futuresusdt

type AggTradeCombinedResponse struct {
	StreamName string           `json:"stream"` // Stream Name
	Data       AggTradeResponse `json:"data"`   // data
}

type AggTradeResponse struct {
	EventType           string `json:"e"` // Event type
	EventTime           int64  `json:"E"` // Event time stamp
	Symbol              string `json:"s"` // Symbol
	AggregateTradeID    int64  `json:"a"` // Aggregate trade ID
	Price               string `json:"p"` // Price
	Quantity            string `json:"q"` // Quantity
	FirstTradeID        int64  `json:"f"` // First trade ID
	LastTradeID         int64  `json:"l"` // Last trade ID
	TradeTime           int64  `json:"T"` // Trade time
	IsBuyerMarketMarker bool   `json:"m"` // Is the buyer the market maker
}

type AllBookTickerCombinedResponse struct {
	StreamName string                `json:"stream"` // Stream Name
	Data       AllBookTickerResponse `json:"data"`   // data
}

type AllBookTickerResponse struct {
	EventType       string `json:"e"` // Event type
	OrderUpdateID   int64  `json:"u"` // Order book updateId
	EventTime       int64  `json:"E"` // Event time stamp
	TransactionTime int64  `json:"T"` // Transaction time stamp
	Symbol          string `json:"s"` // Symbol
	BestPrice       string `json:"b"` // Best bid price
	BestQTY         string `json:"B"` // Best bid qty
	BestAskPrice    string `json:"a"` // Best ask price
	BestAskQTY      string `json:"A"` // Best ask qty
}

type AllMarketLiquidationOrderCombinedResponse struct {
	StreamName string                            `json:"stream"` // Stream Name
	Data       AllMarketLiquidationOrderResponse `json:"data"`   // data
}

type AllMarketLiquidationOrderResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Order     struct {
		Symbol                    string `json:"s"`  // Symbol
		Side                      string `json:"S"`  // Side
		OrderType                 string `json:"o"`  // Order Type
		ForceTime                 string `json:"f"`  // Time in force
		OriginalQuantity          string `json:"q"`  // Original Quantity
		Price                     string `json:"p"`  // Price
		AveragePrice              string `json:"ap"` // Average price
		OrderStatus               string `json:"X"`  // Order status
		LastFilledQuantity        string `json:"l"`  // Order last filled quantity
		FilledAccumulatedQuantity string `json:"z"`  // Order filled accumulated quantity
		OrderTradeTime            int64  `json:"T"`  // Order time
	} `json:"o"` // Order
}

type AllMarketMiniTickerCombinedResponse struct {
	StreamName string                      `json:"stream"` // Stream Name
	Data       AllMarketMiniTickerResponse `json:"data"`   // data
}

type AllMarketMiniTickerResponse []struct {
	EventType   string `json:"e"` // Event type
	EventTime   int64  `json:"E"` // Event time stamp
	Symbol      string `json:"s"` // Symbol
	ClosePrice  string `json:"c"` // Close price
	OpenPrice   string `json:"o"` // Open price
	HighPrice   string `json:"h"` // Highest price
	LowPrice    string `json:"l"` // Lowest price
	BaseVolume  string `json:"v"` // Total traded base asset volume
	QuoteVolume string `json:"q"` // Total traded quote asset volume
}

type AllMarketPriceCombinedResponse struct {
	StreamName string                 `json:"stream"` // Stream Name
	Data       AllMarketPriceResponse `json:"data"`   // data
}

type AllMarketPriceResponse []struct {
	EventType       string `json:"e"` // Event type
	EventTime       int64  `json:"E"` // Event time stamp
	Symbol          string `json:"s"` // Symbol
	MarketPrice     string `json:"p"` // Market price
	IndexPrice      string `json:"i"` // Index price
	EstimatedPrice  string `json:"P"` // Estimated Settle Price, only useful in the last hour before the settlement starts
	FundingRate     string `json:"r"` // Funding rate
	NextFundingTime int64  `json:"T"` // Next funding time
}

type AllMarketTickerCombinedResponse struct {
	StreamName string                  `json:"stream"` // Stream Name
	Data       AllMarketTickerResponse `json:"data"`   // data
}

type AllMarketTickerResponse []struct {
	EventType          string `json:"e"` // Event type
	EventTime          int64  `json:"E"` // Event time stamp
	Symbol             string `json:"s"` // Symbol
	PriceChange        string `json:"p"` // Price change
	PriceChangePercent string `json:"P"` // Price change percent
	AverageWeighted    string `json:"w"` // Weighted average price
	LastPrice          string `json:"c"` // Last price
	LastQuantity       string `json:"Q"` // Last quantity
	OpenPrice          string `json:"o"` // Open price
	HighPrice          string `json:"h"` // Highest price
	LowPrice           string `json:"l"` // Lowest price
	BaseVolume         string `json:"v"` // Total traded base asset volume
	QuoteVolume        string `json:"q"` // Total traded quote asset volume
	OpenTime           int64  `json:"O"` // Statistics open time
	CloseTime          int64  `json:"C"` // Statistics close time
	FirstTradeID       int64  `json:"F"` // First trade id
	LastTradeID        int64  `json:"L"` // Last trade id
	TotalTrades        int64  `json:"n"` // Total number of trades
}

type BLVTCandlestickCombinedResponse struct {
	StreamName string                  `json:"stream"` // Stream Name
	Data       BLVTCandlestickResponse `json:"data"`   // data
}

type BLVTCandlestickResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Symbol    string `json:"s"` // BLVT name
	KLine     struct {
		StartTime        int64  `json:"t"` // K line start time
		CloseTime        int64  `json:"T"` // K line close time
		Symbol           string `json:"s"` // BLVT name
		Interval         string `json:"i"` // Interval
		FirstTradeID     int64  `json:"f"` // First NAV update time
		LastTradeID      int64  `json:"L"` // Last NAV update time
		OpenPrice        string `json:"o"` // Open NAV Price
		ClosePrice       string `json:"c"` // Close NAV Price
		HighPrice        string `json:"h"` // Highest NAV price
		LowPrice         string `json:"l"` // Lowest NAV price
		RealLeverage     string `json:"v"` // Real leverage
		NAVNumber        int64  `json:"n"` // Number of NAV update
		Closed           bool   `json:"x"` // Ignore
		QuoteVolume      string `json:"q"` // Ignore
		TakerBaseVolume  string `json:"V"` // Ignore
		TakerQuoteVolume string `json:"Q"` // Ignore
		OtherParam       string `json:"B"` // Ignore
	} `json:"k"`
}

type BLVTInfoCombinedResponse struct {
	StreamName string           `json:"stream"` // Stream Name
	Data       BLVTInfoResponse `json:"data"`   // data
}

type BLVTInfoResponse struct {
	EventType   string          `json:"e"` // Event type
	EventTime   int64           `json:"E"` // Event time stamp
	Symbol      string          `json:"s"` // BLVT name
	IssuedToken decimal.Decimal `json:"m"` // Token issued
	Baskets     []struct {
		Symbol  string          `json:"s"` // Futures symbol
		Numbers decimal.Decimal `json:"n"` // position
	} `json:"b"` // Baskets
	NetValue       decimal.Decimal `json:"n"` // BLVT NAV
	RealLeverage   decimal.Decimal `json:"l"` // Real leverage
	TargetLeverage decimal.Decimal `json:"t"` // Target leverage
	FundingRatio   decimal.Decimal `json:"f"` // FundingRatio
}

type CandlestickCombinedResponse struct {
	StreamName string              `json:"stream"` // Stream Name
	Data       CandlestickResponse `json:"data"`   // data
}

type CandlestickResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Symbol    string `json:"s"` // Symbol
	KLine     struct {
		StartTime        int64  `json:"t"` // K line start time
		CloseTime        int64  `json:"T"` // K line close time
		Symbol           string `json:"s"` // Symbol
		Interval         string `json:"i"` // Interval
		FirstTradeID     int64  `json:"f"` // First Trade ID
		LastTradeID      int64  `json:"L"` // Last Trade ID
		OpenPrice        string `json:"o"` // Open Price
		ClosePrice       string `json:"c"` // Close Price
		HighPrice        string `json:"h"` // Highest price
		LowPrice         string `json:"l"` // Lowest price
		BaseVolume       string `json:"v"` // Base asset volume
		TradeNumbers     int64  `json:"n"` // Number of trades
		Closed           bool   `json:"x"` // Is this K line closed
		QuoteVolume      string `json:"q"` // Quote asset volume
		TakerBaseVolume  string `json:"V"` // Taker buy base asset volume
		TakerQuoteVolume string `json:"Q"` // Taker buy quote asset volume
		OtherParam       string `json:"B"` // Ignore
	} `json:"k"` // K line
}

type CompositeIndexCombinedResponse struct {
	StreamName string                 `json:"stream"` // Stream Name
	Data       CompositeIndexResponse `json:"data"`   // data
}

type CompositeIndexResponse struct {
	EventType   string `json:"e"` // Event type
	EventTime   int64  `json:"E"` // Event time stamp
	Symbol      string `json:"s"` // Symbol
	Price       string `json:"p"` // Price
	Composition []struct {
		BaseAsset        string `json:"b"`
		QuantityWeight   string `json:"w"` // Weight in quantity
		PercentageWeight string `json:"W"` // Weight in percentage
	} `json:"c"` // composition
}

type ContinuesCandlestickCombinedResponse struct {
	StreamName string                       `json:"stream"` // Stream Name
	Data       ContinuesCandlestickResponse `json:"data"`   // data
}

type ContinuesCandlestickResponse struct {
	EventType    string `json:"e"`  // Event type
	EventTime    int64  `json:"E"`  // Event time stamp
	Pair         string `json:"ps"` // Pair
	ContractType string `json:"ct"` // Contract type
	KLine        struct {
		StartTime        int64  `json:"t"` // K line start time
		CloseTime        int64  `json:"T"` // K line close time
		Interval         string `json:"i"` // Interval
		FirstTradeID     int64  `json:"f"` // First Trade ID
		LastTradeID      int64  `json:"L"` // Last Trade ID
		OpenPrice        string `json:"o"` // Open Price
		ClosePrice       string `json:"c"` // Close Price
		HighPrice        string `json:"h"` // Highest price
		LowPrice         string `json:"l"` // Lowest price
		BaseVolume       string `json:"v"` // Base asset volume
		TradeNumbers     int64  `json:"n"` // Number of trades
		Closed           bool   `json:"x"` // Is this K line closed
		QuoteVolume      string `json:"q"` // Quote asset volume
		TakerBaseVolume  string `json:"V"` // Taker buy base asset volume
		TakerQuoteVolume string `json:"Q"` // Taker buy quote asset volume
		OtherParam       string `json:"B"` // Ignore
	} `json:"k"` // K line
}

type DiffBookDepthCombinedResponse struct {
	StreamName string                `json:"stream"` // Stream Name
	Data       DiffBookDepthResponse `json:"data"`   // data
}

type DiffBookDepthResponse struct {
	EventType                 string     `json:"e"`  // Event type
	EventTime                 int64      `json:"E"`  // Event time stamp
	TransactionTime           int64      `json:"T"`  // Transaction time stamp
	Symbol                    string     `json:"s"`  // Symbol
	FirstUpdateID             int64      `json:"U"`  // First update ID in event
	FinalUpdateID             int64      `json:"u"`  // Final update ID in event
	FinalUpdateIDInLastStream int64      `json:"Pu"` // Final update Id in last stream(ie `u` in last stream)
	Bids                      [][]string `json:"b"`  // Bids to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
	Asks                      [][]string `json:"a"`  // Asks to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
}

type FuturesAggTradeWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesAllBookTickerWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesAllMarketLiquidationOrderWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesAllMarketMiniTickerWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesAllMarketPriceWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesAllMarketTickerWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesBLVTCandlestickWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesBLVTInfoWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesCandlestickWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesCompositeIndexWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesContinuesCandlestickWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesDiffBookDepthWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesLiquidationOrderWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesMarketPriceWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesPartialBookDepthWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesSymbolBookTickerWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesSymbolMiniTickerWebsocketClient struct {
	binance.WebsocketClient
}

type FuturesSymbolTickerWebsocketClient struct {
	binance.WebsocketClient
}

type LiquidationOrderCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       LiquidationOrderResponse `json:"data"`   // data
}

type LiquidationOrderResponse struct {
	EventType string `json:"e"` // Event type
	EventTime int64  `json:"E"` // Event time stamp
	Order     struct {
		Symbol                    string `json:"s"`  // Symbol
		Side                      string `json:"S"`  // Side
		OrderType                 string `json:"o"`  // Order Type
		ForceTime                 string `json:"f"`  // Time in force
		OriginalQuantity          string `json:"q"`  // Original Quantity
		Price                     string `json:"p"`  // Price
		AveragePrice              string `json:"ap"` // Average price
		OrderStatus               string `json:"X"`  // Order status
		LastFilledQuantity        string `json:"l"`  // Order last filled quantity
		FilledAccumulatedQuantity string `json:"z"`  // Order filled accumulated quantity
		OrderTradeTime            int64  `json:"T"`  // Order time
	} `json:"o"` // Order
}

type MarketPriceCombinedResponse struct {
	StreamName string              `json:"stream"` // Stream Name
	Data       MarketPriceResponse `json:"data"`   // data
}

type MarketPriceResponse struct {
	EventType       string `json:"e"` // Event type
	EventTime       int64  `json:"E"` // Event time stamp
	Symbol          string `json:"s"` // Symbol
	MarketPrice     string `json:"p"` // Market price
	IndexPrice      string `json:"i"` // Index price
	EstimatedPrice  string `json:"P"` // Estimated Settle Price, only useful in the last hour before the settlement starts
	FundingRate     string `json:"r"` // Funding rate
	NextFundingTime int64  `json:"T"` // Next funding time
}

type PartialBookDepthCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       PartialBookDepthResponse `json:"data"`   // data
}

type PartialBookDepthResponse struct {
	EventType                 string     `json:"e"`  // Event type
	EventTime                 int64      `json:"E"`  // Event time stamp
	TransactionTime           int64      `json:"T"`  // Transaction time stamp
	Symbol                    string     `json:"s"`  // Symbol
	FirstUpdateID             int64      `json:"U"`  // First update ID in event
	FinalUpdateID             int64      `json:"u"`  // Final update ID in event
	FinalUpdateIDInLastStream int64      `json:"Pu"` // Final update Id in last stream(ie `u` in last stream)
	Bids                      [][]string `json:"b"`  // Bids to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
	Asks                      [][]string `json:"a"`  // Asks to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
}

type SymbolBookTickerCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       SymbolBookTickerResponse `json:"data"`   // data
}

type SymbolBookTickerResponse struct {
	EventType       string `json:"e"` // Event type
	OrderUpdateID   int64  `json:"u"` // Order book updateId
	EventTime       int64  `json:"E"` // Event time stamp
	TransactionTime int64  `json:"T"` // Transaction time stamp
	Symbol          string `json:"s"` // Symbol
	BestPrice       string `json:"b"` // Best bid price
	BestQTY         string `json:"B"` // Best bid qty
	BestAskPrice    string `json:"a"` // Best ask price
	BestAskQTY      string `json:"A"` // Best ask qty
}

type SymbolMiniTickerCombinedResponse struct {
	StreamName string                   `json:"stream"` // Stream Name
	Data       SymbolMiniTickerResponse `json:"data"`   // data
}

type SymbolMiniTickerResponse struct {
	EventType   string `json:"e"` // Event type
	EventTime   int64  `json:"E"` // Event time stamp
	Symbol      string `json:"s"` // Symbol
	ClosePrice  string `json:"c"` // Close price
	OpenPrice   string `json:"o"` // Open price
	HighPrice   string `json:"h"` // Highest price
	LowPrice    string `json:"l"` // Lowest price
	BaseVolume  string `json:"v"` // Total traded base asset volume
	QuoteVolume string `json:"q"` // Total traded quote asset volume
}

type SymbolTickerCombinedResponse struct {
	StreamName string               `json:"stream"` // Stream Name
	Data       SymbolTickerResponse `json:"data"`   // data
}

type SymbolTickerResponse struct {
	EventType          string `json:"e"` // Event type
	EventTime          int64  `json:"E"` // Event time stamp
	Symbol             string `json:"s"` // Symbol
	PriceChange        string `json:"p"` // Price change
	PriceChangePercent string `json:"P"` // Price change percent
	AverageWeighted    string `json:"w"` // Weighted average price
	LastPrice          string `json:"c"` // Last price
	LastQuantity       string `json:"Q"` // Last quantity
	OpenPrice          string `json:"o"` // Open price
	HighPrice          string `json:"h"` // Highest price
	LowPrice           string `json:"l"` // Lowest price
	BaseVolume         string `json:"v"` // Total traded base asset volume
	QuoteVolume        string `json:"q"` // Total traded quote asset volume
	OpenTime           int64  `json:"O"` // Statistics open time
	CloseTime          int64  `json:"C"` // Statistics close time
	FirstTradeID       int64  `json:"F"` // First trade id
	LastTradeID        int64  `json:"L"` // Last trade id
	TotalTrades        int64  `json:"n"` // Total number of trades
}