@siebly/kraken-api 0.0.9

package/dist/cjs/types/response/derivatives.types.d.ts

@@ -0,0 +1,712 @@
+/**
+ * Market Data
+ */
+export interface FuturesTradeHistoryItem {
+    price: number;
+    side?: string;
+    size?: string;
+    time: string;
+    trade_id?: number;
+    type?: 'fill' | 'liquidation' | 'assignment' | 'termination' | 'block';
+    uid?: string;
+    instrument_identification_type?: string;
+    isin?: string;
+    execution_venue?: string;
+    price_notation?: string;
+    price_currency?: string;
+    notional_amount?: number;
+    notional_currency?: string;
+    publication_time?: string;
+    publication_venue?: string;
+    transaction_identification_code?: string;
+    to_be_cleared?: boolean;
+}
+export interface FuturesOrderBook {
+    asks: [number, number][];
+    bids: [number, number][];
+}
+export interface TickerGreeks {
+    iv: number;
+    delta: number;
+    gamma: number | null;
+    vega: number | null;
+    theta: number | null;
+    rho: number | null;
+}
+export interface FuturesTicker {
+    symbol: string;
+    last?: number;
+    lastTime?: string;
+    lastSize?: number;
+    tag: 'perpetual' | 'month' | 'quarter' | 'semiannual';
+    pair: string;
+    markPrice: number;
+    bid?: number;
+    bidSize?: number;
+    ask?: number;
+    askSize?: number;
+    vol24h: number;
+    volumeQuote: number;
+    openInterest: number;
+    open24h?: number;
+    high24h?: number;
+    low24h?: number;
+    extrinsicValue?: number;
+    fundingRate?: number;
+    fundingRatePrediction?: number;
+    suspended: boolean;
+    indexPrice: number;
+    postOnly: boolean;
+    change24h: number;
+    greeks?: TickerGreeks;
+    isUnderlyingMarketClosed?: boolean;
+}
+/**
+ * Instrument Details
+ */
+export interface FuturesMarginLevel {
+    contracts?: number | null;
+    numNonContractUnits?: number | null;
+    initialMargin: number;
+    maintenanceMargin: number;
+}
+export interface FuturesMarginSchedule {
+    retail: FuturesMarginLevel[];
+    professional: FuturesMarginLevel[];
+}
+export interface FuturesInstrument {
+    symbol: string;
+    type: 'flexible_futures' | 'futures_inverse' | 'futures_vanilla';
+    tradeable: boolean;
+    tradfi: boolean;
+    pair?: string;
+    base?: string;
+    quote?: string;
+    underlying?: string;
+    tickSize?: number;
+    contractSize?: number;
+    contractValueTradePrecision?: number;
+    impactMidSize?: number;
+    maxPositionSize?: number;
+    openingDate?: string;
+    lastTradingTime?: string;
+    category?: string;
+    fundingRateCoefficient?: number;
+    maxRelativeFundingRate?: number;
+    isin?: string;
+    marginSchedules?: Record<string, FuturesMarginSchedule>;
+    retailMarginLevels?: FuturesMarginLevel[];
+    marginLevels?: FuturesMarginLevel[];
+    postOnly?: boolean;
+    feeScheduleUid?: string;
+    tags?: string[];
+    underlyingFuture?: string;
+    mtf?: boolean;
+}
+export interface FuturesInstrumentStatus {
+    tradeable: string;
+    experiencingDislocation: boolean;
+    priceDislocationDirection: 'ABOVE_UPPER_BOUND' | 'BELOW_LOWER_BOUND' | null;
+    experiencingExtremeVolatility: boolean;
+    extremeVolatilityInitialMarginMultiplier: number;
+}
+/**
+ * Order Management
+ */
+export interface FuturesOrderJson {
+    orderId: string;
+    cliOrdId?: string | null;
+    type: 'lmt' | 'ioc' | 'post' | 'liquidation' | 'assignment' | 'stp' | 'unwind' | 'block' | 'fok';
+    symbol: string;
+    side: 'buy' | 'sell';
+    quantity: number;
+    filled: number;
+    limitPrice: number;
+    reduceOnly: boolean;
+    timestamp: string;
+    lastUpdateTimestamp: string;
+    reducedQuantity?: number | null;
+}
+export interface FuturesOrderTriggerJson {
+    uid: string;
+    clientId: string | null;
+    type: 'lmt' | 'ioc' | 'post' | 'liquidation' | 'assignment' | 'stp' | 'unwind' | 'fok';
+    symbol: string;
+    side: 'buy' | 'sell';
+    quantity: number | null;
+    limitPrice: number | null;
+    triggerPrice: number | null;
+    triggerSide: 'trigger_above' | 'trigger_below' | null;
+    triggerSignal: 'mark_price' | 'last_price' | 'spot_price' | null;
+    reduceOnly: boolean;
+    timestamp: string;
+    lastUpdateTimestamp: string;
+    startTime: string | null;
+}
+export interface FuturesPlaceEvent {
+    type: 'PLACE';
+    order: FuturesOrderJson;
+}
+export interface FuturesCancelEvent {
+    type: 'CANCEL';
+    uid: string;
+    order: FuturesOrderJson;
+}
+export interface FuturesEditEvent {
+    type: 'EDIT';
+    old: FuturesOrderJson;
+    new: FuturesOrderJson & {
+        reducedQuantity: number | null;
+    };
+}
+export interface FuturesRejectEvent {
+    type: 'REJECT';
+    uid: string;
+    order: FuturesOrderJson;
+    reason: 'POST_WOULD_EXECUTE' | 'IOC_WOULD_NOT_EXECUTE';
+}
+export interface FuturesExecuteEvent {
+    type: 'EXECUTION';
+    executionId: string;
+    price: number;
+    amount: number;
+    orderPriorEdit: FuturesOrderJson;
+    orderPriorExecution: FuturesOrderJson & {
+        takerReducedQuantity: number | null;
+    };
+}
+export interface FuturesPlaceTriggerEvent {
+    type: 'PLACE';
+    orderTrigger: FuturesOrderTriggerJson;
+}
+export interface FuturesCancelTriggerEvent {
+    type: 'CANCEL';
+    uid: string;
+    orderTrigger: FuturesOrderTriggerJson;
+}
+export interface FuturesRejectTriggerEvent {
+    type: 'REJECT';
+    uid: string;
+    orderTrigger: FuturesOrderTriggerJson;
+    reason: 'MARKET_SUSPENDED' | 'MARKET_NOT_FOUND' | 'INVALID_PRICE' | 'INVALID_QUANTITY' | 'SMALL_ORDER_LIMIT_EXCEEDED' | 'INSUFFICIENT_MARGIN' | 'WOULD_CAUSE_LIQUIDATION' | 'CLIENT_ORDER_ID_IN_USE' | 'CLIENT_ORDER_ID_TOO_LONG' | 'MAX_POSITION_EXCEEDED' | 'PRICE_COLLAR' | 'PRICE_DISLOCATION' | 'EDIT_HAS_NO_EFFECT' | 'ORDER_FOR_CANCELLATION_NOT_FOUND' | 'ORDER_FOR_EDIT_NOT_FOUND' | 'ORDER_CANNOT_HAVE_TRIGGER_PRICE' | 'POST_WOULD_EXECUTE' | 'IOC_WOULD_NOT_EXECUTE' | 'WOULD_EXECUTE_SELF' | 'WOULD_NOT_REDUCE_POSITION' | 'REJECTED_AFTER_EXECUTION' | 'MARKET_IS_POST_ONLY' | 'ORDER_LIMIT_EXCEEDED' | 'FIXED_LEVERAGE_TOO_HIGH' | 'CANNOT_EDIT_TRIGGER_PRICE_OF_TRAILING_STOP' | 'CANNOT_EDIT_LIMIT_PRICE_OF_TRAILING_STOP' | 'TRAILING_STOP_ORDER_LIMIT_EXCEEDED' | 'TRAILING_STOP_PERCENT_DEVIATION_EXCEEDS_MAX_DECIMAL_PLACES' | 'TRAILING_STOP_QUOTE_DEVIATION_NOT_MULTIPLE_OF_TICK_SIZE' | 'TRAILING_STOP_MAX_DEVIATION_TOO_LARGE' | 'TRAILING_STOP_MAX_DEVIATION_TOO_SMALL' | 'INSUFFICIENT_HEADROOM_AROUND_CURRENT_PRICE_TO_EDIT_TRAILING_STOP' | 'NO_REFERENCE_PRICE_AVAILABLE_FOR_CALCULATING_TRAILING_STOP_TRIGGER_PRICE' | 'INSUFFICIENT_CLOSING_MARGIN' | 'LIMIT_PRICE_SET_AS_ABSOLUTE_AND_RELATIVE' | 'LIMIT_PRICE_OFFSET_VALUE_INVALID' | 'LIMIT_PRICE_OFFSET_UNIT_INVALID' | 'LIMIT_PRICE_OFFSET_MUST_HAVE_VALUE_AND_UNIT' | 'LIMIT_PRICE_OFFSET_QUOTE_CURRENCY_VALUE_MUST_BE_MULTIPLE_OF_TICK_SIZE' | 'LIMIT_PRICE_OFFSET_PERCENT_VALUE_TOO_MANY_DECIMAL_PLACES' | 'LIMIT_PRICE_OFFSET_TOO_HIGH' | 'LIMIT_PRICE_OFFSET_TOO_LOW';
+}
+export type FuturesOrderEvent = FuturesPlaceEvent | FuturesCancelEvent | FuturesEditEvent | FuturesRejectEvent | FuturesExecuteEvent | FuturesPlaceTriggerEvent | FuturesCancelTriggerEvent | FuturesRejectTriggerEvent;
+export interface FuturesBatchOrderStatus {
+    cliOrdId?: string;
+    dateTimeReceived?: string | null;
+    orderEvents: FuturesOrderEvent[];
+    order_id?: string | null;
+    order_tag?: string | null;
+    status: 'placed' | 'edited' | 'cancelled' | 'invalidOrderType' | 'invalidSide' | 'invalidSize' | 'invalidPrice' | 'insufficientAvailableFunds' | 'selfFill' | 'tooManySmallOrders' | 'marketSuspended' | 'marketInactive' | 'clientOrderIdAlreadyExist' | 'clientOrderIdTooLong' | 'outsidePriceCollar' | 'postWouldExecute' | 'iocWouldNotExecute';
+}
+export interface FuturesCancelledOrder {
+    cliOrdId?: string | null;
+    order_id: string;
+}
+export interface FuturesCancelAllOrdersStatus {
+    cancelOnly: string;
+    cancelledOrders: FuturesCancelledOrder[];
+    orderEvents: FuturesOrderEvent[];
+    receivedTime: string;
+    status: 'noOrdersToCancel' | 'cancelled';
+}
+export interface FuturesDeadMansSwitchStatus {
+    currentTime: string;
+    triggerTime: string;
+}
+export interface FuturesCancelOrderStatus {
+    cliOrdId?: string | null;
+    orderEvents?: FuturesOrderEvent[];
+    order_id?: string;
+    receivedTime?: string;
+    status: 'cancelled' | 'filled' | 'notFound';
+}
+export interface FuturesEditOrderStatus {
+    orderId?: string | null;
+    cliOrdId?: string | null;
+    orderEvents: FuturesOrderEvent[];
+    receivedTime?: string | null;
+    status: 'edited' | 'invalidSize' | 'invalidPrice' | 'insufficientAvailableFunds' | 'selfFill' | 'tooManySmallOrders' | 'outsidePriceCollar' | 'postWouldExecute' | 'wouldNotReducePosition' | 'orderForEditNotFound' | 'orderForEditNotAStop';
+}
+export interface FuturesOpenOrder {
+    order_id: string;
+    cliOrdId?: string;
+    status: 'untouched' | 'partiallyFilled';
+    side: 'buy' | 'sell';
+    orderType: 'lmt' | 'stop' | 'take_profit';
+    symbol: string;
+    limitPrice?: number;
+    stopPrice?: number;
+    filledSize: number;
+    unfilledSize?: number;
+    reduceOnly: boolean;
+    triggerSignal?: 'mark' | 'last' | 'spot';
+    lastUpdateTime: string;
+    receivedTime: string;
+}
+export interface FuturesSendOrderStatus {
+    cliOrdId?: string;
+    orderEvents?: FuturesOrderEvent[];
+    order_id?: string;
+    receivedTime?: string;
+    status: 'placed' | 'partiallyFilled' | 'filled' | 'cancelled' | 'edited' | 'marketSuspended' | 'marketInactive' | 'invalidPrice' | 'invalidSize' | 'tooManySmallOrders' | 'insufficientAvailableFunds' | 'wouldCauseLiquidation' | 'clientOrderIdAlreadyExist' | 'clientOrderIdTooBig' | 'maxPositionViolation' | 'outsidePriceCollar' | 'wouldIncreasePriceDislocation' | 'notFound' | 'orderForEditNotAStop' | 'orderForEditNotFound' | 'postWouldExecute' | 'iocWouldNotExecute' | 'selfFill' | 'wouldNotReducePosition' | 'marketIsPostOnly' | 'tooManyOrders' | 'fixedLeverageTooHigh' | 'clientOrderIdInvalid' | 'cannotEditTriggerPriceOfTrailingStop' | 'cannotEditLimitPriceOfTrailingStop' | 'wouldProcessAfterSpecifiedTime';
+}
+export interface FuturesTriggerOptions {
+    triggerPrice: number;
+    triggerSide: 'TRIGGER_ABOVE' | 'TRIGGER_BELOW';
+    triggerSignal: 'MARK_PRICE' | 'LAST_PRICE' | 'SPOT_PRICE';
+    triggerTime: string | null;
+}
+export interface FuturesOrderStatusInfo {
+    order: {
+        type: 'TRIGGER_ORDER' | 'ORDER';
+        orderId: string;
+        cliOrdId: string | null;
+        symbol: string;
+        side: string;
+        quantity: number | null;
+        filled: number | null;
+        limitPrice: number | null;
+        reduceOnly: boolean;
+        timestamp: string;
+        lastUpdateTimestamp: string;
+        priceTriggerOptions?: FuturesTriggerOptions;
+    };
+    status: 'ENTERED_BOOK' | 'FULLY_EXECUTED' | 'REJECTED' | 'CANCELLED' | 'TRIGGER_PLACED' | 'TRIGGER_ACTIVATION_FAILURE';
+    updateReason: 'LOADING_MARKET' | 'NEW_USER_ORDER' | 'LIQUIDATION_ORDER' | 'STOP_ORDER_TRIGGERED' | 'LIMIT_FROM_STOP' | 'PARTIAL_FILL' | 'FULL_FILL' | 'CANCELLED_BY_USER' | 'CONTRACT_EXPIRED' | 'NOT_ENOUGH_MARGIN' | 'MARKET_INACTIVE' | 'DEAD_MAN_SWITCH' | 'CANCELLED_BY_ADMIN' | 'POST_WOULD_EXECUTE_REASON' | 'IOC_WOULD_NOT_EXECUTE_REASON' | 'WOULD_EXECUTE_SELF_REASON' | 'WOULD_NOT_REDUCE_POSITION' | 'EDITED_BY_USER' | 'ORDER_FOR_EDIT_NOT_FOUND_REASON' | 'EXPIRED' | 'TRAILING_STOP_PRICE_UPDATED' | 'TRAILING_STOP_CANCELLED_AND_REPLACED_BY_ADMIN';
+    error?: string;
+}
+/**
+ * Multi-Collateral
+ */
+export interface FuturesPnlPreference {
+    symbol: string;
+    pnlCurrency: string;
+}
+export interface FuturesLeveragePreference {
+    symbol: string;
+    maxLeverage: number;
+}
+/**
+ * Account Information
+ */
+export interface FuturesFlexCurrencySummary {
+    quantity: number;
+    value: number;
+    collateral: number;
+}
+export interface FuturesPortfolioMarginBreakdown {
+    totalCrossAssetNettedMarketRisk: number;
+    totalMarketRisk: number;
+    totalScenarioPnls: number[];
+    totalAbsoluteOptionPositionDeltaNotional: number;
+    netPortfolioDelta: number;
+    totalPremium: number;
+    isBuyOnly: boolean;
+    futuresMaintenanceMargin: number;
+}
+export interface FuturesFlexAccount {
+    type: 'multiCollateralMarginAccount';
+    currencies: Record<string, FuturesFlexCurrencySummary>;
+    available: number;
+    initialMargin: number;
+    initialMarginWithOrders: number;
+    maintenanceMargin: number;
+    balanceValue: number;
+    portfolioValue: number;
+    collateralValue: number;
+    pnl: number;
+    unrealizedFunding: number;
+    totalUnrealized: number;
+    totalUnrealizedAsMargin: number;
+    availableMargin: number;
+    marginEquity: number;
+    portfolioMarginBreakdown?: FuturesPortfolioMarginBreakdown;
+}
+export interface FuturesCashAccount {
+    type: 'cashAccount';
+    balances: Record<string, string>;
+}
+export interface FuturesMarginAccount {
+    type: 'marginAccount';
+    currency: string;
+    balances: Record<string, string>;
+    auxiliary: {
+        usd: number;
+        pv: number;
+        pnl: number;
+        af: number;
+        funding: number;
+    };
+    marginRequirements: {
+        im: number;
+        mm: number;
+        lt: number;
+        tt: number;
+    };
+    triggerEstimates: {
+        im: number;
+        mm: number;
+        lt: number;
+        tt: number;
+    };
+}
+export interface FuturesAccounts {
+    cash?: FuturesCashAccount;
+    flex?: FuturesFlexAccount;
+    [key: string]: FuturesMarginAccount | FuturesCashAccount | FuturesFlexAccount | undefined;
+}
+export interface FuturesOpenPosition {
+    symbol: string;
+    side: 'long' | 'short';
+    size: number;
+    price: number;
+    fillTime: string;
+    unrealizedFunding: number | null;
+    pnlCurrency?: string | null;
+    maxFixedLeverage?: number | null;
+}
+export interface FuturesUnwindQueuePosition {
+    symbol: string;
+    percentile: number;
+}
+export interface FuturesOptionsUserLimitsPerBaseCurrency {
+    maxTotalPositionSize: number;
+    maxTotalOpenOrdersSize: number;
+}
+export interface FuturesPortfolioMarginParameters {
+    crossAssetNettingFactor: number;
+    extremePriceShockMultiplier: number;
+    volShockMultiplicationFactor: number;
+    volShockExponentFactor: number;
+    optionExpiryTimeShockHours: number;
+    optionsInitialMarginFactor: number;
+    totalOptionOrdersConsideredInInitialMarginCalc: number;
+    priceShockLevels: number[];
+    optionsUserLimits: {
+        maxNetPositionDelta: number;
+        limitsPerBaseCurrency: Record<string, FuturesOptionsUserLimitsPerBaseCurrency>;
+    };
+}
+export interface FuturesOptionGreeks {
+    iv: number;
+    delta: number;
+    gamma: number | null;
+    vega: number | null;
+    theta: number | null;
+    rho: number | null;
+}
+export interface FuturesPortfolioSimulation {
+    maintenanceMargin: number;
+    initialMargin: number;
+    pnl: number;
+    portfolioMarginBreakdown: FuturesPortfolioMarginBreakdown;
+    greeks: Record<string, FuturesOptionGreeks>;
+}
+/**
+ * Assignment Program
+ */
+export interface FuturesAssignmentProgramParticipant {
+    contractType: string;
+    contract: string | null;
+    maxSize: number | null;
+    maxPosition: number | null;
+    acceptLong: boolean;
+    acceptShort: boolean;
+    timeFrame: 'all' | 'weekdays' | 'weekends';
+    enabled: boolean;
+}
+export interface FuturesAssignmentProgram {
+    id: number;
+    participant: FuturesAssignmentProgramParticipant;
+    contractType: string;
+    contract: string | null;
+    maxSize: number | null;
+    maxPosition: number | null;
+    acceptLong: boolean;
+    acceptShort: boolean;
+    timeFrame: 'all' | 'weekdays' | 'weekends';
+    enabled: boolean;
+}
+export interface FuturesAssignmentProgramHistory {
+    deleted: boolean;
+    participant: FuturesAssignmentProgramParticipant;
+    contractType: string;
+    contract: string | null;
+    maxSize: number | null;
+    maxPosition: number | null;
+    acceptLong: boolean;
+    acceptShort: boolean;
+    timeFrame: 'all' | 'weekdays' | 'weekends';
+    enabled: boolean;
+    timestamp: string;
+}
+/**
+ * Fee Schedules
+ */
+export interface FuturesFeeTier {
+    makerFee: number;
+    takerFee: number;
+    usdVolume: number;
+}
+export interface FuturesFeeSchedule {
+    tiers: FuturesFeeTier[];
+    name: string;
+    uid: string;
+}
+/**
+ * General
+ */
+export interface FuturesNotification {
+    effectiveTime: string;
+    note: string;
+    priority: 'low' | 'medium' | 'high';
+    type: 'new_feature' | 'bug_fix' | 'settlement' | 'general' | 'maintenance' | 'market';
+    expectedDowntimeMinutes?: number;
+}
+/**
+ * Historical Data
+ */
+export interface FuturesFill {
+    cliOrdId?: string | null;
+    fillTime: string;
+    fillType: 'maker' | 'taker' | 'liquidation' | 'assignor' | 'assignee' | 'takerAfterEdit' | 'unwindBankrupt' | 'unwindCounterparty';
+    fill_id: string;
+    order_id: string;
+    price: number;
+    side: 'buy' | 'sell';
+    size: number;
+    symbol: string;
+}
+/**
+ * Historical Funding Rates
+ */
+export interface FuturesHistoricalFundingRate {
+    fundingRate: number;
+    relativeFundingRate: number;
+    timestamp: string;
+}
+/**
+ * Subaccounts
+ */
+export interface FuturesHoldingAccount {
+    currency: string;
+    amount: number;
+}
+export interface FuturesSingleCollateralAccount {
+    name: string;
+    availableMargin: number;
+}
+export interface FuturesSubaccountFlexCurrency {
+    currency: string;
+    quantity: number;
+    value: number;
+    collateral: number;
+    available: number;
+}
+export interface FuturesSubaccountFlexAccount {
+    currencies: FuturesSubaccountFlexCurrency[];
+    initialMargin: number;
+    initialMarginWithOrders: number;
+    maintenanceMargin: number;
+    balanceValue: number;
+    portfolioValue: number;
+    collateralValue: number;
+    pnl: number;
+    unrealizedFunding: number;
+    totalUnrealized: number;
+    totalUnrealizedAsMargin: number;
+    availableMargin: number;
+    marginEquity: number;
+    portfolioMarginBreakdown?: FuturesPortfolioMarginBreakdown;
+}
+export interface FuturesSubaccount {
+    accountUid: string;
+    email: string;
+    fullName: string | null;
+    holdingAccounts: FuturesHoldingAccount[];
+    futuresAccounts: FuturesSingleCollateralAccount[];
+    flexAccount: FuturesSubaccountFlexAccount;
+}
+export interface FuturesSubaccountsInfo {
+    masterAccountUid: string;
+    subaccounts: FuturesSubaccount[];
+}
+/**
+ * RFQs
+ */
+export interface FuturesRfqLeg {
+    symbol: string;
+    size: number;
+    markPrice: number;
+}
+export interface FuturesRfq {
+    rfqUid: string;
+    expiry: string;
+    markPrice: number;
+    legs: FuturesRfqLeg[];
+}
+export interface FuturesOpenOffer {
+    uid: string;
+    rfqUid: string;
+    placementDate: string;
+    lastUpdateDate: string;
+    bid?: string;
+    ask?: string;
+}
+/**
+ * Account History
+ */
+export interface FuturesHistoryResponse<T> {
+    accountUid: string;
+    len: number;
+    serverTime: string;
+    elements: T[];
+    continuationToken?: string;
+}
+export interface FuturesHistoryEventElement<T> {
+    uid: string;
+    timestamp: number;
+    event: T;
+}
+export type FuturesHistoryExecutionEvent = FuturesHistoryEventElement<any>;
+export type FuturesHistoryOrderEvent = FuturesHistoryEventElement<any>;
+export type FuturesHistoryTriggerEvent = FuturesHistoryEventElement<any>;
+export interface FuturesPositionUpdateEvent {
+    accountUid: string;
+    tradeable: string;
+    oldPosition: string;
+    oldAverageEntryPrice: string | null;
+    newPosition: string;
+    newAverageEntryPrice: string;
+    fillTime?: number | null;
+    fee?: string;
+    feeCurrency?: string;
+    realizedPnL?: string;
+    positionChange: 'open' | 'close' | 'increase' | 'decrease' | 'reverse' | 'noChange';
+    executionUid?: string;
+    executionPrice?: string;
+    executionSize?: string;
+    tradeType?: 'userExecution' | 'liquidation' | 'assignment' | 'unwind';
+    fundingRealizationTime?: number;
+    realizedFunding?: string;
+    settlementPrice?: string;
+    timestamp: number;
+    updateReason: 'trade' | 'fundingRealisation' | 'settlement';
+}
+export interface FuturesAccountLogEntry {
+    asset: string;
+    booking_uid: string;
+    collateral: string | null;
+    contract: string | null;
+    date: string;
+    execution: string | null;
+    fee: number | null;
+    funding_rate: number | null;
+    id: number;
+    info: string;
+    margin_account: string;
+    mark_price: number | null;
+    new_average_entry_price: number | null;
+    new_balance: number;
+    old_average_entry_price: number | null;
+    old_balance: number;
+    realized_funding: number | null;
+    realized_pnl: number | null;
+    trade_price: number | null;
+    conversion_spread_percentage?: number | null;
+    liquidation_fee?: number | null;
+    exchange_rate?: number;
+    conversion_fee?: number;
+    exchange_rate_from?: string;
+}
+export interface FuturesAccountLog {
+    accountUid: string;
+    logs: FuturesAccountLogEntry[];
+}
+/**
+ * Market History
+ */
+export interface FuturesMarketHistoryResponse<T> {
+    len: number;
+    elements: T[];
+    continuationToken?: string;
+}
+export interface FuturesMarketHistoryEventElement<T> {
+    uid: string;
+    timestamp: number;
+    event: T;
+}
+export type FuturesPublicExecutionEvent = FuturesMarketHistoryEventElement<any>;
+export type FuturesPublicOrderEvent = FuturesMarketHistoryEventElement<any>;
+export interface FuturesPublicMarkPriceEvent {
+    uid: string;
+    timestamp: number;
+    event: {
+        price: string;
+    };
+}
+/**
+ * Charts - Candles
+ */
+export type FuturesTickType = 'spot' | 'mark' | 'trade';
+export type FuturesResolution = '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '12h' | '1d' | '1w';
+export interface FuturesCandle {
+    time: number;
+    high: string;
+    low: string;
+    open: string;
+    close: string;
+    volume: number;
+}
+export interface FuturesCandles {
+    candles: FuturesCandle[];
+    more_candles: boolean;
+}
+/**
+ * Charts - Analytics
+ */
+export type FuturesAnalyticsType = 'open-interest' | 'aggressor-differential' | 'trade-volume' | 'trade-count' | 'liquidation-volume' | 'rolling-volatility' | 'long-short-ratio' | 'long-short-info' | 'cvd' | 'top-traders' | 'orderbook' | 'spreads' | 'liquidity' | 'slippage' | 'future-basis';
+export interface FuturesAnalyticsError {
+    severity: string;
+    error_class: string;
+    type: string;
+    msg: string;
+    value?: string;
+    field?: string;
+}
+export interface FuturesAnalyticsResponse {
+    result: {
+        timestamp: number[];
+        more: boolean;
+        data: any;
+    };
+    errors: FuturesAnalyticsError[];
+}
+/**
+ * Auth - API Keys
+ */
+export type FuturesApiKeyV3AccessLevel = 'NO_ACCESS' | 'READ_ONLY' | 'FULL_ACCESS';
+export interface FuturesApiKeyV3Check {
+    apiKey: string;
+    accountUid: string;
+    iiban: string;
+    createdAt: string;
+    permissions: {
+        general: FuturesApiKeyV3AccessLevel;
+        transfer: FuturesApiKeyV3AccessLevel;
+    };
+    allowedCidrBlock: string | null;
+}
+/**
+ * Stats - Market Share
+ */
+export interface FuturesMarketShareContract {
+    marketShare: string;
+    volume: string;
+    usdRebateCredited: string;
+}
+export interface FuturesMarketShare {
+    contracts: Record<string, FuturesMarketShareContract>;
+}
+export type FuturesSelfTradeStrategy = 'REJECT_TAKER' | 'CANCEL_MAKER_SELF' | 'CANCEL_MAKER_CHILD' | 'CANCEL_MAKER_ANY';