Binance

type APIKEYS struct {
	KEY    string
	SECRET string
}

type Binance struct {
	Opts   BinanceOptions
	Logger Logger

	API APIKEYS

	Spot    Spot
	Futures Futures
	// contains filtered or unexported fields
}

type BinanceConfig struct {
	// contains filtered or unexported fields
}

type BinanceErrorResponse struct {
	Code int    `json:"code"`
	Msg  string `json:"msg"`
}

type BinanceOptions struct {
	// contains filtered or unexported fields
}

type Binance_Interval struct {
	Name       string
	Rune       rune
	BaseValue  int64
	Multiplier int64
	Value      int64
	Custom     bool
}

type CombinedStream_MSG struct {
	Stream string              `json:"stream"`
	Data   jsoniter.RawMessage `json:"data"`
}

type DevOpts struct {
	PRINT_HTTP_QUERIES   bool
	PRINT_HTTP_RESPONSES bool

	// Might not log every error returned.
	// It only prints errors specifically handled by the library.
	PRINT_ERRORS bool
	// This is redundant.
	// Any *Error type generated by the library will be logged.
	PRINT_ALL_ERRORS bool

	// Prints all useful activity data and errors.
	// i.e: Forced reconnections, disconnections, etc...
	WS_VERBOSE bool
	// Prints all websocket data.
	// i.e: pings received, pongs sent, etc...
	WS_VERBOSE_FULL bool
	PRINT_WS_ERRORS bool

	// Recommended only for debugging.
	PRINT_WS_MESSAGES bool
}

type Error struct {
	// false => Error originating from binance's side
	// true =>
	IsLocalError bool

	StatusCode int

	Code int

	Message string
}

type Event[T any] struct {
	// contains filtered or unexported fields
}

type FUTURES_Symbol_FilterTypes_ENUM struct {
	PRICE_FILTER        string
	LOT_SIZE            string
	MARKET_LOT_SIZE     string
	MAX_NUM_ORDERS      string
	MAX_NUM_ALGO_ORDERS string
	PERCENT_PRICE       string
	MIN_NOTIONAL        string
}

type Futures struct {
	API APIKEYS

	Websockets Futures_Websockets

	Custom futures_Custom_Methods
	// contains filtered or unexported fields
}

type FuturesRequest struct {
	// contains filtered or unexported fields
}

type FuturesWS_AggTrade struct {

	// Event type
	Event string `json:"e"`

	// Event time
	EventTime int64 `json:"E"`

	// Symbol
	Symbol string `json:"s"`

	// Aggregate trade ID
	AggTradeId int64 `json:"a"`

	// Price
	Price string `json:"p"`

	// Quantity
	Quantity string `json:"q"`

	// First trade ID
	FirstTradeId int64 `json:"f"`

	// Last trade ID
	LastTradeId int64 `json:"l"`

	// Trade time
	Timestamp int64 `json:"T"`

	// Is the buyer the market maker?
	IsMaker bool `json:"m"`
}

type FuturesWS_AggTrade_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_AllBookTickers_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_AllLiquidationOrders_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_AllMarkPrices_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_AllMiniTickers_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_AllMultiAssetsModeAssetIndexes_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_AllTickers_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_BookTicker struct {

	// event type
	Event string `json:"e"`

	// order book updateId
	UpdateId int64 `json:"u"`

	// event time
	EventTime int64 `json:"E"`

	// transaction time
	TransactTime int64 `json:"T"`

	// symbol
	Symbol string `json:"s"`

	// best bid price
	Bid string `json:"b"`

	// best bid qty
	BidQty string `json:"B"`

	// best ask price
	Ask string `json:"a"`

	// best ask qty
	AskQty string `json:"A"`
}

type FuturesWS_BookTicker_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_Candlestick struct {

	// Event type
	Event string `json:"e"`

	// Event time
	EventTime int64 `json:"E"`

	// Symbol
	Symbol string `json:"s"`

	Kline *FuturesWS_Candlestick_Kline `json:"k"`
}

type FuturesWS_Candlestick_Float64 struct {
	OpenTime  int64
	CloseTime int64

	Open  float64
	High  float64
	Low   float64
	Close float64

	Volume                   float64
	QuoteAssetVolume         float64
	TakerBuyBaseAssetVolume  float64
	TakerBuyQuoteAssetVolume float64
	TradeCount               int64
}

type FuturesWS_Candlestick_Kline struct {

	// Symbol
	Symbol string `json:"s"`

	// Kline start time
	OpenTime int64 `json:"t"`

	// Kline close time
	CloseTime int64 `json:"T"`

	// Is this kline closed?
	IsClosed bool `json:"x"`

	// Interval
	Interval string `json:"i"`

	// First trade ID
	FirstTradeId int64 `json:"f"`

	// Last trade ID
	LastTradeId int64 `json:"L"`

	// Open price
	Open string `json:"o"`

	// Close price
	Close string `json:"c"`

	// High price
	High string `json:"h"`

	// Low price
	Low string `json:"l"`

	// Number of trades
	TradeCount int64 `json:"n"`

	// Base asset volume
	BaseAssetVolume string `json:"v"`

	// Quote asset volume
	QuoteAssetVolume string `json:"q"`

	// Taker buy base asset volume
	TakerBuyBaseAssetVolume string `json:"V"`

	// Taker buy quote asset volume
	TakerBuyQuoteAssetVolume string `json:"Q"`

	// Ignore
	Ignore string `json:"B"`
}

type FuturesWS_Candlestick_Params struct {
	Symbol   string
	Interval string
}

type FuturesWS_Candlesticks_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_CompositeIndexSymbolInfo struct {

	// Event Type
	Event string `json:"e"`

	// Event Time
	EventTime int64 `json:"E"`

	Symbol string `json:"s"`

	Price int64 `json:"p"`

	BaseAsset string `json:"C"`

	Composition []*FuturesWS_CompositeIndexSymbolInfo_Composition
}

type FuturesWS_CompositeIndexSymbolInfo_Composition struct {

	// Base asset
	BaseAsset string `json:"b"`

	// Quote asset
	QuoteAsset string `json:"q"`

	// Weight in quantity
	Weight string `json:"w"`

	// Weight in percentage
	WeightPercent string `json:"W"`

	// Index Price
	IndexPrice string `json:"i"`
}

type FuturesWS_CompositeIndexSymbolInfo_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_ContinuousCandlestick struct {

	// Event type
	Event string `json:"e"`

	// Event time
	EventTime int64 `json:"E"`

	// Pair
	Pair string `json:"ps"`

	// Contract type
	ContractType string `json:"ct"`

	Kline *FuturesWS_ContinuousCandlestick_Kline `json:"k"`
}

type FuturesWS_ContinuousCandlestick_Kline struct {

	// Kline start time
	OpenTime int64 `json:"t"`

	// Kline close time
	CloseTime int64 `json:"T"`

	// Interval
	Interval string `json:"i"`

	// First updateId
	FirstUpdateId int64 `json:"f"`

	// Last updateId
	LastUpdateId int64 `json:"L"`

	// Open price
	Open string `json:"o"`

	// Close price
	Close string `json:"c"`

	// High price
	High string `json:"h"`

	// Low price
	Low string `json:"l"`

	// volume
	Volume string `json:"v"`

	// Number of trades
	TradeCount int64 `json:"n"`

	// Is this kline closed?
	IsClosed bool `json:"x"`

	// Quote asset volume
	QuoteAssetVolume string `json:"q"`

	// Taker buy volume
	TakerBuyVolume string `json:"V"`

	// Taker buy quote asset volume
	TakerBuyQuoteAssetVolume string `json:"Q"`

	// Ignore
	Ignore string `json:"B"`
}

type FuturesWS_ContinuousCandlestick_Params struct {
	Symbol       string
	ContractType string
	Interval     string
}

type FuturesWS_ContinuousCandlestick_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_ContractInfo struct {

	// Event Type
	Event string `json:"e"`

	// Event Time
	EventTime int64 `json:"E"`

	// Symbol
	Symbol string `json:"s"`

	// Pair
	Pair string `json:"ps"`

	// Contract type
	ContractType string `json:"ct"`

	// Delivery date time
	DeliveryDate int64 `json:"dt"`

	// onboard date time
	OnboardDateTime int64 `json:"ot"`

	// Contract status
	ContractStatus string `json:"cs"`

	Bks []*FuturesWS_ContractInfo_Bracket `json:"bks"`
}

type FuturesWS_ContractInfo_Bracket struct {

	// Notional bracket
	NotionalBracket int64 `json:"bs"`

	// Floor notional of this bracket
	FloorNotional int64 `json:"bnf"`

	// Cap notional of this bracket
	MaxNotional int64 `json:"bnc"`

	// Maintenance ratio for this bracket
	MaintenanceRatio float64 `json:"mmr"`

	// Auxiliary number for quick calculation
	Auxiliary int64 `json:"cf"`

	// Min leverage for this bracket
	MinLeverage int64 `json:"mi"`

	// Max leverage for this bracket
	MaxLeverage int64 `json:"ma"`
}

type FuturesWS_ContractInfo_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_DiffBookDepth struct {

	// Event Type
	Event string `json:"e"`

	// Event Time
	EventTime int64 `json:"E"`

	TransactTime int64 `json:"T"`

	Symbol string `json:"s"`

	FirstUpdateId int64 `json:"U"`

	LastUpdateId int64 `json:"u"`

	Previous_LastUpdateId int64 `json:"pu"`

	// Bids to be updated
	//
	// [
	//     [
	//       "7405.96",      // Price level to be
	//       "3.340"         // Quantity
	//     ],
	// ]
	Bids [][2]string `json:"b"`

	// Asks to be updated
	//
	// [
	//     [
	//       "7405.96",      // Price level to be
	//       "3.340"         // Quantity
	//     ],
	// ]
	Asks [][2]string `json:"a"`
}

type FuturesWS_DiffBookDepth_Params struct {
	Symbol string

	// Possible values: "500ms", "250ms" or "100ms"
	//
	// Default: "250ms"
	UpdateSpeed string
}

type FuturesWS_DiffBookDepth_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_LiquidationOrder struct {

	// Event Type
	Event string `json:"e"`

	// Event Time
	EventTime int64 `json:"E"`

	Type *FuturesWS_LiquidationOrder_Order `json:"o"`
}

type FuturesWS_LiquidationOrder_Order struct {

	// Symbol
	Symbol string `json:"s"`

	// Side
	Side string `json:"S"`

	// Order Type
	Type string `json:"o"`

	// Time in Force
	TimeInForce string `json:"f"`

	// Original Quantity
	OrigQty string `json:"q"`

	// Price
	Price string `json:"p"`

	// Average Price
	AvgPrice string `json:"ap"`

	// Order Status
	Status string `json:"X"`

	// Order Last Filled Quantity
	LastFilledQty string `json:"l"`

	// Order Filled Accumulated Quantity
	CumQty string `json:"z"`

	// Order Trade Time
	TradeTime int64 `json:"T"`
}

type FuturesWS_LiquidationOrder_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_ListSubscriptions_Response struct {
	Id     string   `json:"id"`
	Result []string `json:"result"`
}

type FuturesWS_ManagedCandlestick struct {
	OpenTime  int64
	CloseTime int64

	Open  float64
	High  float64
	Low   float64
	Close float64

	Volume                   float64
	QuoteAssetVolume         float64
	TakerBuyBaseAssetVolume  float64
	TakerBuyQuoteAssetVolume float64
	TradeCount               int64

	// Calculated from the incoming aggTrades
	//
	// If being used, always use math.Max(Calculated_Volume, Volume)
	Calculated_Volume float64

	// Calculated from the incoming aggTrades
	//
	// If being used, always use math.Max(Calculated_QuoteAssetVolume, QuoteAssetVolume)
	Calculated_QuoteAssetVolume float64

	// # Not sure if calculated correctly
	//
	// Currently calculated via adding to it ONLY if the aggTrade has 'IsMaker' as false
	//
	// If being used, always use math.Max(Calculated_TakerBuyBaseAssetVolume, TakerBuyBaseAssetVolume)
	Calculated_TakerBuyBaseAssetVolume float64

	// # Not sure if calculated correctly
	//
	// Currently calculated via adding to it ONLY if the aggTrade has 'IsMaker' as false
	//
	// If being used, always use math.Max(Calculated_TakerBuyQuoteAssetVolume, TakerBuyQuoteAssetVolume)
	Calculated_TakerBuyQuoteAssetVolume float64
	Calculated_TradeCount               int64

	AggTrades []*FuturesWS_ManagedCandlesticks_AggTrade
}

type FuturesWS_ManagedCandlesticks_AggTrade struct {
	Timestamp    int64
	IsMaker      bool
	AggTradeId   int64
	FirstTradeId int64
	LastTradeId  int64

	Price float64
	Qty   float64
}

type FuturesWS_ManagedCandlesticks_Handler struct {
	Candlesticks_Socket *FuturesWS_Candlesticks_Socket
	AggTrades_Socket    *FuturesWS_AggTrade_Socket

	Candlesticks struct {
		Mu      sync.Mutex
		Symbols map[string]*FuturesWS_ManagedCandlesticks_Symbol
	}
	// contains filtered or unexported fields
}

type FuturesWS_ManagedCandlesticks_Interval struct {
	Interval     *Binance_Interval
	Candlesticks []*FuturesWS_ManagedCandlestick
	// contains filtered or unexported fields
}

type FuturesWS_ManagedCandlesticks_Symbol struct {
	Symbol    string
	AggTrades []*FuturesWS_ManagedCandlesticks_AggTrade
	Intervals struct {
		Mu  sync.Mutex
		Map map[string]*FuturesWS_ManagedCandlesticks_Interval
	}
	OnChange *Event[*FuturesWS_ManagedCandlesticks_Symbol]
	// contains filtered or unexported fields
}

type FuturesWS_ManagedOrderBook_Handler struct {
	DiffBookDepth_Socket *FuturesWS_DiffBookDepth_Socket

	Orderbooks struct {
		Mu      sync.Mutex
		Symbols map[string]struct {
			Orderbook *Futures_ManagedOrderbook
			// contains filtered or unexported fields
		}
	}
}

type FuturesWS_MarkPrice struct {

	// Event type
	Event string `json:"e"`

	// Event time
	EventTime int64 `json:"E"`

	// Symbol
	Symbol string `json:"s"`

	// Mark price
	MarkPrice string `json:"p"`

	// Index price
	IndexPrice string `json:"i"`

	// Estimated Settle Price, only useful in the last hour before the settlement starts
	EstimatedSettlePrice string `json:"P"`

	// Funding rate
	FundingRate string `json:"r"`

	// Next funding time
	NextFundingTime int64 `json:"T"`
}

type FuturesWS_MarkPrice_Params struct {
	Symbol string
	IsFast bool
}

type FuturesWS_MarkPrice_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_MiniTicker struct {

	// Event type
	Event string `json:"e"`

	// Event time
	EventTime int64 `json:"E"`

	// Symbol
	Symbol string `json:"s"`

	// Close price
	Close string `json:"c"`

	// Open price
	Open string `json:"o"`

	// High price
	High string `json:"h"`

	// Low price
	Low string `json:"l"`

	// Total traded base asset volume
	BaseAssetVolume string `json:"v"`

	// Total traded quote asset volume
	QuoteAssetVolume string `json:"q"`
}

type FuturesWS_MiniTicker_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_MultiAssetsModeAssetIndex struct {
	Event string `json:"e"`

	EventTime int64 `json:"E"`

	// asset index symbol
	Symbol string `json:"s"`

	// index price
	IndexPrice string `json:"i"`

	// bid buffer
	BidBuffer string `json:"b"`

	// ask buffer
	AskBuffer string `json:"a"`

	// bid rate
	BidRate string `json:"B"`

	// ask rate
	AskRate string `json:"A"`

	// auto exchange bid buffer
	AutoExchange_BidBuffer string `json:"q"`

	// auto exchange ask buffer
	AutoExchange_AskBuffer string `json:"g"`

	// auto exchange bid rate
	AutoExchange_BidRate string `json:"Q"`

	// auto exchange ask rate
	AutoExchange_AskRate string `json:"G"`
}

type FuturesWS_MultiAssetsModeAssetIndex_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_PartialBookDepth struct {

	// Event Type
	Event string `json:"e"`

	// Event Time
	EventTime int64 `json:"E"`

	TransactTime int64 `json:"T"`

	Symbol string `json:"s"`

	FirstUpdateId int64 `json:"U"`

	LastUpdateId string `json:"u"`

	Previous_LastUpdateId string `json:"pu"`

	// Bids to be updated
	//
	// [
	//     [
	//       "7405.96",      // Price level to be
	//       "3.340"         // Quantity
	//     ],
	// ]
	Bids [][2]string `json:"b"`

	// Asks to be updated
	//
	// [
	//     [
	//       "7405.96",      // Price level to be
	//       "3.340"         // Quantity
	//     ],
	// ]
	Asks [][2]string `json:"a"`
}

type FuturesWS_PartialBookDepth_Params struct {
	Symbol string

	// Possible values: 5, 10 or 20
	Levels int

	// Possible values: "500ms", "250ms" or "100ms"
	//
	// Default: "250ms"
	UpdateSpeed string
}

type FuturesWS_PartialBookDepth_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_PrivateMessage struct {
	Id string `json:"id"`
}

type FuturesWS_Subscribe_Response struct {
	Id string `json:"id"`
}

type FuturesWS_Ticker struct {

	// Event type
	Event string `json:"e"`

	// Event time
	EventTime int64 `json:"E"`

	// Symbol
	Symbol string `json:"s"`

	// Price change
	PriceChange string `json:"p"`

	// Price change percent
	PriceChangePercent string `json:"P"`

	// Weighted average price
	WeightedAveragePrice string `json:"w"`

	// Last price
	LastPrice string `json:"c"`

	// Last quantity
	LastQty string `json:"Q"`

	// Open price
	Open string `json:"o"`

	// High price
	High string `json:"h"`

	// Low price
	Low string `json:"l"`

	// Total traded base asset volume
	BaseAssetVolume string `json:"v"`

	// Total traded quote asset volume
	QuoteAssetVolume string `json:"q"`

	// Statistics open time
	OpenTime int64 `json:"O"`

	// Statistics close time
	CloseTime int64 `json:"C"`

	// First trade ID
	FirstTradeId int64 `json:"F"`

	// Last trade Id
	LastTradeId int64 `json:"L"`

	// Total number of trades
	TradeCount int64 `json:"n"`
}

type FuturesWS_Ticker_Socket struct {
	Handler *Futures_Websocket
}

type FuturesWS_Unsubscribe_Response struct {
	Id string `json:"id"`
}

type Futures_24hTicker struct {
	Symbol             string `json:"symbol"`
	PriceChange        string `json:"priceChange"`
	PriceChangePercent string `json:"priceChangePercent"`
	WeightedAvgPrice   string `json:"weightedAvgPrice"`
	LastPrice          string `json:"lastPrice"`
	LastQty            string `json:"lastQty"`
	Open               string `json:"openPrice"`
	High               string `json:"highPrice"`
	Low                string `json:"lowPrice"`
	Volume             string `json:"volume"`
	QuoteVolume        string `json:"quoteVolume"`
	OpenTime           int64  `json:"openTime"`
	CloseTime          int64  `json:"closeTime"`
	FirstId            int64  `json:"firstId"`
	LastId             int64  `json:"lastId"`
	Count              int64  `json:"count"`
}

type Futures_AccountConfiguration struct {
	FeeTier           int64 `json:"feeTier"`
	CanTrade          bool  `json:"canTrade"`
	CanDeposit        bool  `json:"canDeposit"`
	CanWithdraw       bool  `json:"canWithdraw"`
	DualSidePosition  bool  `json:"dualSidePosition"`
	UpdateTime        int64 `json:"updateTime"`
	MultiAssetsMargin bool  `json:"multiAssetsMargin"`
	TradeGroupId      int64 `json:"tradeGroupId"`
}

type Futures_AccountInfo struct {
	TotalInitialMargin          string
	TotalMaintMargin            string
	TotalWalletBalance          string
	TotalUnrealizedProfit       string
	TotalMarginBalance          string
	TotalPositionInitialMargin  string
	TotalOpenOrderInitialMargin string
	TotalCrossWalletBalance     string
	TotalCrossUnPnl             string
	AvailableBalance            string
	MaxWithdrawAmount           string
	Assets                      []*Futures_AccountInfo_Asset
	Positions                   []*Futures_AccountInfo_Position
}

type Futures_AccountInfo_Asset struct {
	Asset                  string `json:"asset"`
	WalletBalance          string `json:"walletBalance"`
	UnrealizedProfit       string `json:"unrealizedProfit"`
	MarginBalance          string `json:"marginBalance"`
	MaintMargin            string `json:"maintMargin"`
	InitialMargin          string `json:"initialMargin"`
	PositionInitialMargin  string `json:"positionInitialMargin"`
	OpenOrderInitialMargin string `json:"openOrderInitialMargin"`
	CrossWalletBalance     string `json:"crossWalletBalance"`
	CrossUnPnl             string `json:"crossUnPnl"`
	AvailableBalance       string `json:"availableBalance"`
	MaxWithdrawAmount      string `json:"maxWithdrawAmount"`
	UpdateTime             int64  `json:"updateTime"`
}

type Futures_AccountInfo_Position struct {
	Symbol           string `json:"symbol"`
	PositionSide     string `json:"positionSide"`
	PositionAmt      string `json:"positionAmt"`
	UnrealizedProfit string `json:"unrealizedProfit"`
	IsolatedMargin   string `json:"isolatedMargin"`
	Notional         string `json:"notional"`
	IsolatedWallet   string `json:"isolatedWallet"`
	InitialMargin    string `json:"initialMargin"`
	MaintMargin      string `json:"maintMargin"`
	UpdateTime       int64  `json:"updateTime"`
}

type Futures_AggTrade struct {
	AggTradeId   int64  `json:"a"`
	Price        string `json:"p"`
	Qty          string `json:"q"`
	FirstTradeId int64  `json:"f"`
	LastTradeId  int64  `json:"l"`
	Timestamp    int64  `json:"T"`
	IsBuyerMaker bool   `json:"m"`
}

type Futures_AggTrade_Params struct {
	// ID to get aggregate trades from INCLUSIVE.
	FromId int64
	// Timestamp in ms to get aggregate trades from INCLUSIVE.
	StartTime int64
	// Timestamp in ms to get aggregate trades until INCLUSIVE.
	EndTime int64
	// Default 500; max 1000.
	Limit int64
}

type Futures_Asset struct {
	Asset string `json:"asset"`
	// whether the asset can be used as margin in Multi-Assets mode
	MarginAvailable bool `json:"marginAvailable"`
	// auto-exchange threshold in Multi-Assets margin mode
	AutoAssetExchange string `json:"autoAssetExchange"`
}

type Futures_BookTicker struct {
	Symbol   string `json:"symbol"`
	BidPrice string `json:"bidPrice"`
	BidQty   string `json:"bidQty"`
	AskPrice string `json:"askPrice"`
	AskQty   string `json:"askQty"`
	Time     int64  `json:"time"`
}

type Futures_Candlestick struct {
	// Kline open time
	OpenTime int64
	// Open price
	Open string
	// High price
	High string
	// Low price
	Low string
	// Close price
	Close string
	// Volume
	Volume string
	// Kline Close time
	CloseTime int64
	// Quote asset volume
	QuoteAssetVolume string
	// Number of trades
	TradeCount int64
	// Taker buy base asset volume
	TakerBuyBaseAssetVolume string
	// Taker buy quote asset volume
	TakerBuyQuoteAssetVolume string
	// Unused field, ignore.
	Unused string
}

type Futures_Candlesticks_Params struct {
	StartTime int64
	EndTime   int64
	// Default 500; max 1500.
	Limit int64
}

type Futures_ChangeInitialLeverage_Response struct {
	Symbol           string `json:"symbol"`
	Leverage         int64  `json:"leverage"`
	MaxNotionalValue string `json:"maxNotionalValue"`
}

type Futures_ChangeMarginType_Response struct {
	// 200 for success
	Code int `json:"code"`
	// "success"
	Msg string `json:"msg"`
}

type Futures_ChangeMultiAssetsMode_Response struct {
	// 200 for success
	Code int `json:"code"`
	// "success"
	Msg string `json:"msg"`
}

type Futures_ChangePositionMode_Response struct {
	// 200 for success
	Code int `json:"code"`
	// "success"
	Msg string `json:"msg"`
}

type Futures_ChartIntervals_ENUM struct {
	MIN      string
	MINS_3   string
	MINS_5   string
	MINS_15  string
	MINS_30  string
	HOUR     string
	HOURS_2  string
	HOURS_4  string
	HOURS_6  string
	HOURS_8  string
	HOURS_12 string
	DAY      string
	DAYS_3   string
	WEEK     string
	MONTH    string
}

type Futures_ContractStatuses_ENUM struct {
	PENDING_TRADING string
	TRADING         string
	PRE_DELIVERING  string
	DELIVERING      string
	DELIVERED       string
	PRE_SETTLE      string
	SETTLING        string
	CLOSE           string
}

type Futures_ContractTypes_ENUM struct {
	PERPETUAL            string
	CURRENT_MONTH        string
	NEXT_MONTH           string
	CURRENT_QUARTER      string
	NEXT_QUARTER         string
	PERPETUAL_DELIVERING string
}

type Futures_DeliveryPrice struct {
	DeliveryTime  int64 `json:"deliveryTime"`
	DeliveryPrice int64 `json:"deliveryPrice"`
}

type Futures_ExchangeInfo struct {
	// Not used by binance
	ExchangeFilters any                      `json:"exchangeFilters"`
	RateLimits      []*Futures_RateLimitType `json:"rateLimits"`
	ServerTime      int64                    `json:"serverTime"`
	Assets_arr      []*Futures_Asset         `json:"assets"`
	Symbols_arr     []*Futures_Symbol        `json:"symbols"`
	Timezone        string                   `json:"timezone"`

	Assets struct {
		Mu  sync.Mutex
		Map map[string]*Futures_Asset
	}
	Symbols struct {
		Mu  sync.Mutex
		Map map[string]*Futures_Symbol
	}
}

type Futures_ExchangeInfo_SORS struct {
	BaseAsset string   `json:"baseAsset"`
	Symbols   []string `json:"symbols"`
}

type Futures_FundingRate struct {
	Symbol      string `json:"symbol"`
	FundingRate string `json:"fundingRate"`
	FundingTime int64  `json:"fundingTime"`
	MarkPrice   string `json:"markPrice"`
}

type Futures_FundingRate_Params struct {
	Symbol    string
	StartTime int64
	EndTime   int64
	Limit     int64
}

type Futures_HistoricalTrades_Params struct {
	// Default 100, max 500.
	Limit int64
	// TradeId to fetch from. Default gets the most recent trades.
	FromId int64
}

type Futures_LeverageBrackets struct {
	Symbol string `json:"symbol"`

	// user symbol bracket multiplier, only appears when user's symbol bracket is adjusted
	NotionalCoef float64 `json:"notionalCoef"`

	Brackets []*Futures_LeverageBrackets_Bracket `json:"brackets"`
}

type Futures_LeverageBrackets_Bracket struct {

	// Notional bracket
	Bracket int64 `json:"bracket"`

	// Max initial leverage for this bracket
	InitialLeverage int64 `json:"initialLeverage"`

	// Cap notional of this bracket
	NotionalCap int64 `json:"notionalCap"`

	// Notional threshold of this bracket
	NotionalFloor int64 `json:"notionalFloor"`

	// Maintenance ratio for this bracket
	MaintMarginRatio float64 `json:"maintMarginRatio"`

	// Auxiliary number for quick calculation
	Cum float64 `json:"cum"`
}

type Futures_LimitOrder_Params struct {
	PositionSide            string
	ReduceOnly              bool
	NewClientOrderId        string
	WorkingType             string
	NewOrderRespType        string
	PriceMatch              string
	SelfTradePreventionMode string
	GoodTillDate            int64
	RecvWindow              int64
}

type Futures_ManagedOrderbook struct {
	Symbol       string
	LastUpdateId int64
	Bids         [][2]float64
	Asks         [][2]float64
	// contains filtered or unexported fields
}

type Futures_MarkPrice struct {
	Symbol               string `json:"symbol"`
	MarkPrice            string `json:"markPrice"`
	IndexPrice           string `json:"indexPrice"`
	EstimatedSettlePrice string `json:"estimatedSettlePrice"`
	LastFundingRate      string `json:"lastFundingRate"`
	NextFundingTime      int64  `json:"nextFundingTime"`
	InterestRate         string `json:"interestRate"`
	Time                 int64  `json:"time"`
}

type Futures_MarketOrder_Params struct {
	PositionSide            string
	ReduceOnly              bool
	NewClientOrderId        string
	WorkingType             string
	NewOrderRespType        string
	SelfTradePreventionMode string
	RecvWindow              int64
}

type Futures_NewOrderRespTypes_ENUM struct {
	ACK    string
	RESULT string
}

type Futures_OpenInterest struct {
	Symbol       string `json:"symbol"`
	OpenInterest string `json:"openInterest"`
	Time         int64  `json:"time"`
}

type Futures_OpenInterestStatistics struct {
	Symbol               string `json:"symbol"`
	SumOpenInterest      string `json:"sumOpenInterest"`
	SumOpenInterestValue string `json:"sumOpenInterestValue"`
	Timestamp            string `json:"timestamp"`
}

type Futures_OpenInterestStatistics_Params struct {
	Limit     int64
	StartTime int64
	EndTime   int64
}

type Futures_Order struct {
	ClientOrderId string `json:"clientOrderId"`

	CumQty string `json:"cumQty"`

	CumQuote string `json:"cumQuote"`

	ExecutedQty string `json:"executedQty"`

	OrderId int64 `json:"orderId"`

	AvgPrice string `json:"avgPrice"`

	OrigQty string `json:"origQty"`

	Price string `json:"price"`

	ReduceOnly bool `json:"reduceOnly"`

	Side string `json:"side"`

	PositionSide string `json:"positionSide"`

	Status string `json:"status"`

	// please ignore when order type is "TRAILING_STOP_MARKET"
	StopPrice string `json:"stopPrice"`

	// if Close-All
	ClosePosition bool `json:"closePosition"`

	Symbol string `json:"symbol"`

	TimeInForce string `json:"timeInForce"`

	Type string `json:"type"`

	OrigType string `json:"origType"`

	// activation price, only return with "TRAILING_STOP_MARKET" order
	ActivatePrice string `json:"activatePrice"`

	// callback rate, only return with "TRAILING_STOP_MARKET" order
	PriceRate string `json:"priceRate"`

	UpdateTime int64 `json:"updateTime"`

	WorkingType string `json:"workingType"`

	// if conditional order trigger is protected
	PriceProtect bool `json:"priceProtect"`

	// price match mode
	PriceMatch string `json:"priceMatch"`

	// self trading preventation mode
	SelfTradePreventionMode string `json:"selfTradePreventionMode"`

	// order pre-set auto cancel time for "TIF" "GTD" order
	GoodTillDate int64 `json:"goodTillDate"`
}

type Futures_OrderBook struct {
	LastUpdateId int64       `json:"lastUpdateId"`
	Time         int64       `json:"E"`
	TransactTime int64       `json:"T"`
	Bids         [][2]string `json:"bids"`
	Asks         [][2]string `json:"asks"`
}

type Futures_OrderSides_ENUM struct {
	BUY  string
	SELL string
}

type Futures_OrderStatuses_ENUM struct {
	NEW              string
	PARTIALLY_FILLED string
	FILLED           string
	CANCELED         string
	REJECTED         string
	EXPIRED          string
	EXPIRED_IN_MATCH string
}

type Futures_OrderTypes_ENUM struct {
	LIMIT                string
	MARKET               string
	STOP                 string
	STOP_MARKET          string
	TAKE_PROFIT          string
	TAKE_PROFIT_MARKET   string
	TRAILING_STOP_MARKET string
}

type Futures_Order_Params struct {
	PositionSide            string `json:"positionSide"`
	TimeInForce             string `json:"timeInForce"`
	Quantity                string `json:"quantity"`
	ReduceOnly              bool   `json:"reduceOnly"`
	Price                   string `json:"price"`
	NewClientOrderId        string `json:"newClientOrderId"`
	StopPrice               string `json:"stopPrice"`
	ClosePosition           string `json:"closePosition"`
	ActivationPrice         string `json:"activationPrice"`
	CallbackRate            string `json:"callbackRate"`
	WorkingType             string `json:"workingType"`
	PriceProtect            string `json:"priceProtect"`
	NewOrderRespType        string `json:"newOrderRespType"`
	PriceMatch              string `json:"priceMatch"`
	SelfTradePreventionMode string `json:"selfTradePreventionMode"`
	GoodTillDate            int64  `json:"goodTillDate"`
	RecvWindow              int64  `json:"recvWindow"`
}

type Futures_PositionSides_ENUM struct {
	BOTH  string
	LONG  string
	SHORT string
}

type Futures_PriceCandlestick struct {
	// Kline open time
	OpenTime int64
	// Open price
	Open string
	// High price
	High string
	// Low price
	Low string
	// Close price
	Close string
	// Volume
	Ignore1 string
	// Kline Close time
	CloseTime int64
	// Quote asset volume
	Ignore2 string
	// Number of trades
	Ignore3 int64
	// Taker buy base asset volume
	Ignore4 string
	// Taker buy quote asset volume
	Ignore5 string
	// Unused field, ignore.
	Unused string
}

type Futures_PriceCandlesticks_Params struct {
	StartTime int64
	EndTime   int64
	// Default 500; max 1500.
	Limit int64
}

type Futures_PriceMatch_ENUM struct {
	NONE        string
	OPPONENT    string
	OPPONENT_5  string
	OPPONENT_10 string
	OPPONENT_20 string
	QUEUE       string
	QUEUE_5     string
	QUEUE_10    string
	QUEUE_20    string
}

type Futures_PriceTicker struct {
	Symbol string `json:"symbol"`
	Price  string `json:"price"`
	Time   int64  `json:"time"`
}

type Futures_RateLimitIntervals_ENUM struct {
	SECOND string
	MINUTE string
	DAY    string
}

type Futures_RateLimitType struct {
	RateLimitType string `json:"rateLimitType"`
	Interval      string `json:"interval"`
	IntervalNum   int    `json:"intervalNum"`
	Limit         int    `json:"limit"`
}

type Futures_RateLimitTypes_ENUM struct {
	REQUEST_WEIGHT string
	ORDERS         string
}

type Futures_STPModes_ENUM struct {
	NONE         string
	EXPIRE_TAKER string
	EXPIRE_BOTH  string
	EXPIRE_MAKER string
}

type Futures_SecurityTypes_ENUM struct {
	NONE        string
	MARKET_DATA string
	USER_STREAM string
	TRADE       string
	USER_DATA   string
}

type Futures_Symbol struct {
	Symbol       string `json:"symbol"`
	Pair         string `json:"pair"`
	ContractType string `json:"contractType"`
	DeliveryDate int64  `json:"deliveryDate"`
	OnboardDate  int64  `json:"onboardDate"`
	Status       string `json:"status"`
	// ignore
	MaintMarginPercent string `json:"maintMarginPercent"`
	// ignore
	RequiredMarginPercent string   `json:"requiredMarginPercent"`
	BaseAsset             string   `json:"baseAsset"`
	QuoteAsset            string   `json:"quoteAsset"`
	PricePrecision        int64    `json:"pricePrecision"`
	QuantityPrecision     int64    `json:"quantityPrecision"`
	BaseAssetPrecision    int64    `json:"baseAssetPrecision"`
	QuoteAssetPrecision   int64    `json:"quoteAssetPrecision"`
	UnderlyingType        string   `json:"underlyingType"`
	UnderlyingSubType     []string `json:"underlyingSubType"`
	SettlePlan            int64    `json:"settlePlan"`
	TriggerProtect        string   `json:"triggerProtect"`
	Filters               Futures_SymbolFilters
	OrderType             []string `json:"orderType"`
	TimeInForce           []string `json:"timeInForce"`
	LiquidationFee        string   `json:"liquidationFee"`
	MarketTakeBound       string   `json:"marketTakeBound"`
}

type Futures_SymbolFilter_LOT_SIZE struct {
	FilterType string `json:"filterType"`
	MinQty     string `json:"minQty"`
	MaxQty     string `json:"maxQty"`
	StepSize   string `json:"stepSize"`
}

type Futures_SymbolFilter_MARKET_LOT_SIZE struct {
	FilterType string `json:"filterType"`
	MinQty     string `json:"minQty"`
	MaxQty     string `json:"maxQty"`
	StepSize   string `json:"stepSize"`
}

type Futures_SymbolFilter_MAX_NUM_ALGO_ORDERS struct {
	FilterType string `json:"filterType"`
	Limit      int64  `json:"limit"`
}

type Futures_SymbolFilter_MAX_NUM_ORDERS struct {
	FilterType string `json:"filterType"`
	Limit      int64  `json:"limit"`
}

type Futures_SymbolFilter_MIN_NOTIONAL struct {
	FilterType string `json:"filterType"`
	Notional   string `json:"notional"`
}

type Futures_SymbolFilter_PERCENT_PRICE struct {
	FilterType        string `json:"filterType"`
	MultiplierUp      string `json:"multiplierUp"`
	MultiplierDown    string `json:"multiplierDown"`
	MultiplierDecimal string `json:"multiplierDecimal"`
}

type Futures_SymbolFilter_PRICE_FILTER struct {
	FilterType string `json:"filterType"`
	MinPrice   string `json:"minPrice"`
	MaxPrice   string `json:"maxPrice"`
	TickSize   string `json:"tickSize"`
}

type Futures_SymbolFilters struct {
	PRICE_FILTER        *Futures_SymbolFilter_PRICE_FILTER
	LOT_SIZE            *Futures_SymbolFilter_LOT_SIZE
	MARKET_LOT_SIZE     *Futures_SymbolFilter_MARKET_LOT_SIZE
	MAX_NUM_ORDERS      *Futures_SymbolFilter_MAX_NUM_ORDERS
	MAX_NUM_ALGO_ORDERS *Futures_SymbolFilter_MAX_NUM_ALGO_ORDERS
	PERCENT_PRICE       *Futures_SymbolFilter_PERCENT_PRICE
	MIN_NOTIONAL        *Futures_SymbolFilter_MIN_NOTIONAL
}

type Futures_SymbolTypes_ENUM struct {
	FUTURE string
}

type Futures_Time struct {
	ServerTime int64 `json:"serverTime"`

	Latency int64
}

type Futures_TimeInForce_ENUM struct {
	GTC string
	IOC string
	FOK string
}

type Futures_Trade struct {
	Id           int64  `json:"id"`
	Price        string `json:"price"`
	Qty          string `json:"qty"`
	QuoteQty     string `json:"quoteQty"`
	Timestamp    int64  `json:"time"`
	IsBuyerMaker bool   `json:"isBuyerMaker"`
}

type Futures_UserCommissionRate struct {
	Symbol              string `json:"symbol"`
	MakerCommissionRate string `json:"makerCommissionRate"`
	TakerCommissionRate string `json:"takerCommissionRate"`
}

type Futures_Websocket struct {
	Websocket *Websocket
	Conn      *ws.Conn
	// Host server's URL
	BaseURL string
	// contains filtered or unexported fields
}

type Futures_Websocket_Constants struct {
	URLs []string
}

type Futures_Websockets struct {
	// contains filtered or unexported fields
}

type Futures_WorkingTypes_ENUM struct {
	MARK_PRICE     string
	CONTRACT_PRICE string
}

type Logger struct {
	LogLevels struct {
		DEBUG int
		INFO  int
		WARN  int
		ERROR int
	}

	PrintWSMessages  bool
	PrintWSResponses bool
	// contains filtered or unexported fields
}

type Managed_CustomCandlesticks_Params struct {
	Disable_aggTrades_stream    bool
	Disable_candlesticks_stream bool
	CustomIntervals             []string
}

type Methods struct {
	GET    string
	POST   string
	PUT    string
	PATCH  string
	DELETE string
}

type RequestClient struct {
	// contains filtered or unexported fields
}

type Response struct {
	Status     string // e.g. "200 OK"
	StatusCode int    // e.g. 200
	Proto      string // e.g. "HTTP/1.0"
	ProtoMajor int    // e.g. 1
	ProtoMinor int    // e.g. 0

	// This is added by the 'Binance-Go' library
	// It is simply the elapsed time between sending the request and receiving the response
	Latency int64

	// Header maps header keys to values. If the response had multiple
	// headers with the same key, they may be concatenated, with comma
	// delimiters.  (RFC 7230, section 3.2.2 requires that multiple headers
	// be semantically equivalent to a comma-delimited sequence.) When
	// Header values are duplicated by other fields in this struct (e.g.,
	// ContentLength, TransferEncoding, Trailer), the field values are
	// authoritative.
	//
	// Keys in the map are canonicalized (see CanonicalHeaderKey).
	Header http.Header

	Body []byte

	// ContentLength records the length of the associated content. The
	// value -1 indicates that the length is unknown. Unless Request.Method
	// is "HEAD", values >= 0 indicate that the given number of bytes may
	// be read from Body.
	ContentLength int64

	// Contains transfer encodings from outer-most to inner-most. Value is
	// nil, means that "identity" encoding is used.
	TransferEncoding []string

	// Close records whether the header directed that the connection be
	// closed after reading Body. The value is advice for clients: neither
	// ReadResponse nor Response.Write ever closes a connection.
	Close bool

	// Uncompressed reports whether the response was sent compressed but
	// was decompressed by the http package. When true, reading from
	// Body yields the uncompressed content instead of the compressed
	// content actually set from the server, ContentLength is set to -1,
	// and the "Content-Length" and "Content-Encoding" fields are deleted
	// from the responseHeader. To get the original response from
	// the server, set Transport.DisableCompression to true.
	Uncompressed bool

	// Trailer maps trailer keys to values in the same
	// format as Header.
	//
	// The Trailer initially contains only nil values, one for
	// each key specified in the server's "Trailer" header
	// value. Those values are not added to Header.
	//
	// Trailer must not be accessed concurrently with Read calls
	// on the Body.
	//
	// After Body.Read has returned io.EOF, Trailer will contain
	// any trailer values sent by the server.
	Trailer http.Header

	// Request is the request that was sent to obtain this Response.
	// Request's Body is nil (having already been consumed).
	// This is only populated for Client requests.
	Request *http.Request

	// TLS contains information about the TLS connection on which the
	// response was received. It is nil for unencrypted responses.
	// The pointer is shared between responses and should not be
	// modified.
	TLS *tls.ConnectionState
}

type SPOT_Symbol_FilterTypes_ENUM struct {
	PRICE_FILTER           string
	PERCENT_PRICE          string
	PERCENT_PRICE_BY_SIDE  string
	LOT_SIZE               string
	MIN_NOTIONAL           string
	NOTIONAL               string
	ICEBERG_PARTS          string
	MARKET_LOT_SIZE        string
	MAX_NUM_ORDERS         string
	MAX_NUM_ALGO_ORDERS    string
	MAX_NUM_ICEBERG_ORDERS string
	MAX_POSITION           string
	TRAILING_DELTA         string
}

type Spot struct {
	API APIKEYS

	Websockets Spot_Websockets
	// contains filtered or unexported fields
}

type SpotRequest struct {
	// contains filtered or unexported fields
}

type SpotWS_AggTrade struct {
	Event     string `json:"e"`
	EventTime int64  `json:"E"`
	Symbol    string `json:"s"`
	// Trade ID
	AggTradeId int64  `json:"a"`
	Price      string `json:"p"`
	Quantity   string `json:"q"`
	// First Trade ID
	FirstTradeId int64 `json:"f"`
	// Last Trade ID
	LastTradeId int64 `json:"l"`
	// Trade time
	Timestamp int64 `json:"T"`
	// Is the buyer the market maker?
	IsMaker bool `json:"m"`
	// Ignore
	Ignore bool `json:"M"`
}

type SpotWS_AggTrade_Socket struct {
	Handler *Spot_Websocket
}

type SpotWS_AllMiniTickers_Socket struct {
	Handler *Spot_Websocket
}