binance/lib/types/websockets/ws-events-formatted.d.ts

Professional Node.js & JavaScript SDK for Binance REST APIs & WebSockets, with TypeScript & end-to-end tests.

import { FuturesContractType, FuturesOrderType, MarginType, PositionSide, WorkingType } from '../futures';
import { KlineInterval, numberInString, OCOOrderStatus, OCOStatus, OrderBookRowFormatted, OrderExecutionType, OrderSide, OrderStatus, OrderTimeInForce, OrderType, SelfTradePreventionMode } from '../shared';
import { AccountUpdateEventType } from './ws-events-raw';
import { WsSharedBase } from './ws-general';
export interface WsMessageKlineFormatted extends WsSharedBase {
    eventType: 'kline' | 'indexPrice_kline';
    eventTime: number;
    symbol: string;
    kline: {
        startTime: number;
        endTime: number;
        symbol: string;
        interval: KlineInterval;
        firstTradeId: number;
        lastTradeId: number;
        open: number;
        close: number;
        high: number;
        low: number;
        volume: number;
        trades: number;
        final: false;
        quoteVolume: number;
        volumeActive: number;
        quoteVolumeActive: number;
        ignored: number;
    };
}
export interface WsMessageContinuousKlineFormatted extends WsSharedBase {
    eventType: 'continuous_kline';
    eventTime: number;
    symbol: string;
    contractType: FuturesContractType;
    kline: {
        startTime: number;
        endTime: number;
        symbol: string;
        interval: KlineInterval;
        firstTradeId: number;
        lastTradeId: number;
        open: number;
        close: number;
        high: number;
        low: number;
        volume: number;
        trades: number;
        final: false;
        quoteVolume: number;
        volumeActive: number;
        quoteVolumeActive: number;
        ignored: number;
    };
}
export interface WsMessageAggTradeFormatted extends WsSharedBase {
    eventType: 'aggTrade';
    eventTime: number;
    symbol: string;
    tradeId: number;
    price: number;
    quantity: number;
    firstTradeId: number;
    lastTradeId: number;
    time: number;
    maker: boolean;
    ignored: boolean;
}
export interface WsMessageTradeFormatted extends WsSharedBase {
    eventType: 'trade';
    eventTime: number;
    symbol: string;
    tradeId: number;
    price: number;
    quantity: number;
    buyerOrderId: number;
    sellerOrderId: number;
    time: number;
    maker: boolean;
    ignored: boolean;
}
export interface WsMessage24hrMiniTickerFormatted extends WsSharedBase {
    eventType: '24hrMiniTicker';
    eventTime: number;
    symbol: string;
    contractSymbol?: string;
    close: number;
    open: number;
    high: number;
    low: number;
    baseAssetVolume: number;
    quoteAssetVolume: number;
}
export interface WsMessage24hrTickerFormatted extends WsSharedBase {
    /**
     * @deprecated '!ticker@arr' stream has been deprecated by Binance (2025-11-14).
     * Use '<symbol>@ticker' for single symbol or '!miniTicker@arr' for all symbols instead.
     */
    eventType: '24hrTicker' | '!ticker@arr';
    eventTime: number;
    symbol: string;
    priceChange: number;
    priceChangePercent: number;
    weightedAveragePrice: number;
    previousClose: number;
    currentClose: number;
    closeQuantity: number;
    bestBid: number;
    bestBidQuantity: number;
    bestAskPrice: number;
    bestAskQuantity: number;
    open: number;
    high: number;
    low: number;
    baseAssetVolume: number;
    quoteAssetVolume: number;
    openTime: number;
    closeTime: number;
    firstTradeId: number;
    lastTradeId: number;
    trades: number;
}
export interface WsMessageRollingWindowTickerFormatted extends WsSharedBase {
    eventType: 'ticker';
    eventTime: number;
    symbol: string;
    priceChange: number;
    priceChangePercent: number;
    weightedAveragePrice: number;
    open: number;
    high: number;
    low: number;
    currentClose: number;
    baseAssetVolume: number;
    quoteAssetVolume: number;
    openTime: number;
    closeTime: number;
    firstTradeId: number;
    lastTradeId: number;
    trades: number;
    streamName: string;
    isWSAPIResponse: false;
}
export interface WsMessageBookTickerEventFormatted extends WsSharedBase {
    eventType: 'bookTicker';
    updateId: number;
    eventTime: number;
    transactionTime: number;
    symbol: string;
    bidPrice: number;
    bidQty: number;
    askPrice: number;
    askQty: number;
}
export interface WsMessagePartialBookDepthEventFormatted extends WsSharedBase {
    eventType: 'partialBookDepth' | 'string';
    lastUpdateId: number;
    bids: OrderBookRowFormatted[];
    asks: OrderBookRowFormatted[];
}
export interface WsMessageDiffBookDepthEventFormatted extends WsSharedBase {
    eventType: 'depthUpdate';
    eventTime: number;
    transactionTime: number;
    symbol: string;
    firstUpdateId: number;
    lastUpdateId: number;
    finalUpdateId: number;
    bidDepthDelta: {
        price: number;
        quantity: number;
    }[];
    askDepthDelta: {
        price: number;
        quantity: number;
    }[];
}
/**
 * USER DATA WS EVENTS
 **/
interface SpotBalanceFormatted {
    asset: string;
    availableBalance: number;
    onOrderBalance: number;
}
export interface WsMessageSpotOutboundAccountPositionFormatted extends WsSharedBase {
    eventType: 'outboundAccountPosition';
    eventTime: number;
    lastAccountUpdateTime: number;
    balances: SpotBalanceFormatted[];
}
export interface WsMessageSpotBalanceUpdateFormatted extends WsSharedBase {
    eventType: 'balanceUpdate';
    eventTime: number;
    asset: string;
    balanceDelta: number;
    clearTime: number;
}
export interface WsMessageSpotUserDataExecutionReportEventFormatted extends WsSharedBase {
    eventType: 'executionReport';
    eventTime: number;
    symbol: string;
    newClientOrderId: string;
    side: OrderSide;
    orderType: OrderType;
    cancelType: OrderTimeInForce;
    quantity: number;
    price: number;
    stopPrice: number;
    icebergQuantity: number;
    orderListId: number;
    originalClientOrderId: string;
    executionType: OrderExecutionType;
    orderStatus: OrderStatus;
    rejectReason: string;
    orderId: number;
    lastTradeQuantity: number;
    accumulatedQuantity: number;
    lastTradePrice: number;
    commission: number;
    commissionAsset: string | null;
    tradeTime: number;
    tradeId: number;
    ignoreThis1: number;
    isOrderOnBook: false;
    isMaker: false;
    ignoreThis2: true;
    orderCreationTime: number;
    cummulativeQuoteAssetTransactedQty: number;
    lastQuoteAssetTransactedQty: number;
    orderQuoteQty: number;
    workingTime: number;
    selfTradePreventionMode: SelfTradePreventionMode;
}
export interface OrderObjectFormatted {
    symbol: string;
    orderId: number;
    clientOrderId: string;
}
export interface WsMessageSpotUserDataListStatusEventFormatted extends WsSharedBase {
    eventType: 'listStatus';
    eventTime: number;
    symbol: string;
    orderListId: number;
    contingencyType: 'OCO';
    listStatusType: OCOStatus;
    listOrderStatus: OCOOrderStatus;
    listRejectReason: string;
    listClientOrderId: string;
    transactionTime: number;
    orders: OrderObjectFormatted[];
}
export interface WsAccountUpdatedBalance {
    asset: string;
    balanceChange: number;
    crossWalletBalance: number;
    walletBalance: number;
}
export interface WsUpdatedPosition {
    symbol: string;
    marginAsset: string;
    positionAmount: number;
    entryPrice: number;
    accumulatedRealisedPreFee: number;
    unrealisedPnl: number;
    marginType: 'cross' | 'isolated';
    isolatedWalletAmount: number;
    positionSide: PositionSide;
}
export interface WsMessageFuturesUserDataListenKeyExpiredFormatted extends WsSharedBase {
    eventType: 'listenKeyExpired';
    eventTime: number;
}
export interface WsMessageFuturesMarginCalledPositionFormatted {
    symbol: string;
    positionSide: PositionSide;
    positionAmount: number;
    marginType: Uppercase<MarginType>;
    isolatedWalletAmount: number;
    markPrice: number;
    unrealisedPnl: number;
    maintenanceMarginRequired: number;
}
export interface WsMessageFuturesUserDataMarginCallFormatted extends WsSharedBase {
    eventType: 'MARGIN_CALL';
    eventTime: number;
    crossWalletBalance: number;
    positions: WsMessageFuturesMarginCalledPositionFormatted[];
}
export interface WsMessageFuturesUserDataAccountUpdateFormatted extends WsSharedBase {
    eventType: 'ACCOUNT_UPDATE';
    eventTime: number;
    transactionTime: number;
    updateData: {
        updateEventType: AccountUpdateEventType;
        updatedBalances: WsAccountUpdatedBalance[];
        updatedPositions: WsUpdatedPosition[];
    };
}
export interface WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted extends WsSharedBase {
    eventType: 'CONDITIONAL_ORDER_TRIGGER_REJECT';
    eventTime: number;
    transactionTime: number;
    order: {
        symbol: string;
        orderId: number;
        reason: string;
    };
}
export interface WsMessageFuturesUserDataTradeLiteEventFormatted extends WsSharedBase {
    eventType: 'TRADE_LITE';
    eventTime: number;
    transactionTime: number;
    symbol: string;
    originalQuantity: number;
    originalPrice: number;
    isMakerSide: boolean;
    clientOrderId: string;
    side: 'BUY' | 'SELL';
    lastFilledPrice: number;
    lastFilledQuantity: number;
    tradeId: number;
    orderId: number;
}
export interface WsMessageFuturesUserDataTradeUpdateEventFormatted extends WsSharedBase {
    eventType: 'ORDER_TRADE_UPDATE';
    eventTime: number;
    transactionTime: number;
    order: {
        symbol: string;
        clientOrderId: string;
        orderSide: OrderSide;
        orderType: FuturesOrderType;
        timeInForce: OrderTimeInForce;
        originalQuantity: number;
        originalPrice: number;
        averagePrice: number;
        stopPrice: number;
        executionType: OrderExecutionType;
        orderStatus: OrderStatus;
        orderId: number;
        lastFilledQuantity: number;
        orderFilledAccumulatedQuantity: number;
        lastFilledPrice: number;
        commissionAsset: string;
        commissionAmount: number;
        orderTradeTime: number;
        tradeId: number;
        bidsNotional: number;
        asksNotional: number;
        isMakerTrade: boolean;
        isReduceOnly: boolean;
        stopPriceWorkingType: WorkingType;
        originalOrderType: FuturesOrderType;
        positionSide: PositionSide;
        isCloseAll: boolean;
        realisedProfit: number;
        trailingStopActivationPrice?: number;
        trailingStopCallbackRate?: number;
        orderExpireReason?: string;
        pP?: boolean;
        si?: number;
        ss?: number;
    };
}
export interface WsMessageFuturesUserDataAccountConfigUpdateEventFormatted extends WsSharedBase {
    eventType: 'ACCOUNT_CONFIG_UPDATE';
    eventTime: number;
    transactionTime: number;
    assetConfiguration?: {
        symbol: string;
        leverage: number;
    };
    accountConfiguration?: {
        isMultiAssetsMode: boolean;
    };
}
export interface WsMessageIndexPriceUpdateEventFormatted extends WsSharedBase {
    eventType: 'indexPriceUpdate';
    eventTime: number;
    symbol: string;
    indexPrice: number;
}
export interface WsMessageMarkPriceEventFormatted extends WsSharedBase {
    eventType: 'markPriceUpdate';
    eventTime: number;
    symbol: string;
    markPrice: number;
    settlePriceEstimate: number;
    indexPrice?: number;
    /** Note this is in decimal format (e.g. 0.0004 === 0.04%). Multiply by 100 to get funding rate percent value */
    fundingRate: number | '';
    nextFundingTime: number;
}
export interface WsLiquidationOrderFormatted {
    symbol: string;
    side: OrderSide;
    orderType: FuturesOrderType;
    timeInForce: OrderTimeInForce;
    quantity: number;
    price: number;
    averagePrice: number;
    orderStatus: OrderStatus;
    lastFilledQuantity: number;
    orderFilledAccumulatedQuantity: number;
    orderTradeTime: number;
}
export interface WsMessageForceOrderFormatted extends WsSharedBase {
    eventType: 'forceOrder';
    eventTime: number;
    liquidationOrder: WsLiquidationOrderFormatted;
}
export interface WsMessageFuturesUserDataStrategyUpdateFormatted extends WsSharedBase {
    eventType: 'STRATEGY_UPDATE';
    transactionTime: number;
    eventTime: number;
    strategy: {
        strategyId: number;
        strategyType: string;
        strategyStatus: string;
        symbol: string;
        updateTime: number;
        opCode: number;
    };
}
export interface WsMessageFuturesUserDataGridUpdateFormatted extends WsSharedBase {
    eventType: 'GRID_UPDATE';
    transactionTime: number;
    eventTime: number;
    grid: {
        strategyId: number;
        strategyType: string;
        strategyStatus: string;
        symbol: string;
        realizedPnl: numberInString;
        unmatchedAveragePrice: numberInString;
        unmatchedQuantity: numberInString;
        unmatchedFee: numberInString;
        matchedPnl: numberInString;
        updateTime: number;
    };
}
export interface WsMessageFuturesUserDataContractInfoFormatted extends WsSharedBase {
    eventType: 'contractInfo';
    eventTime: number;
    symbol: string;
    pair: string;
    contractType: string;
    deliveryDateTime: number;
    onboardDateTime: number;
    contractStatus: string;
    notionalBrackets: {
        notionalBracket: number;
        floorNotional: number;
        capNotional: number;
        maintenanceRatio: number;
        auxiliaryNumber: number;
        minLeverage: number;
        maxLeverage: number;
    }[];
}
export interface WsMessageFuturesUserDataAlgoUpdateFormatted extends WsSharedBase {
    eventType: 'ALGO_UPDATE';
    eventTime: number;
    transactionTime: number;
    algoOrder: {
        algoId: number;
        clientAlgoId: string;
        side: string;
        positionSide: string;
        algoStatus: string;
        algoType: string;
        orderType: string;
        timeInForce: string;
        workingType: string;
        quantity: string;
        activationPrice: string;
        triggerPrice: string;
        price: string;
        callbackRate: string;
        priceMatch: string;
        closePosition: boolean;
        priceProtect: boolean;
        reduceOnly: boolean;
        isOrderOnBook: boolean;
        selfTradePreventionMode: string;
        createTime: number;
        updateTime: number;
        triggerTime: number;
        goodTillDate: number;
    };
}
export type WsMessageSpotUserDataEventFormatted = WsMessageSpotUserDataExecutionReportEventFormatted | WsMessageSpotOutboundAccountPositionFormatted | WsMessageSpotBalanceUpdateFormatted | WsMessageSpotUserDataListStatusEventFormatted;
export type WsMessageFuturesUserDataEventFormatted = WsMessageFuturesUserDataAccountUpdateFormatted | WsMessageFuturesUserDataListenKeyExpiredFormatted | WsMessageFuturesUserDataMarginCallFormatted | WsMessageFuturesUserDataTradeUpdateEventFormatted | WsMessageFuturesUserDataAccountConfigUpdateEventFormatted | WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted | WsMessageFuturesUserDataTradeLiteEventFormatted | WsMessageFuturesUserDataStrategyUpdateFormatted | WsMessageFuturesUserDataGridUpdateFormatted | WsMessageFuturesUserDataContractInfoFormatted | WsMessageFuturesUserDataAlgoUpdateFormatted;
export type WsUserDataEvents = WsMessageSpotUserDataEventFormatted | WsMessageFuturesUserDataEventFormatted;
export type WsFormattedMessage = WsUserDataEvents | WsMessageKlineFormatted | WsMessageAggTradeFormatted | WsMessageTradeFormatted | WsMessage24hrMiniTickerFormatted | WsMessage24hrTickerFormatted | WsMessageBookTickerEventFormatted | WsMessagePartialBookDepthEventFormatted | WsMessageDiffBookDepthEventFormatted | WsMessageIndexPriceUpdateEventFormatted | WsMessageMarkPriceEventFormatted | WsMessageForceOrderFormatted | WsMessage24hrMiniTickerFormatted[] | WsMessage24hrTickerFormatted[] | WsMessageRollingWindowTickerFormatted[] | WsMessageMarkPriceEventFormatted[];
export {};