okx-api 3.1.2 → 3.1.4

package/dist/mjs/types/rest/response/private-account.d.ts

@@ -1,4 +1,5 @@
 import { AccountLevel, MarginMode, PositionSide, WithdrawState } from '../shared.js';
+import type { InstrumentUpcomingParamChange } from './public-data.js';
 export interface AccountBalanceDetail {
     availBal: string;
     availEq: string;
@@ -164,9 +165,25 @@ export interface AccountBill {
     earnAmt?: string;
     earnApr?: string;
 }
+export interface BillSubTypeDetail {
+    subType: string;
+    subTypeDesc: string;
+}
+/**
+ * @see GET /api/v5/account/subtypes
+ */
+export interface AccountBillTypeDefinition {
+    type: string;
+    typeDesc: string;
+    subTypeDetails: BillSubTypeDetail[];
+}
+/**
+ * Apply (POST) may return { result, ts }; get link (GET) may return { fileHref, state, ts }.
+ */
 export interface AccountHistoryBill {
-    fileHref: string;
-    result: string;
+    fileHref?: string;
+    result?: string;
+    state?: 'finished' | 'ongoing' | 'failed' | string;
     ts: string;
 }
 export interface AccountConfiguration {
@@ -261,6 +278,7 @@ export interface AccountFeeRate {
     makerU: string;
     taker: string;
     takerU: string;
+    settle?: string;
     ts: string;
     ruleType: string;
     feeGroup?: FeeGroup[];
@@ -341,6 +359,14 @@ export interface AccountInstrument {
     instFamily: string;
     instId: string;
     instType: string;
+    seriesId?: string;
+    uly?: string;
+    /**
+     * FUTURES label (deprecated — prefer `expTime`; may include this_five_years, next_five_years, …).
+     */
+    alias?: string;
+    /** Deprecated; see `instCategory` on public `Instrument` where used. */
+    category?: string;
     lever: string;
     listTime: string;
     contTdSwTime: string;
@@ -360,17 +386,31 @@ export interface AccountInstrument {
     quoteCcy: string;
     tradeQuoteCcyList: string[];
     settleCcy: string;
+    /** Instrument status: live, suspend, rebase (SWAP only), preopen, test */
     state: string;
     stk: string;
     tickSz: string;
+    /** Trading rule types: normal, pre_market, rebase_contract */
     ruleType: string;
     auctionEndTime: string;
     futureSettlement: boolean;
     instIdCode: number;
+    /**
+     * Asset category of the instrument's base asset (see public `Instrument.instCategory` for values).
+     * 1: Crypto, 3: Stocks, 4: Commodities, 5: Forex, 6: Bonds, "": not available
+     */
+    instCategory?: string;
     posLmtAmt: string;
     posLmtPct: string;
     maxPlatOILmt: string;
+    /** Remaining long position value (USD) the user is permitted to open. Applicable to SWAP/FUTURES. */
+    longPosRemainingQuota?: string;
+    /** Remaining short position value (USD) the user is permitted to open. Applicable to SWAP/FUTURES. */
+    shortPosRemainingQuota?: string;
     groupId?: string;
+    /** ELP maker permission. "0" = not enabled, "1" = enabled but no permission, "2" = enabled with permission */
+    elp?: string;
+    upcChg?: InstrumentUpcomingParamChange[];
 }
 export interface QuickMarginBorrowRepayResult {
     instId: string;

package/dist/mjs/types/rest/response/private-dual-investment.d.ts

@@ -0,0 +1,87 @@
+export interface DcdCurrencyPair {
+    baseCcy: string;
+    quoteCcy: string;
+    optType: 'C' | 'P';
+    uly: string;
+}
+export interface DcdProduct {
+    absYield: string;
+    annualizedYield: string;
+    baseCcy: string;
+    quoteCcy: string;
+    expTime: string;
+    interestAccrualTime: string;
+    listTime: string;
+    maxSize: string;
+    minSize: string;
+    notionalCcy: string;
+    optType: 'C' | 'P';
+    productId: string;
+    quoteTime: string;
+    redeemEndTime: string;
+    redeemStartTime: string;
+    stepSz: string;
+    tradeEndTime: string;
+    strike: string;
+    uly: string;
+}
+export interface DcdQuote {
+    absYield: string;
+    annualizedYield: string;
+    interestAccrualTime: string;
+    notionalSz: string;
+    notionalCcy: string;
+    productId: string;
+    quoteId: string;
+    validUntil: string;
+    idxPx: string;
+}
+export type DcdTradeOrderState = 'initial' | 'pending_book' | 'live' | 'rejected';
+export interface DcdTradeResult {
+    quoteId: string;
+    ordId: string;
+    state: DcdTradeOrderState;
+}
+export interface DcdRedeemQuote {
+    ordId: string;
+    quoteId: string;
+    redeemCcy: string;
+    redeemSz: string;
+    termRate: string;
+    validUntil: string;
+}
+export type DcdRedeemConfirmState = 'pending_redeem_booking' | 'pending_redeem' | 'redeeming' | 'redeemed';
+export interface DcdRedeemResult {
+    ordId: string;
+    state: DcdRedeemConfirmState;
+}
+export type DcdOrderStatusState = 'initial' | 'live' | 'pending_settle' | 'settled' | 'pending_redeem' | 'redeemed' | 'rejected';
+export interface DcdOrderStatus {
+    ordId: string;
+    state: DcdOrderStatusState;
+}
+export interface DcdOrderHistoryItem {
+    ordId: string;
+    quoteId: string;
+    state: DcdOrderStatusState;
+    productId: string;
+    baseCcy: string;
+    quoteCcy: string;
+    uly: string;
+    strike: string;
+    notionalSz: string;
+    notionalCcy: string;
+    absYield: string;
+    annualizedYield: string;
+    yieldSz: string;
+    yieldCcy: string;
+    settleSz: string;
+    settleCcy: string;
+    settlePx: string;
+    settleTime: string;
+    expTime: string;
+    redeemStartTime: string;
+    redeemEndTime: string;
+    cTime: string;
+    uTime: string;
+}

package/dist/mjs/types/rest/response/private-dual-investment.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=private-dual-investment.js.map

package/dist/mjs/types/rest/response/private-dual-investment.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-dual-investment.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-dual-investment.ts"],"names":[],"mappings":""}

package/dist/mjs/types/rest/response/private-flexible-loan.d.ts

@@ -10,9 +10,16 @@ export interface SupplementaryCollateral {
     ccy: string;
     amt: string;
 }
+export interface GetFlexibleLoanCollateralAssetsRequest {
+    ccy?: string;
+    /** When the account has multiple active flexible-loan positions. */
+    ordId?: string;
+}
 export interface MaxLoanRequest {
     borrowCcy: string;
     supCollateral?: SupplementaryCollateral[];
+    /** When multiple active loans exist. */
+    ordId?: string;
 }
 export interface MaxLoanResponse {
     borrowCcy: string;
@@ -24,6 +31,8 @@ export interface AdjustCollateralRequest {
     type: 'add' | 'reduce';
     collateralCcy: string;
     collateralAmt: string;
+    /** When multiple active loans exist. */
+    ordId?: string;
 }
 export interface LoanCurrencyData {
     ccy: string;
@@ -33,9 +42,18 @@ export interface RiskWarningData {
     instId: string;
     liqPx: string;
 }
+export interface GetLoanInfoRequest {
+    /** When the account has multiple active flexible loans . */
+    ordId?: string;
+}
 export interface LoanInfo {
+    /**
+     * Active loan / position id when the account can hold multiple loan orders.
+     */
+    ordId?: string;
     loanNotionalUsd: string;
     loanData: LoanCurrencyData[];
+    /** Adjusted collateral value in USD. */
     collateralNotionalUsd: string;
     collateralData: LoanCurrencyData[];
     riskWarningData: RiskWarningData;
@@ -45,6 +63,8 @@ export interface LoanInfo {
 }
 export interface LoanHistoryRequest {
     type?: 'borrowed' | 'repaid' | 'collateral_locked' | 'collateral_released' | 'forced_repayment_buy' | 'forced_repayment_sell' | 'forced_liquidation' | 'partial_liquidation';
+    /** When multiple active loans exist. */
+    ordId?: string;
     after?: string;
     before?: string;
     limit?: string;
@@ -58,6 +78,8 @@ export interface LoanHistoryItem {
 }
 export interface AccruedInterestRequest {
     ccy?: string;
+    /** When multiple active loans exist. */
+    ordId?: string;
     after?: string;
     before?: string;
     limit?: string;

package/dist/mjs/types/rest/response/private-trade.d.ts

@@ -1,4 +1,24 @@
 import { AlgoOrderState, AlgoOrderType, AlgoPositionSide, numberInString, OrderState, OrderType, PositionSide } from '../shared.js';
+/**
+ * Nested rows in `attachAlgoOrds` on orders / history (incl. trailing stop fields)
+ */
+export interface AttachAlgoOrderDetail {
+    attachAlgoClOrdId?: string;
+    tpTriggerPx?: string;
+    tpTriggerRatio?: string;
+    tpOrdPx?: string;
+    tpOrdKind?: string;
+    slTriggerPx?: string;
+    slTriggerRatio?: string;
+    slOrdPx?: string;
+    tpTriggerPxType?: string;
+    slTriggerPxType?: string;
+    sz?: string;
+    amendPxOnTriggerType?: string;
+    callbackRatio?: string;
+    callbackSpread?: string;
+    activePx?: string;
+}
 export interface OrderResult {
     clOrdId: string;
     ordId: string;
@@ -52,12 +72,14 @@ export interface OrderDetails {
     slTriggerPx: string;
     slTriggerPxType: string;
     slOrdPx: string;
+    attachAlgoOrds?: AttachAlgoOrderDetail[];
     feeCcy: string;
     fee: string;
     rebateCcy: string;
     rebate: string;
     tgtCcy: string;
     category: string;
+    outcome?: string;
     uTime: string;
     cTime: string;
 }
@@ -91,7 +113,6 @@ export interface OrderListItem {
     slOrdPx: string;
     slTriggerPx: string;
     slTriggerPxType: string;
-    attachAlgoOrds: any[];
     state: OrderState;
     stpId: string;
     stpMode: string;
@@ -109,6 +130,8 @@ export interface OrderListItem {
     algoClOrdId: string;
     algoId: string;
     uTime: string;
+    attachAlgoOrds?: AttachAlgoOrderDetail[];
+    outcome?: string;
 }
 export interface HistoricOrder {
     instType: string;
@@ -141,7 +164,7 @@ export interface HistoricOrder {
     slTriggerPx: string;
     slTriggerPxType: string;
     slOrdPx: string;
-    attachAlgoOrds: any[];
+    attachAlgoOrds?: AttachAlgoOrderDetail[];
     stpId: string;
     stpMode: string;
     feeCcy: string;
@@ -157,6 +180,7 @@ export interface HistoricOrder {
     cancelSourceReason: string;
     algoClOrdId: string;
     algoId: string;
+    outcome?: string;
     uTime: string;
     cTime: string;
 }
@@ -194,7 +218,7 @@ export interface AlgoOrderDetailsResult {
     ccy: string;
     clOrdId: string;
     algoId: string;
-    attachAlgoOrds: any[];
+    attachAlgoOrds?: AttachAlgoOrderDetail[];
     sz: string;
     closeFraction: string;
     ordType: AlgoOrderType;
@@ -246,7 +270,7 @@ export interface AlgoOrderListItem {
     actualSide: string;
     actualSz: string;
     algoId: string;
-    attachAlgoOrds: any[];
+    attachAlgoOrds?: AttachAlgoOrderDetail[];
     cTime: string;
     callbackRatio: string;
     callbackSpread: string;
@@ -257,7 +281,7 @@ export interface AlgoOrderListItem {
     lever: string;
     moveTriggerPx: string;
     ordId: string;
-    ordIdList: any[];
+    ordIdList: string[];
     ordPx: string;
     ordType: AlgoOrderType;
     posSide: AlgoPositionSide;
@@ -301,7 +325,7 @@ export interface HistoricAlgoOrder {
     actualSz: string;
     algoClOrdId: string;
     algoId: string;
-    attachAlgoOrds: any[];
+    attachAlgoOrds?: AttachAlgoOrderDetail[];
     cTime: string;
     callbackRatio: string;
     callbackSpread: string;

package/dist/mjs/types/rest/response/public-data.d.ts

@@ -72,8 +72,15 @@ export interface Trade {
     ts: string;
     source?: string;
 }
+export interface InstrumentUpcomingParamChange {
+    param: 'tickSz' | 'minSz' | 'maxMktSz' | string;
+    newValue: string;
+    effTime: string;
+}
 export interface Instrument {
     instType: InstrumentType;
+    /** Series id for EVENTS, e.g. BTC-ABOVE-DAILY. */
+    seriesId?: string;
     instId: string;
     uly: string;
     instFamily: string;
@@ -95,7 +102,14 @@ export interface Instrument {
     lotSz: string;
     minSz: string;
     ctType: string;
+    /**
+     * FUTURES contract label (deprecated — prefer `expTime` for delivery time; removal planned).
+     * Includes `this_five_years` / `next_five_years` (X-Perps / 5Y-style contracts).
+     */
     alias: string;
+    /**
+     * Instrument status: live, suspend, rebase (SWAP only), preopen, test, expired, settling (EVENTS), …
+     */
     state: string;
     openType?: string;
     maxLmtSz: string;
@@ -106,15 +120,26 @@ export interface Instrument {
     maxIcebergSz: string;
     maxTriggerSz: string;
     maxStopSz: string;
+    /**
+     * e.g. `normal`, `pre_market`, `rebase_contract`, `xperp` (perpetual-style expiry futures, some FUTURES only).
+     */
     ruleType: string;
     auctionEndTime: string;
     futureSettlement?: boolean;
     tradeQuoteCcyList?: string[];
     instIdCode?: number;
+    /**
+     * Asset category of the instrument's base asset (first segment of `instId`). E.g. BTC-USDT-SWAP → category of BTC.
+     * 1: Crypto, 3: Stocks, 4: Commodities, 5: Forex, 6: Bonds, "": not available
+     */
+    instCategory?: string;
     posLmtAmt?: string;
     posLmtPct?: string;
+    longPosRemainingQuota?: string;
+    shortPosRemainingQuota?: string;
     maxPlatOILmt?: string;
     groupId?: string;
+    upcChg?: InstrumentUpcomingParamChange[];
 }
 export interface EconomicCalendarData {
     calendarId: string;
@@ -140,17 +165,50 @@ export interface UnitConvertData {
     sz: string;
     unit: 'coin' | 'usds';
 }
+/**
+ * @see GET /api/v5/public/funding-rate
+ * `instType` is `SWAP` (perp) or `FUTURES` (X-Perp) when applicable.
+ */
+export interface PublicFundingRate {
+    instType: string;
+    instId: string;
+    method: string;
+    formulaType: string;
+    fundingRate: string;
+    nextFundingRate: string;
+    fundingTime: string;
+    nextFundingTime: string;
+    minFundingRate: string;
+    maxFundingRate: string;
+    interestRate: string;
+    impactValue: string;
+    settState: string;
+    settFundingRate: string;
+    premium: string;
+    ts: string;
+}
 export interface FundingRateHistory {
+    /** Perpetual (`SWAP`) or X-Perp (`FUTURES`). */
     instType: string;
     instId: string;
     fundingRate: string;
     realizedRate: string;
     fundingTime: string;
     method: string;
+    formulaType?: string;
 }
 export interface SystemTime {
     ts: string;
 }
+/**
+ * @see GET /api/v5/public/estimated-price
+ */
+export interface EstimatedDeliveryExercisePrice {
+    instType: string;
+    instId: string;
+    settlePx: string;
+    ts: string;
+}
 export interface OptionsTradeInfo {
     instId: string;
     tradeId: string;
@@ -185,6 +243,14 @@ export interface Announcement {
     title: string;
     url: string;
 }
+/** Public borrow history record (GET /api/v5/finance/savings/lending-rate-history) */
+export interface PublicBorrowHistoryRecord {
+    ccy: string;
+    amt: string;
+    rate: string;
+    lendingRate: string;
+    ts: string;
+}
 export interface BasicInterestRate {
     ccy: string;
     rate: string;
@@ -217,4 +283,85 @@ export interface InterestRateAndLoanQuota {
     configCcyList: ConfigCcyItem[];
     config: LoanQuotaConfig[];
 }
+/**
+ * @see GET /api/v5/public/market-data-history
+ */
+export interface MarketDataHistoryFileGroup {
+    dateTs: string;
+    filename: string;
+    sizeMB: string;
+    url: string;
+}
+export interface MarketDataHistoryGroupDetail {
+    instId: string;
+    instFamily: string;
+    instType: string;
+    dateRangeStart: string;
+    dateRangeEnd: string;
+    groupSizeMB: string;
+    groupDetails: MarketDataHistoryFileGroup[];
+}
+export interface MarketDataHistoryResult {
+    dateAggrType: string;
+    details: MarketDataHistoryGroupDetail[];
+    totalSizeMB: string;
+    ts: string;
+}
+/** @see GET /api/v5/finance/staking-defi/eth/product-info */
+export interface EthStakingProductInfo {
+    fastRedemptionDailyLimit: string;
+    rate: string;
+    redemptDays: string;
+    minAmt: string;
+}
+/** @see GET /api/v5/finance/staking-defi/sol/product-info */
+export interface SolStakingProductInfo {
+    fastRedemptionAvail: string;
+    fastRedemptionDailyLimit: string;
+    rate: string;
+    redemptDays: string;
+    minAmt: string;
+}
+/**
+ * @see GET /api/v5/public/event-contract/series
+ */
+export interface EventContractSettlement {
+    method: string;
+    closeEarly: boolean;
+    srcName: string;
+    underlying: string;
+}
+export interface EventContractSeries {
+    seriesId: string;
+    freq: string;
+    title: string;
+    category: string;
+    settlement: EventContractSettlement;
+}
+/**
+ * @see GET /api/v5/public/event-contract/events
+ */
+export interface EventContractEvent {
+    seriesId: string;
+    eventId: string;
+    expTime: string;
+    state: string;
+    fixTime?: string;
+}
+/**
+ * @see GET /api/v5/public/event-contract/markets
+ */
+export interface EventContractMarket {
+    seriesId: string;
+    eventId: string;
+    instId: string;
+    listTime: string;
+    expTime: string;
+    state: string;
+    fixTime: string;
+    outcome: string;
+    floorStrike: string;
+    settleValue: string;
+    disputed: boolean;
+}
 export {};

package/dist/mjs/types/rest/shared.d.ts

@@ -9,7 +9,7 @@ export type AlgoOrderState = 'live' | 'pause' | 'partially_effective' | 'effecti
 export type AlgoPositionSide = 'long' | 'short';
 export type ContractGridDirection = 'long' | 'short' | 'neutral';
 export type GridAlgoSubOrderType = 'live' | 'filled';
-export type InstrumentType = 'SPOT' | 'MARGIN' | 'SWAP' | 'FUTURES' | 'OPTION';
+export type InstrumentType = 'SPOT' | 'MARGIN' | 'SWAP' | 'FUTURES' | 'OPTION' | 'EVENTS';
 export type MarginMode = 'cross' | 'isolated';
 export type OrderSide = 'buy' | 'sell';
 export type OrderType = 'market' | 'limit' | 'post_only' | 'fok' | 'ioc' | 'optimal_limit_ioc' | 'mmp' | 'mmp_and_post_only' | 'elp';

package/dist/mjs/types/websockets/ws-api-request.d.ts

@@ -1,6 +1,10 @@
+import type { AmendAttachedTrailingStop, AttachAlgoOrdRequest } from '../rest/request/trade.js';
 import { numberInString, OrderSide, OrderType, PositionSide, TradeMode } from '../rest/shared.js';
 export interface WSAPIPlaceOrderRequestV5 {
-    instId: string;
+    /** Instrument ID. Deprecated March 2026; use instIdCode for lower latency. */
+    instId?: string;
+    /** Instrument ID code. Takes precedence over instId if both provided. Use Get instruments to map. */
+    instIdCode?: number;
     tdMode: TradeMode;
     ccy?: string;
     clOrdId?: string;
@@ -19,9 +23,22 @@ export interface WSAPIPlaceOrderRequestV5 {
     banAmend?: boolean;
     tradeQuoteCcy?: string;
     stpMode?: 'cancel_maker' | 'cancel_taker' | 'cancel_both';
+    /** ELP taker access. true = can trade with ELP orders (speed bump applied). Default false. Only applicable to ioc orders */
+    isElpTakerAccess?: boolean;
+    /** EVENTS: `"1"` for non-`post_only` orders when required (error 54086 if missing). */
+    speedBump?: string;
+    /** EVENTS: `yes` or `no`. */
+    outcome?: string;
+    attachAlgoOrds?: AttachAlgoOrdRequest[];
 }
 export interface WSAPIAmendOrderRequestV5 {
-    instId: string;
+    /**
+     * If set, ignored  for `amend-order` / `batch-amend-orders` — use `ordId`/`clOrdId` to identify the order.
+     * Map codes via Get instruments as needed.
+     */
+    instId?: string;
+    /** Use Get instruments to map. */
+    instIdCode?: number;
     cxlOnFail?: boolean;
     ordId?: string;
     clOrdId?: string;
@@ -30,6 +47,8 @@ export interface WSAPIAmendOrderRequestV5 {
     newPx?: string;
     newPxUsd?: string;
     newPxVol?: string;
+    speedBump?: string;
+    attachAlgoOrds?: AmendAttachedTrailingStop[];
 }
 export interface WSAPIMassCancelOrdersRequestV5 {
     instType: string;

package/dist/mjs/types/websockets/ws-api-response.d.ts

@@ -26,3 +26,14 @@ export interface WSAPISpreadCancelOrderResultV5 {
     sCode: string;
     sMsg: string;
 }
+/**
+ * @see Ws public channel: estimated-price
+ */
+export type WsEstimatedPriceSettleType = 'settlement' | 'delivery' | 'exercise';
+export interface WsEstimatedPriceData {
+    instId: string;
+    instType: string;
+    settlePx: string;
+    settleType: WsEstimatedPriceSettleType;
+    ts: string;
+}

package/dist/mjs/types/websockets/ws-events.d.ts

@@ -18,6 +18,7 @@ export interface WsDataEvent<T = any> {
         uid?: string;
         instId?: string;
         instFamily?: string;
+        instType?: string;
     };
     data: T;
 }

package/dist/mjs/types/websockets/ws-request.d.ts

@@ -1,3 +1,4 @@
+import type { InstrumentType } from '../rest/shared.js';
 export interface WsAuthRequestArg {
     apiKey: string;
     passphrase: string;
@@ -10,7 +11,7 @@ export type WsPublicKlineChannel = 'candle1Y' | 'candle6M' | 'candle3M' | 'candl
 export type WsPublicMarkPriceKlineChannel = 'mark-price-candle1Y' | 'mark-price-candle6M' | 'mark-price-candle3M' | 'mark-price-candle1M' | 'mark-price-candle1W' | 'mark-price-candle1D' | 'mark-price-candle2D' | 'mark-price-candle3D' | 'mark-price-candle5D' | 'mark-price-candle12H' | 'mark-price-candle6H' | 'mark-price-candle4H' | 'mark-price-candle2H' | 'mark-price-candle1H' | 'mark-price-candle30m' | 'mark-price-candle15m' | 'mark-price-candle5m' | 'mark-price-candle3m' | 'mark-price-candle1m' | 'mark-price-candle1Yutc' | 'mark-price-candle3Mutc' | 'mark-price-candle1Mutc' | 'mark-price-candle1Wutc' | 'mark-price-candle1Dutc' | 'mark-price-candle2Dutc' | 'mark-price-candle3Dutc' | 'mark-price-candle5Dutc' | 'mark-price-candle12Hutc' | 'mark-price-candle6Hutc';
 export type WsPublicIndexKlineChannel = 'index-candle1Y' | 'index-candle6M' | 'index-candle3M' | 'index-candle1M' | 'index-candle1W' | 'index-candle1D' | 'index-candle2D' | 'index-candle3D' | 'index-candle5D' | 'index-candle12H' | 'index-candle6H' | 'index-candle4H index -candle2H' | 'index-candle1H' | 'index-candle30m' | 'index-candle15m' | 'index-candle5m' | 'index-candle3m' | 'index-candle1m' | 'index-candle1Yutc' | 'index-candle3Mutc' | 'index-candle1Mutc' | 'index-candle1Wutc' | 'index-candle1Dutc' | 'index-candle2Dutc' | 'index-candle3Dutc' | 'index-candle5Dutc' | 'index-candle12Hutc' | 'index-candle6Hutc';
 export type WsPublicOrderBooksChannel = 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tpt';
-export type WsPublicChannel = 'instruments' | 'tickers' | 'open-interest' | WsPublicKlineChannel | WsPublicMarkPriceKlineChannel | WsPublicIndexKlineChannel | 'trades' | 'estimated-price' | 'mark-price' | 'price-limit' | WsPublicOrderBooksChannel | 'opt-summary' | 'funding-rate' | 'index-tickers' | 'status' | 'liquidation-orders';
+export type WsPublicChannel = 'instruments' | 'tickers' | 'open-interest' | WsPublicKlineChannel | WsPublicMarkPriceKlineChannel | WsPublicIndexKlineChannel | 'trades' | 'estimated-price' | 'mark-price' | 'price-limit' | WsPublicOrderBooksChannel | 'opt-summary' | 'funding-rate' | 'index-tickers' | 'status' | 'liquidation-orders' | 'event-contract-markets';
 export type WsBusinessPrivateChannel = 'orders-algo' | 'algo-advance' | 'deposit-info' | 'withdrawal-info' | 'grid-orders-spot' | 'grid-orders-contract' | 'grid-orders-moon' | 'grid-positions' | 'grid-sub-orders' | 'algo-recurring-buy';
 export type WsBusinessPublicChannel = WsPublicKlineChannel | WsPublicMarkPriceKlineChannel | WsPublicIndexKlineChannel;
 export type WsBusinessChannel = WsBusinessPrivateChannel | WsBusinessPublicChannel;
@@ -37,7 +38,8 @@ export interface WsPrivateChannelArgWithCcy extends WsBaseRequestArg {
     channel: 'account' | 'account-greeks' | 'withdrawal-info';
     ccy?: string;
 }
-export type WsChannelArgInstType = 'SPOT' | 'MARGIN' | 'SWAP' | 'FUTURES' | 'OPTION' | 'ANY';
+/** `ANY` is used by some private subscription args; instruments channel uses `EVENTS` for event contracts. */
+export type WsChannelArgInstType = InstrumentType | 'ANY';
 export interface WsPrivateChannelArgWithInstFamily extends WsBaseRequestArg {
     channel: 'positions' | 'orders' | 'orders-algo' | 'liquidation-warning';
     instType: WsChannelArgInstType;
@@ -73,7 +75,7 @@ export interface WsPublicChannelArgInstId extends WsBaseRequestArg {
 }
 export type WsPublicChannelArgInstIdOrFamily = {
     channel: 'estimated-price';
-    instType: 'OPTION' | 'FUTURES';
+    instType: 'OPTION' | 'FUTURES' | 'SWAP' | 'EVENTS';
 } & ({
     instId: string;
 } | {
@@ -90,4 +92,9 @@ export interface WsPublicChannelArgLiquidationOrders extends WsBaseRequestArg {
     channel: 'liquidation-orders';
     instType: 'SWAP' | 'FUTURES';
 }
-export type WsChannelSubUnSubRequestArg = WsPrivateChannelArgTickers | WsPrivateChannelArgWithCcy | WsPrivateChannelArgWithInstFamily | WsPrivateChannelArgAlgo | WsPrivateChannelArgBalanceAndPosition | WsPrivateChannelArgGridOrders | WsPrivateChannelArgGridOther | WsPublicChannelArgInstType | WsPublicChannelArgInstId | WsPublicChannelArgInstIdOrFamily | WsPublicChannelArgOptionSummary | WsPublicChannelArgStatus | WsPublicChannelArgLiquidationOrders;
+/** Event contract market status & floor strikes. @see public WS `event-contract-markets` */
+export interface WsPublicChannelArgEventContractMarkets extends WsBaseRequestArg {
+    channel: 'event-contract-markets';
+    instType: 'EVENTS';
+}
+export type WsChannelSubUnSubRequestArg = WsPrivateChannelArgTickers | WsPrivateChannelArgWithCcy | WsPrivateChannelArgWithInstFamily | WsPrivateChannelArgAlgo | WsPrivateChannelArgBalanceAndPosition | WsPrivateChannelArgGridOrders | WsPrivateChannelArgGridOther | WsPublicChannelArgInstType | WsPublicChannelArgInstId | WsPublicChannelArgInstIdOrFamily | WsPublicChannelArgOptionSummary | WsPublicChannelArgStatus | WsPublicChannelArgLiquidationOrders | WsPublicChannelArgEventContractMarkets;