binance-futures-wrapper/dist/types/websocket.d.ts

A comprehensive TypeScript wrapper for Binance USDT-M Futures API with full REST and WebSocket support

/**
 * WebSocket stream types for Binance Futures API
 */
import { OrderSideType, OrderTypeType, TimeInForceType, PositionSideType, OrderStatusType, WorkingTypeType } from './base';
export interface WebSocketConfig {
    reconnect?: boolean;
    reconnectInterval?: number;
    maxReconnectAttempts?: number;
    keepAlive?: boolean;
    keepAliveInterval?: number;
}
export interface AggTradeStreamData {
    e: 'aggTrade';
    E: number;
    s: string;
    a: number;
    p: string;
    q: string;
    f: number;
    l: number;
    T: number;
    m: boolean;
}
export interface MarkPriceStreamData {
    e: 'markPriceUpdate';
    E: number;
    s: string;
    p: string;
    i: string;
    P: string;
    r: string;
    T: number;
}
export interface AllMarkPriceStreamData {
    e: 'markPriceUpdate';
    E: number;
    data: MarkPriceStreamData[];
}
export interface KlineStreamData {
    e: 'kline';
    E: number;
    s: string;
    k: {
        t: number;
        T: number;
        s: string;
        i: string;
        f: number;
        L: number;
        o: string;
        c: string;
        h: string;
        l: string;
        v: string;
        n: number;
        x: boolean;
        q: string;
        V: string;
        Q: string;
        B: string;
    };
}
export interface ContinuousKlineStreamData {
    e: 'continuous_kline';
    E: number;
    ps: string;
    ct: string;
    k: {
        t: number;
        T: number;
        i: string;
        f: number;
        L: number;
        o: string;
        c: string;
        h: string;
        l: string;
        v: string;
        n: number;
        x: boolean;
        q: string;
        V: string;
        Q: string;
        B: string;
    };
}
export interface MiniTickerStreamData {
    e: '24hrMiniTicker';
    E: number;
    s: string;
    c: string;
    o: string;
    h: string;
    l: string;
    v: string;
    q: string;
}
export interface AllMiniTickerStreamData {
    data: MiniTickerStreamData[];
}
export interface TickerStreamData {
    e: '24hrTicker';
    E: number;
    s: string;
    p: string;
    P: string;
    w: string;
    c: string;
    Q: string;
    o: string;
    h: string;
    l: string;
    v: string;
    q: string;
    O: number;
    C: number;
    F: number;
    L: number;
    n: number;
}
export interface AllTickerStreamData {
    data: TickerStreamData[];
}
export interface BookTickerStreamData {
    e: 'bookTicker';
    u: number;
    E: number;
    T: number;
    s: string;
    b: string;
    B: string;
    a: string;
    A: string;
}
export interface LiquidationOrderStreamData {
    e: 'forceOrder';
    E: number;
    o: {
        s: string;
        S: OrderSideType;
        o: OrderTypeType;
        f: TimeInForceType;
        q: string;
        p: string;
        ap: string;
        X: OrderStatusType;
        l: string;
        z: string;
        T: number;
    };
}
export interface PartialBookDepthStreamData {
    e: 'depthUpdate';
    E: number;
    T: number;
    s: string;
    U: number;
    u: number;
    pu: number;
    b: [string, string][];
    a: [string, string][];
}
export interface DiffBookDepthStreamData {
    e: 'depthUpdate';
    E: number;
    T: number;
    s: string;
    U: number;
    u: number;
    pu: number;
    b: [string, string][];
    a: [string, string][];
}
export interface CompositeIndexStreamData {
    e: 'compositeIndex';
    E: number;
    s: string;
    p: string;
    c: {
        b: string;
        w: string;
        W: string;
    }[];
}
export interface ListenKeyResponse {
    listenKey: string;
}
export interface AccountUpdateStreamData {
    e: 'ACCOUNT_UPDATE';
    E: number;
    T: number;
    a: {
        m: string;
        B: AccountBalance[];
        P: WsAccountPosition[];
    };
}
export interface AccountBalance {
    a: string;
    wb: string;
    cw: string;
    bc: string;
}
export interface WsAccountPosition {
    s: string;
    pa: string;
    ep: string;
    cr: string;
    up: string;
    mt: string;
    iw: string;
    ps: PositionSideType;
}
export interface OrderTradeUpdateStreamData {
    e: 'ORDER_TRADE_UPDATE';
    E: number;
    T: number;
    o: {
        s: string;
        c: string;
        S: OrderSideType;
        o: OrderTypeType;
        f: TimeInForceType;
        q: string;
        p: string;
        ap: string;
        sp: string;
        x: string;
        X: OrderStatusType;
        i: number;
        l: string;
        z: string;
        L: string;
        N: string;
        n: string;
        T: number;
        t: number;
        b: string;
        a: string;
        m: boolean;
        R: boolean;
        wt: WorkingTypeType;
        ot: OrderTypeType;
        ps: PositionSideType;
        cp: boolean;
        AP: string;
        cr: string;
        pP: boolean;
        si: number;
        ss: number;
        rp: string;
    };
}
export interface AccountConfigUpdateStreamData {
    e: 'ACCOUNT_CONFIG_UPDATE';
    E: number;
    T: number;
    ac?: {
        s: string;
        l: number;
    };
    ai?: {
        j: boolean;
    };
}
export interface MarginCallStreamData {
    e: 'MARGIN_CALL';
    E: number;
    cw: string;
    p: MarginCallPosition[];
}
export interface MarginCallPosition {
    s: string;
    ps: PositionSideType;
    pa: string;
    mt: string;
    iw: string;
    mp: string;
    up: string;
    mm: string;
}
export interface StreamSubscription {
    method: 'SUBSCRIBE' | 'UNSUBSCRIBE';
    params: string[];
    id: number;
}
export interface StreamResponse {
    result: null | string[];
    id: number;
}
export interface StreamError {
    code: number;
    msg: string;
    id: number;
}
export type MarketStreamEvent = AggTradeStreamData | MarkPriceStreamData | AllMarkPriceStreamData | KlineStreamData | ContinuousKlineStreamData | MiniTickerStreamData | AllMiniTickerStreamData | TickerStreamData | AllTickerStreamData | BookTickerStreamData | LiquidationOrderStreamData | PartialBookDepthStreamData | DiffBookDepthStreamData | CompositeIndexStreamData;
export type UserDataStreamEvent = AccountUpdateStreamData | OrderTradeUpdateStreamData | AccountConfigUpdateStreamData | MarginCallStreamData;
export interface ProcessedOrderUpdate {
    eventType: 'ORDER_TRADE_UPDATE';
    eventTime: number;
    transactionTime: number;
    symbol: string;
    clientOrderId: string;
    side: OrderSideType;
    orderType: OrderTypeType;
    timeInForce: TimeInForceType;
    originalQuantity: number;
    originalPrice: number;
    averagePrice: number;
    stopPrice: number;
    executionType: string;
    orderStatus: OrderStatusType;
    orderId: number;
    lastFilledQuantity: number;
    totalFilledQuantity: number;
    lastFilledPrice: number;
    commissionAsset?: string;
    commission?: number;
    orderTradeTime: number;
    tradeId: number;
    bidsNotional: number;
    asksNotional: number;
    isMakerSide: boolean;
    isReduceOnly: boolean;
    stopPriceWorkingType: WorkingTypeType;
    originalOrderType: OrderTypeType;
    positionSide: PositionSideType;
    isCloseAll: boolean;
    activationPrice?: number;
    callbackRate?: number;
    isPriceProtectionOn: boolean;
    realizedProfit: number;
}
export interface ProcessedAccountUpdate {
    eventType: 'ACCOUNT_UPDATE';
    eventTime: number;
    transactionTime: number;
    eventReasonType: string;
    balances: ProcessedAccountBalance[];
    positions: ProcessedAccountPosition[];
}
export interface ProcessedAccountBalance {
    asset: string;
    walletBalance: number;
    crossWalletBalance: number;
    balanceChange: number;
}
export interface ProcessedAccountPosition {
    symbol: string;
    positionAmount: number;
    entryPrice: number;
    accumulatedRealized: number;
    unrealizedPnL: number;
    marginType: string;
    isolatedWallet: number;
    positionSide: PositionSideType;
}
export interface ProcessedMarginCall {
    eventType: 'MARGIN_CALL';
    eventTime: number;
    crossWalletBalance: number;
    positions: ProcessedMarginCallPosition[];
}
export interface ProcessedMarginCallPosition {
    symbol: string;
    positionSide: PositionSideType;
    positionAmount: number;
    marginType: string;
    isolatedWallet: number;
    markPrice: number;
    unrealizedPnL: number;
    maintenanceMarginRequired: number;
}
export interface ProcessedAccountConfigUpdate {
    eventType: 'ACCOUNT_CONFIG_UPDATE';
    eventTime: number;
    transactionTime: number;
    leverageUpdate?: {
        symbol: string;
        leverage: number;
    };
    multiAssetsMode?: {
        multiAssetsMode: boolean;
    };
}
export interface ProcessedAggTrade {
    eventType: 'aggTrade';
    eventTime: number;
    symbol: string;
    aggregateTradeId: number;
    price: number;
    quantity: number;
    firstTradeId: number;
    lastTradeId: number;
    tradeTime: number;
    isBuyerMaker: boolean;
}
export interface ProcessedMarkPrice {
    eventType: 'markPriceUpdate';
    eventTime: number;
    symbol: string;
    markPrice: number;
    indexPrice: number;
    estimatedSettlePrice: number;
    fundingRate: number;
    nextFundingTime: number;
}
export interface ProcessedKline {
    eventType: 'kline';
    eventTime: number;
    symbol: string;
    kline: {
        startTime: number;
        closeTime: number;
        symbol: string;
        interval: string;
        firstTradeId: number;
        lastTradeId: number;
        openPrice: number;
        closePrice: number;
        highPrice: number;
        lowPrice: number;
        baseAssetVolume: number;
        numberOfTrades: number;
        isClosed: boolean;
        quoteAssetVolume: number;
        takerBuyBaseAssetVolume: number;
        takerBuyQuoteAssetVolume: number;
    };
}
export interface ProcessedTicker {
    eventType: '24hrTicker';
    eventTime: number;
    symbol: string;
    priceChange: number;
    priceChangePercent: number;
    weightedAvgPrice: number;
    lastPrice: number;
    lastQuantity: number;
    openPrice: number;
    highPrice: number;
    lowPrice: number;
    totalTradedBaseAssetVolume: number;
    totalTradedQuoteAssetVolume: number;
    statisticOpenTime: number;
    statisticCloseTime: number;
    firstTradeId: number;
    lastTradeId: number;
    totalNumberOfTrades: number;
}
export interface ProcessedBookTicker {
    eventType: 'bookTicker';
    updateId: number;
    eventTime: number;
    transactionTime: number;
    symbol: string;
    bestBidPrice: number;
    bestBidQuantity: number;
    bestAskPrice: number;
    bestAskQuantity: number;
}
export interface ProcessedPartialBookDepth {
    eventType: 'depthUpdate';
    eventTime: number;
    transactionTime: number;
    symbol: string;
    firstUpdateId: number;
    finalUpdateId: number;
    bids: [number, number][];
    asks: [number, number][];
}
export type ProcessedUserDataEvent = ProcessedOrderUpdate | ProcessedAccountUpdate | ProcessedAccountConfigUpdate | ProcessedMarginCall;
export type ProcessedMarketDataEvent = ProcessedAggTrade | ProcessedMarkPrice | ProcessedKline | ProcessedTicker | ProcessedBookTicker | ProcessedPartialBookDepth;
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