@binance/derivatives-trading-usds-futures 2.0.0 → 3.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/index.d.mts +254 -4
- package/dist/index.d.ts +254 -4
- package/dist/index.js +66 -3
- package/dist/index.js.map +1 -1
- package/dist/index.mjs +66 -3
- package/dist/index.mjs.map +1 -1
- package/package.json +1 -1
package/dist/index.d.mts
CHANGED
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@@ -7596,6 +7596,18 @@ interface QueryIndexPriceConstituentsResponseConstituentsInner {
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* @memberof QueryIndexPriceConstituentsResponseConstituentsInner
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*/
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symbol?: string;
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/**
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*
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* @type {string}
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* @memberof QueryIndexPriceConstituentsResponseConstituentsInner
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*/
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price?: string;
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/**
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*
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* @type {string}
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* @memberof QueryIndexPriceConstituentsResponseConstituentsInner
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*/
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weight?: string;
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}
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/**
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@@ -7637,6 +7649,188 @@ interface QueryIndexPriceConstituentsResponse {
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constituents?: Array<QueryIndexPriceConstituentsResponseConstituentsInner>;
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}
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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* OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
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*
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* The version of the OpenAPI document: 1.0.0
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*
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*
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* NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
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* https://openapi-generator.tech
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7662
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* Do not edit the class manually.
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*/
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/**
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*
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* @export
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* @interface QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
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*/
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interface QueryInsuranceFundBalanceSnapshotResponse1AssetsInner {
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/**
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*
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* @type {string}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
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*/
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asset?: string;
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/**
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*
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* @type {string}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
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*/
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marginBalance?: string;
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/**
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*
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* @type {number}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse1AssetsInner
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*/
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updateTime?: number;
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}
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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* OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
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*
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* The version of the OpenAPI document: 1.0.0
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*
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*
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* NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
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* https://openapi-generator.tech
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* Do not edit the class manually.
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*/
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/**
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*
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* @export
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* @interface QueryInsuranceFundBalanceSnapshotResponse1
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*/
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interface QueryInsuranceFundBalanceSnapshotResponse1 {
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/**
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*
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* @type {Array<string>}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse1
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*/
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symbols?: Array<string>;
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/**
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*
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* @type {Array<QueryInsuranceFundBalanceSnapshotResponse1AssetsInner>}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse1
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*/
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assets?: Array<QueryInsuranceFundBalanceSnapshotResponse1AssetsInner>;
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}
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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* OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
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*
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* The version of the OpenAPI document: 1.0.0
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*
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*
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* NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
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* https://openapi-generator.tech
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* Do not edit the class manually.
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*/
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/**
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*
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* @export
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* @interface QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
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*/
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interface QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner {
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/**
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*
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* @type {string}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
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*/
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asset?: string;
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/**
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*
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* @type {string}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
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*/
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marginBalance?: string;
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/**
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*
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* @type {number}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner
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*/
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updateTime?: number;
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}
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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* OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
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*
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* The version of the OpenAPI document: 1.0.0
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*
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*
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* NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
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* https://openapi-generator.tech
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* Do not edit the class manually.
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*/
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/**
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*
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* @export
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* @interface QueryInsuranceFundBalanceSnapshotResponse2Inner
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*/
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interface QueryInsuranceFundBalanceSnapshotResponse2Inner {
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/**
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*
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* @type {Array<string>}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse2Inner
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*/
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symbols?: Array<string>;
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/**
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*
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* @type {Array<QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner>}
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* @memberof QueryInsuranceFundBalanceSnapshotResponse2Inner
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*/
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assets?: Array<QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner>;
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}
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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* OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
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*
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* The version of the OpenAPI document: 1.0.0
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*
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*
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* NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
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7803
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* https://openapi-generator.tech
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7804
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* Do not edit the class manually.
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*/
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/**
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*
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* @export
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* @interface QueryInsuranceFundBalanceSnapshotResponse2
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*/
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interface QueryInsuranceFundBalanceSnapshotResponse2 extends Array<QueryInsuranceFundBalanceSnapshotResponse2Inner> {
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}
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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* OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
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*
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* The version of the OpenAPI document: 1.0.0
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*
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*
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* NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
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7824
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* https://openapi-generator.tech
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* Do not edit the class manually.
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*/
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/**
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* @type QueryInsuranceFundBalanceSnapshotResponse
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* @export
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*/
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type QueryInsuranceFundBalanceSnapshotResponse = QueryInsuranceFundBalanceSnapshotResponse1 | QueryInsuranceFundBalanceSnapshotResponse2;
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/**
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* Binance Derivatives Trading USDS Futures REST API
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*
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@@ -10911,6 +11105,18 @@ interface MarketDataApiInterface$1 {
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* @memberof MarketDataApiInterface
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*/
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queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
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/**
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* Query Insurance Fund Balance Snapshot
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*
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* Weight: 1
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*
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* @summary Query Insurance Fund Balance Snapshot
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* @param {QueryInsuranceFundBalanceSnapshotRequest} requestParameters Request parameters.
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*
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* @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
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* @memberof MarketDataApiInterface
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*/
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queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
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/**
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* Get recent market trades
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*
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*/
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readonly symbol: string;
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}
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/**
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* Request parameters for queryInsuranceFundBalanceSnapshot operation in MarketDataApi.
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* @interface QueryInsuranceFundBalanceSnapshotRequest
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*/
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interface QueryInsuranceFundBalanceSnapshotRequest {
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/**
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*
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* @type {string}
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* @memberof MarketDataApiQueryInsuranceFundBalanceSnapshot
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*/
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readonly symbol?: string;
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}
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/**
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* Request parameters for recentTradesList operation in MarketDataApi.
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* @interface RecentTradesListRequest
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* @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents Binance API Documentation}
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*/
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queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
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/**
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* Query Insurance Fund Balance Snapshot
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*
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* Weight: 1
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*
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* @summary Query Insurance Fund Balance Snapshot
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* @param {QueryInsuranceFundBalanceSnapshotRequest} requestParameters Request parameters.
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* @returns {Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>}
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* @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
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* @memberof MarketDataApi
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* @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Query-Insurance-Fund-Balance-Snapshot Binance API Documentation}
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*/
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queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
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/**
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* Get recent market trades
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*
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*/
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readonly activationPrice?: number;
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/**
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* Used with `TRAILING_STOP_MARKET` orders, min 0.1, max
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* Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
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* @type {number}
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readonly activationPrice?: number;
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/**
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* Used with `TRAILING_STOP_MARKET` orders, min 0.1, max
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* Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
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* @type {number}
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* @memberof TradeApiTestOrder
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* @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents Binance API Documentation}
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*/
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queryIndexPriceConstituents(requestParameters: QueryIndexPriceConstituentsRequest): Promise<RestApiResponse<QueryIndexPriceConstituentsResponse>>;
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/**
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* Query Insurance Fund Balance Snapshot
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*
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* Weight: 1
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*
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* @summary Query Insurance Fund Balance Snapshot
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* @param {QueryInsuranceFundBalanceSnapshotRequest} requestParameters Request parameters.
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* @returns {Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>}
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* @throws {RequiredError | ConnectorClientError | UnauthorizedError | ForbiddenError | TooManyRequestsError | RateLimitBanError | ServerError | NotFoundError | NetworkError | BadRequestError}
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* @see {@link https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Query-Insurance-Fund-Balance-Snapshot Binance API Documentation}
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*/
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queryInsuranceFundBalanceSnapshot(requestParameters?: QueryInsuranceFundBalanceSnapshotRequest): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
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/**
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* Get recent market trades
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*
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@@ -16268,6 +16511,13 @@ type index$2_QueryCurrentOpenOrderResponse = QueryCurrentOpenOrderResponse;
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type index$2_QueryIndexPriceConstituentsRequest = QueryIndexPriceConstituentsRequest;
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type index$2_QueryIndexPriceConstituentsResponse = QueryIndexPriceConstituentsResponse;
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type index$2_QueryIndexPriceConstituentsResponseConstituentsInner = QueryIndexPriceConstituentsResponseConstituentsInner;
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type index$2_QueryInsuranceFundBalanceSnapshotRequest = QueryInsuranceFundBalanceSnapshotRequest;
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type index$2_QueryInsuranceFundBalanceSnapshotResponse = QueryInsuranceFundBalanceSnapshotResponse;
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type index$2_QueryInsuranceFundBalanceSnapshotResponse1 = QueryInsuranceFundBalanceSnapshotResponse1;
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type index$2_QueryInsuranceFundBalanceSnapshotResponse1AssetsInner = QueryInsuranceFundBalanceSnapshotResponse1AssetsInner;
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type index$2_QueryInsuranceFundBalanceSnapshotResponse2 = QueryInsuranceFundBalanceSnapshotResponse2;
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type index$2_QueryInsuranceFundBalanceSnapshotResponse2Inner = QueryInsuranceFundBalanceSnapshotResponse2Inner;
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type index$2_QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner = QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner;
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type index$2_QueryUserRateLimitRequest = QueryUserRateLimitRequest;
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type index$2_QueryUserRateLimitResponse = QueryUserRateLimitResponse;
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type index$2_QueryUserRateLimitResponseInner = QueryUserRateLimitResponseInner;
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@@ -16322,7 +16572,7 @@ type index$2_UsersForceOrdersRequest = UsersForceOrdersRequest;
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type index$2_UsersForceOrdersResponse = UsersForceOrdersResponse;
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type index$2_UsersForceOrdersResponseInner = UsersForceOrdersResponseInner;
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declare namespace index$2 {
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export { type index$2_AcceptTheOfferedQuoteRequest as AcceptTheOfferedQuoteRequest, type index$2_AcceptTheOfferedQuoteResponse as AcceptTheOfferedQuoteResponse, AccountApi$1 as AccountApi, type AccountApiInterface$1 as AccountApiInterface, type AccountInformationV2Request$1 as AccountInformationV2Request, type AccountInformationV2Response$1 as AccountInformationV2Response, type AccountInformationV2Response1$1 as AccountInformationV2Response1, type index$2_AccountInformationV2Response1AssetsInner as AccountInformationV2Response1AssetsInner, type index$2_AccountInformationV2Response1PositionsInner as AccountInformationV2Response1PositionsInner, type AccountInformationV2Response2$1 as AccountInformationV2Response2, type index$2_AccountInformationV2Response2AssetsInner as AccountInformationV2Response2AssetsInner, type index$2_AccountInformationV3Request as AccountInformationV3Request, type index$2_AccountInformationV3Response as AccountInformationV3Response, type index$2_AccountInformationV3Response1 as AccountInformationV3Response1, type index$2_AccountInformationV3Response1AssetsInner as AccountInformationV3Response1AssetsInner, type index$2_AccountInformationV3Response1PositionsInner as AccountInformationV3Response1PositionsInner, type index$2_AccountInformationV3Response2 as AccountInformationV3Response2, type index$2_AccountTradeListRequest as AccountTradeListRequest, type index$2_AccountTradeListResponse as AccountTradeListResponse, type index$2_AccountTradeListResponseInner as AccountTradeListResponseInner, type index$2_AllOrdersRequest as AllOrdersRequest, type index$2_AllOrdersResponse as AllOrdersResponse, type index$2_AllOrdersResponseInner as AllOrdersResponseInner, type index$2_AutoCancelAllOpenOrdersRequest as AutoCancelAllOpenOrdersRequest, type index$2_AutoCancelAllOpenOrdersResponse as AutoCancelAllOpenOrdersResponse, type index$2_BasisContractTypeEnum as BasisContractTypeEnum, type index$2_BasisPeriodEnum as BasisPeriodEnum, type index$2_BasisRequest as BasisRequest, type index$2_BasisResponse as BasisResponse, type index$2_BasisResponseInner as BasisResponseInner, type index$2_CancelAllOpenOrdersRequest as CancelAllOpenOrdersRequest, type index$2_CancelAllOpenOrdersResponse as CancelAllOpenOrdersResponse, type index$2_CancelMultipleOrdersRequest as CancelMultipleOrdersRequest, type index$2_CancelMultipleOrdersResponse as CancelMultipleOrdersResponse, type index$2_CancelMultipleOrdersResponseInner as CancelMultipleOrdersResponseInner, type CancelOrderRequest$1 as CancelOrderRequest, type CancelOrderResponse$1 as CancelOrderResponse, type index$2_ChangeInitialLeverageRequest as ChangeInitialLeverageRequest, type index$2_ChangeInitialLeverageResponse as ChangeInitialLeverageResponse, type index$2_ChangeMarginTypeMarginTypeEnum as ChangeMarginTypeMarginTypeEnum, type index$2_ChangeMarginTypeRequest as ChangeMarginTypeRequest, type index$2_ChangeMarginTypeResponse as ChangeMarginTypeResponse, type index$2_ChangeMultiAssetsModeRequest as ChangeMultiAssetsModeRequest, type index$2_ChangeMultiAssetsModeResponse as ChangeMultiAssetsModeResponse, type index$2_ChangePositionModeRequest as ChangePositionModeRequest, type index$2_ChangePositionModeResponse as ChangePositionModeResponse, type index$2_CheckServerTimeResponse as CheckServerTimeResponse, type index$2_ClassicPortfolioMarginAccountInformationRequest as ClassicPortfolioMarginAccountInformationRequest, type index$2_ClassicPortfolioMarginAccountInformationResponse as ClassicPortfolioMarginAccountInformationResponse, type index$2_CompositeIndexSymbolInformationRequest as CompositeIndexSymbolInformationRequest, type index$2_CompositeIndexSymbolInformationResponse as CompositeIndexSymbolInformationResponse, type index$2_CompositeIndexSymbolInformationResponseInner as CompositeIndexSymbolInformationResponseInner, type index$2_CompositeIndexSymbolInformationResponseInnerBaseAssetListInner as CompositeIndexSymbolInformationResponseInnerBaseAssetListInner, type index$2_CompressedAggregateTradesListRequest as CompressedAggregateTradesListRequest, type index$2_CompressedAggregateTradesListResponse as CompressedAggregateTradesListResponse, type index$2_CompressedAggregateTradesListResponseInner as CompressedAggregateTradesListResponseInner, type index$2_ContinuousContractKlineCandlestickDataContractTypeEnum as ContinuousContractKlineCandlestickDataContractTypeEnum, type index$2_ContinuousContractKlineCandlestickDataIntervalEnum as ContinuousContractKlineCandlestickDataIntervalEnum, type index$2_ContinuousContractKlineCandlestickDataRequest as ContinuousContractKlineCandlestickDataRequest, type index$2_ContinuousContractKlineCandlestickDataResponse as ContinuousContractKlineCandlestickDataResponse, type index$2_ContinuousContractKlineCandlestickDataResponseItem as ContinuousContractKlineCandlestickDataResponseItem, type index$2_ContinuousContractKlineCandlestickDataResponseItemInner as ContinuousContractKlineCandlestickDataResponseItemInner, index$2_ConvertApi as ConvertApi, type index$2_ConvertApiInterface as ConvertApiInterface, type index$2_CurrentAllOpenOrdersRequest as CurrentAllOpenOrdersRequest, type index$2_CurrentAllOpenOrdersResponse as CurrentAllOpenOrdersResponse, type index$2_ExchangeInformationResponse as ExchangeInformationResponse, type index$2_ExchangeInformationResponseAssetsInner as ExchangeInformationResponseAssetsInner, type index$2_ExchangeInformationResponseRateLimitsInner as ExchangeInformationResponseRateLimitsInner, type index$2_ExchangeInformationResponseSymbolsInner as ExchangeInformationResponseSymbolsInner, type index$2_ExchangeInformationResponseSymbolsInnerFiltersInner as ExchangeInformationResponseSymbolsInnerFiltersInner, type FuturesAccountBalanceV2Request$1 as FuturesAccountBalanceV2Request, type FuturesAccountBalanceV2Response$1 as FuturesAccountBalanceV2Response, type index$2_FuturesAccountBalanceV2ResponseInner as FuturesAccountBalanceV2ResponseInner, type index$2_FuturesAccountBalanceV3Request as FuturesAccountBalanceV3Request, type index$2_FuturesAccountBalanceV3Response as FuturesAccountBalanceV3Response, type index$2_FuturesAccountConfigurationRequest as FuturesAccountConfigurationRequest, type index$2_FuturesAccountConfigurationResponse as FuturesAccountConfigurationResponse, type index$2_FuturesTradingQuantitativeRulesIndicatorsRequest as FuturesTradingQuantitativeRulesIndicatorsRequest, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse as FuturesTradingQuantitativeRulesIndicatorsResponse, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse1 as FuturesTradingQuantitativeRulesIndicatorsResponse1, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse1Indicators as FuturesTradingQuantitativeRulesIndicatorsResponse1Indicators, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse1IndicatorsBTCUSDTInner as FuturesTradingQuantitativeRulesIndicatorsResponse1IndicatorsBTCUSDTInner, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse2 as FuturesTradingQuantitativeRulesIndicatorsResponse2, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse2Indicators as FuturesTradingQuantitativeRulesIndicatorsResponse2Indicators, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse2IndicatorsACCOUNTInner as FuturesTradingQuantitativeRulesIndicatorsResponse2IndicatorsACCOUNTInner, type index$2_GetBnbBurnStatusRequest as GetBnbBurnStatusRequest, type index$2_GetBnbBurnStatusResponse as GetBnbBurnStatusResponse, type index$2_GetCurrentMultiAssetsModeRequest as GetCurrentMultiAssetsModeRequest, type index$2_GetCurrentMultiAssetsModeResponse as GetCurrentMultiAssetsModeResponse, type index$2_GetCurrentPositionModeRequest as GetCurrentPositionModeRequest, type index$2_GetCurrentPositionModeResponse as GetCurrentPositionModeResponse, type index$2_GetDownloadIdForFuturesOrderHistoryRequest as GetDownloadIdForFuturesOrderHistoryRequest, type index$2_GetDownloadIdForFuturesOrderHistoryResponse as GetDownloadIdForFuturesOrderHistoryResponse, type index$2_GetDownloadIdForFuturesTradeHistoryRequest as GetDownloadIdForFuturesTradeHistoryRequest, type index$2_GetDownloadIdForFuturesTradeHistoryResponse as GetDownloadIdForFuturesTradeHistoryResponse, type index$2_GetDownloadIdForFuturesTransactionHistoryRequest as GetDownloadIdForFuturesTransactionHistoryRequest, type index$2_GetDownloadIdForFuturesTransactionHistoryResponse as GetDownloadIdForFuturesTransactionHistoryResponse, type index$2_GetFundingRateHistoryRequest as GetFundingRateHistoryRequest, type index$2_GetFundingRateHistoryResponse as GetFundingRateHistoryResponse, type index$2_GetFundingRateHistoryResponseInner as GetFundingRateHistoryResponseInner, type index$2_GetFundingRateInfoResponse as GetFundingRateInfoResponse, type index$2_GetFundingRateInfoResponseInner as GetFundingRateInfoResponseInner, type index$2_GetFuturesOrderHistoryDownloadLinkByIdRequest as GetFuturesOrderHistoryDownloadLinkByIdRequest, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse as GetFuturesOrderHistoryDownloadLinkByIdResponse, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse1 as GetFuturesOrderHistoryDownloadLinkByIdResponse1, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse2 as GetFuturesOrderHistoryDownloadLinkByIdResponse2, type index$2_GetFuturesTradeDownloadLinkByIdRequest as GetFuturesTradeDownloadLinkByIdRequest, type index$2_GetFuturesTradeDownloadLinkByIdResponse as GetFuturesTradeDownloadLinkByIdResponse, type index$2_GetFuturesTradeDownloadLinkByIdResponse1 as GetFuturesTradeDownloadLinkByIdResponse1, type index$2_GetFuturesTradeDownloadLinkByIdResponse2 as GetFuturesTradeDownloadLinkByIdResponse2, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdRequest as GetFuturesTransactionHistoryDownloadLinkByIdRequest, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse as GetFuturesTransactionHistoryDownloadLinkByIdResponse, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse1 as GetFuturesTransactionHistoryDownloadLinkByIdResponse1, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse2 as GetFuturesTransactionHistoryDownloadLinkByIdResponse2, type index$2_GetIncomeHistoryRequest as GetIncomeHistoryRequest, type index$2_GetIncomeHistoryResponse as GetIncomeHistoryResponse, type index$2_GetIncomeHistoryResponseInner as GetIncomeHistoryResponseInner, type index$2_GetOrderModifyHistoryRequest as GetOrderModifyHistoryRequest, type index$2_GetOrderModifyHistoryResponse as GetOrderModifyHistoryResponse, type index$2_GetOrderModifyHistoryResponseInner as GetOrderModifyHistoryResponseInner, type index$2_GetOrderModifyHistoryResponseInnerAmendment as GetOrderModifyHistoryResponseInnerAmendment, type index$2_GetOrderModifyHistoryResponseInnerAmendmentOrigQty as GetOrderModifyHistoryResponseInnerAmendmentOrigQty, type index$2_GetOrderModifyHistoryResponseInnerAmendmentPrice as GetOrderModifyHistoryResponseInnerAmendmentPrice, type index$2_GetPositionMarginChangeHistoryRequest as GetPositionMarginChangeHistoryRequest, type index$2_GetPositionMarginChangeHistoryResponse as GetPositionMarginChangeHistoryResponse, type index$2_GetPositionMarginChangeHistoryResponseInner as GetPositionMarginChangeHistoryResponseInner, type index$2_HistoricalBlvtNavKlineCandlestickIntervalEnum as HistoricalBlvtNavKlineCandlestickIntervalEnum, type index$2_HistoricalBlvtNavKlineCandlestickRequest as HistoricalBlvtNavKlineCandlestickRequest, type index$2_HistoricalBlvtNavKlineCandlestickResponse as HistoricalBlvtNavKlineCandlestickResponse, type index$2_HistoricalBlvtNavKlineCandlestickResponseItem as HistoricalBlvtNavKlineCandlestickResponseItem, type index$2_HistoricalBlvtNavKlineCandlestickResponseItemInner as HistoricalBlvtNavKlineCandlestickResponseItemInner, type index$2_IndexPriceKlineCandlestickDataIntervalEnum as IndexPriceKlineCandlestickDataIntervalEnum, type index$2_IndexPriceKlineCandlestickDataRequest as IndexPriceKlineCandlestickDataRequest, type index$2_IndexPriceKlineCandlestickDataResponse as IndexPriceKlineCandlestickDataResponse, type index$2_IndexPriceKlineCandlestickDataResponseItem as IndexPriceKlineCandlestickDataResponseItem, type index$2_IndexPriceKlineCandlestickDataResponseItemInner as IndexPriceKlineCandlestickDataResponseItemInner, type KeepaliveUserDataStreamResponse$1 as KeepaliveUserDataStreamResponse, type index$2_KlineCandlestickDataIntervalEnum as KlineCandlestickDataIntervalEnum, type index$2_KlineCandlestickDataRequest as KlineCandlestickDataRequest, type index$2_KlineCandlestickDataResponse as KlineCandlestickDataResponse, type index$2_KlineCandlestickDataResponseItem as KlineCandlestickDataResponseItem, type index$2_KlineCandlestickDataResponseItemInner as KlineCandlestickDataResponseItemInner, type index$2_ListAllConvertPairsRequest as ListAllConvertPairsRequest, type index$2_ListAllConvertPairsResponse as ListAllConvertPairsResponse, type index$2_ListAllConvertPairsResponseInner as ListAllConvertPairsResponseInner, type index$2_LongShortRatioPeriodEnum as LongShortRatioPeriodEnum, type index$2_LongShortRatioRequest as LongShortRatioRequest, type index$2_LongShortRatioResponse as LongShortRatioResponse, type index$2_LongShortRatioResponseInner as LongShortRatioResponseInner, type index$2_MarkPriceKlineCandlestickDataIntervalEnum as MarkPriceKlineCandlestickDataIntervalEnum, type index$2_MarkPriceKlineCandlestickDataRequest as MarkPriceKlineCandlestickDataRequest, type index$2_MarkPriceKlineCandlestickDataResponse as MarkPriceKlineCandlestickDataResponse, type index$2_MarkPriceKlineCandlestickDataResponseItem as MarkPriceKlineCandlestickDataResponseItem, type index$2_MarkPriceKlineCandlestickDataResponseItemInner as MarkPriceKlineCandlestickDataResponseItemInner, type index$2_MarkPriceRequest as MarkPriceRequest, type index$2_MarkPriceResponse as MarkPriceResponse, type index$2_MarkPriceResponse1 as MarkPriceResponse1, type index$2_MarkPriceResponse2 as MarkPriceResponse2, type index$2_MarkPriceResponse2Inner as MarkPriceResponse2Inner, MarketDataApi$1 as MarketDataApi, type MarketDataApiInterface$1 as MarketDataApiInterface, type index$2_ModifyIsolatedPositionMarginPositionSideEnum as ModifyIsolatedPositionMarginPositionSideEnum, type index$2_ModifyIsolatedPositionMarginRequest as ModifyIsolatedPositionMarginRequest, type index$2_ModifyIsolatedPositionMarginResponse as ModifyIsolatedPositionMarginResponse, type index$2_ModifyMultipleOrdersBatchOrdersParameterInner as ModifyMultipleOrdersBatchOrdersParameterInner, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum as ModifyMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerPositionSideEnum as ModifyMultipleOrdersBatchOrdersParameterInnerPositionSideEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum as ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum as ModifyMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum as ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum as ModifyMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum as ModifyMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum, type index$2_ModifyMultipleOrdersRequest as ModifyMultipleOrdersRequest, type index$2_ModifyMultipleOrdersResponse as ModifyMultipleOrdersResponse, type index$2_ModifyMultipleOrdersResponseInner as ModifyMultipleOrdersResponseInner, ModifyOrderPriceMatchEnum$1 as ModifyOrderPriceMatchEnum, type ModifyOrderRequest$1 as ModifyOrderRequest, type ModifyOrderResponse$1 as ModifyOrderResponse, ModifyOrderSideEnum$1 as ModifyOrderSideEnum, type MultiAssetsModeAssetIndexRequest$1 as MultiAssetsModeAssetIndexRequest, type MultiAssetsModeAssetIndexResponse$1 as MultiAssetsModeAssetIndexResponse, type index$2_MultiAssetsModeAssetIndexResponse1 as MultiAssetsModeAssetIndexResponse1, type index$2_MultiAssetsModeAssetIndexResponse2 as MultiAssetsModeAssetIndexResponse2, type index$2_MultiAssetsModeAssetIndexResponse2Inner as MultiAssetsModeAssetIndexResponse2Inner, NewOrderNewOrderRespTypeEnum$1 as NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum$1 as NewOrderPositionSideEnum, NewOrderPriceMatchEnum$1 as NewOrderPriceMatchEnum, type NewOrderRequest$1 as NewOrderRequest, type NewOrderResponse$1 as NewOrderResponse, NewOrderSelfTradePreventionModeEnum$1 as NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum$1 as NewOrderSideEnum, NewOrderTimeInForceEnum$1 as NewOrderTimeInForceEnum, NewOrderWorkingTypeEnum$1 as NewOrderWorkingTypeEnum, type index$2_NotionalAndLeverageBracketsRequest as NotionalAndLeverageBracketsRequest, type index$2_NotionalAndLeverageBracketsResponse as NotionalAndLeverageBracketsResponse, type index$2_NotionalAndLeverageBracketsResponse1 as NotionalAndLeverageBracketsResponse1, type index$2_NotionalAndLeverageBracketsResponse1Inner as NotionalAndLeverageBracketsResponse1Inner, type index$2_NotionalAndLeverageBracketsResponse1InnerBracketsInner as NotionalAndLeverageBracketsResponse1InnerBracketsInner, type index$2_NotionalAndLeverageBracketsResponse2 as NotionalAndLeverageBracketsResponse2, type index$2_OldTradesLookupRequest as OldTradesLookupRequest, type index$2_OldTradesLookupResponse as OldTradesLookupResponse, type index$2_OldTradesLookupResponseInner as OldTradesLookupResponseInner, type index$2_OpenInterestRequest as OpenInterestRequest, type index$2_OpenInterestResponse as OpenInterestResponse, type index$2_OpenInterestStatisticsPeriodEnum as OpenInterestStatisticsPeriodEnum, type index$2_OpenInterestStatisticsRequest as OpenInterestStatisticsRequest, type index$2_OpenInterestStatisticsResponse as OpenInterestStatisticsResponse, type index$2_OpenInterestStatisticsResponseInner as OpenInterestStatisticsResponseInner, type OrderBookRequest$1 as OrderBookRequest, type OrderBookResponse$1 as OrderBookResponse, type index$2_OrderBookResponseAsksItem as OrderBookResponseAsksItem, type index$2_OrderBookResponseBidsItem as OrderBookResponseBidsItem, type index$2_OrderStatusRequest as OrderStatusRequest, type index$2_OrderStatusResponse as OrderStatusResponse, type index$2_PlaceMultipleOrdersRequest as PlaceMultipleOrdersRequest, type index$2_PlaceMultipleOrdersResponse as PlaceMultipleOrdersResponse, type index$2_PlaceMultipleOrdersResponseInner as PlaceMultipleOrdersResponseInner, index$2_PortfolioMarginEndpointsApi as PortfolioMarginEndpointsApi, type index$2_PortfolioMarginEndpointsApiInterface as PortfolioMarginEndpointsApiInterface, type index$2_PositionAdlQuantileEstimationRequest as PositionAdlQuantileEstimationRequest, type index$2_PositionAdlQuantileEstimationResponse as PositionAdlQuantileEstimationResponse, type index$2_PositionAdlQuantileEstimationResponseInner as PositionAdlQuantileEstimationResponseInner, type index$2_PositionAdlQuantileEstimationResponseInnerAdlQuantile as PositionAdlQuantileEstimationResponseInnerAdlQuantile, type PositionInformationV2Request$1 as PositionInformationV2Request, type PositionInformationV2Response$1 as PositionInformationV2Response, type PositionInformationV2Response1$1 as PositionInformationV2Response1, type index$2_PositionInformationV2Response1Inner as PositionInformationV2Response1Inner, type PositionInformationV2Response2$1 as PositionInformationV2Response2, type index$2_PositionInformationV2Response2Inner as PositionInformationV2Response2Inner, type index$2_PositionInformationV3Request as PositionInformationV3Request, type index$2_PositionInformationV3Response as PositionInformationV3Response, type index$2_PositionInformationV3Response1 as PositionInformationV3Response1, type index$2_PositionInformationV3Response1Inner as PositionInformationV3Response1Inner, type index$2_PositionInformationV3Response2 as PositionInformationV3Response2, type index$2_PositionInformationV3Response2Inner as PositionInformationV3Response2Inner, type index$2_PremiumIndexKlineDataIntervalEnum as PremiumIndexKlineDataIntervalEnum, type index$2_PremiumIndexKlineDataRequest as PremiumIndexKlineDataRequest, type index$2_PremiumIndexKlineDataResponse as PremiumIndexKlineDataResponse, type index$2_PremiumIndexKlineDataResponseItem as PremiumIndexKlineDataResponseItem, type index$2_PremiumIndexKlineDataResponseItemInner as PremiumIndexKlineDataResponseItemInner, type index$2_QuarterlyContractSettlementPriceRequest as QuarterlyContractSettlementPriceRequest, type index$2_QuarterlyContractSettlementPriceResponse as QuarterlyContractSettlementPriceResponse, type index$2_QuarterlyContractSettlementPriceResponseInner as QuarterlyContractSettlementPriceResponseInner, type index$2_QueryCurrentOpenOrderRequest as QueryCurrentOpenOrderRequest, type index$2_QueryCurrentOpenOrderResponse as QueryCurrentOpenOrderResponse, type index$2_QueryIndexPriceConstituentsRequest as QueryIndexPriceConstituentsRequest, type index$2_QueryIndexPriceConstituentsResponse as QueryIndexPriceConstituentsResponse, type index$2_QueryIndexPriceConstituentsResponseConstituentsInner as QueryIndexPriceConstituentsResponseConstituentsInner, type QueryOrderRequest$1 as QueryOrderRequest, type QueryOrderResponse$1 as QueryOrderResponse, type index$2_QueryUserRateLimitRequest as QueryUserRateLimitRequest, type index$2_QueryUserRateLimitResponse as QueryUserRateLimitResponse, type index$2_QueryUserRateLimitResponseInner as QueryUserRateLimitResponseInner, type index$2_RecentTradesListRequest as RecentTradesListRequest, type index$2_RecentTradesListResponse as RecentTradesListResponse, type index$2_RecentTradesListResponseInner as RecentTradesListResponseInner, index$2_RestAPI as RestAPI, type index$2_SendQuoteRequestRequest as SendQuoteRequestRequest, type index$2_SendQuoteRequestResponse as SendQuoteRequestResponse, type StartUserDataStreamResponse$1 as StartUserDataStreamResponse, type index$2_SymbolConfigurationRequest as SymbolConfigurationRequest, type index$2_SymbolConfigurationResponse as SymbolConfigurationResponse, type index$2_SymbolConfigurationResponseInner as SymbolConfigurationResponseInner, type SymbolOrderBookTickerRequest$1 as SymbolOrderBookTickerRequest, type SymbolOrderBookTickerResponse$1 as SymbolOrderBookTickerResponse, type SymbolOrderBookTickerResponse1$1 as SymbolOrderBookTickerResponse1, type SymbolOrderBookTickerResponse2$1 as SymbolOrderBookTickerResponse2, type index$2_SymbolOrderBookTickerResponse2Inner as SymbolOrderBookTickerResponse2Inner, type SymbolPriceTickerRequest$1 as SymbolPriceTickerRequest, type SymbolPriceTickerResponse$1 as SymbolPriceTickerResponse, type SymbolPriceTickerResponse1$1 as SymbolPriceTickerResponse1, type SymbolPriceTickerResponse2$1 as SymbolPriceTickerResponse2, type index$2_SymbolPriceTickerV2Request as SymbolPriceTickerV2Request, type index$2_SymbolPriceTickerV2Response as SymbolPriceTickerV2Response, type index$2_SymbolPriceTickerV2Response1 as SymbolPriceTickerV2Response1, type index$2_SymbolPriceTickerV2Response2 as SymbolPriceTickerV2Response2, type index$2_SymbolPriceTickerV2Response2Inner as SymbolPriceTickerV2Response2Inner, type index$2_TakerBuySellVolumePeriodEnum as TakerBuySellVolumePeriodEnum, type index$2_TakerBuySellVolumeRequest as TakerBuySellVolumeRequest, type index$2_TakerBuySellVolumeResponse as TakerBuySellVolumeResponse, type index$2_TakerBuySellVolumeResponseInner as TakerBuySellVolumeResponseInner, type index$2_TestOrderNewOrderRespTypeEnum as TestOrderNewOrderRespTypeEnum, type index$2_TestOrderPositionSideEnum as TestOrderPositionSideEnum, type index$2_TestOrderPriceMatchEnum as TestOrderPriceMatchEnum, type index$2_TestOrderRequest as TestOrderRequest, type index$2_TestOrderResponse as TestOrderResponse, type index$2_TestOrderSelfTradePreventionModeEnum as TestOrderSelfTradePreventionModeEnum, type index$2_TestOrderSideEnum as TestOrderSideEnum, type index$2_TestOrderTimeInForceEnum as TestOrderTimeInForceEnum, type index$2_TestOrderWorkingTypeEnum as TestOrderWorkingTypeEnum, type index$2_Ticker24hrPriceChangeStatisticsRequest as Ticker24hrPriceChangeStatisticsRequest, type index$2_Ticker24hrPriceChangeStatisticsResponse as Ticker24hrPriceChangeStatisticsResponse, type index$2_Ticker24hrPriceChangeStatisticsResponse1 as Ticker24hrPriceChangeStatisticsResponse1, type index$2_Ticker24hrPriceChangeStatisticsResponse2 as Ticker24hrPriceChangeStatisticsResponse2, type index$2_Ticker24hrPriceChangeStatisticsResponse2Inner as Ticker24hrPriceChangeStatisticsResponse2Inner, type index$2_ToggleBnbBurnOnFuturesTradeRequest as ToggleBnbBurnOnFuturesTradeRequest, type index$2_ToggleBnbBurnOnFuturesTradeResponse as ToggleBnbBurnOnFuturesTradeResponse, type index$2_TopTraderLongShortRatioAccountsPeriodEnum as TopTraderLongShortRatioAccountsPeriodEnum, type index$2_TopTraderLongShortRatioAccountsRequest as TopTraderLongShortRatioAccountsRequest, type index$2_TopTraderLongShortRatioAccountsResponse as TopTraderLongShortRatioAccountsResponse, type index$2_TopTraderLongShortRatioAccountsResponseInner as TopTraderLongShortRatioAccountsResponseInner, type index$2_TopTraderLongShortRatioPositionsPeriodEnum as TopTraderLongShortRatioPositionsPeriodEnum, type index$2_TopTraderLongShortRatioPositionsRequest as TopTraderLongShortRatioPositionsRequest, type index$2_TopTraderLongShortRatioPositionsResponse as TopTraderLongShortRatioPositionsResponse, type index$2_TopTraderLongShortRatioPositionsResponseInner as TopTraderLongShortRatioPositionsResponseInner, TradeApi$1 as TradeApi, type TradeApiInterface$1 as TradeApiInterface, type index$2_UserCommissionRateRequest as UserCommissionRateRequest, type index$2_UserCommissionRateResponse as UserCommissionRateResponse, UserDataStreamsApi$1 as UserDataStreamsApi, type UserDataStreamsApiInterface$1 as UserDataStreamsApiInterface, type index$2_UsersForceOrdersAutoCloseTypeEnum as UsersForceOrdersAutoCloseTypeEnum, type index$2_UsersForceOrdersRequest as UsersForceOrdersRequest, type index$2_UsersForceOrdersResponse as UsersForceOrdersResponse, type index$2_UsersForceOrdersResponseInner as UsersForceOrdersResponseInner };
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16575
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export { type index$2_AcceptTheOfferedQuoteRequest as AcceptTheOfferedQuoteRequest, type index$2_AcceptTheOfferedQuoteResponse as AcceptTheOfferedQuoteResponse, AccountApi$1 as AccountApi, type AccountApiInterface$1 as AccountApiInterface, type AccountInformationV2Request$1 as AccountInformationV2Request, type AccountInformationV2Response$1 as AccountInformationV2Response, type AccountInformationV2Response1$1 as AccountInformationV2Response1, type index$2_AccountInformationV2Response1AssetsInner as AccountInformationV2Response1AssetsInner, type index$2_AccountInformationV2Response1PositionsInner as AccountInformationV2Response1PositionsInner, type AccountInformationV2Response2$1 as AccountInformationV2Response2, type index$2_AccountInformationV2Response2AssetsInner as AccountInformationV2Response2AssetsInner, type index$2_AccountInformationV3Request as AccountInformationV3Request, type index$2_AccountInformationV3Response as AccountInformationV3Response, type index$2_AccountInformationV3Response1 as AccountInformationV3Response1, type index$2_AccountInformationV3Response1AssetsInner as AccountInformationV3Response1AssetsInner, type index$2_AccountInformationV3Response1PositionsInner as AccountInformationV3Response1PositionsInner, type index$2_AccountInformationV3Response2 as AccountInformationV3Response2, type index$2_AccountTradeListRequest as AccountTradeListRequest, type index$2_AccountTradeListResponse as AccountTradeListResponse, type index$2_AccountTradeListResponseInner as AccountTradeListResponseInner, type index$2_AllOrdersRequest as AllOrdersRequest, type index$2_AllOrdersResponse as AllOrdersResponse, type index$2_AllOrdersResponseInner as AllOrdersResponseInner, type index$2_AutoCancelAllOpenOrdersRequest as AutoCancelAllOpenOrdersRequest, type index$2_AutoCancelAllOpenOrdersResponse as AutoCancelAllOpenOrdersResponse, type index$2_BasisContractTypeEnum as BasisContractTypeEnum, type index$2_BasisPeriodEnum as BasisPeriodEnum, type index$2_BasisRequest as BasisRequest, type index$2_BasisResponse as BasisResponse, type index$2_BasisResponseInner as BasisResponseInner, type index$2_CancelAllOpenOrdersRequest as CancelAllOpenOrdersRequest, type index$2_CancelAllOpenOrdersResponse as CancelAllOpenOrdersResponse, type index$2_CancelMultipleOrdersRequest as CancelMultipleOrdersRequest, type index$2_CancelMultipleOrdersResponse as CancelMultipleOrdersResponse, type index$2_CancelMultipleOrdersResponseInner as CancelMultipleOrdersResponseInner, type CancelOrderRequest$1 as CancelOrderRequest, type CancelOrderResponse$1 as CancelOrderResponse, type index$2_ChangeInitialLeverageRequest as ChangeInitialLeverageRequest, type index$2_ChangeInitialLeverageResponse as ChangeInitialLeverageResponse, type index$2_ChangeMarginTypeMarginTypeEnum as ChangeMarginTypeMarginTypeEnum, type index$2_ChangeMarginTypeRequest as ChangeMarginTypeRequest, type index$2_ChangeMarginTypeResponse as ChangeMarginTypeResponse, type index$2_ChangeMultiAssetsModeRequest as ChangeMultiAssetsModeRequest, type index$2_ChangeMultiAssetsModeResponse as ChangeMultiAssetsModeResponse, type index$2_ChangePositionModeRequest as ChangePositionModeRequest, type index$2_ChangePositionModeResponse as ChangePositionModeResponse, type index$2_CheckServerTimeResponse as CheckServerTimeResponse, type index$2_ClassicPortfolioMarginAccountInformationRequest as ClassicPortfolioMarginAccountInformationRequest, type index$2_ClassicPortfolioMarginAccountInformationResponse as ClassicPortfolioMarginAccountInformationResponse, type index$2_CompositeIndexSymbolInformationRequest as CompositeIndexSymbolInformationRequest, type index$2_CompositeIndexSymbolInformationResponse as CompositeIndexSymbolInformationResponse, type index$2_CompositeIndexSymbolInformationResponseInner as CompositeIndexSymbolInformationResponseInner, type index$2_CompositeIndexSymbolInformationResponseInnerBaseAssetListInner as CompositeIndexSymbolInformationResponseInnerBaseAssetListInner, type index$2_CompressedAggregateTradesListRequest as CompressedAggregateTradesListRequest, type index$2_CompressedAggregateTradesListResponse as CompressedAggregateTradesListResponse, type index$2_CompressedAggregateTradesListResponseInner as CompressedAggregateTradesListResponseInner, type index$2_ContinuousContractKlineCandlestickDataContractTypeEnum as ContinuousContractKlineCandlestickDataContractTypeEnum, type index$2_ContinuousContractKlineCandlestickDataIntervalEnum as ContinuousContractKlineCandlestickDataIntervalEnum, type index$2_ContinuousContractKlineCandlestickDataRequest as ContinuousContractKlineCandlestickDataRequest, type index$2_ContinuousContractKlineCandlestickDataResponse as ContinuousContractKlineCandlestickDataResponse, type index$2_ContinuousContractKlineCandlestickDataResponseItem as ContinuousContractKlineCandlestickDataResponseItem, type index$2_ContinuousContractKlineCandlestickDataResponseItemInner as ContinuousContractKlineCandlestickDataResponseItemInner, index$2_ConvertApi as ConvertApi, type index$2_ConvertApiInterface as ConvertApiInterface, type index$2_CurrentAllOpenOrdersRequest as CurrentAllOpenOrdersRequest, type index$2_CurrentAllOpenOrdersResponse as CurrentAllOpenOrdersResponse, type index$2_ExchangeInformationResponse as ExchangeInformationResponse, type index$2_ExchangeInformationResponseAssetsInner as ExchangeInformationResponseAssetsInner, type index$2_ExchangeInformationResponseRateLimitsInner as ExchangeInformationResponseRateLimitsInner, type index$2_ExchangeInformationResponseSymbolsInner as ExchangeInformationResponseSymbolsInner, type index$2_ExchangeInformationResponseSymbolsInnerFiltersInner as ExchangeInformationResponseSymbolsInnerFiltersInner, type FuturesAccountBalanceV2Request$1 as FuturesAccountBalanceV2Request, type FuturesAccountBalanceV2Response$1 as FuturesAccountBalanceV2Response, type index$2_FuturesAccountBalanceV2ResponseInner as FuturesAccountBalanceV2ResponseInner, type index$2_FuturesAccountBalanceV3Request as FuturesAccountBalanceV3Request, type index$2_FuturesAccountBalanceV3Response as FuturesAccountBalanceV3Response, type index$2_FuturesAccountConfigurationRequest as FuturesAccountConfigurationRequest, type index$2_FuturesAccountConfigurationResponse as FuturesAccountConfigurationResponse, type index$2_FuturesTradingQuantitativeRulesIndicatorsRequest as FuturesTradingQuantitativeRulesIndicatorsRequest, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse as FuturesTradingQuantitativeRulesIndicatorsResponse, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse1 as FuturesTradingQuantitativeRulesIndicatorsResponse1, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse1Indicators as FuturesTradingQuantitativeRulesIndicatorsResponse1Indicators, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse1IndicatorsBTCUSDTInner as FuturesTradingQuantitativeRulesIndicatorsResponse1IndicatorsBTCUSDTInner, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse2 as FuturesTradingQuantitativeRulesIndicatorsResponse2, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse2Indicators as FuturesTradingQuantitativeRulesIndicatorsResponse2Indicators, type index$2_FuturesTradingQuantitativeRulesIndicatorsResponse2IndicatorsACCOUNTInner as FuturesTradingQuantitativeRulesIndicatorsResponse2IndicatorsACCOUNTInner, type index$2_GetBnbBurnStatusRequest as GetBnbBurnStatusRequest, type index$2_GetBnbBurnStatusResponse as GetBnbBurnStatusResponse, type index$2_GetCurrentMultiAssetsModeRequest as GetCurrentMultiAssetsModeRequest, type index$2_GetCurrentMultiAssetsModeResponse as GetCurrentMultiAssetsModeResponse, type index$2_GetCurrentPositionModeRequest as GetCurrentPositionModeRequest, type index$2_GetCurrentPositionModeResponse as GetCurrentPositionModeResponse, type index$2_GetDownloadIdForFuturesOrderHistoryRequest as GetDownloadIdForFuturesOrderHistoryRequest, type index$2_GetDownloadIdForFuturesOrderHistoryResponse as GetDownloadIdForFuturesOrderHistoryResponse, type index$2_GetDownloadIdForFuturesTradeHistoryRequest as GetDownloadIdForFuturesTradeHistoryRequest, type index$2_GetDownloadIdForFuturesTradeHistoryResponse as GetDownloadIdForFuturesTradeHistoryResponse, type index$2_GetDownloadIdForFuturesTransactionHistoryRequest as GetDownloadIdForFuturesTransactionHistoryRequest, type index$2_GetDownloadIdForFuturesTransactionHistoryResponse as GetDownloadIdForFuturesTransactionHistoryResponse, type index$2_GetFundingRateHistoryRequest as GetFundingRateHistoryRequest, type index$2_GetFundingRateHistoryResponse as GetFundingRateHistoryResponse, type index$2_GetFundingRateHistoryResponseInner as GetFundingRateHistoryResponseInner, type index$2_GetFundingRateInfoResponse as GetFundingRateInfoResponse, type index$2_GetFundingRateInfoResponseInner as GetFundingRateInfoResponseInner, type index$2_GetFuturesOrderHistoryDownloadLinkByIdRequest as GetFuturesOrderHistoryDownloadLinkByIdRequest, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse as GetFuturesOrderHistoryDownloadLinkByIdResponse, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse1 as GetFuturesOrderHistoryDownloadLinkByIdResponse1, type index$2_GetFuturesOrderHistoryDownloadLinkByIdResponse2 as GetFuturesOrderHistoryDownloadLinkByIdResponse2, type index$2_GetFuturesTradeDownloadLinkByIdRequest as GetFuturesTradeDownloadLinkByIdRequest, type index$2_GetFuturesTradeDownloadLinkByIdResponse as GetFuturesTradeDownloadLinkByIdResponse, type index$2_GetFuturesTradeDownloadLinkByIdResponse1 as GetFuturesTradeDownloadLinkByIdResponse1, type index$2_GetFuturesTradeDownloadLinkByIdResponse2 as GetFuturesTradeDownloadLinkByIdResponse2, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdRequest as GetFuturesTransactionHistoryDownloadLinkByIdRequest, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse as GetFuturesTransactionHistoryDownloadLinkByIdResponse, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse1 as GetFuturesTransactionHistoryDownloadLinkByIdResponse1, type index$2_GetFuturesTransactionHistoryDownloadLinkByIdResponse2 as GetFuturesTransactionHistoryDownloadLinkByIdResponse2, type index$2_GetIncomeHistoryRequest as GetIncomeHistoryRequest, type index$2_GetIncomeHistoryResponse as GetIncomeHistoryResponse, type index$2_GetIncomeHistoryResponseInner as GetIncomeHistoryResponseInner, type index$2_GetOrderModifyHistoryRequest as GetOrderModifyHistoryRequest, type index$2_GetOrderModifyHistoryResponse as GetOrderModifyHistoryResponse, type index$2_GetOrderModifyHistoryResponseInner as GetOrderModifyHistoryResponseInner, type index$2_GetOrderModifyHistoryResponseInnerAmendment as GetOrderModifyHistoryResponseInnerAmendment, type index$2_GetOrderModifyHistoryResponseInnerAmendmentOrigQty as GetOrderModifyHistoryResponseInnerAmendmentOrigQty, type index$2_GetOrderModifyHistoryResponseInnerAmendmentPrice as GetOrderModifyHistoryResponseInnerAmendmentPrice, type index$2_GetPositionMarginChangeHistoryRequest as GetPositionMarginChangeHistoryRequest, type index$2_GetPositionMarginChangeHistoryResponse as GetPositionMarginChangeHistoryResponse, type index$2_GetPositionMarginChangeHistoryResponseInner as GetPositionMarginChangeHistoryResponseInner, type index$2_HistoricalBlvtNavKlineCandlestickIntervalEnum as HistoricalBlvtNavKlineCandlestickIntervalEnum, type index$2_HistoricalBlvtNavKlineCandlestickRequest as HistoricalBlvtNavKlineCandlestickRequest, type index$2_HistoricalBlvtNavKlineCandlestickResponse as HistoricalBlvtNavKlineCandlestickResponse, type index$2_HistoricalBlvtNavKlineCandlestickResponseItem as HistoricalBlvtNavKlineCandlestickResponseItem, type index$2_HistoricalBlvtNavKlineCandlestickResponseItemInner as HistoricalBlvtNavKlineCandlestickResponseItemInner, type index$2_IndexPriceKlineCandlestickDataIntervalEnum as IndexPriceKlineCandlestickDataIntervalEnum, type index$2_IndexPriceKlineCandlestickDataRequest as IndexPriceKlineCandlestickDataRequest, type index$2_IndexPriceKlineCandlestickDataResponse as IndexPriceKlineCandlestickDataResponse, type index$2_IndexPriceKlineCandlestickDataResponseItem as IndexPriceKlineCandlestickDataResponseItem, type index$2_IndexPriceKlineCandlestickDataResponseItemInner as IndexPriceKlineCandlestickDataResponseItemInner, type KeepaliveUserDataStreamResponse$1 as KeepaliveUserDataStreamResponse, type index$2_KlineCandlestickDataIntervalEnum as KlineCandlestickDataIntervalEnum, type index$2_KlineCandlestickDataRequest as KlineCandlestickDataRequest, type index$2_KlineCandlestickDataResponse as KlineCandlestickDataResponse, type index$2_KlineCandlestickDataResponseItem as KlineCandlestickDataResponseItem, type index$2_KlineCandlestickDataResponseItemInner as KlineCandlestickDataResponseItemInner, type index$2_ListAllConvertPairsRequest as ListAllConvertPairsRequest, type index$2_ListAllConvertPairsResponse as ListAllConvertPairsResponse, type index$2_ListAllConvertPairsResponseInner as ListAllConvertPairsResponseInner, type index$2_LongShortRatioPeriodEnum as LongShortRatioPeriodEnum, type index$2_LongShortRatioRequest as LongShortRatioRequest, type index$2_LongShortRatioResponse as LongShortRatioResponse, type index$2_LongShortRatioResponseInner as LongShortRatioResponseInner, type index$2_MarkPriceKlineCandlestickDataIntervalEnum as MarkPriceKlineCandlestickDataIntervalEnum, type index$2_MarkPriceKlineCandlestickDataRequest as MarkPriceKlineCandlestickDataRequest, type index$2_MarkPriceKlineCandlestickDataResponse as MarkPriceKlineCandlestickDataResponse, type index$2_MarkPriceKlineCandlestickDataResponseItem as MarkPriceKlineCandlestickDataResponseItem, type index$2_MarkPriceKlineCandlestickDataResponseItemInner as MarkPriceKlineCandlestickDataResponseItemInner, type index$2_MarkPriceRequest as MarkPriceRequest, type index$2_MarkPriceResponse as MarkPriceResponse, type index$2_MarkPriceResponse1 as MarkPriceResponse1, type index$2_MarkPriceResponse2 as MarkPriceResponse2, type index$2_MarkPriceResponse2Inner as MarkPriceResponse2Inner, MarketDataApi$1 as MarketDataApi, type MarketDataApiInterface$1 as MarketDataApiInterface, type index$2_ModifyIsolatedPositionMarginPositionSideEnum as ModifyIsolatedPositionMarginPositionSideEnum, type index$2_ModifyIsolatedPositionMarginRequest as ModifyIsolatedPositionMarginRequest, type index$2_ModifyIsolatedPositionMarginResponse as ModifyIsolatedPositionMarginResponse, type index$2_ModifyMultipleOrdersBatchOrdersParameterInner as ModifyMultipleOrdersBatchOrdersParameterInner, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum as ModifyMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerPositionSideEnum as ModifyMultipleOrdersBatchOrdersParameterInnerPositionSideEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum as ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum as ModifyMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum as ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum as ModifyMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum, type index$2_ModifyMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum as ModifyMultipleOrdersBatchOrdersParameterInnerWorkingTypeEnum, type index$2_ModifyMultipleOrdersRequest as ModifyMultipleOrdersRequest, type index$2_ModifyMultipleOrdersResponse as ModifyMultipleOrdersResponse, type index$2_ModifyMultipleOrdersResponseInner as ModifyMultipleOrdersResponseInner, ModifyOrderPriceMatchEnum$1 as ModifyOrderPriceMatchEnum, type ModifyOrderRequest$1 as ModifyOrderRequest, type ModifyOrderResponse$1 as ModifyOrderResponse, ModifyOrderSideEnum$1 as ModifyOrderSideEnum, type MultiAssetsModeAssetIndexRequest$1 as MultiAssetsModeAssetIndexRequest, type MultiAssetsModeAssetIndexResponse$1 as MultiAssetsModeAssetIndexResponse, type index$2_MultiAssetsModeAssetIndexResponse1 as MultiAssetsModeAssetIndexResponse1, type index$2_MultiAssetsModeAssetIndexResponse2 as MultiAssetsModeAssetIndexResponse2, type index$2_MultiAssetsModeAssetIndexResponse2Inner as MultiAssetsModeAssetIndexResponse2Inner, NewOrderNewOrderRespTypeEnum$1 as NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum$1 as NewOrderPositionSideEnum, NewOrderPriceMatchEnum$1 as NewOrderPriceMatchEnum, type NewOrderRequest$1 as NewOrderRequest, type NewOrderResponse$1 as NewOrderResponse, NewOrderSelfTradePreventionModeEnum$1 as NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum$1 as NewOrderSideEnum, NewOrderTimeInForceEnum$1 as NewOrderTimeInForceEnum, NewOrderWorkingTypeEnum$1 as NewOrderWorkingTypeEnum, type index$2_NotionalAndLeverageBracketsRequest as NotionalAndLeverageBracketsRequest, type index$2_NotionalAndLeverageBracketsResponse as NotionalAndLeverageBracketsResponse, type index$2_NotionalAndLeverageBracketsResponse1 as NotionalAndLeverageBracketsResponse1, type index$2_NotionalAndLeverageBracketsResponse1Inner as NotionalAndLeverageBracketsResponse1Inner, type index$2_NotionalAndLeverageBracketsResponse1InnerBracketsInner as NotionalAndLeverageBracketsResponse1InnerBracketsInner, type index$2_NotionalAndLeverageBracketsResponse2 as NotionalAndLeverageBracketsResponse2, type index$2_OldTradesLookupRequest as OldTradesLookupRequest, type index$2_OldTradesLookupResponse as OldTradesLookupResponse, type index$2_OldTradesLookupResponseInner as OldTradesLookupResponseInner, type index$2_OpenInterestRequest as OpenInterestRequest, type index$2_OpenInterestResponse as OpenInterestResponse, type index$2_OpenInterestStatisticsPeriodEnum as OpenInterestStatisticsPeriodEnum, type index$2_OpenInterestStatisticsRequest as OpenInterestStatisticsRequest, type index$2_OpenInterestStatisticsResponse as OpenInterestStatisticsResponse, type index$2_OpenInterestStatisticsResponseInner as OpenInterestStatisticsResponseInner, type OrderBookRequest$1 as OrderBookRequest, type OrderBookResponse$1 as OrderBookResponse, type index$2_OrderBookResponseAsksItem as OrderBookResponseAsksItem, type index$2_OrderBookResponseBidsItem as OrderBookResponseBidsItem, type index$2_OrderStatusRequest as OrderStatusRequest, type index$2_OrderStatusResponse as OrderStatusResponse, type index$2_PlaceMultipleOrdersRequest as PlaceMultipleOrdersRequest, type index$2_PlaceMultipleOrdersResponse as PlaceMultipleOrdersResponse, type index$2_PlaceMultipleOrdersResponseInner as PlaceMultipleOrdersResponseInner, index$2_PortfolioMarginEndpointsApi as PortfolioMarginEndpointsApi, type index$2_PortfolioMarginEndpointsApiInterface as PortfolioMarginEndpointsApiInterface, type index$2_PositionAdlQuantileEstimationRequest as PositionAdlQuantileEstimationRequest, type index$2_PositionAdlQuantileEstimationResponse as PositionAdlQuantileEstimationResponse, type index$2_PositionAdlQuantileEstimationResponseInner as PositionAdlQuantileEstimationResponseInner, type index$2_PositionAdlQuantileEstimationResponseInnerAdlQuantile as PositionAdlQuantileEstimationResponseInnerAdlQuantile, type PositionInformationV2Request$1 as PositionInformationV2Request, type PositionInformationV2Response$1 as PositionInformationV2Response, type PositionInformationV2Response1$1 as PositionInformationV2Response1, type index$2_PositionInformationV2Response1Inner as PositionInformationV2Response1Inner, type PositionInformationV2Response2$1 as PositionInformationV2Response2, type index$2_PositionInformationV2Response2Inner as PositionInformationV2Response2Inner, type index$2_PositionInformationV3Request as PositionInformationV3Request, type index$2_PositionInformationV3Response as PositionInformationV3Response, type index$2_PositionInformationV3Response1 as PositionInformationV3Response1, type index$2_PositionInformationV3Response1Inner as PositionInformationV3Response1Inner, type index$2_PositionInformationV3Response2 as PositionInformationV3Response2, type index$2_PositionInformationV3Response2Inner as PositionInformationV3Response2Inner, type index$2_PremiumIndexKlineDataIntervalEnum as PremiumIndexKlineDataIntervalEnum, type index$2_PremiumIndexKlineDataRequest as PremiumIndexKlineDataRequest, type index$2_PremiumIndexKlineDataResponse as PremiumIndexKlineDataResponse, type index$2_PremiumIndexKlineDataResponseItem as PremiumIndexKlineDataResponseItem, type index$2_PremiumIndexKlineDataResponseItemInner as PremiumIndexKlineDataResponseItemInner, type index$2_QuarterlyContractSettlementPriceRequest as QuarterlyContractSettlementPriceRequest, type index$2_QuarterlyContractSettlementPriceResponse as QuarterlyContractSettlementPriceResponse, type index$2_QuarterlyContractSettlementPriceResponseInner as QuarterlyContractSettlementPriceResponseInner, type index$2_QueryCurrentOpenOrderRequest as QueryCurrentOpenOrderRequest, type index$2_QueryCurrentOpenOrderResponse as QueryCurrentOpenOrderResponse, type index$2_QueryIndexPriceConstituentsRequest as QueryIndexPriceConstituentsRequest, type index$2_QueryIndexPriceConstituentsResponse as QueryIndexPriceConstituentsResponse, type index$2_QueryIndexPriceConstituentsResponseConstituentsInner as QueryIndexPriceConstituentsResponseConstituentsInner, type index$2_QueryInsuranceFundBalanceSnapshotRequest as QueryInsuranceFundBalanceSnapshotRequest, type index$2_QueryInsuranceFundBalanceSnapshotResponse as QueryInsuranceFundBalanceSnapshotResponse, type index$2_QueryInsuranceFundBalanceSnapshotResponse1 as QueryInsuranceFundBalanceSnapshotResponse1, type index$2_QueryInsuranceFundBalanceSnapshotResponse1AssetsInner as QueryInsuranceFundBalanceSnapshotResponse1AssetsInner, type index$2_QueryInsuranceFundBalanceSnapshotResponse2 as QueryInsuranceFundBalanceSnapshotResponse2, type index$2_QueryInsuranceFundBalanceSnapshotResponse2Inner as QueryInsuranceFundBalanceSnapshotResponse2Inner, type index$2_QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner as QueryInsuranceFundBalanceSnapshotResponse2InnerAssetsInner, type QueryOrderRequest$1 as QueryOrderRequest, type QueryOrderResponse$1 as QueryOrderResponse, type index$2_QueryUserRateLimitRequest as QueryUserRateLimitRequest, type index$2_QueryUserRateLimitResponse as QueryUserRateLimitResponse, type index$2_QueryUserRateLimitResponseInner as QueryUserRateLimitResponseInner, type index$2_RecentTradesListRequest as RecentTradesListRequest, type index$2_RecentTradesListResponse as RecentTradesListResponse, type index$2_RecentTradesListResponseInner as RecentTradesListResponseInner, index$2_RestAPI as RestAPI, type index$2_SendQuoteRequestRequest as SendQuoteRequestRequest, type index$2_SendQuoteRequestResponse as SendQuoteRequestResponse, type StartUserDataStreamResponse$1 as StartUserDataStreamResponse, type index$2_SymbolConfigurationRequest as SymbolConfigurationRequest, type index$2_SymbolConfigurationResponse as SymbolConfigurationResponse, type index$2_SymbolConfigurationResponseInner as SymbolConfigurationResponseInner, type SymbolOrderBookTickerRequest$1 as SymbolOrderBookTickerRequest, type SymbolOrderBookTickerResponse$1 as SymbolOrderBookTickerResponse, type SymbolOrderBookTickerResponse1$1 as SymbolOrderBookTickerResponse1, type SymbolOrderBookTickerResponse2$1 as SymbolOrderBookTickerResponse2, type index$2_SymbolOrderBookTickerResponse2Inner as SymbolOrderBookTickerResponse2Inner, type SymbolPriceTickerRequest$1 as SymbolPriceTickerRequest, type SymbolPriceTickerResponse$1 as SymbolPriceTickerResponse, type SymbolPriceTickerResponse1$1 as SymbolPriceTickerResponse1, type SymbolPriceTickerResponse2$1 as SymbolPriceTickerResponse2, type index$2_SymbolPriceTickerV2Request as SymbolPriceTickerV2Request, type index$2_SymbolPriceTickerV2Response as SymbolPriceTickerV2Response, type index$2_SymbolPriceTickerV2Response1 as SymbolPriceTickerV2Response1, type index$2_SymbolPriceTickerV2Response2 as SymbolPriceTickerV2Response2, type index$2_SymbolPriceTickerV2Response2Inner as SymbolPriceTickerV2Response2Inner, type index$2_TakerBuySellVolumePeriodEnum as TakerBuySellVolumePeriodEnum, type index$2_TakerBuySellVolumeRequest as TakerBuySellVolumeRequest, type index$2_TakerBuySellVolumeResponse as TakerBuySellVolumeResponse, type index$2_TakerBuySellVolumeResponseInner as TakerBuySellVolumeResponseInner, type index$2_TestOrderNewOrderRespTypeEnum as TestOrderNewOrderRespTypeEnum, type index$2_TestOrderPositionSideEnum as TestOrderPositionSideEnum, type index$2_TestOrderPriceMatchEnum as TestOrderPriceMatchEnum, type index$2_TestOrderRequest as TestOrderRequest, type index$2_TestOrderResponse as TestOrderResponse, type index$2_TestOrderSelfTradePreventionModeEnum as TestOrderSelfTradePreventionModeEnum, type index$2_TestOrderSideEnum as TestOrderSideEnum, type index$2_TestOrderTimeInForceEnum as TestOrderTimeInForceEnum, type index$2_TestOrderWorkingTypeEnum as TestOrderWorkingTypeEnum, type index$2_Ticker24hrPriceChangeStatisticsRequest as Ticker24hrPriceChangeStatisticsRequest, type index$2_Ticker24hrPriceChangeStatisticsResponse as Ticker24hrPriceChangeStatisticsResponse, type index$2_Ticker24hrPriceChangeStatisticsResponse1 as Ticker24hrPriceChangeStatisticsResponse1, type index$2_Ticker24hrPriceChangeStatisticsResponse2 as Ticker24hrPriceChangeStatisticsResponse2, type index$2_Ticker24hrPriceChangeStatisticsResponse2Inner as Ticker24hrPriceChangeStatisticsResponse2Inner, type index$2_ToggleBnbBurnOnFuturesTradeRequest as ToggleBnbBurnOnFuturesTradeRequest, type index$2_ToggleBnbBurnOnFuturesTradeResponse as ToggleBnbBurnOnFuturesTradeResponse, type index$2_TopTraderLongShortRatioAccountsPeriodEnum as TopTraderLongShortRatioAccountsPeriodEnum, type index$2_TopTraderLongShortRatioAccountsRequest as TopTraderLongShortRatioAccountsRequest, type index$2_TopTraderLongShortRatioAccountsResponse as TopTraderLongShortRatioAccountsResponse, type index$2_TopTraderLongShortRatioAccountsResponseInner as TopTraderLongShortRatioAccountsResponseInner, type index$2_TopTraderLongShortRatioPositionsPeriodEnum as TopTraderLongShortRatioPositionsPeriodEnum, type index$2_TopTraderLongShortRatioPositionsRequest as TopTraderLongShortRatioPositionsRequest, type index$2_TopTraderLongShortRatioPositionsResponse as TopTraderLongShortRatioPositionsResponse, type index$2_TopTraderLongShortRatioPositionsResponseInner as TopTraderLongShortRatioPositionsResponseInner, TradeApi$1 as TradeApi, type TradeApiInterface$1 as TradeApiInterface, type index$2_UserCommissionRateRequest as UserCommissionRateRequest, type index$2_UserCommissionRateResponse as UserCommissionRateResponse, UserDataStreamsApi$1 as UserDataStreamsApi, type UserDataStreamsApiInterface$1 as UserDataStreamsApiInterface, type index$2_UsersForceOrdersAutoCloseTypeEnum as UsersForceOrdersAutoCloseTypeEnum, type index$2_UsersForceOrdersRequest as UsersForceOrdersRequest, type index$2_UsersForceOrdersResponse as UsersForceOrdersResponse, type index$2_UsersForceOrdersResponseInner as UsersForceOrdersResponseInner };
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}
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/**
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@@ -20937,7 +21187,7 @@ interface NewOrderRequest {
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*/
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readonly activationPrice?: number;
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/**
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-
* Used with `TRAILING_STOP_MARKET` orders, min 0.1, max
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+
* Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
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* @type {number}
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* @memberof TradeApiNewOrder
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*/
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