@nemesis-oss/binance-sdk 1.0.0 → 2.0.0

package/dist/index.d.cts

@@ -1,7 +1,8 @@
-import { F as FuturesMarket, B as BinanceClient } from './index-D2T_Rhwj.cjs';
-export { A as Account, a as AccountAsset, b as AccountAssetSchema, c as AccountPosition, d as AccountPositionSchema, e as AccountSchema, f as AggTrade, g as AggTradeSchema, h as AggTradesResponseSchema, i as AlgoOrder, j as AlgoOrderResponseSchema, k as AlgoOrderSchema, l as AlgoOrdersResponseSchema, m as ApiTradingStatus, n as ApiTradingStatusSchema, o as AuthMode, p as AvgPrice, q as AvgPriceSchema, r as Balance, s as BalanceSchema, t as BalancesResponseSchema, u as BaseWS, v as BaseWSOptions, w as BatchOrdersItem, x as BatchOrdersItemSchema, y as BatchOrdersResponseSchema, z as BinanceClientOptions, C as BookTicker, D as BookTickerSchema, E as BracketOrderParams, G as ClosePositionParams, H as CommissionRate, I as CommissionRateSchema, J as ContractType, K as CountdownCancelAll, L as CountdownCancelAllSchema, M as CreateOrderParams, N as CreateOrderParamsSchema, O as DepthSnapshot, P as DepthSnapshotSchema, Q as ExchangeInfo, R as ExchangeInfoSchema, S as ExchangeSymbol, T as ExchangeSymbolSchema, U as FeeBurnStatus, V as FeeBurnStatusSchema, W as FundingRate, X as FundingRateHistorySchema, Y as FundingRateSchema, Z as FuturesAccount, _ as FuturesData, $ as FuturesDataEndpoints, a0 as FuturesMarketWS, a1 as FuturesOps, a2 as FuturesToolkit, a3 as FuturesTrading, a4 as FuturesUserWS, a5 as FuturesUserWSOptions, a6 as HttpClient, a7 as HttpClientOptions, a8 as HttpMethod, a9 as Income, aa as IncomeHistoryResponseSchema, ab as IncomeSchema, ac as Kline, ad as KlineInterval, ae as KlineIntervalSchema, af as KlineSchema, ag as KlinesResponseSchema, ah as LeverageBracket, ai as LeverageBracketResponseSchema, aj as LeverageBracketSchema, ak as LeverageChange, al as LeverageChangeSchema, am as ListenKey, an as ListenKeySchema, ao as LongShortRatioEntry, ap as LongShortRatioEntrySchema, aq as LongShortRatioSchema, ar as MarginTypeChange, as as MarginTypeChangeSchema, at as MarkPriceSpeed, au as MarketDataBase, av as ModifyOrderParams, aw as ModifyOrderParamsSchema, ax as MultiAssetsMargin, ay as MultiAssetsMarginSchema, az as NewOrderAck, aA as NewOrderAckSchema, aB as OpenInterest, aC as OpenInterestHistEntry, aD as OpenInterestHistEntrySchema, aE as OpenInterestHistSchema, aF as OpenInterestSchema, aG as Order, aH as OrderModifyHistoryEntry, aI as OrderModifyHistoryEntrySchema, aJ as OrderModifyHistorySchema, aK as OrderResponseSchema, aL as OrderSchema, aM as OrdersResponseSchema, aN as PositionMarginChange, aO as PositionMarginChangeSchema, aP as PositionMarginHistoryEntry, aQ as PositionMarginHistoryEntrySchema, aR as PositionMarginHistorySchema, aS as PositionMode, aT as PositionModeSchema, aU as PositionRisk, aV as PositionRiskResponseSchema, aW as PositionRiskSchema, aX as PositionSizing, aY as PremiumIndex, aZ as PremiumIndexSchema, a_ as RateLimitOrder, a$ as RateLimitOrderResponseSchema, b0 as RateLimitOrderSchema, b1 as SizePositionParams, b2 as SpotAccount, b3 as SpotAccountInfo, b4 as SpotAccountSchema, b5 as SpotBalance, b6 as SpotBalanceSchema, b7 as SpotBalanceUpdate, b8 as SpotBalanceUpdateSchema, b9 as SpotExecutionReport, ba as SpotExecutionReportSchema, bb as SpotListStatus, bc as SpotListStatusSchema, bd as SpotMarket, be as SpotMarketWS, bf as SpotOCOOrderAck, bg as SpotOCOOrderAckResponseSchema, bh as SpotOCOOrderAckSchema, bi as SpotOCOOrdersResponseSchema, bj as SpotOrder, bk as SpotOrderResponseSchema, bl as SpotOrderSchema, bm as SpotOrdersResponseSchema, bn as SpotOutboundAccountPosition, bo as SpotOutboundAccountPositionSchema, bp as SpotTrade, bq as SpotTradeSchema, br as SpotTradesResponseSchema, bs as SpotTrading, bt as SpotUserDataEvent, bu as SpotUserDataStream, bv as SpotUserWS, bw as SpotUserWSOptions, bx as SymbolRules, by as TakerLongShortRatioEntry, bz as TakerLongShortRatioEntrySchema, bA as TakerLongShortRatioSchema, bB as Ticker24hr, bC as Ticker24hrSchema, bD as TickerPrice, bE as TickerPriceSchema, bF as ToolContext, bG as ToolDefinition, bH as Trade, bI as TradeSchema, bJ as TradesResponseSchema, bK as UserDataAccountUpdate, bL as UserDataAccountUpdateSchema, bM as UserDataEvent, bN as UserDataMarginCall, bO as UserDataMarginCallSchema, bP as UserDataOrderTradeUpdate, bQ as UserDataOrderTradeUpdateSchema, bR as UserDataStream, bS as UserTrade, bT as UserTradeSchema, bU as UserTradesResponseSchema, bV as WsApi, bW as WsApiOptions, bX as WsApiResponse, bY as WsApiResponseSchema, bZ as accountTools, b_ as createFuturesToolkit, b$ as createPaperContext, c0 as derivedTools, c1 as floorToStep, c2 as formatToDecimals, c3 as getBufferedWsEvents, c4 as marketDataTools, c5 as paperTools, c6 as parseSpotUserDataEvent, c7 as parseUserDataEvent, c8 as roundToStep, c9 as spotTools, ca as stepDecimals, cb as symbolRulesFrom, cc as textResult, cd as toAnthropicTool, ce as toJsonSchema, cf as toMCPTool, cg as toOpenAITool, ch as toToolList, ci as toolkitToFormats, cj as tradingTools, ck as wsTools } from './index-D2T_Rhwj.cjs';
+import { F as FuturesMarket, B as BinanceClient } from './index-BO27qOb5.cjs';
+export { A as Account, a as AccountAsset, b as AccountAssetSchema, c as AccountPosition, d as AccountPositionSchema, e as AccountSchema, f as AccountSnapshot, g as AccountSnapshotSchema, h as AggTrade, i as AggTradeSchema, j as AggTradesResponseSchema, k as AlgoOrder, l as AlgoOrderResponseSchema, m as AlgoOrderSchema, n as AlgoOrdersResponseSchema, o as ApiKeyPermissions, p as ApiKeyPermissionsSchema, q as ApiTradingStatus, r as ApiTradingStatusSchema, s as AssetDetail, t as AssetDetailSchema, u as AuthMode, v as AvgPrice, w as AvgPriceSchema, x as Balance, y as BalanceSchema, z as BalancesResponseSchema, C as BaseWS, D as BaseWSOptions, E as BatchOrdersItem, G as BatchOrdersItemSchema, H as BatchOrdersResponseSchema, I as BinanceClientOptions, J as BookTicker, K as BookTickerSchema, L as BorrowRepayParams, M as BorrowRepayParamsSchema, N as BorrowRepayRecordEntry, O as BorrowRepayRecordEntrySchema, P as BorrowRepayRecordResponse, Q as BorrowRepayRecordResponseSchema, R as BorrowRepayResult, S as BorrowRepayResultSchema, T as BracketOrderParams, U as ClosePositionParams, V as CoinMAccount, W as CoinMAccountAsset, X as CoinMAccountAssetSchema, Y as CoinMAccountInfo, Z as CoinMAccountPosition, _ as CoinMAccountPositionSchema, $ as CoinMAccountSchema, a0 as CoinMBalance, a1 as CoinMBalanceResponseSchema, a2 as CoinMBalanceSchema, a3 as CoinMCommissionRate, a4 as CoinMCommissionRateSchema, a5 as CoinMContractType, a6 as CoinMCreateOrderParams, a7 as CoinMCreateOrderParamsSchema, a8 as CoinMIncome, a9 as CoinMIncomeHistoryResponseSchema, aa as CoinMIncomeSchema, ab as CoinMLeverageBracket, ac as CoinMLeverageBracketResponseSchema, ad as CoinMLeverageBracketSchema, ae as CoinMLeverageChange, af as CoinMLeverageChangeSchema, ag as CoinMMarginTypeChange, ah as CoinMMarginTypeChangeSchema, ai as CoinMMarkPriceSpeed, aj as CoinMMarket, ak as CoinMMarketWS, al as CoinMOpenInterestHistEntry, am as CoinMOpenInterestHistEntrySchema, an as CoinMOpenInterestHistSchema, ao as CoinMOrder, ap as CoinMOrderResponseSchema, aq as CoinMOrderSchema, ar as CoinMOrdersResponseSchema, as as CoinMPositionMarginChange, at as CoinMPositionMarginChangeSchema, au as CoinMPositionMode, av as CoinMPositionModeSchema, aw as CoinMPositionRisk, ax as CoinMPositionRiskResponseSchema, ay as CoinMPositionRiskSchema, az as CoinMTrading, aA as CoinMUserDataStream, aB as CoinMUserTrade, aC as CoinMUserTradeSchema, aD as CoinMUserTradesResponseSchema, aE as CoinMUserWS, aF as CoinMUserWSOptions, aG as CommissionRate, aH as CommissionRateSchema, aI as ContractType, aJ as CountdownCancelAll, aK as CountdownCancelAllSchema, aL as CreateOrderParams, aM as CreateOrderParamsSchema, aN as CrossMarginAccount, aO as CrossMarginAccountSchema, aP as DepositAddress, aQ as DepositAddressSchema, aR as DepositHistoryEntry, aS as DepositHistoryEntrySchema, aT as DepositHistoryResponseSchema, aU as DepthSnapshot, aV as DepthSnapshotSchema, aW as DustConversionResult, aX as DustConversionResultSchema, aY as DustLogEntry, aZ as DustLogEntrySchema, a_ as DustLogResponse, a$ as DustLogResponseSchema, b0 as ExchangeInfo, b1 as ExchangeInfoSchema, b2 as ExchangeSymbol, b3 as ExchangeSymbolSchema, b4 as FeeBurnStatus, b5 as FeeBurnStatusSchema, b6 as FundingAsset, b7 as FundingAssetSchema, b8 as FundingAssetsResponseSchema, b9 as FundingRate, ba as FundingRateHistorySchema, bb as FundingRateSchema, bc as FuturesAccount, bd as FuturesData, be as FuturesDataEndpoints, bf as FuturesMarketWS, bg as FuturesOps, bh as FuturesToolkit, bi as FuturesTrading, bj as FuturesUserWS, bk as FuturesUserWSOptions, bl as HttpClient, bm as HttpClientOptions, bn as HttpMethod, bo as Income, bp as IncomeHistoryResponseSchema, bq as IncomeSchema, br as IsolatedMarginAccount, bs as IsolatedMarginAccountSchema, bt as IsolatedMarginAsset, bu as IsolatedMarginAssetSchema, bv as IsolatedMarginSymbol, bw as IsolatedMarginSymbolSchema, bx as IsolatedTransferParams, by as IsolatedTransferParamsSchema, bz as Kline, bA as KlineInterval, bB as KlineIntervalSchema, bC as KlineSchema, bD as KlinesResponseSchema, bE as LeverageBracket, bF as LeverageBracketResponseSchema, bG as LeverageBracketSchema, bH as LeverageChange, bI as LeverageChangeSchema, bJ as ListenKey, bK as ListenKeySchema, bL as LongShortRatioEntry, bM as LongShortRatioEntrySchema, bN as LongShortRatioSchema, bO as MarginAccount, bP as MarginAssetBalance, bQ as MarginAssetBalanceSchema, bR as MarginCreateOrderParams, bS as MarginCreateOrderParamsSchema, bT as MarginForceLiquidationEntry, bU as MarginForceLiquidationEntrySchema, bV as MarginForceLiquidationResponse, bW as MarginForceLiquidationResponseSchema, bX as MarginInterestHistoryEntry, bY as MarginInterestHistoryEntrySchema, bZ as MarginInterestHistoryResponse, b_ as MarginInterestHistoryResponseSchema, b$ as MarginOrder, c0 as MarginOrderResponseSchema, c1 as MarginOrderSchema, c2 as MarginOrdersResponseSchema, c3 as MarginPriceIndex, c4 as MarginPriceIndexSchema, c5 as MarginTrade, c6 as MarginTradeSchema, c7 as MarginTradesResponseSchema, c8 as MarginTrading, c9 as MarginTransferResult, ca as MarginTransferResultSchema, cb as MarginTypeChange, cc as MarginTypeChangeSchema, cd as MarkPriceSpeed, ce as MarketDataBase, cf as MaxBorrowable, cg as MaxBorrowableSchema, ch as MaxTransferable, ci as MaxTransferableSchema, cj as ModifyOrderParams, ck as ModifyOrderParamsSchema, cl as MultiAssetsMargin, cm as MultiAssetsMarginSchema, cn as NewOrderAck, co as NewOrderAckSchema, cp as OpenInterest, cq as OpenInterestHistEntry, cr as OpenInterestHistEntrySchema, cs as OpenInterestHistSchema, ct as OpenInterestSchema, cu as Order, cv as OrderModifyHistoryEntry, cw as OrderModifyHistoryEntrySchema, cx as OrderModifyHistorySchema, cy as OrderResponseSchema, cz as OrderSchema, cA as OrdersResponseSchema, cB as PositionMarginChange, cC as PositionMarginChangeSchema, cD as PositionMarginHistoryEntry, cE as PositionMarginHistoryEntrySchema, cF as PositionMarginHistorySchema, cG as PositionMode, cH as PositionModeSchema, cI as PositionRisk, cJ as PositionRiskResponseSchema, cK as PositionRiskSchema, cL as PositionSizing, cM as PremiumIndex, cN as PremiumIndexSchema, cO as RateLimitOrder, cP as RateLimitOrderResponseSchema, cQ as RateLimitOrderSchema, cR as RateLimitTracker, cS as RateLimitTrackerOptions, cT as RateLimitUsage, cU as SignatureAlgorithm, cV as Signer, cW as SignerOptions, cX as SizePositionParams, cY as SpotAccount, cZ as SpotAccountInfo, c_ as SpotAccountSchema, c$ as SpotBalance, d0 as SpotBalanceSchema, d1 as SpotBalanceUpdate, d2 as SpotBalanceUpdateSchema, d3 as SpotExecutionReport, d4 as SpotExecutionReportSchema, d5 as SpotListStatus, d6 as SpotListStatusSchema, d7 as SpotMarket, d8 as SpotMarketWS, d9 as SpotOCOOrderAck, da as SpotOCOOrderAckResponseSchema, db as SpotOCOOrderAckSchema, dc as SpotOCOOrdersResponseSchema, dd as SpotOrder, de as SpotOrderResponseSchema, df as SpotOrderSchema, dg as SpotOrdersResponseSchema, dh as SpotOutboundAccountPosition, di as SpotOutboundAccountPositionSchema, dj as SpotTrade, dk as SpotTradeSchema, dl as SpotTradesResponseSchema, dm as SpotTrading, dn as SpotUserDataEvent, dp as SpotUserDataStream, dq as SpotUserWS, dr as SpotUserWSOptions, ds as SpotWsApi, dt as SpotWsApiOptions, du as SubAccount, dv as SubAccountDepositAddress, dw as SubAccountDepositAddressSchema, dx as SubAccountDepositHistoryEntry, dy as SubAccountDepositHistoryEntrySchema, dz as SubAccountDepositHistoryResponseSchema, dA as SubAccountEnableResult, dB as SubAccountEnableResultSchema, dC as SubAccountEntry, dD as SubAccountEntrySchema, dE as SubAccountFuturesSummary, dF as SubAccountFuturesSummarySchema, dG as SubAccountListResponse, dH as SubAccountListResponseSchema, dI as SubAccountMarginAccount, dJ as SubAccountMarginAccountSchema, dK as SubAccountSpotAsset, dL as SubAccountSpotAssetSchema, dM as SubAccountSpotAssetsResponse, dN as SubAccountSpotAssetsResponseSchema, dO as SubAccountSpotSummary, dP as SubAccountSpotSummaryEntry, dQ as SubAccountSpotSummaryEntrySchema, dR as SubAccountSpotSummarySchema, dS as SubAccountStatus, dT as SubAccountStatusResponseSchema, dU as SubAccountStatusSchema, dV as SubAccountUniversalTransferEntry, dW as SubAccountUniversalTransferEntrySchema, dX as SubAccountUniversalTransferHistoryResponse, dY as SubAccountUniversalTransferHistoryResponseSchema, dZ as SubAccountUniversalTransferParams, d_ as SubAccountUniversalTransferParamsSchema, d$ as SubAccountUniversalTransferResult, e0 as SubAccountUniversalTransferResultSchema, e1 as SymbolRules, e2 as TakerLongShortRatioEntry, e3 as TakerLongShortRatioEntrySchema, e4 as TakerLongShortRatioSchema, e5 as Ticker24hr, e6 as Ticker24hrSchema, e7 as TickerPrice, e8 as TickerPriceSchema, e9 as ToolContext, ea as ToolDefinition, eb as Trade, ec as TradeFeeEntry, ed as TradeFeeEntrySchema, ee as TradeFeeResponseSchema, ef as TradeSchema, eg as TradesResponseSchema, eh as TradingPolicy, ei as TradingPolicyOptions, ej as TransferType, ek as TransferTypeSchema, el as UniversalTransferHistoryEntry, em as UniversalTransferHistoryEntrySchema, en as UniversalTransferHistoryResponse, eo as UniversalTransferHistoryResponseSchema, ep as UniversalTransferParams, eq as UniversalTransferParamsSchema, er as UniversalTransferResult, es as UniversalTransferResultSchema, et as UserAsset, eu as UserAssetSchema, ev as UserAssetsResponseSchema, ew as UserDataAccountUpdate, ex as UserDataAccountUpdateSchema, ey as UserDataEvent, ez as UserDataMarginCall, eA as UserDataMarginCallSchema, eB as UserDataOrderTradeUpdate, eC as UserDataOrderTradeUpdateSchema, eD as UserDataStream, eE as UserTrade, eF as UserTradeSchema, eG as UserTradesResponseSchema, eH as VirtualSubAccountResult, eI as VirtualSubAccountResultSchema, eJ as Wallet, eK as WithdrawHistoryEntry, eL as WithdrawHistoryEntrySchema, eM as WithdrawHistoryResponseSchema, eN as WithdrawParams, eO as WithdrawParamsSchema, eP as WithdrawResult, eQ as WithdrawResultSchema, eR as WsApi, eS as WsApiOptions, eT as WsApiResponse, eU as WsApiResponseSchema, eV as accountTools, eW as createFuturesToolkit, eX as createPaperContext, eY as derivedTools, eZ as floorToStep, e_ as formatToDecimals, e$ as getBufferedWsEvents, f0 as marketDataTools, f1 as paperTools, f2 as parseSpotUserDataEvent, f3 as parseUserDataEvent, f4 as roundToStep, f5 as spotTools, f6 as stepDecimals, f7 as symbolRulesFrom, f8 as textResult, f9 as toAnthropicTool, fa as toJsonSchema, fb as toMCPTool, fc as toOpenAITool, fd as toToolList, fe as toolkitToFormats, ff as tradingTools, fg as wsTools } from './index-BO27qOb5.cjs';
 import { z } from 'zod';
 import { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';
+import 'axios';
 import 'node:events';
 
 type Environment = 'live' | 'testnet' | 'demo';
@@ -10,11 +11,17 @@ interface Endpoints {
     restFapi: string;
     restFuturesData: string;
     restSpot: string;
+    restApiRoot: string;
+    restDapiRoot: string;
+    restDapi: string;
     wsMarket: string;
     wsUser: string;
     wsApi: string;
     wsSpotMarket: string;
     wsSpotUser: string;
+    wsSpotApi: string;
+    wsDapiMarket: string;
+    wsDapiUser: string;
 }
 declare function resolveEnvironment(options?: {
     testnet?: boolean;
@@ -23,6 +30,9 @@ declare function resolveEnvironment(options?: {
     wsBase?: string;
     wsUserBase?: string;
     wsApiBase?: string;
+    dapiBase?: string;
+    wsSpotApiBase?: string;
+    wsDapiBase?: string;
 }): {
     env: Environment;
     endpoints: Endpoints;
@@ -300,19 +310,33 @@ declare class BinanceError extends Error {
 }
 
 declare class BinanceAuthError extends BinanceError {
-    readonly missing: 'apiKey' | 'apiSecret';
-    constructor(missing: 'apiKey' | 'apiSecret');
+    readonly missing: 'apiKey' | 'apiSecret' | 'privateKey';
+    constructor(missing: 'apiKey' | 'apiSecret' | 'privateKey');
 }
 
+interface BinanceApiErrorContext {
+    endpoint?: string;
+    method?: string;
+    headers?: Record<string, string>;
+}
 declare class BinanceApiError extends BinanceError {
     readonly code: number;
     readonly status: number;
-    constructor(message: string, code: number, status: number);
+    readonly endpoint?: string;
+    readonly method?: string;
+    readonly headers?: Record<string, string>;
+    constructor(message: string, code: number, status: number, context?: BinanceApiErrorContext);
+    /** -1003 (way too many requests) or HTTP 429/418. */
+    isRateLimitError(): boolean;
+    /** -1021: request timestamp outside recvWindow, usually caused by local clock drift. */
+    isTimestampError(): boolean;
+    /** -2010: account has insufficient balance for the requested action. */
+    isInsufficientBalance(): boolean;
 }
 
 declare class RateLimitError extends BinanceApiError {
     readonly retryAfterMs?: number;
-    constructor(message: string, code: number, status: number, retryAfterMs?: number);
+    constructor(message: string, code: number, status: number, retryAfterMs?: number, context?: BinanceApiErrorContext);
 }
 
 declare class NetworkError extends BinanceError {
@@ -320,8 +344,38 @@ declare class NetworkError extends BinanceError {
     constructor(message: string, cause?: unknown);
 }
 
+type PolicyRule = 'readOnly' | 'symbolNotAllowed' | 'maxNotionalPerOrder' | 'notionalUndeterminable' | 'withdrawalsBlocked' | 'transfersBlocked' | 'blockedPath';
+/**
+ * Thrown when a request is refused by the client's own {@link TradingPolicy} — before it
+ * ever reaches Binance. Distinct from BinanceApiError, which reports an exchange rejection.
+ */
+declare class PolicyViolationError extends BinanceError {
+    readonly rule: PolicyRule;
+    readonly method: string;
+    readonly endpoint: string;
+    readonly details?: Record<string, unknown>;
+    constructor(rule: PolicyRule, message: string, method: string, endpoint: string, details?: Record<string, unknown>);
+}
+
+/**
+ * Thrown instead of sending a mutating request when the client is in dry-run mode.
+ *
+ * Dry run deliberately throws rather than returning a synthetic success payload: a fabricated
+ * orderId would lead an agent to believe an order exists and then try to manage or cancel it.
+ * Failing loudly — while carrying the exact request that *would* have been sent — is the only
+ * safe signal. Tool layers should catch this and surface `describe()` back to the model.
+ */
+declare class DryRunError extends BinanceError {
+    readonly method: string;
+    readonly endpoint: string;
+    readonly params: Record<string, unknown>;
+    constructor(method: string, endpoint: string, params?: Record<string, unknown>);
+    /** Human/LLM-readable description of the suppressed request. */
+    describe(): string;
+}
+
 declare function createBinanceMcpServer(client: BinanceClient): McpServer;
 
-declare const VERSION = "2.1.0";
+declare const VERSION = "2.0.0";
 
-export { BinanceApiError, BinanceAuthError, BinanceClient, BinanceError, type Endpoints, type Environment, FuturesMarket, NetworkError, type PaperAccount, type PaperOrder, type PaperPosition, type PaperPositionSide, PaperTradingEngine, type PaperTradingOptions, RateLimitError, VERSION, type WsAggTradePayload, WsAggTradePayloadSchema, type WsAssetIndexPayload, WsAssetIndexPayloadSchema, type WsBookTickerPayload, WsBookTickerPayloadSchema, type WsCompositeIndexPayload, WsCompositeIndexPayloadSchema, type WsDepthUpdatePayload, WsDepthUpdatePayloadSchema, type WsForceOrderPayload, WsForceOrderPayloadSchema, type WsKlinePayload, WsKlinePayloadSchema, type WsMarkPricePayload, WsMarkPricePayloadSchema, type WsMiniTickerPayload, WsMiniTickerPayloadSchema, type WsRollingWindowTickerPayload, WsRollingWindowTickerPayloadSchema, type WsSpotAvgPricePayload, WsSpotAvgPricePayloadSchema, type WsStreamPayload, type WsTicker24hrPayload, WsTicker24hrPayloadSchema, type WsTradePayload, WsTradePayloadSchema, createBinanceMcpServer, parseWsPayload, resolveEnvironment };
+export { BinanceApiError, type BinanceApiErrorContext, BinanceAuthError, BinanceClient, BinanceError, DryRunError, type Endpoints, type Environment, FuturesMarket, NetworkError, type PaperAccount, type PaperOrder, type PaperPosition, type PaperPositionSide, PaperTradingEngine, type PaperTradingOptions, type PolicyRule, PolicyViolationError, RateLimitError, VERSION, type WsAggTradePayload, WsAggTradePayloadSchema, type WsAssetIndexPayload, WsAssetIndexPayloadSchema, type WsBookTickerPayload, WsBookTickerPayloadSchema, type WsCompositeIndexPayload, WsCompositeIndexPayloadSchema, type WsDepthUpdatePayload, WsDepthUpdatePayloadSchema, type WsForceOrderPayload, WsForceOrderPayloadSchema, type WsKlinePayload, WsKlinePayloadSchema, type WsMarkPricePayload, WsMarkPricePayloadSchema, type WsMiniTickerPayload, WsMiniTickerPayloadSchema, type WsRollingWindowTickerPayload, WsRollingWindowTickerPayloadSchema, type WsSpotAvgPricePayload, WsSpotAvgPricePayloadSchema, type WsStreamPayload, type WsTicker24hrPayload, WsTicker24hrPayloadSchema, type WsTradePayload, WsTradePayloadSchema, createBinanceMcpServer, parseWsPayload, resolveEnvironment };

package/dist/index.d.ts

@@ -1,7 +1,8 @@
-import { F as FuturesMarket, B as BinanceClient } from './index-D2T_Rhwj.js';
-export { A as Account, a as AccountAsset, b as AccountAssetSchema, c as AccountPosition, d as AccountPositionSchema, e as AccountSchema, f as AggTrade, g as AggTradeSchema, h as AggTradesResponseSchema, i as AlgoOrder, j as AlgoOrderResponseSchema, k as AlgoOrderSchema, l as AlgoOrdersResponseSchema, m as ApiTradingStatus, n as ApiTradingStatusSchema, o as AuthMode, p as AvgPrice, q as AvgPriceSchema, r as Balance, s as BalanceSchema, t as BalancesResponseSchema, u as BaseWS, v as BaseWSOptions, w as BatchOrdersItem, x as BatchOrdersItemSchema, y as BatchOrdersResponseSchema, z as BinanceClientOptions, C as BookTicker, D as BookTickerSchema, E as BracketOrderParams, G as ClosePositionParams, H as CommissionRate, I as CommissionRateSchema, J as ContractType, K as CountdownCancelAll, L as CountdownCancelAllSchema, M as CreateOrderParams, N as CreateOrderParamsSchema, O as DepthSnapshot, P as DepthSnapshotSchema, Q as ExchangeInfo, R as ExchangeInfoSchema, S as ExchangeSymbol, T as ExchangeSymbolSchema, U as FeeBurnStatus, V as FeeBurnStatusSchema, W as FundingRate, X as FundingRateHistorySchema, Y as FundingRateSchema, Z as FuturesAccount, _ as FuturesData, $ as FuturesDataEndpoints, a0 as FuturesMarketWS, a1 as FuturesOps, a2 as FuturesToolkit, a3 as FuturesTrading, a4 as FuturesUserWS, a5 as FuturesUserWSOptions, a6 as HttpClient, a7 as HttpClientOptions, a8 as HttpMethod, a9 as Income, aa as IncomeHistoryResponseSchema, ab as IncomeSchema, ac as Kline, ad as KlineInterval, ae as KlineIntervalSchema, af as KlineSchema, ag as KlinesResponseSchema, ah as LeverageBracket, ai as LeverageBracketResponseSchema, aj as LeverageBracketSchema, ak as LeverageChange, al as LeverageChangeSchema, am as ListenKey, an as ListenKeySchema, ao as LongShortRatioEntry, ap as LongShortRatioEntrySchema, aq as LongShortRatioSchema, ar as MarginTypeChange, as as MarginTypeChangeSchema, at as MarkPriceSpeed, au as MarketDataBase, av as ModifyOrderParams, aw as ModifyOrderParamsSchema, ax as MultiAssetsMargin, ay as MultiAssetsMarginSchema, az as NewOrderAck, aA as NewOrderAckSchema, aB as OpenInterest, aC as OpenInterestHistEntry, aD as OpenInterestHistEntrySchema, aE as OpenInterestHistSchema, aF as OpenInterestSchema, aG as Order, aH as OrderModifyHistoryEntry, aI as OrderModifyHistoryEntrySchema, aJ as OrderModifyHistorySchema, aK as OrderResponseSchema, aL as OrderSchema, aM as OrdersResponseSchema, aN as PositionMarginChange, aO as PositionMarginChangeSchema, aP as PositionMarginHistoryEntry, aQ as PositionMarginHistoryEntrySchema, aR as PositionMarginHistorySchema, aS as PositionMode, aT as PositionModeSchema, aU as PositionRisk, aV as PositionRiskResponseSchema, aW as PositionRiskSchema, aX as PositionSizing, aY as PremiumIndex, aZ as PremiumIndexSchema, a_ as RateLimitOrder, a$ as RateLimitOrderResponseSchema, b0 as RateLimitOrderSchema, b1 as SizePositionParams, b2 as SpotAccount, b3 as SpotAccountInfo, b4 as SpotAccountSchema, b5 as SpotBalance, b6 as SpotBalanceSchema, b7 as SpotBalanceUpdate, b8 as SpotBalanceUpdateSchema, b9 as SpotExecutionReport, ba as SpotExecutionReportSchema, bb as SpotListStatus, bc as SpotListStatusSchema, bd as SpotMarket, be as SpotMarketWS, bf as SpotOCOOrderAck, bg as SpotOCOOrderAckResponseSchema, bh as SpotOCOOrderAckSchema, bi as SpotOCOOrdersResponseSchema, bj as SpotOrder, bk as SpotOrderResponseSchema, bl as SpotOrderSchema, bm as SpotOrdersResponseSchema, bn as SpotOutboundAccountPosition, bo as SpotOutboundAccountPositionSchema, bp as SpotTrade, bq as SpotTradeSchema, br as SpotTradesResponseSchema, bs as SpotTrading, bt as SpotUserDataEvent, bu as SpotUserDataStream, bv as SpotUserWS, bw as SpotUserWSOptions, bx as SymbolRules, by as TakerLongShortRatioEntry, bz as TakerLongShortRatioEntrySchema, bA as TakerLongShortRatioSchema, bB as Ticker24hr, bC as Ticker24hrSchema, bD as TickerPrice, bE as TickerPriceSchema, bF as ToolContext, bG as ToolDefinition, bH as Trade, bI as TradeSchema, bJ as TradesResponseSchema, bK as UserDataAccountUpdate, bL as UserDataAccountUpdateSchema, bM as UserDataEvent, bN as UserDataMarginCall, bO as UserDataMarginCallSchema, bP as UserDataOrderTradeUpdate, bQ as UserDataOrderTradeUpdateSchema, bR as UserDataStream, bS as UserTrade, bT as UserTradeSchema, bU as UserTradesResponseSchema, bV as WsApi, bW as WsApiOptions, bX as WsApiResponse, bY as WsApiResponseSchema, bZ as accountTools, b_ as createFuturesToolkit, b$ as createPaperContext, c0 as derivedTools, c1 as floorToStep, c2 as formatToDecimals, c3 as getBufferedWsEvents, c4 as marketDataTools, c5 as paperTools, c6 as parseSpotUserDataEvent, c7 as parseUserDataEvent, c8 as roundToStep, c9 as spotTools, ca as stepDecimals, cb as symbolRulesFrom, cc as textResult, cd as toAnthropicTool, ce as toJsonSchema, cf as toMCPTool, cg as toOpenAITool, ch as toToolList, ci as toolkitToFormats, cj as tradingTools, ck as wsTools } from './index-D2T_Rhwj.js';
+import { F as FuturesMarket, B as BinanceClient } from './index-BO27qOb5.js';
+export { A as Account, a as AccountAsset, b as AccountAssetSchema, c as AccountPosition, d as AccountPositionSchema, e as AccountSchema, f as AccountSnapshot, g as AccountSnapshotSchema, h as AggTrade, i as AggTradeSchema, j as AggTradesResponseSchema, k as AlgoOrder, l as AlgoOrderResponseSchema, m as AlgoOrderSchema, n as AlgoOrdersResponseSchema, o as ApiKeyPermissions, p as ApiKeyPermissionsSchema, q as ApiTradingStatus, r as ApiTradingStatusSchema, s as AssetDetail, t as AssetDetailSchema, u as AuthMode, v as AvgPrice, w as AvgPriceSchema, x as Balance, y as BalanceSchema, z as BalancesResponseSchema, C as BaseWS, D as BaseWSOptions, E as BatchOrdersItem, G as BatchOrdersItemSchema, H as BatchOrdersResponseSchema, I as BinanceClientOptions, J as BookTicker, K as BookTickerSchema, L as BorrowRepayParams, M as BorrowRepayParamsSchema, N as BorrowRepayRecordEntry, O as BorrowRepayRecordEntrySchema, P as BorrowRepayRecordResponse, Q as BorrowRepayRecordResponseSchema, R as BorrowRepayResult, S as BorrowRepayResultSchema, T as BracketOrderParams, U as ClosePositionParams, V as CoinMAccount, W as CoinMAccountAsset, X as CoinMAccountAssetSchema, Y as CoinMAccountInfo, Z as CoinMAccountPosition, _ as CoinMAccountPositionSchema, $ as CoinMAccountSchema, a0 as CoinMBalance, a1 as CoinMBalanceResponseSchema, a2 as CoinMBalanceSchema, a3 as CoinMCommissionRate, a4 as CoinMCommissionRateSchema, a5 as CoinMContractType, a6 as CoinMCreateOrderParams, a7 as CoinMCreateOrderParamsSchema, a8 as CoinMIncome, a9 as CoinMIncomeHistoryResponseSchema, aa as CoinMIncomeSchema, ab as CoinMLeverageBracket, ac as CoinMLeverageBracketResponseSchema, ad as CoinMLeverageBracketSchema, ae as CoinMLeverageChange, af as CoinMLeverageChangeSchema, ag as CoinMMarginTypeChange, ah as CoinMMarginTypeChangeSchema, ai as CoinMMarkPriceSpeed, aj as CoinMMarket, ak as CoinMMarketWS, al as CoinMOpenInterestHistEntry, am as CoinMOpenInterestHistEntrySchema, an as CoinMOpenInterestHistSchema, ao as CoinMOrder, ap as CoinMOrderResponseSchema, aq as CoinMOrderSchema, ar as CoinMOrdersResponseSchema, as as CoinMPositionMarginChange, at as CoinMPositionMarginChangeSchema, au as CoinMPositionMode, av as CoinMPositionModeSchema, aw as CoinMPositionRisk, ax as CoinMPositionRiskResponseSchema, ay as CoinMPositionRiskSchema, az as CoinMTrading, aA as CoinMUserDataStream, aB as CoinMUserTrade, aC as CoinMUserTradeSchema, aD as CoinMUserTradesResponseSchema, aE as CoinMUserWS, aF as CoinMUserWSOptions, aG as CommissionRate, aH as CommissionRateSchema, aI as ContractType, aJ as CountdownCancelAll, aK as CountdownCancelAllSchema, aL as CreateOrderParams, aM as CreateOrderParamsSchema, aN as CrossMarginAccount, aO as CrossMarginAccountSchema, aP as DepositAddress, aQ as DepositAddressSchema, aR as DepositHistoryEntry, aS as DepositHistoryEntrySchema, aT as DepositHistoryResponseSchema, aU as DepthSnapshot, aV as DepthSnapshotSchema, aW as DustConversionResult, aX as DustConversionResultSchema, aY as DustLogEntry, aZ as DustLogEntrySchema, a_ as DustLogResponse, a$ as DustLogResponseSchema, b0 as ExchangeInfo, b1 as ExchangeInfoSchema, b2 as ExchangeSymbol, b3 as ExchangeSymbolSchema, b4 as FeeBurnStatus, b5 as FeeBurnStatusSchema, b6 as FundingAsset, b7 as FundingAssetSchema, b8 as FundingAssetsResponseSchema, b9 as FundingRate, ba as FundingRateHistorySchema, bb as FundingRateSchema, bc as FuturesAccount, bd as FuturesData, be as FuturesDataEndpoints, bf as FuturesMarketWS, bg as FuturesOps, bh as FuturesToolkit, bi as FuturesTrading, bj as FuturesUserWS, bk as FuturesUserWSOptions, bl as HttpClient, bm as HttpClientOptions, bn as HttpMethod, bo as Income, bp as IncomeHistoryResponseSchema, bq as IncomeSchema, br as IsolatedMarginAccount, bs as IsolatedMarginAccountSchema, bt as IsolatedMarginAsset, bu as IsolatedMarginAssetSchema, bv as IsolatedMarginSymbol, bw as IsolatedMarginSymbolSchema, bx as IsolatedTransferParams, by as IsolatedTransferParamsSchema, bz as Kline, bA as KlineInterval, bB as KlineIntervalSchema, bC as KlineSchema, bD as KlinesResponseSchema, bE as LeverageBracket, bF as LeverageBracketResponseSchema, bG as LeverageBracketSchema, bH as LeverageChange, bI as LeverageChangeSchema, bJ as ListenKey, bK as ListenKeySchema, bL as LongShortRatioEntry, bM as LongShortRatioEntrySchema, bN as LongShortRatioSchema, bO as MarginAccount, bP as MarginAssetBalance, bQ as MarginAssetBalanceSchema, bR as MarginCreateOrderParams, bS as MarginCreateOrderParamsSchema, bT as MarginForceLiquidationEntry, bU as MarginForceLiquidationEntrySchema, bV as MarginForceLiquidationResponse, bW as MarginForceLiquidationResponseSchema, bX as MarginInterestHistoryEntry, bY as MarginInterestHistoryEntrySchema, bZ as MarginInterestHistoryResponse, b_ as MarginInterestHistoryResponseSchema, b$ as MarginOrder, c0 as MarginOrderResponseSchema, c1 as MarginOrderSchema, c2 as MarginOrdersResponseSchema, c3 as MarginPriceIndex, c4 as MarginPriceIndexSchema, c5 as MarginTrade, c6 as MarginTradeSchema, c7 as MarginTradesResponseSchema, c8 as MarginTrading, c9 as MarginTransferResult, ca as MarginTransferResultSchema, cb as MarginTypeChange, cc as MarginTypeChangeSchema, cd as MarkPriceSpeed, ce as MarketDataBase, cf as MaxBorrowable, cg as MaxBorrowableSchema, ch as MaxTransferable, ci as MaxTransferableSchema, cj as ModifyOrderParams, ck as ModifyOrderParamsSchema, cl as MultiAssetsMargin, cm as MultiAssetsMarginSchema, cn as NewOrderAck, co as NewOrderAckSchema, cp as OpenInterest, cq as OpenInterestHistEntry, cr as OpenInterestHistEntrySchema, cs as OpenInterestHistSchema, ct as OpenInterestSchema, cu as Order, cv as OrderModifyHistoryEntry, cw as OrderModifyHistoryEntrySchema, cx as OrderModifyHistorySchema, cy as OrderResponseSchema, cz as OrderSchema, cA as OrdersResponseSchema, cB as PositionMarginChange, cC as PositionMarginChangeSchema, cD as PositionMarginHistoryEntry, cE as PositionMarginHistoryEntrySchema, cF as PositionMarginHistorySchema, cG as PositionMode, cH as PositionModeSchema, cI as PositionRisk, cJ as PositionRiskResponseSchema, cK as PositionRiskSchema, cL as PositionSizing, cM as PremiumIndex, cN as PremiumIndexSchema, cO as RateLimitOrder, cP as RateLimitOrderResponseSchema, cQ as RateLimitOrderSchema, cR as RateLimitTracker, cS as RateLimitTrackerOptions, cT as RateLimitUsage, cU as SignatureAlgorithm, cV as Signer, cW as SignerOptions, cX as SizePositionParams, cY as SpotAccount, cZ as SpotAccountInfo, c_ as SpotAccountSchema, c$ as SpotBalance, d0 as SpotBalanceSchema, d1 as SpotBalanceUpdate, d2 as SpotBalanceUpdateSchema, d3 as SpotExecutionReport, d4 as SpotExecutionReportSchema, d5 as SpotListStatus, d6 as SpotListStatusSchema, d7 as SpotMarket, d8 as SpotMarketWS, d9 as SpotOCOOrderAck, da as SpotOCOOrderAckResponseSchema, db as SpotOCOOrderAckSchema, dc as SpotOCOOrdersResponseSchema, dd as SpotOrder, de as SpotOrderResponseSchema, df as SpotOrderSchema, dg as SpotOrdersResponseSchema, dh as SpotOutboundAccountPosition, di as SpotOutboundAccountPositionSchema, dj as SpotTrade, dk as SpotTradeSchema, dl as SpotTradesResponseSchema, dm as SpotTrading, dn as SpotUserDataEvent, dp as SpotUserDataStream, dq as SpotUserWS, dr as SpotUserWSOptions, ds as SpotWsApi, dt as SpotWsApiOptions, du as SubAccount, dv as SubAccountDepositAddress, dw as SubAccountDepositAddressSchema, dx as SubAccountDepositHistoryEntry, dy as SubAccountDepositHistoryEntrySchema, dz as SubAccountDepositHistoryResponseSchema, dA as SubAccountEnableResult, dB as SubAccountEnableResultSchema, dC as SubAccountEntry, dD as SubAccountEntrySchema, dE as SubAccountFuturesSummary, dF as SubAccountFuturesSummarySchema, dG as SubAccountListResponse, dH as SubAccountListResponseSchema, dI as SubAccountMarginAccount, dJ as SubAccountMarginAccountSchema, dK as SubAccountSpotAsset, dL as SubAccountSpotAssetSchema, dM as SubAccountSpotAssetsResponse, dN as SubAccountSpotAssetsResponseSchema, dO as SubAccountSpotSummary, dP as SubAccountSpotSummaryEntry, dQ as SubAccountSpotSummaryEntrySchema, dR as SubAccountSpotSummarySchema, dS as SubAccountStatus, dT as SubAccountStatusResponseSchema, dU as SubAccountStatusSchema, dV as SubAccountUniversalTransferEntry, dW as SubAccountUniversalTransferEntrySchema, dX as SubAccountUniversalTransferHistoryResponse, dY as SubAccountUniversalTransferHistoryResponseSchema, dZ as SubAccountUniversalTransferParams, d_ as SubAccountUniversalTransferParamsSchema, d$ as SubAccountUniversalTransferResult, e0 as SubAccountUniversalTransferResultSchema, e1 as SymbolRules, e2 as TakerLongShortRatioEntry, e3 as TakerLongShortRatioEntrySchema, e4 as TakerLongShortRatioSchema, e5 as Ticker24hr, e6 as Ticker24hrSchema, e7 as TickerPrice, e8 as TickerPriceSchema, e9 as ToolContext, ea as ToolDefinition, eb as Trade, ec as TradeFeeEntry, ed as TradeFeeEntrySchema, ee as TradeFeeResponseSchema, ef as TradeSchema, eg as TradesResponseSchema, eh as TradingPolicy, ei as TradingPolicyOptions, ej as TransferType, ek as TransferTypeSchema, el as UniversalTransferHistoryEntry, em as UniversalTransferHistoryEntrySchema, en as UniversalTransferHistoryResponse, eo as UniversalTransferHistoryResponseSchema, ep as UniversalTransferParams, eq as UniversalTransferParamsSchema, er as UniversalTransferResult, es as UniversalTransferResultSchema, et as UserAsset, eu as UserAssetSchema, ev as UserAssetsResponseSchema, ew as UserDataAccountUpdate, ex as UserDataAccountUpdateSchema, ey as UserDataEvent, ez as UserDataMarginCall, eA as UserDataMarginCallSchema, eB as UserDataOrderTradeUpdate, eC as UserDataOrderTradeUpdateSchema, eD as UserDataStream, eE as UserTrade, eF as UserTradeSchema, eG as UserTradesResponseSchema, eH as VirtualSubAccountResult, eI as VirtualSubAccountResultSchema, eJ as Wallet, eK as WithdrawHistoryEntry, eL as WithdrawHistoryEntrySchema, eM as WithdrawHistoryResponseSchema, eN as WithdrawParams, eO as WithdrawParamsSchema, eP as WithdrawResult, eQ as WithdrawResultSchema, eR as WsApi, eS as WsApiOptions, eT as WsApiResponse, eU as WsApiResponseSchema, eV as accountTools, eW as createFuturesToolkit, eX as createPaperContext, eY as derivedTools, eZ as floorToStep, e_ as formatToDecimals, e$ as getBufferedWsEvents, f0 as marketDataTools, f1 as paperTools, f2 as parseSpotUserDataEvent, f3 as parseUserDataEvent, f4 as roundToStep, f5 as spotTools, f6 as stepDecimals, f7 as symbolRulesFrom, f8 as textResult, f9 as toAnthropicTool, fa as toJsonSchema, fb as toMCPTool, fc as toOpenAITool, fd as toToolList, fe as toolkitToFormats, ff as tradingTools, fg as wsTools } from './index-BO27qOb5.js';
 import { z } from 'zod';
 import { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';
+import 'axios';
 import 'node:events';
 
 type Environment = 'live' | 'testnet' | 'demo';
@@ -10,11 +11,17 @@ interface Endpoints {
     restFapi: string;
     restFuturesData: string;
     restSpot: string;
+    restApiRoot: string;
+    restDapiRoot: string;
+    restDapi: string;
     wsMarket: string;
     wsUser: string;
     wsApi: string;
     wsSpotMarket: string;
     wsSpotUser: string;
+    wsSpotApi: string;
+    wsDapiMarket: string;
+    wsDapiUser: string;
 }
 declare function resolveEnvironment(options?: {
     testnet?: boolean;
@@ -23,6 +30,9 @@ declare function resolveEnvironment(options?: {
     wsBase?: string;
     wsUserBase?: string;
     wsApiBase?: string;
+    dapiBase?: string;
+    wsSpotApiBase?: string;
+    wsDapiBase?: string;
 }): {
     env: Environment;
     endpoints: Endpoints;
@@ -300,19 +310,33 @@ declare class BinanceError extends Error {
 }
 
 declare class BinanceAuthError extends BinanceError {
-    readonly missing: 'apiKey' | 'apiSecret';
-    constructor(missing: 'apiKey' | 'apiSecret');
+    readonly missing: 'apiKey' | 'apiSecret' | 'privateKey';
+    constructor(missing: 'apiKey' | 'apiSecret' | 'privateKey');
 }
 
+interface BinanceApiErrorContext {
+    endpoint?: string;
+    method?: string;
+    headers?: Record<string, string>;
+}
 declare class BinanceApiError extends BinanceError {
     readonly code: number;
     readonly status: number;
-    constructor(message: string, code: number, status: number);
+    readonly endpoint?: string;
+    readonly method?: string;
+    readonly headers?: Record<string, string>;
+    constructor(message: string, code: number, status: number, context?: BinanceApiErrorContext);
+    /** -1003 (way too many requests) or HTTP 429/418. */
+    isRateLimitError(): boolean;
+    /** -1021: request timestamp outside recvWindow, usually caused by local clock drift. */
+    isTimestampError(): boolean;
+    /** -2010: account has insufficient balance for the requested action. */
+    isInsufficientBalance(): boolean;
 }
 
 declare class RateLimitError extends BinanceApiError {
     readonly retryAfterMs?: number;
-    constructor(message: string, code: number, status: number, retryAfterMs?: number);
+    constructor(message: string, code: number, status: number, retryAfterMs?: number, context?: BinanceApiErrorContext);
 }
 
 declare class NetworkError extends BinanceError {
@@ -320,8 +344,38 @@ declare class NetworkError extends BinanceError {
     constructor(message: string, cause?: unknown);
 }
 
+type PolicyRule = 'readOnly' | 'symbolNotAllowed' | 'maxNotionalPerOrder' | 'notionalUndeterminable' | 'withdrawalsBlocked' | 'transfersBlocked' | 'blockedPath';
+/**
+ * Thrown when a request is refused by the client's own {@link TradingPolicy} — before it
+ * ever reaches Binance. Distinct from BinanceApiError, which reports an exchange rejection.
+ */
+declare class PolicyViolationError extends BinanceError {
+    readonly rule: PolicyRule;
+    readonly method: string;
+    readonly endpoint: string;
+    readonly details?: Record<string, unknown>;
+    constructor(rule: PolicyRule, message: string, method: string, endpoint: string, details?: Record<string, unknown>);
+}
+
+/**
+ * Thrown instead of sending a mutating request when the client is in dry-run mode.
+ *
+ * Dry run deliberately throws rather than returning a synthetic success payload: a fabricated
+ * orderId would lead an agent to believe an order exists and then try to manage or cancel it.
+ * Failing loudly — while carrying the exact request that *would* have been sent — is the only
+ * safe signal. Tool layers should catch this and surface `describe()` back to the model.
+ */
+declare class DryRunError extends BinanceError {
+    readonly method: string;
+    readonly endpoint: string;
+    readonly params: Record<string, unknown>;
+    constructor(method: string, endpoint: string, params?: Record<string, unknown>);
+    /** Human/LLM-readable description of the suppressed request. */
+    describe(): string;
+}
+
 declare function createBinanceMcpServer(client: BinanceClient): McpServer;
 
-declare const VERSION = "2.1.0";
+declare const VERSION = "2.0.0";
 
-export { BinanceApiError, BinanceAuthError, BinanceClient, BinanceError, type Endpoints, type Environment, FuturesMarket, NetworkError, type PaperAccount, type PaperOrder, type PaperPosition, type PaperPositionSide, PaperTradingEngine, type PaperTradingOptions, RateLimitError, VERSION, type WsAggTradePayload, WsAggTradePayloadSchema, type WsAssetIndexPayload, WsAssetIndexPayloadSchema, type WsBookTickerPayload, WsBookTickerPayloadSchema, type WsCompositeIndexPayload, WsCompositeIndexPayloadSchema, type WsDepthUpdatePayload, WsDepthUpdatePayloadSchema, type WsForceOrderPayload, WsForceOrderPayloadSchema, type WsKlinePayload, WsKlinePayloadSchema, type WsMarkPricePayload, WsMarkPricePayloadSchema, type WsMiniTickerPayload, WsMiniTickerPayloadSchema, type WsRollingWindowTickerPayload, WsRollingWindowTickerPayloadSchema, type WsSpotAvgPricePayload, WsSpotAvgPricePayloadSchema, type WsStreamPayload, type WsTicker24hrPayload, WsTicker24hrPayloadSchema, type WsTradePayload, WsTradePayloadSchema, createBinanceMcpServer, parseWsPayload, resolveEnvironment };
+export { BinanceApiError, type BinanceApiErrorContext, BinanceAuthError, BinanceClient, BinanceError, DryRunError, type Endpoints, type Environment, FuturesMarket, NetworkError, type PaperAccount, type PaperOrder, type PaperPosition, type PaperPositionSide, PaperTradingEngine, type PaperTradingOptions, type PolicyRule, PolicyViolationError, RateLimitError, VERSION, type WsAggTradePayload, WsAggTradePayloadSchema, type WsAssetIndexPayload, WsAssetIndexPayloadSchema, type WsBookTickerPayload, WsBookTickerPayloadSchema, type WsCompositeIndexPayload, WsCompositeIndexPayloadSchema, type WsDepthUpdatePayload, WsDepthUpdatePayloadSchema, type WsForceOrderPayload, WsForceOrderPayloadSchema, type WsKlinePayload, WsKlinePayloadSchema, type WsMarkPricePayload, WsMarkPricePayloadSchema, type WsMiniTickerPayload, WsMiniTickerPayloadSchema, type WsRollingWindowTickerPayload, WsRollingWindowTickerPayloadSchema, type WsSpotAvgPricePayload, WsSpotAvgPricePayloadSchema, type WsStreamPayload, type WsTicker24hrPayload, WsTicker24hrPayloadSchema, type WsTradePayload, WsTradePayloadSchema, createBinanceMcpServer, parseWsPayload, resolveEnvironment };