import { BadRequestError, ConfigurationRestAPI, ConfigurationWebsocketAPI, ConfigurationWebsocketStreams, ConnectorClientError, DERIVATIVES_TRADING_USDS_FUTURES_REST_API_DEMO_URL, 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, RestApiResponse, ServerError, TooManyRequestsError, UnauthorizedError, WebsocketAPIBase, WebsocketApiResponse, WebsocketSendMsgOptions, WebsocketStream, WebsocketStreamsBase } from "@binance/common";

//#region src/rest-api/types/accept-the-offered-quote-response.d.ts

/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof AcceptTheOfferedQuoteResponse
   */
  createTime?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof AcceptTheOfferedQuoteResponse
   */
  orderStatus?: string;
}
//#endregion
//#region src/rest-api/types/account-information-v2-response-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Asset name.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  asset?: string;
  /**
   * Wallet balance.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  walletBalance?: string;
  /**
   * Unrealized profit.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  unrealizedProfit?: string;
  /**
   * Margin balance.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  marginBalance?: string;
  /**
   * Maintenance margin requirement.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  maintMargin?: string;
  /**
   * Total initial margin requirement.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  initialMargin?: string;
  /**
   * Initial margin required for positions.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  positionInitialMargin?: string;
  /**
   * Initial margin required for open orders.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  openOrderInitialMargin?: string;
  /**
   * Cross wallet balance.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  crossWalletBalance?: string;
  /**
   * Unrealized PnL for cross positions.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  crossUnPnl?: string;
  /**
   * Available balance.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  availableBalance?: string;
  /**
   * Maximum transferable/withdrawable amount.
   * @type {string}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  maxWithdrawAmount?: string;
  /**
   * Whether the asset can be used as margin in multi-assets mode.
   * @type {boolean}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  marginAvailable?: boolean;
  /**
   * Last update time in milliseconds.
   * @type {number | bigint}
   * @memberof AccountInformationV2ResponseAssetsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/account-information-v2-response-positions-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * positions of all symbols in the market are returned
 * @export
 * @interface AccountInformationV2ResponsePositionsInner
 */
interface AccountInformationV2ResponsePositionsInner {
  /**
   * Symbol.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  symbol?: string;
  /**
   * Initial margin requirement.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  initialMargin?: string;
  /**
   * Maintenance margin requirement.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  maintMargin?: string;
  /**
   * Unrealized profit.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  unrealizedProfit?: string;
  /**
   * Initial margin required for positions.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  positionInitialMargin?: string;
  /**
   * Initial margin required for open orders.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  openOrderInitialMargin?: string;
  /**
   * Current initial leverage.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  leverage?: string;
  /**
   * Whether the position uses isolated margin mode.
   * @type {boolean}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  isolated?: boolean;
  /**
   * Average entry price.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  entryPrice?: string;
  /**
   * Maximum available notional under current leverage.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  maxNotional?: string;
  /**
   * Bid notional (ignore).
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  bidNotional?: string;
  /**
   * Ask notional (ignore).
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  askNotional?: string;
  /**
   * Position side.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  positionSide?: string;
  /**
   * Position quantity.
   * @type {string}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  positionAmt?: string;
  /**
   * Last update time in milliseconds.
   * @type {number | bigint}
   * @memberof AccountInformationV2ResponsePositionsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/account-information-v2-response.d.ts
/**
 *
 * @export
 * @interface AccountInformationV2Response
 */
interface AccountInformationV2Response$1 {
  /**
   * Account commission tier.
   * @type {number | bigint}
   * @memberof AccountInformationV2Response
   */
  feeTier?: number | bigint;
  /**
   * Whether fee discount is enabled.
   * @type {boolean}
   * @memberof AccountInformationV2Response
   */
  feeBurn?: boolean;
  /**
   * Whether trading is enabled.
   * @type {boolean}
   * @memberof AccountInformationV2Response
   */
  canTrade?: boolean;
  /**
   * Whether transfer-in is enabled.
   * @type {boolean}
   * @memberof AccountInformationV2Response
   */
  canDeposit?: boolean;
  /**
   * Whether transfer-out is enabled.
   * @type {boolean}
   * @memberof AccountInformationV2Response
   */
  canWithdraw?: boolean;
  /**
   * Reserved field, ignore.
   * @type {number | bigint}
   * @memberof AccountInformationV2Response
   */
  updateTime?: number | bigint;
  /**
   * Whether multi-assets mode is enabled.
   * @type {boolean}
   * @memberof AccountInformationV2Response
   */
  multiAssetsMargin?: boolean;
  /**
   * Trade group identifier.
   * @type {number | bigint}
   * @memberof AccountInformationV2Response
   */
  tradeGroupId?: number | bigint;
  /**
   * Total initial margin requirement.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalInitialMargin?: string;
  /**
   * Total maintenance margin requirement.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalMaintMargin?: string;
  /**
   * Total wallet balance.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalWalletBalance?: string;
  /**
   * Total unrealized profit.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalUnrealizedProfit?: string;
  /**
   * Total margin balance.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalMarginBalance?: string;
  /**
   * Initial margin required for positions.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalPositionInitialMargin?: string;
  /**
   * Initial margin required for open orders.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalOpenOrderInitialMargin?: string;
  /**
   * Cross wallet balance.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalCrossWalletBalance?: string;
  /**
   * Unrealized PnL for cross positions.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  totalCrossUnPnl?: string;
  /**
   * Available balance.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  availableBalance?: string;
  /**
   * Maximum transferable/withdrawable amount.
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  maxWithdrawAmount?: string;
  /**
   * Asset-level account details.
   * @type {Array<AccountInformationV2ResponseAssetsInner>}
   * @memberof AccountInformationV2Response
   */
  assets?: Array<AccountInformationV2ResponseAssetsInner>;
  /**
   * Position details for symbols. One-way mode returns BOTH; hedge mode returns LONG/SHORT.
   * @type {Array<AccountInformationV2ResponsePositionsInner>}
   * @memberof AccountInformationV2Response
   */
  positions?: Array<AccountInformationV2ResponsePositionsInner>;
}
//#endregion
//#region src/rest-api/types/account-information-v3-response-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * For assets that are quote assets, USDT/USDC/BTC
 * @export
 * @interface AccountInformationV3ResponseAssetsInner
 */
interface AccountInformationV3ResponseAssetsInner {
  /**
   * Asset name.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  asset?: string;
  /**
   * Wallet balance.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  walletBalance?: string;
  /**
   * Unrealized profit.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  unrealizedProfit?: string;
  /**
   * Margin balance.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  marginBalance?: string;
  /**
   * Maintenance margin requirement.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  maintMargin?: string;
  /**
   * Total initial margin requirement.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  initialMargin?: string;
  /**
   * Initial margin required for positions.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  positionInitialMargin?: string;
  /**
   * Initial margin required for open orders.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  openOrderInitialMargin?: string;
  /**
   * Cross wallet balance.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  crossWalletBalance?: string;
  /**
   * Unrealized PnL for cross positions.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  crossUnPnl?: string;
  /**
   * Available balance.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  availableBalance?: string;
  /**
   * Maximum transferable/withdrawable amount.
   * @type {string}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  maxWithdrawAmount?: string;
  /**
   * Last update time in milliseconds.
   * @type {number | bigint}
   * @memberof AccountInformationV3ResponseAssetsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/account-information-v3-response-positions-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * positions of all symbols user had position/ open orders are returned
 * @export
 * @interface AccountInformationV3ResponsePositionsInner
 */
interface AccountInformationV3ResponsePositionsInner {
  /**
   * Symbol.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  symbol?: string;
  /**
   * Position side.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  positionSide?: string;
  /**
   * Position quantity.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  positionAmt?: string;
  /**
   * Unrealized profit.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  unrealizedProfit?: string;
  /**
   * Isolated margin.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  isolatedMargin?: string;
  /**
   * Position notional value.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  notional?: string;
  /**
   * Isolated wallet balance.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  isolatedWallet?: string;
  /**
   * Initial margin requirement.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  initialMargin?: string;
  /**
   * Maintenance margin requirement.
   * @type {string}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  maintMargin?: string;
  /**
   * Last update time in milliseconds.
   * @type {number | bigint}
   * @memberof AccountInformationV3ResponsePositionsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/account-information-v3-response.d.ts
/**
 *
 * @export
 * @interface AccountInformationV3Response
 */
interface AccountInformationV3Response {
  /**
   * Total initial margin requirement.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalInitialMargin?: string;
  /**
   * Total maintenance margin requirement.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalMaintMargin?: string;
  /**
   * Total wallet balance.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalWalletBalance?: string;
  /**
   * Total unrealized profit.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalUnrealizedProfit?: string;
  /**
   * Total margin balance.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalMarginBalance?: string;
  /**
   * Initial margin required for positions.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalPositionInitialMargin?: string;
  /**
   * Initial margin required for open orders.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalOpenOrderInitialMargin?: string;
  /**
   * Cross wallet balance.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalCrossWalletBalance?: string;
  /**
   * Unrealized PnL for cross positions.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  totalCrossUnPnl?: string;
  /**
   * Available balance.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  availableBalance?: string;
  /**
   * Maximum transferable/withdrawable amount.
   * @type {string}
   * @memberof AccountInformationV3Response
   */
  maxWithdrawAmount?: string;
  /**
   * Asset-level account details.
   * @type {Array<AccountInformationV3ResponseAssetsInner>}
   * @memberof AccountInformationV3Response
   */
  assets?: Array<AccountInformationV3ResponseAssetsInner>;
  /**
   * Position details for symbols.
   * @type {Array<AccountInformationV3ResponsePositionsInner>}
   * @memberof AccountInformationV3Response
   */
  positions?: Array<AccountInformationV3ResponsePositionsInner>;
}
//#endregion
//#region src/rest-api/types/account-trade-list-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Buyer.
   * @type {boolean}
   * @memberof AccountTradeListResponseInner
   */
  buyer?: boolean;
  /**
   * Commission.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  commission?: string;
  /**
   * Commission Asset.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  commissionAsset?: string;
  /**
   * Id.
   * @type {number | bigint}
   * @memberof AccountTradeListResponseInner
   */
  id?: number | bigint;
  /**
   * Maker.
   * @type {boolean}
   * @memberof AccountTradeListResponseInner
   */
  maker?: boolean;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof AccountTradeListResponseInner
   */
  orderId?: number | bigint;
  /**
   * Price.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  price?: string;
  /**
   * Qty.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  qty?: string;
  /**
   * Quote Qty.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  quoteQty?: string;
  /**
   * Realized Pnl.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  realizedPnl?: string;
  /**
   * Side.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  positionSide?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof AccountTradeListResponseInner
   */
  symbol?: string;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof AccountTradeListResponseInner
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/account-trade-list-response.d.ts
/**
 *
 * @export
 * @interface AccountTradeListResponse
 */
interface AccountTradeListResponse extends Array<AccountTradeListResponseInner> {}
//#endregion
//#region src/rest-api/types/adl-risk-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AdlRiskResponse1
 */
interface AdlRiskResponse1 {
  /**
   *
   * @type {string}
   * @memberof AdlRiskResponse1
   */
  symbol?: string;
  /**
   * ADL Risk rating
   * @type {string}
   * @memberof AdlRiskResponse1
   */
  adlRisk?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AdlRiskResponse1
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/adl-risk-response2-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AdlRiskResponse2Inner
 */
interface AdlRiskResponse2Inner {
  /**
   *
   * @type {string}
   * @memberof AdlRiskResponse2Inner
   */
  symbol?: string;
  /**
   * ADL Risk rating
   * @type {string}
   * @memberof AdlRiskResponse2Inner
   */
  adlRisk?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AdlRiskResponse2Inner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/adl-risk-response2.d.ts
/**
 *
 * @export
 * @interface AdlRiskResponse2
 */
interface AdlRiskResponse2 extends Array<AdlRiskResponse2Inner> {}
//#endregion
//#region src/rest-api/types/adl-risk-response.d.ts
/**
 * @type AdlRiskResponse
 */
type AdlRiskResponse = AdlRiskResponse1 | AdlRiskResponse2;
//#endregion
//#region src/rest-api/types/all-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Avg Price.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  avgPrice?: string;
  /**
   * Client Order Id.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  clientOrderId?: string;
  /**
   * Cum Quote.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  cumQuote?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof AllOrdersResponseInner
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  origQty?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  origType?: string;
  /**
   * Price.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof AllOrdersResponseInner
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  status?: string;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof AllOrdersResponseInner
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  symbol?: string;
  /**
   * order time
   * @type {number | bigint}
   * @memberof AllOrdersResponseInner
   */
  time?: number | bigint;
  /**
   * Time In Force.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  timeInForce?: string;
  /**
   * Type.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  type?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  priceRate?: string;
  /**
   * update time
   * @type {number | bigint}
   * @memberof AllOrdersResponseInner
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof AllOrdersResponseInner
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof AllOrdersResponseInner
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof AllOrdersResponseInner
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/all-orders-response.d.ts
/**
 *
 * @export
 * @interface AllOrdersResponse
 */
interface AllOrdersResponse extends Array<AllOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/asset-index-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AssetIndexResponse1
 */
interface AssetIndexResponse1 {
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AssetIndexResponse1
   */
  time?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  index?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  bidBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  askBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  bidRate?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  askRate?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  autoExchangeBidBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  autoExchangeAskBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  autoExchangeBidRate?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse1
   */
  autoExchangeAskRate?: string;
}
//#endregion
//#region src/rest-api/types/asset-index-response2-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AssetIndexResponse2Inner
 */
interface AssetIndexResponse2Inner {
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AssetIndexResponse2Inner
   */
  time?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  index?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  bidBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  askBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  bidRate?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  askRate?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  autoExchangeBidBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  autoExchangeAskBuffer?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  autoExchangeBidRate?: string;
  /**
   *
   * @type {string}
   * @memberof AssetIndexResponse2Inner
   */
  autoExchangeAskRate?: string;
}
//#endregion
//#region src/rest-api/types/asset-index-response2.d.ts
/**
 *
 * @export
 * @interface AssetIndexResponse2
 */
interface AssetIndexResponse2 extends Array<AssetIndexResponse2Inner> {}
//#endregion
//#region src/rest-api/types/asset-index-response.d.ts
/**
 * @type AssetIndexResponse
 */
type AssetIndexResponse$1 = AssetIndexResponse1 | AssetIndexResponse2;
//#endregion
//#region src/rest-api/types/auto-cancel-all-open-orders-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/basis-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof BasisResponseInner
   */
  timestamp?: number | bigint;
}
//#endregion
//#region src/rest-api/types/basis-response.d.ts
/**
 *
 * @export
 * @interface BasisResponse
 */
interface BasisResponse extends Array<BasisResponseInner> {}
//#endregion
//#region src/rest-api/types/cancel-algo-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 CancelAlgoOrderResponse
 */
interface CancelAlgoOrderResponse$1 {
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAlgoOrderResponse
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponse
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponse
   */
  code?: string;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/cancel-all-algo-open-orders-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 CancelAllAlgoOpenOrdersResponse
 */
interface CancelAllAlgoOpenOrdersResponse {
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAllAlgoOpenOrdersResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof CancelAllAlgoOpenOrdersResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/cancel-all-open-orders-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof CancelAllOpenOrdersResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof CancelAllOpenOrdersResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/cancel-multiple-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Client Order Id.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  clientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  cumQty?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof CancelMultipleOrdersResponseInner
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  origQty?: string;
  /**
   * Price.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof CancelMultipleOrdersResponseInner
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  status?: string;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof CancelMultipleOrdersResponseInner
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  symbol?: string;
  /**
   * Time In Force.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  timeInForce?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  origType?: string;
  /**
   * Type.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  type?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  priceRate?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof CancelMultipleOrdersResponseInner
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof CancelMultipleOrdersResponseInner
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof CancelMultipleOrdersResponseInner
   */
  goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelMultipleOrdersResponseInner
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof CancelMultipleOrdersResponseInner
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/cancel-multiple-orders-response.d.ts
/**
 *
 * @export
 * @interface CancelMultipleOrdersResponse
 */
interface CancelMultipleOrdersResponse extends Array<CancelMultipleOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/cancel-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Client Order Id.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  clientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof CancelOrderResponse
   */
  cumQty?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof CancelOrderResponse
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  origQty?: string;
  /**
   * Price.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof CancelOrderResponse
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  status?: string;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof CancelOrderResponse
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof CancelOrderResponse
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  symbol?: string;
  /**
   * Time In Force.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  timeInForce?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  origType?: string;
  /**
   * Type.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  type?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof CancelOrderResponse
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof CancelOrderResponse
   */
  priceRate?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof CancelOrderResponse
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof CancelOrderResponse
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof CancelOrderResponse
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof CancelOrderResponse
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof CancelOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof CancelOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/change-initial-leverage-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Leverage.
   * @type {number | bigint}
   * @memberof ChangeInitialLeverageResponse
   */
  leverage?: number | bigint;
  /**
   * Max Notional Value.
   * @type {string}
   * @memberof ChangeInitialLeverageResponse
   */
  maxNotionalValue?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof ChangeInitialLeverageResponse
   */
  symbol?: string;
}
//#endregion
//#region src/rest-api/types/change-margin-type-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ChangeMarginTypeResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ChangeMarginTypeResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/change-multi-assets-mode-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ChangeMultiAssetsModeResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ChangeMultiAssetsModeResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/change-position-mode-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ChangePositionModeResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ChangePositionModeResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/check-server-time-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Server Time.
   * @type {number | bigint}
   * @memberof CheckServerTimeResponse
   */
  serverTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/classic-portfolio-margin-account-information-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Classic Portfolio margin maximum virtual amount for transfer out in USD
   * @type {string}
   * @memberof ClassicPortfolioMarginAccountInformationResponse
   */
  maxWithdrawAmountUSD?: string;
  /**
   *
   * @type {string}
   * @memberof ClassicPortfolioMarginAccountInformationResponse
   */
  asset?: string;
  /**
   * maximum amount for transfer out
   * @type {string}
   * @memberof ClassicPortfolioMarginAccountInformationResponse
   */
  maxWithdrawAmount?: string;
}
//#endregion
//#region src/rest-api/types/composite-index-symbol-information-response-inner-base-asset-list-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Base Asset.
   * @type {string}
   * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
   */
  baseAsset?: string;
  /**
   * Quote Asset.
   * @type {string}
   * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
   */
  quoteAsset?: string;
  /**
   * Weight In Quantity.
   * @type {string}
   * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
   */
  weightInQuantity?: string;
  /**
   * Weight In Percentage.
   * @type {string}
   * @memberof CompositeIndexSymbolInformationResponseInnerBaseAssetListInner
   */
  weightInPercentage?: string;
}
//#endregion
//#region src/rest-api/types/composite-index-symbol-information-response-inner.d.ts
/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationResponseInner
 */
interface CompositeIndexSymbolInformationResponseInner {
  /**
   *
   * @type {string}
   * @memberof CompositeIndexSymbolInformationResponseInner
   */
  symbol?: string;
  /**
   * Current time
   * @type {number | bigint}
   * @memberof CompositeIndexSymbolInformationResponseInner
   */
  time?: number | bigint;
  /**
   * Component asset
   * @type {string}
   * @memberof CompositeIndexSymbolInformationResponseInner
   */
  component?: string;
  /**
   *
   * @type {Array<CompositeIndexSymbolInformationResponseInnerBaseAssetListInner>}
   * @memberof CompositeIndexSymbolInformationResponseInner
   */
  baseAssetList?: Array<CompositeIndexSymbolInformationResponseInnerBaseAssetListInner>;
}
//#endregion
//#region src/rest-api/types/composite-index-symbol-information-response.d.ts
/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationResponse
 */
interface CompositeIndexSymbolInformationResponse extends Array<CompositeIndexSymbolInformationResponseInner> {}
//#endregion
//#region src/rest-api/types/compressed-aggregate-trades-list-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Aggregate tradeId
   * @type {number | bigint}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  a?: number | bigint;
  /**
   * Price
   * @type {string}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  p?: string;
  /**
   * Quantity
   * @type {string}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  q?: string;
  /**
   * Normal quantity without the trades involving RPI orders
   * @type {string}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  nq?: string;
  /**
   * First tradeId
   * @type {number | bigint}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  f?: number | bigint;
  /**
   * Last tradeId
   * @type {number | bigint}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  l?: number | bigint;
  /**
   * Timestamp
   * @type {number | bigint}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  T?: number | bigint;
  /**
   * Was the buyer the maker?
   * @type {boolean}
   * @memberof CompressedAggregateTradesListResponseInner
   */
  m?: boolean;
}
//#endregion
//#region src/rest-api/types/compressed-aggregate-trades-list-response.d.ts
/**
 *
 * @export
 * @interface CompressedAggregateTradesListResponse
 */
interface CompressedAggregateTradesListResponse extends Array<CompressedAggregateTradesListResponseInner> {}
//#endregion
//#region src/rest-api/types/continuous-contract-kline-candlestick-data-item-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type ContinuousContractKlineCandlestickDataItemInner
 */
type ContinuousContractKlineCandlestickDataItemInner = number | string;
//#endregion
//#region src/rest-api/types/continuous-contract-kline-candlestick-data-item.d.ts
/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickDataItem
 */
interface ContinuousContractKlineCandlestickDataItem extends Array<ContinuousContractKlineCandlestickDataItemInner> {}
//#endregion
//#region src/rest-api/types/continuous-contract-kline-candlestick-data-response.d.ts
/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickDataResponse
 */
interface ContinuousContractKlineCandlestickDataResponse extends Array<ContinuousContractKlineCandlestickDataItem> {}
//#endregion
//#region src/rest-api/types/current-all-algo-open-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 CurrentAllAlgoOpenOrdersResponseInner
 */
interface CurrentAllAlgoOpenOrdersResponseInner {
  /**
   *
   * @type {number | bigint}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  algoType?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  orderType?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  side?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  positionSide?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  timeInForce?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  quantity?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  algoStatus?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  actualOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  actualPrice?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  triggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  icebergQuantity?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  tpTriggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  tpPrice?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  slTriggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  slPrice?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  tpOrderType?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  selfTradePreventionMode?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  workingType?: string;
  /**
   *
   * @type {string}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  priceMatch?: string;
  /**
   *
   * @type {boolean}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  closePosition?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  priceProtect?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  reduceOnly?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  createTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  triggerTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CurrentAllAlgoOpenOrdersResponseInner
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/current-all-algo-open-orders-response.d.ts
/**
 *
 * @export
 * @interface CurrentAllAlgoOpenOrdersResponse
 */
interface CurrentAllAlgoOpenOrdersResponse extends Array<CurrentAllAlgoOpenOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/current-all-open-orders-response.d.ts
/**
 *
 * @export
 * @interface CurrentAllOpenOrdersResponse
 */
interface CurrentAllOpenOrdersResponse extends Array<AllOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/exchange-information-response-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * assets information
 * @export
 * @interface ExchangeInformationResponseAssetsInner
 */
interface ExchangeInformationResponseAssetsInner {
  /**
   *
   * @type {string}
   * @memberof ExchangeInformationResponseAssetsInner
   */
  asset?: string;
  /**
   * whether the asset can be used as margin in Multi-Assets mode
   * @type {boolean}
   * @memberof ExchangeInformationResponseAssetsInner
   */
  marginAvailable?: boolean;
  /**
   * auto-exchange threshold in Multi-Assets margin mode
   * @type {string}
   * @memberof ExchangeInformationResponseAssetsInner
   */
  autoAssetExchange?: string;
}
//#endregion
//#region src/rest-api/types/exchange-information-response-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * API
 * @export
 * @interface ExchangeInformationResponseRateLimitsInner
 */
interface ExchangeInformationResponseRateLimitsInner {
  /**
   * Interval.
   * @type {string}
   * @memberof ExchangeInformationResponseRateLimitsInner
   */
  interval?: string;
  /**
   * Interval Num.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseRateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   * Limit.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseRateLimitsInner
   */
  limit?: number | bigint;
  /**
   * Rate Limit Type.
   * @type {string}
   * @memberof ExchangeInformationResponseRateLimitsInner
   */
  rateLimitType?: string;
}
//#endregion
//#region src/rest-api/types/exchange-information-response-symbols-inner-filters-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Filter Type.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  filterType?: string;
  /**
   * Max Price.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  maxPrice?: string;
  /**
   * Min Price.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  minPrice?: string;
  /**
   * Tick Size.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  tickSize?: string;
  /**
   * Max Qty.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  maxQty?: string;
  /**
   * Min Qty.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  minQty?: string;
  /**
   * Step Size.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  stepSize?: string;
  /**
   * Limit.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  notional?: string;
  /**
   * Multiplier Up.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  multiplierUp?: string;
  /**
   * Multiplier Down.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  multiplierDown?: string;
  /**
   *
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInnerFiltersInner
   */
  multiplierDecimal?: string;
}
//#endregion
//#region src/rest-api/types/exchange-information-response-symbols-inner.d.ts
/**
 * symbols.
 * @export
 * @interface ExchangeInformationResponseSymbolsInner
 */
interface ExchangeInformationResponseSymbolsInner {
  /**
   * Symbol.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  symbol?: string;
  /**
   * Pair.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  pair?: string;
  /**
   * Contract Type.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  contractType?: string;
  /**
   * Delivery Date.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  deliveryDate?: number | bigint;
  /**
   * Onboard Date.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  onboardDate?: number | bigint;
  /**
   * Status.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  status?: string;
  /**
   * ignore
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  maintMarginPercent?: string;
  /**
   * ignore
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  requiredMarginPercent?: string;
  /**
   * Base Asset.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  baseAsset?: string;
  /**
   * Quote Asset.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  quoteAsset?: string;
  /**
   * Margin Asset.
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  marginAsset?: string;
  /**
   * please do not use it as tickSize
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  pricePrecision?: number | bigint;
  /**
   * please do not use it as stepSize
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  quantityPrecision?: number | bigint;
  /**
   * Base Asset Precision.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  baseAssetPrecision?: number | bigint;
  /**
   * Quote Precision.
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  quotePrecision?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  underlyingType?: string;
  /**
   *
   * @type {Array<string>}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  underlyingSubType?: Array<string>;
  /**
   *
   * @type {number | bigint}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  settlePlan?: number | bigint;
  /**
   * threshold for algo order with \"priceProtect\"
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  triggerProtect?: string;
  /**
   *
   * @type {Array<ExchangeInformationResponseSymbolsInnerFiltersInner>}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  filters?: Array<ExchangeInformationResponseSymbolsInnerFiltersInner>;
  /**
   *
   * @type {Array<string>}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  orderTypes?: Array<string>;
  /**
   * Time In Force.
   * @type {Array<string>}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  timeInForce?: Array<string>;
  /**
   * liquidation fee rate
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  liquidationFee?: string;
  /**
   * the max price difference rate( from mark price) a market order can make
   * @type {string}
   * @memberof ExchangeInformationResponseSymbolsInner
   */
  marketTakeBound?: string;
}
//#endregion
//#region src/rest-api/types/exchange-information-response.d.ts
/**
 *
 * @export
 * @interface ExchangeInformationResponse
 */
interface ExchangeInformationResponse {
  /**
   *
   * @type {Array<string>}
   * @memberof ExchangeInformationResponse
   */
  exchangeFilters?: Array<string>;
  /**
   * Rate Limits.
   * @type {Array<ExchangeInformationResponseRateLimitsInner>}
   * @memberof ExchangeInformationResponse
   */
  rateLimits?: Array<ExchangeInformationResponseRateLimitsInner>;
  /**
   * Ignore please. If you want to check current server time, please check via \"GET /fapi/v1/time\"
   * @type {number | bigint}
   * @memberof ExchangeInformationResponse
   */
  serverTime?: number | bigint;
  /**
   * assets information
   * @type {Array<ExchangeInformationResponseAssetsInner>}
   * @memberof ExchangeInformationResponse
   */
  assets?: Array<ExchangeInformationResponseAssetsInner>;
  /**
   * Symbols.
   * @type {Array<ExchangeInformationResponseSymbolsInner>}
   * @memberof ExchangeInformationResponse
   */
  symbols?: Array<ExchangeInformationResponseSymbolsInner>;
  /**
   * Timezone.
   * @type {string}
   * @memberof ExchangeInformationResponse
   */
  timezone?: string;
}
//#endregion
//#region src/rest-api/types/futures-account-balance-v2-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Unique account alias.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  accountAlias?: string;
  /**
   * Asset name.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  asset?: string;
  /**
   * Wallet balance.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  balance?: string;
  /**
   * Cross wallet balance.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  crossWalletBalance?: string;
  /**
   * Unrealized PnL of cross positions.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  crossUnPnl?: string;
  /**
   * Available balance.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  availableBalance?: string;
  /**
   * Maximum transferable/withdrawable amount.
   * @type {string}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  maxWithdrawAmount?: string;
  /**
   * Whether the asset can be used as margin in multi-assets mode.
   * @type {boolean}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  marginAvailable?: boolean;
  /**
   * Last update time in milliseconds.
   * @type {number | bigint}
   * @memberof FuturesAccountBalanceV2ResponseInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/futures-account-balance-v2-response.d.ts
/**
 *
 * @export
 * @interface FuturesAccountBalanceV2Response
 */
interface FuturesAccountBalanceV2Response$1 extends Array<FuturesAccountBalanceV2ResponseInner> {}
//#endregion
//#region src/rest-api/types/futures-account-balance-v3-response.d.ts
/**
 *
 * @export
 * @interface FuturesAccountBalanceV3Response
 */
interface FuturesAccountBalanceV3Response extends Array<FuturesAccountBalanceV2ResponseInner> {}
//#endregion
//#region src/rest-api/types/futures-account-configuration-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * account commission tier
   * @type {number | bigint}
   * @memberof FuturesAccountConfigurationResponse
   */
  feeTier?: number | bigint;
  /**
   * if can trade
   * @type {boolean}
   * @memberof FuturesAccountConfigurationResponse
   */
  canTrade?: boolean;
  /**
   * if can transfer in asset
   * @type {boolean}
   * @memberof FuturesAccountConfigurationResponse
   */
  canDeposit?: boolean;
  /**
   * if can transfer out asset
   * @type {boolean}
   * @memberof FuturesAccountConfigurationResponse
   */
  canWithdraw?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof FuturesAccountConfigurationResponse
   */
  dualSidePosition?: boolean;
  /**
   * reserved property, please ignore
   * @type {number | bigint}
   * @memberof FuturesAccountConfigurationResponse
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {boolean}
   * @memberof FuturesAccountConfigurationResponse
   */
  multiAssetsMargin?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof FuturesAccountConfigurationResponse
   */
  tradeGroupId?: number | bigint;
}
//#endregion
//#region src/rest-api/types/futures-tradfi-perps-contract-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 FuturesTradfiPerpsContractResponse
 */
interface FuturesTradfiPerpsContractResponse {
  /**
   *
   * @type {number | bigint}
   * @memberof FuturesTradfiPerpsContractResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof FuturesTradfiPerpsContractResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/futures-trading-quantitative-rules-indicators-response-indicators-accountinner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Too many violations under multiple symbols trigger account violation
   * @type {string}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
   */
  indicator?: string;
  /**
   * Current value
   * @type {number | bigint}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
   */
  value?: number | bigint;
  /**
   * Trigger value
   * @type {number | bigint}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
   */
  triggerValue?: number | bigint;
  /**
   * Planned Recover Time.
   * @type {number | bigint}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
   */
  plannedRecoverTime?: number | bigint;
  /**
   * Is Locked.
   * @type {boolean}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner
   */
  isLocked?: boolean;
}
//#endregion
//#region src/rest-api/types/futures-trading-quantitative-rules-indicators-response-indicators-btcusdtinner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Is Locked.
   * @type {boolean}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
   */
  isLocked?: boolean;
  /**
   * Planned Recover Time.
   * @type {number | bigint}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
   */
  plannedRecoverTime?: number | bigint;
  /**
   * Too many violations under multiple symbols trigger account violation
   * @type {string}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
   */
  indicator?: string;
  /**
   * Current value
   * @type {number}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
   */
  value?: number;
  /**
   * Trigger value
   * @type {number}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner
   */
  triggerValue?: number;
}
//#endregion
//#region src/rest-api/types/futures-trading-quantitative-rules-indicators-response-indicators.d.ts
/**
 * indicator: quantitative rules indicators, value: user\'s indicators value, triggerValue: trigger indicator value threshold of quantitative rules.
 * @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>;
}
//#endregion
//#region src/rest-api/types/futures-trading-quantitative-rules-indicators-response.d.ts
/**
 *
 * @export
 * @interface FuturesTradingQuantitativeRulesIndicatorsResponse
 */
interface FuturesTradingQuantitativeRulesIndicatorsResponse {
  /**
   *
   * @type {FuturesTradingQuantitativeRulesIndicatorsResponseIndicators}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponse
   */
  indicators?: FuturesTradingQuantitativeRulesIndicatorsResponseIndicators;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof FuturesTradingQuantitativeRulesIndicatorsResponse
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/get-bnb-burn-status-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * \"true\": Fee Discount On; \"false\": Fee Discount Off
   * @type {boolean}
   * @memberof GetBnbBurnStatusResponse
   */
  feeBurn?: boolean;
}
//#endregion
//#region src/rest-api/types/get-current-multi-assets-mode-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * \"true\": Multi-Assets Mode; \"false\": Single-Asset Mode
   * @type {boolean}
   * @memberof GetCurrentMultiAssetsModeResponse
   */
  multiAssetsMargin?: boolean;
}
//#endregion
//#region src/rest-api/types/get-current-position-mode-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * \"true\": Hedge Mode; \"false\": One-way Mode
   * @type {boolean}
   * @memberof GetCurrentPositionModeResponse
   */
  dualSidePosition?: boolean;
}
//#endregion
//#region src/rest-api/types/get-download-id-for-futures-order-history-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Average time taken for data download in the past 30 days
   * @type {number | bigint}
   * @memberof GetDownloadIdForFuturesOrderHistoryResponse
   */
  avgCostTimestampOfLast30d?: number | bigint;
  /**
   * Download Id.
   * @type {string}
   * @memberof GetDownloadIdForFuturesOrderHistoryResponse
   */
  downloadId?: string;
}
//#endregion
//#region src/rest-api/types/get-download-id-for-futures-trade-history-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Average time taken for data download in the past 30 days
   * @type {number | bigint}
   * @memberof GetDownloadIdForFuturesTradeHistoryResponse
   */
  avgCostTimestampOfLast30d?: number | bigint;
  /**
   * Download Id.
   * @type {string}
   * @memberof GetDownloadIdForFuturesTradeHistoryResponse
   */
  downloadId?: string;
}
//#endregion
//#region src/rest-api/types/get-download-id-for-futures-transaction-history-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Average time taken for data download in the past 30 days
   * @type {number | bigint}
   * @memberof GetDownloadIdForFuturesTransactionHistoryResponse
   */
  avgCostTimestampOfLast30d?: number | bigint;
  /**
   * Download Id.
   * @type {string}
   * @memberof GetDownloadIdForFuturesTransactionHistoryResponse
   */
  downloadId?: string;
}
//#endregion
//#region src/rest-api/types/get-funding-rate-history-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof GetFundingRateHistoryResponseInner
   */
  symbol?: string;
  /**
   * Funding Rate.
   * @type {string}
   * @memberof GetFundingRateHistoryResponseInner
   */
  fundingRate?: string;
  /**
   * Funding Time.
   * @type {number | bigint}
   * @memberof GetFundingRateHistoryResponseInner
   */
  fundingTime?: number | bigint;
  /**
   * mark price associated with a particular funding fee charge
   * @type {string}
   * @memberof GetFundingRateHistoryResponseInner
   */
  markPrice?: string;
}
//#endregion
//#region src/rest-api/types/get-funding-rate-history-response.d.ts
/**
 *
 * @export
 * @interface GetFundingRateHistoryResponse
 */
interface GetFundingRateHistoryResponse extends Array<GetFundingRateHistoryResponseInner> {}
//#endregion
//#region src/rest-api/types/get-funding-rate-info-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof GetFundingRateInfoResponseInner
   */
  fundingIntervalHours?: number | bigint;
  /**
   * ingore
   * @type {boolean}
   * @memberof GetFundingRateInfoResponseInner
   */
  disclaimer?: boolean;
}
//#endregion
//#region src/rest-api/types/get-funding-rate-info-response.d.ts
/**
 *
 * @export
 * @interface GetFundingRateInfoResponse
 */
interface GetFundingRateInfoResponse extends Array<GetFundingRateInfoResponseInner> {}
//#endregion
//#region src/rest-api/types/get-futures-order-history-download-link-by-id-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Download Id.
   * @type {string}
   * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
   */
  downloadId?: string;
  /**
   * Enum：completed，processing
   * @type {string}
   * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
   */
  status?: string;
  /**
   * The link is mapped to download id
   * @type {string}
   * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
   */
  url?: string;
  /**
   * ignore
   * @type {boolean}
   * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
   */
  notified?: boolean;
  /**
   * The link would expire after this timestamp
   * @type {number | bigint}
   * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
   */
  expirationTimestamp?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof GetFuturesOrderHistoryDownloadLinkByIdResponse
   */
  isExpired?: string;
}
//#endregion
//#region src/rest-api/types/get-futures-trade-download-link-by-id-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Download Id.
   * @type {string}
   * @memberof GetFuturesTradeDownloadLinkByIdResponse
   */
  downloadId?: string;
  /**
   * Enum：completed，processing
   * @type {string}
   * @memberof GetFuturesTradeDownloadLinkByIdResponse
   */
  status?: string;
  /**
   * The link is mapped to download id
   * @type {string}
   * @memberof GetFuturesTradeDownloadLinkByIdResponse
   */
  url?: string;
  /**
   * ignore
   * @type {boolean}
   * @memberof GetFuturesTradeDownloadLinkByIdResponse
   */
  notified?: boolean;
  /**
   * The link would expire after this timestamp
   * @type {number | bigint}
   * @memberof GetFuturesTradeDownloadLinkByIdResponse
   */
  expirationTimestamp?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof GetFuturesTradeDownloadLinkByIdResponse
   */
  isExpired?: string;
}
//#endregion
//#region src/rest-api/types/get-futures-transaction-history-download-link-by-id-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Download Id.
   * @type {string}
   * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
   */
  downloadId?: string;
  /**
   * Enum：completed，processing
   * @type {string}
   * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
   */
  status?: string;
  /**
   * The link is mapped to download id
   * @type {string}
   * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
   */
  url?: string;
  /**
   * ignore
   * @type {boolean}
   * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
   */
  notified?: boolean;
  /**
   * The link would expire after this timestamp
   * @type {number | bigint}
   * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
   */
  expirationTimestamp?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof GetFuturesTransactionHistoryDownloadLinkByIdResponse
   */
  isExpired?: string;
}
//#endregion
//#region src/rest-api/types/get-income-history-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * trade symbol, if existing
   * @type {string}
   * @memberof GetIncomeHistoryResponseInner
   */
  symbol?: string;
  /**
   * income type
   * @type {string}
   * @memberof GetIncomeHistoryResponseInner
   */
  incomeType?: string;
  /**
   * income amount
   * @type {string}
   * @memberof GetIncomeHistoryResponseInner
   */
  income?: string;
  /**
   * income asset
   * @type {string}
   * @memberof GetIncomeHistoryResponseInner
   */
  asset?: string;
  /**
   * extra information
   * @type {string}
   * @memberof GetIncomeHistoryResponseInner
   */
  info?: string;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof GetIncomeHistoryResponseInner
   */
  time?: number | bigint;
  /**
   * transaction id
   * @type {number | bigint}
   * @memberof GetIncomeHistoryResponseInner
   */
  tranId?: number | bigint;
  /**
   * trade id, if existing
   * @type {string}
   * @memberof GetIncomeHistoryResponseInner
   */
  tradeId?: string;
}
//#endregion
//#region src/rest-api/types/get-income-history-response.d.ts
/**
 *
 * @export
 * @interface GetIncomeHistoryResponse
 */
interface GetIncomeHistoryResponse extends Array<GetIncomeHistoryResponseInner> {}
//#endregion
//#region src/rest-api/types/get-order-modify-history-response-inner-amendment-orig-qty.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/get-order-modify-history-response-inner-amendment-price.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/get-order-modify-history-response-inner-amendment.d.ts
/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponseInnerAmendment
 */
interface GetOrderModifyHistoryResponseInnerAmendment {
  /**
   *
   * @type {GetOrderModifyHistoryResponseInnerAmendmentPrice}
   * @memberof GetOrderModifyHistoryResponseInnerAmendment
   */
  price?: GetOrderModifyHistoryResponseInnerAmendmentPrice;
  /**
   *
   * @type {GetOrderModifyHistoryResponseInnerAmendmentOrigQty}
   * @memberof GetOrderModifyHistoryResponseInnerAmendment
   */
  origQty?: GetOrderModifyHistoryResponseInnerAmendmentOrigQty;
  /**
   * Order modification count, representing the number of times the order has been modified
   * @type {number | bigint}
   * @memberof GetOrderModifyHistoryResponseInnerAmendment
   */
  count?: number | bigint;
  /**
   * user-defined modification identifier, only returned if provided in the request
   * @type {number | bigint}
   * @memberof GetOrderModifyHistoryResponseInnerAmendment
   */
  modifyId?: number | bigint;
}
//#endregion
//#region src/rest-api/types/get-order-modify-history-response-inner.d.ts
/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponseInner
 */
interface GetOrderModifyHistoryResponseInner {
  /**
   * Order modification ID
   * @type {number | bigint}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  amendmentId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  pair?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  clientOrderId?: string;
  /**
   * Order modification time
   * @type {number | bigint}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  time?: number | bigint;
  /**
   *
   * @type {GetOrderModifyHistoryResponseInnerAmendment}
   * @memberof GetOrderModifyHistoryResponseInner
   */
  amendment?: GetOrderModifyHistoryResponseInnerAmendment;
}
//#endregion
//#region src/rest-api/types/get-order-modify-history-response.d.ts
/**
 *
 * @export
 * @interface GetOrderModifyHistoryResponse
 */
interface GetOrderModifyHistoryResponse extends Array<GetOrderModifyHistoryResponseInner> {}
//#endregion
//#region src/rest-api/types/get-position-margin-change-history-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  symbol?: string;
  /**
   * Type.
   * @type {number | bigint}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  type?: number | bigint;
  /**
   * Delta Type.
   * @type {string}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  deltaType?: string;
  /**
   * Amount.
   * @type {string}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  amount?: string;
  /**
   * Asset.
   * @type {string}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  asset?: string;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  time?: number | bigint;
  /**
   * Position Side.
   * @type {string}
   * @memberof GetPositionMarginChangeHistoryResponseInner
   */
  positionSide?: string;
}
//#endregion
//#region src/rest-api/types/get-position-margin-change-history-response.d.ts
/**
 *
 * @export
 * @interface GetPositionMarginChangeHistoryResponse
 */
interface GetPositionMarginChangeHistoryResponse extends Array<GetPositionMarginChangeHistoryResponseInner> {}
//#endregion
//#region src/rest-api/types/index-price-kline-candlestick-data-item-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type IndexPriceKlineCandlestickDataItemInner
 */
type IndexPriceKlineCandlestickDataItemInner = number | string;
//#endregion
//#region src/rest-api/types/index-price-kline-candlestick-data-item.d.ts
/**
 *
 * @export
 * @interface IndexPriceKlineCandlestickDataItem
 */
interface IndexPriceKlineCandlestickDataItem extends Array<IndexPriceKlineCandlestickDataItemInner> {}
//#endregion
//#region src/rest-api/types/index-price-kline-candlestick-data-response.d.ts
/**
 *
 * @export
 * @interface IndexPriceKlineCandlestickDataResponse
 */
interface IndexPriceKlineCandlestickDataResponse extends Array<IndexPriceKlineCandlestickDataItem> {}
//#endregion
//#region src/rest-api/types/keepalive-user-data-stream-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/kline-candlestick-data-item-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type KlineCandlestickDataItemInner
 */
type KlineCandlestickDataItemInner = number | string;
//#endregion
//#region src/rest-api/types/kline-candlestick-data-item.d.ts
/**
 *
 * @export
 * @interface KlineCandlestickDataItem
 */
interface KlineCandlestickDataItem extends Array<KlineCandlestickDataItemInner> {}
//#endregion
//#region src/rest-api/types/kline-candlestick-data-response.d.ts
/**
 *
 * @export
 * @interface KlineCandlestickDataResponse
 */
interface KlineCandlestickDataResponse extends Array<KlineCandlestickDataItem> {}
//#endregion
//#region src/rest-api/types/list-all-convert-pairs-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/list-all-convert-pairs-response.d.ts
/**
 *
 * @export
 * @interface ListAllConvertPairsResponse
 */
interface ListAllConvertPairsResponse extends Array<ListAllConvertPairsResponseInner> {}
//#endregion
//#region src/rest-api/types/long-short-ratio-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * long/short account num ratio of all traders
   * @type {string}
   * @memberof LongShortRatioResponseInner
   */
  symbol?: string;
  /**
   * long account num ratio of all traders
   * @type {string}
   * @memberof LongShortRatioResponseInner
   */
  longShortRatio?: string;
  /**
   * short account num ratio of all traders
   * @type {string}
   * @memberof LongShortRatioResponseInner
   */
  longAccount?: string;
  /**
   * Short Account.
   * @type {string}
   * @memberof LongShortRatioResponseInner
   */
  shortAccount?: string;
  /**
   * Timestamp in milliseconds.
   * @type {number | bigint}
   * @memberof LongShortRatioResponseInner
   */
  timestamp?: number | bigint;
}
//#endregion
//#region src/rest-api/types/long-short-ratio-response.d.ts
/**
 *
 * @export
 * @interface LongShortRatioResponse
 */
interface LongShortRatioResponse extends Array<LongShortRatioResponseInner> {}
//#endregion
//#region src/rest-api/types/mark-price-kline-candlestick-data-item-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type MarkPriceKlineCandlestickDataItemInner
 */
type MarkPriceKlineCandlestickDataItemInner = number | string;
//#endregion
//#region src/rest-api/types/mark-price-kline-candlestick-data-item.d.ts
/**
 *
 * @export
 * @interface MarkPriceKlineCandlestickDataItem
 */
interface MarkPriceKlineCandlestickDataItem extends Array<MarkPriceKlineCandlestickDataItemInner> {}
//#endregion
//#region src/rest-api/types/mark-price-kline-candlestick-data-response.d.ts
/**
 *
 * @export
 * @interface MarkPriceKlineCandlestickDataResponse
 */
interface MarkPriceKlineCandlestickDataResponse extends Array<MarkPriceKlineCandlestickDataItem> {}
//#endregion
//#region src/rest-api/types/mark-price-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof MarkPriceResponse1
   */
  symbol?: string;
  /**
   * mark price
   * @type {string}
   * @memberof MarkPriceResponse1
   */
  markPrice?: string;
  /**
   * index price
   * @type {string}
   * @memberof MarkPriceResponse1
   */
  indexPrice?: string;
  /**
   * Estimated Settle Price, only useful in the last hour before the settlement starts.
   * @type {string}
   * @memberof MarkPriceResponse1
   */
  estimatedSettlePrice?: string;
  /**
   * This is the Latest funding rate
   * @type {string}
   * @memberof MarkPriceResponse1
   */
  lastFundingRate?: string;
  /**
   * Interest Rate.
   * @type {string}
   * @memberof MarkPriceResponse1
   */
  interestRate?: string;
  /**
   * Next Funding Time.
   * @type {number | bigint}
   * @memberof MarkPriceResponse1
   */
  nextFundingTime?: number | bigint;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof MarkPriceResponse1
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/mark-price-response2-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof MarkPriceResponse2Inner
   */
  symbol?: string;
  /**
   * mark price
   * @type {string}
   * @memberof MarkPriceResponse2Inner
   */
  markPrice?: string;
  /**
   * index price
   * @type {string}
   * @memberof MarkPriceResponse2Inner
   */
  indexPrice?: string;
  /**
   * Estimated Settle Price, only useful in the last hour before the settlement starts.
   * @type {string}
   * @memberof MarkPriceResponse2Inner
   */
  estimatedSettlePrice?: string;
  /**
   * This is the Latest funding rate
   * @type {string}
   * @memberof MarkPriceResponse2Inner
   */
  lastFundingRate?: string;
  /**
   * Interest Rate.
   * @type {string}
   * @memberof MarkPriceResponse2Inner
   */
  interestRate?: string;
  /**
   * Next Funding Time.
   * @type {number | bigint}
   * @memberof MarkPriceResponse2Inner
   */
  nextFundingTime?: number | bigint;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof MarkPriceResponse2Inner
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/mark-price-response2.d.ts
/**
 *
 * @export
 * @interface MarkPriceResponse2
 */
interface MarkPriceResponse2 extends Array<MarkPriceResponse2Inner> {}
//#endregion
//#region src/rest-api/types/mark-price-response.d.ts
/**
 * @type MarkPriceResponse
 */
type MarkPriceResponse = MarkPriceResponse1 | MarkPriceResponse2;
//#endregion
//#region src/rest-api/types/modify-isolated-position-margin-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ModifyIsolatedPositionMarginResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyIsolatedPositionMarginResponse
   */
  msg?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyIsolatedPositionMarginResponse
   */
  type?: number | bigint;
}
//#endregion
//#region src/rest-api/types/modify-multiple-orders-batch-orders-parameter-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  origClientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  side?: ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum;
  /**
   * Order quantity, cannot be sent with closePosition=true
   * @type {number}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  quantity?: number;
  /**
   *
   * @type {number}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  price?: number;
  /**
   * Only avaliable for LIMIT/STOP/TAKE_PROFIT order; Cannot be sent together with `price`.
   * @type {string}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  priceMatch?: ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum;
  /**
   * stop price, only STOP, STOP_MARKET, TAKE_PROFIT, TAKE_PROFIT_MARKET need
   * @type {number}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  stopPrice?: number;
  /**
   * User-defined modification identifier, returned as-is in the response. Optional; not validated for uniqueness.
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  modifyId?: number | bigint;
  /**
   * Validity window in milliseconds.
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  recvWindow?: number | bigint;
  /**
   * Unix timestamp in milliseconds.
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersBatchOrdersParameterInner
   */
  timestamp?: number | bigint;
}
declare const ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum: {
  readonly BUY: "BUY";
  readonly SELL: "SELL";
};
type ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum = (typeof ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum)[keyof typeof ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum];
declare const ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum: {
  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];
//#endregion
//#region src/rest-api/types/modify-multiple-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  pair?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  status?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  clientOrderId?: string;
  /**
   * user-defined modification identifier, only returned if provided in the request
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  modifyId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  origQty?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  executedQty?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  cumQty?: 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;
  /**
   * price match mode
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyMultipleOrdersResponseInner
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/modify-multiple-orders-response.d.ts
/**
 *
 * @export
 * @interface ModifyMultipleOrdersResponse
 */
interface ModifyMultipleOrdersResponse extends Array<ModifyMultipleOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/modify-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ModifyOrderResponse
   */
  orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  pair?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  status?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  clientOrderId?: string;
  /**
   * user-defined modification identifier, only returned if provided in the request
   * @type {number | bigint}
   * @memberof ModifyOrderResponse
   */
  modifyId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  origQty?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  executedQty?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  cumQty?: 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;
  /**
   * price match mode
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof ModifyOrderResponse
   */
  goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyOrderResponse
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/new-algo-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 NewAlgoOrderResponse
 */
interface NewAlgoOrderResponse$1 {
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponse
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  algoType?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  orderType?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  side?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  positionSide?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  timeInForce?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  quantity?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  algoStatus?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  triggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  icebergQuantity?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  workingType?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  priceMatch?: string;
  /**
   *
   * @type {boolean}
   * @memberof NewAlgoOrderResponse
   */
  closePosition?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof NewAlgoOrderResponse
   */
  priceProtect?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof NewAlgoOrderResponse
   */
  reduceOnly?: boolean;
  /**
   * TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  activatePrice?: string;
  /**
   * TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  callbackRate?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponse
   */
  createTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponse
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponse
   */
  triggerTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/new-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Client Order Id.
   * @type {string}
   * @memberof NewOrderResponse
   */
  clientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof NewOrderResponse
   */
  cumQty?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof NewOrderResponse
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof NewOrderResponse
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof NewOrderResponse
   */
  origQty?: string;
  /**
   * Price.
   * @type {string}
   * @memberof NewOrderResponse
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof NewOrderResponse
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof NewOrderResponse
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof NewOrderResponse
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof NewOrderResponse
   */
  status?: string;
  /**
   * ignored for LIMIT / MARKET orders
   * @type {string}
   * @memberof NewOrderResponse
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof NewOrderResponse
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof NewOrderResponse
   */
  symbol?: string;
  /**
   * Time In Force.
   * @type {string}
   * @memberof NewOrderResponse
   */
  timeInForce?: string;
  /**
   * Type.
   * @type {string}
   * @memberof NewOrderResponse
   */
  type?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof NewOrderResponse
   */
  origType?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof NewOrderResponse
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof NewOrderResponse
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof NewOrderResponse
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof NewOrderResponse
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof NewOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof NewOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/notional-and-leverage-brackets-response1-inner-brackets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Notional bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
   */
  bracket?: number | bigint;
  /**
   * Max initial leverage for this bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
   */
  initialLeverage?: number | bigint;
  /**
   * Cap notional of this bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
   */
  notionalCap?: number | bigint;
  /**
   * Notional threshold of this bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
   */
  notionalFloor?: number | bigint;
  /**
   * Maintenance ratio for this bracket
   * @type {number}
   * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
   */
  maintMarginRatio?: number;
  /**
   * Auxiliary number for quick calculation
   * @type {number}
   * @memberof NotionalAndLeverageBracketsResponse1InnerBracketsInner
   */
  cum?: number;
}
//#endregion
//#region src/rest-api/types/notional-and-leverage-brackets-response1-inner.d.ts
/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse1Inner
 */
interface NotionalAndLeverageBracketsResponse1Inner {
  /**
   *
   * @type {string}
   * @memberof NotionalAndLeverageBracketsResponse1Inner
   */
  symbol?: string;
  /**
   * user symbol bracket multiplier, only appears when user\'s symbol bracket is adjusted
   * @type {number}
   * @memberof NotionalAndLeverageBracketsResponse1Inner
   */
  notionalCoef?: number;
  /**
   *
   * @type {Array<NotionalAndLeverageBracketsResponse1InnerBracketsInner>}
   * @memberof NotionalAndLeverageBracketsResponse1Inner
   */
  brackets?: Array<NotionalAndLeverageBracketsResponse1InnerBracketsInner>;
}
//#endregion
//#region src/rest-api/types/notional-and-leverage-brackets-response1.d.ts
/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse1
 */
interface NotionalAndLeverageBracketsResponse1 extends Array<NotionalAndLeverageBracketsResponse1Inner> {}
//#endregion
//#region src/rest-api/types/notional-and-leverage-brackets-response2-brackets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 NotionalAndLeverageBracketsResponse2BracketsInner
 */
interface NotionalAndLeverageBracketsResponse2BracketsInner {
  /**
   * Notional bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse2BracketsInner
   */
  bracket?: number | bigint;
  /**
   * Max initial leverage for this bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse2BracketsInner
   */
  initialLeverage?: number | bigint;
  /**
   * Cap notional of this bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse2BracketsInner
   */
  notionalCap?: number | bigint;
  /**
   * Notional threshold of this bracket
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse2BracketsInner
   */
  notionalFloor?: number | bigint;
  /**
   * Maintenance ratio for this bracket
   * @type {number}
   * @memberof NotionalAndLeverageBracketsResponse2BracketsInner
   */
  maintMarginRatio?: number;
  /**
   * Auxiliary number for quick calculation
   * @type {number | bigint}
   * @memberof NotionalAndLeverageBracketsResponse2BracketsInner
   */
  cum?: number | bigint;
}
//#endregion
//#region src/rest-api/types/notional-and-leverage-brackets-response2.d.ts
/**
 *
 * @export
 * @interface NotionalAndLeverageBracketsResponse2
 */
interface NotionalAndLeverageBracketsResponse2 {
  /**
   *
   * @type {string}
   * @memberof NotionalAndLeverageBracketsResponse2
   */
  symbol?: string;
  /**
   * user symbol bracket multiplier, only appears when user\'s symbol bracket is adjusted
   * @type {number}
   * @memberof NotionalAndLeverageBracketsResponse2
   */
  notionalCoef?: number;
  /**
   *
   * @type {Array<NotionalAndLeverageBracketsResponse2BracketsInner>}
   * @memberof NotionalAndLeverageBracketsResponse2
   */
  brackets?: Array<NotionalAndLeverageBracketsResponse2BracketsInner>;
}
//#endregion
//#region src/rest-api/types/notional-and-leverage-brackets-response.d.ts
/**
 * @type NotionalAndLeverageBracketsResponse
 */
type NotionalAndLeverageBracketsResponse = NotionalAndLeverageBracketsResponse1 | NotionalAndLeverageBracketsResponse2;
//#endregion
//#region src/rest-api/types/old-trades-lookup-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Id.
   * @type {number | bigint}
   * @memberof OldTradesLookupResponseInner
   */
  id?: number | bigint;
  /**
   * Price.
   * @type {string}
   * @memberof OldTradesLookupResponseInner
   */
  price?: string;
  /**
   * Qty.
   * @type {string}
   * @memberof OldTradesLookupResponseInner
   */
  qty?: string;
  /**
   * Quote Qty.
   * @type {string}
   * @memberof OldTradesLookupResponseInner
   */
  quoteQty?: string;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof OldTradesLookupResponseInner
   */
  time?: number | bigint;
  /**
   * Is Buyer Maker.
   * @type {boolean}
   * @memberof OldTradesLookupResponseInner
   */
  isBuyerMaker?: boolean;
  /**
   * Is RPITrade.
   * @type {boolean}
   * @memberof OldTradesLookupResponseInner
   */
  isRPITrade?: boolean;
}
//#endregion
//#region src/rest-api/types/old-trades-lookup-response.d.ts
/**
 *
 * @export
 * @interface OldTradesLookupResponse
 */
interface OldTradesLookupResponse extends Array<OldTradesLookupResponseInner> {}
//#endregion
//#region src/rest-api/types/open-interest-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Open Interest.
   * @type {string}
   * @memberof OpenInterestResponse
   */
  openInterest?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof OpenInterestResponse
   */
  symbol?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof OpenInterestResponse
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/open-interest-statistics-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * total open interest
   * @type {string}
   * @memberof OpenInterestStatisticsResponseInner
   */
  sumOpenInterest?: string;
  /**
   * total open interest value
   * @type {string}
   * @memberof OpenInterestStatisticsResponseInner
   */
  sumOpenInterestValue?: string;
  /**
   * circulating supply provided by CMC
   * @type {string}
   * @memberof OpenInterestStatisticsResponseInner
   */
  CMCCirculatingSupply?: string;
  /**
   * Timestamp in milliseconds.
   * @type {number | bigint}
   * @memberof OpenInterestStatisticsResponseInner
   */
  timestamp?: number | bigint;
}
//#endregion
//#region src/rest-api/types/open-interest-statistics-response.d.ts
/**
 *
 * @export
 * @interface OpenInterestStatisticsResponse
 */
interface OpenInterestStatisticsResponse extends Array<OpenInterestStatisticsResponseInner> {}
//#endregion
//#region src/rest-api/types/order-book-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof OrderBookResponse
   */
  lastUpdateId?: number | bigint;
  /**
   * Message output time
   * @type {number | bigint}
   * @memberof OrderBookResponse
   */
  E?: number | bigint;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof OrderBookResponse
   */
  T?: number | bigint;
  /**
   * Bid orders. Each entry is [price, quantity].
   * @type {Array<Array<string>>}
   * @memberof OrderBookResponse
   */
  bids?: Array<Array<string>>;
  /**
   * Ask orders. Each entry is [price, quantity].
   * @type {Array<Array<string>>}
   * @memberof OrderBookResponse
   */
  asks?: Array<Array<string>>;
}
//#endregion
//#region src/rest-api/types/order-status-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof OrderStatusResponse
   */
  orderId?: number | bigint;
  /**
   *
   * @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 | bigint}
   * @memberof OrderStatusResponse
   */
  createTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/place-multiple-orders-batch-orders-parameter-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * Default `BOTH` for One-way Mode; `LONG` or `SHORT` for Hedge Mode.
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  positionSide?: PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  type?: PlaceMultipleOrdersBatchOrdersParameterInnerTypeEnum;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  timeInForce?: PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum;
  /**
   *
   * @type {number}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  quantity?: number;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  reduceOnly?: PlaceMultipleOrdersBatchOrdersParameterInnerReduceOnlyEnum;
  /**
   *
   * @type {number}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  price?: number;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  newClientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  newOrderRespType?: PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum;
  /**
   * only avaliable for LIMIT/STOP/TAKE_PROFIT order; Can\'t be passed together with price
   * @type {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  priceMatch?: PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum;
  /**
   * 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 {string}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  selfTradePreventionMode?: PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum;
  /**
   * Auto-cancel time for `GTD` orders.
   * @type {number | bigint}
   * @memberof PlaceMultipleOrdersBatchOrdersParameterInner
   */
  goodTillDate?: number | bigint;
}
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 PlaceMultipleOrdersBatchOrdersParameterInnerTypeEnum: {
  readonly LIMIT: "LIMIT";
  readonly MARKET: "MARKET";
  readonly STOP: "STOP";
  readonly STOP_MARKET: "STOP_MARKET";
  readonly TAKE_PROFIT: "TAKE_PROFIT";
  readonly TAKE_PROFIT_MARKET: "TAKE_PROFIT_MARKET";
  readonly TRAILING_STOP_MARKET: "TRAILING_STOP_MARKET";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerTypeEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerTypeEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerTypeEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum: {
  readonly GTC: "GTC";
  readonly IOC: "IOC";
  readonly FOK: "FOK";
  readonly GTX: "GTX";
  readonly GTD: "GTD";
  readonly RPI: "RPI";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerReduceOnlyEnum: {
  readonly TRUE: "true";
  readonly FALSE: "false";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerReduceOnlyEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerReduceOnlyEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerReduceOnlyEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum: {
  readonly ACK: "ACK";
  readonly RESULT: "RESULT";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum];
declare const PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum: {
  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 NONE: "NONE";
  readonly EXPIRE_TAKER: "EXPIRE_TAKER";
  readonly EXPIRE_BOTH: "EXPIRE_BOTH";
  readonly EXPIRE_MAKER: "EXPIRE_MAKER";
};
type PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum = (typeof PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum)[keyof typeof PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum];
//#endregion
//#region src/rest-api/types/place-multiple-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Client Order Id.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  clientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  cumQty?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  origQty?: string;
  /**
   * Price.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  status?: string;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  stopPrice?: string;
  /**
   * Close Position.
   * @type {boolean}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  symbol?: string;
  /**
   * Time In Force.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  timeInForce?: string;
  /**
   * Type.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  type?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  origType?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auto cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof PlaceMultipleOrdersResponseInner
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/place-multiple-orders-response.d.ts
/**
 *
 * @export
 * @interface PlaceMultipleOrdersResponse
 */
interface PlaceMultipleOrdersResponse extends Array<PlaceMultipleOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/position-adl-quantile-estimation-response-inner-adl-quantile.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * adl quantile for \"LONG\" position in hedge mode
   * @type {number | bigint}
   * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
   */
  LONG?: number | bigint;
  /**
   * adl qauntile for \"SHORT\" position in hedge mode
   * @type {number | bigint}
   * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
   */
  SHORT?: number | bigint;
  /**
   * only a sign, ignore the value
   * @type {number | bigint}
   * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
   */
  HEDGE?: number | bigint;
  /**
   * adl qunatile for position in one-way mode
   * @type {number | bigint}
   * @memberof PositionAdlQuantileEstimationResponseInnerAdlQuantile
   */
  BOTH?: number | bigint;
}
//#endregion
//#region src/rest-api/types/position-adl-quantile-estimation-response-inner.d.ts
/**
 *
 * @export
 * @interface PositionAdlQuantileEstimationResponseInner
 */
interface PositionAdlQuantileEstimationResponseInner {
  /**
   *
   * @type {string}
   * @memberof PositionAdlQuantileEstimationResponseInner
   */
  symbol?: string;
  /**
   *
   * @type {PositionAdlQuantileEstimationResponseInnerAdlQuantile}
   * @memberof PositionAdlQuantileEstimationResponseInner
   */
  adlQuantile?: PositionAdlQuantileEstimationResponseInnerAdlQuantile;
}
//#endregion
//#region src/rest-api/types/position-adl-quantile-estimation-response.d.ts
/**
 *
 * @export
 * @interface PositionAdlQuantileEstimationResponse
 */
interface PositionAdlQuantileEstimationResponse extends Array<PositionAdlQuantileEstimationResponseInner> {}
//#endregion
//#region src/rest-api/types/position-information-v2-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Entry Price.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  entryPrice?: string;
  /**
   * Break Even Price.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  breakEvenPrice?: string;
  /**
   * Margin Type.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  marginType?: string;
  /**
   *
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  isAutoAddMargin?: string;
  /**
   * Isolated Margin.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  isolatedMargin?: string;
  /**
   * Leverage.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  leverage?: string;
  /**
   * Liquidation Price.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  liquidationPrice?: string;
  /**
   * Mark Price.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  markPrice?: string;
  /**
   * Max Notional Value.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  maxNotionalValue?: string;
  /**
   * Position Amt.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  positionAmt?: string;
  /**
   *
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  notional?: string;
  /**
   *
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  isolatedWallet?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  symbol?: string;
  /**
   * Un Realized Profit.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  unRealizedProfit?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof PositionInformationV2ResponseInner
   */
  positionSide?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof PositionInformationV2ResponseInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/position-information-v2-response.d.ts
/**
 *
 * @export
 * @interface PositionInformationV2Response
 */
interface PositionInformationV2Response$1 extends Array<PositionInformationV2ResponseInner> {}
//#endregion
//#region src/rest-api/types/position-information-v3-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * symbol
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  symbol?: string;
  /**
   * position side
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  positionSide?: string;
  /**
   * position amount, positive for long, negative for short
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  positionAmt?: string;
  /**
   * entry price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  entryPrice?: string;
  /**
   * break-even price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  breakEvenPrice?: string;
  /**
   * current mark price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  markPrice?: string;
  /**
   * unrealized profit
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  unRealizedProfit?: string;
  /**
   * liquidation price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  liquidationPrice?: string;
  /**
   * isolated margin
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  isolatedMargin?: string;
  /**
   * notional value of position
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  notional?: string;
  /**
   * margin asset
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  marginAsset?: string;
  /**
   * isolated wallet (if isolated position)
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  isolatedWallet?: string;
  /**
   * initial margin required with current mark price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  initialMargin?: string;
  /**
   * maintenance margin required
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  maintMargin?: string;
  /**
   * initial margin required for positions with current mark price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  positionInitialMargin?: string;
  /**
   * initial margin required for open orders with current mark price
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  openOrderInitialMargin?: string;
  /**
   * auto-deleverage ranking
   * @type {number | bigint}
   * @memberof PositionInformationV3ResponseInner
   */
  adl?: number | bigint;
  /**
   * ignore
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  bidNotional?: string;
  /**
   * ignore
   * @type {string}
   * @memberof PositionInformationV3ResponseInner
   */
  askNotional?: string;
  /**
   * update time
   * @type {number | bigint}
   * @memberof PositionInformationV3ResponseInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/position-information-v3-response.d.ts
/**
 *
 * @export
 * @interface PositionInformationV3Response
 */
interface PositionInformationV3Response extends Array<PositionInformationV3ResponseInner> {}
//#endregion
//#region src/rest-api/types/premium-index-kline-data-item-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * @type PremiumIndexKlineDataItemInner
 */
type PremiumIndexKlineDataItemInner = number | string;
//#endregion
//#region src/rest-api/types/premium-index-kline-data-item.d.ts
/**
 *
 * @export
 * @interface PremiumIndexKlineDataItem
 */
interface PremiumIndexKlineDataItem extends Array<PremiumIndexKlineDataItemInner> {}
//#endregion
//#region src/rest-api/types/premium-index-kline-data-response.d.ts
/**
 *
 * @export
 * @interface PremiumIndexKlineDataResponse
 */
interface PremiumIndexKlineDataResponse extends Array<PremiumIndexKlineDataItem> {}
//#endregion
//#region src/rest-api/types/quarterly-contract-settlement-price-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof QuarterlyContractSettlementPriceResponseInner
   */
  deliveryTime?: number | bigint;
  /**
   *
   * @type {number}
   * @memberof QuarterlyContractSettlementPriceResponseInner
   */
  deliveryPrice?: number;
}
//#endregion
//#region src/rest-api/types/quarterly-contract-settlement-price-response.d.ts
/**
 *
 * @export
 * @interface QuarterlyContractSettlementPriceResponse
 */
interface QuarterlyContractSettlementPriceResponse extends Array<QuarterlyContractSettlementPriceResponseInner> {}
//#endregion
//#region src/rest-api/types/query-algo-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 QueryAlgoOrderResponse
 */
interface QueryAlgoOrderResponse {
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAlgoOrderResponse
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  algoType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  orderType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  side?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  positionSide?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  timeInForce?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  quantity?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  algoStatus?: string;
  /**
   * Empty string if not triggered; orderId if triggered.
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  actualOrderId?: string;
  /**
   * 0 if not triggered; average price if filled/partially filled.
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  actualPrice?: string;
  /**
   * Optional field, only present when triggered.
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  actualType?: string;
  /**
   * Optional field, only present when filled/partially filled.
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  actualQty?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  triggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  icebergQuantity?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  tpOrderType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  workingType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAlgoOrderResponse
   */
  priceMatch?: string;
  /**
   *
   * @type {boolean}
   * @memberof QueryAlgoOrderResponse
   */
  closePosition?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof QueryAlgoOrderResponse
   */
  priceProtect?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof QueryAlgoOrderResponse
   */
  reduceOnly?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAlgoOrderResponse
   */
  createTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAlgoOrderResponse
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAlgoOrderResponse
   */
  triggerTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAlgoOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-all-algo-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 QueryAllAlgoOrdersResponseInner
 */
interface QueryAllAlgoOrdersResponseInner {
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  algoType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  orderType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  side?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  positionSide?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  timeInForce?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  quantity?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  algoStatus?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  actualOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  actualPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  triggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  icebergQuantity?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  tpTriggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  tpPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  slTriggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  slPrice?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  tpOrderType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  selfTradePreventionMode?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  workingType?: string;
  /**
   *
   * @type {string}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  priceMatch?: string;
  /**
   *
   * @type {boolean}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  closePosition?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  priceProtect?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  reduceOnly?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  createTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  triggerTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryAllAlgoOrdersResponseInner
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-all-algo-orders-response.d.ts
/**
 *
 * @export
 * @interface QueryAllAlgoOrdersResponse
 */
interface QueryAllAlgoOrdersResponse extends Array<QueryAllAlgoOrdersResponseInner> {}
//#endregion
//#region src/rest-api/types/query-current-open-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Avg Price.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  avgPrice?: string;
  /**
   * Client Order Id.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  clientOrderId?: string;
  /**
   * Cum Quote.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  cumQuote?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof QueryCurrentOpenOrderResponse
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  origQty?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  origType?: string;
  /**
   * Price.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof QueryCurrentOpenOrderResponse
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  side?: string;
  /**
   * Status.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  status?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  positionSide?: string;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof QueryCurrentOpenOrderResponse
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  symbol?: string;
  /**
   * order time
   * @type {number | bigint}
   * @memberof QueryCurrentOpenOrderResponse
   */
  time?: number | bigint;
  /**
   * Time In Force.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  timeInForce?: string;
  /**
   * Type.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  type?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  priceRate?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof QueryCurrentOpenOrderResponse
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof QueryCurrentOpenOrderResponse
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof QueryCurrentOpenOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof QueryCurrentOpenOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-index-price-constituents-response-constituents-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/query-index-price-constituents-response.d.ts
/**
 *
 * @export
 * @interface QueryIndexPriceConstituentsResponse
 */
interface QueryIndexPriceConstituentsResponse {
  /**
   *
   * @type {string}
   * @memberof QueryIndexPriceConstituentsResponse
   */
  symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryIndexPriceConstituentsResponse
   */
  time?: number | bigint;
  /**
   *
   * @type {Array<QueryIndexPriceConstituentsResponseConstituentsInner>}
   * @memberof QueryIndexPriceConstituentsResponse
   */
  constituents?: Array<QueryIndexPriceConstituentsResponseConstituentsInner>;
}
//#endregion
//#region src/rest-api/types/query-insurance-fund-balance-snapshot-response1-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-insurance-fund-balance-snapshot-response1.d.ts
/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse1
 */
interface QueryInsuranceFundBalanceSnapshotResponse1 {
  /**
   *
   * @type {Array<string>}
   * @memberof QueryInsuranceFundBalanceSnapshotResponse1
   */
  symbols?: Array<string>;
  /**
   *
   * @type {Array<QueryInsuranceFundBalanceSnapshotResponse1AssetsInner>}
   * @memberof QueryInsuranceFundBalanceSnapshotResponse1
   */
  assets?: Array<QueryInsuranceFundBalanceSnapshotResponse1AssetsInner>;
}
//#endregion
//#region src/rest-api/types/query-insurance-fund-balance-snapshot-response2-inner-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-insurance-fund-balance-snapshot-response2-inner.d.ts
/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse2Inner
 */
interface QueryInsuranceFundBalanceSnapshotResponse2Inner {
  /**
   *
   * @type {Array<string>}
   * @memberof QueryInsuranceFundBalanceSnapshotResponse2Inner
   */
  symbols?: Array<string>;
  /**
   *
   * @type {Array<QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner>}
   * @memberof QueryInsuranceFundBalanceSnapshotResponse2Inner
   */
  assets?: Array<QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner>;
}
//#endregion
//#region src/rest-api/types/query-insurance-fund-balance-snapshot-response2.d.ts
/**
 *
 * @export
 * @interface QueryInsuranceFundBalanceSnapshotResponse2
 */
interface QueryInsuranceFundBalanceSnapshotResponse2 extends Array<QueryInsuranceFundBalanceSnapshotResponse2Inner> {}
//#endregion
//#region src/rest-api/types/query-insurance-fund-balance-snapshot-response.d.ts
/**
 * @type QueryInsuranceFundBalanceSnapshotResponse
 */
type QueryInsuranceFundBalanceSnapshotResponse = QueryInsuranceFundBalanceSnapshotResponse1 | QueryInsuranceFundBalanceSnapshotResponse2;
//#endregion
//#region src/rest-api/types/query-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Avg Price.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  avgPrice?: string;
  /**
   * Client Order Id.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  clientOrderId?: string;
  /**
   * Cum Quote.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  cumQuote?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof QueryOrderResponse
   */
  orderId?: number | bigint;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  origQty?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  origType?: string;
  /**
   * Price.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof QueryOrderResponse
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  status?: string;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof QueryOrderResponse
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof QueryOrderResponse
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  symbol?: string;
  /**
   * order time
   * @type {number | bigint}
   * @memberof QueryOrderResponse
   */
  time?: number | bigint;
  /**
   * Time In Force.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  timeInForce?: string;
  /**
   * Type.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  type?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof QueryOrderResponse
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof QueryOrderResponse
   */
  priceRate?: string;
  /**
   * update time
   * @type {number | bigint}
   * @memberof QueryOrderResponse
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof QueryOrderResponse
   */
  priceProtect?: boolean;
  /**
   * Price Match.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  priceMatch?: string;
  /**
   * Self Trade Prevention Mode.
   * @type {string}
   * @memberof QueryOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   * Good Till Date.
   * @type {number | bigint}
   * @memberof QueryOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-user-rate-limit-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof QueryUserRateLimitResponseInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryUserRateLimitResponseInner
   */
  limit?: number | bigint;
}
//#endregion
//#region src/rest-api/types/query-user-rate-limit-response.d.ts
/**
 *
 * @export
 * @interface QueryUserRateLimitResponse
 */
interface QueryUserRateLimitResponse extends Array<QueryUserRateLimitResponseInner> {}
//#endregion
//#region src/rest-api/types/recent-trades-list-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Id.
   * @type {number | bigint}
   * @memberof RecentTradesListResponseInner
   */
  id?: number | bigint;
  /**
   * Price.
   * @type {string}
   * @memberof RecentTradesListResponseInner
   */
  price?: string;
  /**
   * Qty.
   * @type {string}
   * @memberof RecentTradesListResponseInner
   */
  qty?: string;
  /**
   * Quote Qty.
   * @type {string}
   * @memberof RecentTradesListResponseInner
   */
  quoteQty?: string;
  /**
   * Time.
   * @type {number | bigint}
   * @memberof RecentTradesListResponseInner
   */
  time?: number | bigint;
  /**
   * Is Buyer Maker.
   * @type {boolean}
   * @memberof RecentTradesListResponseInner
   */
  isBuyerMaker?: boolean;
  /**
   * Is RPITrade.
   * @type {boolean}
   * @memberof RecentTradesListResponseInner
   */
  isRPITrade?: boolean;
}
//#endregion
//#region src/rest-api/types/recent-trades-list-response.d.ts
/**
 *
 * @export
 * @interface RecentTradesListResponse
 */
interface RecentTradesListResponse extends Array<RecentTradesListResponseInner> {}
//#endregion
//#region src/rest-api/types/rpi-order-book-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 RpiOrderBookResponse
 */
interface RpiOrderBookResponse {
  /**
   *
   * @type {number | bigint}
   * @memberof RpiOrderBookResponse
   */
  lastUpdateId?: number | bigint;
  /**
   * Message output time
   * @type {number | bigint}
   * @memberof RpiOrderBookResponse
   */
  E?: number | bigint;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof RpiOrderBookResponse
   */
  T?: number | bigint;
  /**
   * Bid orders. Each entry is [price, quantity].
   * @type {Array<Array<string>>}
   * @memberof RpiOrderBookResponse
   */
  bids?: Array<Array<string>>;
  /**
   * Ask orders. Each entry is [price, quantity].
   * @type {Array<Array<string>>}
   * @memberof RpiOrderBookResponse
   */
  asks?: Array<Array<string>>;
}
//#endregion
//#region src/rest-api/types/send-quote-request-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof SendQuoteRequestResponse
   */
  validTimestamp?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof SendQuoteRequestResponse
   */
  toAmount?: string;
  /**
   *
   * @type {string}
   * @memberof SendQuoteRequestResponse
   */
  fromAmount?: string;
}
//#endregion
//#region src/rest-api/types/start-user-data-stream-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/rest-api/types/symbol-configuration-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {boolean}
   * @memberof SymbolConfigurationResponseInner
   */
  isAutoAddMargin?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolConfigurationResponseInner
   */
  leverage?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof SymbolConfigurationResponseInner
   */
  maxNotionalValue?: string;
}
//#endregion
//#region src/rest-api/types/symbol-configuration-response.d.ts
/**
 *
 * @export
 * @interface SymbolConfigurationResponse
 */
interface SymbolConfigurationResponse extends Array<SymbolConfigurationResponseInner> {}
//#endregion
//#region src/rest-api/types/symbol-order-book-ticker-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse1
   */
  symbol?: string;
  /**
   * Bid Price.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse1
   */
  bidPrice?: string;
  /**
   * Bid Qty.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse1
   */
  bidQty?: string;
  /**
   * Ask Price.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse1
   */
  askPrice?: string;
  /**
   * Ask Qty.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse1
   */
  askQty?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse1
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/symbol-order-book-ticker-response2-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2Inner
   */
  symbol?: string;
  /**
   * Bid Price.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2Inner
   */
  bidPrice?: string;
  /**
   * Bid Qty.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2Inner
   */
  bidQty?: string;
  /**
   * Ask Price.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2Inner
   */
  askPrice?: string;
  /**
   * Ask Qty.
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2Inner
   */
  askQty?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse2Inner
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/symbol-order-book-ticker-response2.d.ts
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse2
 */
interface SymbolOrderBookTickerResponse2$1 extends Array<SymbolOrderBookTickerResponse2Inner> {}
//#endregion
//#region src/rest-api/types/symbol-order-book-ticker-response.d.ts
/**
 * @type SymbolOrderBookTickerResponse
 */
type SymbolOrderBookTickerResponse$1 = SymbolOrderBookTickerResponse1$1 | SymbolOrderBookTickerResponse2$1;
//#endregion
//#region src/rest-api/types/symbol-price-ticker-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof SymbolPriceTickerResponse1
   */
  symbol?: string;
  /**
   * Price.
   * @type {string}
   * @memberof SymbolPriceTickerResponse1
   */
  price?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolPriceTickerResponse1
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/symbol-price-ticker-response2-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 SymbolPriceTickerResponse2Inner
 */
interface SymbolPriceTickerResponse2Inner {
  /**
   * Symbol.
   * @type {string}
   * @memberof SymbolPriceTickerResponse2Inner
   */
  symbol?: string;
  /**
   * Price.
   * @type {string}
   * @memberof SymbolPriceTickerResponse2Inner
   */
  price?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolPriceTickerResponse2Inner
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/symbol-price-ticker-response2.d.ts
/**
 *
 * @export
 * @interface SymbolPriceTickerResponse2
 */
interface SymbolPriceTickerResponse2$1 extends Array<SymbolPriceTickerResponse2Inner> {}
//#endregion
//#region src/rest-api/types/symbol-price-ticker-response.d.ts
/**
 * @type SymbolPriceTickerResponse
 */
type SymbolPriceTickerResponse$1 = SymbolPriceTickerResponse1$1 | SymbolPriceTickerResponse2$1;
//#endregion
//#region src/rest-api/types/symbol-price-ticker-v2-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof SymbolPriceTickerV2Response1
   */
  symbol?: string;
  /**
   * Price.
   * @type {string}
   * @memberof SymbolPriceTickerV2Response1
   */
  price?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolPriceTickerV2Response1
   */
  time?: number | bigint;
}
//#endregion
//#region src/rest-api/types/symbol-price-ticker-v2-response2.d.ts
/**
 *
 * @export
 * @interface SymbolPriceTickerV2Response2
 */
interface SymbolPriceTickerV2Response2 extends Array<SymbolPriceTickerResponse2Inner> {}
//#endregion
//#region src/rest-api/types/symbol-price-ticker-v2-response.d.ts
/**
 * @type SymbolPriceTickerV2Response
 */
type SymbolPriceTickerV2Response = SymbolPriceTickerV2Response1 | SymbolPriceTickerV2Response2;
//#endregion
//#region src/rest-api/types/taker-buy-sell-volume-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * Timestamp in milliseconds.
   * @type {number | bigint}
   * @memberof TakerBuySellVolumeResponseInner
   */
  timestamp?: number | bigint;
}
//#endregion
//#region src/rest-api/types/taker-buy-sell-volume-response.d.ts
/**
 *
 * @export
 * @interface TakerBuySellVolumeResponse
 */
interface TakerBuySellVolumeResponse extends Array<TakerBuySellVolumeResponseInner> {}
//#endregion
//#region src/rest-api/types/test-order-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Client Order Id.
   * @type {string}
   * @memberof TestOrderResponse
   */
  clientOrderId?: string;
  /**
   *
   * @type {string}
   * @memberof TestOrderResponse
   */
  cumQty?: string;
  /**
   * Cum Quote.
   * @type {string}
   * @memberof TestOrderResponse
   */
  cumQuote?: string;
  /**
   * Executed Qty.
   * @type {string}
   * @memberof TestOrderResponse
   */
  executedQty?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof TestOrderResponse
   */
  orderId?: number | bigint;
  /**
   * Avg Price.
   * @type {string}
   * @memberof TestOrderResponse
   */
  avgPrice?: string;
  /**
   * Orig Qty.
   * @type {string}
   * @memberof TestOrderResponse
   */
  origQty?: string;
  /**
   * Price.
   * @type {string}
   * @memberof TestOrderResponse
   */
  price?: string;
  /**
   * Reduce Only.
   * @type {boolean}
   * @memberof TestOrderResponse
   */
  reduceOnly?: boolean;
  /**
   * Side.
   * @type {string}
   * @memberof TestOrderResponse
   */
  side?: string;
  /**
   * Position Side.
   * @type {string}
   * @memberof TestOrderResponse
   */
  positionSide?: string;
  /**
   * Status.
   * @type {string}
   * @memberof TestOrderResponse
   */
  status?: string;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof TestOrderResponse
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof TestOrderResponse
   */
  closePosition?: boolean;
  /**
   * Symbol.
   * @type {string}
   * @memberof TestOrderResponse
   */
  symbol?: string;
  /**
   * Time In Force.
   * @type {string}
   * @memberof TestOrderResponse
   */
  timeInForce?: string;
  /**
   * Type.
   * @type {string}
   * @memberof TestOrderResponse
   */
  type?: string;
  /**
   * Orig Type.
   * @type {string}
   * @memberof TestOrderResponse
   */
  origType?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof TestOrderResponse
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof TestOrderResponse
   */
  priceRate?: string;
  /**
   * Update Time.
   * @type {number | bigint}
   * @memberof TestOrderResponse
   */
  updateTime?: number | bigint;
  /**
   * Working Type.
   * @type {string}
   * @memberof TestOrderResponse
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof TestOrderResponse
   */
  priceProtect?: boolean;
  /**
   * price match mode
   * @type {string}
   * @memberof TestOrderResponse
   */
  priceMatch?: string;
  /**
   * self trading preventation mode
   * @type {string}
   * @memberof TestOrderResponse
   */
  selfTradePreventionMode?: string;
  /**
   * order pre-set auot cancel time for TIF GTD order
   * @type {number | bigint}
   * @memberof TestOrderResponse
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/rest-api/types/ticker24hr-price-change-statistics-response1.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * Price Change.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  priceChange?: string;
  /**
   * Price Change Percent.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  priceChangePercent?: string;
  /**
   * Weighted Avg Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  weightedAvgPrice?: string;
  /**
   * Last Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  lastPrice?: string;
  /**
   * Last Qty.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  lastQty?: string;
  /**
   * Open Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  openPrice?: string;
  /**
   * High Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  highPrice?: string;
  /**
   * Low Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  lowPrice?: string;
  /**
   * Volume.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  volume?: string;
  /**
   * Quote Volume.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  quoteVolume?: string;
  /**
   * Open Time.
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  openTime?: number | bigint;
  /**
   * Close Time.
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  closeTime?: number | bigint;
  /**
   * First tradeId
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  firstId?: number | bigint;
  /**
   * Last tradeId
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  lastId?: number | bigint;
  /**
   * Trade count
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse1
   */
  count?: number | bigint;
}
//#endregion
//#region src/rest-api/types/ticker24hr-price-change-statistics-response2-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * Price Change.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  priceChange?: string;
  /**
   * Price Change Percent.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  priceChangePercent?: string;
  /**
   * Weighted Avg Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  weightedAvgPrice?: string;
  /**
   * Last Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  lastPrice?: string;
  /**
   * Last Qty.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  lastQty?: string;
  /**
   * Open Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  openPrice?: string;
  /**
   * High Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  highPrice?: string;
  /**
   * Low Price.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  lowPrice?: string;
  /**
   * Volume.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  volume?: string;
  /**
   * Quote Volume.
   * @type {string}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  quoteVolume?: string;
  /**
   * Open Time.
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  openTime?: number | bigint;
  /**
   * Close Time.
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  closeTime?: number | bigint;
  /**
   * First tradeId
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  firstId?: number | bigint;
  /**
   * Last tradeId
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  lastId?: number | bigint;
  /**
   * Trade count
   * @type {number | bigint}
   * @memberof Ticker24hrPriceChangeStatisticsResponse2Inner
   */
  count?: number | bigint;
}
//#endregion
//#region src/rest-api/types/ticker24hr-price-change-statistics-response2.d.ts
/**
 *
 * @export
 * @interface Ticker24hrPriceChangeStatisticsResponse2
 */
interface Ticker24hrPriceChangeStatisticsResponse2 extends Array<Ticker24hrPriceChangeStatisticsResponse2Inner> {}
//#endregion
//#region src/rest-api/types/ticker24hr-price-change-statistics-response.d.ts
/**
 * @type Ticker24hrPriceChangeStatisticsResponse
 */
type Ticker24hrPriceChangeStatisticsResponse = Ticker24hrPriceChangeStatisticsResponse1 | Ticker24hrPriceChangeStatisticsResponse2;
//#endregion
//#region src/rest-api/types/toggle-bnb-burn-on-futures-trade-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ToggleBnbBurnOnFuturesTradeResponse
   */
  code?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ToggleBnbBurnOnFuturesTradeResponse
   */
  msg?: string;
}
//#endregion
//#region src/rest-api/types/top-trader-long-short-ratio-accounts-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * long/short account num ratio of top traders
   * @type {string}
   * @memberof TopTraderLongShortRatioAccountsResponseInner
   */
  longShortRatio?: string;
  /**
   * long account num ratio of top traders
   * @type {string}
   * @memberof TopTraderLongShortRatioAccountsResponseInner
   */
  longAccount?: string;
  /**
   * long account num ratio of top traders
   * @type {string}
   * @memberof TopTraderLongShortRatioAccountsResponseInner
   */
  shortAccount?: string;
  /**
   * Timestamp in milliseconds.
   * @type {number | bigint}
   * @memberof TopTraderLongShortRatioAccountsResponseInner
   */
  timestamp?: number | bigint;
}
//#endregion
//#region src/rest-api/types/top-trader-long-short-ratio-accounts-response.d.ts
/**
 *
 * @export
 * @interface TopTraderLongShortRatioAccountsResponse
 */
interface TopTraderLongShortRatioAccountsResponse extends Array<TopTraderLongShortRatioAccountsResponseInner> {}
//#endregion
//#region src/rest-api/types/top-trader-long-short-ratio-positions-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * long/short position ratio of top traders
   * @type {string}
   * @memberof TopTraderLongShortRatioPositionsResponseInner
   */
  longShortRatio?: string;
  /**
   * long positions ratio of top traders
   * @type {string}
   * @memberof TopTraderLongShortRatioPositionsResponseInner
   */
  longAccount?: string;
  /**
   * short positions ratio of top traders
   * @type {string}
   * @memberof TopTraderLongShortRatioPositionsResponseInner
   */
  shortAccount?: string;
  /**
   * Timestamp in milliseconds.
   * @type {number | bigint}
   * @memberof TopTraderLongShortRatioPositionsResponseInner
   */
  timestamp?: number | bigint;
}
//#endregion
//#region src/rest-api/types/top-trader-long-short-ratio-positions-response.d.ts
/**
 *
 * @export
 * @interface TopTraderLongShortRatioPositionsResponse
 */
interface TopTraderLongShortRatioPositionsResponse extends Array<TopTraderLongShortRatioPositionsResponseInner> {}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-commoditysessions-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner
 */
interface TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner {
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner
   */
  startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner
   */
  endTime?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner
   */
  type?: string;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-commodity.d.ts
/**
 *
 * @export
 * @interface TradingScheduleResponseMarketSchedulesCOMMODITY
 */
interface TradingScheduleResponseMarketSchedulesCOMMODITY {
  /**
   *
   * @type {Array<TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner>}
   * @memberof TradingScheduleResponseMarketSchedulesCOMMODITY
   */
  sessions?: Array<TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner>;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-equitysessions-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 TradingScheduleResponseMarketSchedulesEQUITYSessionsInner
 */
interface TradingScheduleResponseMarketSchedulesEQUITYSessionsInner {
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesEQUITYSessionsInner
   */
  startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesEQUITYSessionsInner
   */
  endTime?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradingScheduleResponseMarketSchedulesEQUITYSessionsInner
   */
  type?: string;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-equity.d.ts
/**
 *
 * @export
 * @interface TradingScheduleResponseMarketSchedulesEQUITY
 */
interface TradingScheduleResponseMarketSchedulesEQUITY {
  /**
   *
   * @type {Array<TradingScheduleResponseMarketSchedulesEQUITYSessionsInner>}
   * @memberof TradingScheduleResponseMarketSchedulesEQUITY
   */
  sessions?: Array<TradingScheduleResponseMarketSchedulesEQUITYSessionsInner>;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-hkequitysessions-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner
 */
interface TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner {
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner
   */
  startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner
   */
  endTime?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner
   */
  type?: string;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-hkequity.d.ts
/**
 *
 * @export
 * @interface TradingScheduleResponseMarketSchedulesHKEQUITY
 */
interface TradingScheduleResponseMarketSchedulesHKEQUITY {
  /**
   *
   * @type {Array<TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner>}
   * @memberof TradingScheduleResponseMarketSchedulesHKEQUITY
   */
  sessions?: Array<TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner>;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-krequitysessions-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner
 */
interface TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner {
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner
   */
  startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner
   */
  endTime?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner
   */
  type?: string;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules-krequity.d.ts
/**
 *
 * @export
 * @interface TradingScheduleResponseMarketSchedulesKREQUITY
 */
interface TradingScheduleResponseMarketSchedulesKREQUITY {
  /**
   *
   * @type {Array<TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner>}
   * @memberof TradingScheduleResponseMarketSchedulesKREQUITY
   */
  sessions?: Array<TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner>;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response-market-schedules.d.ts
/**
 *
 * @export
 * @interface TradingScheduleResponseMarketSchedules
 */
interface TradingScheduleResponseMarketSchedules {
  /**
   *
   * @type {TradingScheduleResponseMarketSchedulesEQUITY}
   * @memberof TradingScheduleResponseMarketSchedules
   */
  EQUITY?: TradingScheduleResponseMarketSchedulesEQUITY;
  /**
   *
   * @type {TradingScheduleResponseMarketSchedulesCOMMODITY}
   * @memberof TradingScheduleResponseMarketSchedules
   */
  COMMODITY?: TradingScheduleResponseMarketSchedulesCOMMODITY;
  /**
   *
   * @type {TradingScheduleResponseMarketSchedulesKREQUITY}
   * @memberof TradingScheduleResponseMarketSchedules
   */
  KR_EQUITY?: TradingScheduleResponseMarketSchedulesKREQUITY;
  /**
   *
   * @type {TradingScheduleResponseMarketSchedulesHKEQUITY}
   * @memberof TradingScheduleResponseMarketSchedules
   */
  HK_EQUITY?: TradingScheduleResponseMarketSchedulesHKEQUITY;
}
//#endregion
//#region src/rest-api/types/trading-schedule-response.d.ts
/**
 *
 * @export
 * @interface TradingScheduleResponse
 */
interface TradingScheduleResponse {
  /**
   *
   * @type {number | bigint}
   * @memberof TradingScheduleResponse
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {TradingScheduleResponseMarketSchedules}
   * @memberof TradingScheduleResponse
   */
  marketSchedules?: TradingScheduleResponseMarketSchedules;
}
//#endregion
//#region src/rest-api/types/user-commission-rate-response.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * 0.02%
   * @type {string}
   * @memberof UserCommissionRateResponse
   */
  makerCommissionRate?: string;
  /**
   * 0.04%
   * @type {string}
   * @memberof UserCommissionRateResponse
   */
  takerCommissionRate?: string;
  /**
   * 0.005%
   * @type {string}
   * @memberof UserCommissionRateResponse
   */
  rpiCommissionRate?: string;
}
//#endregion
//#region src/rest-api/types/users-force-orders-response-inner.d.ts
/**
 * Futures (USDⓈ-M) REST API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof UsersForceOrdersResponseInner
   */
  orderId?: number | bigint;
  /**
   *
   * @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 | bigint}
   * @memberof UsersForceOrdersResponseInner
   */
  time?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof UsersForceOrdersResponseInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/rest-api/types/users-force-orders-response.d.ts
/**
 *
 * @export
 * @interface UsersForceOrdersResponse
 */
interface UsersForceOrdersResponse extends Array<UsersForceOrdersResponseInner> {}
//#endregion
//#region src/rest-api/modules/account-api.d.ts
/**
 * 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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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 information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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 information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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
   *
   * Weight(IP): 30
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If `incomeType ` is not sent, all kinds of flow will be returned
   * - If `startTime` and `endTime` are not sent, the recent 7-day data will be returned.
   * - `trandId` is unique in the same `incomeType` for a user.
   * - Income history only contains data for the last three months.
   *
   * @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(IP): 1
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 1
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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(IP): 20
   *
   * Security Type: USER_DATA
   *
   * @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 | bigint}
   * @memberof AccountApiAccountInformationV2
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for accountInformationV3 operation in AccountApi.
 * @interface AccountInformationV3Request
 */
interface AccountInformationV3Request {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiAccountInformationV3
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresAccountBalanceV2 operation in AccountApi.
 * @interface FuturesAccountBalanceV2Request
 */
interface FuturesAccountBalanceV2Request$1 {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiFuturesAccountBalanceV2
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresAccountBalanceV3 operation in AccountApi.
 * @interface FuturesAccountBalanceV3Request
 */
interface FuturesAccountBalanceV3Request {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiFuturesAccountBalanceV3
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresAccountConfiguration operation in AccountApi.
 * @interface FuturesAccountConfigurationRequest
 */
interface FuturesAccountConfigurationRequest {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiFuturesAccountConfiguration
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresTradingQuantitativeRulesIndicators operation in AccountApi.
 * @interface FuturesTradingQuantitativeRulesIndicatorsRequest
 */
interface FuturesTradingQuantitativeRulesIndicatorsRequest {
  /**
   *
   * @type {string}
   * @memberof AccountApiFuturesTradingQuantitativeRulesIndicators
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiFuturesTradingQuantitativeRulesIndicators
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getBnbBurnStatus operation in AccountApi.
 * @interface GetBnbBurnStatusRequest
 */
interface GetBnbBurnStatusRequest {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetBnbBurnStatus
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getCurrentMultiAssetsMode operation in AccountApi.
 * @interface GetCurrentMultiAssetsModeRequest
 */
interface GetCurrentMultiAssetsModeRequest {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetCurrentMultiAssetsMode
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getCurrentPositionMode operation in AccountApi.
 * @interface GetCurrentPositionModeRequest
 */
interface GetCurrentPositionModeRequest {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetCurrentPositionMode
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getDownloadIdForFuturesOrderHistory operation in AccountApi.
 * @interface GetDownloadIdForFuturesOrderHistoryRequest
 */
interface GetDownloadIdForFuturesOrderHistoryRequest {
  /**
   * Timestamp in ms
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesOrderHistory
   */
  readonly startTime: number | bigint;
  /**
   * Timestamp in ms
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesOrderHistory
   */
  readonly endTime: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesOrderHistory
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getDownloadIdForFuturesTradeHistory operation in AccountApi.
 * @interface GetDownloadIdForFuturesTradeHistoryRequest
 */
interface GetDownloadIdForFuturesTradeHistoryRequest {
  /**
   * Timestamp in ms
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesTradeHistory
   */
  readonly startTime: number | bigint;
  /**
   * Timestamp in ms
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesTradeHistory
   */
  readonly endTime: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesTradeHistory
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getDownloadIdForFuturesTransactionHistory operation in AccountApi.
 * @interface GetDownloadIdForFuturesTransactionHistoryRequest
 */
interface GetDownloadIdForFuturesTransactionHistoryRequest {
  /**
   * Timestamp in ms
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesTransactionHistory
   */
  readonly startTime: number | bigint;
  /**
   * Timestamp in ms
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesTransactionHistory
   */
  readonly endTime: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetDownloadIdForFuturesTransactionHistory
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof AccountApiGetFuturesOrderHistoryDownloadLinkById
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof AccountApiGetFuturesTradeDownloadLinkById
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof AccountApiGetFuturesTransactionHistoryDownloadLinkById
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getIncomeHistory operation in AccountApi.
 * @interface GetIncomeHistoryRequest
 */
interface GetIncomeHistoryRequest {
  /**
   * Trading symbol.
   * @type {string}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly symbol?: string;
  /**
   * Income type.
   * @type {'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'}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly incomeType?: GetIncomeHistoryIncomeTypeEnum;
  /**
   * Timestamp in milliseconds (inclusive start).
   * @type {number | bigint}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly startTime?: number | bigint;
  /**
   * Timestamp in milliseconds (inclusive end).
   * @type {number | bigint}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly endTime?: number | bigint;
  /**
   * Pagination page number.
   * @type {number | bigint}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly page?: number | bigint;
  /**
   * Maximum number of records to return.
   * @type {number | bigint}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiGetIncomeHistory
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for notionalAndLeverageBrackets operation in AccountApi.
 * @interface NotionalAndLeverageBracketsRequest
 */
interface NotionalAndLeverageBracketsRequest {
  /**
   *
   * @type {string}
   * @memberof AccountApiNotionalAndLeverageBrackets
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiNotionalAndLeverageBrackets
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for queryUserRateLimit operation in AccountApi.
 * @interface QueryUserRateLimitRequest
 */
interface QueryUserRateLimitRequest {
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiQueryUserRateLimit
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for symbolConfiguration operation in AccountApi.
 * @interface SymbolConfigurationRequest
 */
interface SymbolConfigurationRequest {
  /**
   * Symbol
   * @type {string}
   * @memberof AccountApiSymbolConfiguration
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiSymbolConfiguration
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof AccountApiToggleBnbBurnOnFuturesTrade
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for userCommissionRate operation in AccountApi.
 * @interface UserCommissionRateRequest
 */
interface UserCommissionRateRequest {
  /**
   * Symbol
   * @type {string}
   * @memberof AccountApiUserCommissionRate
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountApiUserCommissionRate
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#account-information-v3 Binance API Documentation}
   */
  accountInformationV3(requestParameters?: AccountInformationV3Request): Promise<RestApiResponse<AccountInformationV3Response>>;
  /**
   * Query account balance information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#futures-account-balance-v2 Binance API Documentation}
   */
  futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request$1): Promise<RestApiResponse<FuturesAccountBalanceV2Response$1>>;
  /**
   * Query account balance information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#futures-account-balance-v3 Binance API Documentation}
   */
  futuresAccountBalanceV3(requestParameters?: FuturesAccountBalanceV3Request): Promise<RestApiResponse<FuturesAccountBalanceV3Response>>;
  /**
   * Query account configuration
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#futures-account-configuration 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
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-current-position-mode Binance API Documentation}
   */
  getCurrentPositionMode(requestParameters?: GetCurrentPositionModeRequest): Promise<RestApiResponse<GetCurrentPositionModeResponse>>;
  /**
   * Get Download Id For Futures Order History
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-download-id-for-futures-order-history Binance API Documentation}
   */
  getDownloadIdForFuturesOrderHistory(requestParameters: GetDownloadIdForFuturesOrderHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>;
  /**
   * Get download id for futures trade history
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-download-id-for-futures-trade-history Binance API Documentation}
   */
  getDownloadIdForFuturesTradeHistory(requestParameters: GetDownloadIdForFuturesTradeHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>;
  /**
   * Get download id for futures transaction history
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-download-id-for-futures-transaction-history Binance API Documentation}
   */
  getDownloadIdForFuturesTransactionHistory(requestParameters: GetDownloadIdForFuturesTransactionHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>;
  /**
   * Get futures order history download link by Id
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-futures-order-history-download-link-by-id Binance API Documentation}
   */
  getFuturesOrderHistoryDownloadLinkById(requestParameters: GetFuturesOrderHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>;
  /**
   * Get futures trade download link by Id
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-futures-trade-download-link-by-id Binance API Documentation}
   */
  getFuturesTradeDownloadLinkById(requestParameters: GetFuturesTradeDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>;
  /**
   * Get futures transaction history download link by Id
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-futures-transaction-history-download-link-by-id Binance API Documentation}
   */
  getFuturesTransactionHistoryDownloadLinkById(requestParameters: GetFuturesTransactionHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>;
  /**
   * Query income history
   *
   * Weight(IP): 30
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If `incomeType ` is not sent, all kinds of flow will be returned
   * - If `startTime` and `endTime` are not sent, the recent 7-day data will be returned.
   * - `trandId` is unique in the same `incomeType` for a user.
   * - Income history only contains data for the last three months.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-income-history Binance API Documentation}
   */
  getIncomeHistory(requestParameters?: GetIncomeHistoryRequest): Promise<RestApiResponse<GetIncomeHistoryResponse>>;
  /**
   * Query user notional and leverage bracket on speicfic symbol
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#notional-and-leverage-brackets Binance API Documentation}
   */
  notionalAndLeverageBrackets(requestParameters?: NotionalAndLeverageBracketsRequest): Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>;
  /**
   * Query User Rate Limit
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#query-user-rate-limit Binance API Documentation}
   */
  queryUserRateLimit(requestParameters?: QueryUserRateLimitRequest): Promise<RestApiResponse<QueryUserRateLimitResponse>>;
  /**
   * Get current account symbol configuration.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#symbol-configuration 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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#toggle-bnb-burn-on-futures-trade Binance API Documentation}
   */
  toggleBnbBurnOnFuturesTrade(requestParameters: ToggleBnbBurnOnFuturesTradeRequest): Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>;
  /**
   * Get User Commission Rate
   *
   * Weight(IP): 20
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#user-commission-rate Binance API Documentation}
   */
  userCommissionRate(requestParameters: UserCommissionRateRequest): Promise<RestApiResponse<UserCommissionRateResponse>>;
}
declare enum GetIncomeHistoryIncomeTypeEnum {
  TRANSFER = "TRANSFER",
  WELCOME_BONUS = "WELCOME_BONUS",
  REALIZED_PNL = "REALIZED_PNL",
  FUNDING_FEE = "FUNDING_FEE",
  COMMISSION = "COMMISSION",
  INSURANCE_CLEAR = "INSURANCE_CLEAR",
  REFERRAL_KICKBACK = "REFERRAL_KICKBACK",
  COMMISSION_REBATE = "COMMISSION_REBATE",
  API_REBATE = "API_REBATE",
  CONTEST_REWARD = "CONTEST_REWARD",
  CROSS_COLLATERAL_TRANSFER = "CROSS_COLLATERAL_TRANSFER",
  OPTIONS_PREMIUM_FEE = "OPTIONS_PREMIUM_FEE",
  OPTIONS_SETTLE_PROFIT = "OPTIONS_SETTLE_PROFIT",
  INTERNAL_TRANSFER = "INTERNAL_TRANSFER",
  AUTO_EXCHANGE = "AUTO_EXCHANGE",
  DELIVERED_SETTELMENT = "DELIVERED_SETTELMENT",
  COIN_SWAP_DEPOSIT = "COIN_SWAP_DEPOSIT",
  COIN_SWAP_WITHDRAW = "COIN_SWAP_WITHDRAW",
  POSITION_LIMIT_INCREASE_FEE = "POSITION_LIMIT_INCREASE_FEE",
  STRATEGY_UMFUTURES_TRANSFER = "STRATEGY_UMFUTURES_TRANSFER",
  FEE_RETURN = "FEE_RETURN",
  BFUSD_REWARD = "BFUSD_REWARD",
}
//#endregion
//#region src/rest-api/modules/convert-api.d.ts
/**
 * ConvertApi - interface
 * @interface ConvertApi
 */
interface ConvertApiInterface {
  /**
   * Accept the offered quote by quote ID.
   *
   * Weight(IP): 200
   *
   * Security Type: USER_DATA
   *
   * @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
   *
   * Weight(IP): 20
   *
   * Notes:
   * - 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.
   *
   * @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(IP): 50
   *
   * Security Type: USER_DATA
   *
   * @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
   *
   * Weight: 50(IP)
   * 360/hour, 500/day
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either fromAmount or toAmount should be sent
   * - `quoteId` will be returned only if you have enough funds to convert
   *
   * @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 | bigint}
   * @memberof ConvertApiAcceptTheOfferedQuote
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof ConvertApiSendQuoteRequest
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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(IP): 200
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#accept-the-offered-quote Binance API Documentation}
   */
  acceptTheOfferedQuote(requestParameters: AcceptTheOfferedQuoteRequest): Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>;
  /**
   * Query for all convertible token pairs and the tokens’ respective upper/lower limits
   *
   * Weight(IP): 20
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#list-all-convert-pairs Binance API Documentation}
   */
  listAllConvertPairs(requestParameters?: ListAllConvertPairsRequest): Promise<RestApiResponse<ListAllConvertPairsResponse>>;
  /**
   * Query order status by order ID.
   *
   * Weight(IP): 50
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#order-status Binance API Documentation}
   */
  orderStatus(requestParameters?: OrderStatusRequest): Promise<RestApiResponse<OrderStatusResponse>>;
  /**
   * Request a quote for the requested token pairs
   *
   * Weight: 50(IP)
   * 360/hour, 500/day
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either fromAmount or toAmount should be sent
   * - `quoteId` will be returned only if you have enough funds to convert
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#send-quote-request Binance API Documentation}
   */
  sendQuoteRequest(requestParameters: SendQuoteRequestRequest): Promise<RestApiResponse<SendQuoteRequestResponse>>;
}
//#endregion
//#region src/rest-api/modules/market-data-api.d.ts
/**
 * MarketDataApi - interface
 * @interface MarketDataApi
 */
interface MarketDataApiInterface$1 {
  /**
   * Query the symbol-level ADL risk rating.
   *
   * The ADL risk rating measures the likelihood of ADL during liquidation,
   * and the rating takes into account the insurance fund balance, position
   * concentration on the symbol, order book depth, price volatility, average
   * leverage, unrealized PnL, and margin utilization at the symbol level.
   *
   * The rating can be high, medium and low, and is updated every 30 minutes.
   *
   * Weight(IP): 1
   *
   * @summary ADL Risk
   * @param {AdlRiskRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApiInterface
   */
  adlRisk(requestParameters?: AdlRiskRequest): Promise<RestApiResponse<AdlRiskResponse>>;
  /**
   * Asset index price.
   *
   * > **CM-UM Integration (Effective 2026-06-30):** Renamed from *Multi-Assets Mode Asset Index*. The response now additionally pushes COIN-M settlement-asset price index entries (e.g., `BTCUSD`, `ETHUSD`, `BNBUSD`). The endpoint path `/fapi/v1/assetIndex` is unchanged.
   *
   * Weight: **1** for a single symbol; **10** when the symbol parameter is omitted
   *
   * @summary Multi-Assets Mode Asset Index
   * @param {AssetIndexRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApiInterface
   */
  assetIndex(requestParameters?: AssetIndexRequest$1): Promise<RestApiResponse<AssetIndexResponse$1>>;
  /**
   * Query future basis
   *
   * Weight(IP): 0
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent data is returned.
   * - Only the data of the latest 30 days is available.
   *
   * @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(IP): 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
   *
   * Weight(IP): 1
   *
   * Notes:
   * - Only for composite index symbols
   *
   * @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.
   *
   * Retail Price Improvement(RPI) orders are aggregated and without special
   * tags to be distinguished.
   *
   * Weight(IP): 20
   *
   * Notes:
   * - support querying futures trade histories that are not older than 24 hours
   * - 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`
   *
   * @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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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(IP): 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
   *
   * Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
   *
   * Notes:
   * - If `startTime` and `endTime` are not sent, the most recent 200 records are returned.
   * - If the number of data between `startTime` and `endTime` is larger than `limit`, return as `startTime` + `limit`.
   * - In ascending order.
   *
   * @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/fundingRate`
   *
   * @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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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** with symbol, **10** without symbol
   *
   * @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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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>>;
  /**
   * Get older market historical trades.
   *
   * Weight(IP): 20
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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 one month
   *
   * @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(IP): 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
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * Retail Price Improvement(RPI) orders are not visible and excluded in the
   * response message.
   *
   * 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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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(IP): 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
   *
   **Note**:
   * Prices from constituents of TradFi perps will be hiden and displayed as -1.
   *
   * Weight(IP): 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(IP): 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
   *
   * Weight(IP): 5
   *
   * Notes:
   * - 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.
   *
   * @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>>;
  /**
   * Query symbol orderbook with RPI orders
   *
   * RPI(Retail Price Improvement) orders are included and aggreated in the
   * response message. Crossed price levels are hidden and invisible.
   *
   * Weight: Adjusted based on the limit:
   *
   * | Limit         | Weight |
   * | ------------- | ------ |
   * | 1000          | 20     |
   *
   * @summary RPI Order Book
   * @param {RpiOrderBookRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApiInterface
   */
  rpiOrderBook(requestParameters: RpiOrderBookRequest): Promise<RestApiResponse<RpiOrderBookResponse>>;
  /**
   * Best price/qty on the order book for a symbol or symbols.
   *
   * Retail Price Improvement(RPI) orders are not visible and excluded in the
   * response message.
   *
   * Weight: **2** for a single symbol;
   **5** when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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.
   *
   * Weight: 1 for a single symbol;
   * 2 when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, prices for all symbols will be returned in an array.
   *
   * @summary Symbol Price Ticker
   * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
   *
   * @deprecated
   * @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.
   *
   * Weight: 1 for a single symbol;
   * 2 when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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(IP): 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.
   *
   * Weight: **1** for a single symbol;
   **40** when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, tickers for all symbols will be returned in an array.
   *
   * @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 %
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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
   *
   * @summary Top Trader Long/Short Account Ratio (MARKET_DATA)
   * @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 %
   *
   * Weight(IP): 0
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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
   *
   * @summary Top Trader Long/Short Position Ratio (MARKET_DATA)
   * @param {TopTraderLongShortRatioPositionsRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApiInterface
   */
  topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
  /**
   * Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period forward and one-week period backward starting from the day prior to the query time, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market.
   *
   * Session types per market:
   * - U.S. equity market: "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", "NO_TRADING".
   * - Commodity market: "REGULAR", "NO_TRADING".
   * - Korean equity market: "REGULAR", "NO_TRADING".
   * - Hong Kong equity market: "REGULAR", "NO_TRADING".
   *
   * Weight(IP): 5
   *
   * @summary Trading Schedule
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApiInterface
   */
  tradingSchedule(): Promise<RestApiResponse<TradingScheduleResponse>>;
}
/**
 * Request parameters for adlRisk operation in MarketDataApi.
 * @interface AdlRiskRequest
 */
interface AdlRiskRequest {
  /**
   * Symbol
   * @type {string}
   * @memberof MarketDataApiAdlRisk
   */
  readonly symbol?: string;
}
/**
 * Request parameters for assetIndex operation in MarketDataApi.
 * @interface AssetIndexRequest
 */
interface AssetIndexRequest$1 {
  /**
   * Asset pair
   * @type {string}
   * @memberof MarketDataApiAssetIndex
   */
  readonly symbol?: string;
}
/**
 * Request parameters for basis operation in MarketDataApi.
 * @interface BasisRequest
 */
interface BasisRequest {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiBasis
   */
  readonly pair: string;
  /**
   *
   * @type {'PERPETUAL' | 'CURRENT_QUARTER' | 'NEXT_QUARTER'}
   * @memberof MarketDataApiBasis
   */
  readonly contractType: BasisContractTypeEnum;
  /**
   *
   * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
   * @memberof MarketDataApiBasis
   */
  readonly period: BasisPeriodEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiBasis
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiBasis
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiBasis
   */
  readonly endTime?: number | bigint;
}
/**
 * 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 {
  /**
   * Symbol
   * @type {string}
   * @memberof MarketDataApiCompressedAggregateTradesList
   */
  readonly symbol: string;
  /**
   * ID to get aggregate trades from INCLUSIVE.
   * @type {number | bigint}
   * @memberof MarketDataApiCompressedAggregateTradesList
   */
  readonly fromId?: number | bigint;
  /**
   * Timestamp in ms to get aggregate trades from INCLUSIVE.
   * @type {number | bigint}
   * @memberof MarketDataApiCompressedAggregateTradesList
   */
  readonly startTime?: number | bigint;
  /**
   * Timestamp in ms to get aggregate trades until INCLUSIVE.
   * @type {number | bigint}
   * @memberof MarketDataApiCompressedAggregateTradesList
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiCompressedAggregateTradesList
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for continuousContractKlineCandlestickData operation in MarketDataApi.
 * @interface ContinuousContractKlineCandlestickDataRequest
 */
interface ContinuousContractKlineCandlestickDataRequest {
  /**
   * After CM migration, accepts both UM and CM pair values.
   * @type {string}
   * @memberof MarketDataApiContinuousContractKlineCandlestickData
   */
  readonly pair: string;
  /**
   * Futurestype
   * @type {'PERPETUAL' | 'CURRENT_QUARTER' | 'NEXT_QUARTER' | 'TRADIFI_PERPETUAL'}
   * @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;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof MarketDataApiContinuousContractKlineCandlestickData
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof MarketDataApiContinuousContractKlineCandlestickData
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiContinuousContractKlineCandlestickData
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for getFundingRateHistory operation in MarketDataApi.
 * @interface GetFundingRateHistoryRequest
 */
interface GetFundingRateHistoryRequest {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiGetFundingRateHistory
   */
  readonly symbol?: string;
  /**
   * Timestamp in ms to get funding rate from INCLUSIVE.
   * @type {number | bigint}
   * @memberof MarketDataApiGetFundingRateHistory
   */
  readonly startTime?: number | bigint;
  /**
   * Timestamp in ms to get funding rate until INCLUSIVE.
   * @type {number | bigint}
   * @memberof MarketDataApiGetFundingRateHistory
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiGetFundingRateHistory
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for indexPriceKlineCandlestickData operation in MarketDataApi.
 * @interface IndexPriceKlineCandlestickDataRequest
 */
interface IndexPriceKlineCandlestickDataRequest {
  /**
   * After CM migration, accepts both UM and CM pair values.
   * @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;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof MarketDataApiIndexPriceKlineCandlestickData
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof MarketDataApiIndexPriceKlineCandlestickData
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiIndexPriceKlineCandlestickData
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for klineCandlestickData operation in MarketDataApi.
 * @interface KlineCandlestickDataRequest
 */
interface KlineCandlestickDataRequest {
  /**
   * After CM migration, accepts both UM and CM symbols.
   * @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;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof MarketDataApiKlineCandlestickData
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof MarketDataApiKlineCandlestickData
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiKlineCandlestickData
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for longShortRatio operation in MarketDataApi.
 * @interface LongShortRatioRequest
 */
interface LongShortRatioRequest {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiLongShortRatio
   */
  readonly symbol: string;
  /**
   *
   * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
   * @memberof MarketDataApiLongShortRatio
   */
  readonly period: LongShortRatioPeriodEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiLongShortRatio
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiLongShortRatio
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiLongShortRatio
   */
  readonly endTime?: number | bigint;
}
/**
 * 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 {
  /**
   * After CM migration, accepts both UM and CM symbols.
   * @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;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof MarketDataApiMarkPriceKlineCandlestickData
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof MarketDataApiMarkPriceKlineCandlestickData
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiMarkPriceKlineCandlestickData
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for oldTradesLookup operation in MarketDataApi.
 * @interface OldTradesLookupRequest
 */
interface OldTradesLookupRequest {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiOldTradesLookup
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiOldTradesLookup
   */
  readonly limit?: number | bigint;
  /**
   * TradeId to fetch from. Default gets most recent trades.
   * @type {number | bigint}
   * @memberof MarketDataApiOldTradesLookup
   */
  readonly fromId?: number | bigint;
}
/**
 * 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;
  /**
   *
   * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
   * @memberof MarketDataApiOpenInterestStatistics
   */
  readonly period: OpenInterestStatisticsPeriodEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiOpenInterestStatistics
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiOpenInterestStatistics
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiOpenInterestStatistics
   */
  readonly endTime?: number | bigint;
}
/**
 * Request parameters for orderBook operation in MarketDataApi.
 * @interface OrderBookRequest
 */
interface OrderBookRequest$1 {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiOrderBook
   */
  readonly symbol: string;
  /**
   * Valid limits:[5, 10, 20, 50, 100, 500, 1000]
   * @type {number | bigint}
   * @memberof MarketDataApiOrderBook
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for premiumIndexKlineData operation in MarketDataApi.
 * @interface PremiumIndexKlineDataRequest
 */
interface PremiumIndexKlineDataRequest {
  /**
   * After CM migration, accepts both UM and CM symbols.
   * @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;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof MarketDataApiPremiumIndexKlineData
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof MarketDataApiPremiumIndexKlineData
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiPremiumIndexKlineData
   */
  readonly limit?: number | bigint;
}
/**
 * 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 {
  /**
   * Symbol
   * @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;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiRecentTradesList
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for rpiOrderBook operation in MarketDataApi.
 * @interface RpiOrderBookRequest
 */
interface RpiOrderBookRequest {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiRpiOrderBook
   */
  readonly symbol: string;
  /**
   * Valid limits:[1000]
   * @type {number | bigint}
   * @memberof MarketDataApiRpiOrderBook
   */
  readonly limit?: number | bigint;
}
/**
 * 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;
  /**
   *
   * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
   * @memberof MarketDataApiTakerBuySellVolume
   */
  readonly period: TakerBuySellVolumePeriodEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTakerBuySellVolume
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTakerBuySellVolume
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTakerBuySellVolume
   */
  readonly endTime?: number | bigint;
}
/**
 * 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;
  /**
   *
   * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
   * @memberof MarketDataApiTopTraderLongShortRatioAccounts
   */
  readonly period: TopTraderLongShortRatioAccountsPeriodEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTopTraderLongShortRatioAccounts
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTopTraderLongShortRatioAccounts
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTopTraderLongShortRatioAccounts
   */
  readonly endTime?: number | bigint;
}
/**
 * Request parameters for topTraderLongShortRatioPositions operation in MarketDataApi.
 * @interface TopTraderLongShortRatioPositionsRequest
 */
interface TopTraderLongShortRatioPositionsRequest {
  /**
   *
   * @type {string}
   * @memberof MarketDataApiTopTraderLongShortRatioPositions
   */
  readonly symbol: string;
  /**
   *
   * @type {'5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d'}
   * @memberof MarketDataApiTopTraderLongShortRatioPositions
   */
  readonly period: TopTraderLongShortRatioPositionsPeriodEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTopTraderLongShortRatioPositions
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTopTraderLongShortRatioPositions
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof MarketDataApiTopTraderLongShortRatioPositions
   */
  readonly endTime?: number | bigint;
}
/**
 * MarketDataApi - object-oriented interface
 * @class MarketDataApi
 */
declare class MarketDataApi$1 implements MarketDataApiInterface$1 {
  private readonly configuration;
  private localVarAxiosParamCreator;
  constructor(configuration: ConfigurationRestAPI);
  /**
   * Query the symbol-level ADL risk rating.
   *
   * The ADL risk rating measures the likelihood of ADL during liquidation,
   * and the rating takes into account the insurance fund balance, position
   * concentration on the symbol, order book depth, price volatility, average
   * leverage, unrealized PnL, and margin utilization at the symbol level.
   *
   * The rating can be high, medium and low, and is updated every 30 minutes.
   *
   * Weight(IP): 1
   *
   * @summary ADL Risk
   * @param {AdlRiskRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<AdlRiskResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#adl-risk Binance API Documentation}
   */
  adlRisk(requestParameters?: AdlRiskRequest): Promise<RestApiResponse<AdlRiskResponse>>;
  /**
   * Asset index price.
   *
   * > **CM-UM Integration (Effective 2026-06-30):** Renamed from *Multi-Assets Mode Asset Index*. The response now additionally pushes COIN-M settlement-asset price index entries (e.g., `BTCUSD`, `ETHUSD`, `BNBUSD`). The endpoint path `/fapi/v1/assetIndex` is unchanged.
   *
   * Weight: **1** for a single symbol; **10** when the symbol parameter is omitted
   *
   * @summary Multi-Assets Mode Asset Index
   * @param {AssetIndexRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<AssetIndexResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#asset-index Binance API Documentation}
   */
  assetIndex(requestParameters?: AssetIndexRequest$1): Promise<RestApiResponse<AssetIndexResponse$1>>;
  /**
   * Query future basis
   *
   * Weight(IP): 0
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent data is returned.
   * - Only the data of the latest 30 days is available.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#basis Binance API Documentation}
   */
  basis(requestParameters: BasisRequest): Promise<RestApiResponse<BasisResponse>>;
  /**
   * Test connectivity to the Rest API and get the current server time.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#check-server-time Binance API Documentation}
   */
  checkServerTime(): Promise<RestApiResponse<CheckServerTimeResponse>>;
  /**
   * Query composite index symbol information
   *
   * Weight(IP): 1
   *
   * Notes:
   * - Only for composite index symbols
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Retail Price Improvement(RPI) orders are aggregated and without special
   * tags to be distinguished.
   *
   * Weight(IP): 20
   *
   * Notes:
   * - support querying futures trade histories that are not older than 24 hours
   * - 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`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#continuous-contract-kline-candlestick-data Binance API Documentation}
   */
  continuousContractKlineCandlestickData(requestParameters: ContinuousContractKlineCandlestickDataRequest): Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>;
  /**
   * Current exchange trading rules and symbol information
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#exchange-information Binance API Documentation}
   */
  exchangeInformation(): Promise<RestApiResponse<ExchangeInformationResponse>>;
  /**
   * Get Funding Rate History
   *
   * Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
   *
   * Notes:
   * - If `startTime` and `endTime` are not sent, the most recent 200 records are returned.
   * - If the number of data between `startTime` and `endTime` is larger than `limit`, return as `startTime` + `limit`.
   * - In ascending order.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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/fundingRate`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#kline-candlestick-data Binance API Documentation}
   */
  klineCandlestickData(requestParameters: KlineCandlestickDataRequest): Promise<RestApiResponse<KlineCandlestickDataResponse>>;
  /**
   * Query symbol Long/Short Ratio
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#long-short-ratio Binance API Documentation}
   */
  longShortRatio(requestParameters: LongShortRatioRequest): Promise<RestApiResponse<LongShortRatioResponse>>;
  /**
   * Mark Price and Funding Rate
   *
   * Weight: **1** with symbol, **10** without symbol
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#mark-price-kline-candlestick-data Binance API Documentation}
   */
  markPriceKlineCandlestickData(requestParameters: MarkPriceKlineCandlestickDataRequest): Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>;
  /**
   * Get older market historical trades.
   *
   * Weight(IP): 20
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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 one month
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#old-trades-lookup Binance API Documentation}
   */
  oldTradesLookup(requestParameters: OldTradesLookupRequest): Promise<RestApiResponse<OldTradesLookupResponse>>;
  /**
   * Get present open interest of a specific symbol.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#open-interest Binance API Documentation}
   */
  openInterest(requestParameters: OpenInterestRequest): Promise<RestApiResponse<OpenInterestResponse>>;
  /**
   * Open Interest Statistics
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#open-interest-statistics Binance API Documentation}
   */
  openInterestStatistics(requestParameters: OpenInterestStatisticsRequest): Promise<RestApiResponse<OpenInterestStatisticsResponse>>;
  /**
   * Query symbol orderbook
   *
   * Retail Price Improvement(RPI) orders are not visible and excluded in the
   * response message.
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#premium-index-kline-data Binance API Documentation}
   */
  premiumIndexKlineData(requestParameters: PremiumIndexKlineDataRequest): Promise<RestApiResponse<PremiumIndexKlineDataResponse>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#quarterly-contract-settlement-price Binance API Documentation}
   */
  quarterlyContractSettlementPrice(requestParameters: QuarterlyContractSettlementPriceRequest): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>;
  /**
   * Query index price constituents
   *
   **Note**:
   * Prices from constituents of TradFi perps will be hiden and displayed as -1.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#query-index-price-constituents Binance API Documentation}
   */
  queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
  /**
   * Query Insurance Fund Balance Snapshot
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#query-insurance-fund-balance-snapshot Binance API Documentation}
   */
  queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
  /**
   * Get recent market trades
   *
   * Weight(IP): 5
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#recent-trades-list Binance API Documentation}
   */
  recentTradesList(requestParameters: RecentTradesListRequest): Promise<RestApiResponse<RecentTradesListResponse>>;
  /**
   * Query symbol orderbook with RPI orders
   *
   * RPI(Retail Price Improvement) orders are included and aggreated in the
   * response message. Crossed price levels are hidden and invisible.
   *
   * Weight: Adjusted based on the limit:
   *
   * | Limit         | Weight |
   * | ------------- | ------ |
   * | 1000          | 20     |
   *
   * @summary RPI Order Book
   * @param {RpiOrderBookRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<RpiOrderBookResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#rpi-order-book Binance API Documentation}
   */
  rpiOrderBook(requestParameters: RpiOrderBookRequest): Promise<RestApiResponse<RpiOrderBookResponse>>;
  /**
   * Best price/qty on the order book for a symbol or symbols.
   *
   * Retail Price Improvement(RPI) orders are not visible and excluded in the
   * response message.
   *
   * Weight: **2** for a single symbol;
   **5** when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#symbol-order-book-ticker Binance API Documentation}
   */
  symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest$1): Promise<RestApiResponse<SymbolOrderBookTickerResponse$1>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight: 1 for a single symbol;
   * 2 when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, prices for all symbols will be returned in an array.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#symbol-price-ticker Binance API Documentation}
   */
  symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest$1): Promise<RestApiResponse<SymbolPriceTickerResponse$1>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight: 1 for a single symbol;
   * 2 when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#symbol-price-ticker-v2 Binance API Documentation}
   */
  symbolPriceTickerV2(requestParameters?: SymbolPriceTickerV2Request): Promise<RestApiResponse<SymbolPriceTickerV2Response>>;
  /**
   * Taker Buy/Sell Volume
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#taker-buy-sell-volume Binance API Documentation}
   */
  takerBuySellVolume(requestParameters: TakerBuySellVolumeRequest): Promise<RestApiResponse<TakerBuySellVolumeResponse>>;
  /**
   * Test connectivity to the Rest API.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#test-connectivity Binance API Documentation}
   */
  testConnectivity(): Promise<RestApiResponse<void>>;
  /**
   * 24 hour rolling window price change statistics.
   **Careful** when accessing this with no symbol.
   *
   * Weight: **1** for a single symbol;
   **40** when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, tickers for all symbols will be returned in an array.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#ticker24hr-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 %
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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
   *
   * @summary Top Trader Long/Short Account Ratio (MARKET_DATA)
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#top-trader-long-short-ratio-accounts 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 %
   *
   * Weight(IP): 0
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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
   *
   * @summary Top Trader Long/Short Position Ratio (MARKET_DATA)
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#top-trader-long-short-ratio-positions Binance API Documentation}
   */
  topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
  /**
   * Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period forward and one-week period backward starting from the day prior to the query time, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market.
   *
   * Session types per market:
   * - U.S. equity market: "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", "NO_TRADING".
   * - Commodity market: "REGULAR", "NO_TRADING".
   * - Korean equity market: "REGULAR", "NO_TRADING".
   * - Hong Kong equity market: "REGULAR", "NO_TRADING".
   *
   * Weight(IP): 5
   *
   * @summary Trading Schedule
   * @returns {Promise<RestApiResponse<TradingScheduleResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof MarketDataApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#trading-schedule Binance API Documentation}
   */
  tradingSchedule(): Promise<RestApiResponse<TradingScheduleResponse>>;
}
declare enum BasisContractTypeEnum {
  PERPETUAL = "PERPETUAL",
  CURRENT_QUARTER = "CURRENT_QUARTER",
  NEXT_QUARTER = "NEXT_QUARTER",
}
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_QUARTER = "CURRENT_QUARTER",
  NEXT_QUARTER = "NEXT_QUARTER",
  TRADIFI_PERPETUAL = "TRADIFI_PERPETUAL",
}
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",
}
//#endregion
//#region src/rest-api/modules/portfolio-margin-endpoints-api.d.ts
/**
 * PortfolioMarginEndpointsApi - interface
 * @interface PortfolioMarginEndpointsApi
 */
interface PortfolioMarginEndpointsApiInterface {
  /**
   * Get Classic Portfolio Margin current account information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - maxWithdrawAmount is for asset transfer out to the spot wallet.
   *
   * @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 | bigint}
   * @memberof PortfolioMarginEndpointsApiClassicPortfolioMarginAccountInformation
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - maxWithdrawAmount is for asset transfer out to the spot wallet.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/portfolio-margin-endpoints#classic-portfolio-margin-account-information Binance API Documentation}
   */
  classicPortfolioMarginAccountInformation(requestParameters: ClassicPortfolioMarginAccountInformationRequest): Promise<RestApiResponse<ClassicPortfolioMarginAccountInformationResponse>>;
}
//#endregion
//#region src/rest-api/modules/trade-api.d.ts
/**
 * TradeApi - interface
 * @interface TradeApi
 */
interface TradeApiInterface$1 {
  /**
   * Get trades for a specific account and symbol.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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).
   *
   * @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(IP): 10
   *
   * Security Type: TRADE
   *
   * @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 an active algo (conditional) order, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   *
   * @summary Cancel Algo Order (TRADE)
   * @param {CancelAlgoOrderRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  cancelAlgoOrder(requestParameters?: CancelAlgoOrderRequest$1): Promise<RestApiResponse<CancelAlgoOrderResponse$1>>;
  /**
   * Cancel all open algo (conditional) orders on a symbol, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @summary Cancel All Algo Open Orders (TRADE)
   * @param {CancelAllAlgoOpenOrdersRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  cancelAllAlgoOpenOrders(requestParameters: CancelAllAlgoOpenOrdersRequest): Promise<RestApiResponse<CancelAllAlgoOpenOrdersResponse>>;
  /**
   * Cancel All Open Orders
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderIdList` or `origClientOrderIdList ` must be sent.
   *
   * @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.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   *
   * @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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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***.
   *
   **After CM migration**, UM and CM share the **same** `dualSidePosition` setting. Calling this endpoint flips both UM and CM at once. If either side has any open order or open position, the change is rejected:
   * - `-4067` (open orders exist)
   * - `-4068` (open position exists)
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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 algo (conditional) orders on a symbol, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight: **1** for a single symbol; **40** when the symbol parameter is omitted
   *
   **Careful** when accessing this with no symbol.
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If the symbol is not sent, orders for all symbols will be returned in an array.
   *
   * @summary Current All Algo Open Orders (USER_DATA)
   * @param {CurrentAllAlgoOpenOrdersRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  currentAllAlgoOpenOrders(requestParameters?: CurrentAllAlgoOpenOrdersRequest): Promise<RestApiResponse<CurrentAllAlgoOpenOrdersResponse>>;
  /**
   * Get all open orders on a symbol.
   *
   * Weight: **1** for a single symbol; **40** when the symbol parameter is omitted
   *
   **Careful** when accessing this with no symbol.
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If the symbol is not sent, orders for all symbols will be returned in an array.
   *
   * @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>>;
  /**
   * Sign TradFi-Perps agreement contract
   *
   * Weight(IP): 50
   *
   * Security Type: USER_DATA
   *
   * @summary Futures TradFi Perps Contract (USER_DATA)
   * @param {FuturesTradfiPerpsContractRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  futuresTradfiPerpsContract(requestParameters?: FuturesTradfiPerpsContractRequest): Promise<RestApiResponse<FuturesTradfiPerpsContractResponse>>;
  /**
   * Get order modification history
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Support querying future histories that are not older than 30 days
   * - The time between `startTime` and `endTime`can't be more than 30 days
   *
   * @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
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Only for isolated symbol
   *
   * @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)
   *
   * 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);
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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
   *
   * @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
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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
   *
   * @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 algo (conditional) order. Use this endpoint to place **TP/SL (Take Profit / Stop Loss)** and trailing stop orders on USD-M Futures. Supported order types under `algoType=CONDITIONAL` are `STOP_MARKET`, `TAKE_PROFIT_MARKET`, `STOP`, `TAKE_PROFIT`, and `TRAILING_STOP_MARKET`.
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Algo order with type `STOP`, parameter `timeInForce` can be sent (default `GTC`).
   * - Algo 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 `triggerPrice` ，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") >= `triggerPrice`
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `triggerPrice`
   * - `TRAILING_STOP_MARKET`:
   * - BUY: the lowest price after order placed = the lowest price * (1 + `callbackRate`)
   * - SELL: the highest price after order placed >= `activatePrice`, and the latest price
   * - 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: `activatePrice` should be smaller than latest price.
   * - SELL: `activatePrice` should be larger than latest price.
   * - `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`.
   *
   * @summary New Algo Order (TRADE)
   * @param {NewAlgoOrderRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  newAlgoOrder(requestParameters: NewAlgoOrderRequest$1): Promise<RestApiResponse<NewAlgoOrderResponse$1>>;
  /**
   * Send in a new order.
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * | Type | Additional mandatory parameters |
   * |------|----------------------------------|
   * | `LIMIT` | `timeInForce`, `quantity`, `price` |
   * | `MARKET` | `quantity` |
   *
   * - If `newOrderRespType` is sent as `RESULT`:
   * - `MARKET` order: the final FILLED result of the order will be returned directly.
   * - `LIMIT` order with special `timeInForce`: the final status result of the order (FILLED or EXPIRED) will be returned directly.
   * - `selfTradePreventionMode` is only effective when `timeInForce` is set to `IOC`, `GTC`, or `GTD`.
   * - In extreme market conditions, `timeInForce` `GTD` order auto-cancel time might be delayed compared to `goodTillDate`.
   *
   * @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
   *
   * 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);
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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.
   *
   * @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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
   *
   * @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).
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
   *
   * @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>>;
  /**
   * Check the status of an algo (conditional) order, such as TP/SL (Take Profit / Stop Loss) or trailing stop orders on USD-M Futures.
   *
   * 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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   * - `algoId` is self-increment for each specific `symbol`
   *
   * @summary Query Algo Order (USER_DATA)
   * @param {QueryAlgoOrderRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  queryAlgoOrder(requestParameters?: QueryAlgoOrderRequest): Promise<RestApiResponse<QueryAlgoOrderResponse>>;
  /**
   * Get all algo (conditional) orders — active, CANCELED, TRIGGERED, or FINISHED — including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * 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
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If `algoId` is set, it will get orders >= that `algoId`. Otherwise most recent orders are returned.
   * - The query time period must be less then 7 days( default as the recent 7 days).
   *
   * @summary Query All Algo Orders (USER_DATA)
   * @param {QueryAllAlgoOrdersRequest} requestParameters Request parameters.
   *
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApiInterface
   */
  queryAllAlgoOrders(requestParameters: QueryAllAlgoOrdersRequest): Promise<RestApiResponse<QueryAllAlgoOrdersResponse>>;
  /**
   * Query open order
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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.
   *
   * @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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   * - `orderId` is self-increment for each specific `symbol`
   *
   * @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
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * | Type                             | Additional mandatory parameters    |
   * | -------------------------------- | ---------------------------------- |
   * | `LIMIT`                          | `timeInForce`, `quantity`, `price` |
   * | `MARKET`                         | `quantity`                         |
   * | `STOP/TAKE_PROFIT`               | `quantity`,  `price`, `stopPrice`  |
   * | `STOP_MARKET/TAKE_PROFIT_MARKET` | `stopPrice`                        |
   * | `TRAILING_STOP_MARKET`           | `callbackRate`                     |
   *
   * - 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")
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
   * - `TRAILING_STOP_MARKET`:
   * - BUY: the lowest price after order placed ``= the lowest price * (1 + `callbackRate`)
   * - SELL: the highest price after order placed >= `activationPrice`, and the latest price
   * - 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`
   *
   * @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
   *
   * Weight: **20** with symbol, **50** without symbol
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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;
  /**
   * Must be used together with parameter `symbol`.
   * @type {number | bigint}
   * @memberof TradeApiAccountTradeList
   */
  readonly orderId?: number | bigint;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof TradeApiAccountTradeList
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof TradeApiAccountTradeList
   */
  readonly endTime?: number | bigint;
  /**
   * Trade id to fetch from. Default gets most recent trades.
   * @type {number | bigint}
   * @memberof TradeApiAccountTradeList
   */
  readonly fromId?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiAccountTradeList
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiAccountTradeList
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for allOrders operation in TradeApi.
 * @interface AllOrdersRequest
 */
interface AllOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiAllOrders
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiAllOrders
   */
  readonly orderId?: number | bigint;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof TradeApiAllOrders
   */
  readonly startTime?: number | bigint;
  /**
   * End time
   * @type {number | bigint}
   * @memberof TradeApiAllOrders
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiAllOrders
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiAllOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for autoCancelAllOpenOrders operation in TradeApi.
 * @interface AutoCancelAllOpenOrdersRequest
 */
interface AutoCancelAllOpenOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiAutoCancelAllOpenOrders
   */
  readonly symbol: string;
  /**
   * Countdown in milliseconds. `1000` means 1 second; `0` disables countdown cancel-all.
   * @type {number | bigint}
   * @memberof TradeApiAutoCancelAllOpenOrders
   */
  readonly countdownTime: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiAutoCancelAllOpenOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for cancelAlgoOrder operation in TradeApi.
 * @interface CancelAlgoOrderRequest
 */
interface CancelAlgoOrderRequest$1 {
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly clientAlgoId?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for cancelAllAlgoOpenOrders operation in TradeApi.
 * @interface CancelAllAlgoOpenOrdersRequest
 */
interface CancelAllAlgoOpenOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiCancelAllAlgoOpenOrders
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelAllAlgoOpenOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for cancelAllOpenOrders operation in TradeApi.
 * @interface CancelAllOpenOrdersRequest
 */
interface CancelAllOpenOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiCancelAllOpenOrders
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelAllOpenOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for cancelMultipleOrders operation in TradeApi.
 * @interface CancelMultipleOrdersRequest
 */
interface CancelMultipleOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiCancelMultipleOrders
   */
  readonly symbol: string;
  /**
   *
   * @type {Array<number>}
   * @memberof TradeApiCancelMultipleOrders
   */
  readonly orderIdList?: Array<number>;
  /**
   *
   * @type {Array<string>}
   * @memberof TradeApiCancelMultipleOrders
   */
  readonly origClientOrderIdList?: Array<string>;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelMultipleOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for cancelOrder operation in TradeApi.
 * @interface CancelOrderRequest
 */
interface CancelOrderRequest$1 {
  /**
   *
   * @type {string}
   * @memberof TradeApiCancelOrder
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelOrder
   */
  readonly orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradeApiCancelOrder
   */
  readonly origClientOrderId?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCancelOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for changeInitialLeverage operation in TradeApi.
 * @interface ChangeInitialLeverageRequest
 */
interface ChangeInitialLeverageRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiChangeInitialLeverage
   */
  readonly symbol: string;
  /**
   * target initial leverage
   * @type {number | bigint}
   * @memberof TradeApiChangeInitialLeverage
   */
  readonly leverage: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiChangeInitialLeverage
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for changeMarginType operation in TradeApi.
 * @interface ChangeMarginTypeRequest
 */
interface ChangeMarginTypeRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiChangeMarginType
   */
  readonly symbol: string;
  /**
   *
   * @type {'ISOLATED' | 'CROSSED'}
   * @memberof TradeApiChangeMarginType
   */
  readonly marginType: ChangeMarginTypeMarginTypeEnum;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiChangeMarginType
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof TradeApiChangeMultiAssetsMode
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof TradeApiChangePositionMode
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for currentAllAlgoOpenOrders operation in TradeApi.
 * @interface CurrentAllAlgoOpenOrdersRequest
 */
interface CurrentAllAlgoOpenOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiCurrentAllAlgoOpenOrders
   */
  readonly algoType?: string;
  /**
   *
   * @type {string}
   * @memberof TradeApiCurrentAllAlgoOpenOrders
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCurrentAllAlgoOpenOrders
   */
  readonly algoId?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCurrentAllAlgoOpenOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for currentAllOpenOrders operation in TradeApi.
 * @interface CurrentAllOpenOrdersRequest
 */
interface CurrentAllOpenOrdersRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiCurrentAllOpenOrders
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiCurrentAllOpenOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresTradfiPerpsContract operation in TradeApi.
 * @interface FuturesTradfiPerpsContractRequest
 */
interface FuturesTradfiPerpsContractRequest {
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiFuturesTradfiPerpsContract
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for getOrderModifyHistory operation in TradeApi.
 * @interface GetOrderModifyHistoryRequest
 */
interface GetOrderModifyHistoryRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly origClientOrderId?: string;
  /**
   * Timestamp in ms to get modification history from INCLUSIVE
   * @type {number | bigint}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly startTime?: number | bigint;
  /**
   * Timestamp in ms to get modification history until INCLUSIVE
   * @type {number | bigint}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiGetOrderModifyHistory
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 {string}
   * @memberof TradeApiGetPositionMarginChangeHistory
   */
  readonly type?: string;
  /**
   * Start time
   * @type {number | bigint}
   * @memberof TradeApiGetPositionMarginChangeHistory
   */
  readonly startTime?: number | bigint;
  /**
   * time if not pass
   * @type {number | bigint}
   * @memberof TradeApiGetPositionMarginChangeHistory
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiGetPositionMarginChangeHistory
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiGetPositionMarginChangeHistory
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for modifyIsolatedPositionMargin operation in TradeApi.
 * @interface ModifyIsolatedPositionMarginRequest
 */
interface ModifyIsolatedPositionMarginRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiModifyIsolatedPositionMargin
   */
  readonly symbol: string;
  /**
   * Margin asset
   * @type {number}
   * @memberof TradeApiModifyIsolatedPositionMargin
   */
  readonly amount: number;
  /**
   * 1: Add position margin，2: Reduce position margin
   * @type {number}
   * @memberof TradeApiModifyIsolatedPositionMargin
   */
  readonly type: number;
  /**
   * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent with Hedge Mode.
   * @type {string}
   * @memberof TradeApiModifyIsolatedPositionMargin
   */
  readonly positionSide?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiModifyIsolatedPositionMargin
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof TradeApiModifyMultipleOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for modifyOrder operation in TradeApi.
 * @interface ModifyOrderRequest
 */
interface ModifyOrderRequest$1 {
  /**
   *
   * @type {string}
   * @memberof TradeApiModifyOrder
   */
  readonly symbol: string;
  /**
   *
   * @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 | bigint}
   * @memberof TradeApiModifyOrder
   */
  readonly orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradeApiModifyOrder
   */
  readonly origClientOrderId?: string;
  /**
   * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; Can't be passed together with `price`
   * @type {'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
   * @memberof TradeApiModifyOrder
   */
  readonly priceMatch?: ModifyOrderPriceMatchEnum$1;
  /**
   * User-defined modification identifier, returned as-is in the response. Optional; not validated for uniqueness.
   * @type {number | bigint}
   * @memberof TradeApiModifyOrder
   */
  readonly modifyId?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiModifyOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for newAlgoOrder operation in TradeApi.
 * @interface NewAlgoOrderRequest
 */
interface NewAlgoOrderRequest$1 {
  /**
   *
   * @type {'CONDITIONAL'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly algoType: NewAlgoOrderAlgoTypeEnum$1;
  /**
   *
   * @type {string}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly symbol: string;
  /**
   *
   * @type {'BUY' | 'SELL'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly side: NewAlgoOrderSideEnum$1;
  /**
   *
   * @type {'LIMIT' | 'MARKET' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET' | 'TRAILING_STOP_MARKET'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly type: NewAlgoOrderTypeEnum$1;
  /**
   * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent in Hedge Mode.
   * @type {string}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly positionSide?: string;
  /**
   *
   * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD' | 'RPI'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly timeInForce?: NewAlgoOrderTimeInForceEnum$1;
  /**
   * Cannot be sent with `closePosition`=`true`(Close-All)
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly quantity?: number;
  /**
   *
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly price?: number;
  /**
   * Trigger price
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly triggerPrice?: number;
  /**
   *
   * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly workingType?: NewAlgoOrderWorkingTypeEnum$1;
  /**
   * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; Can't be passed together with `price`
   * @type {'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly priceMatch?: NewAlgoOrderPriceMatchEnum$1;
  /**
   * Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
   * @type {'true' | 'false'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly closePosition?: NewAlgoOrderClosePositionEnum$1;
  /**
   * Used with `STOP_MARKET` or `TAKE_PROFIT_MARKET` order. when price reaches the triggerPrice ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the Price Protection Threshold of the symbol.'
   * @type {'true' | 'false'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly priceProtect?: NewAlgoOrderPriceProtectEnum$1;
  /**
   * Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`'
   * @type {'true' | 'false'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly reduceOnly?: NewAlgoOrderReduceOnlyEnum$1;
  /**
   * Used with `TRAILING_STOP_MARKET` orders, default as the latest price(supporting different `workingType`)
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly activatePrice?: number;
  /**
   * Used with `TRAILING_STOP_MARKET` orders
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly callbackRate?: number;
  /**
   * A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: `^[\.A-Z\:/a-z0-9_-]{1,36}$`
   * @type {string}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly clientAlgoId?: string;
  /**
   *
   * @type {'ACK' | 'RESULT'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly newOrderRespType?: NewAlgoOrderNewOrderRespTypeEnum$1;
  /**
   * `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 {'NONE' | 'EXPIRE_TAKER' | 'EXPIRE_BOTH' | 'EXPIRE_MAKER'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly selfTradePreventionMode?: NewAlgoOrderSelfTradePreventionModeEnum$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 | bigint}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for newOrder operation in TradeApi.
 * @interface NewOrderRequest
 */
interface NewOrderRequest$1 {
  /**
   *
   * @type {string}
   * @memberof TradeApiNewOrder
   */
  readonly symbol: string;
  /**
   *
   * @type {'BUY' | 'SELL'}
   * @memberof TradeApiNewOrder
   */
  readonly side: NewOrderSideEnum$1;
  /**
   * Order type
   * @type {'LIMIT' | 'MARKET' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET' | 'TRAILING_STOP_MARKET'}
   * @memberof TradeApiNewOrder
   */
  readonly type: NewOrderTypeEnum$1;
  /**
   * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent in Hedge Mode.
   * @type {string}
   * @memberof TradeApiNewOrder
   */
  readonly positionSide?: string;
  /**
   *
   * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD' | 'RPI'}
   * @memberof TradeApiNewOrder
   */
  readonly timeInForce?: NewOrderTimeInForceEnum$1;
  /**
   * Cannot be sent in Hedge Mode
   * @type {'true' | 'false'}
   * @memberof TradeApiNewOrder
   */
  readonly reduceOnly?: NewOrderReduceOnlyEnum$1;
  /**
   *
   * @type {number}
   * @memberof TradeApiNewOrder
   */
  readonly quantity?: number;
  /**
   *
   * @type {number}
   * @memberof TradeApiNewOrder
   */
  readonly price?: number;
  /**
   * A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: `^[\.A-Z\:/a-z0-9_-]{1,36}$`
   * @type {string}
   * @memberof TradeApiNewOrder
   */
  readonly newClientOrderId?: string;
  /**
   *
   * @type {'ACK' | 'RESULT'}
   * @memberof TradeApiNewOrder
   */
  readonly newOrderRespType?: NewOrderNewOrderRespTypeEnum$1;
  /**
   * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; Can't be passed together with `price`
   * @type {'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
   * @memberof TradeApiNewOrder
   */
  readonly priceMatch?: NewOrderPriceMatchEnum$1;
  /**
   * `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 `EXPIRE_MAKER`
   * @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 | bigint}
   * @memberof TradeApiNewOrder
   */
  readonly goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiNewOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof TradeApiPlaceMultipleOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for positionAdlQuantileEstimation operation in TradeApi.
 * @interface PositionAdlQuantileEstimationRequest
 */
interface PositionAdlQuantileEstimationRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiPositionAdlQuantileEstimation
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiPositionAdlQuantileEstimation
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for positionInformationV2 operation in TradeApi.
 * @interface PositionInformationV2Request
 */
interface PositionInformationV2Request$1 {
  /**
   *
   * @type {string}
   * @memberof TradeApiPositionInformationV2
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiPositionInformationV2
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for positionInformationV3 operation in TradeApi.
 * @interface PositionInformationV3Request
 */
interface PositionInformationV3Request {
  /**
   *
   * @type {string}
   * @memberof TradeApiPositionInformationV3
   */
  readonly symbol?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiPositionInformationV3
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for queryAlgoOrder operation in TradeApi.
 * @interface QueryAlgoOrderRequest
 */
interface QueryAlgoOrderRequest {
  /**
   * Order ID
   * @type {number | bigint}
   * @memberof TradeApiQueryAlgoOrder
   */
  readonly algoId?: number | bigint;
  /**
   * Client order ID
   * @type {string}
   * @memberof TradeApiQueryAlgoOrder
   */
  readonly clientAlgoId?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryAlgoOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for queryAllAlgoOrders operation in TradeApi.
 * @interface QueryAllAlgoOrdersRequest
 */
interface QueryAllAlgoOrdersRequest {
  /**
   * Symbol
   * @type {string}
   * @memberof TradeApiQueryAllAlgoOrders
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryAllAlgoOrders
   */
  readonly algoId?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryAllAlgoOrders
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryAllAlgoOrders
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryAllAlgoOrders
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryAllAlgoOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for queryCurrentOpenOrder operation in TradeApi.
 * @interface QueryCurrentOpenOrderRequest
 */
interface QueryCurrentOpenOrderRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiQueryCurrentOpenOrder
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryCurrentOpenOrder
   */
  readonly orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradeApiQueryCurrentOpenOrder
   */
  readonly origClientOrderId?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryCurrentOpenOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for queryOrder operation in TradeApi.
 * @interface QueryOrderRequest
 */
interface QueryOrderRequest$1 {
  /**
   *
   * @type {string}
   * @memberof TradeApiQueryOrder
   */
  readonly symbol: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryOrder
   */
  readonly orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof TradeApiQueryOrder
   */
  readonly origClientOrderId?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiQueryOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for testOrder operation in TradeApi.
 * @interface TestOrderRequest
 */
interface TestOrderRequest {
  /**
   *
   * @type {string}
   * @memberof TradeApiTestOrder
   */
  readonly symbol: string;
  /**
   *
   * @type {'BUY' | 'SELL'}
   * @memberof TradeApiTestOrder
   */
  readonly side: TestOrderSideEnum;
  /**
   *
   * @type {'LIMIT' | 'MARKET' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET' | 'TRAILING_STOP_MARKET'}
   * @memberof TradeApiTestOrder
   */
  readonly type: TestOrderTypeEnum;
  /**
   * Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent in Hedge Mode.
   * @type {'BOTH' | 'LONG' | 'SHORT'}
   * @memberof TradeApiTestOrder
   */
  readonly positionSide?: TestOrderPositionSideEnum;
  /**
   * Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`
   * @type {'true' | 'false'}
   * @memberof TradeApiTestOrder
   */
  readonly reduceOnly?: TestOrderReduceOnlyEnum;
  /**
   * Cannot be sent with `closePosition`=`true`(Close-All)
   * @type {number}
   * @memberof TradeApiTestOrder
   */
  readonly quantity?: number;
  /**
   *
   * @type {number}
   * @memberof TradeApiTestOrder
   */
  readonly price?: number;
  /**
   * A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: `^[\.A-Z\:/a-z0-9_-]{1,36}$`
   * @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;
  /**
   * Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`."
   * @type {'true' | 'false'}
   * @memberof TradeApiTestOrder
   */
  readonly closePosition?: TestOrderClosePositionEnum;
  /**
   * 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
   * @type {number}
   * @memberof TradeApiTestOrder
   */
  readonly callbackRate?: number;
  /**
   *
   * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD' | 'RPI'}
   * @memberof TradeApiTestOrder
   */
  readonly timeInForce?: TestOrderTimeInForceEnum;
  /**
   *
   * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
   * @memberof TradeApiTestOrder
   */
  readonly workingType?: TestOrderWorkingTypeEnum;
  /**
   *
   * @type {'true' | 'false'}
   * @memberof TradeApiTestOrder
   */
  readonly priceProtect?: TestOrderPriceProtectEnum;
  /**
   *
   * @type {'ACK' | 'RESULT'}
   * @memberof TradeApiTestOrder
   */
  readonly newOrderRespType?: TestOrderNewOrderRespTypeEnum;
  /**
   * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; Can't be passed together with `price`
   * @type {'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 {'NONE' | '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 | bigint}
   * @memberof TradeApiTestOrder
   */
  readonly goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiTestOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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 | bigint}
   * @memberof TradeApiUsersForceOrders
   */
  readonly startTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiUsersForceOrders
   */
  readonly endTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiUsersForceOrders
   */
  readonly limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof TradeApiUsersForceOrders
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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).
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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(IP): 10
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#auto-cancel-all-open-orders Binance API Documentation}
   */
  autoCancelAllOpenOrders(requestParameters: AutoCancelAllOpenOrdersRequest): Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>;
  /**
   * Cancel an active algo (conditional) order, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   *
   * @summary Cancel Algo Order (TRADE)
   * @param {CancelAlgoOrderRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<CancelAlgoOrderResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-algo-order Binance API Documentation}
   */
  cancelAlgoOrder(requestParameters?: CancelAlgoOrderRequest$1): Promise<RestApiResponse<CancelAlgoOrderResponse$1>>;
  /**
   * Cancel all open algo (conditional) orders on a symbol, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @summary Cancel All Algo Open Orders (TRADE)
   * @param {CancelAllAlgoOpenOrdersRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<CancelAllAlgoOpenOrdersResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-all-algo-open-orders Binance API Documentation}
   */
  cancelAllAlgoOpenOrders(requestParameters: CancelAllAlgoOpenOrdersRequest): Promise<RestApiResponse<CancelAllAlgoOpenOrdersResponse>>;
  /**
   * Cancel All Open Orders
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-all-open-orders Binance API Documentation}
   */
  cancelAllOpenOrders(requestParameters: CancelAllOpenOrdersRequest): Promise<RestApiResponse<CancelAllOpenOrdersResponse>>;
  /**
   * Cancel Multiple Orders
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderIdList` or `origClientOrderIdList ` must be sent.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-multiple-orders Binance API Documentation}
   */
  cancelMultipleOrders(requestParameters: CancelMultipleOrdersRequest): Promise<RestApiResponse<CancelMultipleOrdersResponse>>;
  /**
   * Cancel an active order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-order Binance API Documentation}
   */
  cancelOrder(requestParameters: CancelOrderRequest$1): Promise<RestApiResponse<CancelOrderResponse$1>>;
  /**
   * Change user's initial leverage of specific symbol market.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#change-initial-leverage Binance API Documentation}
   */
  changeInitialLeverage(requestParameters: ChangeInitialLeverageRequest): Promise<RestApiResponse<ChangeInitialLeverageResponse>>;
  /**
   * Change symbol level margin type
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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***.
   *
   **After CM migration**, UM and CM share the **same** `dualSidePosition` setting. Calling this endpoint flips both UM and CM at once. If either side has any open order or open position, the change is rejected:
   * - `-4067` (open orders exist)
   * - `-4068` (open position exists)
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#change-position-mode Binance API Documentation}
   */
  changePositionMode(requestParameters: ChangePositionModeRequest): Promise<RestApiResponse<ChangePositionModeResponse>>;
  /**
   * Get all open algo (conditional) orders on a symbol, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight: **1** for a single symbol; **40** when the symbol parameter is omitted
   *
   **Careful** when accessing this with no symbol.
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If the symbol is not sent, orders for all symbols will be returned in an array.
   *
   * @summary Current All Algo Open Orders (USER_DATA)
   * @param {CurrentAllAlgoOpenOrdersRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<CurrentAllAlgoOpenOrdersResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#current-all-algo-open-orders Binance API Documentation}
   */
  currentAllAlgoOpenOrders(requestParameters?: CurrentAllAlgoOpenOrdersRequest): Promise<RestApiResponse<CurrentAllAlgoOpenOrdersResponse>>;
  /**
   * Get all open orders on a symbol.
   *
   * Weight: **1** for a single symbol; **40** when the symbol parameter is omitted
   *
   **Careful** when accessing this with no symbol.
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If the symbol is not sent, orders for all symbols will be returned in an array.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#current-all-open-orders Binance API Documentation}
   */
  currentAllOpenOrders(requestParameters?: CurrentAllOpenOrdersRequest): Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>;
  /**
   * Sign TradFi-Perps agreement contract
   *
   * Weight(IP): 50
   *
   * Security Type: USER_DATA
   *
   * @summary Futures TradFi Perps Contract (USER_DATA)
   * @param {FuturesTradfiPerpsContractRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<FuturesTradfiPerpsContractResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#futures-tradfi-perps-contract Binance API Documentation}
   */
  futuresTradfiPerpsContract(requestParameters?: FuturesTradfiPerpsContractRequest): Promise<RestApiResponse<FuturesTradfiPerpsContractResponse>>;
  /**
   * Get order modification history
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#get-order-modify-history Binance API Documentation}
   */
  getOrderModifyHistory(requestParameters: GetOrderModifyHistoryRequest): Promise<RestApiResponse<GetOrderModifyHistoryResponse>>;
  /**
   * Get Position Margin Change History
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Support querying future histories that are not older than 30 days
   * - The time between `startTime` and `endTime`can't be more than 30 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#get-position-margin-change-history Binance API Documentation}
   */
  getPositionMarginChangeHistory(requestParameters: GetPositionMarginChangeHistoryRequest): Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>;
  /**
   * Modify Isolated Position Margin
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Only for isolated symbol
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#modify-isolated-position-margin Binance API Documentation}
   */
  modifyIsolatedPositionMargin(requestParameters: ModifyIsolatedPositionMarginRequest): Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>;
  /**
   * Modify Multiple Orders (TRADE)
   *
   * 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);
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#modify-order Binance API Documentation}
   */
  modifyOrder(requestParameters: ModifyOrderRequest$1): Promise<RestApiResponse<ModifyOrderResponse$1>>;
  /**
   * Send in a new algo (conditional) order. Use this endpoint to place **TP/SL (Take Profit / Stop Loss)** and trailing stop orders on USD-M Futures. Supported order types under `algoType=CONDITIONAL` are `STOP_MARKET`, `TAKE_PROFIT_MARKET`, `STOP`, `TAKE_PROFIT`, and `TRAILING_STOP_MARKET`.
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Algo order with type `STOP`, parameter `timeInForce` can be sent (default `GTC`).
   * - Algo 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 `triggerPrice` ，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") >= `triggerPrice`
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `triggerPrice`
   * - `TRAILING_STOP_MARKET`:
   * - BUY: the lowest price after order placed = the lowest price * (1 + `callbackRate`)
   * - SELL: the highest price after order placed >= `activatePrice`, and the latest price
   * - 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: `activatePrice` should be smaller than latest price.
   * - SELL: `activatePrice` should be larger than latest price.
   * - `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`.
   *
   * @summary New Algo Order (TRADE)
   * @param {NewAlgoOrderRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<NewAlgoOrderResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#new-algo-order Binance API Documentation}
   */
  newAlgoOrder(requestParameters: NewAlgoOrderRequest$1): Promise<RestApiResponse<NewAlgoOrderResponse$1>>;
  /**
   * Send in a new order.
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * | Type | Additional mandatory parameters |
   * |------|----------------------------------|
   * | `LIMIT` | `timeInForce`, `quantity`, `price` |
   * | `MARKET` | `quantity` |
   *
   * - If `newOrderRespType` is sent as `RESULT`:
   * - `MARKET` order: the final FILLED result of the order will be returned directly.
   * - `LIMIT` order with special `timeInForce`: the final status result of the order (FILLED or EXPIRED) will be returned directly.
   * - `selfTradePreventionMode` is only effective when `timeInForce` is set to `IOC`, `GTC`, or `GTD`.
   * - In extreme market conditions, `timeInForce` `GTD` order auto-cancel time might be delayed compared to `goodTillDate`.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#new-order Binance API Documentation}
   */
  newOrder(requestParameters: NewOrderRequest$1): Promise<RestApiResponse<NewOrderResponse$1>>;
  /**
   * Place Multiple Orders
   *
   * 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);
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#position-adl-quantile-estimation Binance API Documentation}
   */
  positionAdlQuantileEstimation(requestParameters?: PositionAdlQuantileEstimationRequest): Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>;
  /**
   * Get current position information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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).
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#position-information-v3 Binance API Documentation}
   */
  positionInformationV3(requestParameters?: PositionInformationV3Request): Promise<RestApiResponse<PositionInformationV3Response>>;
  /**
   * Check the status of an algo (conditional) order, such as TP/SL (Take Profit / Stop Loss) or trailing stop orders on USD-M Futures.
   *
   * 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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   * - `algoId` is self-increment for each specific `symbol`
   *
   * @summary Query Algo Order (USER_DATA)
   * @param {QueryAlgoOrderRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<QueryAlgoOrderResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#query-algo-order Binance API Documentation}
   */
  queryAlgoOrder(requestParameters?: QueryAlgoOrderRequest): Promise<RestApiResponse<QueryAlgoOrderResponse>>;
  /**
   * Get all algo (conditional) orders — active, CANCELED, TRIGGERED, or FINISHED — including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * 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
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If `algoId` is set, it will get orders >= that `algoId`. Otherwise most recent orders are returned.
   * - The query time period must be less then 7 days( default as the recent 7 days).
   *
   * @summary Query All Algo Orders (USER_DATA)
   * @param {QueryAllAlgoOrdersRequest} requestParameters Request parameters.
   * @returns {Promise<RestApiResponse<QueryAllAlgoOrdersResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#query-all-algo-orders Binance API Documentation}
   */
  queryAllAlgoOrders(requestParameters: QueryAllAlgoOrdersRequest): Promise<RestApiResponse<QueryAllAlgoOrdersResponse>>;
  /**
   * Query open order
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   * - `orderId` is self-increment for each specific `symbol`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * | Type                             | Additional mandatory parameters    |
   * | -------------------------------- | ---------------------------------- |
   * | `LIMIT`                          | `timeInForce`, `quantity`, `price` |
   * | `MARKET`                         | `quantity`                         |
   * | `STOP/TAKE_PROFIT`               | `quantity`,  `price`, `stopPrice`  |
   * | `STOP_MARKET/TAKE_PROFIT_MARKET` | `stopPrice`                        |
   * | `TRAILING_STOP_MARKET`           | `callbackRate`                     |
   *
   * - 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")
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
   * - `TRAILING_STOP_MARKET`:
   * - BUY: the lowest price after order placed ``= the lowest price * (1 + `callbackRate`)
   * - SELL: the highest price after order placed >= `activationPrice`, and the latest price
   * - 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`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#test-order Binance API Documentation}
   */
  testOrder(requestParameters: TestOrderRequest): Promise<RestApiResponse<TestOrderResponse>>;
  /**
   * Query user's Force Orders
   *
   * Weight: **20** with symbol, **50** without symbol
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#users-force-orders Binance API Documentation}
   */
  usersForceOrders(requestParameters?: UsersForceOrdersRequest): Promise<RestApiResponse<UsersForceOrdersResponse>>;
}
declare enum ChangeMarginTypeMarginTypeEnum {
  ISOLATED = "ISOLATED",
  CROSSED = "CROSSED",
}
declare enum ModifyOrderSideEnum$1 {
  BUY = "BUY",
  SELL = "SELL",
}
declare enum ModifyOrderPriceMatchEnum$1 {
  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 NewAlgoOrderAlgoTypeEnum$1 {
  CONDITIONAL = "CONDITIONAL",
}
declare enum NewAlgoOrderSideEnum$1 {
  BUY = "BUY",
  SELL = "SELL",
}
declare enum NewAlgoOrderTypeEnum$1 {
  LIMIT = "LIMIT",
  MARKET = "MARKET",
  STOP = "STOP",
  STOP_MARKET = "STOP_MARKET",
  TAKE_PROFIT = "TAKE_PROFIT",
  TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET",
  TRAILING_STOP_MARKET = "TRAILING_STOP_MARKET",
}
declare enum NewAlgoOrderTimeInForceEnum$1 {
  GTC = "GTC",
  IOC = "IOC",
  FOK = "FOK",
  GTX = "GTX",
  GTD = "GTD",
  RPI = "RPI",
}
declare enum NewAlgoOrderWorkingTypeEnum$1 {
  MARK_PRICE = "MARK_PRICE",
  CONTRACT_PRICE = "CONTRACT_PRICE",
}
declare enum NewAlgoOrderPriceMatchEnum$1 {
  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 NewAlgoOrderClosePositionEnum$1 {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewAlgoOrderPriceProtectEnum$1 {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewAlgoOrderReduceOnlyEnum$1 {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewAlgoOrderNewOrderRespTypeEnum$1 {
  ACK = "ACK",
  RESULT = "RESULT",
}
declare enum NewAlgoOrderSelfTradePreventionModeEnum$1 {
  NONE = "NONE",
  EXPIRE_TAKER = "EXPIRE_TAKER",
  EXPIRE_BOTH = "EXPIRE_BOTH",
  EXPIRE_MAKER = "EXPIRE_MAKER",
}
declare enum NewOrderSideEnum$1 {
  BUY = "BUY",
  SELL = "SELL",
}
declare enum NewOrderTypeEnum$1 {
  LIMIT = "LIMIT",
  MARKET = "MARKET",
  STOP = "STOP",
  STOP_MARKET = "STOP_MARKET",
  TAKE_PROFIT = "TAKE_PROFIT",
  TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET",
  TRAILING_STOP_MARKET = "TRAILING_STOP_MARKET",
}
declare enum NewOrderTimeInForceEnum$1 {
  GTC = "GTC",
  IOC = "IOC",
  FOK = "FOK",
  GTX = "GTX",
  GTD = "GTD",
  RPI = "RPI",
}
declare enum NewOrderReduceOnlyEnum$1 {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewOrderNewOrderRespTypeEnum$1 {
  ACK = "ACK",
  RESULT = "RESULT",
}
declare enum NewOrderPriceMatchEnum$1 {
  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 TestOrderTypeEnum {
  LIMIT = "LIMIT",
  MARKET = "MARKET",
  STOP = "STOP",
  STOP_MARKET = "STOP_MARKET",
  TAKE_PROFIT = "TAKE_PROFIT",
  TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET",
  TRAILING_STOP_MARKET = "TRAILING_STOP_MARKET",
}
declare enum TestOrderPositionSideEnum {
  BOTH = "BOTH",
  LONG = "LONG",
  SHORT = "SHORT",
}
declare enum TestOrderReduceOnlyEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum TestOrderClosePositionEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum TestOrderTimeInForceEnum {
  GTC = "GTC",
  IOC = "IOC",
  FOK = "FOK",
  GTX = "GTX",
  GTD = "GTD",
  RPI = "RPI",
}
declare enum TestOrderWorkingTypeEnum {
  MARK_PRICE = "MARK_PRICE",
  CONTRACT_PRICE = "CONTRACT_PRICE",
}
declare enum TestOrderPriceProtectEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum TestOrderNewOrderRespTypeEnum {
  ACK = "ACK",
  RESULT = "RESULT",
}
declare enum TestOrderPriceMatchEnum {
  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 {
  NONE = "NONE",
  EXPIRE_TAKER = "EXPIRE_TAKER",
  EXPIRE_BOTH = "EXPIRE_BOTH",
  EXPIRE_MAKER = "EXPIRE_MAKER",
}
declare enum UsersForceOrdersAutoCloseTypeEnum {
  LIQUIDATION = "LIQUIDATION",
  ADL = "ADL",
}
//#endregion
//#region src/rest-api/modules/user-data-streams-api.d.ts
/**
 * UserDataStreamsApi - interface
 * @interface UserDataStreamsApi
 */
interface UserDataStreamsApiInterface$1 {
  /**
   * Close out a user data stream.
   *
   * Weight(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/user-data-streams#start-user-data-stream Binance API Documentation}
   */
  startUserDataStream(): Promise<RestApiResponse<StartUserDataStreamResponse$1>>;
}
//#endregion
//#region src/rest-api/rest-api.d.ts
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 queryParams - Query parameters for the request.
   * @param bodyParams - Body parameters for the request.
   *
   * @returns A promise resolving to the response data object.
   */
  sendRequest<T>(endpoint: string, method: 'GET' | 'POST' | 'DELETE' | 'PUT' | 'PATCH', queryParams?: Record<string, unknown>, bodyParams?: 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 queryParams - Query parameters for the request.
   * @param bodyParams - Body parameters for the request.
   *
   * @returns A promise resolving to the response data object.
   */
  sendSignedRequest<T>(endpoint: string, method: 'GET' | 'POST' | 'DELETE' | 'PUT' | 'PATCH', queryParams?: Record<string, unknown>, bodyParams?: 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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#account-information-v3 Binance API Documentation}
   */
  accountInformationV3(requestParameters?: AccountInformationV3Request): Promise<RestApiResponse<AccountInformationV3Response>>;
  /**
   * Query account balance information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#futures-account-balance-v2 Binance API Documentation}
   */
  futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request$1): Promise<RestApiResponse<FuturesAccountBalanceV2Response$1>>;
  /**
   * Query account balance information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#futures-account-balance-v3 Binance API Documentation}
   */
  futuresAccountBalanceV3(requestParameters?: FuturesAccountBalanceV3Request): Promise<RestApiResponse<FuturesAccountBalanceV3Response>>;
  /**
   * Query account configuration
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#futures-account-configuration 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
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#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(IP): 30
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-current-position-mode Binance API Documentation}
   */
  getCurrentPositionMode(requestParameters?: GetCurrentPositionModeRequest): Promise<RestApiResponse<GetCurrentPositionModeResponse>>;
  /**
   * Get Download Id For Futures Order History
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-download-id-for-futures-order-history Binance API Documentation}
   */
  getDownloadIdForFuturesOrderHistory(requestParameters: GetDownloadIdForFuturesOrderHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesOrderHistoryResponse>>;
  /**
   * Get download id for futures trade history
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-download-id-for-futures-trade-history Binance API Documentation}
   */
  getDownloadIdForFuturesTradeHistory(requestParameters: GetDownloadIdForFuturesTradeHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTradeHistoryResponse>>;
  /**
   * Get download id for futures transaction history
   *
   * Weight(IP): 1000
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-download-id-for-futures-transaction-history Binance API Documentation}
   */
  getDownloadIdForFuturesTransactionHistory(requestParameters: GetDownloadIdForFuturesTransactionHistoryRequest): Promise<RestApiResponse<GetDownloadIdForFuturesTransactionHistoryResponse>>;
  /**
   * Get futures order history download link by Id
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-futures-order-history-download-link-by-id Binance API Documentation}
   */
  getFuturesOrderHistoryDownloadLinkById(requestParameters: GetFuturesOrderHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesOrderHistoryDownloadLinkByIdResponse>>;
  /**
   * Get futures trade download link by Id
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-futures-trade-download-link-by-id Binance API Documentation}
   */
  getFuturesTradeDownloadLinkById(requestParameters: GetFuturesTradeDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTradeDownloadLinkByIdResponse>>;
  /**
   * Get futures transaction history download link by Id
   *
   * Weight(IP): 10
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Download link expiration: 7 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-futures-transaction-history-download-link-by-id Binance API Documentation}
   */
  getFuturesTransactionHistoryDownloadLinkById(requestParameters: GetFuturesTransactionHistoryDownloadLinkByIdRequest): Promise<RestApiResponse<GetFuturesTransactionHistoryDownloadLinkByIdResponse>>;
  /**
   * Query income history
   *
   * Weight(IP): 30
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If `incomeType ` is not sent, all kinds of flow will be returned
   * - If `startTime` and `endTime` are not sent, the recent 7-day data will be returned.
   * - `trandId` is unique in the same `incomeType` for a user.
   * - Income history only contains data for the last three months.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#get-income-history Binance API Documentation}
   */
  getIncomeHistory(requestParameters?: GetIncomeHistoryRequest): Promise<RestApiResponse<GetIncomeHistoryResponse>>;
  /**
   * Query user notional and leverage bracket on speicfic symbol
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#notional-and-leverage-brackets Binance API Documentation}
   */
  notionalAndLeverageBrackets(requestParameters?: NotionalAndLeverageBracketsRequest): Promise<RestApiResponse<NotionalAndLeverageBracketsResponse>>;
  /**
   * Query User Rate Limit
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#query-user-rate-limit Binance API Documentation}
   */
  queryUserRateLimit(requestParameters?: QueryUserRateLimitRequest): Promise<RestApiResponse<QueryUserRateLimitResponse>>;
  /**
   * Get current account symbol configuration.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#symbol-configuration 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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#toggle-bnb-burn-on-futures-trade Binance API Documentation}
   */
  toggleBnbBurnOnFuturesTrade(requestParameters: ToggleBnbBurnOnFuturesTradeRequest): Promise<RestApiResponse<ToggleBnbBurnOnFuturesTradeResponse>>;
  /**
   * Get User Commission Rate
   *
   * Weight(IP): 20
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/account#user-commission-rate Binance API Documentation}
   */
  userCommissionRate(requestParameters: UserCommissionRateRequest): Promise<RestApiResponse<UserCommissionRateResponse>>;
  /**
   * Accept the offered quote by quote ID.
   *
   * Weight(IP): 200
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#accept-the-offered-quote Binance API Documentation}
   */
  acceptTheOfferedQuote(requestParameters: AcceptTheOfferedQuoteRequest): Promise<RestApiResponse<AcceptTheOfferedQuoteResponse>>;
  /**
   * Query for all convertible token pairs and the tokens’ respective upper/lower limits
   *
   * Weight(IP): 20
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#list-all-convert-pairs Binance API Documentation}
   */
  listAllConvertPairs(requestParameters?: ListAllConvertPairsRequest): Promise<RestApiResponse<ListAllConvertPairsResponse>>;
  /**
   * Query order status by order ID.
   *
   * Weight(IP): 50
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#order-status Binance API Documentation}
   */
  orderStatus(requestParameters?: OrderStatusRequest): Promise<RestApiResponse<OrderStatusResponse>>;
  /**
   * Request a quote for the requested token pairs
   *
   * Weight: 50(IP)
   * 360/hour, 500/day
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either fromAmount or toAmount should be sent
   * - `quoteId` will be returned only if you have enough funds to convert
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/convert#send-quote-request Binance API Documentation}
   */
  sendQuoteRequest(requestParameters: SendQuoteRequestRequest): Promise<RestApiResponse<SendQuoteRequestResponse>>;
  /**
   * Query the symbol-level ADL risk rating.
   *
   * The ADL risk rating measures the likelihood of ADL during liquidation,
   * and the rating takes into account the insurance fund balance, position
   * concentration on the symbol, order book depth, price volatility, average
   * leverage, unrealized PnL, and margin utilization at the symbol level.
   *
   * The rating can be high, medium and low, and is updated every 30 minutes.
   *
   * Weight(IP): 1
   *
   * @summary ADL Risk
   * @param {AdlRiskRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<AdlRiskResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#adl-risk Binance API Documentation}
   */
  adlRisk(requestParameters?: AdlRiskRequest): Promise<RestApiResponse<AdlRiskResponse>>;
  /**
   * Asset index price.
   *
   * > **CM-UM Integration (Effective 2026-06-30):** Renamed from *Multi-Assets Mode Asset Index*. The response now additionally pushes COIN-M settlement-asset price index entries (e.g., `BTCUSD`, `ETHUSD`, `BNBUSD`). The endpoint path `/fapi/v1/assetIndex` is unchanged.
   *
   * Weight: **1** for a single symbol; **10** when the symbol parameter is omitted
   *
   * @summary Multi-Assets Mode Asset Index
   * @param {AssetIndexRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<AssetIndexResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#asset-index Binance API Documentation}
   */
  assetIndex(requestParameters?: AssetIndexRequest$1): Promise<RestApiResponse<AssetIndexResponse$1>>;
  /**
   * Query future basis
   *
   * Weight(IP): 0
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent data is returned.
   * - Only the data of the latest 30 days is available.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#basis Binance API Documentation}
   */
  basis(requestParameters: BasisRequest): Promise<RestApiResponse<BasisResponse>>;
  /**
   * Test connectivity to the Rest API and get the current server time.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#check-server-time Binance API Documentation}
   */
  checkServerTime(): Promise<RestApiResponse<CheckServerTimeResponse>>;
  /**
   * Query composite index symbol information
   *
   * Weight(IP): 1
   *
   * Notes:
   * - Only for composite index symbols
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Retail Price Improvement(RPI) orders are aggregated and without special
   * tags to be distinguished.
   *
   * Weight(IP): 20
   *
   * Notes:
   * - support querying futures trade histories that are not older than 24 hours
   * - 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`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#continuous-contract-kline-candlestick-data Binance API Documentation}
   */
  continuousContractKlineCandlestickData(requestParameters: ContinuousContractKlineCandlestickDataRequest): Promise<RestApiResponse<ContinuousContractKlineCandlestickDataResponse>>;
  /**
   * Current exchange trading rules and symbol information
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#exchange-information Binance API Documentation}
   */
  exchangeInformation(): Promise<RestApiResponse<ExchangeInformationResponse>>;
  /**
   * Get Funding Rate History
   *
   * Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
   *
   * Notes:
   * - If `startTime` and `endTime` are not sent, the most recent 200 records are returned.
   * - If the number of data between `startTime` and `endTime` is larger than `limit`, return as `startTime` + `limit`.
   * - In ascending order.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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/fundingRate`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#kline-candlestick-data Binance API Documentation}
   */
  klineCandlestickData(requestParameters: KlineCandlestickDataRequest): Promise<RestApiResponse<KlineCandlestickDataResponse>>;
  /**
   * Query symbol Long/Short Ratio
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#long-short-ratio Binance API Documentation}
   */
  longShortRatio(requestParameters: LongShortRatioRequest): Promise<RestApiResponse<LongShortRatioResponse>>;
  /**
   * Mark Price and Funding Rate
   *
   * Weight: **1** with symbol, **10** without symbol
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#mark-price-kline-candlestick-data Binance API Documentation}
   */
  markPriceKlineCandlestickData(requestParameters: MarkPriceKlineCandlestickDataRequest): Promise<RestApiResponse<MarkPriceKlineCandlestickDataResponse>>;
  /**
   * Get older market historical trades.
   *
   * Weight(IP): 20
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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 one month
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#old-trades-lookup Binance API Documentation}
   */
  oldTradesLookup(requestParameters: OldTradesLookupRequest): Promise<RestApiResponse<OldTradesLookupResponse>>;
  /**
   * Get present open interest of a specific symbol.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#open-interest Binance API Documentation}
   */
  openInterest(requestParameters: OpenInterestRequest): Promise<RestApiResponse<OpenInterestResponse>>;
  /**
   * Open Interest Statistics
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#open-interest-statistics Binance API Documentation}
   */
  openInterestStatistics(requestParameters: OpenInterestStatisticsRequest): Promise<RestApiResponse<OpenInterestStatisticsResponse>>;
  /**
   * Query symbol orderbook
   *
   * Retail Price Improvement(RPI) orders are not visible and excluded in the
   * response message.
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#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.
   *
   * Weight: based on parameter `LIMIT`
   *
   * | LIMIT       | weight |
   * | ----------- | ------ |
   * | [1,100)     | 1      |
   * | [100, 500)  | 2      |
   * | [500, 1000] | 5      |
   * | > 1000      | 10     |
   *
   * Notes:
   * - If startTime and endTime are not sent, the most recent klines are returned.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#premium-index-kline-data Binance API Documentation}
   */
  premiumIndexKlineData(requestParameters: PremiumIndexKlineDataRequest): Promise<RestApiResponse<PremiumIndexKlineDataResponse>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#quarterly-contract-settlement-price Binance API Documentation}
   */
  quarterlyContractSettlementPrice(requestParameters: QuarterlyContractSettlementPriceRequest): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>;
  /**
   * Query index price constituents
   *
   **Note**:
   * Prices from constituents of TradFi perps will be hiden and displayed as -1.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#query-index-price-constituents Binance API Documentation}
   */
  queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
  /**
   * Query Insurance Fund Balance Snapshot
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#query-insurance-fund-balance-snapshot Binance API Documentation}
   */
  queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
  /**
   * Get recent market trades
   *
   * Weight(IP): 5
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#recent-trades-list Binance API Documentation}
   */
  recentTradesList(requestParameters: RecentTradesListRequest): Promise<RestApiResponse<RecentTradesListResponse>>;
  /**
   * Query symbol orderbook with RPI orders
   *
   * RPI(Retail Price Improvement) orders are included and aggreated in the
   * response message. Crossed price levels are hidden and invisible.
   *
   * Weight: Adjusted based on the limit:
   *
   * | Limit         | Weight |
   * | ------------- | ------ |
   * | 1000          | 20     |
   *
   * @summary RPI Order Book
   * @param {RpiOrderBookRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<RpiOrderBookResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#rpi-order-book Binance API Documentation}
   */
  rpiOrderBook(requestParameters: RpiOrderBookRequest): Promise<RestApiResponse<RpiOrderBookResponse>>;
  /**
   * Best price/qty on the order book for a symbol or symbols.
   *
   * Retail Price Improvement(RPI) orders are not visible and excluded in the
   * response message.
   *
   * Weight: **2** for a single symbol;
   **5** when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#symbol-order-book-ticker Binance API Documentation}
   */
  symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest$1): Promise<RestApiResponse<SymbolOrderBookTickerResponse$1>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight: 1 for a single symbol;
   * 2 when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, prices for all symbols will be returned in an array.
   *
   * @summary Symbol Price Ticker
   * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
   * @deprecated
   * @returns {Promise<RestApiResponse<SymbolPriceTickerResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#symbol-price-ticker Binance API Documentation}
   */
  symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest$1): Promise<RestApiResponse<SymbolPriceTickerResponse$1>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight: 1 for a single symbol;
   * 2 when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#symbol-price-ticker-v2 Binance API Documentation}
   */
  symbolPriceTickerV2(requestParameters?: SymbolPriceTickerV2Request): Promise<RestApiResponse<SymbolPriceTickerV2Response>>;
  /**
   * Taker Buy/Sell Volume
   *
   * Weight(IP): 0
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#taker-buy-sell-volume Binance API Documentation}
   */
  takerBuySellVolume(requestParameters: TakerBuySellVolumeRequest): Promise<RestApiResponse<TakerBuySellVolumeResponse>>;
  /**
   * Test connectivity to the Rest API.
   *
   * Weight(IP): 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#test-connectivity Binance API Documentation}
   */
  testConnectivity(): Promise<RestApiResponse<void>>;
  /**
   * 24 hour rolling window price change statistics.
   **Careful** when accessing this with no symbol.
   *
   * Weight: **1** for a single symbol;
   **40** when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, tickers for all symbols will be returned in an array.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#ticker24hr-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 %
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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
   *
   * @summary Top Trader Long/Short Account Ratio (MARKET_DATA)
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#top-trader-long-short-ratio-accounts 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 %
   *
   * Weight(IP): 0
   *
   * Security Type: MARKET_DATA
   *
   * Notes:
   * - 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
   *
   * @summary Top Trader Long/Short Position Ratio (MARKET_DATA)
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#top-trader-long-short-ratio-positions Binance API Documentation}
   */
  topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
  /**
   * Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period forward and one-week period backward starting from the day prior to the query time, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market.
   *
   * Session types per market:
   * - U.S. equity market: "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", "NO_TRADING".
   * - Commodity market: "REGULAR", "NO_TRADING".
   * - Korean equity market: "REGULAR", "NO_TRADING".
   * - Hong Kong equity market: "REGULAR", "NO_TRADING".
   *
   * Weight(IP): 5
   *
   * @summary Trading Schedule
   *
   * @returns {Promise<RestApiResponse<TradingScheduleResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/market-data#trading-schedule Binance API Documentation}
   */
  tradingSchedule(): Promise<RestApiResponse<TradingScheduleResponse>>;
  /**
   * Get Classic Portfolio Margin current account information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - maxWithdrawAmount is for asset transfer out to the spot wallet.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/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.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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).
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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(IP): 10
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#auto-cancel-all-open-orders Binance API Documentation}
   */
  autoCancelAllOpenOrders(requestParameters: AutoCancelAllOpenOrdersRequest): Promise<RestApiResponse<AutoCancelAllOpenOrdersResponse>>;
  /**
   * Cancel an active algo (conditional) order, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   *
   * @summary Cancel Algo Order (TRADE)
   * @param {CancelAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<CancelAlgoOrderResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-algo-order Binance API Documentation}
   */
  cancelAlgoOrder(requestParameters?: CancelAlgoOrderRequest$1): Promise<RestApiResponse<CancelAlgoOrderResponse$1>>;
  /**
   * Cancel all open algo (conditional) orders on a symbol, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @summary Cancel All Algo Open Orders (TRADE)
   * @param {CancelAllAlgoOpenOrdersRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<CancelAllAlgoOpenOrdersResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-all-algo-open-orders Binance API Documentation}
   */
  cancelAllAlgoOpenOrders(requestParameters: CancelAllAlgoOpenOrdersRequest): Promise<RestApiResponse<CancelAllAlgoOpenOrdersResponse>>;
  /**
   * Cancel All Open Orders
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-all-open-orders Binance API Documentation}
   */
  cancelAllOpenOrders(requestParameters: CancelAllOpenOrdersRequest): Promise<RestApiResponse<CancelAllOpenOrdersResponse>>;
  /**
   * Cancel Multiple Orders
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderIdList` or `origClientOrderIdList ` must be sent.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-multiple-orders Binance API Documentation}
   */
  cancelMultipleOrders(requestParameters: CancelMultipleOrdersRequest): Promise<RestApiResponse<CancelMultipleOrdersResponse>>;
  /**
   * Cancel an active order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#cancel-order Binance API Documentation}
   */
  cancelOrder(requestParameters: CancelOrderRequest$1): Promise<RestApiResponse<CancelOrderResponse$1>>;
  /**
   * Change user's initial leverage of specific symbol market.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#change-initial-leverage Binance API Documentation}
   */
  changeInitialLeverage(requestParameters: ChangeInitialLeverageRequest): Promise<RestApiResponse<ChangeInitialLeverageResponse>>;
  /**
   * Change symbol level margin type
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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***.
   *
   **After CM migration**, UM and CM share the **same** `dualSidePosition` setting. Calling this endpoint flips both UM and CM at once. If either side has any open order or open position, the change is rejected:
   * - `-4067` (open orders exist)
   * - `-4068` (open position exists)
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#change-position-mode Binance API Documentation}
   */
  changePositionMode(requestParameters: ChangePositionModeRequest): Promise<RestApiResponse<ChangePositionModeResponse>>;
  /**
   * Get all open algo (conditional) orders on a symbol, including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * Weight: **1** for a single symbol; **40** when the symbol parameter is omitted
   *
   **Careful** when accessing this with no symbol.
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If the symbol is not sent, orders for all symbols will be returned in an array.
   *
   * @summary Current All Algo Open Orders (USER_DATA)
   * @param {CurrentAllAlgoOpenOrdersRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<CurrentAllAlgoOpenOrdersResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#current-all-algo-open-orders Binance API Documentation}
   */
  currentAllAlgoOpenOrders(requestParameters?: CurrentAllAlgoOpenOrdersRequest): Promise<RestApiResponse<CurrentAllAlgoOpenOrdersResponse>>;
  /**
   * Get all open orders on a symbol.
   *
   * Weight: **1** for a single symbol; **40** when the symbol parameter is omitted
   *
   **Careful** when accessing this with no symbol.
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If the symbol is not sent, orders for all symbols will be returned in an array.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#current-all-open-orders Binance API Documentation}
   */
  currentAllOpenOrders(requestParameters?: CurrentAllOpenOrdersRequest): Promise<RestApiResponse<CurrentAllOpenOrdersResponse>>;
  /**
   * Sign TradFi-Perps agreement contract
   *
   * Weight(IP): 50
   *
   * Security Type: USER_DATA
   *
   * @summary Futures TradFi Perps Contract (USER_DATA)
   * @param {FuturesTradfiPerpsContractRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<FuturesTradfiPerpsContractResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#futures-tradfi-perps-contract Binance API Documentation}
   */
  futuresTradfiPerpsContract(requestParameters?: FuturesTradfiPerpsContractRequest): Promise<RestApiResponse<FuturesTradfiPerpsContractResponse>>;
  /**
   * Get order modification history
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#get-order-modify-history Binance API Documentation}
   */
  getOrderModifyHistory(requestParameters: GetOrderModifyHistoryRequest): Promise<RestApiResponse<GetOrderModifyHistoryResponse>>;
  /**
   * Get Position Margin Change History
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Support querying future histories that are not older than 30 days
   * - The time between `startTime` and `endTime`can't be more than 30 days
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#get-position-margin-change-history Binance API Documentation}
   */
  getPositionMarginChangeHistory(requestParameters: GetPositionMarginChangeHistoryRequest): Promise<RestApiResponse<GetPositionMarginChangeHistoryResponse>>;
  /**
   * Modify Isolated Position Margin
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Only for isolated symbol
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#modify-isolated-position-margin Binance API Documentation}
   */
  modifyIsolatedPositionMargin(requestParameters: ModifyIsolatedPositionMarginRequest): Promise<RestApiResponse<ModifyIsolatedPositionMarginResponse>>;
  /**
   * Modify Multiple Orders (TRADE)
   *
   * 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);
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#modify-order Binance API Documentation}
   */
  modifyOrder(requestParameters: ModifyOrderRequest$1): Promise<RestApiResponse<ModifyOrderResponse$1>>;
  /**
   * Send in a new algo (conditional) order. Use this endpoint to place **TP/SL (Take Profit / Stop Loss)** and trailing stop orders on USD-M Futures. Supported order types under `algoType=CONDITIONAL` are `STOP_MARKET`, `TAKE_PROFIT_MARKET`, `STOP`, `TAKE_PROFIT`, and `TRAILING_STOP_MARKET`.
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Algo order with type `STOP`, parameter `timeInForce` can be sent (default `GTC`).
   * - Algo 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 `triggerPrice` ，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") >= `triggerPrice`
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `triggerPrice`
   * - `TRAILING_STOP_MARKET`:
   * - BUY: the lowest price after order placed = the lowest price * (1 + `callbackRate`)
   * - SELL: the highest price after order placed >= `activatePrice`, and the latest price
   * - 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: `activatePrice` should be smaller than latest price.
   * - SELL: `activatePrice` should be larger than latest price.
   * - `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`.
   *
   * @summary New Algo Order (TRADE)
   * @param {NewAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<NewAlgoOrderResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#new-algo-order Binance API Documentation}
   */
  newAlgoOrder(requestParameters: NewAlgoOrderRequest$1): Promise<RestApiResponse<NewAlgoOrderResponse$1>>;
  /**
   * Send in a new order.
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * | Type | Additional mandatory parameters |
   * |------|----------------------------------|
   * | `LIMIT` | `timeInForce`, `quantity`, `price` |
   * | `MARKET` | `quantity` |
   *
   * - If `newOrderRespType` is sent as `RESULT`:
   * - `MARKET` order: the final FILLED result of the order will be returned directly.
   * - `LIMIT` order with special `timeInForce`: the final status result of the order (FILLED or EXPIRED) will be returned directly.
   * - `selfTradePreventionMode` is only effective when `timeInForce` is set to `IOC`, `GTC`, or `GTD`.
   * - In extreme market conditions, `timeInForce` `GTD` order auto-cancel time might be delayed compared to `goodTillDate`.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#new-order Binance API Documentation}
   */
  newOrder(requestParameters: NewOrderRequest$1): Promise<RestApiResponse<NewOrderResponse$1>>;
  /**
   * Place Multiple Orders
   *
   * 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);
   *
   * Security Type: TRADE
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#position-adl-quantile-estimation Binance API Documentation}
   */
  positionAdlQuantileEstimation(requestParameters?: PositionAdlQuantileEstimationRequest): Promise<RestApiResponse<PositionAdlQuantileEstimationResponse>>;
  /**
   * Get current position information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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).
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your timeliness and accuracy needs.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#position-information-v3 Binance API Documentation}
   */
  positionInformationV3(requestParameters?: PositionInformationV3Request): Promise<RestApiResponse<PositionInformationV3Response>>;
  /**
   * Check the status of an algo (conditional) order, such as TP/SL (Take Profit / Stop Loss) or trailing stop orders on USD-M Futures.
   *
   * 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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   * - `algoId` is self-increment for each specific `symbol`
   *
   * @summary Query Algo Order (USER_DATA)
   * @param {QueryAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<QueryAlgoOrderResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#query-algo-order Binance API Documentation}
   */
  queryAlgoOrder(requestParameters?: QueryAlgoOrderRequest): Promise<RestApiResponse<QueryAlgoOrderResponse>>;
  /**
   * Get all algo (conditional) orders — active, CANCELED, TRIGGERED, or FINISHED — including TP/SL (Take Profit / Stop Loss) and trailing stop orders on USD-M Futures.
   *
   * 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
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - If `algoId` is set, it will get orders >= that `algoId`. Otherwise most recent orders are returned.
   * - The query time period must be less then 7 days( default as the recent 7 days).
   *
   * @summary Query All Algo Orders (USER_DATA)
   * @param {QueryAllAlgoOrdersRequest} requestParameters Request parameters.
   *
   * @returns {Promise<RestApiResponse<QueryAllAlgoOrdersResponse>>}
   * @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#query-all-algo-orders Binance API Documentation}
   */
  queryAllAlgoOrders(requestParameters: QueryAllAlgoOrdersRequest): Promise<RestApiResponse<QueryAllAlgoOrdersResponse>>;
  /**
   * Query open order
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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.
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   * - `orderId` is self-increment for each specific `symbol`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#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
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * | Type                             | Additional mandatory parameters    |
   * | -------------------------------- | ---------------------------------- |
   * | `LIMIT`                          | `timeInForce`, `quantity`, `price` |
   * | `MARKET`                         | `quantity`                         |
   * | `STOP/TAKE_PROFIT`               | `quantity`,  `price`, `stopPrice`  |
   * | `STOP_MARKET/TAKE_PROFIT_MARKET` | `stopPrice`                        |
   * | `TRAILING_STOP_MARKET`           | `callbackRate`                     |
   *
   * - 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")
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE")
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
   * - `TRAILING_STOP_MARKET`:
   * - BUY: the lowest price after order placed ``= the lowest price * (1 + `callbackRate`)
   * - SELL: the highest price after order placed >= `activationPrice`, and the latest price
   * - 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`
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#test-order Binance API Documentation}
   */
  testOrder(requestParameters: TestOrderRequest): Promise<RestApiResponse<TestOrderResponse>>;
  /**
   * Query user's Force Orders
   *
   * Weight: **20** with symbol, **50** without symbol
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - 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
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/trade#users-force-orders Binance API Documentation}
   */
  usersForceOrders(requestParameters?: UsersForceOrdersRequest): Promise<RestApiResponse<UsersForceOrdersResponse>>;
  /**
   * Close out a user data stream.
   *
   * Weight(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/rest-api/user-data-streams#start-user-data-stream Binance API Documentation}
   */
  startUserDataStream(): Promise<RestApiResponse<StartUserDataStreamResponse$1>>;
}
declare namespace index_d_exports {
  export { AcceptTheOfferedQuoteRequest, AcceptTheOfferedQuoteResponse, AccountApi$1 as AccountApi, AccountApiInterface$1 as AccountApiInterface, AccountInformationV2Request$1 as AccountInformationV2Request, AccountInformationV2Response$1 as AccountInformationV2Response, AccountInformationV2ResponseAssetsInner, AccountInformationV2ResponsePositionsInner, AccountInformationV3Request, AccountInformationV3Response, AccountInformationV3ResponseAssetsInner, AccountInformationV3ResponsePositionsInner, AccountTradeListRequest, AccountTradeListResponse, AccountTradeListResponseInner, AdlRiskRequest, AdlRiskResponse, AdlRiskResponse1, AdlRiskResponse2, AdlRiskResponse2Inner, AllOrdersRequest, AllOrdersResponse, AllOrdersResponseInner, AssetIndexRequest$1 as AssetIndexRequest, AssetIndexResponse$1 as AssetIndexResponse, AssetIndexResponse1, AssetIndexResponse2, AssetIndexResponse2Inner, AutoCancelAllOpenOrdersRequest, AutoCancelAllOpenOrdersResponse, BasisContractTypeEnum, BasisPeriodEnum, BasisRequest, BasisResponse, BasisResponseInner, CancelAlgoOrderRequest$1 as CancelAlgoOrderRequest, CancelAlgoOrderResponse$1 as CancelAlgoOrderResponse, CancelAllAlgoOpenOrdersRequest, CancelAllAlgoOpenOrdersResponse, CancelAllOpenOrdersRequest, CancelAllOpenOrdersResponse, CancelMultipleOrdersRequest, CancelMultipleOrdersResponse, CancelMultipleOrdersResponseInner, CancelOrderRequest$1 as CancelOrderRequest, CancelOrderResponse$1 as CancelOrderResponse, ChangeInitialLeverageRequest, ChangeInitialLeverageResponse, ChangeMarginTypeMarginTypeEnum, ChangeMarginTypeRequest, ChangeMarginTypeResponse, ChangeMultiAssetsModeRequest, ChangeMultiAssetsModeResponse, ChangePositionModeRequest, ChangePositionModeResponse, CheckServerTimeResponse, ClassicPortfolioMarginAccountInformationRequest, ClassicPortfolioMarginAccountInformationResponse, CompositeIndexSymbolInformationRequest, CompositeIndexSymbolInformationResponse, CompositeIndexSymbolInformationResponseInner, CompositeIndexSymbolInformationResponseInnerBaseAssetListInner, CompressedAggregateTradesListRequest, CompressedAggregateTradesListResponse, CompressedAggregateTradesListResponseInner, ContinuousContractKlineCandlestickDataContractTypeEnum, ContinuousContractKlineCandlestickDataIntervalEnum, ContinuousContractKlineCandlestickDataItem, ContinuousContractKlineCandlestickDataItemInner, ContinuousContractKlineCandlestickDataRequest, ContinuousContractKlineCandlestickDataResponse, ConvertApi, ConvertApiInterface, CurrentAllAlgoOpenOrdersRequest, CurrentAllAlgoOpenOrdersResponse, CurrentAllAlgoOpenOrdersResponseInner, CurrentAllOpenOrdersRequest, CurrentAllOpenOrdersResponse, ExchangeInformationResponse, ExchangeInformationResponseAssetsInner, ExchangeInformationResponseRateLimitsInner, ExchangeInformationResponseSymbolsInner, ExchangeInformationResponseSymbolsInnerFiltersInner, FuturesAccountBalanceV2Request$1 as FuturesAccountBalanceV2Request, FuturesAccountBalanceV2Response$1 as FuturesAccountBalanceV2Response, FuturesAccountBalanceV2ResponseInner, FuturesAccountBalanceV3Request, FuturesAccountBalanceV3Response, FuturesAccountConfigurationRequest, FuturesAccountConfigurationResponse, FuturesTradfiPerpsContractRequest, FuturesTradfiPerpsContractResponse, FuturesTradingQuantitativeRulesIndicatorsRequest, FuturesTradingQuantitativeRulesIndicatorsResponse, FuturesTradingQuantitativeRulesIndicatorsResponseIndicators, FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsACCOUNTInner, FuturesTradingQuantitativeRulesIndicatorsResponseIndicatorsBTCUSDTInner, GetBnbBurnStatusRequest, GetBnbBurnStatusResponse, GetCurrentMultiAssetsModeRequest, GetCurrentMultiAssetsModeResponse, GetCurrentPositionModeRequest, GetCurrentPositionModeResponse, GetDownloadIdForFuturesOrderHistoryRequest, GetDownloadIdForFuturesOrderHistoryResponse, GetDownloadIdForFuturesTradeHistoryRequest, GetDownloadIdForFuturesTradeHistoryResponse, GetDownloadIdForFuturesTransactionHistoryRequest, GetDownloadIdForFuturesTransactionHistoryResponse, GetFundingRateHistoryRequest, GetFundingRateHistoryResponse, GetFundingRateHistoryResponseInner, GetFundingRateInfoResponse, GetFundingRateInfoResponseInner, GetFuturesOrderHistoryDownloadLinkByIdRequest, GetFuturesOrderHistoryDownloadLinkByIdResponse, GetFuturesTradeDownloadLinkByIdRequest, GetFuturesTradeDownloadLinkByIdResponse, GetFuturesTransactionHistoryDownloadLinkByIdRequest, GetFuturesTransactionHistoryDownloadLinkByIdResponse, GetIncomeHistoryIncomeTypeEnum, GetIncomeHistoryRequest, GetIncomeHistoryResponse, GetIncomeHistoryResponseInner, GetOrderModifyHistoryRequest, GetOrderModifyHistoryResponse, GetOrderModifyHistoryResponseInner, GetOrderModifyHistoryResponseInnerAmendment, GetOrderModifyHistoryResponseInnerAmendmentOrigQty, GetOrderModifyHistoryResponseInnerAmendmentPrice, GetPositionMarginChangeHistoryRequest, GetPositionMarginChangeHistoryResponse, GetPositionMarginChangeHistoryResponseInner, IndexPriceKlineCandlestickDataIntervalEnum, IndexPriceKlineCandlestickDataItem, IndexPriceKlineCandlestickDataItemInner, IndexPriceKlineCandlestickDataRequest, IndexPriceKlineCandlestickDataResponse, KeepaliveUserDataStreamResponse$1 as KeepaliveUserDataStreamResponse, KlineCandlestickDataIntervalEnum, KlineCandlestickDataItem, KlineCandlestickDataItemInner, KlineCandlestickDataRequest, KlineCandlestickDataResponse, ListAllConvertPairsRequest, ListAllConvertPairsResponse, ListAllConvertPairsResponseInner, LongShortRatioPeriodEnum, LongShortRatioRequest, LongShortRatioResponse, LongShortRatioResponseInner, MarkPriceKlineCandlestickDataIntervalEnum, MarkPriceKlineCandlestickDataItem, MarkPriceKlineCandlestickDataItemInner, MarkPriceKlineCandlestickDataRequest, MarkPriceKlineCandlestickDataResponse, MarkPriceRequest, MarkPriceResponse, MarkPriceResponse1, MarkPriceResponse2, MarkPriceResponse2Inner, MarketDataApi$1 as MarketDataApi, MarketDataApiInterface$1 as MarketDataApiInterface, ModifyIsolatedPositionMarginRequest, ModifyIsolatedPositionMarginResponse, ModifyMultipleOrdersBatchOrdersParameterInner, ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum, ModifyMultipleOrdersRequest, ModifyMultipleOrdersResponse, ModifyMultipleOrdersResponseInner, ModifyOrderPriceMatchEnum$1 as ModifyOrderPriceMatchEnum, ModifyOrderRequest$1 as ModifyOrderRequest, ModifyOrderResponse$1 as ModifyOrderResponse, ModifyOrderSideEnum$1 as ModifyOrderSideEnum, NewAlgoOrderAlgoTypeEnum$1 as NewAlgoOrderAlgoTypeEnum, NewAlgoOrderClosePositionEnum$1 as NewAlgoOrderClosePositionEnum, NewAlgoOrderNewOrderRespTypeEnum$1 as NewAlgoOrderNewOrderRespTypeEnum, NewAlgoOrderPriceMatchEnum$1 as NewAlgoOrderPriceMatchEnum, NewAlgoOrderPriceProtectEnum$1 as NewAlgoOrderPriceProtectEnum, NewAlgoOrderReduceOnlyEnum$1 as NewAlgoOrderReduceOnlyEnum, NewAlgoOrderRequest$1 as NewAlgoOrderRequest, NewAlgoOrderResponse$1 as NewAlgoOrderResponse, NewAlgoOrderSelfTradePreventionModeEnum$1 as NewAlgoOrderSelfTradePreventionModeEnum, NewAlgoOrderSideEnum$1 as NewAlgoOrderSideEnum, NewAlgoOrderTimeInForceEnum$1 as NewAlgoOrderTimeInForceEnum, NewAlgoOrderTypeEnum$1 as NewAlgoOrderTypeEnum, NewAlgoOrderWorkingTypeEnum$1 as NewAlgoOrderWorkingTypeEnum, NewOrderNewOrderRespTypeEnum$1 as NewOrderNewOrderRespTypeEnum, NewOrderPriceMatchEnum$1 as NewOrderPriceMatchEnum, NewOrderReduceOnlyEnum$1 as NewOrderReduceOnlyEnum, NewOrderRequest$1 as NewOrderRequest, NewOrderResponse$1 as NewOrderResponse, NewOrderSelfTradePreventionModeEnum$1 as NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum$1 as NewOrderSideEnum, NewOrderTimeInForceEnum$1 as NewOrderTimeInForceEnum, NewOrderTypeEnum$1 as NewOrderTypeEnum, NotionalAndLeverageBracketsRequest, NotionalAndLeverageBracketsResponse, NotionalAndLeverageBracketsResponse1, NotionalAndLeverageBracketsResponse1Inner, NotionalAndLeverageBracketsResponse1InnerBracketsInner, NotionalAndLeverageBracketsResponse2, NotionalAndLeverageBracketsResponse2BracketsInner, OldTradesLookupRequest, OldTradesLookupResponse, OldTradesLookupResponseInner, OpenInterestRequest, OpenInterestResponse, OpenInterestStatisticsPeriodEnum, OpenInterestStatisticsRequest, OpenInterestStatisticsResponse, OpenInterestStatisticsResponseInner, OrderBookRequest$1 as OrderBookRequest, OrderBookResponse$1 as OrderBookResponse, OrderStatusRequest, OrderStatusResponse, PlaceMultipleOrdersBatchOrdersParameterInner, PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum, PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum, PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, PlaceMultipleOrdersBatchOrdersParameterInnerReduceOnlyEnum, PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum, PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum, PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum, PlaceMultipleOrdersBatchOrdersParameterInnerTypeEnum, PlaceMultipleOrdersRequest, PlaceMultipleOrdersResponse, PlaceMultipleOrdersResponseInner, PortfolioMarginEndpointsApi, PortfolioMarginEndpointsApiInterface, PositionAdlQuantileEstimationRequest, PositionAdlQuantileEstimationResponse, PositionAdlQuantileEstimationResponseInner, PositionAdlQuantileEstimationResponseInnerAdlQuantile, PositionInformationV2Request$1 as PositionInformationV2Request, PositionInformationV2Response$1 as PositionInformationV2Response, PositionInformationV2ResponseInner, PositionInformationV3Request, PositionInformationV3Response, PositionInformationV3ResponseInner, PremiumIndexKlineDataIntervalEnum, PremiumIndexKlineDataItem, PremiumIndexKlineDataItemInner, PremiumIndexKlineDataRequest, PremiumIndexKlineDataResponse, QuarterlyContractSettlementPriceRequest, QuarterlyContractSettlementPriceResponse, QuarterlyContractSettlementPriceResponseInner, QueryAlgoOrderRequest, QueryAlgoOrderResponse, QueryAllAlgoOrdersRequest, QueryAllAlgoOrdersResponse, QueryAllAlgoOrdersResponseInner, QueryCurrentOpenOrderRequest, QueryCurrentOpenOrderResponse, QueryIndexPriceConstituentsRequest, QueryIndexPriceConstituentsResponse, QueryIndexPriceConstituentsResponseConstituentsInner, QueryInsuranceFundBalanceSnapshotRequest, QueryInsuranceFundBalanceSnapshotResponse, QueryInsuranceFundBalanceSnapshotResponse1, QueryInsuranceFundBalanceSnapshotResponse1AssetsInner, QueryInsuranceFundBalanceSnapshotResponse2, QueryInsuranceFundBalanceSnapshotResponse2Inner, QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner, QueryOrderRequest$1 as QueryOrderRequest, QueryOrderResponse$1 as QueryOrderResponse, QueryUserRateLimitRequest, QueryUserRateLimitResponse, QueryUserRateLimitResponseInner, RecentTradesListRequest, RecentTradesListResponse, RecentTradesListResponseInner, RestAPI, RpiOrderBookRequest, RpiOrderBookResponse, SendQuoteRequestRequest, SendQuoteRequestResponse, StartUserDataStreamResponse$1 as StartUserDataStreamResponse, SymbolConfigurationRequest, SymbolConfigurationResponse, SymbolConfigurationResponseInner, SymbolOrderBookTickerRequest$1 as SymbolOrderBookTickerRequest, SymbolOrderBookTickerResponse$1 as SymbolOrderBookTickerResponse, SymbolOrderBookTickerResponse1$1 as SymbolOrderBookTickerResponse1, SymbolOrderBookTickerResponse2$1 as SymbolOrderBookTickerResponse2, SymbolOrderBookTickerResponse2Inner, SymbolPriceTickerRequest$1 as SymbolPriceTickerRequest, SymbolPriceTickerResponse$1 as SymbolPriceTickerResponse, SymbolPriceTickerResponse1$1 as SymbolPriceTickerResponse1, SymbolPriceTickerResponse2$1 as SymbolPriceTickerResponse2, SymbolPriceTickerResponse2Inner, SymbolPriceTickerV2Request, SymbolPriceTickerV2Response, SymbolPriceTickerV2Response1, SymbolPriceTickerV2Response2, TakerBuySellVolumePeriodEnum, TakerBuySellVolumeRequest, TakerBuySellVolumeResponse, TakerBuySellVolumeResponseInner, TestOrderClosePositionEnum, TestOrderNewOrderRespTypeEnum, TestOrderPositionSideEnum, TestOrderPriceMatchEnum, TestOrderPriceProtectEnum, TestOrderReduceOnlyEnum, TestOrderRequest, TestOrderResponse, TestOrderSelfTradePreventionModeEnum, TestOrderSideEnum, TestOrderTimeInForceEnum, TestOrderTypeEnum, TestOrderWorkingTypeEnum, Ticker24hrPriceChangeStatisticsRequest, Ticker24hrPriceChangeStatisticsResponse, Ticker24hrPriceChangeStatisticsResponse1, Ticker24hrPriceChangeStatisticsResponse2, Ticker24hrPriceChangeStatisticsResponse2Inner, ToggleBnbBurnOnFuturesTradeRequest, ToggleBnbBurnOnFuturesTradeResponse, TopTraderLongShortRatioAccountsPeriodEnum, TopTraderLongShortRatioAccountsRequest, TopTraderLongShortRatioAccountsResponse, TopTraderLongShortRatioAccountsResponseInner, TopTraderLongShortRatioPositionsPeriodEnum, TopTraderLongShortRatioPositionsRequest, TopTraderLongShortRatioPositionsResponse, TopTraderLongShortRatioPositionsResponseInner, TradeApi$1 as TradeApi, TradeApiInterface$1 as TradeApiInterface, TradingScheduleResponse, TradingScheduleResponseMarketSchedules, TradingScheduleResponseMarketSchedulesCOMMODITY, TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner, TradingScheduleResponseMarketSchedulesEQUITY, TradingScheduleResponseMarketSchedulesEQUITYSessionsInner, TradingScheduleResponseMarketSchedulesHKEQUITY, TradingScheduleResponseMarketSchedulesHKEQUITYSessionsInner, TradingScheduleResponseMarketSchedulesKREQUITY, TradingScheduleResponseMarketSchedulesKREQUITYSessionsInner, UserCommissionRateRequest, UserCommissionRateResponse, UserDataStreamsApi$1 as UserDataStreamsApi, UserDataStreamsApiInterface$1 as UserDataStreamsApiInterface, UsersForceOrdersAutoCloseTypeEnum, UsersForceOrdersRequest, UsersForceOrdersResponse, UsersForceOrdersResponseInner };
}
//#endregion
//#region src/websocket-api/types/account-information-response-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AccountInformationResponseRateLimitsInner
 */
interface AccountInformationResponseRateLimitsInner {
  /**
   *
   * @type {string}
   * @memberof AccountInformationResponseRateLimitsInner
   */
  rateLimitType?: string;
  /**
   *
   * @type {string}
   * @memberof AccountInformationResponseRateLimitsInner
   */
  interval?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountInformationResponseRateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountInformationResponseRateLimitsInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountInformationResponseRateLimitsInner
   */
  count?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/account-information-response-result-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * asset name
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  asset?: string;
  /**
   * wallet balance
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  walletBalance?: string;
  /**
   * unrealized profit
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  unrealizedProfit?: string;
  /**
   * margin balance
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  marginBalance?: string;
  /**
   * maintenance margin required
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  maintMargin?: string;
  /**
   * total initial margin required with current mark price
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  initialMargin?: string;
  /**
   * initial margin required for positions with current mark price
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  positionInitialMargin?: string;
  /**
   * initial margin required for open orders with current mark price
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  openOrderInitialMargin?: string;
  /**
   * crossed wallet balance
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  crossWalletBalance?: string;
  /**
   * unrealized profit of crossed positions
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  crossUnPnl?: string;
  /**
   * available balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  availableBalance?: string;
  /**
   * maximum amount for transfer out, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  maxWithdrawAmount?: string;
  /**
   * whether the asset can be used as margin in Multi-Assets mode
   * @type {boolean}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  marginAvailable?: boolean;
  /**
   * reserved property, please ignore
   * @type {number | bigint}
   * @memberof AccountInformationResponseResultAssetsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/account-information-response-result-positions-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * symbol name
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  symbol?: string;
  /**
   * total initial margin required with current mark price
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  initialMargin?: string;
  /**
   * maintenance margin required
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  maintMargin?: string;
  /**
   * unrealized profit
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  unrealizedProfit?: string;
  /**
   * initial margin required for positions with current mark price
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  positionInitialMargin?: string;
  /**
   * initial margin required for open orders with current mark price
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  openOrderInitialMargin?: string;
  /**
   * current initial leverage
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  leverage?: string;
  /**
   * if the position is isolated
   * @type {boolean}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  isolated?: boolean;
  /**
   * average entry price
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  entryPrice?: string;
  /**
   * maximum available notional with current leverage
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  maxNotional?: string;
  /**
   * bids notional, ignore
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  bidNotional?: string;
  /**
   * ask notional, ignore
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  askNotional?: string;
  /**
   * position side
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  positionSide?: string;
  /**
   * position amount
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  positionAmt?: string;
  /**
   * reserved property, please ignore
   * @type {number | bigint}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  updateTime?: number | bigint;
  /**
   * average entry price
   * @type {string}
   * @memberof AccountInformationResponseResultPositionsInner
   */
  breakEvenPrice?: string;
}
//#endregion
//#region src/websocket-api/types/account-information-response-result.d.ts
/**
 *
 * @export
 * @interface AccountInformationResponseResult
 */
interface AccountInformationResponseResult {
  /**
   * account commission tier
   * @type {number | bigint}
   * @memberof AccountInformationResponseResult
   */
  feeTier?: number | bigint;
  /**
   * if can trade
   * @type {boolean}
   * @memberof AccountInformationResponseResult
   */
  canTrade?: boolean;
  /**
   * if can transfer in asset
   * @type {boolean}
   * @memberof AccountInformationResponseResult
   */
  canDeposit?: boolean;
  /**
   * if can transfer out asset
   * @type {boolean}
   * @memberof AccountInformationResponseResult
   */
  canWithdraw?: boolean;
  /**
   * reserved property, please ignore
   * @type {number | bigint}
   * @memberof AccountInformationResponseResult
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {boolean}
   * @memberof AccountInformationResponseResult
   */
  multiAssetsMargin?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountInformationResponseResult
   */
  tradeGroupId?: number | bigint;
  /**
   * total initial margin required with current mark price (useless with isolated positions), only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalInitialMargin?: string;
  /**
   * the sum of USD value of all cross positions maintenance margin
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalMaintMargin?: string;
  /**
   * total wallet balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalWalletBalance?: string;
  /**
   * total unrealized profit, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalUnrealizedProfit?: string;
  /**
   * total margin balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalMarginBalance?: string;
  /**
   * initial margin required for positions with current mark price, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalPositionInitialMargin?: string;
  /**
   * initial margin required for open orders with current mark price, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalOpenOrderInitialMargin?: string;
  /**
   * crossed wallet balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalCrossWalletBalance?: string;
  /**
   * unrealized profit of crossed positions, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  totalCrossUnPnl?: string;
  /**
   * available balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  availableBalance?: string;
  /**
   * maximum amount for transfer out, only for USDT asset
   * @type {string}
   * @memberof AccountInformationResponseResult
   */
  maxWithdrawAmount?: string;
  /**
   *
   * @type {Array<AccountInformationResponseResultAssetsInner>}
   * @memberof AccountInformationResponseResult
   */
  assets?: Array<AccountInformationResponseResultAssetsInner>;
  /**
   * positions of all symbols in the market are returned
   * @type {Array<AccountInformationResponseResultPositionsInner>}
   * @memberof AccountInformationResponseResult
   */
  positions?: Array<AccountInformationResponseResultPositionsInner>;
}
//#endregion
//#region src/websocket-api/types/account-information-response.d.ts
/**
 *
 * @export
 * @interface AccountInformationResponse
 */
interface AccountInformationResponse {
  /**
   *
   * @type {string}
   * @memberof AccountInformationResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountInformationResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {AccountInformationResponseResult}
   * @memberof AccountInformationResponse
   */
  result?: AccountInformationResponseResult;
  /**
   *
   * @type {Array<AccountInformationResponseRateLimitsInner>}
   * @memberof AccountInformationResponse
   */
  rateLimits?: Array<AccountInformationResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/account-information-v2-response-result-assets-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * asset name
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  asset?: string;
  /**
   * wallet balance
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  walletBalance?: string;
  /**
   * unrealized profit
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  unrealizedProfit?: string;
  /**
   * margin balance
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  marginBalance?: string;
  /**
   * maintenance margin required
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  maintMargin?: string;
  /**
   * total initial margin required with current mark price
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  initialMargin?: string;
  /**
   * initial margin required for positions with current mark price
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  positionInitialMargin?: string;
  /**
   * initial margin required for open orders with current mark price
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  openOrderInitialMargin?: string;
  /**
   * crossed wallet balance
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  crossWalletBalance?: string;
  /**
   * unrealized profit of crossed positions
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  crossUnPnl?: string;
  /**
   * available balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  availableBalance?: string;
  /**
   * maximum amount for transfer out, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  maxWithdrawAmount?: string;
  /**
   * whether the asset can be used as margin in Multi-Assets mode
   * @type {boolean}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  marginAvailable?: boolean;
  /**
   * last update time
   * @type {number | bigint}
   * @memberof AccountInformationV2ResponseResultAssetsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/account-information-v2-response-result-positions-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * position side
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  positionSide?: string;
  /**
   *
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  positionAmt?: string;
  /**
   * unrealized profit
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  unrealizedProfit?: string;
  /**
   *
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  isolatedMargin?: string;
  /**
   *
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  notional?: string;
  /**
   *
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  isolatedWallet?: string;
  /**
   * total initial margin required with current mark price
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  initialMargin?: string;
  /**
   * maintenance margin required
   * @type {string}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  maintMargin?: string;
  /**
   * last update time
   * @type {number | bigint}
   * @memberof AccountInformationV2ResponseResultPositionsInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/account-information-v2-response-result.d.ts
/**
 *
 * @export
 * @interface AccountInformationV2ResponseResult
 */
interface AccountInformationV2ResponseResult {
  /**
   * total initial margin required with current mark price (useless with isolated positions), only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalInitialMargin?: string;
  /**
   * the sum of USD value of all cross positions maintenance margin
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalMaintMargin?: string;
  /**
   * total wallet balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalWalletBalance?: string;
  /**
   * total unrealized profit, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalUnrealizedProfit?: string;
  /**
   * total margin balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalMarginBalance?: string;
  /**
   * initial margin required for positions with current mark price, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalPositionInitialMargin?: string;
  /**
   * initial margin required for open orders with current mark price, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalOpenOrderInitialMargin?: string;
  /**
   * crossed wallet balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalCrossWalletBalance?: string;
  /**
   * unrealized profit of crossed positions, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  totalCrossUnPnl?: string;
  /**
   * available balance, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  availableBalance?: string;
  /**
   * maximum amount for transfer out, only for USDT asset
   * @type {string}
   * @memberof AccountInformationV2ResponseResult
   */
  maxWithdrawAmount?: string;
  /**
   * For assets that are quote assets, USDT/USDC/BTC
   * @type {Array<AccountInformationV2ResponseResultAssetsInner>}
   * @memberof AccountInformationV2ResponseResult
   */
  assets?: Array<AccountInformationV2ResponseResultAssetsInner>;
  /**
   * positions of all symbols user had position/ open orders are returned
   * @type {Array<AccountInformationV2ResponseResultPositionsInner>}
   * @memberof AccountInformationV2ResponseResult
   */
  positions?: Array<AccountInformationV2ResponseResultPositionsInner>;
}
//#endregion
//#region src/websocket-api/types/account-information-v2-response.d.ts
/**
 *
 * @export
 * @interface AccountInformationV2Response
 */
interface AccountInformationV2Response {
  /**
   *
   * @type {string}
   * @memberof AccountInformationV2Response
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof AccountInformationV2Response
   */
  status?: number | bigint;
  /**
   *
   * @type {AccountInformationV2ResponseResult}
   * @memberof AccountInformationV2Response
   */
  result?: AccountInformationV2ResponseResult;
  /**
   *
   * @type {Array<AccountInformationResponseRateLimitsInner>}
   * @memberof AccountInformationV2Response
   */
  rateLimits?: Array<AccountInformationResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/cancel-algo-order-response-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 CancelAlgoOrderResponseRateLimitsInner
 */
interface CancelAlgoOrderResponseRateLimitsInner {
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponseRateLimitsInner
   */
  rateLimitType?: string;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponseRateLimitsInner
   */
  interval?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAlgoOrderResponseRateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAlgoOrderResponseRateLimitsInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAlgoOrderResponseRateLimitsInner
   */
  count?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/cancel-algo-order-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 CancelAlgoOrderResponseResult
 */
interface CancelAlgoOrderResponseResult {
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAlgoOrderResponseResult
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponseResult
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponseResult
   */
  code?: string;
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponseResult
   */
  msg?: string;
}
//#endregion
//#region src/websocket-api/types/cancel-algo-order-response.d.ts
/**
 *
 * @export
 * @interface CancelAlgoOrderResponse
 */
interface CancelAlgoOrderResponse {
  /**
   *
   * @type {string}
   * @memberof CancelAlgoOrderResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelAlgoOrderResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {CancelAlgoOrderResponseResult}
   * @memberof CancelAlgoOrderResponse
   */
  result?: CancelAlgoOrderResponseResult;
  /**
   *
   * @type {Array<CancelAlgoOrderResponseRateLimitsInner>}
   * @memberof CancelAlgoOrderResponse
   */
  rateLimits?: Array<CancelAlgoOrderResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/cancel-order-response-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof CancelOrderResponseRateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelOrderResponseRateLimitsInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelOrderResponseRateLimitsInner
   */
  count?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/cancel-order-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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
   */
  executedQty?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelOrderResponseResult
   */
  orderId?: number | bigint;
  /**
   *
   * @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 | bigint}
   * @memberof CancelOrderResponseResult
   */
  updateTime?: number | bigint;
  /**
   *
   * @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 | bigint}
   * @memberof CancelOrderResponseResult
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/cancel-order-response.d.ts
/**
 *
 * @export
 * @interface CancelOrderResponse
 */
interface CancelOrderResponse {
  /**
   *
   * @type {string}
   * @memberof CancelOrderResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof CancelOrderResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {CancelOrderResponseResult}
   * @memberof CancelOrderResponse
   */
  result?: CancelOrderResponseResult;
  /**
   *
   * @type {Array<CancelOrderResponseRateLimitsInner>}
   * @memberof CancelOrderResponse
   */
  rateLimits?: Array<CancelOrderResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/symbol-order-book-ticker-response1-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse1RateLimitsInner
   */
  count?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/close-user-data-stream-response.d.ts
/**
 *
 * @export
 * @interface CloseUserDataStreamResponse
 */
interface CloseUserDataStreamResponse {
  /**
   *
   * @type {string}
   * @memberof CloseUserDataStreamResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof CloseUserDataStreamResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {object}
   * @memberof CloseUserDataStreamResponse
   */
  result?: object;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof CloseUserDataStreamResponse
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/futures-account-balance-response-result-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 FuturesAccountBalanceResponseResultInner
 */
interface FuturesAccountBalanceResponseResultInner {
  /**
   * unique account code
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  accountAlias?: string;
  /**
   * asset name
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  asset?: string;
  /**
   * wallet balance
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  balance?: string;
  /**
   * crossed wallet balance
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  crossWalletBalance?: string;
  /**
   * unrealized profit of crossed positions
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  crossUnPnl?: string;
  /**
   * available balance
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  availableBalance?: string;
  /**
   * maximum amount for transfer out
   * @type {string}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  maxWithdrawAmount?: string;
  /**
   * whether the asset can be used as margin in Multi-Assets mode
   * @type {boolean}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  marginAvailable?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof FuturesAccountBalanceResponseResultInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/futures-account-balance-response.d.ts
/**
 *
 * @export
 * @interface FuturesAccountBalanceResponse
 */
interface FuturesAccountBalanceResponse {
  /**
   *
   * @type {string}
   * @memberof FuturesAccountBalanceResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof FuturesAccountBalanceResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {Array<FuturesAccountBalanceResponseResultInner>}
   * @memberof FuturesAccountBalanceResponse
   */
  result?: Array<FuturesAccountBalanceResponseResultInner>;
  /**
   *
   * @type {Array<AccountInformationResponseRateLimitsInner>}
   * @memberof FuturesAccountBalanceResponse
   */
  rateLimits?: Array<AccountInformationResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/futures-account-balance-v2-response.d.ts
/**
 *
 * @export
 * @interface FuturesAccountBalanceV2Response
 */
interface FuturesAccountBalanceV2Response {
  /**
   *
   * @type {string}
   * @memberof FuturesAccountBalanceV2Response
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof FuturesAccountBalanceV2Response
   */
  status?: number | bigint;
  /**
   *
   * @type {Array<FuturesAccountBalanceResponseResultInner>}
   * @memberof FuturesAccountBalanceV2Response
   */
  result?: Array<FuturesAccountBalanceResponseResultInner>;
  /**
   *
   * @type {Array<AccountInformationResponseRateLimitsInner>}
   * @memberof FuturesAccountBalanceV2Response
   */
  rateLimits?: Array<AccountInformationResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/keepalive-user-data-stream-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/websocket-api/types/keepalive-user-data-stream-response.d.ts
/**
 *
 * @export
 * @interface KeepaliveUserDataStreamResponse
 */
interface KeepaliveUserDataStreamResponse {
  /**
   *
   * @type {string}
   * @memberof KeepaliveUserDataStreamResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof KeepaliveUserDataStreamResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {KeepaliveUserDataStreamResponseResult}
   * @memberof KeepaliveUserDataStreamResponse
   */
  result?: KeepaliveUserDataStreamResponseResult;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof KeepaliveUserDataStreamResponse
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/modify-order-response-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ModifyOrderResponseRateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyOrderResponseRateLimitsInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyOrderResponseRateLimitsInner
   */
  count?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/modify-order-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof ModifyOrderResponseResult
   */
  orderId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  status?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  clientOrderId?: string;
  /**
   * user-defined modification identifier, only returned if provided in the request
   * @type {number | bigint}
   * @memberof ModifyOrderResponseResult
   */
  modifyId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  origQty?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  executedQty?: string;
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponseResult
   */
  cumQty?: 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 | bigint}
   * @memberof ModifyOrderResponseResult
   */
  goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyOrderResponseResult
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/modify-order-response.d.ts
/**
 *
 * @export
 * @interface ModifyOrderResponse
 */
interface ModifyOrderResponse {
  /**
   *
   * @type {string}
   * @memberof ModifyOrderResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof ModifyOrderResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {ModifyOrderResponseResult}
   * @memberof ModifyOrderResponse
   */
  result?: ModifyOrderResponseResult;
  /**
   *
   * @type {Array<ModifyOrderResponseRateLimitsInner>}
   * @memberof ModifyOrderResponse
   */
  rateLimits?: Array<ModifyOrderResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/new-algo-order-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 NewAlgoOrderResponseResult
 */
interface NewAlgoOrderResponseResult {
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponseResult
   */
  algoId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  clientAlgoId?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  algoType?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  orderType?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  side?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  positionSide?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  timeInForce?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  quantity?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  algoStatus?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  triggerPrice?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  price?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  icebergQuantity?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  selfTradePreventionMode?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  workingType?: string;
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponseResult
   */
  priceMatch?: string;
  /**
   *
   * @type {boolean}
   * @memberof NewAlgoOrderResponseResult
   */
  closePosition?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof NewAlgoOrderResponseResult
   */
  priceProtect?: boolean;
  /**
   *
   * @type {boolean}
   * @memberof NewAlgoOrderResponseResult
   */
  reduceOnly?: boolean;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponseResult
   */
  createTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponseResult
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponseResult
   */
  triggerTime?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponseResult
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/new-algo-order-response.d.ts
/**
 *
 * @export
 * @interface NewAlgoOrderResponse
 */
interface NewAlgoOrderResponse {
  /**
   *
   * @type {string}
   * @memberof NewAlgoOrderResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof NewAlgoOrderResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {NewAlgoOrderResponseResult}
   * @memberof NewAlgoOrderResponse
   */
  result?: NewAlgoOrderResponseResult;
  /**
   *
   * @type {Array<CancelOrderResponseRateLimitsInner>}
   * @memberof NewAlgoOrderResponse
   */
  rateLimits?: Array<CancelOrderResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/new-order-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof NewOrderResponseResult
   */
  orderId?: number | bigint;
  /**
   *
   * @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
   */
  origQty?: string;
  /**
   *
   * @type {string}
   * @memberof NewOrderResponseResult
   */
  executedQty?: string;
  /**
   *
   * @type {string}
   * @memberof NewOrderResponseResult
   */
  cumQty?: 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 | bigint}
   * @memberof NewOrderResponseResult
   */
  goodTillDate?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof NewOrderResponseResult
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/new-order-response.d.ts
/**
 *
 * @export
 * @interface NewOrderResponse
 */
interface NewOrderResponse {
  /**
   *
   * @type {string}
   * @memberof NewOrderResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof NewOrderResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {NewOrderResponseResult}
   * @memberof NewOrderResponse
   */
  result?: NewOrderResponseResult;
  /**
   *
   * @type {Array<ModifyOrderResponseRateLimitsInner>}
   * @memberof NewOrderResponse
   */
  rateLimits?: Array<ModifyOrderResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/order-book-response-rate-limits-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof OrderBookResponseRateLimitsInner
   */
  intervalNum?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof OrderBookResponseRateLimitsInner
   */
  limit?: number | bigint;
  /**
   *
   * @type {number | bigint}
   * @memberof OrderBookResponseRateLimitsInner
   */
  count?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/order-book-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof OrderBookResponseResult
   */
  lastUpdateId?: number | bigint;
  /**
   * Message output time
   * @type {number | bigint}
   * @memberof OrderBookResponseResult
   */
  E?: number | bigint;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof OrderBookResponseResult
   */
  T?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/order-book-response.d.ts
/**
 *
 * @export
 * @interface OrderBookResponse
 */
interface OrderBookResponse {
  /**
   *
   * @type {string}
   * @memberof OrderBookResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof OrderBookResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {OrderBookResponseResult}
   * @memberof OrderBookResponse
   */
  result?: OrderBookResponseResult;
  /**
   * Bid orders. Each entry is [price, quantity].
   * @type {Array<Array<string>>}
   * @memberof OrderBookResponse
   */
  bids?: Array<Array<string>>;
  /**
   * Ask orders. Each entry is [price, quantity].
   * @type {Array<Array<string>>}
   * @memberof OrderBookResponse
   */
  asks?: Array<Array<string>>;
  /**
   *
   * @type {Array<OrderBookResponseRateLimitsInner>}
   * @memberof OrderBookResponse
   */
  rateLimits?: Array<OrderBookResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/position-information-response-result-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof PositionInformationResponseResultInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/position-information-response.d.ts
/**
 *
 * @export
 * @interface PositionInformationResponse
 */
interface PositionInformationResponse {
  /**
   *
   * @type {string}
   * @memberof PositionInformationResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof PositionInformationResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {Array<PositionInformationResponseResultInner>}
   * @memberof PositionInformationResponse
   */
  result?: Array<PositionInformationResponseResultInner>;
  /**
   *
   * @type {Array<AccountInformationResponseRateLimitsInner>}
   * @memberof PositionInformationResponse
   */
  rateLimits?: Array<AccountInformationResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/position-information-v2-response-result-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * Position Side
   * @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;
  /**
   * Unrealized Profit
   * @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;
  /**
   * Initial Margin
   * @type {string}
   * @memberof PositionInformationV2ResponseResultInner
   */
  initialMargin?: string;
  /**
   * Maintainance Margin
   * @type {string}
   * @memberof PositionInformationV2ResponseResultInner
   */
  maintMargin?: string;
  /**
   * Position Initial Margin
   * @type {string}
   * @memberof PositionInformationV2ResponseResultInner
   */
  positionInitialMargin?: string;
  /**
   * Open Order Initial Margin
   * @type {string}
   * @memberof PositionInformationV2ResponseResultInner
   */
  openOrderInitialMargin?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof PositionInformationV2ResponseResultInner
   */
  adl?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof PositionInformationV2ResponseResultInner
   */
  bidNotional?: string;
  /**
   *
   * @type {string}
   * @memberof PositionInformationV2ResponseResultInner
   */
  askNotional?: string;
  /**
   * Update Time
   * @type {number | bigint}
   * @memberof PositionInformationV2ResponseResultInner
   */
  updateTime?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/position-information-v2-response.d.ts
/**
 *
 * @export
 * @interface PositionInformationV2Response
 */
interface PositionInformationV2Response {
  /**
   *
   * @type {string}
   * @memberof PositionInformationV2Response
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof PositionInformationV2Response
   */
  status?: number | bigint;
  /**
   *
   * @type {Array<PositionInformationV2ResponseResultInner>}
   * @memberof PositionInformationV2Response
   */
  result?: Array<PositionInformationV2ResponseResultInner>;
  /**
   *
   * @type {Array<AccountInformationResponseRateLimitsInner>}
   * @memberof PositionInformationV2Response
   */
  rateLimits?: Array<AccountInformationResponseRateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/query-order-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof QueryOrderResponseResult
   */
  orderId?: number | bigint;
  /**
   *
   * @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;
  /**
   * please ignore when order type is TRAILING_STOP_MARKET
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  stopPrice?: string;
  /**
   * if Close-All
   * @type {boolean}
   * @memberof QueryOrderResponseResult
   */
  closePosition?: boolean;
  /**
   *
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  symbol?: string;
  /**
   * order time
   * @type {number | bigint}
   * @memberof QueryOrderResponseResult
   */
  time?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  timeInForce?: string;
  /**
   *
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  type?: string;
  /**
   * activation price, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  activatePrice?: string;
  /**
   * callback rate, only return with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  priceRate?: string;
  /**
   * update time
   * @type {number | bigint}
   * @memberof QueryOrderResponseResult
   */
  updateTime?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  workingType?: string;
  /**
   * if conditional order trigger is protected
   * @type {boolean}
   * @memberof QueryOrderResponseResult
   */
  priceProtect?: boolean;
  /**
   *
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  priceMatch?: string;
  /**
   * Self-trade prevention mode
   * @type {string}
   * @memberof QueryOrderResponseResult
   */
  selfTradePreventionMode?: string;
  /**
   * Order good till date timestamp
   * @type {number | bigint}
   * @memberof QueryOrderResponseResult
   */
  goodTillDate?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/query-order-response.d.ts
/**
 *
 * @export
 * @interface QueryOrderResponse
 */
interface QueryOrderResponse {
  /**
   *
   * @type {string}
   * @memberof QueryOrderResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof QueryOrderResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {QueryOrderResponseResult}
   * @memberof QueryOrderResponse
   */
  result?: QueryOrderResponseResult;
}
//#endregion
//#region src/websocket-api/types/start-user-data-stream-response-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
}
//#endregion
//#region src/websocket-api/types/start-user-data-stream-response.d.ts
/**
 *
 * @export
 * @interface StartUserDataStreamResponse
 */
interface StartUserDataStreamResponse {
  /**
   *
   * @type {string}
   * @memberof StartUserDataStreamResponse
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof StartUserDataStreamResponse
   */
  status?: number | bigint;
  /**
   *
   * @type {StartUserDataStreamResponseResult}
   * @memberof StartUserDataStreamResponse
   */
  result?: StartUserDataStreamResponseResult;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof StartUserDataStreamResponse
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/symbol-order-book-ticker-response1-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 | bigint}
   * @memberof SymbolOrderBookTickerResponse1Result
   */
  lastUpdateId?: number | bigint;
  /**
   *
   * @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;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse1Result
   */
  time?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/symbol-order-book-ticker-response1.d.ts
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse1
 */
interface SymbolOrderBookTickerResponse1 {
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse1
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse1
   */
  status?: number | bigint;
  /**
   *
   * @type {SymbolOrderBookTickerResponse1Result}
   * @memberof SymbolOrderBookTickerResponse1
   */
  result?: SymbolOrderBookTickerResponse1Result;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof SymbolOrderBookTickerResponse1
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/symbol-order-book-ticker-response2-result-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 SymbolOrderBookTickerResponse2ResultInner
 */
interface SymbolOrderBookTickerResponse2ResultInner {
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  lastUpdateId?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  bidPrice?: string;
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  bidQty?: string;
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  askPrice?: string;
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  askQty?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse2ResultInner
   */
  time?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/symbol-order-book-ticker-response2.d.ts
/**
 *
 * @export
 * @interface SymbolOrderBookTickerResponse2
 */
interface SymbolOrderBookTickerResponse2 {
  /**
   *
   * @type {string}
   * @memberof SymbolOrderBookTickerResponse2
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolOrderBookTickerResponse2
   */
  status?: number | bigint;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse2ResultInner>}
   * @memberof SymbolOrderBookTickerResponse2
   */
  result?: Array<SymbolOrderBookTickerResponse2ResultInner>;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof SymbolOrderBookTickerResponse2
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/symbol-order-book-ticker-response.d.ts
/**
 * @type SymbolOrderBookTickerResponse
 */
type SymbolOrderBookTickerResponse = SymbolOrderBookTickerResponse1 | SymbolOrderBookTickerResponse2;
//#endregion
//#region src/websocket-api/types/symbol-price-ticker-response1-result.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolPriceTickerResponse1Result
   */
  time?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/symbol-price-ticker-response1.d.ts
/**
 *
 * @export
 * @interface SymbolPriceTickerResponse1
 */
interface SymbolPriceTickerResponse1 {
  /**
   *
   * @type {string}
   * @memberof SymbolPriceTickerResponse1
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolPriceTickerResponse1
   */
  status?: number | bigint;
  /**
   *
   * @type {SymbolPriceTickerResponse1Result}
   * @memberof SymbolPriceTickerResponse1
   */
  result?: SymbolPriceTickerResponse1Result;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof SymbolPriceTickerResponse1
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/symbol-price-ticker-response2-result-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket API
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 SymbolPriceTickerResponse2ResultInner
 */
interface SymbolPriceTickerResponse2ResultInner {
  /**
   *
   * @type {string}
   * @memberof SymbolPriceTickerResponse2ResultInner
   */
  symbol?: string;
  /**
   *
   * @type {string}
   * @memberof SymbolPriceTickerResponse2ResultInner
   */
  price?: string;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof SymbolPriceTickerResponse2ResultInner
   */
  time?: number | bigint;
}
//#endregion
//#region src/websocket-api/types/symbol-price-ticker-response2.d.ts
/**
 *
 * @export
 * @interface SymbolPriceTickerResponse2
 */
interface SymbolPriceTickerResponse2 {
  /**
   *
   * @type {string}
   * @memberof SymbolPriceTickerResponse2
   */
  id?: string;
  /**
   *
   * @type {number | bigint}
   * @memberof SymbolPriceTickerResponse2
   */
  status?: number | bigint;
  /**
   *
   * @type {Array<SymbolPriceTickerResponse2ResultInner>}
   * @memberof SymbolPriceTickerResponse2
   */
  result?: Array<SymbolPriceTickerResponse2ResultInner>;
  /**
   *
   * @type {Array<SymbolOrderBookTickerResponse1RateLimitsInner>}
   * @memberof SymbolPriceTickerResponse2
   */
  rateLimits?: Array<SymbolOrderBookTickerResponse1RateLimitsInner>;
}
//#endregion
//#region src/websocket-api/types/symbol-price-ticker-response.d.ts
/**
 * @type SymbolPriceTickerResponse
 */
type SymbolPriceTickerResponse = SymbolPriceTickerResponse1 | SymbolPriceTickerResponse2;
//#endregion
//#region src/websocket-api/modules/account-api.d.ts
/**
 * 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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Account Information V2 (USER_DATA)
   * @param {AccountInformationV2Request} requestParameters Request parameters.
   *
   * @returns {Promise<AccountInformationV2Response>}
   * @memberof AccountApiInterface
   */
  accountInformationV2(requestParameters?: AccountInformationV2Request): Promise<WebsocketApiResponse<AccountInformationV2Response>>;
  /**
   * Futures Account Balance
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Futures Account Balance (USER_DATA)
   * @param {FuturesAccountBalanceRequest} requestParameters Request parameters.
   *
   * @returns {Promise<FuturesAccountBalanceResponse>}
   * @memberof AccountApiInterface
   */
  futuresAccountBalance(requestParameters?: FuturesAccountBalanceRequest): Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>;
  /**
   * Futures Account Balance V2
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @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 {
  /**
   * Id.
   * @type {string}
   * @memberof AccountApiAccountInformation
   */
  readonly id?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof AccountApiAccountInformation
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for accountInformationV2 operation in AccountApi.
 * @interface AccountInformationV2Request
 */
interface AccountInformationV2Request {
  /**
   * Id.
   * @type {string}
   * @memberof AccountApiAccountInformationV2
   */
  readonly id?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof AccountApiAccountInformationV2
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresAccountBalance operation in AccountApi.
 * @interface FuturesAccountBalanceRequest
 */
interface FuturesAccountBalanceRequest {
  /**
   * Id.
   * @type {string}
   * @memberof AccountApiFuturesAccountBalance
   */
  readonly id?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof AccountApiFuturesAccountBalance
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for futuresAccountBalanceV2 operation in AccountApi.
 * @interface FuturesAccountBalanceV2Request
 */
interface FuturesAccountBalanceV2Request {
  /**
   * Id.
   * @type {string}
   * @memberof AccountApiFuturesAccountBalanceV2
   */
  readonly id?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof AccountApiFuturesAccountBalanceV2
   */
  readonly recvWindow?: number | bigint;
}
/**
 * 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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Account Information (USER_DATA)
   * @param {AccountInformationRequest} requestParameters Request parameters.
   * @returns {Promise<AccountInformationResponse>}
   * @memberof AccountApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Account Information V2 (USER_DATA)
   * @param {AccountInformationV2Request} requestParameters Request parameters.
   * @returns {Promise<AccountInformationV2Response>}
   * @memberof AccountApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#account-information-v2 Binance API Documentation}
   */
  accountInformationV2(requestParameters?: AccountInformationV2Request): Promise<WebsocketApiResponse<AccountInformationV2Response>>;
  /**
   * Futures Account Balance
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Futures Account Balance (USER_DATA)
   * @param {FuturesAccountBalanceRequest} requestParameters Request parameters.
   * @returns {Promise<FuturesAccountBalanceResponse>}
   * @memberof AccountApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#futures-account-balance Binance API Documentation}
   */
  futuresAccountBalance(requestParameters?: FuturesAccountBalanceRequest): Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>;
  /**
   * Futures Account Balance V2
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Futures Account Balance V2 (USER_DATA)
   * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
   * @returns {Promise<FuturesAccountBalanceV2Response>}
   * @memberof AccountApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#futures-account-balance-v2 Binance API Documentation}
   */
  futuresAccountBalanceV2(requestParameters?: FuturesAccountBalanceV2Request): Promise<WebsocketApiResponse<FuturesAccountBalanceV2Response>>;
}
//#endregion
//#region src/websocket-api/modules/market-data-api.d.ts
/**
 * 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.
   *
   **Note:**
   *
   * - Retail Price Improvement(RPI) orders are not visible and excluded in
   * the response message.
   *
   * 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.
   *
   **Note:**
   *
   * - Retail Price Improvement(RPI) orders are not visible and excluded in
   * the response message.
   *
   * Weight: **2** for a single symbol;
   **5** when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @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.
   *
   * Weight: **1** for a single symbol;
   **2** when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, prices for all symbols will be returned in an array.
   *
   * @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 {
  /**
   * Symbol.
   * @type {string}
   * @memberof MarketDataApiOrderBook
   */
  readonly symbol: string;
  /**
   * Id.
   * @type {string}
   * @memberof MarketDataApiOrderBook
   */
  readonly id?: string;
  /**
   * Valid limits:[5, 10, 20, 50, 100, 500, 1000]
   * @type {number | bigint}
   * @memberof MarketDataApiOrderBook
   */
  readonly limit?: number | bigint;
}
/**
 * Request parameters for symbolOrderBookTicker operation in MarketDataApi.
 * @interface SymbolOrderBookTickerRequest
 */
interface SymbolOrderBookTickerRequest {
  /**
   * Id.
   * @type {string}
   * @memberof MarketDataApiSymbolOrderBookTicker
   */
  readonly id?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof MarketDataApiSymbolOrderBookTicker
   */
  readonly symbol?: string;
}
/**
 * Request parameters for symbolPriceTicker operation in MarketDataApi.
 * @interface SymbolPriceTickerRequest
 */
interface SymbolPriceTickerRequest {
  /**
   * Id.
   * @type {string}
   * @memberof MarketDataApiSymbolPriceTicker
   */
  readonly id?: string;
  /**
   * Symbol.
   * @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.
   *
   **Note:**
   *
   * - Retail Price Improvement(RPI) orders are not visible and excluded in
   * the response message.
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/market-data#order-book Binance API Documentation}
   */
  orderBook(requestParameters: OrderBookRequest): Promise<WebsocketApiResponse<OrderBookResponse>>;
  /**
   * Best price/qty on the order book for a symbol or symbols.
   *
   **Note:**
   *
   * - Retail Price Improvement(RPI) orders are not visible and excluded in
   * the response message.
   *
   * Weight: **2** for a single symbol;
   **5** when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @summary Symbol Order Book Ticker
   * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
   * @returns {Promise<SymbolOrderBookTickerResponse>}
   * @memberof MarketDataApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/market-data#symbol-order-book-ticker Binance API Documentation}
   */
  symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest): Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight: **1** for a single symbol;
   **2** when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, prices for all symbols will be returned in an array.
   *
   * @summary Symbol Price Ticker
   * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
   * @returns {Promise<SymbolPriceTickerResponse>}
   * @memberof MarketDataApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/market-data#symbol-price-ticker Binance API Documentation}
   */
  symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest): Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>;
}
//#endregion
//#region src/websocket-api/modules/trade-api.d.ts
/**
 * TradeApi - interface
 *
 * @interface TradeApi
 */
interface TradeApiInterface {
  /**
   * Cancel an active algo order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   *
   * @summary Cancel Algo Order (TRADE)
   * @param {CancelAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<CancelAlgoOrderResponse>}
   * @memberof TradeApiInterface
   */
  cancelAlgoOrder(requestParameters?: CancelAlgoOrderRequest): Promise<WebsocketApiResponse<CancelAlgoOrderResponse>>;
  /**
   * Cancel an active order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   *
   * @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
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent, and the
   * `orderId` will prevail if both are sent.
   *
   * - Both `quantity` and `price` must be sent. *(After CM migration, the dapi modify order endpoint follows the same rule.)*
   *
   * - 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
   *
   * @summary Modify Order (TRADE)
   * @param {ModifyOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<ModifyOrderResponse>}
   * @memberof TradeApiInterface
   */
  modifyOrder(requestParameters: ModifyOrderRequest): Promise<WebsocketApiResponse<ModifyOrderResponse>>;
  /**
   * Send in a new algo order.
   *
   * Weight(IP): 0
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Condition orders will be triggered when:
   *
   * >
   *
   * - If parameter`priceProtect`is sent as true:
   *
   * - when price reaches the `triggerPrice` ，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") >= `triggerPrice`
   *
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <=
   * `triggerPrice`
   *
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   *
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `triggerPrice`
   *
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >=
   * `triggerPrice`
   *
   * - `TRAILING_STOP_MARKET`:
   *
   * - BUY: the lowest price after order placed <= `activatePrice`, and the
   * latest price >= the lowest price * (1 + `callbackRate`)
   *
   * - SELL: the highest price after order placed >= `activatePrice`, 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: `activatePrice` should be smaller than latest price.
   *
   * - SELL: `activatePrice` should be larger than latest price.
   *
   * >
   *
   * - `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`.
   *
   * @summary New Algo Order (TRADE)
   * @param {NewAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<NewAlgoOrderResponse>}
   * @memberof TradeApiInterface
   */
  newAlgoOrder(requestParameters: NewAlgoOrderRequest): Promise<WebsocketApiResponse<NewAlgoOrderResponse>>;
  /**
   * Send in a new order.
   *
   * Weight(IP): 0
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * - `LIMIT`: `timeInForce`, `quantity`, `price`
   * - `MARKET`: `quantity`
   *
   * > * 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.
   * >
   * > * `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`
   *
   * @summary New Order (TRADE)
   * @param {NewOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<NewOrderResponse>}
   * @memberof TradeApiInterface
   */
  newOrder(requestParameters: NewOrderRequest): Promise<WebsocketApiResponse<NewOrderResponse>>;
  /**
   * Get current position information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your
   * timeliness and accuracy needs.
   *
   * @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).
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your
   * timeliness and accuracy needs.
   *
   * @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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   * - `orderId` is self-increment for each specific `symbol`
   *
   * @summary Query Order (USER_DATA)
   * @param {QueryOrderRequest} requestParameters Request parameters.
   *
   * @returns {Promise<QueryOrderResponse>}
   * @memberof TradeApiInterface
   */
  queryOrder(requestParameters: QueryOrderRequest): Promise<WebsocketApiResponse<QueryOrderResponse>>;
}
/**
 * Request parameters for cancelAlgoOrder operation in TradeApi.
 * @interface CancelAlgoOrderRequest
 */
interface CancelAlgoOrderRequest {
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly id?: string;
  /**
   * Algo Id.
   * @type {number | bigint}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly algoId?: number | bigint;
  /**
   * Client Algo Id.
   * @type {string}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly clientAlgoId?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiCancelAlgoOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for cancelOrder operation in TradeApi.
 * @interface CancelOrderRequest
 */
interface CancelOrderRequest {
  /**
   * Symbol.
   * @type {string}
   * @memberof TradeApiCancelOrder
   */
  readonly symbol: string;
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiCancelOrder
   */
  readonly id?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof TradeApiCancelOrder
   */
  readonly orderId?: number | bigint;
  /**
   * Orig Client Order Id.
   * @type {string}
   * @memberof TradeApiCancelOrder
   */
  readonly origClientOrderId?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiCancelOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for modifyOrder operation in TradeApi.
 * @interface ModifyOrderRequest
 */
interface ModifyOrderRequest {
  /**
   * Symbol.
   * @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;
  /**
   * Price.
   * @type {number}
   * @memberof TradeApiModifyOrder
   */
  readonly price: number;
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiModifyOrder
   */
  readonly id?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof TradeApiModifyOrder
   */
  readonly orderId?: number | bigint;
  /**
   * Orig Client Order Id.
   * @type {string}
   * @memberof TradeApiModifyOrder
   */
  readonly origClientOrderId?: string;
  /**
   * only avaliable for LIMIT/STOP/TAKE_PROFIT order; Can't be passed together with price
   * @type {'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
   * @memberof TradeApiModifyOrder
   */
  readonly priceMatch?: ModifyOrderPriceMatchEnum;
  /**
   * User-defined modification identifier, returned as-is in the response. Optional; not validated for uniqueness.
   * @type {number | bigint}
   * @memberof TradeApiModifyOrder
   */
  readonly modifyId?: number | bigint;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiModifyOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for newAlgoOrder operation in TradeApi.
 * @interface NewAlgoOrderRequest
 */
interface NewAlgoOrderRequest {
  /**
   * Only support `CONDITIONAL`
   * @type {'CONDITIONAL'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly algoType: NewAlgoOrderAlgoTypeEnum;
  /**
   * Symbol.
   * @type {string}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly symbol: string;
  /**
   * Side.
   * @type {'BUY' | 'SELL'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly side: NewAlgoOrderSideEnum;
  /**
   * For `CONDITIONAL` algoType, `STOP_MARKET`/`TAKE_PROFIT_MARKET`/`STOP`/`TAKE_PROFIT`/`TRAILING_STOP_MARKET` as order type
   * @type {'STOP_MARKET' | 'TAKE_PROFIT_MARKET' | 'STOP' | 'TAKE_PROFIT' | 'TRAILING_STOP_MARKET'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly type: NewAlgoOrderTypeEnum;
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiNewAlgoOrder
   */
  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 TradeApiNewAlgoOrder
   */
  readonly positionSide?: NewAlgoOrderPositionSideEnum;
  /**
   * `IOC` or `GTC` or `FOK`, default `GTC`
   * @type {'IOC' | 'GTC' | 'FOK'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly timeInForce?: NewAlgoOrderTimeInForceEnum;
  /**
   * Cannot be sent with `closePosition`=`true`(Close-All)
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly quantity?: number;
  /**
   * Price.
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly price?: number;
  /**
   * Trigger Price.
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly triggerPrice?: number;
  /**
   * triggerPrice triggered by: `MARK_PRICE`, `CONTRACT_PRICE`. Default `CONTRACT_PRICE`
   * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly workingType?: NewAlgoOrderWorkingTypeEnum;
  /**
   * only avaliable for LIMIT/STOP/TAKE_PROFIT order; Can't be passed together with price
   * @type {'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly priceMatch?: NewAlgoOrderPriceMatchEnum;
  /**
   * Close-All，used with STOP_MARKET or TAKE_PROFIT_MARKET.
   * @type {'true' | 'false'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly closePosition?: NewAlgoOrderClosePositionEnum;
  /**
   * Used with STOP_MARKET or TAKE_PROFIT_MARKET order. when price reaches the triggerPrice ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the Price Protection Threshold of the symbol.
   * @type {'true' | 'false'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly priceProtect?: NewAlgoOrderPriceProtectEnum;
  /**
   * Cannot be sent in Hedge Mode; cannot be sent with closePosition=true
   * @type {'true' | 'false'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly reduceOnly?: NewAlgoOrderReduceOnlyEnum;
  /**
   * Used with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType)
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly activatePrice?: number;
  /**
   * Used with TRAILING_STOP_MARKET orders
   * @type {number}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly callbackRate?: 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 TradeApiNewAlgoOrder
   */
  readonly clientAlgoId?: string;
  /**
   * "ACK", "RESULT", default "ACK"
   * @type {'ACK' | 'RESULT'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly newOrderRespType?: NewAlgoOrderNewOrderRespTypeEnum;
  /**
   * `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 {'NONE' | 'EXPIRE_TAKER' | 'EXPIRE_BOTH' | 'EXPIRE_MAKER'}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly selfTradePreventionMode?: NewAlgoOrderSelfTradePreventionModeEnum;
  /**
   * 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 | bigint}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly goodTillDate?: number | bigint;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiNewAlgoOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for newOrder operation in TradeApi.
 * @interface NewOrderRequest
 */
interface NewOrderRequest {
  /**
   * Symbol.
   * @type {string}
   * @memberof TradeApiNewOrder
   */
  readonly symbol: string;
  /**
   * Side.
   * @type {'BUY' | 'SELL'}
   * @memberof TradeApiNewOrder
   */
  readonly side: NewOrderSideEnum;
  /**
   *
   * @type {'LIMIT' | 'MARKET'}
   * @memberof TradeApiNewOrder
   */
  readonly type: NewOrderTypeEnum;
  /**
   * 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;
  /**
   * Time In Force.
   * @type {'GTC' | 'IOC' | 'FOK' | 'GTX' | 'GTD' | 'RPI'}
   * @memberof TradeApiNewOrder
   */
  readonly timeInForce?: NewOrderTimeInForceEnum;
  /**
   * Cannot be sent in Hedge Mode
   * @type {'true' | 'false'}
   * @memberof TradeApiNewOrder
   */
  readonly reduceOnly?: NewOrderReduceOnlyEnum;
  /**
   *
   * @type {number}
   * @memberof TradeApiNewOrder
   */
  readonly quantity?: number;
  /**
   * Price.
   * @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;
  /**
   *
   * @type {'ACK' | 'RESULT'}
   * @memberof TradeApiNewOrder
   */
  readonly newOrderRespType?: NewOrderNewOrderRespTypeEnum;
  /**
   * only available for `LIMIT` order; Can't be passed together with `price`
   * @type {'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 {'NONE' | '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 | bigint}
   * @memberof TradeApiNewOrder
   */
  readonly goodTillDate?: number | bigint;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiNewOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for positionInformation operation in TradeApi.
 * @interface PositionInformationRequest
 */
interface PositionInformationRequest {
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiPositionInformation
   */
  readonly id?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof TradeApiPositionInformation
   */
  readonly symbol?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiPositionInformation
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for positionInformationV2 operation in TradeApi.
 * @interface PositionInformationV2Request
 */
interface PositionInformationV2Request {
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiPositionInformationV2
   */
  readonly id?: string;
  /**
   * Symbol.
   * @type {string}
   * @memberof TradeApiPositionInformationV2
   */
  readonly symbol?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiPositionInformationV2
   */
  readonly recvWindow?: number | bigint;
}
/**
 * Request parameters for queryOrder operation in TradeApi.
 * @interface QueryOrderRequest
 */
interface QueryOrderRequest {
  /**
   * Symbol.
   * @type {string}
   * @memberof TradeApiQueryOrder
   */
  readonly symbol: string;
  /**
   * Id.
   * @type {string}
   * @memberof TradeApiQueryOrder
   */
  readonly id?: string;
  /**
   * Order Id.
   * @type {number | bigint}
   * @memberof TradeApiQueryOrder
   */
  readonly orderId?: number | bigint;
  /**
   * Orig Client Order Id.
   * @type {string}
   * @memberof TradeApiQueryOrder
   */
  readonly origClientOrderId?: string;
  /**
   * Recv Window.
   * @type {number | bigint}
   * @memberof TradeApiQueryOrder
   */
  readonly recvWindow?: number | bigint;
}
/**
 * TradeApi - object-oriented interface
 * @class TradeApi
 * @extends {WebsocketAPIBase}
 */
declare class TradeApi implements TradeApiInterface {
  private readonly websocketBase;
  constructor(websocketBase: WebsocketAPIBase);
  /**
   * Cancel an active algo order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   *
   * @summary Cancel Algo Order (TRADE)
   * @param {CancelAlgoOrderRequest} requestParameters Request parameters.
   * @returns {Promise<CancelAlgoOrderResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#cancel-algo-order Binance API Documentation}
   */
  cancelAlgoOrder(requestParameters?: CancelAlgoOrderRequest): Promise<WebsocketApiResponse<CancelAlgoOrderResponse>>;
  /**
   * Cancel an active order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   *
   * @summary Cancel Order (TRADE)
   * @param {CancelOrderRequest} requestParameters Request parameters.
   * @returns {Promise<CancelOrderResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#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
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent, and the
   * `orderId` will prevail if both are sent.
   *
   * - Both `quantity` and `price` must be sent. *(After CM migration, the dapi modify order endpoint follows the same rule.)*
   *
   * - 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
   *
   * @summary Modify Order (TRADE)
   * @param {ModifyOrderRequest} requestParameters Request parameters.
   * @returns {Promise<ModifyOrderResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#modify-order Binance API Documentation}
   */
  modifyOrder(requestParameters: ModifyOrderRequest): Promise<WebsocketApiResponse<ModifyOrderResponse>>;
  /**
   * Send in a new algo order.
   *
   * Weight(IP): 0
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Condition orders will be triggered when:
   *
   * >
   *
   * - If parameter`priceProtect`is sent as true:
   *
   * - when price reaches the `triggerPrice` ，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") >= `triggerPrice`
   *
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <=
   * `triggerPrice`
   *
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   *
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `triggerPrice`
   *
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >=
   * `triggerPrice`
   *
   * - `TRAILING_STOP_MARKET`:
   *
   * - BUY: the lowest price after order placed <= `activatePrice`, and the
   * latest price >= the lowest price * (1 + `callbackRate`)
   *
   * - SELL: the highest price after order placed >= `activatePrice`, 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: `activatePrice` should be smaller than latest price.
   *
   * - SELL: `activatePrice` should be larger than latest price.
   *
   * >
   *
   * - `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`.
   *
   * @summary New Algo Order (TRADE)
   * @param {NewAlgoOrderRequest} requestParameters Request parameters.
   * @returns {Promise<NewAlgoOrderResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#new-algo-order Binance API Documentation}
   */
  newAlgoOrder(requestParameters: NewAlgoOrderRequest): Promise<WebsocketApiResponse<NewAlgoOrderResponse>>;
  /**
   * Send in a new order.
   *
   * Weight(IP): 0
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * - `LIMIT`: `timeInForce`, `quantity`, `price`
   * - `MARKET`: `quantity`
   *
   * > * 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.
   * >
   * > * `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`
   *
   * @summary New Order (TRADE)
   * @param {NewOrderRequest} requestParameters Request parameters.
   * @returns {Promise<NewOrderResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#new-order Binance API Documentation}
   */
  newOrder(requestParameters: NewOrderRequest): Promise<WebsocketApiResponse<NewOrderResponse>>;
  /**
   * Get current position information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your
   * timeliness and accuracy needs.
   *
   * @summary Position Information (USER_DATA)
   * @param {PositionInformationRequest} requestParameters Request parameters.
   * @returns {Promise<PositionInformationResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#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).
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your
   * timeliness and accuracy needs.
   *
   * @summary Position Information V2 (USER_DATA)
   * @param {PositionInformationV2Request} requestParameters Request parameters.
   * @returns {Promise<PositionInformationV2Response>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#position-information-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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   * - `orderId` is self-increment for each specific `symbol`
   *
   * @summary Query Order (USER_DATA)
   * @param {QueryOrderRequest} requestParameters Request parameters.
   * @returns {Promise<QueryOrderResponse>}
   * @memberof TradeApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#query-order Binance API Documentation}
   */
  queryOrder(requestParameters: QueryOrderRequest): Promise<WebsocketApiResponse<QueryOrderResponse>>;
}
declare enum ModifyOrderSideEnum {
  BUY = "BUY",
  SELL = "SELL",
}
declare enum ModifyOrderPriceMatchEnum {
  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 NewAlgoOrderAlgoTypeEnum {
  CONDITIONAL = "CONDITIONAL",
}
declare enum NewAlgoOrderSideEnum {
  BUY = "BUY",
  SELL = "SELL",
}
declare enum NewAlgoOrderTypeEnum {
  STOP_MARKET = "STOP_MARKET",
  TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET",
  STOP = "STOP",
  TAKE_PROFIT = "TAKE_PROFIT",
  TRAILING_STOP_MARKET = "TRAILING_STOP_MARKET",
}
declare enum NewAlgoOrderPositionSideEnum {
  BOTH = "BOTH",
  LONG = "LONG",
  SHORT = "SHORT",
}
declare enum NewAlgoOrderTimeInForceEnum {
  IOC = "IOC",
  GTC = "GTC",
  FOK = "FOK",
}
declare enum NewAlgoOrderWorkingTypeEnum {
  MARK_PRICE = "MARK_PRICE",
  CONTRACT_PRICE = "CONTRACT_PRICE",
}
declare enum NewAlgoOrderPriceMatchEnum {
  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 NewAlgoOrderClosePositionEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewAlgoOrderPriceProtectEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewAlgoOrderReduceOnlyEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewAlgoOrderNewOrderRespTypeEnum {
  ACK = "ACK",
  RESULT = "RESULT",
}
declare enum NewAlgoOrderSelfTradePreventionModeEnum {
  NONE = "NONE",
  EXPIRE_TAKER = "EXPIRE_TAKER",
  EXPIRE_BOTH = "EXPIRE_BOTH",
  EXPIRE_MAKER = "EXPIRE_MAKER",
}
declare enum NewOrderSideEnum {
  BUY = "BUY",
  SELL = "SELL",
}
declare enum NewOrderTypeEnum {
  LIMIT = "LIMIT",
  MARKET = "MARKET",
}
declare enum NewOrderPositionSideEnum {
  BOTH = "BOTH",
  LONG = "LONG",
  SHORT = "SHORT",
}
declare enum NewOrderTimeInForceEnum {
  GTC = "GTC",
  IOC = "IOC",
  FOK = "FOK",
  GTX = "GTX",
  GTD = "GTD",
  RPI = "RPI",
}
declare enum NewOrderReduceOnlyEnum {
  TRUE = "true",
  FALSE = "false",
}
declare enum NewOrderNewOrderRespTypeEnum {
  ACK = "ACK",
  RESULT = "RESULT",
}
declare enum NewOrderPriceMatchEnum {
  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 {
  NONE = "NONE",
  EXPIRE_TAKER = "EXPIRE_TAKER",
  EXPIRE_BOTH = "EXPIRE_BOTH",
  EXPIRE_MAKER = "EXPIRE_MAKER",
}
//#endregion
//#region src/websocket-api/modules/user-data-streams-api.d.ts
/**
 * UserDataStreamsApi - interface
 *
 * @interface UserDataStreamsApi
 */
interface UserDataStreamsApiInterface {
  /**
   * Close out a user data stream.
   *
   * Weight(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @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 {
  /**
   * Id.
   * @type {string}
   * @memberof UserDataStreamsApiCloseUserDataStream
   */
  readonly id?: string;
}
/**
 * Request parameters for keepaliveUserDataStream operation in UserDataStreamsApi.
 * @interface KeepaliveUserDataStreamRequest
 */
interface KeepaliveUserDataStreamRequest {
  /**
   * Id.
   * @type {string}
   * @memberof UserDataStreamsApiKeepaliveUserDataStream
   */
  readonly id?: string;
}
/**
 * Request parameters for startUserDataStream operation in UserDataStreamsApi.
 * @interface StartUserDataStreamRequest
 */
interface StartUserDataStreamRequest {
  /**
   * 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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @summary Close User Data Stream (USER_STREAM)
   * @param {CloseUserDataStreamRequest} requestParameters Request parameters.
   * @returns {Promise<CloseUserDataStreamResponse>}
   * @memberof UserDataStreamsApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/user-data-streams#close-user-data-stream 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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @summary Keepalive User Data Stream (USER_STREAM)
   * @param {KeepaliveUserDataStreamRequest} requestParameters Request parameters.
   * @returns {Promise<KeepaliveUserDataStreamResponse>}
   * @memberof UserDataStreamsApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/user-data-streams#keepalive-user-data-stream 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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @summary Start User Data Stream (USER_STREAM)
   * @param {StartUserDataStreamRequest} requestParameters Request parameters.
   * @returns {Promise<StartUserDataStreamResponse>}
   * @memberof UserDataStreamsApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/user-data-streams#start-user-data-stream Binance API Documentation}
   */
  startUserDataStream(requestParameters?: StartUserDataStreamRequest): Promise<WebsocketApiResponse<StartUserDataStreamResponse>>;
}
//#endregion
//#region src/websocket-api/websocket-api-connection.d.ts
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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Account Information (USER_DATA)
   * @param {AccountInformationRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<AccountInformationResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#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(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Account Information V2 (USER_DATA)
   * @param {AccountInformationV2Request} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<AccountInformationV2Response>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#account-information-v2 Binance API Documentation}
   */
  accountInformationV2(requestParameters?: AccountInformationV2Request): Promise<WebsocketApiResponse<AccountInformationV2Response>>;
  /**
   * Futures Account Balance
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Futures Account Balance (USER_DATA)
   * @param {FuturesAccountBalanceRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#futures-account-balance Binance API Documentation}
   */
  futuresAccountBalance(requestParameters?: FuturesAccountBalanceRequest): Promise<WebsocketApiResponse<FuturesAccountBalanceResponse>>;
  /**
   * Futures Account Balance V2
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * @summary Futures Account Balance V2 (USER_DATA)
   * @param {FuturesAccountBalanceV2Request} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<FuturesAccountBalanceV2Response>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/account#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.
   *
   **Note:**
   *
   * - Retail Price Improvement(RPI) orders are not visible and excluded in
   * the response message.
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/market-data#order-book Binance API Documentation}
   */
  orderBook(requestParameters: OrderBookRequest): Promise<WebsocketApiResponse<OrderBookResponse>>;
  /**
   * Best price/qty on the order book for a symbol or symbols.
   *
   **Note:**
   *
   * - Retail Price Improvement(RPI) orders are not visible and excluded in
   * the response message.
   *
   * Weight: **2** for a single symbol;
   **5** when the symbol parameter is omitted
   *
   * Notes:
   * - 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.
   *
   * @summary Symbol Order Book Ticker
   * @param {SymbolOrderBookTickerRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/market-data#symbol-order-book-ticker Binance API Documentation}
   */
  symbolOrderBookTicker(requestParameters?: SymbolOrderBookTickerRequest): Promise<WebsocketApiResponse<SymbolOrderBookTickerResponse>>;
  /**
   * Latest price for a symbol or symbols.
   *
   * Weight: **1** for a single symbol;
   **2** when the symbol parameter is omitted
   *
   * Notes:
   * - If the symbol is not sent, prices for all symbols will be returned in an array.
   *
   * @summary Symbol Price Ticker
   * @param {SymbolPriceTickerRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/market-data#symbol-price-ticker Binance API Documentation}
   */
  symbolPriceTicker(requestParameters?: SymbolPriceTickerRequest): Promise<WebsocketApiResponse<SymbolPriceTickerResponse>>;
  /**
   * Cancel an active algo order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `algoId` or `clientAlgoId` must be sent.
   *
   * @summary Cancel Algo Order (TRADE)
   * @param {CancelAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<CancelAlgoOrderResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#cancel-algo-order Binance API Documentation}
   */
  cancelAlgoOrder(requestParameters?: CancelAlgoOrderRequest): Promise<WebsocketApiResponse<CancelAlgoOrderResponse>>;
  /**
   * Cancel an active order.
   *
   * Weight(IP): 1
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   *
   * @summary Cancel Order (TRADE)
   * @param {CancelOrderRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<CancelOrderResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#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
   *
   * 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)
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent, and the
   * `orderId` will prevail if both are sent.
   *
   * - Both `quantity` and `price` must be sent. *(After CM migration, the dapi modify order endpoint follows the same rule.)*
   *
   * - 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
   *
   * @summary Modify Order (TRADE)
   * @param {ModifyOrderRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<ModifyOrderResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#modify-order Binance API Documentation}
   */
  modifyOrder(requestParameters: ModifyOrderRequest): Promise<WebsocketApiResponse<ModifyOrderResponse>>;
  /**
   * Send in a new algo order.
   *
   * Weight(IP): 0
   *
   * Security Type: TRADE
   *
   * Notes:
   * - Condition orders will be triggered when:
   *
   * >
   *
   * - If parameter`priceProtect`is sent as true:
   *
   * - when price reaches the `triggerPrice` ，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") >= `triggerPrice`
   *
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <=
   * `triggerPrice`
   *
   * - `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
   *
   * - BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `triggerPrice`
   *
   * - SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >=
   * `triggerPrice`
   *
   * - `TRAILING_STOP_MARKET`:
   *
   * - BUY: the lowest price after order placed <= `activatePrice`, and the
   * latest price >= the lowest price * (1 + `callbackRate`)
   *
   * - SELL: the highest price after order placed >= `activatePrice`, 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: `activatePrice` should be smaller than latest price.
   *
   * - SELL: `activatePrice` should be larger than latest price.
   *
   * >
   *
   * - `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`.
   *
   * @summary New Algo Order (TRADE)
   * @param {NewAlgoOrderRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<NewAlgoOrderResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#new-algo-order Binance API Documentation}
   */
  newAlgoOrder(requestParameters: NewAlgoOrderRequest): Promise<WebsocketApiResponse<NewAlgoOrderResponse>>;
  /**
   * Send in a new order.
   *
   * Weight(IP): 0
   *
   * Security Type: TRADE
   *
   * Notes:
   * Additional mandatory parameters based on `type`:
   *
   * - `LIMIT`: `timeInForce`, `quantity`, `price`
   * - `MARKET`: `quantity`
   *
   * > * 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.
   * >
   * > * `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`
   *
   * @summary New Order (TRADE)
   * @param {NewOrderRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<NewOrderResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#new-order Binance API Documentation}
   */
  newOrder(requestParameters: NewOrderRequest): Promise<WebsocketApiResponse<NewOrderResponse>>;
  /**
   * Get current position information.
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your
   * timeliness and accuracy needs.
   *
   * @summary Position Information (USER_DATA)
   * @param {PositionInformationRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<PositionInformationResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#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).
   *
   * Weight(IP): 5
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * - Please use with user data stream `ACCOUNT_UPDATE` to meet your
   * timeliness and accuracy needs.
   *
   * @summary Position Information V2 (USER_DATA)
   * @param {PositionInformationV2Request} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<PositionInformationV2Response>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#position-information-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
   *
   * Weight(IP): 1
   *
   * Security Type: USER_DATA
   *
   * Notes:
   * Notes:
   * - Either `orderId` or `origClientOrderId` must be sent.
   * - `orderId` is self-increment for each specific `symbol`
   *
   * @summary Query Order (USER_DATA)
   * @param {QueryOrderRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<QueryOrderResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/trade#query-order Binance API Documentation}
   */
  queryOrder(requestParameters: QueryOrderRequest): Promise<WebsocketApiResponse<QueryOrderResponse>>;
  /**
   * Close out a user data stream.
   *
   * Weight(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @summary Close User Data Stream (USER_STREAM)
   * @param {CloseUserDataStreamRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<CloseUserDataStreamResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/user-data-streams#close-user-data-stream 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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @summary Keepalive User Data Stream (USER_STREAM)
   * @param {KeepaliveUserDataStreamRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<KeepaliveUserDataStreamResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/user-data-streams#keepalive-user-data-stream 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(IP): 1
   *
   * Security Type: USER_STREAM
   *
   * @summary Start User Data Stream (USER_STREAM)
   * @param {StartUserDataStreamRequest} requestParameters Request parameters.
   *
   * @returns Promise<WebsocketApiResponse<StartUserDataStreamResponse>>
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-api/user-data-streams#start-user-data-stream Binance API Documentation}
   */
  startUserDataStream(requestParameters?: StartUserDataStreamRequest): Promise<WebsocketApiResponse<StartUserDataStreamResponse>>;
}
//#endregion
//#region src/websocket-api/websocket-api.d.ts
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>;
}
declare namespace index_d_exports$1 {
  export { AccountApi, AccountApiInterface, AccountInformationRequest, AccountInformationResponse, AccountInformationResponseRateLimitsInner, AccountInformationResponseResult, AccountInformationResponseResultAssetsInner, AccountInformationResponseResultPositionsInner, AccountInformationV2Request, AccountInformationV2Response, AccountInformationV2ResponseResult, AccountInformationV2ResponseResultAssetsInner, AccountInformationV2ResponseResultPositionsInner, CancelAlgoOrderRequest, CancelAlgoOrderResponse, CancelAlgoOrderResponseRateLimitsInner, CancelAlgoOrderResponseResult, CancelOrderRequest, CancelOrderResponse, CancelOrderResponseRateLimitsInner, CancelOrderResponseResult, CloseUserDataStreamRequest, CloseUserDataStreamResponse, FuturesAccountBalanceRequest, FuturesAccountBalanceResponse, FuturesAccountBalanceResponseResultInner, FuturesAccountBalanceV2Request, FuturesAccountBalanceV2Response, KeepaliveUserDataStreamRequest, KeepaliveUserDataStreamResponse, KeepaliveUserDataStreamResponseResult, MarketDataApi, MarketDataApiInterface, ModifyOrderPriceMatchEnum, ModifyOrderRequest, ModifyOrderResponse, ModifyOrderResponseRateLimitsInner, ModifyOrderResponseResult, ModifyOrderSideEnum, NewAlgoOrderAlgoTypeEnum, NewAlgoOrderClosePositionEnum, NewAlgoOrderNewOrderRespTypeEnum, NewAlgoOrderPositionSideEnum, NewAlgoOrderPriceMatchEnum, NewAlgoOrderPriceProtectEnum, NewAlgoOrderReduceOnlyEnum, NewAlgoOrderRequest, NewAlgoOrderResponse, NewAlgoOrderResponseResult, NewAlgoOrderSelfTradePreventionModeEnum, NewAlgoOrderSideEnum, NewAlgoOrderTimeInForceEnum, NewAlgoOrderTypeEnum, NewAlgoOrderWorkingTypeEnum, NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum, NewOrderPriceMatchEnum, NewOrderReduceOnlyEnum, NewOrderRequest, NewOrderResponse, NewOrderResponseResult, NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum, NewOrderTimeInForceEnum, NewOrderTypeEnum, OrderBookRequest, OrderBookResponse, OrderBookResponseRateLimitsInner, OrderBookResponseResult, PositionInformationRequest, PositionInformationResponse, PositionInformationResponseResultInner, PositionInformationV2Request, PositionInformationV2Response, PositionInformationV2ResponseResultInner, QueryOrderRequest, QueryOrderResponse, QueryOrderResponseResult, StartUserDataStreamRequest, StartUserDataStreamResponse, StartUserDataStreamResponseResult, SymbolOrderBookTickerRequest, SymbolOrderBookTickerResponse, SymbolOrderBookTickerResponse1, SymbolOrderBookTickerResponse1RateLimitsInner, SymbolOrderBookTickerResponse1Result, SymbolOrderBookTickerResponse2, SymbolOrderBookTickerResponse2ResultInner, SymbolPriceTickerRequest, SymbolPriceTickerResponse, SymbolPriceTickerResponse1, SymbolPriceTickerResponse1Result, SymbolPriceTickerResponse2, SymbolPriceTickerResponse2ResultInner, TradeApi, TradeApiInterface, UserDataStreamsApi, UserDataStreamsApiInterface, WebsocketAPI, WebsocketAPIConnection };
}
//#endregion
//#region src/websocket-streams/types/account-config-update-ac.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol
   * @type {string}
   * @memberof AccountConfigUpdateAc
   */
  s?: string;
  /**
   * Leverage
   * @type {number | bigint}
   * @memberof AccountConfigUpdateAc
   */
  l?: number | bigint;
}
//#endregion
//#region src/websocket-streams/types/account-config-update-ai.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * User\'s Account Configuration
 * @export
 * @interface AccountConfigUpdateAi
 */
interface AccountConfigUpdateAi {
  /**
   * Multi-Assets Mode
   * @type {boolean}
   * @memberof AccountConfigUpdateAi
   */
  j?: boolean;
}
//#endregion
//#region src/websocket-streams/types/account-config-update.d.ts
/**
 *
 * @export
 * @interface AccountConfigUpdate
 */
interface AccountConfigUpdate {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof AccountConfigUpdate
   */
  E?: number | bigint;
  /**
   * Transaction Time
   * @type {number | bigint}
   * @memberof AccountConfigUpdate
   */
  T?: number | bigint;
  /**
   *
   * @type {AccountConfigUpdateAc}
   * @memberof AccountConfigUpdate
   */
  ac?: AccountConfigUpdateAc;
  /**
   *
   * @type {AccountConfigUpdateAi}
   * @memberof AccountConfigUpdate
   */
  ai?: AccountConfigUpdateAi;
}
//#endregion
//#region src/websocket-streams/types/account-update-abinner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Asset
   * @type {string}
   * @memberof AccountUpdateABInner
   */
  a?: string;
  /**
   * Wallet Balance
   * @type {string}
   * @memberof AccountUpdateABInner
   */
  wb?: string;
  /**
   * Cross Wallet Balance
   * @type {string}
   * @memberof AccountUpdateABInner
   */
  cw?: string;
  /**
   * Balance Change except PnL and Commission
   * @type {string}
   * @memberof AccountUpdateABInner
   */
  bc?: string;
}
//#endregion
//#region src/websocket-streams/types/account-update-apinner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  s?: string;
  /**
   * Position Amount
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  pa?: string;
  /**
   * Entry Price
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  ep?: string;
  /**
   * Breakeven Price
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  bep?: string;
  /**
   * (Pre-fee) Accumulated Realized
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  cr?: string;
  /**
   * Unrealized PnL
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  up?: string;
  /**
   * Margin Type
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  mt?: string;
  /**
   * Isolated Wallet (if isolated position)
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  iw?: string;
  /**
   * Position Side
   * @type {string}
   * @memberof AccountUpdateAPInner
   */
  ps?: string;
}
//#endregion
//#region src/websocket-streams/types/account-update-a.d.ts
/**
 * Update Data
 * @export
 * @interface AccountUpdateA
 */
interface AccountUpdateA {
  /**
   * Event reason type
   * @type {string}
   * @memberof AccountUpdateA
   */
  m?: string;
  /**
   * Balances
   * @type {Array<AccountUpdateABInner>}
   * @memberof AccountUpdateA
   */
  B?: Array<AccountUpdateABInner>;
  /**
   *
   * @type {Array<AccountUpdateAPInner>}
   * @memberof AccountUpdateA
   */
  P?: Array<AccountUpdateAPInner>;
}
//#endregion
//#region src/websocket-streams/types/account-update.d.ts
/**
 *
 * @export
 * @interface AccountUpdate
 */
interface AccountUpdate {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof AccountUpdate
   */
  E?: number | bigint;
  /**
   * Transaction
   * @type {number | bigint}
   * @memberof AccountUpdate
   */
  T?: number | bigint;
  /**
   *
   * @type {AccountUpdateA}
   * @memberof AccountUpdate
   */
  a?: AccountUpdateA;
}
//#endregion
//#region src/websocket-streams/types/aggregate-trade-streams-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof AggregateTradeStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof AggregateTradeStreamsResponse
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof AggregateTradeStreamsResponse
   */
  s?: string;
  /**
   * Aggregate trade ID
   * @type {number | bigint}
   * @memberof AggregateTradeStreamsResponse
   */
  a?: number | bigint;
  /**
   * Price
   * @type {string}
   * @memberof AggregateTradeStreamsResponse
   */
  p?: string;
  /**
   * Quantity with all the market trades
   * @type {string}
   * @memberof AggregateTradeStreamsResponse
   */
  q?: string;
  /**
   * Normal quantity without the trades involving RPI orders
   * @type {string}
   * @memberof AggregateTradeStreamsResponse
   */
  nq?: string;
  /**
   * First trade ID
   * @type {number | bigint}
   * @memberof AggregateTradeStreamsResponse
   */
  f?: number | bigint;
  /**
   * Last trade ID
   * @type {number | bigint}
   * @memberof AggregateTradeStreamsResponse
   */
  l?: number | bigint;
  /**
   * Trade time
   * @type {number | bigint}
   * @memberof AggregateTradeStreamsResponse
   */
  T?: number | bigint;
  /**
   * Is the buyer the market maker?
   * @type {boolean}
   * @memberof AggregateTradeStreamsResponse
   */
  m?: boolean;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof AggregateTradeStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/algo-update-o.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AlgoUpdateO
 */
interface AlgoUpdateO {
  /**
   * Client Algo Id
   * @type {string}
   * @memberof AlgoUpdateO
   */
  caid?: string;
  /**
   * Algo Id
   * @type {number | bigint}
   * @memberof AlgoUpdateO
   */
  aid?: number | bigint;
  /**
   * Algo Type
   * @type {string}
   * @memberof AlgoUpdateO
   */
  at?: string;
  /**
   * Order Type
   * @type {string}
   * @memberof AlgoUpdateO
   */
  o?: string;
  /**
   * Symbol
   * @type {string}
   * @memberof AlgoUpdateO
   */
  s?: string;
  /**
   * Side
   * @type {string}
   * @memberof AlgoUpdateO
   */
  S?: string;
  /**
   * Position Side
   * @type {string}
   * @memberof AlgoUpdateO
   */
  ps?: string;
  /**
   * Time in force
   * @type {string}
   * @memberof AlgoUpdateO
   */
  f?: string;
  /**
   * Quantity
   * @type {string}
   * @memberof AlgoUpdateO
   */
  q?: string;
  /**
   * Algo Status
   * @type {string}
   * @memberof AlgoUpdateO
   */
  X?: string;
  /**
   * Order Id
   * @type {string}
   * @memberof AlgoUpdateO
   */
  ai?: string;
  /**
   * Avg fill price in matching engine, only display when order is triggered and placed in matching engine
   * @type {string}
   * @memberof AlgoUpdateO
   */
  ap?: string;
  /**
   * Executed quantity in matching engine, only display when order is triggered and placed in matching engine
   * @type {string}
   * @memberof AlgoUpdateO
   */
  aq?: string;
  /**
   * Actual order type in matching engine, only display when order is triggered and placed in matching engine
   * @type {string}
   * @memberof AlgoUpdateO
   */
  act?: string;
  /**
   * Trigger Price
   * @type {string}
   * @memberof AlgoUpdateO
   */
  tp?: string;
  /**
   * Order Price
   * @type {string}
   * @memberof AlgoUpdateO
   */
  p?: string;
  /**
   * STP mode
   * @type {string}
   * @memberof AlgoUpdateO
   */
  V?: string;
  /**
   * Working type
   * @type {string}
   * @memberof AlgoUpdateO
   */
  wt?: string;
  /**
   * Price match mode
   * @type {string}
   * @memberof AlgoUpdateO
   */
  pm?: string;
  /**
   * If Close-All
   * @type {boolean}
   * @memberof AlgoUpdateO
   */
  cp?: boolean;
  /**
   * If price protection is turned on
   * @type {boolean}
   * @memberof AlgoUpdateO
   */
  pP?: boolean;
  /**
   * Is this reduce only
   * @type {boolean}
   * @memberof AlgoUpdateO
   */
  R?: boolean;
  /**
   * Trigger time
   * @type {number | bigint}
   * @memberof AlgoUpdateO
   */
  tt?: number | bigint;
  /**
   * Good till time for GTD time in force
   * @type {number | bigint}
   * @memberof AlgoUpdateO
   */
  gtd?: number | bigint;
  /**
   * Algo order failed reason
   * @type {string}
   * @memberof AlgoUpdateO
   */
  rm?: string;
}
//#endregion
//#region src/websocket-streams/types/algo-update.d.ts
/**
 *
 * @export
 * @interface AlgoUpdate
 */
interface AlgoUpdate {
  /**
   * Transaction Time
   * @type {number | bigint}
   * @memberof AlgoUpdate
   */
  T?: number | bigint;
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof AlgoUpdate
   */
  E?: number | bigint;
  /**
   *
   * @type {AlgoUpdateO}
   * @memberof AlgoUpdate
   */
  o?: AlgoUpdateO;
}
//#endregion
//#region src/websocket-streams/types/all-book-tickers-stream-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * event type
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  e?: string;
  /**
   * order book updateId
   * @type {number | bigint}
   * @memberof AllBookTickersStreamResponse
   */
  u?: number | bigint;
  /**
   * event time
   * @type {number | bigint}
   * @memberof AllBookTickersStreamResponse
   */
  E?: number | bigint;
  /**
   * transaction time
   * @type {number | bigint}
   * @memberof AllBookTickersStreamResponse
   */
  T?: number | bigint;
  /**
   * symbol
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  s?: string;
  /**
   * best bid price
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  b?: string;
  /**
   * best bid qty
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  B?: string;
  /**
   * best ask price
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  a?: string;
  /**
   * best ask qty
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  A?: string;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof AllBookTickersStreamResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof AllBookTickersStreamResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/all-market-liquidation-order-streams-response-o.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * Order Type
 * @export
 * @interface AllMarketLiquidationOrderStreamsResponseO
 */
interface AllMarketLiquidationOrderStreamsResponseO {
  /**
   * Symbol
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  s?: string;
  /**
   * Side
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  S?: string;
  /**
   * Order Type
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  o?: string;
  /**
   * Time in Force
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  f?: string;
  /**
   * Original Quantity
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  q?: string;
  /**
   * Price
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  p?: string;
  /**
   * Average Price
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  ap?: string;
  /**
   * Order Status
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  X?: string;
  /**
   * Order Last Filled Quantity
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  l?: string;
  /**
   * Order Filled Accumulated Quantity
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  z?: string;
  /**
   * Order Trade Time
   * @type {number | bigint}
   * @memberof AllMarketLiquidationOrderStreamsResponseO
   */
  T?: number | bigint;
}
//#endregion
//#region src/websocket-streams/types/all-market-liquidation-order-streams-response.d.ts
/**
 *
 * @export
 * @interface AllMarketLiquidationOrderStreamsResponse
 */
interface AllMarketLiquidationOrderStreamsResponse {
  /**
   * Event Type
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponse
   */
  e?: string;
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof AllMarketLiquidationOrderStreamsResponse
   */
  E?: number | bigint;
  /**
   *
   * @type {AllMarketLiquidationOrderStreamsResponseO}
   * @memberof AllMarketLiquidationOrderStreamsResponse
   */
  o?: AllMarketLiquidationOrderStreamsResponseO;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof AllMarketLiquidationOrderStreamsResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof AllMarketLiquidationOrderStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/all-market-mini-tickers-stream-response-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  s?: string;
  /**
   * Close price
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  c?: string;
  /**
   * Open price
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  o?: string;
  /**
   * High price
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  h?: string;
  /**
   * Low price
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  l?: string;
  /**
   * Total traded base asset volume
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  v?: string;
  /**
   * Total traded quote asset volume
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  q?: string;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof AllMarketMiniTickersStreamResponseInner
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/all-market-mini-tickers-stream-response.d.ts
/**
 *
 * @export
 * @interface AllMarketMiniTickersStreamResponse
 */
interface AllMarketMiniTickersStreamResponse extends Array<AllMarketMiniTickersStreamResponseInner> {}
//#endregion
//#region src/websocket-streams/types/all-market-tickers-streams-response-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  s?: string;
  /**
   * Price change
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  p?: string;
  /**
   * Price change percent
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  P?: string;
  /**
   * Weighted average price
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  w?: string;
  /**
   * Last price
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  c?: string;
  /**
   * Last quantity
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  Q?: string;
  /**
   * Open price
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  o?: string;
  /**
   * High price
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  h?: string;
  /**
   * Low price
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  l?: string;
  /**
   * Total traded base asset volume
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  v?: string;
  /**
   * Total traded quote asset volume
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  q?: string;
  /**
   * Statistics open time
   * @type {number | bigint}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  O?: number | bigint;
  /**
   * Statistics close time
   * @type {number | bigint}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  C?: number | bigint;
  /**
   * First trade ID
   * @type {number | bigint}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  F?: number | bigint;
  /**
   * Last trade Id
   * @type {number | bigint}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  L?: number | bigint;
  /**
   * Total number of trades
   * @type {number | bigint}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  n?: number | bigint;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof AllMarketTickersStreamsResponseInner
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/all-market-tickers-streams-response.d.ts
/**
 *
 * @export
 * @interface AllMarketTickersStreamsResponse
 */
interface AllMarketTickersStreamsResponse extends Array<AllMarketTickersStreamsResponseInner> {}
//#endregion
//#region src/websocket-streams/types/asset-index-response-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 AssetIndexResponseInner
 */
interface AssetIndexResponseInner {
  /**
   * Event type.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  e?: string;
  /**
   * Event time.
   * @type {number | bigint}
   * @memberof AssetIndexResponseInner
   */
  E?: number | bigint;
  /**
   * Asset index symbol.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  s?: string;
  /**
   * Index price.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  i?: string;
  /**
   * Bid buffer.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  b?: string;
  /**
   * Ask buffer.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  a?: string;
  /**
   * Bid rate.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  B?: string;
  /**
   * Ask rate.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  A?: string;
  /**
   * Auto exchange bid buffer.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  q?: string;
  /**
   * Auto exchange ask buffer.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  g?: string;
  /**
   * Auto exchange bid rate.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  Q?: string;
  /**
   * Auto exchange ask rate.
   * @type {string}
   * @memberof AssetIndexResponseInner
   */
  G?: string;
}
//#endregion
//#region src/websocket-streams/types/asset-index-response.d.ts
/**
 *
 * @export
 * @interface AssetIndexResponse
 */
interface AssetIndexResponse extends Array<AssetIndexResponseInner> {}
//#endregion
//#region src/websocket-streams/types/composite-index-symbol-information-streams-response-cinner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Base asset
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
   */
  b?: string;
  /**
   * Quote asset
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
   */
  q?: string;
  /**
   * Weight in quantity
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
   */
  w?: string;
  /**
   * Weight in percentage
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
   */
  W?: string;
  /**
   * Index price
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponseCInner
   */
  i?: string;
}
//#endregion
//#region src/websocket-streams/types/composite-index-symbol-information-streams-response.d.ts
/**
 *
 * @export
 * @interface CompositeIndexSymbolInformationStreamsResponse
 */
interface CompositeIndexSymbolInformationStreamsResponse {
  /**
   * Event type
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof CompositeIndexSymbolInformationStreamsResponse
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponse
   */
  s?: string;
  /**
   * Price
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponse
   */
  p?: string;
  /**
   * Base asset category.
   * @type {string}
   * @memberof CompositeIndexSymbolInformationStreamsResponse
   */
  C?: string;
  /**
   * Composition
   * @type {Array<CompositeIndexSymbolInformationStreamsResponseCInner>}
   * @memberof CompositeIndexSymbolInformationStreamsResponse
   */
  c?: Array<CompositeIndexSymbolInformationStreamsResponseCInner>;
}
//#endregion
//#region src/websocket-streams/types/conditional-order-trigger-reject-or.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol
   * @type {string}
   * @memberof ConditionalOrderTriggerRejectOr
   */
  s?: string;
  /**
   * Order Id
   * @type {number | bigint}
   * @memberof ConditionalOrderTriggerRejectOr
   */
  i?: number | bigint;
  /**
   * Reject Reason
   * @type {string}
   * @memberof ConditionalOrderTriggerRejectOr
   */
  r?: string;
}
//#endregion
//#region src/websocket-streams/types/conditional-order-trigger-reject.d.ts
/**
 *
 * @export
 * @interface ConditionalOrderTriggerReject
 */
interface ConditionalOrderTriggerReject {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof ConditionalOrderTriggerReject
   */
  E?: number | bigint;
  /**
   * Message send time
   * @type {number | bigint}
   * @memberof ConditionalOrderTriggerReject
   */
  T?: number | bigint;
  /**
   *
   * @type {ConditionalOrderTriggerRejectOr}
   * @memberof ConditionalOrderTriggerReject
   */
  or?: ConditionalOrderTriggerRejectOr;
}
//#endregion
//#region src/websocket-streams/types/continuous-contract-kline-candlestick-streams-response-k.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * Kline payload.
 * @export
 * @interface ContinuousContractKlineCandlestickStreamsResponseK
 */
interface ContinuousContractKlineCandlestickStreamsResponseK {
  /**
   * Kline start time
   * @type {number | bigint}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  t?: number | bigint;
  /**
   * Kline close time
   * @type {number | bigint}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  T?: number | bigint;
  /**
   * Interval
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  i?: string;
  /**
   * First updateId
   * @type {number | bigint}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  f?: number | bigint;
  /**
   * Last updateId
   * @type {number | bigint}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  L?: number | bigint;
  /**
   * Open price
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  o?: string;
  /**
   * Close price
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  c?: string;
  /**
   * High price
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  h?: string;
  /**
   * Low price
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  l?: string;
  /**
   * volume
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  v?: string;
  /**
   * Number of trades
   * @type {number | bigint}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  n?: number | bigint;
  /**
   * Is this kline closed?
   * @type {boolean}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  x?: boolean;
  /**
   * Quote asset volume
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  q?: string;
  /**
   * Taker buy volume
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  V?: string;
  /**
   * Taker buy quote asset volume
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  Q?: string;
  /**
   * Ignore
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponseK
   */
  B?: string;
}
//#endregion
//#region src/websocket-streams/types/continuous-contract-kline-candlestick-streams-response.d.ts
/**
 *
 * @export
 * @interface ContinuousContractKlineCandlestickStreamsResponse
 */
interface ContinuousContractKlineCandlestickStreamsResponse {
  /**
   * Event type
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof ContinuousContractKlineCandlestickStreamsResponse
   */
  E?: number | bigint;
  /**
   * Pair
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponse
   */
  ps?: string;
  /**
   * Contract type
   * @type {string}
   * @memberof ContinuousContractKlineCandlestickStreamsResponse
   */
  ct?: string;
  /**
   *
   * @type {ContinuousContractKlineCandlestickStreamsResponseK}
   * @memberof ContinuousContractKlineCandlestickStreamsResponse
   */
  k?: ContinuousContractKlineCandlestickStreamsResponseK;
}
//#endregion
//#region src/websocket-streams/types/contract-info-stream-response-bks-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Notional bracket
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponseBksInner
   */
  bs?: number | bigint;
  /**
   * Floor notional of this bracket
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponseBksInner
   */
  bnf?: number | bigint;
  /**
   * Cap notional of this bracket
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponseBksInner
   */
  bnc?: number | bigint;
  /**
   * Maintenance ratio for this bracket
   * @type {number}
   * @memberof ContractInfoStreamResponseBksInner
   */
  mmr?: number;
  /**
   * Auxiliary number for quick calculation
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponseBksInner
   */
  cf?: number | bigint;
  /**
   * Min leverage for this bracket
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponseBksInner
   */
  mi?: number | bigint;
  /**
   * Max leverage for this bracket
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponseBksInner
   */
  ma?: number | bigint;
}
//#endregion
//#region src/websocket-streams/types/contract-info-stream-response.d.ts
/**
 *
 * @export
 * @interface ContractInfoStreamResponse
 */
interface ContractInfoStreamResponse {
  /**
   * Event type.
   * @type {string}
   * @memberof ContractInfoStreamResponse
   */
  e?: string;
  /**
   * Event time.
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponse
   */
  E?: number | bigint;
  /**
   * Symbol.
   * @type {string}
   * @memberof ContractInfoStreamResponse
   */
  s?: string;
  /**
   * Contract type.
   * @type {string}
   * @memberof ContractInfoStreamResponse
   */
  ct?: string;
  /**
   * Delivery date time.
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponse
   */
  dt?: number | bigint;
  /**
   * Onboard date time.
   * @type {number | bigint}
   * @memberof ContractInfoStreamResponse
   */
  ot?: number | bigint;
  /**
   * Contract status.
   * @type {string}
   * @memberof ContractInfoStreamResponse
   */
  cs?: string;
  /**
   * Notional bracket updates.
   * @type {Array<ContractInfoStreamResponseBksInner>}
   * @memberof ContractInfoStreamResponse
   */
  bks?: Array<ContractInfoStreamResponseBksInner>;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof ContractInfoStreamResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/diff-book-depth-streams-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type.
   * @type {string}
   * @memberof DiffBookDepthStreamsResponse
   */
  e?: string;
  /**
   * Event time.
   * @type {number | bigint}
   * @memberof DiffBookDepthStreamsResponse
   */
  E?: number | bigint;
  /**
   * Transaction time.
   * @type {number | bigint}
   * @memberof DiffBookDepthStreamsResponse
   */
  T?: number | bigint;
  /**
   * Symbol.
   * @type {string}
   * @memberof DiffBookDepthStreamsResponse
   */
  s?: string;
  /**
   * First update ID in the event.
   * @type {number | bigint}
   * @memberof DiffBookDepthStreamsResponse
   */
  U?: number | bigint;
  /**
   * Final update ID in the event.
   * @type {number | bigint}
   * @memberof DiffBookDepthStreamsResponse
   */
  u?: number | bigint;
  /**
   * Final update ID in the previous stream event.
   * @type {number | bigint}
   * @memberof DiffBookDepthStreamsResponse
   */
  pu?: number | bigint;
  /**
   * Bid updates.
   * @type {Array<Array<string>>}
   * @memberof DiffBookDepthStreamsResponse
   */
  b?: Array<Array<string>>;
  /**
   * Ask updates.
   * @type {Array<Array<string>>}
   * @memberof DiffBookDepthStreamsResponse
   */
  a?: Array<Array<string>>;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof DiffBookDepthStreamsResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof DiffBookDepthStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/grid-update-gu.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Strategy ID
   * @type {number | bigint}
   * @memberof GridUpdateGu
   */
  si?: number | bigint;
  /**
   * Strategy Type
   * @type {string}
   * @memberof GridUpdateGu
   */
  st?: string;
  /**
   * Strategy Status
   * @type {string}
   * @memberof GridUpdateGu
   */
  ss?: string;
  /**
   * Symbol
   * @type {string}
   * @memberof GridUpdateGu
   */
  s?: string;
  /**
   * Realized PNL
   * @type {string}
   * @memberof GridUpdateGu
   */
  r?: string;
  /**
   * Unmatched Average Price
   * @type {string}
   * @memberof GridUpdateGu
   */
  up?: string;
  /**
   * Unmatched Qty
   * @type {string}
   * @memberof GridUpdateGu
   */
  uq?: string;
  /**
   * Unmatched Fee
   * @type {string}
   * @memberof GridUpdateGu
   */
  uf?: string;
  /**
   * Matched PNL
   * @type {string}
   * @memberof GridUpdateGu
   */
  mp?: string;
  /**
   * Update Time
   * @type {number | bigint}
   * @memberof GridUpdateGu
   */
  ut?: number | bigint;
}
//#endregion
//#region src/websocket-streams/types/grid-update.d.ts
/**
 *
 * @export
 * @interface GridUpdate
 */
interface GridUpdate {
  /**
   * Transaction Time
   * @type {number | bigint}
   * @memberof GridUpdate
   */
  T?: number | bigint;
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof GridUpdate
   */
  E?: number | bigint;
  /**
   *
   * @type {GridUpdateGu}
   * @memberof GridUpdate
   */
  gu?: GridUpdateGu;
}
//#endregion
//#region src/websocket-streams/types/individual-symbol-book-ticker-streams-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * event type
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  e?: string;
  /**
   * order book updateId
   * @type {number | bigint}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  u?: number | bigint;
  /**
   * event time
   * @type {number | bigint}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  E?: number | bigint;
  /**
   * transaction time
   * @type {number | bigint}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  T?: number | bigint;
  /**
   * symbol
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  s?: string;
  /**
   * pair (After CM migration)
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  ps?: string;
  /**
   * best bid price
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  b?: string;
  /**
   * best bid qty
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  B?: string;
  /**
   * best ask price
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  a?: string;
  /**
   * best ask qty
   * @type {string}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  A?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof IndividualSymbolBookTickerStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/individual-symbol-mini-ticker-stream-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  s?: string;
  /**
   * Close price
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  c?: string;
  /**
   * Open price
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  o?: string;
  /**
   * High price
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  h?: string;
  /**
   * Low price
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  l?: string;
  /**
   * Total traded base asset volume
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  v?: string;
  /**
   * Total traded quote asset volume
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  q?: string;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof IndividualSymbolMiniTickerStreamResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/individual-symbol-ticker-streams-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  s?: string;
  /**
   * Price change
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  p?: string;
  /**
   * Price change percent
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  P?: string;
  /**
   * Weighted average price
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  w?: string;
  /**
   * Last price
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  c?: string;
  /**
   * Last quantity
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  Q?: string;
  /**
   * Open price
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  o?: string;
  /**
   * High price
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  h?: string;
  /**
   * Low price
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  l?: string;
  /**
   * Total traded base asset volume
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  v?: string;
  /**
   * Total traded quote asset volume
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  q?: string;
  /**
   * Statistics open time
   * @type {number | bigint}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  O?: number | bigint;
  /**
   * Statistics close time
   * @type {number | bigint}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  C?: number | bigint;
  /**
   * First trade ID
   * @type {number | bigint}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  F?: number | bigint;
  /**
   * Last trade Id
   * @type {number | bigint}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  L?: number | bigint;
  /**
   * Total number of trades
   * @type {number | bigint}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  n?: number | bigint;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof IndividualSymbolTickerStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/kline-candlestick-streams-response-k.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
 * https://openapi-generator.tech
 * Do not edit the class manually.
 */
/**
 * Kline payload.
 * @export
 * @interface KlineCandlestickStreamsResponseK
 */
interface KlineCandlestickStreamsResponseK {
  /**
   * Kline start time
   * @type {number | bigint}
   * @memberof KlineCandlestickStreamsResponseK
   */
  t?: number | bigint;
  /**
   * Kline close time
   * @type {number | bigint}
   * @memberof KlineCandlestickStreamsResponseK
   */
  T?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  s?: string;
  /**
   * Interval
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  i?: string;
  /**
   * First trade ID
   * @type {number | bigint}
   * @memberof KlineCandlestickStreamsResponseK
   */
  f?: number | bigint;
  /**
   * Last trade ID
   * @type {number | bigint}
   * @memberof KlineCandlestickStreamsResponseK
   */
  L?: number | bigint;
  /**
   * Open price
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  o?: string;
  /**
   * Close price
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  c?: string;
  /**
   * High price
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  h?: string;
  /**
   * Low price
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  l?: string;
  /**
   * Base asset volume
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  v?: string;
  /**
   * Number of trades
   * @type {number | bigint}
   * @memberof KlineCandlestickStreamsResponseK
   */
  n?: number | bigint;
  /**
   * Is this kline closed?
   * @type {boolean}
   * @memberof KlineCandlestickStreamsResponseK
   */
  x?: boolean;
  /**
   * Quote asset volume
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  q?: string;
  /**
   * Taker buy base asset volume
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  V?: string;
  /**
   * Taker buy quote asset volume
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  Q?: string;
  /**
   * Ignore
   * @type {string}
   * @memberof KlineCandlestickStreamsResponseK
   */
  B?: string;
}
//#endregion
//#region src/websocket-streams/types/kline-candlestick-streams-response.d.ts
/**
 *
 * @export
 * @interface KlineCandlestickStreamsResponse
 */
interface KlineCandlestickStreamsResponse {
  /**
   * Event type
   * @type {string}
   * @memberof KlineCandlestickStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof KlineCandlestickStreamsResponse
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof KlineCandlestickStreamsResponse
   */
  s?: string;
  /**
   *
   * @type {KlineCandlestickStreamsResponseK}
   * @memberof KlineCandlestickStreamsResponse
   */
  k?: KlineCandlestickStreamsResponseK;
}
//#endregion
//#region src/websocket-streams/types/liquidation-order-streams-response.d.ts
/**
 *
 * @export
 * @interface LiquidationOrderStreamsResponse
 */
interface LiquidationOrderStreamsResponse {
  /**
   * Event Type
   * @type {string}
   * @memberof LiquidationOrderStreamsResponse
   */
  e?: string;
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof LiquidationOrderStreamsResponse
   */
  E?: number | bigint;
  /**
   *
   * @type {AllMarketLiquidationOrderStreamsResponseO}
   * @memberof LiquidationOrderStreamsResponse
   */
  o?: AllMarketLiquidationOrderStreamsResponseO;
}
//#endregion
//#region src/websocket-streams/types/listen-key-expired.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof ListenKeyExpired
   */
  E?: number | bigint;
  /**
   *
   * @type {string}
   * @memberof ListenKeyExpired
   */
  listenKey?: string;
}
//#endregion
//#region src/websocket-streams/types/margin-call-pinner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol
   * @type {string}
   * @memberof MarginCallPInner
   */
  s?: string;
  /**
   * Position Side
   * @type {string}
   * @memberof MarginCallPInner
   */
  ps?: string;
  /**
   * Position Amount
   * @type {string}
   * @memberof MarginCallPInner
   */
  pa?: string;
  /**
   * Margin Type
   * @type {string}
   * @memberof MarginCallPInner
   */
  mt?: string;
  /**
   * Isolated Wallet (if isolated position)
   * @type {string}
   * @memberof MarginCallPInner
   */
  iw?: string;
  /**
   * Mark Price
   * @type {string}
   * @memberof MarginCallPInner
   */
  mp?: string;
  /**
   * Unrealized PnL
   * @type {string}
   * @memberof MarginCallPInner
   */
  up?: string;
  /**
   * Maintenance Margin Required
   * @type {string}
   * @memberof MarginCallPInner
   */
  mm?: string;
}
//#endregion
//#region src/websocket-streams/types/margin-call.d.ts
/**
 *
 * @export
 * @interface MarginCall
 */
interface MarginCall {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof MarginCall
   */
  E?: number | bigint;
  /**
   * Cross Wallet Balance. Only pushed with crossed position margin call
   * @type {string}
   * @memberof MarginCall
   */
  cw?: string;
  /**
   * Position(s) of Margin Call
   * @type {Array<MarginCallPInner>}
   * @memberof MarginCall
   */
  p?: Array<MarginCallPInner>;
}
//#endregion
//#region src/websocket-streams/types/mark-price-stream-for-all-market-response-inner.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  s?: string;
  /**
   * Mark price
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  p?: string;
  /**
   * Index price
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  i?: string;
  /**
   * Estimated Settle Price, only useful in the last hour before the settlement starts
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  P?: string;
  /**
   * Funding rate
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  r?: string;
  /**
   * Mark price moving average
   * @type {string}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  ap?: string;
  /**
   * Next funding time
   * @type {number | bigint}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  T?: number | bigint;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof MarkPriceStreamForAllMarketResponseInner
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/mark-price-stream-for-all-market-response.d.ts
/**
 *
 * @export
 * @interface MarkPriceStreamForAllMarketResponse
 */
interface MarkPriceStreamForAllMarketResponse extends Array<MarkPriceStreamForAllMarketResponseInner> {}
//#endregion
//#region src/websocket-streams/types/mark-price-stream-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof MarkPriceStreamResponse
   */
  E?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  s?: string;
  /**
   * Mark price
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  p?: string;
  /**
   * Index price
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  i?: string;
  /**
   * Estimated Settle Price, only useful in the last hour before the settlement starts
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  P?: string;
  /**
   * Funding rate
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  r?: string;
  /**
   * Mark price moving average
   * @type {string}
   * @memberof MarkPriceStreamResponse
   */
  ap?: string;
  /**
   * Next funding time
   * @type {number | bigint}
   * @memberof MarkPriceStreamResponse
   */
  T?: number | bigint;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof MarkPriceStreamResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/order-trade-update-o.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Symbol
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  s?: string;
  /**
   * Client Order Id
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  c?: string;
  /**
   * Side
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  S?: string;
  /**
   * Order Type
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  o?: string;
  /**
   * Time in Force
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  f?: string;
  /**
   * Original Quantity
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  q?: string;
  /**
   * Original Price
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  p?: string;
  /**
   * Average Price
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  ap?: string;
  /**
   * Stop Price. Please ignore with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  sp?: string;
  /**
   * Execution Type
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  x?: string;
  /**
   * Order Status
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  X?: string;
  /**
   * Order Id
   * @type {number | bigint}
   * @memberof OrderTradeUpdateO
   */
  i?: number | bigint;
  /**
   * modifyId, only pushed for AMENDMENT (order modification) events when a modifyId was provided in the request
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  M?: string;
  /**
   * Order Last Filled Quantity
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  l?: string;
  /**
   * Order Filled Accumulated Quantity
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  z?: string;
  /**
   * Last Filled Price
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  L?: string;
  /**
   * Commission Asset
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  N?: string;
  /**
   * Commission
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  n?: string;
  /**
   * Order Trade Time
   * @type {number | bigint}
   * @memberof OrderTradeUpdateO
   */
  T?: number | bigint;
  /**
   * Trade Id
   * @type {number | bigint}
   * @memberof OrderTradeUpdateO
   */
  t?: number | bigint;
  /**
   * Bids Notional
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  b?: string;
  /**
   * Ask Notional
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  a?: string;
  /**
   * Is this trade the maker side?
   * @type {boolean}
   * @memberof OrderTradeUpdateO
   */
  m?: boolean;
  /**
   * Is this reduce only
   * @type {boolean}
   * @memberof OrderTradeUpdateO
   */
  R?: boolean;
  /**
   * Stop Price Working Type
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  wt?: string;
  /**
   * Original Order Type
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  ot?: string;
  /**
   * Position Side
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  ps?: string;
  /**
   * If Close-All, pushed with conditional order
   * @type {boolean}
   * @memberof OrderTradeUpdateO
   */
  cp?: boolean;
  /**
   * Activation Price, only pushed with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  AP?: string;
  /**
   * Callback Rate, only pushed with TRAILING_STOP_MARKET order
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  cr?: string;
  /**
   * If price protection is turned on
   * @type {boolean}
   * @memberof OrderTradeUpdateO
   */
  pP?: boolean;
  /**
   * ignore
   * @type {number | bigint}
   * @memberof OrderTradeUpdateO
   */
  si?: number | bigint;
  /**
   * ignore
   * @type {number | bigint}
   * @memberof OrderTradeUpdateO
   */
  ss?: number | bigint;
  /**
   * Realized Profit of the trade
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  rp?: string;
  /**
   * STP mode
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  V?: string;
  /**
   * Price match mode
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  pm?: string;
  /**
   * TIF GTD order auto cancel time
   * @type {number | bigint}
   * @memberof OrderTradeUpdateO
   */
  gtd?: number | bigint;
  /**
   * Expiry Reason
   * @type {string}
   * @memberof OrderTradeUpdateO
   */
  er?: string;
}
//#endregion
//#region src/websocket-streams/types/order-trade-update.d.ts
/**
 *
 * @export
 * @interface OrderTradeUpdate
 */
interface OrderTradeUpdate {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof OrderTradeUpdate
   */
  E?: number | bigint;
  /**
   * Transaction Time
   * @type {number | bigint}
   * @memberof OrderTradeUpdate
   */
  T?: number | bigint;
  /**
   *
   * @type {OrderTradeUpdateO}
   * @memberof OrderTradeUpdate
   */
  o?: OrderTradeUpdateO;
}
//#endregion
//#region src/websocket-streams/types/partial-book-depth-streams-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event type
   * @type {string}
   * @memberof PartialBookDepthStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof PartialBookDepthStreamsResponse
   */
  E?: number | bigint;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof PartialBookDepthStreamsResponse
   */
  T?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof PartialBookDepthStreamsResponse
   */
  s?: string;
  /**
   * First update ID in event
   * @type {number | bigint}
   * @memberof PartialBookDepthStreamsResponse
   */
  U?: number | bigint;
  /**
   * Final update ID in event
   * @type {number | bigint}
   * @memberof PartialBookDepthStreamsResponse
   */
  u?: number | bigint;
  /**
   * Final update Id in last stream(ie `u` in last stream)
   * @type {number | bigint}
   * @memberof PartialBookDepthStreamsResponse
   */
  pu?: number | bigint;
  /**
   * Bids to be updated
   * @type {Array<Array<string>>}
   * @memberof PartialBookDepthStreamsResponse
   */
  b?: Array<Array<string>>;
  /**
   * Asks to be updated
   * @type {Array<Array<string>>}
   * @memberof PartialBookDepthStreamsResponse
   */
  a?: Array<Array<string>>;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof PartialBookDepthStreamsResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof PartialBookDepthStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/rpi-diff-book-depth-streams-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 RpiDiffBookDepthStreamsResponse
 */
interface RpiDiffBookDepthStreamsResponse {
  /**
   * Event type
   * @type {string}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  E?: number | bigint;
  /**
   * Transaction time
   * @type {number | bigint}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  T?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  s?: string;
  /**
   * First update ID in event
   * @type {number | bigint}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  U?: number | bigint;
  /**
   * Final update ID in event
   * @type {number | bigint}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  u?: number | bigint;
  /**
   * Final update Id in last stream(ie `u` in last stream)
   * @type {number | bigint}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  pu?: number | bigint;
  /**
   * Bids to be updated
   * @type {Array<Array<string>>}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  b?: Array<Array<string>>;
  /**
   * Asks to be updated
   * @type {Array<Array<string>>}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  a?: Array<Array<string>>;
  /**
   * (After CM migration) Pair symbol
   * @type {string}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  ps?: string;
  /**
   * (After CM migration) Symbol type: 1 = UM, 2 = CM
   * @type {number}
   * @memberof RpiDiffBookDepthStreamsResponse
   */
  st?: number;
}
//#endregion
//#region src/websocket-streams/types/strategy-update-su.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Strategy ID
   * @type {number | bigint}
   * @memberof StrategyUpdateSu
   */
  si?: number | bigint;
  /**
   * Strategy Type
   * @type {string}
   * @memberof StrategyUpdateSu
   */
  st?: string;
  /**
   * Strategy Status
   * @type {string}
   * @memberof StrategyUpdateSu
   */
  ss?: string;
  /**
   * Symbol
   * @type {string}
   * @memberof StrategyUpdateSu
   */
  s?: string;
  /**
   * Update Time
   * @type {number | bigint}
   * @memberof StrategyUpdateSu
   */
  ut?: number | bigint;
  /**
   * opCode
   * @type {number | bigint}
   * @memberof StrategyUpdateSu
   */
  c?: number | bigint;
}
//#endregion
//#region src/websocket-streams/types/strategy-update.d.ts
/**
 *
 * @export
 * @interface StrategyUpdate
 */
interface StrategyUpdate {
  /**
   * Transaction Time
   * @type {number | bigint}
   * @memberof StrategyUpdate
   */
  T?: number | bigint;
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof StrategyUpdate
   */
  E?: number | bigint;
  /**
   *
   * @type {StrategyUpdateSu}
   * @memberof StrategyUpdate
   */
  su?: StrategyUpdateSu;
}
//#endregion
//#region src/websocket-streams/types/trade-lite.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 {
  /**
   * Event Time
   * @type {number | bigint}
   * @memberof TradeLite
   */
  E?: number | bigint;
  /**
   * Transaction Time
   * @type {number | bigint}
   * @memberof TradeLite
   */
  T?: number | bigint;
  /**
   * Symbol
   * @type {string}
   * @memberof TradeLite
   */
  s?: string;
  /**
   * Original Quantity
   * @type {string}
   * @memberof TradeLite
   */
  q?: string;
  /**
   * Original Price
   * @type {string}
   * @memberof TradeLite
   */
  p?: string;
  /**
   * Is this trade the maker side?
   * @type {boolean}
   * @memberof TradeLite
   */
  m?: boolean;
  /**
   * Client Order Id
   * @type {string}
   * @memberof TradeLite
   */
  c?: string;
  /**
   * Side
   * @type {string}
   * @memberof TradeLite
   */
  S?: string;
  /**
   * Last Filled Price
   * @type {string}
   * @memberof TradeLite
   */
  L?: string;
  /**
   * Order Last Filled Quantity
   * @type {string}
   * @memberof TradeLite
   */
  l?: string;
  /**
   * Trade Id
   * @type {number | bigint}
   * @memberof TradeLite
   */
  t?: number | bigint;
  /**
   * Order Id
   * @type {number | bigint}
   * @memberof TradeLite
   */
  i?: number | bigint;
}
//#endregion
//#region src/websocket-streams/types/trading-session-stream-response.d.ts
/**
 * Futures (USDⓈ-M) WebSocket Market Streams
 *
 * Access market data, manage accounts, and trade USDⓈ-M perpetual futures.
 *
 * The version of the OpenAPI document: 1.0.0
 *
 *
 * 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 TradingSessionStreamResponse
 */
interface TradingSessionStreamResponse {
  /**
   * Event type, can also be CommodityUpdate, KR_EquityUpdate or HK_EquityUpdate
   * @type {string}
   * @memberof TradingSessionStreamResponse
   */
  e?: string;
  /**
   * Event time
   * @type {number | bigint}
   * @memberof TradingSessionStreamResponse
   */
  E?: number | bigint;
  /**
   * Session start time
   * @type {number | bigint}
   * @memberof TradingSessionStreamResponse
   */
  t?: number | bigint;
  /**
   * Session end time
   * @type {number | bigint}
   * @memberof TradingSessionStreamResponse
   */
  T?: number | bigint;
  /**
   * Session type
   * @type {string}
   * @memberof TradingSessionStreamResponse
   */
  S?: string;
}
//#endregion
//#region src/websocket-streams/types/user-data-stream-events-response.d.ts
/**
 * @type UserDataStreamEventsResponse
 */
type UserDataStreamEventsResponse = ({
  e: 'ACCOUNT_CONFIG_UPDATE';
} & AccountConfigUpdate) | ({
  e: 'ACCOUNT_UPDATE';
} & AccountUpdate) | ({
  e: 'ALGO_UPDATE';
} & AlgoUpdate) | ({
  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);
//#endregion
//#region src/websocket-streams/modules/market-api.d.ts
/**
 * MarketApi - interface
 * @interface MarketApi
 */
interface MarketApiInterface {
  /**
   * 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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: 100ms
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are aggregated into field q and without special tags to be distinguished.
   *
   * @summary Aggregate Trade Streams
   * @param {AggregateTradeStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AggregateTradeStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  aggregateTradeStreams(requestParameters: AggregateTradeStreamsRequest): WebsocketStream<AggregateTradeStreamsResponse>;
  /**
   * 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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Liquidation Order Streams
   * @param {AllMarketLiquidationOrderStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AllMarketLiquidationOrderStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Mini Tickers Stream
   * @param {AllMarketMiniTickersStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AllMarketMiniTickersStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Tickers Streams
   * @param {AllMarketTickersStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AllMarketTickersStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  allMarketTickersStreams(requestParameters?: AllMarketTickersStreamsRequest): WebsocketStream<AllMarketTickersStreamsResponse>;
  /**
   * Asset index price. Subscribe with `!assetIndex@arr` for all assets, or `<assetSymbol>@assetIndex` for a specific asset.
   *
   * > **CM-UM Integration (Effective 2026-06-30):** Renamed from *Multi-Assets Mode Asset Index*. The stream `!assetIndex@arr` now additionally pushes COIN-M settlement-asset price index entries (e.g., `BTCUSD`, `ETHUSD`, `BNBUSD`). The on-the-wire stream key is unchanged; existing subscriptions continue to work.
   *
   * Update Speed: 1s
   *
   * @summary Multi-Assets Mode Asset Index
   * @param {AssetIndexRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AssetIndexResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  assetIndex(requestParameters?: AssetIndexRequest): WebsocketStream<AssetIndexResponse>;
  /**
   * 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 MarketApiInterface
   */
  compositeIndexSymbolInformationStreams(requestParameters: CompositeIndexSymbolInformationStreamsRequest): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
  /**
   * Continuous Contract Kline/Candlestick Streams
   *
   * > **After CM migration**, both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 250ms
   *
   * @summary Continuous Contract Kline/Candlestick Streams
   * @param {ContinuousContractKlineCandlestickStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: Real-time
   *
   * @summary Contract Info Stream
   * @param {ContractInfoStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<ContractInfoStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  contractInfoStream(requestParameters?: ContractInfoStreamRequest): WebsocketStream<ContractInfoStreamResponse>;
  /**
   * 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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 2s
   *
   * @summary Individual Symbol Mini Ticker Stream
   * @param {IndividualSymbolMiniTickerStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<IndividualSymbolMiniTickerStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 2000ms
   *
   * @summary Individual Symbol Ticker Streams
   * @param {IndividualSymbolTickerStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<IndividualSymbolTickerStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  individualSymbolTickerStreams(requestParameters: IndividualSymbolTickerStreamsRequest): WebsocketStream<IndividualSymbolTickerStreamsResponse>;
  /**
   * The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
   *
   * > **After CM migration**, both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 250ms
   *
   * @summary Kline/Candlestick Streams
   * @param {KlineCandlestickStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<KlineCandlestickStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  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 MarketApiInterface
   */
  liquidationOrderStreams(requestParameters: LiquidationOrderStreamsRequest): WebsocketStream<LiquidationOrderStreamsResponse>;
  /**
   * Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM); both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * @summary Mark Price Stream
   * @param {MarkPriceStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<MarkPriceStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  markPriceStream(requestParameters: MarkPriceStreamRequest): WebsocketStream<MarkPriceStreamResponse>;
  /**
   * Mark price and funding rate for all symbols pushed every 3 seconds or every second.
   *
   **Note:**
   * - TradFi symbols will be pushed through a seperate message.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM); both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 3s or 1s
   *
   * @summary Mark Price Stream for All market
   * @param {MarkPriceStreamForAllMarketRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<MarkPriceStreamForAllMarketResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  markPriceStreamForAllMarket(requestParameters?: MarkPriceStreamForAllMarketRequest): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
  /**
   * Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market, is updated every second. Trading session information for different underlying markets is pushed in separate messages.
   *
   **Event type:**
   *
   * - `EquityUpdate`: Session types for the U.S. equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING".
   * - `CommodityUpdate`: Session types for the commodity market include "REGULAR" and "NO_TRADING".
   * - `KR_EquityUpdate`: Session types for the Korean equity market include "REGULAR" and "NO_TRADING".
   * - `HK_EquityUpdate`: Session types for the Hong Kong equity market include "REGULAR" and "NO_TRADING".
   *
   * Update Speed: 1s
   *
   * @summary Trading Session Stream
   * @param {TradingSessionStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<TradingSessionStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApiInterface
   */
  tradingSessionStream(requestParameters?: TradingSessionStreamRequest): WebsocketStream<TradingSessionStreamResponse>;
}
/**
 * Request parameters for aggregateTradeStreams operation in MarketApi.
 * @interface AggregateTradeStreamsRequest
 */
interface AggregateTradeStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiAggregateTradeStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiAggregateTradeStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for allMarketLiquidationOrderStreams operation in MarketApi.
 * @interface AllMarketLiquidationOrderStreamsRequest
 */
interface AllMarketLiquidationOrderStreamsRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiAllMarketLiquidationOrderStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for allMarketMiniTickersStream operation in MarketApi.
 * @interface AllMarketMiniTickersStreamRequest
 */
interface AllMarketMiniTickersStreamRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiAllMarketMiniTickersStream
   */
  readonly id?: string;
}
/**
 * Request parameters for allMarketTickersStreams operation in MarketApi.
 * @interface AllMarketTickersStreamsRequest
 */
interface AllMarketTickersStreamsRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiAllMarketTickersStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for assetIndex operation in MarketApi.
 * @interface AssetIndexRequest
 */
interface AssetIndexRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiAssetIndex
   */
  readonly id?: string;
}
/**
 * Request parameters for compositeIndexSymbolInformationStreams operation in MarketApi.
 * @interface CompositeIndexSymbolInformationStreamsRequest
 */
interface CompositeIndexSymbolInformationStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiCompositeIndexSymbolInformationStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiCompositeIndexSymbolInformationStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for continuousContractKlineCandlestickStreams operation in MarketApi.
 * @interface ContinuousContractKlineCandlestickStreamsRequest
 */
interface ContinuousContractKlineCandlestickStreamsRequest {
  /**
   *
   * @type {string}
   * @memberof MarketApiContinuousContractKlineCandlestickStreams
   */
  readonly pair: string;
  /**
   *
   * @type {'perpetual' | 'current_quarter' | 'next_quarter' | 'tradifi_perpetual'}
   * @memberof MarketApiContinuousContractKlineCandlestickStreams
   */
  readonly contractType: ContinuousContractKlineCandlestickStreamsContractTypeEnum;
  /**
   *
   * @type {'1s' | '1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
   * @memberof MarketApiContinuousContractKlineCandlestickStreams
   */
  readonly interval: ContinuousContractKlineCandlestickStreamsIntervalEnum;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiContinuousContractKlineCandlestickStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for contractInfoStream operation in MarketApi.
 * @interface ContractInfoStreamRequest
 */
interface ContractInfoStreamRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiContractInfoStream
   */
  readonly id?: string;
}
/**
 * Request parameters for individualSymbolMiniTickerStream operation in MarketApi.
 * @interface IndividualSymbolMiniTickerStreamRequest
 */
interface IndividualSymbolMiniTickerStreamRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiIndividualSymbolMiniTickerStream
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiIndividualSymbolMiniTickerStream
   */
  readonly id?: string;
}
/**
 * Request parameters for individualSymbolTickerStreams operation in MarketApi.
 * @interface IndividualSymbolTickerStreamsRequest
 */
interface IndividualSymbolTickerStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiIndividualSymbolTickerStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiIndividualSymbolTickerStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for klineCandlestickStreams operation in MarketApi.
 * @interface KlineCandlestickStreamsRequest
 */
interface KlineCandlestickStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiKlineCandlestickStreams
   */
  readonly symbol: string;
  /**
   * The interval parameter
   * @type {'1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1M'}
   * @memberof MarketApiKlineCandlestickStreams
   */
  readonly interval: KlineCandlestickStreamsIntervalEnum;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiKlineCandlestickStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for liquidationOrderStreams operation in MarketApi.
 * @interface LiquidationOrderStreamsRequest
 */
interface LiquidationOrderStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiLiquidationOrderStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiLiquidationOrderStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for markPriceStream operation in MarketApi.
 * @interface MarkPriceStreamRequest
 */
interface MarkPriceStreamRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof MarketApiMarkPriceStream
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiMarkPriceStream
   */
  readonly id?: string;
  /**
   * WebSocket stream update speed
   * @type {'1s'}
   * @memberof MarketApiMarkPriceStream
   */
  readonly updateSpeed?: MarkPriceStreamUpdateSpeedEnum;
}
/**
 * Request parameters for markPriceStreamForAllMarket operation in MarketApi.
 * @interface MarkPriceStreamForAllMarketRequest
 */
interface MarkPriceStreamForAllMarketRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiMarkPriceStreamForAllMarket
   */
  readonly id?: string;
  /**
   * WebSocket stream update speed
   * @type {'1s'}
   * @memberof MarketApiMarkPriceStreamForAllMarket
   */
  readonly updateSpeed?: MarkPriceStreamForAllMarketUpdateSpeedEnum;
}
/**
 * Request parameters for tradingSessionStream operation in MarketApi.
 * @interface TradingSessionStreamRequest
 */
interface TradingSessionStreamRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof MarketApiTradingSessionStream
   */
  readonly id?: string;
}
/**
 * MarketApi - interface
 * @class MarketApi
 * @extends {WebsocketStreamsBase}
 */
declare class MarketApi implements MarketApiInterface {
  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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: 100ms
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are aggregated into field q and without special tags to be distinguished.
   *
   * @summary Aggregate Trade Streams
   * @param {AggregateTradeStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<AggregateTradeStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#aggregate-trade-streams Binance API Documentation}
   */
  aggregateTradeStreams(requestParameters: AggregateTradeStreamsRequest): WebsocketStream<AggregateTradeStreamsResponse>;
  /**
   * 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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Liquidation Order Streams
   * @param {AllMarketLiquidationOrderStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<AllMarketLiquidationOrderStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Mini Tickers Stream
   * @param {AllMarketMiniTickersStreamRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<AllMarketMiniTickersStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Tickers Streams
   * @param {AllMarketTickersStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<AllMarketTickersStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#all-market-tickers-streams Binance API Documentation}
   */
  allMarketTickersStreams(requestParameters?: AllMarketTickersStreamsRequest): WebsocketStream<AllMarketTickersStreamsResponse>;
  /**
   * Asset index price. Subscribe with `!assetIndex@arr` for all assets, or `<assetSymbol>@assetIndex` for a specific asset.
   *
   * > **CM-UM Integration (Effective 2026-06-30):** Renamed from *Multi-Assets Mode Asset Index*. The stream `!assetIndex@arr` now additionally pushes COIN-M settlement-asset price index entries (e.g., `BTCUSD`, `ETHUSD`, `BNBUSD`). The on-the-wire stream key is unchanged; existing subscriptions continue to work.
   *
   * Update Speed: 1s
   *
   * @summary Multi-Assets Mode Asset Index
   * @param {AssetIndexRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<AssetIndexResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#asset-index Binance API Documentation}
   */
  assetIndex(requestParameters?: AssetIndexRequest): WebsocketStream<AssetIndexResponse>;
  /**
   * 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 MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#composite-index-symbol-information-streams Binance API Documentation}
   */
  compositeIndexSymbolInformationStreams(requestParameters: CompositeIndexSymbolInformationStreamsRequest): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
  /**
   * Continuous Contract Kline/Candlestick Streams
   *
   * > **After CM migration**, both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 250ms
   *
   * @summary Continuous Contract Kline/Candlestick Streams
   * @param {ContinuousContractKlineCandlestickStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<ContinuousContractKlineCandlestickStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: Real-time
   *
   * @summary Contract Info Stream
   * @param {ContractInfoStreamRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<ContractInfoStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#contract-info-stream Binance API Documentation}
   */
  contractInfoStream(requestParameters?: ContractInfoStreamRequest): WebsocketStream<ContractInfoStreamResponse>;
  /**
   * 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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 2s
   *
   * @summary Individual Symbol Mini Ticker Stream
   * @param {IndividualSymbolMiniTickerStreamRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<IndividualSymbolMiniTickerStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 2000ms
   *
   * @summary Individual Symbol Ticker Streams
   * @param {IndividualSymbolTickerStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<IndividualSymbolTickerStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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).
   *
   * > **After CM migration**, both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 250ms
   *
   * @summary Kline/Candlestick Streams
   * @param {KlineCandlestickStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<KlineCandlestickStreamsResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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 MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM); both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * @summary Mark Price Stream
   * @param {MarkPriceStreamRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<MarkPriceStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   **Note:**
   * - TradFi symbols will be pushed through a seperate message.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM); both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 3s or 1s
   *
   * @summary Mark Price Stream for All market
   * @param {MarkPriceStreamForAllMarketRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<MarkPriceStreamForAllMarketResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#mark-price-stream-for-all-market Binance API Documentation}
   */
  markPriceStreamForAllMarket(requestParameters?: MarkPriceStreamForAllMarketRequest): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
  /**
   * Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market, is updated every second. Trading session information for different underlying markets is pushed in separate messages.
   *
   **Event type:**
   *
   * - `EquityUpdate`: Session types for the U.S. equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING".
   * - `CommodityUpdate`: Session types for the commodity market include "REGULAR" and "NO_TRADING".
   * - `KR_EquityUpdate`: Session types for the Korean equity market include "REGULAR" and "NO_TRADING".
   * - `HK_EquityUpdate`: Session types for the Hong Kong equity market include "REGULAR" and "NO_TRADING".
   *
   * Update Speed: 1s
   *
   * @summary Trading Session Stream
   * @param {TradingSessionStreamRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<TradingSessionStreamResponse>}
   * @throws {RequiredError}
   * @memberof MarketApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#trading-session-stream Binance API Documentation}
   */
  tradingSessionStream(requestParameters?: TradingSessionStreamRequest): WebsocketStream<TradingSessionStreamResponse>;
}
declare enum ContinuousContractKlineCandlestickStreamsContractTypeEnum {
  perpetual = "perpetual",
  current_quarter = "current_quarter",
  next_quarter = "next_quarter",
  tradifi_perpetual = "tradifi_perpetual",
}
declare enum ContinuousContractKlineCandlestickStreamsIntervalEnum {
  INTERVAL_1s = "1s",
  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 KlineCandlestickStreamsIntervalEnum {
  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 MarkPriceStreamUpdateSpeedEnum {
  UPDATE_SPEED_1s = "1s",
}
declare enum MarkPriceStreamForAllMarketUpdateSpeedEnum {
  UPDATE_SPEED_1s = "1s",
}
//#endregion
//#region src/websocket-streams/modules/public-api.d.ts
/**
 * PublicApi - interface
 * @interface PublicApi
 */
interface PublicApiInterface {
  /**
   * Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 5s
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are not visible and excluded in the response message.
   *
   * @summary All Book Tickers Stream
   * @param {AllBookTickersStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AllBookTickersStreamResponse>}
   * @throws {RequiredError}
   * @memberof PublicApiInterface
   */
  allBookTickersStream(requestParameters?: AllBookTickersStreamRequest): WebsocketStream<AllBookTickersStreamResponse>;
  /**
   * Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing).
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 250ms, 500ms, 100ms
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are not visible and excluded in the response message.
   *
   * @summary Diff. Book Depth Streams
   * @param {DiffBookDepthStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<DiffBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApiInterface
   */
  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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: Real-time
   *
   * Response Notes:
   * Retail Price Improvement (RPI) orders are not visible and excluded in the response message.
   *
   * @summary Individual Symbol Book Ticker Streams
   * @param {IndividualSymbolBookTickerStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<IndividualSymbolBookTickerStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApiInterface
   */
  individualSymbolBookTickerStreams(requestParameters: IndividualSymbolBookTickerStreamsRequest): WebsocketStream<IndividualSymbolBookTickerStreamsResponse>;
  /**
   * Top <levels> bids and asks
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 250ms or 500ms or 100ms
   *
   * Response Notes:
   * Retail Price Improvement (RPI) orders are not visible and excluded in the response message.
   *
   * @summary Partial Book Depth Streams
   * @param {PartialBookDepthStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<PartialBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApiInterface
   */
  partialBookDepthStreams(requestParameters: PartialBookDepthStreamsRequest): WebsocketStream<PartialBookDepthStreamsResponse>;
  /**
   * Bids and asks including RPI orders, pushed every 500 milliseconds
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 500ms
   *
   * Response Notes:
   * - RPI(Retail Price Improvement) orders are included and aggreated in the response message. When the quantity of a price level to be updated is equal to 0, it means either all quotations for this price have been filled/canceled, or the quantity of crossed RPI orders for this price are hidden
   *
   * @summary RPI Diff. Book Depth Streams
   * @param {RpiDiffBookDepthStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<RpiDiffBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApiInterface
   */
  rpiDiffBookDepthStreams(requestParameters: RpiDiffBookDepthStreamsRequest): WebsocketStream<RpiDiffBookDepthStreamsResponse>;
}
/**
 * Request parameters for allBookTickersStream operation in PublicApi.
 * @interface AllBookTickersStreamRequest
 */
interface AllBookTickersStreamRequest {
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof PublicApiAllBookTickersStream
   */
  readonly id?: string;
}
/**
 * Request parameters for diffBookDepthStreams operation in PublicApi.
 * @interface DiffBookDepthStreamsRequest
 */
interface DiffBookDepthStreamsRequest {
  /**
   * Trading pair symbol.
   * @type {string}
   * @memberof PublicApiDiffBookDepthStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof PublicApiDiffBookDepthStreams
   */
  readonly id?: string;
  /**
   * WebSocket stream update speed
   * @type {'100ms' | '500ms'}
   * @memberof PublicApiDiffBookDepthStreams
   */
  readonly updateSpeed?: DiffBookDepthStreamsUpdateSpeedEnum;
}
/**
 * Request parameters for individualSymbolBookTickerStreams operation in PublicApi.
 * @interface IndividualSymbolBookTickerStreamsRequest
 */
interface IndividualSymbolBookTickerStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof PublicApiIndividualSymbolBookTickerStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof PublicApiIndividualSymbolBookTickerStreams
   */
  readonly id?: string;
}
/**
 * Request parameters for partialBookDepthStreams operation in PublicApi.
 * @interface PartialBookDepthStreamsRequest
 */
interface PartialBookDepthStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof PublicApiPartialBookDepthStreams
   */
  readonly symbol: string;
  /**
   * The levels parameter
   * @type {'5' | '10' | '20'}
   * @memberof PublicApiPartialBookDepthStreams
   */
  readonly levels: PartialBookDepthStreamsLevelsEnum;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof PublicApiPartialBookDepthStreams
   */
  readonly id?: string;
  /**
   * WebSocket stream update speed
   * @type {'100ms' | '500ms'}
   * @memberof PublicApiPartialBookDepthStreams
   */
  readonly updateSpeed?: PartialBookDepthStreamsUpdateSpeedEnum;
}
/**
 * Request parameters for rpiDiffBookDepthStreams operation in PublicApi.
 * @interface RpiDiffBookDepthStreamsRequest
 */
interface RpiDiffBookDepthStreamsRequest {
  /**
   * The symbol parameter
   * @type {string}
   * @memberof PublicApiRpiDiffBookDepthStreams
   */
  readonly symbol: string;
  /**
   * Unique WebSocket request ID.
   * @type {string}
   * @memberof PublicApiRpiDiffBookDepthStreams
   */
  readonly id?: string;
}
/**
 * PublicApi - interface
 * @class PublicApi
 * @extends {WebsocketStreamsBase}
 */
declare class PublicApi implements PublicApiInterface {
  private readonly websocketBase;
  private localVarParamCreator;
  constructor(websocketBase: WebsocketStreamsBase);
  /**
   * Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 5s
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are not visible and excluded in the response message.
   *
   * @summary All Book Tickers Stream
   * @param {AllBookTickersStreamRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<AllBookTickersStreamResponse>}
   * @throws {RequiredError}
   * @memberof PublicApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#all-book-tickers-stream Binance API Documentation}
   */
  allBookTickersStream(requestParameters?: AllBookTickersStreamRequest): WebsocketStream<AllBookTickersStreamResponse>;
  /**
   * Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing).
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 250ms, 500ms, 100ms
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are not visible and excluded in the response message.
   *
   * @summary Diff. Book Depth Streams
   * @param {DiffBookDepthStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<DiffBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: Real-time
   *
   * Response Notes:
   * Retail Price Improvement (RPI) orders are not visible and excluded in the response message.
   *
   * @summary Individual Symbol Book Ticker Streams
   * @param {IndividualSymbolBookTickerStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<IndividualSymbolBookTickerStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#individual-symbol-book-ticker-streams Binance API Documentation}
   */
  individualSymbolBookTickerStreams(requestParameters: IndividualSymbolBookTickerStreamsRequest): WebsocketStream<IndividualSymbolBookTickerStreamsResponse>;
  /**
   * Top <levels> bids and asks
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 250ms or 500ms or 100ms
   *
   * Response Notes:
   * Retail Price Improvement (RPI) orders are not visible and excluded in the response message.
   *
   * @summary Partial Book Depth Streams
   * @param {PartialBookDepthStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<PartialBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#partial-book-depth-streams Binance API Documentation}
   */
  partialBookDepthStreams(requestParameters: PartialBookDepthStreamsRequest): WebsocketStream<PartialBookDepthStreamsResponse>;
  /**
   * Bids and asks including RPI orders, pushed every 500 milliseconds
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 500ms
   *
   * Response Notes:
   * - RPI(Retail Price Improvement) orders are included and aggreated in the response message. When the quantity of a price level to be updated is equal to 0, it means either all quotations for this price have been filled/canceled, or the quantity of crossed RPI orders for this price are hidden
   *
   * @summary RPI Diff. Book Depth Streams
   * @param {RpiDiffBookDepthStreamsRequest} requestParameters Request parameters.
   * @returns {WebsocketStream<RpiDiffBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @memberof PublicApi
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#rpi-diff-book-depth-streams Binance API Documentation}
   */
  rpiDiffBookDepthStreams(requestParameters: RpiDiffBookDepthStreamsRequest): WebsocketStream<RpiDiffBookDepthStreamsResponse>;
}
declare enum DiffBookDepthStreamsUpdateSpeedEnum {
  UPDATE_SPEED_100ms = "100ms",
  UPDATE_SPEED_500ms = "500ms",
}
declare enum PartialBookDepthStreamsLevelsEnum {
  LEVELS_5 = "5",
  LEVELS_10 = "10",
  LEVELS_20 = "20",
}
declare enum PartialBookDepthStreamsUpdateSpeedEnum {
  UPDATE_SPEED_100ms = "100ms",
  UPDATE_SPEED_500ms = "500ms",
}
//#endregion
//#region src/websocket-streams/websocket-streams-connection.d.ts
declare class WebsocketStreamsConnection {
  private websocketBase;
  private marketApi;
  private publicApi;
  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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: 100ms
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are aggregated into field q and without special tags to be distinguished.
   *
   * @summary Aggregate Trade Streams
   * @param {AggregateTradeStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AggregateTradeStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#aggregate-trade-streams Binance API Documentation}
   */
  aggregateTradeStreams(requestParameters: AggregateTradeStreamsRequest): WebsocketStream<AggregateTradeStreamsResponse>;
  /**
   * 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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 1000ms
   *
   * @summary All Market Tickers Streams
   * @param {AllMarketTickersStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AllMarketTickersStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#all-market-tickers-streams Binance API Documentation}
   */
  allMarketTickersStreams(requestParameters?: AllMarketTickersStreamsRequest): WebsocketStream<AllMarketTickersStreamsResponse>;
  /**
   * Asset index price. Subscribe with `!assetIndex@arr` for all assets, or `<assetSymbol>@assetIndex` for a specific asset.
   *
   * > **CM-UM Integration (Effective 2026-06-30):** Renamed from *Multi-Assets Mode Asset Index*. The stream `!assetIndex@arr` now additionally pushes COIN-M settlement-asset price index entries (e.g., `BTCUSD`, `ETHUSD`, `BNBUSD`). The on-the-wire stream key is unchanged; existing subscriptions continue to work.
   *
   * Update Speed: 1s
   *
   * @summary Multi-Assets Mode Asset Index
   * @param {AssetIndexRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AssetIndexResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#asset-index Binance API Documentation}
   */
  assetIndex(requestParameters?: AssetIndexRequest): WebsocketStream<AssetIndexResponse>;
  /**
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#composite-index-symbol-information-streams Binance API Documentation}
   */
  compositeIndexSymbolInformationStreams(requestParameters: CompositeIndexSymbolInformationStreamsRequest): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
  /**
   * Continuous Contract Kline/Candlestick Streams
   *
   * > **After CM migration**, both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: Real-time
   *
   * @summary Contract Info Stream
   * @param {ContractInfoStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<ContractInfoStreamResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#contract-info-stream Binance API Documentation}
   */
  contractInfoStream(requestParameters?: ContractInfoStreamRequest): WebsocketStream<ContractInfoStreamResponse>;
  /**
   * 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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * 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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 2000ms
   *
   * @summary Individual Symbol Ticker Streams
   * @param {IndividualSymbolTickerStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<IndividualSymbolTickerStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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).
   *
   * > **After CM migration**, both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 250ms
   *
   * @summary Kline/Candlestick Streams
   * @param {KlineCandlestickStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<KlineCandlestickStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM); both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * @summary Mark Price Stream
   * @param {MarkPriceStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<MarkPriceStreamResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#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.
   *
   **Note:**
   * - TradFi symbols will be pushed through a seperate message.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM); both `fstream` and `dstream` may subscribe to either UM or CM symbols on this stream.
   *
   * Update Speed: 3s or 1s
   *
   * @summary Mark Price Stream for All market
   * @param {MarkPriceStreamForAllMarketRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<MarkPriceStreamForAllMarketResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#mark-price-stream-for-all-market Binance API Documentation}
   */
  markPriceStreamForAllMarket(requestParameters?: MarkPriceStreamForAllMarketRequest): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
  /**
   * Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market, is updated every second. Trading session information for different underlying markets is pushed in separate messages.
   *
   **Event type:**
   *
   * - `EquityUpdate`: Session types for the U.S. equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING".
   * - `CommodityUpdate`: Session types for the commodity market include "REGULAR" and "NO_TRADING".
   * - `KR_EquityUpdate`: Session types for the Korean equity market include "REGULAR" and "NO_TRADING".
   * - `HK_EquityUpdate`: Session types for the Hong Kong equity market include "REGULAR" and "NO_TRADING".
   *
   * Update Speed: 1s
   *
   * @summary Trading Session Stream
   * @param {TradingSessionStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<TradingSessionStreamResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/market#trading-session-stream Binance API Documentation}
   */
  tradingSessionStream(requestParameters?: TradingSessionStreamRequest): WebsocketStream<TradingSessionStreamResponse>;
  /**
   * Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
   *
   * > **After CM migration**, this stream pushes the merged UM + CM universe (subscribable on both `fstream` and `dstream`); each payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 5s
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are not visible and excluded in the response message.
   *
   * @summary All Book Tickers Stream
   * @param {AllBookTickersStreamRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<AllBookTickersStreamResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#all-book-tickers-stream Binance API Documentation}
   */
  allBookTickersStream(requestParameters?: AllBookTickersStreamRequest): WebsocketStream<AllBookTickersStreamResponse>;
  /**
   * Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing).
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 250ms, 500ms, 100ms
   *
   * Response Notes:
   * - Retail Price Improvement(RPI) orders are not visible and excluded in the response message.
   *
   * @summary Diff. Book Depth Streams
   * @param {DiffBookDepthStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<DiffBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#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.
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM).
   *
   * Update Speed: Real-time
   *
   * Response Notes:
   * Retail Price Improvement (RPI) orders are not visible and excluded in the response message.
   *
   * @summary Individual Symbol Book Ticker Streams
   * @param {IndividualSymbolBookTickerStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<IndividualSymbolBookTickerStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#individual-symbol-book-ticker-streams Binance API Documentation}
   */
  individualSymbolBookTickerStreams(requestParameters: IndividualSymbolBookTickerStreamsRequest): WebsocketStream<IndividualSymbolBookTickerStreamsResponse>;
  /**
   * Top <levels> bids and asks
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 250ms or 500ms or 100ms
   *
   * Response Notes:
   * Retail Price Improvement (RPI) orders are not visible and excluded in the response message.
   *
   * @summary Partial Book Depth Streams
   * @param {PartialBookDepthStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<PartialBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#partial-book-depth-streams Binance API Documentation}
   */
  partialBookDepthStreams(requestParameters: PartialBookDepthStreamsRequest): WebsocketStream<PartialBookDepthStreamsResponse>;
  /**
   * Bids and asks including RPI orders, pushed every 500 milliseconds
   *
   * > **After CM migration**, the payload is appended with a new `st` field (`1` = UM, `2` = CM) and a new `ps` field (pair symbol).
   *
   * Update Speed: 500ms
   *
   * Response Notes:
   * - RPI(Retail Price Improvement) orders are included and aggreated in the response message. When the quantity of a price level to be updated is equal to 0, it means either all quotations for this price have been filled/canceled, or the quantity of crossed RPI orders for this price are hidden
   *
   * @summary RPI Diff. Book Depth Streams
   * @param {RpiDiffBookDepthStreamsRequest} requestParameters Request parameters.
   *
   * @returns {WebsocketStream<RpiDiffBookDepthStreamsResponse>}
   * @throws {RequiredError}
   * @see {@link https://developers.binance.com/en/docs/catalog/core-trading-derivatives-trading-usd-s-m-futures/api/ws-streams/public#rpi-diff-book-depth-streams Binance API Documentation}
   */
  rpiDiffBookDepthStreams(requestParameters: RpiDiffBookDepthStreamsRequest): WebsocketStream<RpiDiffBookDepthStreamsResponse>;
}
//#endregion
//#region src/websocket-streams/websocket-streams.d.ts
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>;
}
declare namespace index_d_exports$2 {
  export { AccountConfigUpdate, AccountConfigUpdateAc, AccountConfigUpdateAi, AccountUpdate, AccountUpdateA, AccountUpdateABInner, AccountUpdateAPInner, AggregateTradeStreamsRequest, AggregateTradeStreamsResponse, AlgoUpdate, AlgoUpdateO, AllBookTickersStreamRequest, AllBookTickersStreamResponse, AllMarketLiquidationOrderStreamsRequest, AllMarketLiquidationOrderStreamsResponse, AllMarketLiquidationOrderStreamsResponseO, AllMarketMiniTickersStreamRequest, AllMarketMiniTickersStreamResponse, AllMarketMiniTickersStreamResponseInner, AllMarketTickersStreamsRequest, AllMarketTickersStreamsResponse, AllMarketTickersStreamsResponseInner, AssetIndexRequest, AssetIndexResponse, AssetIndexResponseInner, CompositeIndexSymbolInformationStreamsRequest, CompositeIndexSymbolInformationStreamsResponse, CompositeIndexSymbolInformationStreamsResponseCInner, ConditionalOrderTriggerReject, ConditionalOrderTriggerRejectOr, ContinuousContractKlineCandlestickStreamsContractTypeEnum, ContinuousContractKlineCandlestickStreamsIntervalEnum, ContinuousContractKlineCandlestickStreamsRequest, ContinuousContractKlineCandlestickStreamsResponse, ContinuousContractKlineCandlestickStreamsResponseK, ContractInfoStreamRequest, ContractInfoStreamResponse, ContractInfoStreamResponseBksInner, DiffBookDepthStreamsRequest, DiffBookDepthStreamsResponse, DiffBookDepthStreamsUpdateSpeedEnum, GridUpdate, GridUpdateGu, IndividualSymbolBookTickerStreamsRequest, IndividualSymbolBookTickerStreamsResponse, IndividualSymbolMiniTickerStreamRequest, IndividualSymbolMiniTickerStreamResponse, IndividualSymbolTickerStreamsRequest, IndividualSymbolTickerStreamsResponse, KlineCandlestickStreamsIntervalEnum, KlineCandlestickStreamsRequest, KlineCandlestickStreamsResponse, KlineCandlestickStreamsResponseK, LiquidationOrderStreamsRequest, LiquidationOrderStreamsResponse, ListenKeyExpired, MarginCall, MarginCallPInner, MarkPriceStreamForAllMarketRequest, MarkPriceStreamForAllMarketResponse, MarkPriceStreamForAllMarketResponseInner, MarkPriceStreamForAllMarketUpdateSpeedEnum, MarkPriceStreamRequest, MarkPriceStreamResponse, MarkPriceStreamUpdateSpeedEnum, MarketApi, MarketApiInterface, OrderTradeUpdate, OrderTradeUpdateO, PartialBookDepthStreamsLevelsEnum, PartialBookDepthStreamsRequest, PartialBookDepthStreamsResponse, PartialBookDepthStreamsUpdateSpeedEnum, PublicApi, PublicApiInterface, RpiDiffBookDepthStreamsRequest, RpiDiffBookDepthStreamsResponse, StrategyUpdate, StrategyUpdateSu, TradeLite, TradingSessionStreamRequest, TradingSessionStreamResponse, UserDataStreamEventsResponse, WebsocketStreams, WebsocketStreamsConnection };
}
//#endregion
//#region src/derivatives-trading-usds-futures.d.ts
interface ConfigurationDerivativesTradingUsdsFutures {
  configurationRestAPI?: ConfigurationRestAPI;
  configurationWebsocketAPI?: ConfigurationWebsocketAPI;
  configurationWebsocketStreams?: ConfigurationWebsocketStreams;
}
declare class DerivativesTradingUsdsFutures {
  restAPI: RestAPI;
  websocketAPI: WebsocketAPI;
  websocketStreams: WebsocketStreams;
  constructor(config: ConfigurationDerivativesTradingUsdsFutures);
}
//#endregion
export { BadRequestError, type ConfigurationDerivativesTradingUsdsFutures, ConnectorClientError, DERIVATIVES_TRADING_USDS_FUTURES_REST_API_DEMO_URL, 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, DerivativesTradingUsdsFutures, index_d_exports as DerivativesTradingUsdsFuturesRestAPI, index_d_exports$1 as DerivativesTradingUsdsFuturesWebsocketAPI, index_d_exports$2 as DerivativesTradingUsdsFuturesWebsocketStreams, ForbiddenError, NetworkError, NotFoundError, RateLimitBanError, RequiredError, ServerError, TooManyRequestsError, UnauthorizedError };
//# sourceMappingURL=index.d.mts.map