceResponse2Inner as MarkPriceResponse2Inner, MarketDataApi$1 as MarketDataApi, type MarketDataApiInterface$1 as MarketDataApiInterface, index$2_ModifyIsolatedPositionMarginPositionSideEnum as ModifyIsolatedPositionMarginPositionSideEnum, type index$2_ModifyIsolatedPositionMarginRequest as ModifyIsolatedPositionMarginRequest, type index$2_ModifyIsolatedPositionMarginResponse as ModifyIsolatedPositionMarginResponse, type index$2_ModifyMultipleOrdersBatchOrdersParameterInner as ModifyMultipleOrdersBatchOrdersParameterInner, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum as ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum as ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum, type index$2_ModifyMultipleOrdersRequest as ModifyMultipleOrdersRequest, type index$2_ModifyMultipleOrdersResponse as ModifyMultipleOrdersResponse, type index$2_ModifyMultipleOrdersResponseInner as ModifyMultipleOrdersResponseInner, ModifyOrderPriceMatchEnum$1 as ModifyOrderPriceMatchEnum, type ModifyOrderRequest$1 as ModifyOrderRequest, type ModifyOrderResponse$1 as ModifyOrderResponse, ModifyOrderSideEnum$1 as ModifyOrderSideEnum, type MultiAssetsModeAssetIndexRequest$1 as MultiAssetsModeAssetIndexRequest, type MultiAssetsModeAssetIndexResponse$1 as MultiAssetsModeAssetIndexResponse, type index$2_MultiAssetsModeAssetIndexResponse1 as MultiAssetsModeAssetIndexResponse1, type index$2_MultiAssetsModeAssetIndexResponse2 as MultiAssetsModeAssetIndexResponse2, type index$2_MultiAssetsModeAssetIndexResponse2Inner as MultiAssetsModeAssetIndexResponse2Inner, NewOrderNewOrderRespTypeEnum$1 as NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum$1 as NewOrderPositionSideEnum, NewOrderPriceMatchEnum$1 as NewOrderPriceMatchEnum, type NewOrderRequest$1 as NewOrderRequest, type NewOrderResponse$1 as NewOrderResponse, NewOrderSelfTradePreventionModeEnum$1 as NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum$1 as NewOrderSideEnum, NewOrderTimeInForceEnum$1 as NewOrderTimeInForceEnum, NewOrderWorkingTypeEnum$1 as NewOrderWorkingTypeEnum, type index$2_NotionalAndLeverageBracketsRequest as NotionalAndLeverageBracketsRequest, type index$2_NotionalAndLeverageBracketsResponse as NotionalAndLeverageBracketsResponse, type index$2_NotionalAndLeverageBracketsResponse1 as NotionalAndLeverageBracketsResponse1, type index$2_NotionalAndLeverageBracketsResponse1Inner as NotionalAndLeverageBracketsResponse1Inner, type index$2_NotionalAndLeverageBracketsResponse1InnerBracketsInner as NotionalAndLeverageBracketsResponse1InnerBracketsInner, type index$2_NotionalAndLeverageBracketsResponse2 as NotionalAndLeverageBracketsResponse2, type index$2_OldTradesLookupRequest as OldTradesLookupRequest, type index$2_OldTradesLookupResponse as OldTradesLookupResponse, type index$2_OldTradesLookupResponseInner as OldTradesLookupResponseInner, type index$2_OpenInterestRequest as OpenInterestRequest, type index$2_OpenInterestResponse as OpenInterestResponse, index$2_OpenInterestStatisticsPeriodEnum as OpenInterestStatisticsPeriodEnum, type index$2_OpenInterestStatisticsRequest as OpenInterestStatisticsRequest, type index$2_OpenInterestStatisticsResponse as OpenInterestStatisticsResponse, type index$2_OpenInterestStatisticsResponseInner as OpenInterestStatisticsResponseInner, type OrderBookRequest$1 as OrderBookRequest, type OrderBookResponse$1 as OrderBookResponse, type index$2_OrderBookResponseAsksItem as OrderBookResponseAsksItem, type index$2_OrderBookResponseBidsItem as OrderBookResponseBidsItem, type index$2_OrderStatusRequest as OrderStatusRequest, type index$2_OrderStatusResponse as OrderStatusResponse, type index$2_PlaceMultipleOrdersBatchOrdersParameterInner as PlaceMultipleOrdersBatchOrdersParameterInner, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum as PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum as PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum as PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum as PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum as PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum as PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum, type index$2_PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum as PlaceMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum, type index$2_PlaceMultipleOrdersRequest as PlaceMultipleOrdersRequest, type index$2_PlaceMultipleOrdersResponse as PlaceMultipleOrdersResponse, type index$2_PlaceMultipleOrdersResponseInner as PlaceMultipleOrdersResponseInner, index$2_PortfolioMarginEndpointsApi as PortfolioMarginEndpointsApi, type index$2_PortfolioMarginEndpointsApiInterface as PortfolioMarginEndpointsApiInterface, type index$2_PositionAdlQuantileEstimationRequest as PositionAdlQuantileEstimationRequest, type index$2_PositionAdlQuantileEstimationResponse as PositionAdlQuantileEstimationResponse, type index$2_PositionAdlQuantileEstimationResponseInner as PositionAdlQuantileEstimationResponseInner, type index$2_PositionAdlQuantileEstimationResponseInnerAdlQuantile as PositionAdlQuantileEstimationResponseInnerAdlQuantile, type PositionInformationV2Request$1 as PositionInformationV2Request, type PositionInformationV2Response$1 as PositionInformationV2Response, type index$2_PositionInformationV2ResponseInner as PositionInformationV2ResponseInner, type index$2_PositionInformationV3Request as PositionInformationV3Request, type index$2_PositionInformationV3Response as PositionInformationV3Response, type index$2_PositionInformationV3ResponseInner as PositionInformationV3ResponseInner, index$2_PremiumIndexKlineDataIntervalEnum as PremiumIndexKlineDataIntervalEnum, type index$2_PremiumIndexKlineDataRequest as PremiumIndexKlineDataRequest, type index$2_PremiumIndexKlineDataResponse as PremiumIndexKlineDataResponse, type index$2_PremiumIndexKlineDataResponseItem as PremiumIndexKlineDataResponseItem, type index$2_PremiumIndexKlineDataResponseItemInner as PremiumIndexKlineDataResponseItemInner, type index$2_QuarterlyContractSettlementPriceRequest as QuarterlyContractSettlementPriceRequest, type index$2_QuarterlyContractSettlementPriceResponse as QuarterlyContractSettlementPriceResponse, type index$2_QuarterlyContractSettlementPriceResponseInner as QuarterlyContractSettlementPriceResponseInner, type index$2_QueryCurrentOpenOrderRequest as QueryCurrentOpenOrderRequest, type index$2_QueryCurrentOpenOrderResponse as QueryCurrentOpenOrderResponse, type index$2_QueryIndexPriceConstituentsRequest as QueryIndexPriceConstituentsRequest, type index$2_QueryIndexPriceConstituentsResponse as QueryIndexPriceConstituentsResponse, type index$2_QueryIndexPriceConstituentsResponseConstituentsInner as QueryIndexPriceConstituentsResponseConstituentsInner, type index$2_QueryInsuranceFundBalanceSnapshotRequest as QueryInsuranceFundBalanceSnapshotRequest, type index$2_QueryInsuranceFundBalanceSnapshotResponse as QueryInsuranceFundBalanceSnapshotResponse, type index$2_QueryInsuranceFundBalanceSnapshotResponse1 as QueryInsuranceFundBalanceSnapshotResponse1, type index$2_QueryInsuranceFundBalanceSnapshotResponse1AssetsInner as QueryInsuranceFundBalanceSnapshotResponse1AssetsInner, type index$2_QueryInsuranceFundBalanceSnapshotResponse2 as QueryInsuranceFundBalanceSnapshotResponse2, type index$2_QueryInsuranceFundBalanceSnapshotResponse2Inner as QueryInsuranceFundBalanceSnapshotResponse2Inner, type index$2_QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner as QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner, type QueryOrderRequest$1 as QueryOrderRequest, type QueryOrderResponse$1 as QueryOrderResponse, type index$2_QueryUserRateLimitRequest as QueryUserRateLimitRequest, type index$2_QueryUserRateLimitResponse as QueryUserRateLimitResponse, type index$2_QueryUserRateLimitResponseInner as QueryUserRateLimitResponseInner, type index$2_RecentTradesListRequest as RecentTradesListRequest, type index$2_RecentTradesListResponse as RecentTradesListResponse, type index$2_RecentTradesListResponseInner as RecentTradesListResponseInner, index$2_RestAPI as RestAPI, type index$2_SendQuoteRequestRequest as SendQuoteRequestRequest, type index$2_SendQuoteRequestResponse as SendQuoteRequestResponse, type StartUserDataStreamResponse$1 as StartUserDataStreamResponse, type index$2_SymbolConfigurationRequest as SymbolConfigurationRequest, type index$2_SymbolConfigurationResponse as SymbolConfigurationResponse, type index$2_SymbolConfigurationResponseInner as SymbolConfigurationResponseInner, type SymbolOrderBookTickerRequest$1 as SymbolOrderBookTickerRequest, type SymbolOrderBookTickerResponse$1 as SymbolOrderBookTickerResponse, type SymbolOrderBookTickerResponse1$1 as SymbolOrderBookTickerResponse1, type SymbolOrderBookTickerResponse2$1 as SymbolOrderBookTickerResponse2, type index$2_SymbolOrderBookTickerResponse2Inner as SymbolOrderBookTickerResponse2Inner, type SymbolPriceTickerRequest$1 as SymbolPriceTickerRequest, type SymbolPriceTickerResponse$1 as SymbolPriceTickerResponse, type SymbolPriceTickerResponse1$1 as SymbolPriceTickerResponse1, type SymbolPriceTickerResponse2$1 as SymbolPriceTickerResponse2, type index$2_SymbolPriceTickerV2Request as SymbolPriceTickerV2Request, type index$2_SymbolPriceTickerV2Response as SymbolPriceTickerV2Response, type index$2_SymbolPriceTickerV2Response1 as SymbolPriceTickerV2Response1, type index$2_SymbolPriceTickerV2Response2 as SymbolPriceTickerV2Response2, type index$2_SymbolPriceTickerV2Response2Inner as SymbolPriceTickerV2Response2Inner, index$2_TakerBuySellVolumePeriodEnum as TakerBuySellVolumePeriodEnum, type index$2_TakerBuySellVolumeRequest as TakerBuySellVolumeRequest, type index$2_TakerBuySellVolumeResponse as TakerBuySellVolumeResponse, type index$2_TakerBuySellVolumeResponseInner as TakerBuySellVolumeResponseInner, index$2_TestOrderNewOrderRespTypeEnum as TestOrderNewOrderRespTypeEnum, index$2_TestOrderPositionSideEnum as TestOrderPositionSideEnum, index$2_TestOrderPriceMatchEnum as TestOrderPriceMatchEnum, type index$2_TestOrderRequest as TestOrderRequest, type index$2_TestOrderResponse as TestOrderResponse, index$2_TestOrderSelfTradePreventionModeEnum as TestOrderSelfTradePreventionModeEnum, index$2_TestOrderSideEnum as TestOrderSideEnum, index$2_TestOrderTimeInForceEnum as TestOrderTimeInForceEnum, index$2_TestOrderWorkingTypeEnum as TestOrderWorkingTypeEnum, type index$2_Ticker24hrPriceChangeStatisticsRequest as Ticker24hrPriceChangeStatisticsRequest, type index$2_Ticker24hrPriceChangeStatisticsResponse as Ticker24hrPriceChangeStatisticsResponse, type index$2_Ticker24hrPriceChangeStatisticsResponse1 as Ticker24hrPriceChangeStatisticsResponse1, type index$2_Ticker24hrPriceChangeStatisticsResponse2 as Ticker24hrPriceChangeStatisticsResponse2, type index$2_Ticker24hrPriceChangeStatisticsResponse2Inner as Ticker24hrPriceChangeStatisticsResponse2Inner, type index$2_ToggleBnbBurnOnFuturesTradeRequest as ToggleBnbBurnOnFuturesTradeRequest, type index$2_ToggleBnbBurnOnFuturesTradeResponse as ToggleBnbBurnOnFuturesTradeResponse, index$2_TopTraderLongShortRatioAccountsPeriodEnum as TopTraderLongShortRatioAccountsPeriodEnum, type index$2_TopTraderLongShortRatioAccountsRequest as TopTraderLongShortRatioAccountsRequest, type index$2_TopTraderLongShortRatioAccountsResponse as TopTraderLongShortRatioAccountsResponse, type index$2_TopTraderLongShortRatioAccountsResponseInner as TopTraderLongShortRatioAccountsResponseInner, index$2_TopTraderLongShortRatioPositionsPeriodEnum as TopTraderLongShortRatioPositionsPeriodEnum, type index$2_TopTraderLongShortRatioPositionsRequest as TopTraderLongShortRatioPositionsRequest, type index$2_TopTraderLongShortRatioPositionsResponse as TopTraderLongShortRatioPositionsResponse, type index$2_TopTraderLongShortRatioPositionsResponseInner as TopTraderLongShortRatioPositionsResponseInner, TradeApi$1 as TradeApi, type TradeApiInterface$1 as TradeApiInterface, type index$2_UserCommissionRateRequest as UserCommissionRateRequest, type index$2_UserCommissionRateResponse as UserCommissionRateResponse, UserDataStreamsApi$1 as UserDataStreamsApi, type UserDataStreamsApiInterface$1 as UserDataStreamsApiInterface, index$2_UsersForceOrdersAutoCloseTypeEnum as UsersForceOrdersAutoCloseTypeEnum, type index$2_UsersForceOrdersRequest as UsersForceOrdersRequest, type index$2_UsersForceOrdersResponse as UsersForceOrdersResponse, type index$2_UsersForceOrdersResponseInner as UsersForceOrdersResponseInner };
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationResponseResultAssetsInner
 */
interface AccountInformationResponseResultAssetsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    walletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    marginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    crossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    crossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    marginAvailable?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountInformationResponseResultAssetsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationResponseResultPositionsInner
 */
interface AccountInformationResponseResultPositionsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    leverage?: string;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    isolated?: boolean;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    entryPrice?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    maxNotional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    bidNotional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    askNotional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    positionAmt?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResultPositionsInner
     */
    breakEvenPrice?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountInformationResponseResult
 */
interface AccountInformationResponseResult {
    /**
     *
     * @type {number}
     * @memberof AccountInformationResponseResult
     */
    feeTier?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationResponseResult
     */
    canTrade?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationResponseResult
     */
    canDeposit?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationResponseResult
     */
    canWithdraw?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountInformationResponseResult
     */
    updateTime?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationResponseResult
     */
    multiAssetsMargin?: boolean;
    /**
     *
     * @type {number}
     * @memberof AccountInformationResponseResult
     */
    tradeGroupId?: number;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalMaintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalUnrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalMarginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalPositionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalOpenOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalCrossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    totalCrossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponseResult
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {Array<AccountInformationResponseResultAssetsInner>}
     * @memberof AccountInformationResponseResult
     */
    assets?: Array<AccountInformationResponseResultAssetsInner>;
    /**
     *
     * @type {Array<AccountInformationResponseResultPositionsInner>}
     * @memberof AccountInformationResponseResult
     */
    positions?: Array<AccountInformationResponseResultPositionsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV2ResponseRateLimitsInner
 */
interface AccountInformationV2ResponseRateLimitsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseRateLimitsInner
     */
    rateLimitType?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseRateLimitsInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponseRateLimitsInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponseRateLimitsInner
     */
    limit?: number;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponseRateLimitsInner
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountInformationResponse
 */
interface AccountInformationResponse {
    /**
     *
     * @type {string}
     * @memberof AccountInformationResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationResponse
     */
    status?: number;
    /**
     *
     * @type {AccountInformationResponseResult}
     * @memberof AccountInformationResponse
     */
    result?: AccountInformationResponseResult;
    /**
     *
     * @type {Array<AccountInformationV2ResponseRateLimitsInner>}
     * @memberof AccountInformationResponse
     */
    rateLimits?: Array<AccountInformationV2ResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV2ResponseResultAssetsInner
 */
interface AccountInformationV2ResponseResultAssetsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    walletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    marginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    crossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    crossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    updateTime?: number;
    /**
     *
     * @type {boolean}
     * @memberof AccountInformationV2ResponseResultAssetsInner
     */
    marginAvailable?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountInformationV2ResponseResultPositionsInner
 */
interface AccountInformationV2ResponseResultPositionsInner {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    positionAmt?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    isolatedMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    isolatedWallet?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    maintMargin?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2ResponseResultPositionsInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountInformationV2ResponseResult
 */
interface AccountInformationV2ResponseResult {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalMaintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalUnrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalMarginBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalPositionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalOpenOrderInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalCrossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    totalCrossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2ResponseResult
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {Array<AccountInformationV2ResponseResultAssetsInner>}
     * @memberof AccountInformationV2ResponseResult
     */
    assets?: Array<AccountInformationV2ResponseResultAssetsInner>;
    /**
     *
     * @type {Array<AccountInformationV2ResponseResultPositionsInner>}
     * @memberof AccountInformationV2ResponseResult
     */
    positions?: Array<AccountInformationV2ResponseResultPositionsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountInformationV2Response
 */
interface AccountInformationV2Response {
    /**
     *
     * @type {string}
     * @memberof AccountInformationV2Response
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof AccountInformationV2Response
     */
    status?: number;
    /**
     *
     * @type {AccountInformationV2ResponseResult}
     * @memberof AccountInformationV2Response
     */
    result?: AccountInformationV2ResponseResult;
    /**
     *
     * @type {Array<AccountInformationV2ResponseRateLimitsInner>}
     * @memberof AccountInformationV2Response
     */
    rateLimits?: Array<AccountInformationV2ResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CancelOrderResponseRateLimitsInner
 */
interface CancelOrderResponseRateLimitsInner {
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseRateLimitsInner
     */
    rateLimitType?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseRateLimitsInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponseRateLimitsInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponseRateLimitsInner
     */
    limit?: number;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponseRateLimitsInner
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CancelOrderResponseResult
 */
interface CancelOrderResponseResult {
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponseResult
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelOrderResponseResult
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelOrderResponseResult
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponseResult
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof CancelOrderResponseResult
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponseResult
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponseResult
     */
    goodTillDate?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CancelOrderResponse
 */
interface CancelOrderResponse {
    /**
     *
     * @type {string}
     * @memberof CancelOrderResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof CancelOrderResponse
     */
    status?: number;
    /**
     *
     * @type {CancelOrderResponseResult}
     * @memberof CancelOrderResponse
     */
    result?: CancelOrderResponseResult;
    /**
     *
     * @type {Array<CancelOrderResponseRateLimitsInner>}
     * @memberof CancelOrderResponse
     */
    rateLimits?: Array<CancelOrderResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse1RateLimitsInner
 */
interface SymbolOrderBookTickerResponse1RateLimitsInner {
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
     */
    rateLimitType?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
     */
    limit?: number;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CloseUserDataStreamResponse
 */
interface CloseUserDataStreamResponse {
    /**
     *
     * @type {string}
     * @memberof CloseUserDataStreamResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof CloseUserDataStreamResponse
     */
    status?: number;
    /**
     *
     * @type {object}
     * @memberof CloseUserDataStreamResponse
     */
    result?: object;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof CloseUserDataStreamResponse
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface FuturesAccountBalanceV2ResponseResultInner
 */
interface FuturesAccountBalanceV2ResponseResultInner {
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    accountAlias?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    asset?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    balance?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    crossWalletBalance?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    crossUnPnl?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    availableBalance?: string;
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    maxWithdrawAmount?: string;
    /**
     *
     * @type {boolean}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    marginAvailable?: boolean;
    /**
     *
     * @type {number}
     * @memberof FuturesAccountBalanceV2ResponseResultInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface FuturesAccountBalanceResponse
 */
interface FuturesAccountBalanceResponse {
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof FuturesAccountBalanceResponse
     */
    status?: number;
    /**
     *
     * @type {Array<FuturesAccountBalanceV2ResponseResultInner>}
     * @memberof FuturesAccountBalanceResponse
     */
    result?: Array<FuturesAccountBalanceV2ResponseResultInner>;
    /**
     *
     * @type {Array<AccountInformationV2ResponseRateLimitsInner>}
     * @memberof FuturesAccountBalanceResponse
     */
    rateLimits?: Array<AccountInformationV2ResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface FuturesAccountBalanceV2Response
 */
interface FuturesAccountBalanceV2Response {
    /**
     *
     * @type {string}
     * @memberof FuturesAccountBalanceV2Response
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof FuturesAccountBalanceV2Response
     */
    status?: number;
    /**
     *
     * @type {Array<FuturesAccountBalanceV2ResponseResultInner>}
     * @memberof FuturesAccountBalanceV2Response
     */
    result?: Array<FuturesAccountBalanceV2ResponseResultInner>;
    /**
     *
     * @type {Array<AccountInformationV2ResponseRateLimitsInner>}
     * @memberof FuturesAccountBalanceV2Response
     */
    rateLimits?: Array<AccountInformationV2ResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface KeepaliveUserDataStreamResponseResult
 */
interface KeepaliveUserDataStreamResponseResult {
    /**
     *
     * @type {string}
     * @memberof KeepaliveUserDataStreamResponseResult
     */
    listenKey?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface KeepaliveUserDataStreamResponse
 */
interface KeepaliveUserDataStreamResponse {
    /**
     *
     * @type {string}
     * @memberof KeepaliveUserDataStreamResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof KeepaliveUserDataStreamResponse
     */
    status?: number;
    /**
     *
     * @type {KeepaliveUserDataStreamResponseResult}
     * @memberof KeepaliveUserDataStreamResponse
     */
    result?: KeepaliveUserDataStreamResponseResult;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof KeepaliveUserDataStreamResponse
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ModifyOrderResponseRateLimitsInner
 */
interface ModifyOrderResponseRateLimitsInner {
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseRateLimitsInner
     */
    rateLimitType?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseRateLimitsInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponseRateLimitsInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponseRateLimitsInner
     */
    limit?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponseRateLimitsInner
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ModifyOrderResponseResult
 */
interface ModifyOrderResponseResult {
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponseResult
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    executedQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    type?: string;
    /**
     *
     * @type {boolean}
     * @memberof ModifyOrderResponseResult
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof ModifyOrderResponseResult
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    stopPrice?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof ModifyOrderResponseResult
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponseResult
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponseResult
     */
    goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponseResult
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ModifyOrderResponse
 */
interface ModifyOrderResponse {
    /**
     *
     * @type {string}
     * @memberof ModifyOrderResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof ModifyOrderResponse
     */
    status?: number;
    /**
     *
     * @type {ModifyOrderResponseResult}
     * @memberof ModifyOrderResponse
     */
    result?: ModifyOrderResponseResult;
    /**
     *
     * @type {Array<ModifyOrderResponseRateLimitsInner>}
     * @memberof ModifyOrderResponse
     */
    rateLimits?: Array<ModifyOrderResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface NewOrderResponseResult
 */
interface NewOrderResponseResult {
    /**
     *
     * @type {number}
     * @memberof NewOrderResponseResult
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    price?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    executedQty?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    cumQty?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    type?: string;
    /**
     *
     * @type {boolean}
     * @memberof NewOrderResponseResult
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof NewOrderResponseResult
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    stopPrice?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof NewOrderResponseResult
     */
    priceProtect?: boolean;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    priceMatch?: string;
    /**
     *
     * @type {string}
     * @memberof NewOrderResponseResult
     */
    selfTradePreventionMode?: string;
    /**
     *
     * @type {number}
     * @memberof NewOrderResponseResult
     */
    goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof NewOrderResponseResult
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface NewOrderResponse
 */
interface NewOrderResponse {
    /**
     *
     * @type {string}
     * @memberof NewOrderResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof NewOrderResponse
     */
    status?: number;
    /**
     *
     * @type {NewOrderResponseResult}
     * @memberof NewOrderResponse
     */
    result?: NewOrderResponseResult;
    /**
     *
     * @type {Array<ModifyOrderResponseRateLimitsInner>}
     * @memberof NewOrderResponse
     */
    rateLimits?: Array<ModifyOrderResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderBookResponseRateLimitsInner
 */
interface OrderBookResponseRateLimitsInner {
    /**
     *
     * @type {string}
     * @memberof OrderBookResponseRateLimitsInner
     */
    rateLimitType?: string;
    /**
     *
     * @type {string}
     * @memberof OrderBookResponseRateLimitsInner
     */
    interval?: string;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponseRateLimitsInner
     */
    intervalNum?: number;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponseRateLimitsInner
     */
    limit?: number;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponseRateLimitsInner
     */
    count?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderBookResponseResultAsksItem
 */
interface OrderBookResponseResultAsksItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderBookResponseResultBidsItem
 */
interface OrderBookResponseResultBidsItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface OrderBookResponseResult
 */
interface OrderBookResponseResult {
    /**
     *
     * @type {number}
     * @memberof OrderBookResponseResult
     */
    lastUpdateId?: number;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponseResult
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponseResult
     */
    T?: number;
    /**
     *
     * @type {Array<OrderBookResponseResultBidsItem>}
     * @memberof OrderBookResponseResult
     */
    bids?: Array<OrderBookResponseResultBidsItem>;
    /**
     *
     * @type {Array<OrderBookResponseResultAsksItem>}
     * @memberof OrderBookResponseResult
     */
    asks?: Array<OrderBookResponseResultAsksItem>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface OrderBookResponse
 */
interface OrderBookResponse {
    /**
     *
     * @type {string}
     * @memberof OrderBookResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof OrderBookResponse
     */
    status?: number;
    /**
     *
     * @type {OrderBookResponseResult}
     * @memberof OrderBookResponse
     */
    result?: OrderBookResponseResult;
    /**
     *
     * @type {Array<OrderBookResponseRateLimitsInner>}
     * @memberof OrderBookResponse
     */
    rateLimits?: Array<OrderBookResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PositionInformationResponseResultInner
 */
interface PositionInformationResponseResultInner {
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    entryPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    breakEvenPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    marginType?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    isAutoAddMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    isolatedMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    leverage?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    liquidationPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    markPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    maxNotionalValue?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    positionAmt?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    isolatedWallet?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    unRealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponseResultInner
     */
    positionSide?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationResponseResultInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PositionInformationResponse
 */
interface PositionInformationResponse {
    /**
     *
     * @type {string}
     * @memberof PositionInformationResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationResponse
     */
    status?: number;
    /**
     *
     * @type {Array<PositionInformationResponseResultInner>}
     * @memberof PositionInformationResponse
     */
    result?: Array<PositionInformationResponseResultInner>;
    /**
     *
     * @type {Array<AccountInformationV2ResponseRateLimitsInner>}
     * @memberof PositionInformationResponse
     */
    rateLimits?: Array<AccountInformationV2ResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PositionInformationV2ResponseResultInner
 */
interface PositionInformationV2ResponseResultInner {
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    positionAmt?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    entryPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    breakEvenPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    markPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    unrealizedProfit?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    liquidationPrice?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    isolatedMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    notional?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    marginAsset?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    isolatedWallet?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    initialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    maintMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    positionInitialMargin?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    openOrderInitialMargin?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationV2ResponseResultInner
     */
    adl?: number;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    bidNotional?: string;
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2ResponseResultInner
     */
    askNotional?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationV2ResponseResultInner
     */
    updateTime?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PositionInformationV2Response
 */
interface PositionInformationV2Response {
    /**
     *
     * @type {string}
     * @memberof PositionInformationV2Response
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof PositionInformationV2Response
     */
    status?: number;
    /**
     *
     * @type {Array<PositionInformationV2ResponseResultInner>}
     * @memberof PositionInformationV2Response
     */
    result?: Array<PositionInformationV2ResponseResultInner>;
    /**
     *
     * @type {Array<AccountInformationV2ResponseRateLimitsInner>}
     * @memberof PositionInformationV2Response
     */
    rateLimits?: Array<AccountInformationV2ResponseRateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface QueryOrderResponseResult
 */
interface QueryOrderResponseResult {
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    avgPrice?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    clientOrderId?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    cumQuote?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    executedQty?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponseResult
     */
    orderId?: number;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    origQty?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    origType?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    price?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryOrderResponseResult
     */
    reduceOnly?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    side?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    positionSide?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    status?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    stopPrice?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryOrderResponseResult
     */
    closePosition?: boolean;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    symbol?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponseResult
     */
    time?: number;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    timeInForce?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    type?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    activatePrice?: string;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    priceRate?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponseResult
     */
    updateTime?: number;
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponseResult
     */
    workingType?: string;
    /**
     *
     * @type {boolean}
     * @memberof QueryOrderResponseResult
     */
    priceProtect?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface QueryOrderResponse
 */
interface QueryOrderResponse {
    /**
     *
     * @type {string}
     * @memberof QueryOrderResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof QueryOrderResponse
     */
    status?: number;
    /**
     *
     * @type {QueryOrderResponseResult}
     * @memberof QueryOrderResponse
     */
    result?: QueryOrderResponseResult;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface StartUserDataStreamResponseResult
 */
interface StartUserDataStreamResponseResult {
    /**
     *
     * @type {string}
     * @memberof StartUserDataStreamResponseResult
     */
    listenKey?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface StartUserDataStreamResponse
 */
interface StartUserDataStreamResponse {
    /**
     *
     * @type {string}
     * @memberof StartUserDataStreamResponse
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof StartUserDataStreamResponse
     */
    status?: number;
    /**
     *
     * @type {StartUserDataStreamResponseResult}
     * @memberof StartUserDataStreamResponse
     */
    result?: StartUserDataStreamResponseResult;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof StartUserDataStreamResponse
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse1Result
 */
interface SymbolOrderBookTickerResponse1Result {
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    lastUpdateId?: number;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    bidPrice?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    bidQty?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    askPrice?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    askQty?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1Result
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse1
 */
interface SymbolOrderBookTickerResponse1 {
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse1
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse1
     */
    status?: number;
    /**
     *
     * @type {SymbolOrderBookTickerResponse1Result}
     * @memberof SymbolOrderBookTickerResponse1
     */
    result?: SymbolOrderBookTickerResponse1Result;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof SymbolOrderBookTickerResponse1
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse2
 */
interface SymbolOrderBookTickerResponse2 {
    /**
     *
     * @type {string}
     * @memberof SymbolOrderBookTickerResponse2
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolOrderBookTickerResponse2
     */
    status?: number;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1Result>}
     * @memberof SymbolOrderBookTickerResponse2
     */
    result?: Array<SymbolOrderBookTickerResponse1Result>;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof SymbolOrderBookTickerResponse2
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type SymbolOrderBookTickerResponse
 * @export
 */
type SymbolOrderBookTickerResponse = SymbolOrderBookTickerResponse1 | SymbolOrderBookTickerResponse2;

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface SymbolPriceTickerResponse1Result
 */
interface SymbolPriceTickerResponse1Result {
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerResponse1Result
     */
    symbol?: string;
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerResponse1Result
     */
    price?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolPriceTickerResponse1Result
     */
    time?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolPriceTickerResponse1
 */
interface SymbolPriceTickerResponse1 {
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerResponse1
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolPriceTickerResponse1
     */
    status?: number;
    /**
     *
     * @type {SymbolPriceTickerResponse1Result}
     * @memberof SymbolPriceTickerResponse1
     */
    result?: SymbolPriceTickerResponse1Result;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof SymbolPriceTickerResponse1
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface SymbolPriceTickerResponse2
 */
interface SymbolPriceTickerResponse2 {
    /**
     *
     * @type {string}
     * @memberof SymbolPriceTickerResponse2
     */
    id?: string;
    /**
     *
     * @type {number}
     * @memberof SymbolPriceTickerResponse2
     */
    status?: number;
    /**
     *
     * @type {Array<SymbolPriceTickerResponse1Result>}
     * @memberof SymbolPriceTickerResponse2
     */
    result?: Array<SymbolPriceTickerResponse1Result>;
    /**
     *
     * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
     * @memberof SymbolPriceTickerResponse2
     */
    rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}

/**
 * @type SymbolPriceTickerResponse
 * @export
 */
type SymbolPriceTickerResponse = SymbolPriceTickerResponse1 | SymbolPriceTickerResponse2;

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * AccountApi - interface
 *
 * @interface AccountApi
 */
interface AccountApiInterface {
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information(USER_DATA)
     * @param {AccountInformationRequest} requestParameters Request parameters.
     *
     * @returns {Promise<AccountInformationResponse>}
     * @memberof AccountApiInterface
     */
    accountInformation(requestParameters?: AccountInformationRequest): Promise<WebsocketApiResponse<AccountInformationResponse>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V2(USER_DATA)
     * @param {AccountInformationV2Request} requestParameters Request parameters.
     *
     * @returns {Promise<AccountInformationV2Response>}
     * @memberof AccountApiInterface
     */
    accountInformationV2(requestParameters?: AccountInformationV2Request): Promise<WebsocketApiResponse<AccountInformationV2Response>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance(USER_DATA)
     * @param {FuturesAccountBalanceRequest} requestParameters Request parameters.
     *
     * @returns {Promise<FuturesAccountBalanceResponse>}
     * @memberof AccountApiInterface
     */
    futuresAccountBalance(requestParameters?: FuturesAccountBalanceRequest): Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V2(USER_DATA)
     * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
     *
     * @returns {Promise<FuturesAccountBalanceV2Response>}
     * @memberof AccountApiInterface
     */
    futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request): Promise<WebsocketApiResponse<FuturesAccountBalanceV2Response>>;
}
/**
 * Request parameters for accountInformation operation in AccountApi.
 * @interface AccountInformationRequest
 */
interface AccountInformationRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof AccountApiAccountInformation
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiAccountInformation
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for accountInformationV2 operation in AccountApi.
 * @interface AccountInformationV2Request
 */
interface AccountInformationV2Request {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof AccountApiAccountInformationV2
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiAccountInformationV2
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for futuresAccountBalance operation in AccountApi.
 * @interface FuturesAccountBalanceRequest
 */
interface FuturesAccountBalanceRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof AccountApiFuturesAccountBalance
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiFuturesAccountBalance
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for futuresAccountBalanceV2 operation in AccountApi.
 * @interface FuturesAccountBalanceV2Request
 */
interface FuturesAccountBalanceV2Request {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof AccountApiFuturesAccountBalanceV2
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof AccountApiFuturesAccountBalanceV2
     */
    readonly recvWindow?: number;
}
/**
 * AccountApi - object-oriented interface
 * @class AccountApi
 * @extends {WebsocketAPIBase}
 */
declare class AccountApi implements AccountApiInterface {
    private readonly websocketBase;
    constructor(websocketBase: WebsocketAPIBase);
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information(USER_DATA)
     * @param {AccountInformationRequest} requestParameters Request parameters.
     * @returns {Promise<AccountInformationResponse>}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Account-Information Binance API Documentation}
     */
    accountInformation(requestParameters?: AccountInformationRequest): Promise<WebsocketApiResponse<AccountInformationResponse>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V2(USER_DATA)
     * @param {AccountInformationV2Request} requestParameters Request parameters.
     * @returns {Promise<AccountInformationV2Response>}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Account-Information-V2 Binance API Documentation}
     */
    accountInformationV2(requestParameters?: AccountInformationV2Request): Promise<WebsocketApiResponse<AccountInformationV2Response>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance(USER_DATA)
     * @param {FuturesAccountBalanceRequest} requestParameters Request parameters.
     * @returns {Promise<FuturesAccountBalanceResponse>}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Futures-Account-Balance Binance API Documentation}
     */
    futuresAccountBalance(requestParameters?: FuturesAccountBalanceRequest): Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V2(USER_DATA)
     * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
     * @returns {Promise<FuturesAccountBalanceV2Response>}
     * @memberof AccountApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Futures-Account-Balance-V2 Binance API Documentation}
     */
    futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request): Promise<WebsocketApiResponse<FuturesAccountBalanceV2Response>>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * MarketDataApi - interface
 *
 * @interface MarketDataApi
 */
interface MarketDataApiInterface {
    /**
     * Get current order book. Note that this request returns limited market depth.
     * If you need to continuously monitor order book updates, please consider using Websocket Market Streams:
     * `<symbol>@depth<levels>`
     * `<symbol>@depth`
     *
     * You can use `depth` request together with `<symbol>@depth` streams to maintain a local order book.
     *
     * Weight: Adjusted based on the limit:
     * | Limit         | Weight |
     * | ------------- | ------ |
     * | 5, 10, 20, 50 | 2      |
     * | 100           | 5      |
     * | 500           | 10     |
     * | 1000          | 20     |
     *
     * @summary Order Book
     * @param {OrderBookRequest} requestParameters Request parameters.
     *
     * @returns {Promise<OrderBookResponse>}
     * @memberof MarketDataApiInterface
     */
    orderBook(requestParameters: OrderBookRequest): Promise<WebsocketApiResponse<OrderBookResponse>>;
    /**
     * Best price/qty on the order book for a symbol or symbols.
     *
     * If the symbol is not sent, bookTickers for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 2 for a single symbol;
     * 5 when the symbol parameter is omitted
     *
     * @summary Symbol Order Book Ticker
     * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
     *
     * @returns {Promise<SymbolOrderBookTickerResponse>}
     * @memberof MarketDataApiInterface
     */
    symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest): Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker
     * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
     *
     * @returns {Promise<SymbolPriceTickerResponse>}
     * @memberof MarketDataApiInterface
     */
    symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest): Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>;
}
/**
 * Request parameters for orderBook operation in MarketDataApi.
 * @interface OrderBookRequest
 */
interface OrderBookRequest {
    /**
     *
     * @type {string}
     * @memberof MarketDataApiOrderBook
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof MarketDataApiOrderBook
     */
    readonly id?: string;
    /**
     * Default 500; Valid limits:[5, 10, 20, 50, 100, 500, 1000]
     * @type {number}
     * @memberof MarketDataApiOrderBook
     */
    readonly limit?: number;
}
/**
 * Request parameters for symbolOrderBookTicker operation in MarketDataApi.
 * @interface SymbolOrderBookTickerRequest
 */
interface SymbolOrderBookTickerRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof MarketDataApiSymbolOrderBookTicker
     */
    readonly id?: string;
    /**
     *
     * @type {string}
     * @memberof MarketDataApiSymbolOrderBookTicker
     */
    readonly symbol?: string;
}
/**
 * Request parameters for symbolPriceTicker operation in MarketDataApi.
 * @interface SymbolPriceTickerRequest
 */
interface SymbolPriceTickerRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof MarketDataApiSymbolPriceTicker
     */
    readonly id?: string;
    /**
     *
     * @type {string}
     * @memberof MarketDataApiSymbolPriceTicker
     */
    readonly symbol?: string;
}
/**
 * MarketDataApi - object-oriented interface
 * @class MarketDataApi
 * @extends {WebsocketAPIBase}
 */
declare class MarketDataApi implements MarketDataApiInterface {
    private readonly websocketBase;
    constructor(websocketBase: WebsocketAPIBase);
    /**
     * Get current order book. Note that this request returns limited market depth.
     * If you need to continuously monitor order book updates, please consider using Websocket Market Streams:
     * `<symbol>@depth<levels>`
     * `<symbol>@depth`
     *
     * You can use `depth` request together with `<symbol>@depth` streams to maintain a local order book.
     *
     * Weight: Adjusted based on the limit:
     * | Limit         | Weight |
     * | ------------- | ------ |
     * | 5, 10, 20, 50 | 2      |
     * | 100           | 5      |
     * | 500           | 10     |
     * | 1000          | 20     |
     *
     * @summary Order Book
     * @param {OrderBookRequest} requestParameters Request parameters.
     * @returns {Promise<OrderBookResponse>}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Order-Book Binance API Documentation}
     */
    orderBook(requestParameters: OrderBookRequest): Promise<WebsocketApiResponse<OrderBookResponse>>;
    /**
     * Best price/qty on the order book for a symbol or symbols.
     *
     * If the symbol is not sent, bookTickers for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 2 for a single symbol;
     * 5 when the symbol parameter is omitted
     *
     * @summary Symbol Order Book Ticker
     * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
     * @returns {Promise<SymbolOrderBookTickerResponse>}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Order-Book-Ticker Binance API Documentation}
     */
    symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest): Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker
     * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
     * @returns {Promise<SymbolPriceTickerResponse>}
     * @memberof MarketDataApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Price-Ticker Binance API Documentation}
     */
    symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest): Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * TradeApi - interface
 *
 * @interface TradeApi
 */
interface TradeApiInterface {
    /**
     * Cancel an active order.
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Order (TRADE)
     * @param {CancelOrderRequest} requestParameters Request parameters.
     *
     * @returns {Promise<CancelOrderResponse>}
     * @memberof TradeApiInterface
     */
    cancelOrder(requestParameters: CancelOrderRequest): Promise<WebsocketApiResponse<CancelOrderResponse>>;
    /**
     * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Both `quantity` and `price` must be sent, which is different from dapi modify order endpoint.
     * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
     * However the order will be cancelled by the amendment in the following situations:
     * when the order is in partially filled status and the new `quantity` <= `executedQty`
     * When the order is `GTX` and the new price will cause it to be executed immediately
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 1 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary Modify Order (TRADE)
     * @param {ModifyOrderRequest} requestParameters Request parameters.
     *
     * @returns {Promise<ModifyOrderResponse>}
     * @memberof TradeApiInterface
     */
    modifyOrder(requestParameters: ModifyOrderRequest): Promise<WebsocketApiResponse<ModifyOrderResponse>>;
    /**
     * Send in a new order.
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     *
     * Weight: 0
     *
     * @summary New Order(TRADE)
     * @param {NewOrderRequest} requestParameters Request parameters.
     *
     * @returns {Promise<NewOrderResponse>}
     * @memberof TradeApiInterface
     */
    newOrder(requestParameters: NewOrderRequest): Promise<WebsocketApiResponse<NewOrderResponse>>;
    /**
     * Get current position information.
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information (USER_DATA)
     * @param {PositionInformationRequest} requestParameters Request parameters.
     *
     * @returns {Promise<PositionInformationResponse>}
     * @memberof TradeApiInterface
     */
    positionInformation(requestParameters?: PositionInformationRequest): Promise<WebsocketApiResponse<PositionInformationResponse>>;
    /**
     * Get current position information(only symbol that has position or open orders will be returned).
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V2 (USER_DATA)
     * @param {PositionInformationV2Request} requestParameters Request parameters.
     *
     * @returns {Promise<PositionInformationV2Response>}
     * @memberof TradeApiInterface
     */
    positionInformationV2(requestParameters?: PositionInformationV2Request): Promise<WebsocketApiResponse<PositionInformationV2Response>>;
    /**
     * Check an order's status.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     * `orderId` is self-increment for each specific `symbol`
     *
     * Weight: 1
     *
     * @summary Query Order (USER_DATA)
     * @param {QueryOrderRequest} requestParameters Request parameters.
     *
     * @returns {Promise<QueryOrderResponse>}
     * @memberof TradeApiInterface
     */
    queryOrder(requestParameters: QueryOrderRequest): Promise<WebsocketApiResponse<QueryOrderResponse>>;
}
/**
 * Request parameters for cancelOrder operation in TradeApi.
 * @interface CancelOrderRequest
 */
interface CancelOrderRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiCancelOrder
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof TradeApiCancelOrder
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiCancelOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiCancelOrder
     */
    readonly origClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiCancelOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for modifyOrder operation in TradeApi.
 * @interface ModifyOrderRequest
 */
interface ModifyOrderRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiModifyOrder
     */
    readonly symbol: string;
    /**
     * `SELL`, `BUY`
     * @type {'BUY' | 'SELL'}
     * @memberof TradeApiModifyOrder
     */
    readonly side: ModifyOrderSideEnum;
    /**
     * Order quantity, cannot be sent with `closePosition=true`
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly quantity: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly price: number;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof TradeApiModifyOrder
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiModifyOrder
     */
    readonly origClientOrderId?: string;
    /**
     * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
     * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
     * @memberof TradeApiModifyOrder
     */
    readonly priceMatch?: ModifyOrderPriceMatchEnum;
    /**
     *
     * @type {number}
     * @memberof TradeApiModifyOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for newOrder operation in TradeApi.
 * @interface NewOrderRequest
 */
interface NewOrderRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly symbol: string;
    /**
     * `SELL`, `BUY`
     * @type {'BUY' | 'SELL'}
     * @memberof TradeApiNewOrder
     */
    readonly side: NewOrderSideEnum;
    /**
     *
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly type: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly id?: string;
    /**
     * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent in Hedge Mode.
     * @type {'BOTH' | 'LONG' | 'SHORT'}
     * @memberof TradeApiNewOrder
     */
    readonly positionSide?: NewOrderPositionSideEnum;
    /**
     *
     * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD'}
     * @memberof TradeApiNewOrder
     */
    readonly timeInForce?: NewOrderTimeInForceEnum;
    /**
     * Cannot be sent with `closePosition`=`true`(Close-All)
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly quantity?: number;
    /**
     * "true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly reduceOnly?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly price?: number;
    /**
     * A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: `^[\.A-Z\:/a-z0-9_-]{1,36}$`
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly newClientOrderId?: string;
    /**
     * Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly stopPrice?: number;
    /**
     * `true`, `false`；Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly closePosition?: string;
    /**
     * Used with `TRAILING_STOP_MARKET` orders, default as the latest price(supporting different `workingType`)
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly activationPrice?: number;
    /**
     * Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly callbackRate?: number;
    /**
     * stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
     * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
     * @memberof TradeApiNewOrder
     */
    readonly workingType?: NewOrderWorkingTypeEnum;
    /**
     * "TRUE" or "FALSE", default "FALSE". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
     * @type {string}
     * @memberof TradeApiNewOrder
     */
    readonly priceProtect?: string;
    /**
     * "ACK", "RESULT", default "ACK"
     * @type {'ACK' | 'RESULT'}
     * @memberof TradeApiNewOrder
     */
    readonly newOrderRespType?: NewOrderNewOrderRespTypeEnum;
    /**
     * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
     * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
     * @memberof TradeApiNewOrder
     */
    readonly priceMatch?: NewOrderPriceMatchEnum;
    /**
     * `NONE`:No STP / `EXPIRE_TAKER`:expire taker order when STP triggers/ `EXPIRE_MAKER`:expire taker order when STP triggers/ `EXPIRE_BOTH`:expire both orders when STP triggers; default `NONE`
     * @type {'EXPIRE_TAKER' | 'EXPIRE_BOTH' | 'EXPIRE_MAKER'}
     * @memberof TradeApiNewOrder
     */
    readonly selfTradePreventionMode?: NewOrderSelfTradePreventionModeEnum;
    /**
     * order cancel time for timeInForce `GTD`, mandatory when `timeInforce` set to `GTD`; order the timestamp only retains second-level precision, ms part will be ignored; The goodTillDate timestamp must be greater than the current time plus 600 seconds and smaller than 253402300799000
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly goodTillDate?: number;
    /**
     *
     * @type {number}
     * @memberof TradeApiNewOrder
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for positionInformation operation in TradeApi.
 * @interface PositionInformationRequest
 */
interface PositionInformationRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof TradeApiPositionInformation
     */
    readonly id?: string;
    /**
     *
     * @type {string}
     * @memberof TradeApiPositionInformation
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiPositionInformation
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for positionInformationV2 operation in TradeApi.
 * @interface PositionInformationV2Request
 */
interface PositionInformationV2Request {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof TradeApiPositionInformationV2
     */
    readonly id?: string;
    /**
     *
     * @type {string}
     * @memberof TradeApiPositionInformationV2
     */
    readonly symbol?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiPositionInformationV2
     */
    readonly recvWindow?: number;
}
/**
 * Request parameters for queryOrder operation in TradeApi.
 * @interface QueryOrderRequest
 */
interface QueryOrderRequest {
    /**
     *
     * @type {string}
     * @memberof TradeApiQueryOrder
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof TradeApiQueryOrder
     */
    readonly id?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiQueryOrder
     */
    readonly orderId?: number;
    /**
     *
     * @type {string}
     * @memberof TradeApiQueryOrder
     */
    readonly origClientOrderId?: string;
    /**
     *
     * @type {number}
     * @memberof TradeApiQueryOrder
     */
    readonly recvWindow?: number;
}
/**
 * TradeApi - object-oriented interface
 * @class TradeApi
 * @extends {WebsocketAPIBase}
 */
declare class TradeApi implements TradeApiInterface {
    private readonly websocketBase;
    constructor(websocketBase: WebsocketAPIBase);
    /**
     * Cancel an active order.
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Order (TRADE)
     * @param {CancelOrderRequest} requestParameters Request parameters.
     * @returns {Promise<CancelOrderResponse>}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order Binance API Documentation}
     */
    cancelOrder(requestParameters: CancelOrderRequest): Promise<WebsocketApiResponse<CancelOrderResponse>>;
    /**
     * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Both `quantity` and `price` must be sent, which is different from dapi modify order endpoint.
     * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
     * However the order will be cancelled by the amendment in the following situations:
     * when the order is in partially filled status and the new `quantity` <= `executedQty`
     * When the order is `GTX` and the new price will cause it to be executed immediately
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 1 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary Modify Order (TRADE)
     * @param {ModifyOrderRequest} requestParameters Request parameters.
     * @returns {Promise<ModifyOrderResponse>}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Modify-Order Binance API Documentation}
     */
    modifyOrder(requestParameters: ModifyOrderRequest): Promise<WebsocketApiResponse<ModifyOrderResponse>>;
    /**
     * Send in a new order.
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     *
     * Weight: 0
     *
     * @summary New Order(TRADE)
     * @param {NewOrderRequest} requestParameters Request parameters.
     * @returns {Promise<NewOrderResponse>}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Order Binance API Documentation}
     */
    newOrder(requestParameters: NewOrderRequest): Promise<WebsocketApiResponse<NewOrderResponse>>;
    /**
     * Get current position information.
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information (USER_DATA)
     * @param {PositionInformationRequest} requestParameters Request parameters.
     * @returns {Promise<PositionInformationResponse>}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Information Binance API Documentation}
     */
    positionInformation(requestParameters?: PositionInformationRequest): Promise<WebsocketApiResponse<PositionInformationResponse>>;
    /**
     * Get current position information(only symbol that has position or open orders will be returned).
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V2 (USER_DATA)
     * @param {PositionInformationV2Request} requestParameters Request parameters.
     * @returns {Promise<PositionInformationV2Response>}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Info-V2 Binance API Documentation}
     */
    positionInformationV2(requestParameters?: PositionInformationV2Request): Promise<WebsocketApiResponse<PositionInformationV2Response>>;
    /**
     * Check an order's status.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     * `orderId` is self-increment for each specific `symbol`
     *
     * Weight: 1
     *
     * @summary Query Order (USER_DATA)
     * @param {QueryOrderRequest} requestParameters Request parameters.
     * @returns {Promise<QueryOrderResponse>}
     * @memberof TradeApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Query-Order Binance API Documentation}
     */
    queryOrder(requestParameters: QueryOrderRequest): Promise<WebsocketApiResponse<QueryOrderResponse>>;
}
declare enum ModifyOrderSideEnum {
    BUY = "BUY",
    SELL = "SELL"
}
declare enum ModifyOrderPriceMatchEnum {
    NONE = "NONE",
    OPPONENT = "OPPONENT",
    OPPONENT_5 = "OPPONENT_5",
    OPPONENT_10 = "OPPONENT_10",
    OPPONENT_20 = "OPPONENT_20",
    QUEUE = "QUEUE",
    QUEUE_5 = "QUEUE_5",
    QUEUE_10 = "QUEUE_10",
    QUEUE_20 = "QUEUE_20"
}
declare enum NewOrderSideEnum {
    BUY = "BUY",
    SELL = "SELL"
}
declare enum NewOrderPositionSideEnum {
    BOTH = "BOTH",
    LONG = "LONG",
    SHORT = "SHORT"
}
declare enum NewOrderTimeInForceEnum {
    GTC = "GTC",
    IOC = "IOC",
    FOK = "FOK",
    GTX = "GTX",
    GTD = "GTD"
}
declare enum NewOrderWorkingTypeEnum {
    MARK_PRICE = "MARK_PRICE",
    CONTRACT_PRICE = "CONTRACT_PRICE"
}
declare enum NewOrderNewOrderRespTypeEnum {
    ACK = "ACK",
    RESULT = "RESULT"
}
declare enum NewOrderPriceMatchEnum {
    NONE = "NONE",
    OPPONENT = "OPPONENT",
    OPPONENT_5 = "OPPONENT_5",
    OPPONENT_10 = "OPPONENT_10",
    OPPONENT_20 = "OPPONENT_20",
    QUEUE = "QUEUE",
    QUEUE_5 = "QUEUE_5",
    QUEUE_10 = "QUEUE_10",
    QUEUE_20 = "QUEUE_20"
}
declare enum NewOrderSelfTradePreventionModeEnum {
    EXPIRE_TAKER = "EXPIRE_TAKER",
    EXPIRE_BOTH = "EXPIRE_BOTH",
    EXPIRE_MAKER = "EXPIRE_MAKER"
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * UserDataStreamsApi - interface
 *
 * @interface UserDataStreamsApi
 */
interface UserDataStreamsApiInterface {
    /**
     * Close out a user data stream.
     *
     * Weight: 1
     *
     * @summary Close User Data Stream (USER_STREAM)
     * @param {CloseUserDataStreamRequest} requestParameters Request parameters.
     *
     * @returns {Promise<CloseUserDataStreamResponse>}
     * @memberof UserDataStreamsApiInterface
     */
    closeUserDataStream(requestParameters?: CloseUserDataStreamRequest): Promise<WebsocketApiResponse<CloseUserDataStreamResponse>>;
    /**
     * Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 60 minutes.
     *
     * Weight: 1
     *
     * @summary Keepalive User Data Stream (USER_STREAM)
     * @param {KeepaliveUserDataStreamRequest} requestParameters Request parameters.
     *
     * @returns {Promise<KeepaliveUserDataStreamResponse>}
     * @memberof UserDataStreamsApiInterface
     */
    keepaliveUserDataStream(requestParameters?: KeepaliveUserDataStreamRequest): Promise<WebsocketApiResponse<KeepaliveUserDataStreamResponse>>;
    /**
     * Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active `listenKey`, that `listenKey` will be returned and its validity will be extended for 60 minutes.
     *
     * Weight: 1
     *
     * @summary Start User Data Stream (USER_STREAM)
     * @param {StartUserDataStreamRequest} requestParameters Request parameters.
     *
     * @returns {Promise<StartUserDataStreamResponse>}
     * @memberof UserDataStreamsApiInterface
     */
    startUserDataStream(requestParameters?: StartUserDataStreamRequest): Promise<WebsocketApiResponse<StartUserDataStreamResponse>>;
}
/**
 * Request parameters for closeUserDataStream operation in UserDataStreamsApi.
 * @interface CloseUserDataStreamRequest
 */
interface CloseUserDataStreamRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof UserDataStreamsApiCloseUserDataStream
     */
    readonly id?: string;
}
/**
 * Request parameters for keepaliveUserDataStream operation in UserDataStreamsApi.
 * @interface KeepaliveUserDataStreamRequest
 */
interface KeepaliveUserDataStreamRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof UserDataStreamsApiKeepaliveUserDataStream
     */
    readonly id?: string;
}
/**
 * Request parameters for startUserDataStream operation in UserDataStreamsApi.
 * @interface StartUserDataStreamRequest
 */
interface StartUserDataStreamRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof UserDataStreamsApiStartUserDataStream
     */
    readonly id?: string;
}
/**
 * UserDataStreamsApi - object-oriented interface
 * @class UserDataStreamsApi
 * @extends {WebsocketAPIBase}
 */
declare class UserDataStreamsApi implements UserDataStreamsApiInterface {
    private readonly websocketBase;
    constructor(websocketBase: WebsocketAPIBase);
    /**
     * Close out a user data stream.
     *
     * Weight: 1
     *
     * @summary Close User Data Stream (USER_STREAM)
     * @param {CloseUserDataStreamRequest} requestParameters Request parameters.
     * @returns {Promise<CloseUserDataStreamResponse>}
     * @memberof UserDataStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Close-User-Data-Stream-Wsp Binance API Documentation}
     */
    closeUserDataStream(requestParameters?: CloseUserDataStreamRequest): Promise<WebsocketApiResponse<CloseUserDataStreamResponse>>;
    /**
     * Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 60 minutes.
     *
     * Weight: 1
     *
     * @summary Keepalive User Data Stream (USER_STREAM)
     * @param {KeepaliveUserDataStreamRequest} requestParameters Request parameters.
     * @returns {Promise<KeepaliveUserDataStreamResponse>}
     * @memberof UserDataStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Keepalive-User-Data-Stream-Wsp Binance API Documentation}
     */
    keepaliveUserDataStream(requestParameters?: KeepaliveUserDataStreamRequest): Promise<WebsocketApiResponse<KeepaliveUserDataStreamResponse>>;
    /**
     * Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active `listenKey`, that `listenKey` will be returned and its validity will be extended for 60 minutes.
     *
     * Weight: 1
     *
     * @summary Start User Data Stream (USER_STREAM)
     * @param {StartUserDataStreamRequest} requestParameters Request parameters.
     * @returns {Promise<StartUserDataStreamResponse>}
     * @memberof UserDataStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Start-User-Data-Stream-Wsp Binance API Documentation}
     */
    startUserDataStream(requestParameters?: StartUserDataStreamRequest): Promise<WebsocketApiResponse<StartUserDataStreamResponse>>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

declare class WebsocketAPIConnection {
    private websocketBase;
    private accountApi;
    private marketDataApi;
    private tradeApi;
    private userDataStreamsApi;
    constructor(websocketBase: WebsocketAPIBase);
    on(event: 'open' | 'message' | 'error' | 'close' | 'ping' | 'pong', listener: (...args: any[]) => void): void;
    off(event: 'open' | 'message' | 'error' | 'close' | 'ping' | 'pong', listener: (...args: any[]) => void): void;
    /**
     * Disconnects from the WebSocket server.
     * If there is no active connection, a warning is logged.
     * Otherwise, all connections in the connection pool are closed gracefully,
     * and a message is logged indicating that the connection has been disconnected.
     * @returns A Promise that resolves when all connections have been closed.
     * @throws Error if the WebSocket client is not set.
     */
    disconnect(): Promise<void>;
    /**
     * Checks if the WebSocket connection is currently open.
     * @returns `true` if the connection is open, `false` otherwise.
     */
    isConnected(): boolean;
    /**
     * Sends a ping message to all connected Websocket servers in the pool.
     * If no connections are ready, a warning is logged.
     * For each active connection, the ping message is sent, and debug logs provide details.
     * @throws Error if a Websocket client is not set for a connection.
     */
    pingServer(): void;
    /**
     * Sends an unsigned message to the WebSocket server
     * @param method The API method to call
     * @param payload Message parameters and options
     * @returns Promise that resolves with the server response
     * @throws Error if not connected
     */
    sendMessage(method: string, payload?: WebsocketSendMsgOptions): Promise<WebsocketApiResponse<unknown>>;
    /**
     * Sends a signed message to the WebSocket server with authentication
     * @param method The API method to call
     * @param payload Message parameters and options
     * @returns Promise that resolves with the server response
     * @throws Error if not connected
     */
    sendSignedMessage(method: string, payload?: WebsocketSendMsgOptions): Promise<WebsocketApiResponse<unknown>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information(USER_DATA)
     * @param {AccountInformationRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<AccountInformationResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Account-Information Binance API Documentation}
     */
    accountInformation(requestParameters?: AccountInformationRequest): Promise<WebsocketApiResponse<AccountInformationResponse>>;
    /**
     * Get current account information. User in single-asset/ multi-assets mode will see different value, see comments in response section for detail.
     *
     * Weight: 5
     *
     * @summary Account Information V2(USER_DATA)
     * @param {AccountInformationV2Request} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<AccountInformationV2Response>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Account-Information-V2 Binance API Documentation}
     */
    accountInformationV2(requestParameters?: AccountInformationV2Request): Promise<WebsocketApiResponse<AccountInformationV2Response>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance(USER_DATA)
     * @param {FuturesAccountBalanceRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Futures-Account-Balance Binance API Documentation}
     */
    futuresAccountBalance(requestParameters?: FuturesAccountBalanceRequest): Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>;
    /**
     * Query account balance info
     *
     * Weight: 5
     *
     * @summary Futures Account Balance V2(USER_DATA)
     * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<FuturesAccountBalanceV2Response>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Futures-Account-Balance-V2 Binance API Documentation}
     */
    futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request): Promise<WebsocketApiResponse<FuturesAccountBalanceV2Response>>;
    /**
     * Get current order book. Note that this request returns limited market depth.
     * If you need to continuously monitor order book updates, please consider using Websocket Market Streams:
     * `<symbol>@depth<levels>`
     * `<symbol>@depth`
     *
     * You can use `depth` request together with `<symbol>@depth` streams to maintain a local order book.
     *
     * Weight: Adjusted based on the limit:
     * | Limit         | Weight |
     * | ------------- | ------ |
     * | 5, 10, 20, 50 | 2      |
     * | 100           | 5      |
     * | 500           | 10     |
     * | 1000          | 20     |
     *
     * @summary Order Book
     * @param {OrderBookRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<OrderBookResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Order-Book Binance API Documentation}
     */
    orderBook(requestParameters: OrderBookRequest): Promise<WebsocketApiResponse<OrderBookResponse>>;
    /**
     * Best price/qty on the order book for a symbol or symbols.
     *
     * If the symbol is not sent, bookTickers for all symbols will be returned in an array.
     * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore.
     *
     * Weight: 2 for a single symbol;
     * 5 when the symbol parameter is omitted
     *
     * @summary Symbol Order Book Ticker
     * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Order-Book-Ticker Binance API Documentation}
     */
    symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest): Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>;
    /**
     * Latest price for a symbol or symbols.
     *
     * If the symbol is not sent, prices for all symbols will be returned in an array.
     *
     * Weight: 1 for a single symbol;
     * 2 when the symbol parameter is omitted
     *
     * @summary Symbol Price Ticker
     * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Price-Ticker Binance API Documentation}
     */
    symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest): Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>;
    /**
     * Cancel an active order.
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     *
     * Weight: 1
     *
     * @summary Cancel Order (TRADE)
     * @param {CancelOrderRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<CancelOrderResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order Binance API Documentation}
     */
    cancelOrder(requestParameters: CancelOrderRequest): Promise<WebsocketApiResponse<CancelOrderResponse>>;
    /**
     * Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
     *
     * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
     * Both `quantity` and `price` must be sent, which is different from dapi modify order endpoint.
     * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
     * However the order will be cancelled by the amendment in the following situations:
     * when the order is in partially filled status and the new `quantity` <= `executedQty`
     * When the order is `GTX` and the new price will cause it to be executed immediately
     * One order can only be modfied for less than 10000 times
     *
     * Weight: 1 on 10s order rate limit(X-MBX-ORDER-COUNT-10S);
     * 1 on 1min order rate limit(X-MBX-ORDER-COUNT-1M);
     * 1 on IP rate limit(x-mbx-used-weight-1m)
     *
     * @summary Modify Order (TRADE)
     * @param {ModifyOrderRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<ModifyOrderResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Modify-Order Binance API Documentation}
     */
    modifyOrder(requestParameters: ModifyOrderRequest): Promise<WebsocketApiResponse<ModifyOrderResponse>>;
    /**
     * Send in a new order.
     *
     * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
     * Condition orders will be triggered when:
     *
     * If parameter`priceProtect`is sent as true:
     * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
     * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
     *
     * `STOP`, `STOP_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
     * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
     * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
     * `TRAILING_STOP_MARKET`:
     * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
     * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
     *
     * For `TRAILING_STOP_MARKET`, if you got such error code.
     * ``{"code": -2021, "msg": "Order would immediately trigger."}``
     * means that the parameters you send do not meet the following requirements:
     * BUY: `activationPrice` should be smaller than latest price.
     * SELL: `activationPrice` should be larger than latest price.
     *
     * If `newOrderRespType ` is sent as `RESULT` :
     * `MARKET` order: the final FILLED result of the order will be return directly.
     * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
     *
     * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
     * Follow the same rules for condition orders.
     * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
     * Cannot be used with `quantity` paremeter
     * Cannot be used with `reduceOnly` parameter
     * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
     *
     * Weight: 0
     *
     * @summary New Order(TRADE)
     * @param {NewOrderRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<NewOrderResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Order Binance API Documentation}
     */
    newOrder(requestParameters: NewOrderRequest): Promise<WebsocketApiResponse<NewOrderResponse>>;
    /**
     * Get current position information.
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information (USER_DATA)
     * @param {PositionInformationRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<PositionInformationResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Information Binance API Documentation}
     */
    positionInformation(requestParameters?: PositionInformationRequest): Promise<WebsocketApiResponse<PositionInformationResponse>>;
    /**
     * Get current position information(only symbol that has position or open orders will be returned).
     *
     * Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
     *
     * Weight: 5
     *
     * @summary Position Information V2 (USER_DATA)
     * @param {PositionInformationV2Request} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<PositionInformationV2Response>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Info-V2 Binance API Documentation}
     */
    positionInformationV2(requestParameters?: PositionInformationV2Request): Promise<WebsocketApiResponse<PositionInformationV2Response>>;
    /**
     * Check an order's status.
     *
     * These orders will not be found:
     * order status is `CANCELED` or `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days < current time
     * order create time + 90 days < current time
     *
     * Either `orderId` or `origClientOrderId` must be sent.
     * `orderId` is self-increment for each specific `symbol`
     *
     * Weight: 1
     *
     * @summary Query Order (USER_DATA)
     * @param {QueryOrderRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<QueryOrderResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Query-Order Binance API Documentation}
     */
    queryOrder(requestParameters: QueryOrderRequest): Promise<WebsocketApiResponse<QueryOrderResponse>>;
    /**
     * Close out a user data stream.
     *
     * Weight: 1
     *
     * @summary Close User Data Stream (USER_STREAM)
     * @param {CloseUserDataStreamRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<CloseUserDataStreamResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Close-User-Data-Stream-Wsp Binance API Documentation}
     */
    closeUserDataStream(requestParameters?: CloseUserDataStreamRequest): Promise<WebsocketApiResponse<CloseUserDataStreamResponse>>;
    /**
     * Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 60 minutes.
     *
     * Weight: 1
     *
     * @summary Keepalive User Data Stream (USER_STREAM)
     * @param {KeepaliveUserDataStreamRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<KeepaliveUserDataStreamResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Keepalive-User-Data-Stream-Wsp Binance API Documentation}
     */
    keepaliveUserDataStream(requestParameters?: KeepaliveUserDataStreamRequest): Promise<WebsocketApiResponse<KeepaliveUserDataStreamResponse>>;
    /**
     * Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active `listenKey`, that `listenKey` will be returned and its validity will be extended for 60 minutes.
     *
     * Weight: 1
     *
     * @summary Start User Data Stream (USER_STREAM)
     * @param {StartUserDataStreamRequest} requestParameters Request parameters.
     * @returns Promise<WebsocketApiResponse<StartUserDataStreamResponse>>
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Start-User-Data-Stream-Wsp Binance API Documentation}
     */
    startUserDataStream(requestParameters?: StartUserDataStreamRequest): Promise<WebsocketApiResponse<StartUserDataStreamResponse>>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

declare class WebsocketAPI {
    private configuration;
    constructor(configuration: ConfigurationWebsocketAPI);
    /**
     * Connects to the Binance WebSocket API and returns a `WebsocketAPIConnection` instance.
     *
     * @param {object} [options] - Optional connection options.
     * @param {string} [options.mode='single'] - The connection mode, either 'single' or 'pool'. Overrides the `mode` property in the configuration.
     * @param {number} [options.poolSize=1] - The number of connections to use in pool mode. Overrides the `poolSize` property in the configuration.
     * @returns {Promise<WebsocketAPIConnection>} - A promise that resolves to a `WebsocketAPIConnection` instance.
     */
    connect({ mode, poolSize, }?: {
        mode?: 'single' | 'pool';
        poolSize?: number;
    }): Promise<WebsocketAPIConnection>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket API
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket API
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

type index$1_AccountApi = AccountApi;
declare const index$1_AccountApi: typeof AccountApi;
type index$1_AccountApiInterface = AccountApiInterface;
type index$1_AccountInformationRequest = AccountInformationRequest;
type index$1_AccountInformationResponse = AccountInformationResponse;
type index$1_AccountInformationResponseResult = AccountInformationResponseResult;
type index$1_AccountInformationResponseResultAssetsInner = AccountInformationResponseResultAssetsInner;
type index$1_AccountInformationResponseResultPositionsInner = AccountInformationResponseResultPositionsInner;
type index$1_AccountInformationV2Request = AccountInformationV2Request;
type index$1_AccountInformationV2Response = AccountInformationV2Response;
type index$1_AccountInformationV2ResponseRateLimitsInner = AccountInformationV2ResponseRateLimitsInner;
type index$1_AccountInformationV2ResponseResult = AccountInformationV2ResponseResult;
type index$1_AccountInformationV2ResponseResultAssetsInner = AccountInformationV2ResponseResultAssetsInner;
type index$1_AccountInformationV2ResponseResultPositionsInner = AccountInformationV2ResponseResultPositionsInner;
type index$1_CancelOrderRequest = CancelOrderRequest;
type index$1_CancelOrderResponse = CancelOrderResponse;
type index$1_CancelOrderResponseRateLimitsInner = CancelOrderResponseRateLimitsInner;
type index$1_CancelOrderResponseResult = CancelOrderResponseResult;
type index$1_CloseUserDataStreamRequest = CloseUserDataStreamRequest;
type index$1_CloseUserDataStreamResponse = CloseUserDataStreamResponse;
type index$1_FuturesAccountBalanceRequest = FuturesAccountBalanceRequest;
type index$1_FuturesAccountBalanceResponse = FuturesAccountBalanceResponse;
type index$1_FuturesAccountBalanceV2Request = FuturesAccountBalanceV2Request;
type index$1_FuturesAccountBalanceV2Response = FuturesAccountBalanceV2Response;
type index$1_FuturesAccountBalanceV2ResponseResultInner = FuturesAccountBalanceV2ResponseResultInner;
type index$1_KeepaliveUserDataStreamRequest = KeepaliveUserDataStreamRequest;
type index$1_KeepaliveUserDataStreamResponse = KeepaliveUserDataStreamResponse;
type index$1_KeepaliveUserDataStreamResponseResult = KeepaliveUserDataStreamResponseResult;
type index$1_MarketDataApi = MarketDataApi;
declare const index$1_MarketDataApi: typeof MarketDataApi;
type index$1_MarketDataApiInterface = MarketDataApiInterface;
type index$1_ModifyOrderPriceMatchEnum = ModifyOrderPriceMatchEnum;
declare const index$1_ModifyOrderPriceMatchEnum: typeof ModifyOrderPriceMatchEnum;
type index$1_ModifyOrderRequest = ModifyOrderRequest;
type index$1_ModifyOrderResponse = ModifyOrderResponse;
type index$1_ModifyOrderResponseRateLimitsInner = ModifyOrderResponseRateLimitsInner;
type index$1_ModifyOrderResponseResult = ModifyOrderResponseResult;
type index$1_ModifyOrderSideEnum = ModifyOrderSideEnum;
declare const index$1_ModifyOrderSideEnum: typeof ModifyOrderSideEnum;
type index$1_NewOrderNewOrderRespTypeEnum = NewOrderNewOrderRespTypeEnum;
declare const index$1_NewOrderNewOrderRespTypeEnum: typeof NewOrderNewOrderRespTypeEnum;
type index$1_NewOrderPositionSideEnum = NewOrderPositionSideEnum;
declare const index$1_NewOrderPositionSideEnum: typeof NewOrderPositionSideEnum;
type index$1_NewOrderPriceMatchEnum = NewOrderPriceMatchEnum;
declare const index$1_NewOrderPriceMatchEnum: typeof NewOrderPriceMatchEnum;
type index$1_NewOrderRequest = NewOrderRequest;
type index$1_NewOrderResponse = NewOrderResponse;
type index$1_NewOrderResponseResult = NewOrderResponseResult;
type index$1_NewOrderSelfTradePreventionModeEnum = NewOrderSelfTradePreventionModeEnum;
declare const index$1_NewOrderSelfTradePreventionModeEnum: typeof NewOrderSelfTradePreventionModeEnum;
type index$1_NewOrderSideEnum = NewOrderSideEnum;
declare const index$1_NewOrderSideEnum: typeof NewOrderSideEnum;
type index$1_NewOrderTimeInForceEnum = NewOrderTimeInForceEnum;
declare const index$1_NewOrderTimeInForceEnum: typeof NewOrderTimeInForceEnum;
type index$1_NewOrderWorkingTypeEnum = NewOrderWorkingTypeEnum;
declare const index$1_NewOrderWorkingTypeEnum: typeof NewOrderWorkingTypeEnum;
type index$1_OrderBookRequest = OrderBookRequest;
type index$1_OrderBookResponse = OrderBookResponse;
type index$1_OrderBookResponseRateLimitsInner = OrderBookResponseRateLimitsInner;
type index$1_OrderBookResponseResult = OrderBookResponseResult;
type index$1_OrderBookResponseResultAsksItem = OrderBookResponseResultAsksItem;
type index$1_OrderBookResponseResultBidsItem = OrderBookResponseResultBidsItem;
type index$1_PositionInformationRequest = PositionInformationRequest;
type index$1_PositionInformationResponse = PositionInformationResponse;
type index$1_PositionInformationResponseResultInner = PositionInformationResponseResultInner;
type index$1_PositionInformationV2Request = PositionInformationV2Request;
type index$1_PositionInformationV2Response = PositionInformationV2Response;
type index$1_PositionInformationV2ResponseResultInner = PositionInformationV2ResponseResultInner;
type index$1_QueryOrderRequest = QueryOrderRequest;
type index$1_QueryOrderResponse = QueryOrderResponse;
type index$1_QueryOrderResponseResult = QueryOrderResponseResult;
type index$1_StartUserDataStreamRequest = StartUserDataStreamRequest;
type index$1_StartUserDataStreamResponse = StartUserDataStreamResponse;
type index$1_StartUserDataStreamResponseResult = StartUserDataStreamResponseResult;
type index$1_SymbolOrderBookTickerRequest = SymbolOrderBookTickerRequest;
type index$1_SymbolOrderBookTickerResponse = SymbolOrderBookTickerResponse;
type index$1_SymbolOrderBookTickerResponse1 = SymbolOrderBookTickerResponse1;
type index$1_SymbolOrderBookTickerResponse1RateLimitsInner = SymbolOrderBookTickerResponse1RateLimitsInner;
type index$1_SymbolOrderBookTickerResponse1Result = SymbolOrderBookTickerResponse1Result;
type index$1_SymbolOrderBookTickerResponse2 = SymbolOrderBookTickerResponse2;
type index$1_SymbolPriceTickerRequest = SymbolPriceTickerRequest;
type index$1_SymbolPriceTickerResponse = SymbolPriceTickerResponse;
type index$1_SymbolPriceTickerResponse1 = SymbolPriceTickerResponse1;
type index$1_SymbolPriceTickerResponse1Result = SymbolPriceTickerResponse1Result;
type index$1_SymbolPriceTickerResponse2 = SymbolPriceTickerResponse2;
type index$1_TradeApi = TradeApi;
declare const index$1_TradeApi: typeof TradeApi;
type index$1_TradeApiInterface = TradeApiInterface;
type index$1_UserDataStreamsApi = UserDataStreamsApi;
declare const index$1_UserDataStreamsApi: typeof UserDataStreamsApi;
type index$1_UserDataStreamsApiInterface = UserDataStreamsApiInterface;
type index$1_WebsocketAPI = WebsocketAPI;
declare const index$1_WebsocketAPI: typeof WebsocketAPI;
type index$1_WebsocketAPIConnection = WebsocketAPIConnection;
declare const index$1_WebsocketAPIConnection: typeof WebsocketAPIConnection;
declare namespace index$1 {
  export { index$1_AccountApi as AccountApi, type index$1_AccountApiInterface as AccountApiInterface, type index$1_AccountInformationRequest as AccountInformationRequest, type index$1_AccountInformationResponse as AccountInformationResponse, type index$1_AccountInformationResponseResult as AccountInformationResponseResult, type index$1_AccountInformationResponseResultAssetsInner as AccountInformationResponseResultAssetsInner, type index$1_AccountInformationResponseResultPositionsInner as AccountInformationResponseResultPositionsInner, type index$1_AccountInformationV2Request as AccountInformationV2Request, type index$1_AccountInformationV2Response as AccountInformationV2Response, type index$1_AccountInformationV2ResponseRateLimitsInner as AccountInformationV2ResponseRateLimitsInner, type index$1_AccountInformationV2ResponseResult as AccountInformationV2ResponseResult, type index$1_AccountInformationV2ResponseResultAssetsInner as AccountInformationV2ResponseResultAssetsInner, type index$1_AccountInformationV2ResponseResultPositionsInner as AccountInformationV2ResponseResultPositionsInner, type index$1_CancelOrderRequest as CancelOrderRequest, type index$1_CancelOrderResponse as CancelOrderResponse, type index$1_CancelOrderResponseRateLimitsInner as CancelOrderResponseRateLimitsInner, type index$1_CancelOrderResponseResult as CancelOrderResponseResult, type index$1_CloseUserDataStreamRequest as CloseUserDataStreamRequest, type index$1_CloseUserDataStreamResponse as CloseUserDataStreamResponse, type index$1_FuturesAccountBalanceRequest as FuturesAccountBalanceRequest, type index$1_FuturesAccountBalanceResponse as FuturesAccountBalanceResponse, type index$1_FuturesAccountBalanceV2Request as FuturesAccountBalanceV2Request, type index$1_FuturesAccountBalanceV2Response as FuturesAccountBalanceV2Response, type index$1_FuturesAccountBalanceV2ResponseResultInner as FuturesAccountBalanceV2ResponseResultInner, type index$1_KeepaliveUserDataStreamRequest as KeepaliveUserDataStreamRequest, type index$1_KeepaliveUserDataStreamResponse as KeepaliveUserDataStreamResponse, type index$1_KeepaliveUserDataStreamResponseResult as KeepaliveUserDataStreamResponseResult, index$1_MarketDataApi as MarketDataApi, type index$1_MarketDataApiInterface as MarketDataApiInterface, index$1_ModifyOrderPriceMatchEnum as ModifyOrderPriceMatchEnum, type index$1_ModifyOrderRequest as ModifyOrderRequest, type index$1_ModifyOrderResponse as ModifyOrderResponse, type index$1_ModifyOrderResponseRateLimitsInner as ModifyOrderResponseRateLimitsInner, type index$1_ModifyOrderResponseResult as ModifyOrderResponseResult, index$1_ModifyOrderSideEnum as ModifyOrderSideEnum, index$1_NewOrderNewOrderRespTypeEnum as NewOrderNewOrderRespTypeEnum, index$1_NewOrderPositionSideEnum as NewOrderPositionSideEnum, index$1_NewOrderPriceMatchEnum as NewOrderPriceMatchEnum, type index$1_NewOrderRequest as NewOrderRequest, type index$1_NewOrderResponse as NewOrderResponse, type index$1_NewOrderResponseResult as NewOrderResponseResult, index$1_NewOrderSelfTradePreventionModeEnum as NewOrderSelfTradePreventionModeEnum, index$1_NewOrderSideEnum as NewOrderSideEnum, index$1_NewOrderTimeInForceEnum as NewOrderTimeInForceEnum, index$1_NewOrderWorkingTypeEnum as NewOrderWorkingTypeEnum, type index$1_OrderBookRequest as OrderBookRequest, type index$1_OrderBookResponse as OrderBookResponse, type index$1_OrderBookResponseRateLimitsInner as OrderBookResponseRateLimitsInner, type index$1_OrderBookResponseResult as OrderBookResponseResult, type index$1_OrderBookResponseResultAsksItem as OrderBookResponseResultAsksItem, type index$1_OrderBookResponseResultBidsItem as OrderBookResponseResultBidsItem, type index$1_PositionInformationRequest as PositionInformationRequest, type index$1_PositionInformationResponse as PositionInformationResponse, type index$1_PositionInformationResponseResultInner as PositionInformationResponseResultInner, type index$1_PositionInformationV2Request as PositionInformationV2Request, type index$1_PositionInformationV2Response as PositionInformationV2Response, type index$1_PositionInformationV2ResponseResultInner as PositionInformationV2ResponseResultInner, type index$1_QueryOrderRequest as QueryOrderRequest, type index$1_QueryOrderResponse as QueryOrderResponse, type index$1_QueryOrderResponseResult as QueryOrderResponseResult, type index$1_StartUserDataStreamRequest as StartUserDataStreamRequest, type index$1_StartUserDataStreamResponse as StartUserDataStreamResponse, type index$1_StartUserDataStreamResponseResult as StartUserDataStreamResponseResult, type index$1_SymbolOrderBookTickerRequest as SymbolOrderBookTickerRequest, type index$1_SymbolOrderBookTickerResponse as SymbolOrderBookTickerResponse, type index$1_SymbolOrderBookTickerResponse1 as SymbolOrderBookTickerResponse1, type index$1_SymbolOrderBookTickerResponse1RateLimitsInner as SymbolOrderBookTickerResponse1RateLimitsInner, type index$1_SymbolOrderBookTickerResponse1Result as SymbolOrderBookTickerResponse1Result, type index$1_SymbolOrderBookTickerResponse2 as SymbolOrderBookTickerResponse2, type index$1_SymbolPriceTickerRequest as SymbolPriceTickerRequest, type index$1_SymbolPriceTickerResponse as SymbolPriceTickerResponse, type index$1_SymbolPriceTickerResponse1 as SymbolPriceTickerResponse1, type index$1_SymbolPriceTickerResponse1Result as SymbolPriceTickerResponse1Result, type index$1_SymbolPriceTickerResponse2 as SymbolPriceTickerResponse2, index$1_TradeApi as TradeApi, type index$1_TradeApiInterface as TradeApiInterface, index$1_UserDataStreamsApi as UserDataStreamsApi, type index$1_UserDataStreamsApiInterface as UserDataStreamsApiInterface, index$1_WebsocketAPI as WebsocketAPI, index$1_WebsocketAPIConnection as WebsocketAPIConnection };
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountConfigUpdateAc
 */
interface AccountConfigUpdateAc {
    /**
     *
     * @type {string}
     * @memberof AccountConfigUpdateAc
     */
    s?: string;
    /**
     *
     * @type {number}
     * @memberof AccountConfigUpdateAc
     */
    l?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountConfigUpdateAi
 */
interface AccountConfigUpdateAi {
    /**
     *
     * @type {boolean}
     * @memberof AccountConfigUpdateAi
     */
    j?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountConfigUpdate
 */
interface AccountConfigUpdate {
    /**
     *
     * @type {number}
     * @memberof AccountConfigUpdate
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof AccountConfigUpdate
     */
    T?: number;
    /**
     *
     * @type {AccountConfigUpdateAc}
     * @memberof AccountConfigUpdate
     */
    ac?: AccountConfigUpdateAc;
    /**
     *
     * @type {AccountConfigUpdateAi}
     * @memberof AccountConfigUpdate
     */
    ai?: AccountConfigUpdateAi;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountUpdateABInner
 */
interface AccountUpdateABInner {
    /**
     *
     * @type {string}
     * @memberof AccountUpdateABInner
     */
    a?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateABInner
     */
    wb?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateABInner
     */
    cw?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateABInner
     */
    bc?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AccountUpdateAPInner
 */
interface AccountUpdateAPInner {
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    pa?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    ep?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    bep?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    cr?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    up?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    mt?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    iw?: string;
    /**
     *
     * @type {string}
     * @memberof AccountUpdateAPInner
     */
    ps?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountUpdateA
 */
interface AccountUpdateA {
    /**
     *
     * @type {string}
     * @memberof AccountUpdateA
     */
    m?: string;
    /**
     *
     * @type {Array<AccountUpdateABInner>}
     * @memberof AccountUpdateA
     */
    B?: Array<AccountUpdateABInner>;
    /**
     *
     * @type {Array<AccountUpdateAPInner>}
     * @memberof AccountUpdateA
     */
    P?: Array<AccountUpdateAPInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AccountUpdate
 */
interface AccountUpdate {
    /**
     *
     * @type {number}
     * @memberof AccountUpdate
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof AccountUpdate
     */
    T?: number;
    /**
     *
     * @type {AccountUpdateA}
     * @memberof AccountUpdate
     */
    a?: AccountUpdateA;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AggregateTradeStreamsResponse
 */
interface AggregateTradeStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof AggregateTradeStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof AggregateTradeStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof AggregateTradeStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {number}
     * @memberof AggregateTradeStreamsResponse
     */
    a?: number;
    /**
     *
     * @type {string}
     * @memberof AggregateTradeStreamsResponse
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof AggregateTradeStreamsResponse
     */
    q?: string;
    /**
     *
     * @type {number}
     * @memberof AggregateTradeStreamsResponse
     */
    f?: number;
    /**
     *
     * @type {number}
     * @memberof AggregateTradeStreamsResponse
     */
    l?: number;
    /**
     *
     * @type {number}
     * @memberof AggregateTradeStreamsResponse
     */
    T?: number;
    /**
     *
     * @type {boolean}
     * @memberof AggregateTradeStreamsResponse
     */
    m?: boolean;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AllBookTickersStreamResponse
 */
interface AllBookTickersStreamResponse {
    /**
     *
     * @type {string}
     * @memberof AllBookTickersStreamResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof AllBookTickersStreamResponse
     */
    u?: number;
    /**
     *
     * @type {number}
     * @memberof AllBookTickersStreamResponse
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof AllBookTickersStreamResponse
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof AllBookTickersStreamResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof AllBookTickersStreamResponse
     */
    b?: string;
    /**
     *
     * @type {string}
     * @memberof AllBookTickersStreamResponse
     */
    B?: string;
    /**
     *
     * @type {string}
     * @memberof AllBookTickersStreamResponse
     */
    a?: string;
    /**
     *
     * @type {string}
     * @memberof AllBookTickersStreamResponse
     */
    A?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AllMarketLiquidationOrderStreamsResponseO
 */
interface AllMarketLiquidationOrderStreamsResponseO {
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    S?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    f?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    ap?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    X?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    z?: string;
    /**
     *
     * @type {number}
     * @memberof AllMarketLiquidationOrderStreamsResponseO
     */
    T?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AllMarketLiquidationOrderStreamsResponse
 */
interface AllMarketLiquidationOrderStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof AllMarketLiquidationOrderStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof AllMarketLiquidationOrderStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {AllMarketLiquidationOrderStreamsResponseO}
     * @memberof AllMarketLiquidationOrderStreamsResponse
     */
    o?: AllMarketLiquidationOrderStreamsResponseO;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AllMarketMiniTickersStreamResponseInner
 */
interface AllMarketMiniTickersStreamResponseInner {
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    h?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    v?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketMiniTickersStreamResponseInner
     */
    q?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AllMarketMiniTickersStreamResponse
 */
interface AllMarketMiniTickersStreamResponse extends Array<AllMarketMiniTickersStreamResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface AllMarketTickersStreamsResponseInner
 */
interface AllMarketTickersStreamsResponseInner {
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    P?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    w?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    Q?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    h?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    v?: string;
    /**
     *
     * @type {string}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    q?: string;
    /**
     *
     * @type {number}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    O?: number;
    /**
     *
     * @type {number}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    C?: number;
    /**
     *
     * @type {number}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    F?: number;
    /**
     *
     * @type {number}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    L?: number;
    /**
     *
     * @type {number}
     * @memberof AllMarketTickersStreamsResponseInner
     */
    n?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface AllMarketTickersStreamsResponse
 */
interface AllMarketTickersStreamsResponse extends Array<AllMarketTickersStreamsResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationStreamsResponseCInner
 */
interface CompositeIndexSymbolInformationStreamsResponseCInner {
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
     */
    b?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
     */
    w?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
     */
    W?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
     */
    i?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationStreamsResponse
 */
interface CompositeIndexSymbolInformationStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof CompositeIndexSymbolInformationStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponse
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof CompositeIndexSymbolInformationStreamsResponse
     */
    C?: string;
    /**
     *
     * @type {Array<CompositeIndexSymbolInformationStreamsResponseCInner>}
     * @memberof CompositeIndexSymbolInformationStreamsResponse
     */
    c?: Array<CompositeIndexSymbolInformationStreamsResponseCInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ConditionalOrderTriggerRejectOr
 */
interface ConditionalOrderTriggerRejectOr {
    /**
     *
     * @type {string}
     * @memberof ConditionalOrderTriggerRejectOr
     */
    s?: string;
    /**
     *
     * @type {number}
     * @memberof ConditionalOrderTriggerRejectOr
     */
    i?: number;
    /**
     *
     * @type {string}
     * @memberof ConditionalOrderTriggerRejectOr
     */
    r?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ConditionalOrderTriggerReject
 */
interface ConditionalOrderTriggerReject {
    /**
     *
     * @type {number}
     * @memberof ConditionalOrderTriggerReject
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof ConditionalOrderTriggerReject
     */
    T?: number;
    /**
     *
     * @type {ConditionalOrderTriggerRejectOr}
     * @memberof ConditionalOrderTriggerReject
     */
    or?: ConditionalOrderTriggerRejectOr;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickStreamsResponseK
 */
interface ContinuousContractKlineCandlestickStreamsResponseK {
    /**
     *
     * @type {number}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    t?: number;
    /**
     *
     * @type {number}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    i?: string;
    /**
     *
     * @type {number}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    f?: number;
    /**
     *
     * @type {number}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    L?: number;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    h?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    v?: string;
    /**
     *
     * @type {number}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    n?: number;
    /**
     *
     * @type {boolean}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    x?: boolean;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    V?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    Q?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponseK
     */
    B?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickStreamsResponse
 */
interface ContinuousContractKlineCandlestickStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof ContinuousContractKlineCandlestickStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponse
     */
    ps?: string;
    /**
     *
     * @type {string}
     * @memberof ContinuousContractKlineCandlestickStreamsResponse
     */
    ct?: string;
    /**
     *
     * @type {ContinuousContractKlineCandlestickStreamsResponseK}
     * @memberof ContinuousContractKlineCandlestickStreamsResponse
     */
    k?: ContinuousContractKlineCandlestickStreamsResponseK;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface ContractInfoStreamResponseBksInner
 */
interface ContractInfoStreamResponseBksInner {
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    bs?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    bnf?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    bnc?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    mmr?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    cf?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    mi?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponseBksInner
     */
    ma?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface ContractInfoStreamResponse
 */
interface ContractInfoStreamResponse {
    /**
     *
     * @type {string}
     * @memberof ContractInfoStreamResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof ContractInfoStreamResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof ContractInfoStreamResponse
     */
    ps?: string;
    /**
     *
     * @type {string}
     * @memberof ContractInfoStreamResponse
     */
    ct?: string;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponse
     */
    dt?: number;
    /**
     *
     * @type {number}
     * @memberof ContractInfoStreamResponse
     */
    ot?: number;
    /**
     *
     * @type {string}
     * @memberof ContractInfoStreamResponse
     */
    cs?: string;
    /**
     *
     * @type {Array<ContractInfoStreamResponseBksInner>}
     * @memberof ContractInfoStreamResponse
     */
    bks?: Array<ContractInfoStreamResponseBksInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface DiffBookDepthStreamsResponseAItem
 */
interface DiffBookDepthStreamsResponseAItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface DiffBookDepthStreamsResponseBItem
 */
interface DiffBookDepthStreamsResponseBItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface DiffBookDepthStreamsResponse
 */
interface DiffBookDepthStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof DiffBookDepthStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof DiffBookDepthStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof DiffBookDepthStreamsResponse
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof DiffBookDepthStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {number}
     * @memberof DiffBookDepthStreamsResponse
     */
    U?: number;
    /**
     *
     * @type {number}
     * @memberof DiffBookDepthStreamsResponse
     */
    u?: number;
    /**
     *
     * @type {number}
     * @memberof DiffBookDepthStreamsResponse
     */
    pu?: number;
    /**
     *
     * @type {Array<DiffBookDepthStreamsResponseBItem>}
     * @memberof DiffBookDepthStreamsResponse
     */
    b?: Array<DiffBookDepthStreamsResponseBItem>;
    /**
     *
     * @type {Array<DiffBookDepthStreamsResponseAItem>}
     * @memberof DiffBookDepthStreamsResponse
     */
    a?: Array<DiffBookDepthStreamsResponseAItem>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface GridUpdateGu
 */
interface GridUpdateGu {
    /**
     *
     * @type {number}
     * @memberof GridUpdateGu
     */
    si?: number;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    st?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    ss?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    r?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    up?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    uq?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    uf?: string;
    /**
     *
     * @type {string}
     * @memberof GridUpdateGu
     */
    mp?: string;
    /**
     *
     * @type {number}
     * @memberof GridUpdateGu
     */
    ut?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface GridUpdate
 */
interface GridUpdate {
    /**
     *
     * @type {number}
     * @memberof GridUpdate
     */
    T?: number;
    /**
     *
     * @type {number}
     * @memberof GridUpdate
     */
    E?: number;
    /**
     *
     * @type {GridUpdateGu}
     * @memberof GridUpdate
     */
    gu?: GridUpdateGu;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface IndividualSymbolBookTickerStreamsResponse
 */
interface IndividualSymbolBookTickerStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    u?: number;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    b?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    B?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    a?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolBookTickerStreamsResponse
     */
    A?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface IndividualSymbolMiniTickerStreamResponse
 */
interface IndividualSymbolMiniTickerStreamResponse {
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    h?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    v?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolMiniTickerStreamResponse
     */
    q?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface IndividualSymbolTickerStreamsResponse
 */
interface IndividualSymbolTickerStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    P?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    w?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    Q?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    h?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    v?: string;
    /**
     *
     * @type {string}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    q?: string;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    O?: number;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    C?: number;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    F?: number;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    L?: number;
    /**
     *
     * @type {number}
     * @memberof IndividualSymbolTickerStreamsResponse
     */
    n?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface KlineCandlestickStreamsResponseK
 */
interface KlineCandlestickStreamsResponseK {
    /**
     *
     * @type {number}
     * @memberof KlineCandlestickStreamsResponseK
     */
    t?: number;
    /**
     *
     * @type {number}
     * @memberof KlineCandlestickStreamsResponseK
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    i?: string;
    /**
     *
     * @type {number}
     * @memberof KlineCandlestickStreamsResponseK
     */
    f?: number;
    /**
     *
     * @type {number}
     * @memberof KlineCandlestickStreamsResponseK
     */
    L?: number;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    h?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    v?: string;
    /**
     *
     * @type {number}
     * @memberof KlineCandlestickStreamsResponseK
     */
    n?: number;
    /**
     *
     * @type {boolean}
     * @memberof KlineCandlestickStreamsResponseK
     */
    x?: boolean;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    V?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    Q?: string;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponseK
     */
    B?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface KlineCandlestickStreamsResponse
 */
interface KlineCandlestickStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof KlineCandlestickStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof KlineCandlestickStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {KlineCandlestickStreamsResponseK}
     * @memberof KlineCandlestickStreamsResponse
     */
    k?: KlineCandlestickStreamsResponseK;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface LiquidationOrderStreamsResponse
 */
interface LiquidationOrderStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof LiquidationOrderStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof LiquidationOrderStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {AllMarketLiquidationOrderStreamsResponseO}
     * @memberof LiquidationOrderStreamsResponse
     */
    o?: AllMarketLiquidationOrderStreamsResponseO;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface Listenkeyexpired
 */
interface Listenkeyexpired {
    /**
     *
     * @type {string}
     * @memberof Listenkeyexpired
     */
    E?: string;
    /**
     *
     * @type {string}
     * @memberof Listenkeyexpired
     */
    listenKey?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MarginCallPInner
 */
interface MarginCallPInner {
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    ps?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    pa?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    mt?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    iw?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    mp?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    up?: string;
    /**
     *
     * @type {string}
     * @memberof MarginCallPInner
     */
    mm?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MarginCall
 */
interface MarginCall {
    /**
     *
     * @type {number}
     * @memberof MarginCall
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof MarginCall
     */
    cw?: string;
    /**
     *
     * @type {Array<MarginCallPInner>}
     * @memberof MarginCall
     */
    p?: Array<MarginCallPInner>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MarkPriceStreamForAllMarketResponseInner
 */
interface MarkPriceStreamForAllMarketResponseInner {
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    i?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    P?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    r?: string;
    /**
     *
     * @type {number}
     * @memberof MarkPriceStreamForAllMarketResponseInner
     */
    T?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MarkPriceStreamForAllMarketResponse
 */
interface MarkPriceStreamForAllMarketResponse extends Array<MarkPriceStreamForAllMarketResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MarkPriceStreamResponse
 */
interface MarkPriceStreamResponse {
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof MarkPriceStreamResponse
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamResponse
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamResponse
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamResponse
     */
    i?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamResponse
     */
    P?: string;
    /**
     *
     * @type {string}
     * @memberof MarkPriceStreamResponse
     */
    r?: string;
    /**
     *
     * @type {number}
     * @memberof MarkPriceStreamResponse
     */
    T?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface MultiAssetsModeAssetIndexResponseInner
 */
interface MultiAssetsModeAssetIndexResponseInner {
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    E?: number;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    i?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    b?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    a?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    B?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    A?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    g?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    Q?: string;
    /**
     *
     * @type {string}
     * @memberof MultiAssetsModeAssetIndexResponseInner
     */
    G?: string;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface MultiAssetsModeAssetIndexResponse
 */
interface MultiAssetsModeAssetIndexResponse extends Array<MultiAssetsModeAssetIndexResponseInner> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface OrderTradeUpdateO
 */
interface OrderTradeUpdateO {
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    S?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    o?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    f?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    p?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    ap?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    sp?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    x?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    X?: string;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdateO
     */
    i?: number;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    l?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    z?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    L?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    N?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    n?: string;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdateO
     */
    T?: number;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdateO
     */
    t?: number;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    b?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    a?: string;
    /**
     *
     * @type {boolean}
     * @memberof OrderTradeUpdateO
     */
    m?: boolean;
    /**
     *
     * @type {boolean}
     * @memberof OrderTradeUpdateO
     */
    R?: boolean;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    wt?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    ot?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    ps?: string;
    /**
     *
     * @type {boolean}
     * @memberof OrderTradeUpdateO
     */
    cp?: boolean;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    AP?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    cr?: string;
    /**
     *
     * @type {boolean}
     * @memberof OrderTradeUpdateO
     */
    pP?: boolean;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdateO
     */
    si?: number;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdateO
     */
    ss?: number;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    rp?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    V?: string;
    /**
     *
     * @type {string}
     * @memberof OrderTradeUpdateO
     */
    pm?: string;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdateO
     */
    gtd?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface OrderTradeUpdate
 */
interface OrderTradeUpdate {
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdate
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof OrderTradeUpdate
     */
    T?: number;
    /**
     *
     * @type {OrderTradeUpdateO}
     * @memberof OrderTradeUpdate
     */
    o?: OrderTradeUpdateO;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PartialBookDepthStreamsResponseAItem
 */
interface PartialBookDepthStreamsResponseAItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface PartialBookDepthStreamsResponseBItem
 */
interface PartialBookDepthStreamsResponseBItem extends Array<string> {
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface PartialBookDepthStreamsResponse
 */
interface PartialBookDepthStreamsResponse {
    /**
     *
     * @type {string}
     * @memberof PartialBookDepthStreamsResponse
     */
    e?: string;
    /**
     *
     * @type {number}
     * @memberof PartialBookDepthStreamsResponse
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof PartialBookDepthStreamsResponse
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof PartialBookDepthStreamsResponse
     */
    s?: string;
    /**
     *
     * @type {number}
     * @memberof PartialBookDepthStreamsResponse
     */
    U?: number;
    /**
     *
     * @type {number}
     * @memberof PartialBookDepthStreamsResponse
     */
    u?: number;
    /**
     *
     * @type {number}
     * @memberof PartialBookDepthStreamsResponse
     */
    pu?: number;
    /**
     *
     * @type {Array<PartialBookDepthStreamsResponseBItem>}
     * @memberof PartialBookDepthStreamsResponse
     */
    b?: Array<PartialBookDepthStreamsResponseBItem>;
    /**
     *
     * @type {Array<PartialBookDepthStreamsResponseAItem>}
     * @memberof PartialBookDepthStreamsResponse
     */
    a?: Array<PartialBookDepthStreamsResponseAItem>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface StrategyUpdateSu
 */
interface StrategyUpdateSu {
    /**
     *
     * @type {number}
     * @memberof StrategyUpdateSu
     */
    si?: number;
    /**
     *
     * @type {string}
     * @memberof StrategyUpdateSu
     */
    st?: string;
    /**
     *
     * @type {string}
     * @memberof StrategyUpdateSu
     */
    ss?: string;
    /**
     *
     * @type {string}
     * @memberof StrategyUpdateSu
     */
    s?: string;
    /**
     *
     * @type {number}
     * @memberof StrategyUpdateSu
     */
    ut?: number;
    /**
     *
     * @type {number}
     * @memberof StrategyUpdateSu
     */
    c?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 *
 * @export
 * @interface StrategyUpdate
 */
interface StrategyUpdate {
    /**
     *
     * @type {number}
     * @memberof StrategyUpdate
     */
    T?: number;
    /**
     *
     * @type {number}
     * @memberof StrategyUpdate
     */
    E?: number;
    /**
     *
     * @type {StrategyUpdateSu}
     * @memberof StrategyUpdate
     */
    su?: StrategyUpdateSu;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 *
 * @export
 * @interface TradeLite
 */
interface TradeLite {
    /**
     *
     * @type {number}
     * @memberof TradeLite
     */
    E?: number;
    /**
     *
     * @type {number}
     * @memberof TradeLite
     */
    T?: number;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    s?: string;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    q?: string;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    p?: string;
    /**
     *
     * @type {boolean}
     * @memberof TradeLite
     */
    m?: boolean;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    c?: string;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    S?: string;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    L?: string;
    /**
     *
     * @type {string}
     * @memberof TradeLite
     */
    l?: string;
    /**
     *
     * @type {number}
     * @memberof TradeLite
     */
    t?: number;
    /**
     *
     * @type {number}
     * @memberof TradeLite
     */
    i?: number;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * @type UserDataStreamEventsResponse
 * @export
 */
type UserDataStreamEventsResponse = ({
    e: 'ACCOUNT_CONFIG_UPDATE';
} & AccountConfigUpdate) | ({
    e: 'ACCOUNT_UPDATE';
} & AccountUpdate) | ({
    e: 'CONDITIONAL_ORDER_TRIGGER_REJECT';
} & ConditionalOrderTriggerReject) | ({
    e: 'GRID_UPDATE';
} & GridUpdate) | ({
    e: 'MARGIN_CALL';
} & MarginCall) | ({
    e: 'ORDER_TRADE_UPDATE';
} & OrderTradeUpdate) | ({
    e: 'STRATEGY_UPDATE';
} & StrategyUpdate) | ({
    e: 'TRADE_LITE';
} & TradeLite) | ({
    e: 'listenKeyExpired';
} & Listenkeyexpired);

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

/**
 * WebsocketMarketStreamsApi - interface
 * @interface WebsocketMarketStreamsApi
 */
interface WebsocketMarketStreamsApiInterface {
    /**
     * The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. Only market trades will be aggregated, which means the insurance fund trades and ADL trades won't be aggregated.
     *
     * Update Speed: 100ms
     *
     * @summary Aggregate Trade Streams
     * @param {AggregateTradeStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<AggregateTradeStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    aggregateTradeStreams(requestParameters: AggregateTradeStreamsRequest): WebsocketStream<AggregateTradeStreamsResponse>;
    /**
     * Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
     *
     * Update Speed: 5s
     *
     * @summary All Book Tickers Stream
     * @param {AllBookTickersStreamRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<AllBookTickersStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    allBookTickersStream(requestParameters?: AllBookTickersStreamRequest): WebsocketStream<AllBookTickersStreamResponse>;
    /**
     * The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market.
     * For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Liquidation Order Streams
     * @param {AllMarketLiquidationOrderStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<AllMarketLiquidationOrderStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    allMarketLiquidationOrderStreams(requestParameters?: AllMarketLiquidationOrderStreamsRequest): WebsocketStream<AllMarketLiquidationOrderStreamsResponse>;
    /**
     * 24hr rolling window mini-ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Mini Tickers Stream
     * @param {AllMarketMiniTickersStreamRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<AllMarketMiniTickersStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    allMarketMiniTickersStream(requestParameters?: AllMarketMiniTickersStreamRequest): WebsocketStream<AllMarketMiniTickersStreamResponse>;
    /**
     * 24hr rolling window ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Tickers Streams
     * @param {AllMarketTickersStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<AllMarketTickersStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    allMarketTickersStreams(requestParameters?: AllMarketTickersStreamsRequest): WebsocketStream<AllMarketTickersStreamsResponse>;
    /**
     * Composite index information for index symbols pushed every second.
     *
     * Update Speed: 1000ms
     *
     * @summary Composite Index Symbol Information Streams
     * @param {CompositeIndexSymbolInformationStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    compositeIndexSymbolInformationStreams(requestParameters: CompositeIndexSymbolInformationStreamsRequest): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
    /**
     *
     * Update Speed: 250ms
     *
     * @summary Continuous Contract Kline/Candlestick Streams
     * @param {ContinuousContractKlineCandlestickStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    continuousContractKlineCandlestickStreams(requestParameters: ContinuousContractKlineCandlestickStreamsRequest): WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>;
    /**
     * ContractInfo stream pushes when contract info updates(listing/settlement/contract bracket update). `bks` field only shows up when bracket gets updated.
     *
     * Update Speed: Real-time
     *
     * @summary Contract Info Stream
     * @param {ContractInfoStreamRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<ContractInfoStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    contractInfoStream(requestParameters?: ContractInfoStreamRequest): WebsocketStream<ContractInfoStreamResponse>;
    /**
     * Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)
     *
     * Update Speed: 250ms, 500ms, 100ms
     *
     * @summary Diff. Book Depth Streams
     * @param {DiffBookDepthStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<DiffBookDepthStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    diffBookDepthStreams(requestParameters: DiffBookDepthStreamsRequest): WebsocketStream<DiffBookDepthStreamsResponse>;
    /**
     * Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
     *
     * Update Speed: Real-time
     *
     * @summary Individual Symbol Book Ticker Streams
     * @param {IndividualSymbolBookTickerStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<IndividualSymbolBookTickerStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    individualSymbolBookTickerStreams(requestParameters: IndividualSymbolBookTickerStreamsRequest): WebsocketStream<IndividualSymbolBookTickerStreamsResponse>;
    /**
     * 24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
     *
     * Update Speed: 2s
     *
     * @summary Individual Symbol Mini Ticker Stream
     * @param {IndividualSymbolMiniTickerStreamRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<IndividualSymbolMiniTickerStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    individualSymbolMiniTickerStream(requestParameters: IndividualSymbolMiniTickerStreamRequest): WebsocketStream<IndividualSymbolMiniTickerStreamResponse>;
    /**
     * 24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
     *
     * Update Speed: 2000ms
     *
     * @summary Individual Symbol Ticker Streams
     * @param {IndividualSymbolTickerStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<IndividualSymbolTickerStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    individualSymbolTickerStreams(requestParameters: IndividualSymbolTickerStreamsRequest): WebsocketStream<IndividualSymbolTickerStreamsResponse>;
    /**
     * The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
     *
     * Update Speed: 250ms
     *
     * @summary Kline/Candlestick Streams
     * @param {KlineCandlestickStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<KlineCandlestickStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    klineCandlestickStreams(requestParameters: KlineCandlestickStreamsRequest): WebsocketStream<KlineCandlestickStreamsResponse>;
    /**
     * The Liquidation Order Snapshot Streams push force liquidation order information for specific symbol.
     * For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
     *
     * Update Speed: 1000ms
     *
     * @summary Liquidation Order Streams
     * @param {LiquidationOrderStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<LiquidationOrderStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    liquidationOrderStreams(requestParameters: LiquidationOrderStreamsRequest): WebsocketStream<LiquidationOrderStreamsResponse>;
    /**
     * Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
     *
     * Update Speed: 3000ms or 1000ms
     *
     * @summary Mark Price Stream
     * @param {MarkPriceStreamRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<MarkPriceStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    markPriceStream(requestParameters: MarkPriceStreamRequest): WebsocketStream<MarkPriceStreamResponse>;
    /**
     * Mark price and funding rate for all symbols pushed every 3 seconds or every second.
     *
     * Update Speed: 3000ms or 1000ms
     *
     * @summary Mark Price Stream for All market
     * @param {MarkPriceStreamForAllMarketRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<MarkPriceStreamForAllMarketResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    markPriceStreamForAllMarket(requestParameters?: MarkPriceStreamForAllMarketRequest): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
    /**
     * Asset index for multi-assets mode user
     *
     * Update Speed: 1s
     *
     * @summary Multi-Assets Mode Asset Index
     * @param {MultiAssetsModeAssetIndexRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<MultiAssetsModeAssetIndexResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest): WebsocketStream<MultiAssetsModeAssetIndexResponse>;
    /**
     * Top **<levels\>** bids and asks, Valid **<levels\>** are 5, 10, or 20.
     *
     * Update Speed: 250ms, 500ms or 100ms
     *
     * @summary Partial Book Depth Streams
     * @param {PartialBookDepthStreamsRequest} requestParameters Request parameters.
     *
     * @returns {WebsocketStream<PartialBookDepthStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApiInterface
     */
    partialBookDepthStreams(requestParameters: PartialBookDepthStreamsRequest): WebsocketStream<PartialBookDepthStreamsResponse>;
}
/**
 * Request parameters for aggregateTradeStreams operation in WebsocketMarketStreamsApi.
 * @interface AggregateTradeStreamsRequest
 */
interface AggregateTradeStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiAggregateTradeStreams
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiAggregateTradeStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for allBookTickersStream operation in WebsocketMarketStreamsApi.
 * @interface AllBookTickersStreamRequest
 */
interface AllBookTickersStreamRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiAllBookTickersStream
     */
    readonly id?: string;
}
/**
 * Request parameters for allMarketLiquidationOrderStreams operation in WebsocketMarketStreamsApi.
 * @interface AllMarketLiquidationOrderStreamsRequest
 */
interface AllMarketLiquidationOrderStreamsRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiAllMarketLiquidationOrderStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for allMarketMiniTickersStream operation in WebsocketMarketStreamsApi.
 * @interface AllMarketMiniTickersStreamRequest
 */
interface AllMarketMiniTickersStreamRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiAllMarketMiniTickersStream
     */
    readonly id?: string;
}
/**
 * Request parameters for allMarketTickersStreams operation in WebsocketMarketStreamsApi.
 * @interface AllMarketTickersStreamsRequest
 */
interface AllMarketTickersStreamsRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiAllMarketTickersStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for compositeIndexSymbolInformationStreams operation in WebsocketMarketStreamsApi.
 * @interface CompositeIndexSymbolInformationStreamsRequest
 */
interface CompositeIndexSymbolInformationStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiCompositeIndexSymbolInformationStreams
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiCompositeIndexSymbolInformationStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for continuousContractKlineCandlestickStreams operation in WebsocketMarketStreamsApi.
 * @interface ContinuousContractKlineCandlestickStreamsRequest
 */
interface ContinuousContractKlineCandlestickStreamsRequest {
    /**
     * The pair parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiContinuousContractKlineCandlestickStreams
     */
    readonly pair: string;
    /**
     * The contractType parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiContinuousContractKlineCandlestickStreams
     */
    readonly contractType: string;
    /**
     * The interval parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiContinuousContractKlineCandlestickStreams
     */
    readonly interval: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiContinuousContractKlineCandlestickStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for contractInfoStream operation in WebsocketMarketStreamsApi.
 * @interface ContractInfoStreamRequest
 */
interface ContractInfoStreamRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiContractInfoStream
     */
    readonly id?: string;
}
/**
 * Request parameters for diffBookDepthStreams operation in WebsocketMarketStreamsApi.
 * @interface DiffBookDepthStreamsRequest
 */
interface DiffBookDepthStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiDiffBookDepthStreams
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiDiffBookDepthStreams
     */
    readonly id?: string;
    /**
     * WebSocket stream update speed
     * @type {string}
     * @memberof WebsocketMarketStreamsApiDiffBookDepthStreams
     */
    readonly updateSpeed?: string;
}
/**
 * Request parameters for individualSymbolBookTickerStreams operation in WebsocketMarketStreamsApi.
 * @interface IndividualSymbolBookTickerStreamsRequest
 */
interface IndividualSymbolBookTickerStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiIndividualSymbolBookTickerStreams
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiIndividualSymbolBookTickerStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for individualSymbolMiniTickerStream operation in WebsocketMarketStreamsApi.
 * @interface IndividualSymbolMiniTickerStreamRequest
 */
interface IndividualSymbolMiniTickerStreamRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiIndividualSymbolMiniTickerStream
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiIndividualSymbolMiniTickerStream
     */
    readonly id?: string;
}
/**
 * Request parameters for individualSymbolTickerStreams operation in WebsocketMarketStreamsApi.
 * @interface IndividualSymbolTickerStreamsRequest
 */
interface IndividualSymbolTickerStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiIndividualSymbolTickerStreams
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiIndividualSymbolTickerStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for klineCandlestickStreams operation in WebsocketMarketStreamsApi.
 * @interface KlineCandlestickStreamsRequest
 */
interface KlineCandlestickStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiKlineCandlestickStreams
     */
    readonly symbol: string;
    /**
     * The interval parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiKlineCandlestickStreams
     */
    readonly interval: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiKlineCandlestickStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for liquidationOrderStreams operation in WebsocketMarketStreamsApi.
 * @interface LiquidationOrderStreamsRequest
 */
interface LiquidationOrderStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiLiquidationOrderStreams
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiLiquidationOrderStreams
     */
    readonly id?: string;
}
/**
 * Request parameters for markPriceStream operation in WebsocketMarketStreamsApi.
 * @interface MarkPriceStreamRequest
 */
interface MarkPriceStreamRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiMarkPriceStream
     */
    readonly symbol: string;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiMarkPriceStream
     */
    readonly id?: string;
    /**
     * WebSocket stream update speed
     * @type {string}
     * @memberof WebsocketMarketStreamsApiMarkPriceStream
     */
    readonly updateSpeed?: string;
}
/**
 * Request parameters for markPriceStreamForAllMarket operation in WebsocketMarketStreamsApi.
 * @interface MarkPriceStreamForAllMarketRequest
 */
interface MarkPriceStreamForAllMarketRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiMarkPriceStreamForAllMarket
     */
    readonly id?: string;
    /**
     * WebSocket stream update speed
     * @type {string}
     * @memberof WebsocketMarketStreamsApiMarkPriceStreamForAllMarket
     */
    readonly updateSpeed?: string;
}
/**
 * Request parameters for multiAssetsModeAssetIndex operation in WebsocketMarketStreamsApi.
 * @interface MultiAssetsModeAssetIndexRequest
 */
interface MultiAssetsModeAssetIndexRequest {
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiMultiAssetsModeAssetIndex
     */
    readonly id?: string;
}
/**
 * Request parameters for partialBookDepthStreams operation in WebsocketMarketStreamsApi.
 * @interface PartialBookDepthStreamsRequest
 */
interface PartialBookDepthStreamsRequest {
    /**
     * The symbol parameter
     * @type {string}
     * @memberof WebsocketMarketStreamsApiPartialBookDepthStreams
     */
    readonly symbol: string;
    /**
     * The levels parameter
     * @type {number}
     * @memberof WebsocketMarketStreamsApiPartialBookDepthStreams
     */
    readonly levels: number;
    /**
     * Unique WebSocket request ID.
     * @type {string}
     * @memberof WebsocketMarketStreamsApiPartialBookDepthStreams
     */
    readonly id?: string;
    /**
     * WebSocket stream update speed
     * @type {string}
     * @memberof WebsocketMarketStreamsApiPartialBookDepthStreams
     */
    readonly updateSpeed?: string;
}
/**
 * WebsocketMarketStreamsApi - interface
 * @class WebsocketMarketStreamsApi
 * @extends {WebsocketStreamsBase}
 */
declare class WebsocketMarketStreamsApi implements WebsocketMarketStreamsApiInterface {
    private readonly websocketBase;
    private localVarParamCreator;
    constructor(websocketBase: WebsocketStreamsBase);
    /**
     * The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. Only market trades will be aggregated, which means the insurance fund trades and ADL trades won't be aggregated.
     *
     * Update Speed: 100ms
     *
     * @summary Aggregate Trade Streams
     * @param {AggregateTradeStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AggregateTradeStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams Binance API Documentation}
     */
    aggregateTradeStreams(requestParameters: AggregateTradeStreamsRequest): WebsocketStream<AggregateTradeStreamsResponse>;
    /**
     * Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
     *
     * Update Speed: 5s
     *
     * @summary All Book Tickers Stream
     * @param {AllBookTickersStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllBookTickersStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Book-Tickers-Stream Binance API Documentation}
     */
    allBookTickersStream(requestParameters?: AllBookTickersStreamRequest): WebsocketStream<AllBookTickersStreamResponse>;
    /**
     * The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market.
     * For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Liquidation Order Streams
     * @param {AllMarketLiquidationOrderStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllMarketLiquidationOrderStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Liquidation-Order-Streams Binance API Documentation}
     */
    allMarketLiquidationOrderStreams(requestParameters?: AllMarketLiquidationOrderStreamsRequest): WebsocketStream<AllMarketLiquidationOrderStreamsResponse>;
    /**
     * 24hr rolling window mini-ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Mini Tickers Stream
     * @param {AllMarketMiniTickersStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllMarketMiniTickersStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream Binance API Documentation}
     */
    allMarketMiniTickersStream(requestParameters?: AllMarketMiniTickersStreamRequest): WebsocketStream<AllMarketMiniTickersStreamResponse>;
    /**
     * 24hr rolling window ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Tickers Streams
     * @param {AllMarketTickersStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllMarketTickersStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Tickers-Streams Binance API Documentation}
     */
    allMarketTickersStreams(requestParameters?: AllMarketTickersStreamsRequest): WebsocketStream<AllMarketTickersStreamsResponse>;
    /**
     * Composite index information for index symbols pushed every second.
     *
     * Update Speed: 1000ms
     *
     * @summary Composite Index Symbol Information Streams
     * @param {CompositeIndexSymbolInformationStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Composite-Index-Symbol-Information-Streams Binance API Documentation}
     */
    compositeIndexSymbolInformationStreams(requestParameters: CompositeIndexSymbolInformationStreamsRequest): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
    /**
     *
     * Update Speed: 250ms
     *
     * @summary Continuous Contract Kline/Candlestick Streams
     * @param {ContinuousContractKlineCandlestickStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Continuous-Contract-Kline-Candlestick-Streams Binance API Documentation}
     */
    continuousContractKlineCandlestickStreams(requestParameters: ContinuousContractKlineCandlestickStreamsRequest): WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>;
    /**
     * ContractInfo stream pushes when contract info updates(listing/settlement/contract bracket update). `bks` field only shows up when bracket gets updated.
     *
     * Update Speed: Real-time
     *
     * @summary Contract Info Stream
     * @param {ContractInfoStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<ContractInfoStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Contract-Info-Stream Binance API Documentation}
     */
    contractInfoStream(requestParameters?: ContractInfoStreamRequest): WebsocketStream<ContractInfoStreamResponse>;
    /**
     * Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)
     *
     * Update Speed: 250ms, 500ms, 100ms
     *
     * @summary Diff. Book Depth Streams
     * @param {DiffBookDepthStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<DiffBookDepthStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams Binance API Documentation}
     */
    diffBookDepthStreams(requestParameters: DiffBookDepthStreamsRequest): WebsocketStream<DiffBookDepthStreamsResponse>;
    /**
     * Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
     *
     * Update Speed: Real-time
     *
     * @summary Individual Symbol Book Ticker Streams
     * @param {IndividualSymbolBookTickerStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<IndividualSymbolBookTickerStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Book-Ticker-Streams Binance API Documentation}
     */
    individualSymbolBookTickerStreams(requestParameters: IndividualSymbolBookTickerStreamsRequest): WebsocketStream<IndividualSymbolBookTickerStreamsResponse>;
    /**
     * 24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
     *
     * Update Speed: 2s
     *
     * @summary Individual Symbol Mini Ticker Stream
     * @param {IndividualSymbolMiniTickerStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<IndividualSymbolMiniTickerStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Mini-Ticker-Stream Binance API Documentation}
     */
    individualSymbolMiniTickerStream(requestParameters: IndividualSymbolMiniTickerStreamRequest): WebsocketStream<IndividualSymbolMiniTickerStreamResponse>;
    /**
     * 24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
     *
     * Update Speed: 2000ms
     *
     * @summary Individual Symbol Ticker Streams
     * @param {IndividualSymbolTickerStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<IndividualSymbolTickerStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams Binance API Documentation}
     */
    individualSymbolTickerStreams(requestParameters: IndividualSymbolTickerStreamsRequest): WebsocketStream<IndividualSymbolTickerStreamsResponse>;
    /**
     * The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
     *
     * Update Speed: 250ms
     *
     * @summary Kline/Candlestick Streams
     * @param {KlineCandlestickStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<KlineCandlestickStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Kline-Candlestick-Streams Binance API Documentation}
     */
    klineCandlestickStreams(requestParameters: KlineCandlestickStreamsRequest): WebsocketStream<KlineCandlestickStreamsResponse>;
    /**
     * The Liquidation Order Snapshot Streams push force liquidation order information for specific symbol.
     * For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
     *
     * Update Speed: 1000ms
     *
     * @summary Liquidation Order Streams
     * @param {LiquidationOrderStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<LiquidationOrderStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Liquidation-Order-Streams Binance API Documentation}
     */
    liquidationOrderStreams(requestParameters: LiquidationOrderStreamsRequest): WebsocketStream<LiquidationOrderStreamsResponse>;
    /**
     * Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
     *
     * Update Speed: 3000ms or 1000ms
     *
     * @summary Mark Price Stream
     * @param {MarkPriceStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<MarkPriceStreamResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream Binance API Documentation}
     */
    markPriceStream(requestParameters: MarkPriceStreamRequest): WebsocketStream<MarkPriceStreamResponse>;
    /**
     * Mark price and funding rate for all symbols pushed every 3 seconds or every second.
     *
     * Update Speed: 3000ms or 1000ms
     *
     * @summary Mark Price Stream for All market
     * @param {MarkPriceStreamForAllMarketRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<MarkPriceStreamForAllMarketResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream-for-All-market Binance API Documentation}
     */
    markPriceStreamForAllMarket(requestParameters?: MarkPriceStreamForAllMarketRequest): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
    /**
     * Asset index for multi-assets mode user
     *
     * Update Speed: 1s
     *
     * @summary Multi-Assets Mode Asset Index
     * @param {MultiAssetsModeAssetIndexRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<MultiAssetsModeAssetIndexResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Multi-Assets-Mode-Asset-Index Binance API Documentation}
     */
    multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest): WebsocketStream<MultiAssetsModeAssetIndexResponse>;
    /**
     * Top **<levels\>** bids and asks, Valid **<levels\>** are 5, 10, or 20.
     *
     * Update Speed: 250ms, 500ms or 100ms
     *
     * @summary Partial Book Depth Streams
     * @param {PartialBookDepthStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<PartialBookDepthStreamsResponse>}
     * @throws {RequiredError}
     * @memberof WebsocketMarketStreamsApi
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams Binance API Documentation}
     */
    partialBookDepthStreams(requestParameters: PartialBookDepthStreamsRequest): WebsocketStream<PartialBookDepthStreamsResponse>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

declare class WebsocketStreamsConnection {
    private websocketBase;
    private websocketMarketStreamsApi;
    constructor(websocketBase: WebsocketStreamsBase);
    /**
     * Adds an event listener for the specified WebSocket event.
     * @param event - The WebSocket event to listen for, such as 'open', 'message', 'error', 'close', 'ping', or 'pong'.
     * @param listener - The callback function to be executed when the event is triggered. The function can accept any number of arguments.
     */
    on(event: 'open' | 'message' | 'error' | 'close' | 'ping' | 'pong', listener: (...args: any[]) => void): void;
    /**
     * Removes an event listener for the specified WebSocket event.
     * @param event - The WebSocket event to stop listening for, such as 'open', 'message', 'error', 'close', 'ping', or 'pong'.
     * @param listener - The callback function that was previously added as the event listener.
     */
    off(event: 'open' | 'message' | 'error' | 'close' | 'ping' | 'pong', listener: (...args: any[]) => void): void;
    /**
     * Disconnects from the WebSocket server.
     * If there is no active connection, a warning is logged.
     * Otherwise, all connections in the connection pool are closed gracefully,
     * and a message is logged indicating that the connection has been disconnected.
     * @returns A Promise that resolves when all connections have been closed.
     * @throws Error if the WebSocket client is not set.
     */
    disconnect(): Promise<void>;
    /**
     * Checks if the WebSocket connection is currently open.
     * @returns `true` if the connection is open, `false` otherwise.
     */
    isConnected(): boolean;
    /**
     * Sends a ping message to all connected Websocket servers in the pool.
     * If no connections are ready, a warning is logged.
     * For each active connection, the ping message is sent, and debug logs provide details.
     * @throws Error if a Websocket client is not set for a connection.
     */
    pingServer(): void;
    /**
     * Subscribes to one or multiple WebSocket streams
     * Handles both single and pool modes
     * @param stream Single stream name or array of stream names to subscribe to
     * @param id Optional subscription ID
     * @returns void
     */
    subscribe(stream: string | string[], id?: string): void;
    /**
     * Unsubscribes from one or multiple WebSocket streams
     * Handles both single and pool modes
     * @param stream Single stream name or array of stream names to unsubscribe from
     * @param id Optional unsubscription ID
     * @returns void
     */
    unsubscribe(stream: string | string[], id?: string): void;
    /**
     * Checks if the WebSocket connection is subscribed to the specified stream.
     * @param stream The name of the WebSocket stream to check.
     * @returns `true` if the connection is subscribed to the stream, `false` otherwise.
     */
    isSubscribed(stream: string): boolean;
    /**
     * Subscribes to the user data WebSocket stream using the provided listen key.
     * @param listenKey - The listen key for the user data WebSocket stream.
     * @param id - Optional user data stream ID
     * @returns A WebSocket stream handler for the user data stream.
     */
    userData(listenKey: string, id?: string): WebsocketStream<UserDataStreamEventsResponse>;
    /**
     * The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. Only market trades will be aggregated, which means the insurance fund trades and ADL trades won't be aggregated.
     *
     * Update Speed: 100ms
     *
     * @summary Aggregate Trade Streams
     * @param {AggregateTradeStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AggregateTradeStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams Binance API Documentation}
     */
    aggregateTradeStreams(requestParameters: AggregateTradeStreamsRequest): WebsocketStream<AggregateTradeStreamsResponse>;
    /**
     * Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
     *
     * Update Speed: 5s
     *
     * @summary All Book Tickers Stream
     * @param {AllBookTickersStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllBookTickersStreamResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Book-Tickers-Stream Binance API Documentation}
     */
    allBookTickersStream(requestParameters?: AllBookTickersStreamRequest): WebsocketStream<AllBookTickersStreamResponse>;
    /**
     * The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market.
     * For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Liquidation Order Streams
     * @param {AllMarketLiquidationOrderStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllMarketLiquidationOrderStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Liquidation-Order-Streams Binance API Documentation}
     */
    allMarketLiquidationOrderStreams(requestParameters?: AllMarketLiquidationOrderStreamsRequest): WebsocketStream<AllMarketLiquidationOrderStreamsResponse>;
    /**
     * 24hr rolling window mini-ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Mini Tickers Stream
     * @param {AllMarketMiniTickersStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllMarketMiniTickersStreamResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream Binance API Documentation}
     */
    allMarketMiniTickersStream(requestParameters?: AllMarketMiniTickersStreamRequest): WebsocketStream<AllMarketMiniTickersStreamResponse>;
    /**
     * 24hr rolling window ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
     *
     * Update Speed: 1000ms
     *
     * @summary All Market Tickers Streams
     * @param {AllMarketTickersStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<AllMarketTickersStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Tickers-Streams Binance API Documentation}
     */
    allMarketTickersStreams(requestParameters?: AllMarketTickersStreamsRequest): WebsocketStream<AllMarketTickersStreamsResponse>;
    /**
     * Composite index information for index symbols pushed every second.
     *
     * Update Speed: 1000ms
     *
     * @summary Composite Index Symbol Information Streams
     * @param {CompositeIndexSymbolInformationStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Composite-Index-Symbol-Information-Streams Binance API Documentation}
     */
    compositeIndexSymbolInformationStreams(requestParameters: CompositeIndexSymbolInformationStreamsRequest): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
    /**
     *
     * Update Speed: 250ms
     *
     * @summary Continuous Contract Kline/Candlestick Streams
     * @param {ContinuousContractKlineCandlestickStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Continuous-Contract-Kline-Candlestick-Streams Binance API Documentation}
     */
    continuousContractKlineCandlestickStreams(requestParameters: ContinuousContractKlineCandlestickStreamsRequest): WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>;
    /**
     * ContractInfo stream pushes when contract info updates(listing/settlement/contract bracket update). `bks` field only shows up when bracket gets updated.
     *
     * Update Speed: Real-time
     *
     * @summary Contract Info Stream
     * @param {ContractInfoStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<ContractInfoStreamResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Contract-Info-Stream Binance API Documentation}
     */
    contractInfoStream(requestParameters?: ContractInfoStreamRequest): WebsocketStream<ContractInfoStreamResponse>;
    /**
     * Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)
     *
     * Update Speed: 250ms, 500ms, 100ms
     *
     * @summary Diff. Book Depth Streams
     * @param {DiffBookDepthStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<DiffBookDepthStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams Binance API Documentation}
     */
    diffBookDepthStreams(requestParameters: DiffBookDepthStreamsRequest): WebsocketStream<DiffBookDepthStreamsResponse>;
    /**
     * Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
     *
     * Update Speed: Real-time
     *
     * @summary Individual Symbol Book Ticker Streams
     * @param {IndividualSymbolBookTickerStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<IndividualSymbolBookTickerStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Book-Ticker-Streams Binance API Documentation}
     */
    individualSymbolBookTickerStreams(requestParameters: IndividualSymbolBookTickerStreamsRequest): WebsocketStream<IndividualSymbolBookTickerStreamsResponse>;
    /**
     * 24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
     *
     * Update Speed: 2s
     *
     * @summary Individual Symbol Mini Ticker Stream
     * @param {IndividualSymbolMiniTickerStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<IndividualSymbolMiniTickerStreamResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Mini-Ticker-Stream Binance API Documentation}
     */
    individualSymbolMiniTickerStream(requestParameters: IndividualSymbolMiniTickerStreamRequest): WebsocketStream<IndividualSymbolMiniTickerStreamResponse>;
    /**
     * 24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
     *
     * Update Speed: 2000ms
     *
     * @summary Individual Symbol Ticker Streams
     * @param {IndividualSymbolTickerStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<IndividualSymbolTickerStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams Binance API Documentation}
     */
    individualSymbolTickerStreams(requestParameters: IndividualSymbolTickerStreamsRequest): WebsocketStream<IndividualSymbolTickerStreamsResponse>;
    /**
     * The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
     *
     * Update Speed: 250ms
     *
     * @summary Kline/Candlestick Streams
     * @param {KlineCandlestickStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<KlineCandlestickStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Kline-Candlestick-Streams Binance API Documentation}
     */
    klineCandlestickStreams(requestParameters: KlineCandlestickStreamsRequest): WebsocketStream<KlineCandlestickStreamsResponse>;
    /**
     * The Liquidation Order Snapshot Streams push force liquidation order information for specific symbol.
     * For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
     *
     * Update Speed: 1000ms
     *
     * @summary Liquidation Order Streams
     * @param {LiquidationOrderStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<LiquidationOrderStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Liquidation-Order-Streams Binance API Documentation}
     */
    liquidationOrderStreams(requestParameters: LiquidationOrderStreamsRequest): WebsocketStream<LiquidationOrderStreamsResponse>;
    /**
     * Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
     *
     * Update Speed: 3000ms or 1000ms
     *
     * @summary Mark Price Stream
     * @param {MarkPriceStreamRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<MarkPriceStreamResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream Binance API Documentation}
     */
    markPriceStream(requestParameters: MarkPriceStreamRequest): WebsocketStream<MarkPriceStreamResponse>;
    /**
     * Mark price and funding rate for all symbols pushed every 3 seconds or every second.
     *
     * Update Speed: 3000ms or 1000ms
     *
     * @summary Mark Price Stream for All market
     * @param {MarkPriceStreamForAllMarketRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<MarkPriceStreamForAllMarketResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream-for-All-market Binance API Documentation}
     */
    markPriceStreamForAllMarket(requestParameters?: MarkPriceStreamForAllMarketRequest): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
    /**
     * Asset index for multi-assets mode user
     *
     * Update Speed: 1s
     *
     * @summary Multi-Assets Mode Asset Index
     * @param {MultiAssetsModeAssetIndexRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<MultiAssetsModeAssetIndexResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Multi-Assets-Mode-Asset-Index Binance API Documentation}
     */
    multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest): WebsocketStream<MultiAssetsModeAssetIndexResponse>;
    /**
     * Top **<levels\>** bids and asks, Valid **<levels\>** are 5, 10, or 20.
     *
     * Update Speed: 250ms, 500ms or 100ms
     *
     * @summary Partial Book Depth Streams
     * @param {PartialBookDepthStreamsRequest} requestParameters Request parameters.
     * @returns {WebsocketStream<PartialBookDepthStreamsResponse>}
     * @throws {RequiredError}
     * @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams Binance API Documentation}
     */
    partialBookDepthStreams(requestParameters: PartialBookDepthStreamsRequest): WebsocketStream<PartialBookDepthStreamsResponse>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

declare class WebsocketStreams {
    private configuration;
    constructor(configuration: ConfigurationWebsocketStreams);
    /**
     * Connects to the Binance WebSocket streams and returns a `WebsocketStreamsConnection` instance.
     *
     * @param {object} [options] - Optional connection options.
     * @param {string|string[]} [options.stream] - The stream(s) to connect to.
     * @param {'single'|'pool'} [options.mode] - The connection mode, either 'single' or 'pool'. Overwrite the `mode` option in the configuration.
     * @param {number} [options.poolSize] - The number of connections to use in pool mode. Overwrite the `poolSize` option in the configuration.
     * @returns {Promise<WebsocketStreamsConnection>} - A promise that resolves to a `WebsocketStreamsConnection` instance.
     */
    connect({ stream, mode, poolSize, }?: {
        stream?: string | string[];
        mode?: 'single' | 'pool';
        poolSize?: number;
    }): Promise<WebsocketStreamsConnection>;
}

/**
 * Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * OpenAPI Specification for the Binance Derivatives Trading USDS Futures WebSocket Market Streams
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */

type index_AccountConfigUpdate = AccountConfigUpdate;
type index_AccountConfigUpdateAc = AccountConfigUpdateAc;
type index_AccountConfigUpdateAi = AccountConfigUpdateAi;
type index_AccountUpdate = AccountUpdate;
type index_AccountUpdateA = AccountUpdateA;
type index_AccountUpdateABInner = AccountUpdateABInner;
type index_AccountUpdateAPInner = AccountUpdateAPInner;
type index_AggregateTradeStreamsRequest = AggregateTradeStreamsRequest;
type index_AggregateTradeStreamsResponse = AggregateTradeStreamsResponse;
type index_AllBookTickersStreamRequest = AllBookTickersStreamRequest;
type index_AllBookTickersStreamResponse = AllBookTickersStreamResponse;
type index_AllMarketLiquidationOrderStreamsRequest = AllMarketLiquidationOrderStreamsRequest;
type index_AllMarketLiquidationOrderStreamsResponse = AllMarketLiquidationOrderStreamsResponse;
type index_AllMarketLiquidationOrderStreamsResponseO = AllMarketLiquidationOrderStreamsResponseO;
type index_AllMarketMiniTickersStreamRequest = AllMarketMiniTickersStreamRequest;
type index_AllMarketMiniTickersStreamResponse = AllMarketMiniTickersStreamResponse;
type index_AllMarketMiniTickersStreamResponseInner = AllMarketMiniTickersStreamResponseInner;
type index_AllMarketTickersStreamsRequest = AllMarketTickersStreamsRequest;
type index_AllMarketTickersStreamsResponse = AllMarketTickersStreamsResponse;
type index_AllMarketTickersStreamsResponseInner = AllMarketTickersStreamsResponseInner;
type index_CompositeIndexSymbolInformationStreamsRequest = CompositeIndexSymbolInformationStreamsRequest;
type index_CompositeIndexSymbolInformationStreamsResponse = CompositeIndexSymbolInformationStreamsResponse;
type index_CompositeIndexSymbolInformationStreamsResponseCInner = CompositeIndexSymbolInformationStreamsResponseCInner;
type index_ConditionalOrderTriggerReject = ConditionalOrderTriggerReject;
type index_ConditionalOrderTriggerRejectOr = ConditionalOrderTriggerRejectOr;
type index_ContinuousContractKlineCandlestickStreamsRequest = ContinuousContractKlineCandlestickStreamsRequest;
type index_ContinuousContractKlineCandlestickStreamsResponse = ContinuousContractKlineCandlestickStreamsResponse;
type index_ContinuousContractKlineCandlestickStreamsResponseK = ContinuousContractKlineCandlestickStreamsResponseK;
type index_ContractInfoStreamRequest = ContractInfoStreamRequest;
type index_ContractInfoStreamResponse = ContractInfoStreamResponse;
type index_ContractInfoStreamResponseBksInner = ContractInfoStreamResponseBksInner;
type index_DiffBookDepthStreamsRequest = DiffBookDepthStreamsRequest;
type index_DiffBookDepthStreamsResponse = DiffBookDepthStreamsResponse;
type index_DiffBookDepthStreamsResponseAItem = DiffBookDepthStreamsResponseAItem;
type index_DiffBookDepthStreamsResponseBItem = DiffBookDepthStreamsResponseBItem;
type index_GridUpdate = GridUpdate;
type index_GridUpdateGu = GridUpdateGu;
type index_IndividualSymbolBookTickerStreamsRequest = IndividualSymbolBookTickerStreamsRequest;
type index_IndividualSymbolBookTickerStreamsResponse = IndividualSymbolBookTickerStreamsResponse;
type index_IndividualSymbolMiniTickerStreamRequest = IndividualSymbolMiniTickerStreamRequest;
type index_IndividualSymbolMiniTickerStreamResponse = IndividualSymbolMiniTickerStreamResponse;
type index_IndividualSymbolTickerStreamsRequest = IndividualSymbolTickerStreamsRequest;
type index_IndividualSymbolTickerStreamsResponse = IndividualSymbolTickerStreamsResponse;
type index_KlineCandlestickStreamsRequest = KlineCandlestickStreamsRequest;
type index_KlineCandlestickStreamsResponse = KlineCandlestickStreamsResponse;
type index_KlineCandlestickStreamsResponseK = KlineCandlestickStreamsResponseK;
type index_LiquidationOrderStreamsRequest = LiquidationOrderStreamsRequest;
type index_LiquidationOrderStreamsResponse = LiquidationOrderStreamsResponse;
type index_Listenkeyexpired = Listenkeyexpired;
type index_MarginCall = MarginCall;
type index_MarginCallPInner = MarginCallPInner;
type index_MarkPriceStreamForAllMarketRequest = MarkPriceStreamForAllMarketRequest;
type index_MarkPriceStreamForAllMarketResponse = MarkPriceStreamForAllMarketResponse;
type index_MarkPriceStreamForAllMarketResponseInner = MarkPriceStreamForAllMarketResponseInner;
type index_MarkPriceStreamRequest = MarkPriceStreamRequest;
type index_MarkPriceStreamResponse = MarkPriceStreamResponse;
type index_MultiAssetsModeAssetIndexRequest = MultiAssetsModeAssetIndexRequest;
type index_MultiAssetsModeAssetIndexResponse = MultiAssetsModeAssetIndexResponse;
type index_MultiAssetsModeAssetIndexResponseInner = MultiAssetsModeAssetIndexResponseInner;
type index_OrderTradeUpdate = OrderTradeUpdate;
type index_OrderTradeUpdateO = OrderTradeUpdateO;
type index_PartialBookDepthStreamsRequest = PartialBookDepthStreamsRequest;
type index_PartialBookDepthStreamsResponse = PartialBookDepthStreamsResponse;
type index_PartialBookDepthStreamsResponseAItem = PartialBookDepthStreamsResponseAItem;
type index_PartialBookDepthStreamsResponseBItem = PartialBookDepthStreamsResponseBItem;
type index_StrategyUpdate = StrategyUpdate;
type index_StrategyUpdateSu = StrategyUpdateSu;
type index_TradeLite = TradeLite;
type index_UserDataStreamEventsResponse = UserDataStreamEventsResponse;
type index_WebsocketMarketStreamsApi = WebsocketMarketStreamsApi;
declare const index_WebsocketMarketStreamsApi: typeof WebsocketMarketStreamsApi;
type index_WebsocketMarketStreamsApiInterface = WebsocketMarketStreamsApiInterface;
type index_WebsocketStreams = WebsocketStreams;
declare const index_WebsocketStreams: typeof WebsocketStreams;
type index_WebsocketStreamsConnection = WebsocketStreamsConnection;
declare const index_WebsocketStreamsConnection: typeof WebsocketStreamsConnection;
declare namespace index {
  export { type index_AccountConfigUpdate as AccountConfigUpdate, type index_AccountConfigUpdateAc as AccountConfigUpdateAc, type index_AccountConfigUpdateAi as AccountConfigUpdateAi, type index_AccountUpdate as AccountUpdate, type index_AccountUpdateA as AccountUpdateA, type index_AccountUpdateABInner as AccountUpdateABInner, type index_AccountUpdateAPInner as AccountUpdateAPInner, type index_AggregateTradeStreamsRequest as AggregateTradeStreamsRequest, type index_AggregateTradeStreamsResponse as AggregateTradeStreamsResponse, type index_AllBookTickersStreamRequest as AllBookTickersStreamRequest, type index_AllBookTickersStreamResponse as AllBookTickersStreamResponse, type index_AllMarketLiquidationOrderStreamsRequest as AllMarketLiquidationOrderStreamsRequest, type index_AllMarketLiquidationOrderStreamsResponse as AllMarketLiquidationOrderStreamsResponse, type index_AllMarketLiquidationOrderStreamsResponseO as AllMarketLiquidationOrderStreamsResponseO, type index_AllMarketMiniTickersStreamRequest as AllMarketMiniTickersStreamRequest, type index_AllMarketMiniTickersStreamResponse as AllMarketMiniTickersStreamResponse, type index_AllMarketMiniTickersStreamResponseInner as AllMarketMiniTickersStreamResponseInner, type index_AllMarketTickersStreamsRequest as AllMarketTickersStreamsRequest, type index_AllMarketTickersStreamsResponse as AllMarketTickersStreamsResponse, type index_AllMarketTickersStreamsResponseInner as AllMarketTickersStreamsResponseInner, type index_CompositeIndexSymbolInformationStreamsRequest as CompositeIndexSymbolInformationStreamsRequest, type index_CompositeIndexSymbolInformationStreamsResponse as CompositeIndexSymbolInformationStreamsResponse, type index_CompositeIndexSymbolInformationStreamsResponseCInner as CompositeIndexSymbolInformationStreamsResponseCInner, type index_ConditionalOrderTriggerReject as ConditionalOrderTriggerReject, type index_ConditionalOrderTriggerRejectOr as ConditionalOrderTriggerRejectOr, type index_ContinuousContractKlineCandlestickStreamsRequest as ContinuousContractKlineCandlestickStreamsRequest, type index_ContinuousContractKlineCandlestickStreamsResponse as ContinuousContractKlineCandlestickStreamsResponse, type index_ContinuousContractKlineCandlestickStreamsResponseK as ContinuousContractKlineCandlestickStreamsResponseK, type index_ContractInfoStreamRequest as ContractInfoStreamRequest, type index_ContractInfoStreamResponse as ContractInfoStreamResponse, type index_ContractInfoStreamResponseBksInner as ContractInfoStreamResponseBksInner, type index_DiffBookDepthStreamsRequest as DiffBookDepthStreamsRequest, type index_DiffBookDepthStreamsResponse as DiffBookDepthStreamsResponse, type index_DiffBookDepthStreamsResponseAItem as DiffBookDepthStreamsResponseAItem, type index_DiffBookDepthStreamsResponseBItem as DiffBookDepthStreamsResponseBItem, type index_GridUpdate as GridUpdate, type index_GridUpdateGu as GridUpdateGu, type index_IndividualSymbolBookTickerStreamsRequest as IndividualSymbolBookTickerStreamsRequest, type index_IndividualSymbolBookTickerStreamsResponse as IndividualSymbolBookTickerStreamsResponse, type index_IndividualSymbolMiniTickerStreamRequest as IndividualSymbolMiniTickerStreamRequest, type index_IndividualSymbolMiniTickerStreamResponse as IndividualSymbolMiniTickerStreamResponse, type index_IndividualSymbolTickerStreamsRequest as IndividualSymbolTickerStreamsRequest, type index_IndividualSymbolTickerStreamsResponse as IndividualSymbolTickerStreamsResponse, type index_KlineCandlestickStreamsRequest as KlineCandlestickStreamsRequest, type index_KlineCandlestickStreamsResponse as KlineCandlestickStreamsResponse, type index_KlineCandlestickStreamsResponseK as KlineCandlestickStreamsResponseK, type index_LiquidationOrderStreamsRequest as LiquidationOrderStreamsRequest, type index_LiquidationOrderStreamsResponse as LiquidationOrderStreamsResponse, type index_Listenkeyexpired as Listenkeyexpired, type index_MarginCall as MarginCall, type index_MarginCallPInner as MarginCallPInner, type index_MarkPriceStreamForAllMarketRequest as MarkPriceStreamForAllMarketRequest, type index_MarkPriceStreamForAllMarketResponse as MarkPriceStreamForAllMarketResponse, type index_MarkPriceStreamForAllMarketResponseInner as MarkPriceStreamForAllMarketResponseInner, type index_MarkPriceStreamRequest as MarkPriceStreamRequest, type index_MarkPriceStreamResponse as MarkPriceStreamResponse, type index_MultiAssetsModeAssetIndexRequest as MultiAssetsModeAssetIndexRequest, type index_MultiAssetsModeAssetIndexResponse as MultiAssetsModeAssetIndexResponse, type index_MultiAssetsModeAssetIndexResponseInner as MultiAssetsModeAssetIndexResponseInner, type index_OrderTradeUpdate as OrderTradeUpdate, type index_OrderTradeUpdateO as OrderTradeUpdateO, type index_PartialBookDepthStreamsRequest as PartialBookDepthStreamsRequest, type index_PartialBookDepthStreamsResponse as PartialBookDepthStreamsResponse, type index_PartialBookDepthStreamsResponseAItem as PartialBookDepthStreamsResponseAItem, type index_PartialBookDepthStreamsResponseBItem as PartialBookDepthStreamsResponseBItem, type index_StrategyUpdate as StrategyUpdate, type index_StrategyUpdateSu as StrategyUpdateSu, type index_TradeLite as TradeLite, type index_UserDataStreamEventsResponse as UserDataStreamEventsResponse, index_WebsocketMarketStreamsApi as WebsocketMarketStreamsApi, type index_WebsocketMarketStreamsApiInterface as WebsocketMarketStreamsApiInterface, index_WebsocketStreams as WebsocketStreams, index_WebsocketStreamsConnection as WebsocketStreamsConnection };
}

interface ConfigurationDerivativesTradingUsdsFutures {
    configurationRestAPI?: ConfigurationRestAPI;
    configurationWebsocketAPI?: ConfigurationWebsocketAPI;
    configurationWebsocketStreams?: ConfigurationWebsocketStreams;
}
declare class DerivativesTradingUsdsFutures {
    restAPI: RestAPI;
    websocketAPI: WebsocketAPI;
    websocketStreams: WebsocketStreams;
    constructor(config: ConfigurationDerivativesTradingUsdsFutures);
}

export { type ConfigurationDerivativesTradingUsdsFutures, DerivativesTradingUsdsFutures, index$2 as DerivativesTradingUsdsFuturesRestAPI, index$1 as DerivativesTradingUsdsFuturesWebsocketAPI, index as DerivativesTradingUsdsFuturesWebsocketStreams };