@binance/derivatives-trading-usds-futures 29.0.2 → 30.0.0

package/dist/index.d.mts

@@ -1965,6 +1965,12 @@ interface CompressedAggregateTradesListResponseInner {
    * @memberof CompressedAggregateTradesListResponseInner
    */
   q?: string;
+  /**
+   *
+   * @type {string}
+   * @memberof CompressedAggregateTradesListResponseInner
+   */
+  nq?: string;
   /**
    *
    * @type {number | bigint}
@@ -6485,43 +6491,31 @@ interface QueryAlgoOrderResponse {
    * @type {string}
    * @memberof QueryAlgoOrderResponse
    */
-  triggerPrice?: string;
+  actualType?: string;
   /**
    *
    * @type {string}
    * @memberof QueryAlgoOrderResponse
    */
-  price?: string;
+  actualQty?: string;
   /**
    *
    * @type {string}
    * @memberof QueryAlgoOrderResponse
    */
-  icebergQuantity?: string;
-  /**
-   *
-   * @type {string}
-   * @memberof QueryAlgoOrderResponse
-   */
-  tpTriggerPrice?: string;
-  /**
-   *
-   * @type {string}
-   * @memberof QueryAlgoOrderResponse
-   */
-  tpPrice?: string;
+  triggerPrice?: string;
   /**
    *
    * @type {string}
    * @memberof QueryAlgoOrderResponse
    */
-  slTriggerPrice?: string;
+  price?: string;
   /**
    *
    * @type {string}
    * @memberof QueryAlgoOrderResponse
    */
-  slPrice?: string;
+  icebergQuantity?: string;
   /**
    *
    * @type {string}
@@ -8702,6 +8696,60 @@ interface TradingScheduleResponseMarketSchedulesEQUITY {
   sessions?: Array<TradingScheduleResponseMarketSchedulesEQUITYSessionsInner>;
 }
 //#endregion
+//#region src/rest-api/types/trading-schedule-response-market-schedules-krequitysessions-inner.d.ts
+/**
+ * Binance Derivatives Trading USDS Futures REST API
+ *
+ * OpenAPI Specification for the Binance Derivatives Trading USDS Futures REST API
+ *
+ * The version of the OpenAPI document: 1.0.0
+ *
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+/**
+ *
+ * @export
+ * @interface 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
 /**
  *
@@ -8721,6 +8769,12 @@ interface TradingScheduleResponseMarketSchedules {
    * @memberof TradingScheduleResponseMarketSchedules
    */
   COMMODITY?: TradingScheduleResponseMarketSchedulesCOMMODITY;
+  /**
+   *
+   * @type {TradingScheduleResponseMarketSchedulesKREQUITY}
+   * @memberof TradingScheduleResponseMarketSchedules
+   */
+  KR_EQUITY?: TradingScheduleResponseMarketSchedulesKREQUITY;
 }
 //#endregion
 //#region src/rest-api/types/trading-schedule-response.d.ts
@@ -10658,7 +10712,12 @@ interface MarketDataApiInterface$1 {
    */
   topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
   /**
-   * Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period starting from the day prior to the query time, covering both the U.S. equity and commodity markets. Equity market session types include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING", while commodity market session types include "REGULAR" and "NO_TRADING".
+   * 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 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".
    *
    * Weight: 5
    *
@@ -11936,7 +11995,12 @@ declare class MarketDataApi$1 implements MarketDataApiInterface$1 {
    */
   topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
   /**
-   * Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period starting from the day prior to the query time, covering both the U.S. equity and commodity markets. Equity market session types include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING", while commodity market session types include "REGULAR" and "NO_TRADING".
+   * 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 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".
    *
    * Weight: 5
    *
@@ -15713,7 +15777,12 @@ declare class RestAPI {
    */
   topTraderLongShortRatioPositions(requestParameters: TopTraderLongShortRatioPositionsRequest): Promise<RestApiResponse<TopTraderLongShortRatioPositionsResponse>>;
   /**
-   * Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period starting from the day prior to the query time, covering both the U.S. equity and commodity markets. Equity market session types include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING", while commodity market session types include "REGULAR" and "NO_TRADING".
+   * 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 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".
    *
    * Weight: 5
    *
@@ -16377,7 +16446,7 @@ declare class RestAPI {
   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, 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, ContinuousContractKlineCandlestickDataRequest, ContinuousContractKlineCandlestickDataResponse, ContinuousContractKlineCandlestickDataResponseItem, ContinuousContractKlineCandlestickDataResponseItemInner, 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, 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, GetIncomeHistoryRequest, GetIncomeHistoryResponse, GetIncomeHistoryResponseInner, GetOrderModifyHistoryRequest, GetOrderModifyHistoryResponse, GetOrderModifyHistoryResponseInner, GetOrderModifyHistoryResponseInnerAmendment, GetOrderModifyHistoryResponseInnerAmendmentOrigQty, GetOrderModifyHistoryResponseInnerAmendmentPrice, GetPositionMarginChangeHistoryRequest, GetPositionMarginChangeHistoryResponse, GetPositionMarginChangeHistoryResponseInner, IndexPriceKlineCandlestickDataIntervalEnum, IndexPriceKlineCandlestickDataRequest, IndexPriceKlineCandlestickDataResponse, IndexPriceKlineCandlestickDataResponseItem, IndexPriceKlineCandlestickDataResponseItemInner, KeepaliveUserDataStreamResponse$1 as KeepaliveUserDataStreamResponse, KlineCandlestickDataIntervalEnum, KlineCandlestickDataRequest, KlineCandlestickDataResponse, KlineCandlestickDataResponseItem, KlineCandlestickDataResponseItemInner, ListAllConvertPairsRequest, ListAllConvertPairsResponse, ListAllConvertPairsResponseInner, LongShortRatioPeriodEnum, LongShortRatioRequest, LongShortRatioResponse, LongShortRatioResponseInner, MarkPriceKlineCandlestickDataIntervalEnum, MarkPriceKlineCandlestickDataRequest, MarkPriceKlineCandlestickDataResponse, MarkPriceKlineCandlestickDataResponseItem, MarkPriceKlineCandlestickDataResponseItemInner, MarkPriceRequest, MarkPriceResponse, MarkPriceResponse1, MarkPriceResponse2, MarkPriceResponse2Inner, MarketDataApi$1 as MarketDataApi, MarketDataApiInterface$1 as MarketDataApiInterface, ModifyIsolatedPositionMarginPositionSideEnum, ModifyIsolatedPositionMarginRequest, ModifyIsolatedPositionMarginResponse, ModifyMultipleOrdersBatchOrdersParameterInner, ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum, ModifyMultipleOrdersRequest, ModifyMultipleOrdersResponse, ModifyMultipleOrdersResponseInner, ModifyOrderPriceMatchEnum$1 as ModifyOrderPriceMatchEnum, ModifyOrderRequest$1 as ModifyOrderRequest, ModifyOrderResponse$1 as ModifyOrderResponse, ModifyOrderSideEnum$1 as ModifyOrderSideEnum, MultiAssetsModeAssetIndexRequest$1 as MultiAssetsModeAssetIndexRequest, MultiAssetsModeAssetIndexResponse$1 as MultiAssetsModeAssetIndexResponse, MultiAssetsModeAssetIndexResponse1, MultiAssetsModeAssetIndexResponse2, MultiAssetsModeAssetIndexResponse2Inner, NewAlgoOrderNewOrderRespTypeEnum$1 as NewAlgoOrderNewOrderRespTypeEnum, NewAlgoOrderPositionSideEnum$1 as NewAlgoOrderPositionSideEnum, NewAlgoOrderPriceMatchEnum$1 as NewAlgoOrderPriceMatchEnum, NewAlgoOrderRequest$1 as NewAlgoOrderRequest, NewAlgoOrderResponse$1 as NewAlgoOrderResponse, NewAlgoOrderSelfTradePreventionModeEnum$1 as NewAlgoOrderSelfTradePreventionModeEnum, NewAlgoOrderSideEnum$1 as NewAlgoOrderSideEnum, NewAlgoOrderTimeInForceEnum$1 as NewAlgoOrderTimeInForceEnum, NewAlgoOrderWorkingTypeEnum$1 as NewAlgoOrderWorkingTypeEnum, NewOrderNewOrderRespTypeEnum$1 as NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum$1 as NewOrderPositionSideEnum, NewOrderPriceMatchEnum$1 as NewOrderPriceMatchEnum, NewOrderRequest$1 as NewOrderRequest, NewOrderResponse$1 as NewOrderResponse, NewOrderSelfTradePreventionModeEnum$1 as NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum$1 as NewOrderSideEnum, NewOrderTimeInForceEnum$1 as NewOrderTimeInForceEnum, NotionalAndLeverageBracketsRequest, NotionalAndLeverageBracketsResponse, NotionalAndLeverageBracketsResponse1, NotionalAndLeverageBracketsResponse1Inner, NotionalAndLeverageBracketsResponse1InnerBracketsInner, NotionalAndLeverageBracketsResponse2, NotionalAndLeverageBracketsResponse2BracketsInner, OldTradesLookupRequest, OldTradesLookupResponse, OldTradesLookupResponseInner, OpenInterestRequest, OpenInterestResponse, OpenInterestStatisticsPeriodEnum, OpenInterestStatisticsRequest, OpenInterestStatisticsResponse, OpenInterestStatisticsResponseInner, OrderBookRequest$1 as OrderBookRequest, OrderBookResponse$1 as OrderBookResponse, OrderBookResponseAsksItem, OrderBookResponseBidsItem, OrderStatusRequest, OrderStatusResponse, PlaceMultipleOrdersBatchOrdersParameterInner, PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum, PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum, PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum, PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum, PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum, PlaceMultipleOrdersRequest, PlaceMultipleOrdersResponse, PlaceMultipleOrdersResponseInner, PortfolioMarginEndpointsApi, PortfolioMarginEndpointsApiInterface, PositionAdlQuantileEstimationRequest, PositionAdlQuantileEstimationResponse, PositionAdlQuantileEstimationResponseInner, PositionAdlQuantileEstimationResponseInnerAdlQuantile, PositionInformationV2Request$1 as PositionInformationV2Request, PositionInformationV2Response$1 as PositionInformationV2Response, PositionInformationV2ResponseInner, PositionInformationV3Request, PositionInformationV3Response, PositionInformationV3ResponseInner, PremiumIndexKlineDataIntervalEnum, PremiumIndexKlineDataRequest, PremiumIndexKlineDataResponse, PremiumIndexKlineDataResponseItem, PremiumIndexKlineDataResponseItemInner, 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, RpiOrderBookResponseAsksItem, RpiOrderBookResponseBidsItem, 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, SymbolPriceTickerV2Request, SymbolPriceTickerV2Response, SymbolPriceTickerV2Response1, SymbolPriceTickerV2Response2, SymbolPriceTickerV2Response2Inner, TakerBuySellVolumePeriodEnum, TakerBuySellVolumeRequest, TakerBuySellVolumeResponse, TakerBuySellVolumeResponseInner, TestOrderNewOrderRespTypeEnum, TestOrderPositionSideEnum, TestOrderPriceMatchEnum, TestOrderRequest, TestOrderResponse, TestOrderSelfTradePreventionModeEnum, TestOrderSideEnum, TestOrderTimeInForceEnum, 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, UserCommissionRateRequest, UserCommissionRateResponse, UserDataStreamsApi$1 as UserDataStreamsApi, UserDataStreamsApiInterface$1 as UserDataStreamsApiInterface, UsersForceOrdersAutoCloseTypeEnum, UsersForceOrdersRequest, UsersForceOrdersResponse, UsersForceOrdersResponseInner };
+  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, 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, ContinuousContractKlineCandlestickDataRequest, ContinuousContractKlineCandlestickDataResponse, ContinuousContractKlineCandlestickDataResponseItem, ContinuousContractKlineCandlestickDataResponseItemInner, 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, 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, GetIncomeHistoryRequest, GetIncomeHistoryResponse, GetIncomeHistoryResponseInner, GetOrderModifyHistoryRequest, GetOrderModifyHistoryResponse, GetOrderModifyHistoryResponseInner, GetOrderModifyHistoryResponseInnerAmendment, GetOrderModifyHistoryResponseInnerAmendmentOrigQty, GetOrderModifyHistoryResponseInnerAmendmentPrice, GetPositionMarginChangeHistoryRequest, GetPositionMarginChangeHistoryResponse, GetPositionMarginChangeHistoryResponseInner, IndexPriceKlineCandlestickDataIntervalEnum, IndexPriceKlineCandlestickDataRequest, IndexPriceKlineCandlestickDataResponse, IndexPriceKlineCandlestickDataResponseItem, IndexPriceKlineCandlestickDataResponseItemInner, KeepaliveUserDataStreamResponse$1 as KeepaliveUserDataStreamResponse, KlineCandlestickDataIntervalEnum, KlineCandlestickDataRequest, KlineCandlestickDataResponse, KlineCandlestickDataResponseItem, KlineCandlestickDataResponseItemInner, ListAllConvertPairsRequest, ListAllConvertPairsResponse, ListAllConvertPairsResponseInner, LongShortRatioPeriodEnum, LongShortRatioRequest, LongShortRatioResponse, LongShortRatioResponseInner, MarkPriceKlineCandlestickDataIntervalEnum, MarkPriceKlineCandlestickDataRequest, MarkPriceKlineCandlestickDataResponse, MarkPriceKlineCandlestickDataResponseItem, MarkPriceKlineCandlestickDataResponseItemInner, MarkPriceRequest, MarkPriceResponse, MarkPriceResponse1, MarkPriceResponse2, MarkPriceResponse2Inner, MarketDataApi$1 as MarketDataApi, MarketDataApiInterface$1 as MarketDataApiInterface, ModifyIsolatedPositionMarginPositionSideEnum, ModifyIsolatedPositionMarginRequest, ModifyIsolatedPositionMarginResponse, ModifyMultipleOrdersBatchOrdersParameterInner, ModifyMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, ModifyMultipleOrdersBatchOrdersParameterInnerSideEnum, ModifyMultipleOrdersRequest, ModifyMultipleOrdersResponse, ModifyMultipleOrdersResponseInner, ModifyOrderPriceMatchEnum$1 as ModifyOrderPriceMatchEnum, ModifyOrderRequest$1 as ModifyOrderRequest, ModifyOrderResponse$1 as ModifyOrderResponse, ModifyOrderSideEnum$1 as ModifyOrderSideEnum, MultiAssetsModeAssetIndexRequest$1 as MultiAssetsModeAssetIndexRequest, MultiAssetsModeAssetIndexResponse$1 as MultiAssetsModeAssetIndexResponse, MultiAssetsModeAssetIndexResponse1, MultiAssetsModeAssetIndexResponse2, MultiAssetsModeAssetIndexResponse2Inner, NewAlgoOrderNewOrderRespTypeEnum$1 as NewAlgoOrderNewOrderRespTypeEnum, NewAlgoOrderPositionSideEnum$1 as NewAlgoOrderPositionSideEnum, NewAlgoOrderPriceMatchEnum$1 as NewAlgoOrderPriceMatchEnum, NewAlgoOrderRequest$1 as NewAlgoOrderRequest, NewAlgoOrderResponse$1 as NewAlgoOrderResponse, NewAlgoOrderSelfTradePreventionModeEnum$1 as NewAlgoOrderSelfTradePreventionModeEnum, NewAlgoOrderSideEnum$1 as NewAlgoOrderSideEnum, NewAlgoOrderTimeInForceEnum$1 as NewAlgoOrderTimeInForceEnum, NewAlgoOrderWorkingTypeEnum$1 as NewAlgoOrderWorkingTypeEnum, NewOrderNewOrderRespTypeEnum$1 as NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum$1 as NewOrderPositionSideEnum, NewOrderPriceMatchEnum$1 as NewOrderPriceMatchEnum, NewOrderRequest$1 as NewOrderRequest, NewOrderResponse$1 as NewOrderResponse, NewOrderSelfTradePreventionModeEnum$1 as NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum$1 as NewOrderSideEnum, NewOrderTimeInForceEnum$1 as NewOrderTimeInForceEnum, NotionalAndLeverageBracketsRequest, NotionalAndLeverageBracketsResponse, NotionalAndLeverageBracketsResponse1, NotionalAndLeverageBracketsResponse1Inner, NotionalAndLeverageBracketsResponse1InnerBracketsInner, NotionalAndLeverageBracketsResponse2, NotionalAndLeverageBracketsResponse2BracketsInner, OldTradesLookupRequest, OldTradesLookupResponse, OldTradesLookupResponseInner, OpenInterestRequest, OpenInterestResponse, OpenInterestStatisticsPeriodEnum, OpenInterestStatisticsRequest, OpenInterestStatisticsResponse, OpenInterestStatisticsResponseInner, OrderBookRequest$1 as OrderBookRequest, OrderBookResponse$1 as OrderBookResponse, OrderBookResponseAsksItem, OrderBookResponseBidsItem, OrderStatusRequest, OrderStatusResponse, PlaceMultipleOrdersBatchOrdersParameterInner, PlaceMultipleOrdersBatchOrdersParameterInnerNewOrderRespTypeEnum, PlaceMultipleOrdersBatchOrdersParameterInnerPositionSideEnum, PlaceMultipleOrdersBatchOrdersParameterInnerPriceMatchEnum, PlaceMultipleOrdersBatchOrdersParameterInnerSelfTradePreventionModeEnum, PlaceMultipleOrdersBatchOrdersParameterInnerSideEnum, PlaceMultipleOrdersBatchOrdersParameterInnerTimeInForceEnum, PlaceMultipleOrdersRequest, PlaceMultipleOrdersResponse, PlaceMultipleOrdersResponseInner, PortfolioMarginEndpointsApi, PortfolioMarginEndpointsApiInterface, PositionAdlQuantileEstimationRequest, PositionAdlQuantileEstimationResponse, PositionAdlQuantileEstimationResponseInner, PositionAdlQuantileEstimationResponseInnerAdlQuantile, PositionInformationV2Request$1 as PositionInformationV2Request, PositionInformationV2Response$1 as PositionInformationV2Response, PositionInformationV2ResponseInner, PositionInformationV3Request, PositionInformationV3Response, PositionInformationV3ResponseInner, PremiumIndexKlineDataIntervalEnum, PremiumIndexKlineDataRequest, PremiumIndexKlineDataResponse, PremiumIndexKlineDataResponseItem, PremiumIndexKlineDataResponseItemInner, 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, RpiOrderBookResponseAsksItem, RpiOrderBookResponseBidsItem, 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, SymbolPriceTickerV2Request, SymbolPriceTickerV2Response, SymbolPriceTickerV2Response1, SymbolPriceTickerV2Response2, SymbolPriceTickerV2Response2Inner, TakerBuySellVolumePeriodEnum, TakerBuySellVolumeRequest, TakerBuySellVolumeResponse, TakerBuySellVolumeResponseInner, TestOrderNewOrderRespTypeEnum, TestOrderPositionSideEnum, TestOrderPriceMatchEnum, TestOrderRequest, TestOrderResponse, TestOrderSelfTradePreventionModeEnum, TestOrderSideEnum, TestOrderTimeInForceEnum, 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, 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-result-assets-inner.d.ts
@@ -19890,40 +19959,12 @@ interface TradeApiInterface {
   /**
    * Send in a new order.
    *
-   * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
-   * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
-   * Condition orders will be triggered when:
-   *
-   * If parameter`priceProtect`is sent as true:
-   * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
-   * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
-   *
-   * `STOP`, `STOP_MARKET`:
-   * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
-   * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
-   * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
-   * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
-   * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
-   * `TRAILING_STOP_MARKET`:
-   * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
-   * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
-   *
-   * For `TRAILING_STOP_MARKET`, if you got such error code.
-   * ``{"code": -2021, "msg": "Order would immediately trigger."}``
-   * means that the parameters you send do not meet the following requirements:
-   * BUY: `activationPrice` should be smaller than latest price.
-   * SELL: `activationPrice` should be larger than latest price.
-   *
    * If `newOrderRespType ` is sent as `RESULT` :
    * `MARKET` order: the final FILLED result of the order will be return directly.
    * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
    *
-   * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
-   * Follow the same rules for condition orders.
-   * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
-   * Cannot be used with `quantity` paremeter
-   * Cannot be used with `reduceOnly` parameter
-   * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
+   * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
+   * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
    *
    * Weight: 0
    *
@@ -20096,7 +20137,7 @@ interface ModifyOrderRequest {
    */
   readonly origClientOrderId?: string;
   /**
-   * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
+   * only available for `LIMIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`/ `QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
    * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
    * @memberof TradeApiModifyOrder
    */
@@ -20156,7 +20197,7 @@ interface NewAlgoOrderRequest {
    */
   readonly timeInForce?: NewAlgoOrderTimeInForceEnum;
   /**
-   * Cannot be sent with `closePosition`=`true`(Close-All)
+   *
    * @type {number}
    * @memberof TradeApiNewAlgoOrder
    */
@@ -20174,31 +20215,31 @@ interface NewAlgoOrderRequest {
    */
   readonly triggerPrice?: number;
   /**
-   * stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
+   * 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 be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
+   * only available for `LIMIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`/ `QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
    * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
    * @memberof TradeApiNewAlgoOrder
    */
   readonly priceMatch?: NewAlgoOrderPriceMatchEnum;
   /**
-   * `true`, `false`；Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
+   * true, false；Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
    * @type {string}
    * @memberof TradeApiNewAlgoOrder
    */
   readonly closePosition?: string;
   /**
-   * "true" or "false", default "false". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
+   * "true" or "false", default "false". 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 {string}
    * @memberof TradeApiNewAlgoOrder
    */
   readonly priceProtect?: string;
   /**
-   * "true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`
+   * "true" or "false". default "false". Cannot be sent in Hedge Mode
    * @type {string}
    * @memberof TradeApiNewAlgoOrder
    */
@@ -20288,13 +20329,13 @@ interface NewOrderRequest {
    */
   readonly timeInForce?: NewOrderTimeInForceEnum;
   /**
-   * Cannot be sent with `closePosition`=`true`(Close-All)
+   *
    * @type {number}
    * @memberof TradeApiNewOrder
    */
   readonly quantity?: number;
   /**
-   * "true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with `closePosition`=`true`
+   * "true" or "false". default "false". Cannot be sent in Hedge Mode
    * @type {string}
    * @memberof TradeApiNewOrder
    */
@@ -20311,42 +20352,6 @@ interface NewOrderRequest {
    * @memberof TradeApiNewOrder
    */
   readonly newClientOrderId?: string;
-  /**
-   * Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
-   * @type {number}
-   * @memberof TradeApiNewOrder
-   */
-  readonly stopPrice?: number;
-  /**
-   * `true`, `false`；Close-All，used with `STOP_MARKET` or `TAKE_PROFIT_MARKET`.
-   * @type {string}
-   * @memberof TradeApiNewOrder
-   */
-  readonly closePosition?: string;
-  /**
-   * Used with `TRAILING_STOP_MARKET` orders, default as the latest price(supporting different `workingType`)
-   * @type {number}
-   * @memberof TradeApiNewOrder
-   */
-  readonly activationPrice?: number;
-  /**
-   * Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
-   * @type {number}
-   * @memberof TradeApiNewOrder
-   */
-  readonly callbackRate?: number;
-  /**
-   * stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
-   * @type {'MARK_PRICE' | 'CONTRACT_PRICE'}
-   * @memberof TradeApiNewOrder
-   */
-  readonly workingType?: NewOrderWorkingTypeEnum;
-  /**
-   * "true" or "false", default "false". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
-   * @type {string}
-   * @memberof TradeApiNewOrder
-   */
-  readonly priceProtect?: string;
   /**
    * "ACK", "RESULT", default "ACK"
    * @type {'ACK' | 'RESULT'}
@@ -20354,7 +20359,7 @@ interface NewOrderRequest {
    */
   readonly newOrderRespType?: NewOrderNewOrderRespTypeEnum;
   /**
-   * only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
+   * only available for `LIMIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`/ `QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
    * @type {'NONE' | 'OPPONENT' | 'OPPONENT_5' | 'OPPONENT_10' | 'OPPONENT_20' | 'QUEUE' | 'QUEUE_5' | 'QUEUE_10' | 'QUEUE_20'}
    * @memberof TradeApiNewOrder
    */
@@ -20565,40 +20570,12 @@ declare class TradeApi implements TradeApiInterface {
   /**
    * Send in a new order.
    *
-   * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
-   * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
-   * Condition orders will be triggered when:
-   *
-   * If parameter`priceProtect`is sent as true:
-   * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
-   * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
-   *
-   * `STOP`, `STOP_MARKET`:
-   * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
-   * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
-   * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
-   * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
-   * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
-   * `TRAILING_STOP_MARKET`:
-   * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
-   * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
-   *
-   * For `TRAILING_STOP_MARKET`, if you got such error code.
-   * ``{"code": -2021, "msg": "Order would immediately trigger."}``
-   * means that the parameters you send do not meet the following requirements:
-   * BUY: `activationPrice` should be smaller than latest price.
-   * SELL: `activationPrice` should be larger than latest price.
-   *
    * If `newOrderRespType ` is sent as `RESULT` :
    * `MARKET` order: the final FILLED result of the order will be return directly.
    * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
    *
-   * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
-   * Follow the same rules for condition orders.
-   * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
-   * Cannot be used with `quantity` paremeter
-   * Cannot be used with `reduceOnly` parameter
-   * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
+   * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
+   * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
    *
    * Weight: 0
    *
@@ -20730,10 +20707,6 @@ declare enum NewOrderTimeInForceEnum {
   GTD = "GTD",
   RPI = "RPI",
 }
-declare enum NewOrderWorkingTypeEnum {
-  MARK_PRICE = "MARK_PRICE",
-  CONTRACT_PRICE = "CONTRACT_PRICE",
-}
 declare enum NewOrderNewOrderRespTypeEnum {
   ACK = "ACK",
   RESULT = "RESULT",
@@ -21128,40 +21101,12 @@ declare class WebsocketAPIConnection {
   /**
    * Send in a new order.
    *
-   * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
-   * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
-   * Condition orders will be triggered when:
-   *
-   * If parameter`priceProtect`is sent as true:
-   * when price reaches the `stopPrice` ，the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol
-   * "triggerProtect" of a symbol can be got from `GET /fapi/v1/exchangeInfo`
-   *
-   * `STOP`, `STOP_MARKET`:
-   * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
-   * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
-   * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`:
-   * BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <= `stopPrice`
-   * SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >= `stopPrice`
-   * `TRAILING_STOP_MARKET`:
-   * BUY: the lowest price after order placed `<= `activationPrice`, and the latest price >`= the lowest price * (1 + `callbackRate`)
-   * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`)
-   *
-   * For `TRAILING_STOP_MARKET`, if you got such error code.
-   * ``{"code": -2021, "msg": "Order would immediately trigger."}``
-   * means that the parameters you send do not meet the following requirements:
-   * BUY: `activationPrice` should be smaller than latest price.
-   * SELL: `activationPrice` should be larger than latest price.
-   *
    * If `newOrderRespType ` is sent as `RESULT` :
    * `MARKET` order: the final FILLED result of the order will be return directly.
    * `LIMIT` order with special `timeInForce`: the final status result of the order(FILLED or EXPIRED) will be returned directly.
    *
-   * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`:
-   * Follow the same rules for condition orders.
-   * If triggered，**close all** current long position( if `SELL`) or current short position( if `BUY`).
-   * Cannot be used with `quantity` paremeter
-   * Cannot be used with `reduceOnly` parameter
-   * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side
+   * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`.
+   * In extreme market conditions, timeInForce `GTD` order auto cancel time might be delayed comparing to `goodTillDate`
    *
    * Weight: 0
    *
@@ -21278,7 +21223,7 @@ declare class WebsocketAPI {
   }): Promise<WebsocketAPIConnection>;
 }
 declare namespace index_d_exports$1 {
-  export { AccountApi, AccountApiInterface, AccountInformationRequest, AccountInformationResponse, AccountInformationResponseResult, AccountInformationResponseResultAssetsInner, AccountInformationResponseResultPositionsInner, AccountInformationV2Request, AccountInformationV2Response, AccountInformationV2ResponseRateLimitsInner, AccountInformationV2ResponseResult, AccountInformationV2ResponseResultAssetsInner, AccountInformationV2ResponseResultPositionsInner, CancelAlgoOrderRequest, CancelAlgoOrderResponse, CancelAlgoOrderResponseRateLimitsInner, CancelAlgoOrderResponseResult, CancelOrderRequest, CancelOrderResponse, CancelOrderResponseRateLimitsInner, CancelOrderResponseResult, CloseUserDataStreamRequest, CloseUserDataStreamResponse, FuturesAccountBalanceRequest, FuturesAccountBalanceResponse, FuturesAccountBalanceV2Request, FuturesAccountBalanceV2Response, FuturesAccountBalanceV2ResponseResultInner, KeepaliveUserDataStreamRequest, KeepaliveUserDataStreamResponse, KeepaliveUserDataStreamResponseResult, MarketDataApi, MarketDataApiInterface, ModifyOrderPriceMatchEnum, ModifyOrderRequest, ModifyOrderResponse, ModifyOrderResponseRateLimitsInner, ModifyOrderResponseResult, ModifyOrderSideEnum, NewAlgoOrderNewOrderRespTypeEnum, NewAlgoOrderPositionSideEnum, NewAlgoOrderPriceMatchEnum, NewAlgoOrderRequest, NewAlgoOrderResponse, NewAlgoOrderResponseResult, NewAlgoOrderSelfTradePreventionModeEnum, NewAlgoOrderSideEnum, NewAlgoOrderTimeInForceEnum, NewAlgoOrderWorkingTypeEnum, NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum, NewOrderPriceMatchEnum, NewOrderRequest, NewOrderResponse, NewOrderResponseResult, NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum, NewOrderTimeInForceEnum, NewOrderWorkingTypeEnum, OrderBookRequest, OrderBookResponse, OrderBookResponseRateLimitsInner, OrderBookResponseResult, OrderBookResponseResultAsksItem, OrderBookResponseResultBidsItem, PositionInformationRequest, PositionInformationResponse, PositionInformationResponseResultInner, PositionInformationV2Request, PositionInformationV2Response, PositionInformationV2ResponseResultInner, QueryOrderRequest, QueryOrderResponse, QueryOrderResponseResult, StartUserDataStreamRequest, StartUserDataStreamResponse, StartUserDataStreamResponseResult, SymbolOrderBookTickerRequest, SymbolOrderBookTickerResponse, SymbolOrderBookTickerResponse1, SymbolOrderBookTickerResponse1RateLimitsInner, SymbolOrderBookTickerResponse1Result, SymbolOrderBookTickerResponse2, SymbolPriceTickerRequest, SymbolPriceTickerResponse, SymbolPriceTickerResponse1, SymbolPriceTickerResponse1Result, SymbolPriceTickerResponse2, TradeApi, TradeApiInterface, UserDataStreamsApi, UserDataStreamsApiInterface, WebsocketAPI, WebsocketAPIConnection };
+  export { AccountApi, AccountApiInterface, AccountInformationRequest, AccountInformationResponse, AccountInformationResponseResult, AccountInformationResponseResultAssetsInner, AccountInformationResponseResultPositionsInner, AccountInformationV2Request, AccountInformationV2Response, AccountInformationV2ResponseRateLimitsInner, AccountInformationV2ResponseResult, AccountInformationV2ResponseResultAssetsInner, AccountInformationV2ResponseResultPositionsInner, CancelAlgoOrderRequest, CancelAlgoOrderResponse, CancelAlgoOrderResponseRateLimitsInner, CancelAlgoOrderResponseResult, CancelOrderRequest, CancelOrderResponse, CancelOrderResponseRateLimitsInner, CancelOrderResponseResult, CloseUserDataStreamRequest, CloseUserDataStreamResponse, FuturesAccountBalanceRequest, FuturesAccountBalanceResponse, FuturesAccountBalanceV2Request, FuturesAccountBalanceV2Response, FuturesAccountBalanceV2ResponseResultInner, KeepaliveUserDataStreamRequest, KeepaliveUserDataStreamResponse, KeepaliveUserDataStreamResponseResult, MarketDataApi, MarketDataApiInterface, ModifyOrderPriceMatchEnum, ModifyOrderRequest, ModifyOrderResponse, ModifyOrderResponseRateLimitsInner, ModifyOrderResponseResult, ModifyOrderSideEnum, NewAlgoOrderNewOrderRespTypeEnum, NewAlgoOrderPositionSideEnum, NewAlgoOrderPriceMatchEnum, NewAlgoOrderRequest, NewAlgoOrderResponse, NewAlgoOrderResponseResult, NewAlgoOrderSelfTradePreventionModeEnum, NewAlgoOrderSideEnum, NewAlgoOrderTimeInForceEnum, NewAlgoOrderWorkingTypeEnum, NewOrderNewOrderRespTypeEnum, NewOrderPositionSideEnum, NewOrderPriceMatchEnum, NewOrderRequest, NewOrderResponse, NewOrderResponseResult, NewOrderSelfTradePreventionModeEnum, NewOrderSideEnum, NewOrderTimeInForceEnum, OrderBookRequest, OrderBookResponse, OrderBookResponseRateLimitsInner, OrderBookResponseResult, OrderBookResponseResultAsksItem, OrderBookResponseResultBidsItem, PositionInformationRequest, PositionInformationResponse, PositionInformationResponseResultInner, PositionInformationV2Request, PositionInformationV2Response, PositionInformationV2ResponseResultInner, QueryOrderRequest, QueryOrderResponse, QueryOrderResponseResult, StartUserDataStreamRequest, StartUserDataStreamResponse, StartUserDataStreamResponseResult, SymbolOrderBookTickerRequest, SymbolOrderBookTickerResponse, SymbolOrderBookTickerResponse1, SymbolOrderBookTickerResponse1RateLimitsInner, SymbolOrderBookTickerResponse1Result, SymbolOrderBookTickerResponse2, SymbolPriceTickerRequest, SymbolPriceTickerResponse, SymbolPriceTickerResponse1, SymbolPriceTickerResponse1Result, SymbolPriceTickerResponse2, TradeApi, TradeApiInterface, UserDataStreamsApi, UserDataStreamsApiInterface, WebsocketAPI, WebsocketAPIConnection };
 }
 //#endregion
 //#region src/websocket-streams/types/account-config-update-ac.d.ts
@@ -24674,7 +24619,13 @@ interface MarketApiInterface {
    */
   multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest): WebsocketStream<MultiAssetsModeAssetIndexResponse>;
   /**
-   * Trading session information for the underlying assets of TradFi Perpetual contracts—covering the U.S. equity market and the commodity market—is updated every second. Trading session information for different underlying markets is pushed in separate messages. Session types for the equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING". Session types for the commodity market include "REGULAR" and "NO_TRADING".
+   * Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean 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".
    *
    * Update Speed: 1s
    *
@@ -25144,7 +25095,13 @@ declare class MarketApi implements MarketApiInterface {
    */
   multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest): WebsocketStream<MultiAssetsModeAssetIndexResponse>;
   /**
-   * Trading session information for the underlying assets of TradFi Perpetual contracts—covering the U.S. equity market and the commodity market—is updated every second. Trading session information for different underlying markets is pushed in separate messages. Session types for the equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING". Session types for the commodity market include "REGULAR" and "NO_TRADING".
+   * Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean 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".
    *
    * Update Speed: 1s
    *
@@ -25686,7 +25643,13 @@ declare class WebsocketStreamsConnection {
    */
   multiAssetsModeAssetIndex(requestParameters?: MultiAssetsModeAssetIndexRequest): WebsocketStream<MultiAssetsModeAssetIndexResponse>;
   /**
-   * Trading session information for the underlying assets of TradFi Perpetual contracts—covering the U.S. equity market and the commodity market—is updated every second. Trading session information for different underlying markets is pushed in separate messages. Session types for the equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING". Session types for the commodity market include "REGULAR" and "NO_TRADING".
+   * Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean 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".
    *
    * Update Speed: 1s
    *