() {
+ @Override
+ public void write(
+ JsonWriter out, TransferLdusdtRwusdForPortfolioMarginResponse value)
+ throws IOException {
+ JsonElement obj = thisAdapter.toJsonTree(value).getAsJsonObject();
+ elementAdapter.write(out, obj);
+ }
+
+ @Override
+ public TransferLdusdtRwusdForPortfolioMarginResponse read(JsonReader in)
+ throws IOException {
+ JsonElement jsonElement = elementAdapter.read(in);
+ // validateJsonElement(jsonElement);
+ return thisAdapter.fromJsonTree(jsonElement);
+ }
+ }.nullSafe();
+ }
+ }
+
+ /**
+ * Create an instance of TransferLdusdtRwusdForPortfolioMarginResponse given an JSON string
+ *
+ * @param jsonString JSON string
+ * @return An instance of TransferLdusdtRwusdForPortfolioMarginResponse
+ * @throws IOException if the JSON string is invalid with respect to
+ * TransferLdusdtRwusdForPortfolioMarginResponse
+ */
+ public static TransferLdusdtRwusdForPortfolioMarginResponse fromJson(String jsonString)
+ throws IOException {
+ return JSON.getGson()
+ .fromJson(jsonString, TransferLdusdtRwusdForPortfolioMarginResponse.class);
+ }
+
+ /**
+ * Convert an instance of TransferLdusdtRwusdForPortfolioMarginResponse to an JSON string
+ *
+ * @return JSON string
+ */
+ public String toJson() {
+ return JSON.getGson().toJson(this);
+ }
+}
diff --git a/clients/derivatives-trading-portfolio-margin-pro/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/websocket/stream/api/DerivativesTradingPortfolioMarginProWebSocketStreams.java b/clients/derivatives-trading-portfolio-margin-pro/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/websocket/stream/api/DerivativesTradingPortfolioMarginProWebSocketStreams.java
index 4766ca26..8731ff31 100644
--- a/clients/derivatives-trading-portfolio-margin-pro/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/websocket/stream/api/DerivativesTradingPortfolioMarginProWebSocketStreams.java
+++ b/clients/derivatives-trading-portfolio-margin-pro/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/websocket/stream/api/DerivativesTradingPortfolioMarginProWebSocketStreams.java
@@ -19,7 +19,7 @@
public class DerivativesTradingPortfolioMarginProWebSocketStreams {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-portfolio-margin-pro/4.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-portfolio-margin-pro/5.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private final StreamConnectionInterface connection;
diff --git a/clients/derivatives-trading-portfolio-margin-pro/src/test/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/rest/api/AccountApiTest.java b/clients/derivatives-trading-portfolio-margin-pro/src/test/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/rest/api/AccountApiTest.java
index e7b7f96a..30e44cab 100644
--- a/clients/derivatives-trading-portfolio-margin-pro/src/test/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/rest/api/AccountApiTest.java
+++ b/clients/derivatives-trading-portfolio-margin-pro/src/test/java/com/binance/connector/client/derivatives_trading_portfolio_margin_pro/rest/api/AccountApiTest.java
@@ -355,44 +355,6 @@ public void getPortfolioMarginProSpanAccountInfoTest() throws ApiException, Cryp
assertEquals("/sapi/v2/portfolio/account", actualRequest.url().encodedPath());
}
- /**
- * Mint BFUSD for Portfolio Margin(TRADE)
- *
- * Mint BFUSD for all types of Portfolio Margin account Weight: 1500
- *
- * @throws ApiException if the Api call fails
- */
- @Test
- public void mintBfusdForPortfolioMarginTest() throws ApiException, CryptoException {
- MintBfusdForPortfolioMarginRequest mintBfusdForPortfolioMarginRequest =
- new MintBfusdForPortfolioMarginRequest();
-
- mintBfusdForPortfolioMarginRequest.fromAsset("");
- mintBfusdForPortfolioMarginRequest.targetAsset("");
- mintBfusdForPortfolioMarginRequest.amount(1d);
-
- ApiResponse response =
- api.mintBfusdForPortfolioMargin(mintBfusdForPortfolioMarginRequest);
-
- ArgumentCaptor callArgumentCaptor = ArgumentCaptor.forClass(Call.class);
- Mockito.verify(apiClientSpy)
- .execute(callArgumentCaptor.capture(), Mockito.any(java.lang.reflect.Type.class));
-
- ArgumentCaptor signInputCaptor = ArgumentCaptor.forClass(String.class);
- Mockito.verify(signatureGeneratorSpy).signAsString(signInputCaptor.capture());
-
- Call captorValue = callArgumentCaptor.getValue();
- Request actualRequest = captorValue.request();
-
- assertEquals(
- "timestamp=1736393892000amount=1&targetAsset=&fromAsset=",
- signInputCaptor.getValue());
- assertEquals(
- "d714bfb2f91e65ebbaad39e62d090ec5733259dbebd895824c737a3a2585eff5",
- actualRequest.url().queryParameter("signature"));
- assertEquals("/sapi/v1/portfolio/mint", actualRequest.url().encodedPath());
- }
-
/**
* Portfolio Margin Pro Bankruptcy Loan Repay
*
@@ -533,44 +495,6 @@ public void queryPortfolioMarginProNegativeBalanceInterestHistoryTest()
assertEquals("/sapi/v1/portfolio/interest-history", actualRequest.url().encodedPath());
}
- /**
- * Redeem BFUSD for Portfolio Margin(TRADE)
- *
- * Redeem BFUSD for all types of Portfolio Margin account Weight: 1500
- *
- * @throws ApiException if the Api call fails
- */
- @Test
- public void redeemBfusdForPortfolioMarginTest() throws ApiException, CryptoException {
- RedeemBfusdForPortfolioMarginRequest redeemBfusdForPortfolioMarginRequest =
- new RedeemBfusdForPortfolioMarginRequest();
-
- redeemBfusdForPortfolioMarginRequest.fromAsset("");
- redeemBfusdForPortfolioMarginRequest.targetAsset("");
- redeemBfusdForPortfolioMarginRequest.amount(1d);
-
- ApiResponse response =
- api.redeemBfusdForPortfolioMargin(redeemBfusdForPortfolioMarginRequest);
-
- ArgumentCaptor callArgumentCaptor = ArgumentCaptor.forClass(Call.class);
- Mockito.verify(apiClientSpy)
- .execute(callArgumentCaptor.capture(), Mockito.any(java.lang.reflect.Type.class));
-
- ArgumentCaptor signInputCaptor = ArgumentCaptor.forClass(String.class);
- Mockito.verify(signatureGeneratorSpy).signAsString(signInputCaptor.capture());
-
- Call captorValue = callArgumentCaptor.getValue();
- Request actualRequest = captorValue.request();
-
- assertEquals(
- "timestamp=1736393892000amount=1&targetAsset=&fromAsset=",
- signInputCaptor.getValue());
- assertEquals(
- "d714bfb2f91e65ebbaad39e62d090ec5733259dbebd895824c737a3a2585eff5",
- actualRequest.url().queryParameter("signature"));
- assertEquals("/sapi/v1/portfolio/redeem", actualRequest.url().encodedPath());
- }
-
/**
* Repay futures Negative Balance(USER_DATA)
*
diff --git a/clients/derivatives-trading-portfolio-margin/CHANGELOG.md b/clients/derivatives-trading-portfolio-margin/CHANGELOG.md
index d8fc853e..2c0deca8 100644
--- a/clients/derivatives-trading-portfolio-margin/CHANGELOG.md
+++ b/clients/derivatives-trading-portfolio-margin/CHANGELOG.md
@@ -1,5 +1,14 @@
# Changelog
+## 4.0.0 - 2025-12-16
+
+### Changed (1)
+
+#### WebSocket Streams
+
+- Modified response for `userData()` method:
+ - removed `M` from `Executionreport`
+
## 3.0.0 - 2025-09-22
### Changed (2)
diff --git a/clients/derivatives-trading-portfolio-margin/docs/Executionreport.md b/clients/derivatives-trading-portfolio-margin/docs/Executionreport.md
index fbbdce5b..2aa03c5f 100644
--- a/clients/derivatives-trading-portfolio-margin/docs/Executionreport.md
+++ b/clients/derivatives-trading-portfolio-margin/docs/Executionreport.md
@@ -35,7 +35,6 @@
|**I** | **Long** | | [optional] |
|**wLowerCase** | **Boolean** | | [optional] |
|**mLowerCase** | **Boolean** | | [optional] |
-|**M** | **Boolean** | | [optional] |
|**O** | **Long** | | [optional] |
|**Z** | **String** | | [optional] |
|**Y** | **String** | | [optional] |
diff --git a/clients/derivatives-trading-portfolio-margin/docs/UserDataStreamEventsResponse.md b/clients/derivatives-trading-portfolio-margin/docs/UserDataStreamEventsResponse.md
index 3365f94f..d9b7f16f 100644
--- a/clients/derivatives-trading-portfolio-margin/docs/UserDataStreamEventsResponse.md
+++ b/clients/derivatives-trading-portfolio-margin/docs/UserDataStreamEventsResponse.md
@@ -42,7 +42,6 @@
|**I** | **Long** | | [optional] |
|**wLowerCase** | **Boolean** | | [optional] |
|**mLowerCase** | **String** | | [optional] |
-|**M** | **Boolean** | | [optional] |
|**O** | [**List<OpenorderlossOInner>**](OpenorderlossOInner.md) | | [optional] |
|**Z** | **String** | | [optional] |
|**Y** | **String** | | [optional] |
diff --git a/clients/derivatives-trading-portfolio-margin/docs/rest-api/migration-guide.md b/clients/derivatives-trading-portfolio-margin/docs/rest-api/migration-guide.md
index b72414ea..38b71dd3 100644
--- a/clients/derivatives-trading-portfolio-margin/docs/rest-api/migration-guide.md
+++ b/clients/derivatives-trading-portfolio-margin/docs/rest-api/migration-guide.md
@@ -22,7 +22,7 @@ With the transition to a modularized structure, the Binance Connector has been s
io.github.binance
binance-derivatives-trading-portfolio-margin
- 3.0.1
+ 4.0.0
```
@@ -91,7 +91,7 @@ by:
io.github.binance
binance-derivatives-trading-portfolio-margin
- 3.0.0
+ 4.0.0
```
diff --git a/clients/derivatives-trading-portfolio-margin/pom.xml b/clients/derivatives-trading-portfolio-margin/pom.xml
index 26bc90a9..41415ecd 100644
--- a/clients/derivatives-trading-portfolio-margin/pom.xml
+++ b/clients/derivatives-trading-portfolio-margin/pom.xml
@@ -5,7 +5,7 @@
4.0.0
binance-derivatives-trading-portfolio-margin
derivatives-trading-portfolio-margin
- 3.0.1
+ 4.0.0
jar
diff --git a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/AccountApi.java b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/AccountApi.java
index b3778a54..e0bf9ff3 100644
--- a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/AccountApi.java
+++ b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/AccountApi.java
@@ -94,7 +94,7 @@ public class AccountApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-portfolio-margin/3.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-portfolio-margin/4.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/MarketDataApi.java b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/MarketDataApi.java
index d658cc27..3c257647 100644
--- a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/MarketDataApi.java
+++ b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/MarketDataApi.java
@@ -40,7 +40,7 @@ public class MarketDataApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-portfolio-margin/3.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-portfolio-margin/4.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/TradeApi.java b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/TradeApi.java
index 3216e3dc..bbfa13ac 100644
--- a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/TradeApi.java
+++ b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/TradeApi.java
@@ -112,7 +112,7 @@ public class TradeApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-portfolio-margin/3.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-portfolio-margin/4.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/UserDataStreamsApi.java b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/UserDataStreamsApi.java
index 10dd885b..809dcdc8 100644
--- a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/UserDataStreamsApi.java
+++ b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/rest/api/UserDataStreamsApi.java
@@ -42,7 +42,7 @@ public class UserDataStreamsApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-portfolio-margin/3.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-portfolio-margin/4.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/api/DerivativesTradingPortfolioMarginWebSocketStreams.java b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/api/DerivativesTradingPortfolioMarginWebSocketStreams.java
index 6588ca37..a50f7586 100644
--- a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/api/DerivativesTradingPortfolioMarginWebSocketStreams.java
+++ b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/api/DerivativesTradingPortfolioMarginWebSocketStreams.java
@@ -19,7 +19,7 @@
public class DerivativesTradingPortfolioMarginWebSocketStreams {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-portfolio-margin/3.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-portfolio-margin/4.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private final StreamConnectionInterface connection;
diff --git a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/model/Executionreport.java b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/model/Executionreport.java
index 7491de85..0643340a 100644
--- a/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/model/Executionreport.java
+++ b/clients/derivatives-trading-portfolio-margin/src/main/java/com/binance/connector/client/derivatives_trading_portfolio_margin/websocket/stream/model/Executionreport.java
@@ -207,12 +207,6 @@ public class Executionreport extends BaseDTO {
@jakarta.annotation.Nullable
private Boolean mLowerCase;
- public static final String SERIALIZED_NAME_M = "M";
-
- @SerializedName(SERIALIZED_NAME_M)
- @jakarta.annotation.Nullable
- private Boolean M;
-
public static final String SERIALIZED_NAME_O = "O";
@SerializedName(SERIALIZED_NAME_O)
@@ -825,25 +819,6 @@ public void setmLowerCase(@jakarta.annotation.Nullable Boolean mLowerCase) {
this.mLowerCase = mLowerCase;
}
- public Executionreport M(@jakarta.annotation.Nullable Boolean M) {
- this.M = M;
- return this;
- }
-
- /**
- * Get M
- *
- * @return M
- */
- @jakarta.annotation.Nullable
- public Boolean getM() {
- return M;
- }
-
- public void setM(@jakarta.annotation.Nullable Boolean M) {
- this.M = M;
- }
-
public Executionreport O(@jakarta.annotation.Nullable Long O) {
this.O = O;
return this;
@@ -1128,7 +1103,6 @@ public boolean equals(Object o) {
&& Objects.equals(this.I, executionreport.I)
&& Objects.equals(this.wLowerCase, executionreport.wLowerCase)
&& Objects.equals(this.mLowerCase, executionreport.mLowerCase)
- && Objects.equals(this.M, executionreport.M)
&& Objects.equals(this.O, executionreport.O)
&& Objects.equals(this.Z, executionreport.Z)
&& Objects.equals(this.Y, executionreport.Y)
@@ -1175,7 +1149,6 @@ public int hashCode() {
I,
wLowerCase,
mLowerCase,
- M,
O,
Z,
Y,
@@ -1223,7 +1196,6 @@ public String toString() {
sb.append(" I: ").append(toIndentedString(I)).append("\n");
sb.append(" wLowerCase: ").append(toIndentedString(wLowerCase)).append("\n");
sb.append(" mLowerCase: ").append(toIndentedString(mLowerCase)).append("\n");
- sb.append(" M: ").append(toIndentedString(M)).append("\n");
sb.append(" O: ").append(toIndentedString(O)).append("\n");
sb.append(" Z: ").append(toIndentedString(Z)).append("\n");
sb.append(" Y: ").append(toIndentedString(Y)).append("\n");
@@ -1385,11 +1357,6 @@ public String toUrlQueryString() {
String mLowerCaseValueAsString = mLowerCaseValue.toString();
valMap.put("mLowerCase", mLowerCaseValueAsString);
}
- Boolean MValue = getM();
- if (MValue != null) {
- String MValueAsString = MValue.toString();
- valMap.put("M", MValueAsString);
- }
Long OValue = getO();
if (OValue != null) {
String OValueAsString = OValue.toString();
@@ -1578,10 +1545,6 @@ public Map toMap() {
if (mLowerCaseValue != null) {
valMap.put("mLowerCase", mLowerCaseValue);
}
- Object MValue = getM();
- if (MValue != null) {
- valMap.put("M", MValue);
- }
Object OValue = getO();
if (OValue != null) {
valMap.put("O", OValue);
@@ -1688,7 +1651,6 @@ private String toIndentedString(Object o) {
openapiFields.add("I");
openapiFields.add("w");
openapiFields.add("m");
- openapiFields.add("M");
openapiFields.add("O");
openapiFields.add("Z");
openapiFields.add("Y");
diff --git a/clients/derivatives-trading-usds-futures/CHANGELOG.md b/clients/derivatives-trading-usds-futures/CHANGELOG.md
index 011cfdd0..b5ab399d 100644
--- a/clients/derivatives-trading-usds-futures/CHANGELOG.md
+++ b/clients/derivatives-trading-usds-futures/CHANGELOG.md
@@ -1,5 +1,89 @@
# Changelog
+## 7.0.0 - 2025-12-16
+
+### Added (14)
+
+#### REST API
+
+- `adlRisk()` (`GET /fapi/v1/symbolAdlRisk`)
+- `cancelAlgoOrder()` (`DELETE /fapi/v1/algoOrder`)
+- `cancelAllAlgoOpenOrders()` (`DELETE /fapi/v1/algoOpenOrders`)
+- `currentAllAlgoOpenOrders()` (`GET /fapi/v1/openAlgoOrders`)
+- `futuresTradfiPerpsContract()` (`POST /fapi/v1/stock/contract`)
+- `newAlgoOrder()` (`POST /fapi/v1/algoOrder`)
+- `queryAlgoOrder()` (`GET /fapi/v1/algoOrder`)
+- `queryAllAlgoOrders()` (`GET /fapi/v1/allAlgoOrders`)
+- `rpiOrderBook()` (`GET /fapi/v1/rpiDepth`)
+- `tradingSchedule()` (`GET /fapi/v1/tradingSchedule`)
+
+#### WebSocket API
+
+- `cancelAlgoOrder()` (`algoOrder.cancel` method)
+- `newAlgoOrder()` (`algoOrder.place` method)
+
+#### WebSocket Streams
+
+- `rpiDiffBookDepthStreams()` (`@rpiDepth@500ms` stream)
+- `tradingSessionStream()` (`tradingSession` stream)
+
+### Changed (8)
+
+#### REST API
+
+- Modified parameter `batchOrders`:
+ - items.`activationPrice`: type `number` → `string`
+ - items.`callbackRate`: type `number` → `string`
+ - items.`goodTillDate`: type `integer` → `string`
+ - items.`price`: type `number` → `string`
+ - items.`quantity`: type `number` → `string`
+ - items.`stopPrice`: type `number` → `string`
+ - items.`timeInForce`: enum added: `RPI`
+ - items.`activationPrice`: type `number` → `string`
+ - items.`callbackRate`: type `number` → `string`
+ - items.`goodTillDate`: type `integer` → `string`
+ - items.`price`: type `number` → `string`
+ - items.`quantity`: type `number` → `string`
+ - items.`stopPrice`: type `number` → `string`
+ - items.`timeInForce`: enum added: `RPI`
+ - affected methods:
+ - `placeMultipleOrders()` (`POST /fapi/v1/batchOrders`)
+- Modified parameter `batchOrders`:
+ - items.`orderId`: type `integer` → `string`
+ - items.`price`: type `number` → `string`
+ - items.`quantity`: type `number` → `string`
+ - items.`recvWindow`: type `integer` → `string`
+ - items.`orderId`: type `integer` → `string`
+ - items.`price`: type `number` → `string`
+ - items.`quantity`: type `number` → `string`
+ - items.`recvWindow`: type `integer` → `string`
+ - affected methods:
+ - `modifyMultipleOrders()` (`PUT /fapi/v1/batchOrders`)
+- Modified parameter `timeInForce`:
+ - enum added: `RPI`
+ - affected methods:
+ - `newOrder()` (`POST /fapi/v1/order`)
+ - `testOrder()` (`POST /fapi/v1/order/test`)
+- Modified response for `userCommissionRate()` (`GET /fapi/v1/commissionRate`):
+ - property `rpiCommissionRate` added
+
+- Modified response for `oldTradesLookup()` (`GET /fapi/v1/historicalTrades`):
+ - items: property `isRPITrade` added
+ - items: item property `isRPITrade` added
+
+- Modified response for `recentTradesList()` (`GET /fapi/v1/trades`):
+ - items: property `isRPITrade` added
+ - items: item property `isRPITrade` added
+
+- Marked `symbolPriceTicker()` (`GET /fapi/v1/ticker/price`) as deprecated.
+
+#### WebSocket API
+
+- Modified parameter `timeInForce`:
+ - enum added: `RPI`
+ - affected methods:
+ - `newOrder()` (`order.place` method)
+
## 6.0.0 - 2025-10-21
### Changed (21)
diff --git a/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse.md b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse.md
new file mode 100644
index 00000000..66ff841c
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse.md
@@ -0,0 +1,15 @@
+
+
+# AdlRiskResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**symbol** | **String** | | [optional] |
+|**adlRisk** | **String** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse1.md b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse1.md
new file mode 100644
index 00000000..5d6f303f
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse1.md
@@ -0,0 +1,15 @@
+
+
+# AdlRiskResponse1
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**symbol** | **String** | | [optional] |
+|**adlRisk** | **String** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse2.md b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse2.md
new file mode 100644
index 00000000..d116a7ef
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse2.md
@@ -0,0 +1,12 @@
+
+
+# AdlRiskResponse2
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse2Inner.md b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse2Inner.md
new file mode 100644
index 00000000..a1c09145
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/AdlRiskResponse2Inner.md
@@ -0,0 +1,15 @@
+
+
+# AdlRiskResponse2Inner
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**symbol** | **String** | | [optional] |
+|**adlRisk** | **String** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/AlgoUpdate.md b/clients/derivatives-trading-usds-futures/docs/AlgoUpdate.md
new file mode 100644
index 00000000..b90b25db
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/AlgoUpdate.md
@@ -0,0 +1,15 @@
+
+
+# AlgoUpdate
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**T** | **Long** | | [optional] |
+|**E** | **Long** | | [optional] |
+|**oLowerCase** | [**AlgoUpdateO**](AlgoUpdateO.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/AlgoUpdateO.md b/clients/derivatives-trading-usds-futures/docs/AlgoUpdateO.md
new file mode 100644
index 00000000..63ada92b
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/AlgoUpdateO.md
@@ -0,0 +1,37 @@
+
+
+# AlgoUpdateO
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**caid** | **String** | | [optional] |
+|**aid** | **Long** | | [optional] |
+|**at** | **String** | | [optional] |
+|**oLowerCase** | **String** | | [optional] |
+|**sLowerCase** | **String** | | [optional] |
+|**S** | **String** | | [optional] |
+|**ps** | **String** | | [optional] |
+|**fLowerCase** | **String** | | [optional] |
+|**qLowerCase** | **String** | | [optional] |
+|**X** | **String** | | [optional] |
+|**ai** | **String** | | [optional] |
+|**ap** | **String** | | [optional] |
+|**aq** | **String** | | [optional] |
+|**act** | **String** | | [optional] |
+|**tp** | **String** | | [optional] |
+|**pLowerCase** | **String** | | [optional] |
+|**V** | **String** | | [optional] |
+|**wt** | **String** | | [optional] |
+|**pm** | **String** | | [optional] |
+|**cp** | **Boolean** | | [optional] |
+|**pP** | **Boolean** | | [optional] |
+|**R** | **Boolean** | | [optional] |
+|**tt** | **Long** | | [optional] |
+|**gtd** | **Long** | | [optional] |
+|**rm** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/BatchOrdersInner.md b/clients/derivatives-trading-usds-futures/docs/BatchOrdersInner.md
index d0469439..0e3d188f 100644
--- a/clients/derivatives-trading-usds-futures/docs/BatchOrdersInner.md
+++ b/clients/derivatives-trading-usds-futures/docs/BatchOrdersInner.md
@@ -7,14 +7,14 @@
| Name | Type | Description | Notes |
|------------ | ------------- | ------------- | -------------|
-|**orderId** | **Long** | | [optional] |
+|**orderId** | **String** | | [optional] |
|**origClientOrderId** | **String** | | [optional] |
|**symbol** | **String** | | [optional] |
|**side** | [**SideEnum**](#SideEnum) | | [optional] |
-|**quantity** | **Double** | | [optional] |
-|**price** | **Double** | | [optional] |
+|**quantity** | **String** | | [optional] |
+|**price** | **String** | | [optional] |
|**priceMatch** | [**PriceMatchEnum**](#PriceMatchEnum) | | [optional] |
-|**recvWindow** | **Long** | | [optional] |
+|**recvWindow** | **String** | | [optional] |
diff --git a/clients/derivatives-trading-usds-futures/docs/BatchOrdersPlaceMultipleOrdersInner.md b/clients/derivatives-trading-usds-futures/docs/BatchOrdersPlaceMultipleOrdersInner.md
index 18576940..4a9612bf 100644
--- a/clients/derivatives-trading-usds-futures/docs/BatchOrdersPlaceMultipleOrdersInner.md
+++ b/clients/derivatives-trading-usds-futures/docs/BatchOrdersPlaceMultipleOrdersInner.md
@@ -12,19 +12,19 @@
|**positionSide** | [**PositionSideEnum**](#PositionSideEnum) | | [optional] |
|**type** | **String** | | [optional] |
|**timeInForce** | [**TimeInForceEnum**](#TimeInForceEnum) | | [optional] |
-|**quantity** | **Double** | | [optional] |
+|**quantity** | **String** | | [optional] |
|**reduceOnly** | **String** | | [optional] |
-|**price** | **Double** | | [optional] |
+|**price** | **String** | | [optional] |
|**newClientOrderId** | **String** | | [optional] |
-|**stopPrice** | **Double** | | [optional] |
-|**activationPrice** | **Double** | | [optional] |
-|**callbackRate** | **Double** | | [optional] |
+|**stopPrice** | **String** | | [optional] |
+|**activationPrice** | **String** | | [optional] |
+|**callbackRate** | **String** | | [optional] |
|**workingType** | [**WorkingTypeEnum**](#WorkingTypeEnum) | | [optional] |
|**priceProtect** | **String** | | [optional] |
|**newOrderRespType** | [**NewOrderRespTypeEnum**](#NewOrderRespTypeEnum) | | [optional] |
|**priceMatch** | [**PriceMatchEnum**](#PriceMatchEnum) | | [optional] |
|**selfTradePreventionMode** | [**SelfTradePreventionModeEnum**](#SelfTradePreventionModeEnum) | | [optional] |
-|**goodTillDate** | **Long** | | [optional] |
+|**goodTillDate** | **String** | | [optional] |
@@ -56,6 +56,7 @@
| FOK | "FOK" |
| GTX | "GTX" |
| GTD | "GTD" |
+| RPI | "RPI" |
diff --git a/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderRequest.md b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderRequest.md
new file mode 100644
index 00000000..cd665e99
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderRequest.md
@@ -0,0 +1,16 @@
+
+
+# CancelAlgoOrderRequest
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**id** | **String** | | [optional] |
+|**algoid** | **Long** | | [optional] |
+|**clientalgoid** | **String** | | [optional] |
+|**recvWindow** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponse.md b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponse.md
new file mode 100644
index 00000000..b541227e
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponse.md
@@ -0,0 +1,16 @@
+
+
+# CancelAlgoOrderResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**id** | **String** | | [optional] |
+|**status** | **Long** | | [optional] |
+|**result** | [**CancelAlgoOrderResponseResult**](CancelAlgoOrderResponseResult.md) | | [optional] |
+|**rateLimits** | [**List<CancelAlgoOrderResponseRateLimitsInner>**](CancelAlgoOrderResponseRateLimitsInner.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/CancelOrderResponseRateLimitsInner.md b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponseRateLimitsInner.md
similarity index 89%
rename from clients/derivatives-trading-usds-futures/docs/CancelOrderResponseRateLimitsInner.md
rename to clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponseRateLimitsInner.md
index 7eab82b9..6299526e 100644
--- a/clients/derivatives-trading-usds-futures/docs/CancelOrderResponseRateLimitsInner.md
+++ b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponseRateLimitsInner.md
@@ -1,6 +1,6 @@
-# CancelOrderResponseRateLimitsInner
+# CancelAlgoOrderResponseRateLimitsInner
## Properties
diff --git a/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponseResult.md b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponseResult.md
new file mode 100644
index 00000000..e7b7ed91
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/CancelAlgoOrderResponseResult.md
@@ -0,0 +1,35 @@
+
+
+# CancelAlgoOrderResponseResult
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**algoId** | **Long** | | [optional] |
+|**clientAlgoId** | **String** | | [optional] |
+|**algoType** | **String** | | [optional] |
+|**orderType** | **String** | | [optional] |
+|**symbol** | **String** | | [optional] |
+|**side** | **String** | | [optional] |
+|**positionSide** | **String** | | [optional] |
+|**timeInForce** | **String** | | [optional] |
+|**quantity** | **String** | | [optional] |
+|**algoStatus** | **String** | | [optional] |
+|**triggerPrice** | **String** | | [optional] |
+|**price** | **String** | | [optional] |
+|**icebergQuantity** | **String** | | [optional] |
+|**selfTradePreventionMode** | **String** | | [optional] |
+|**workingType** | **String** | | [optional] |
+|**priceMatch** | **String** | | [optional] |
+|**closePosition** | **Boolean** | | [optional] |
+|**priceProtect** | **Boolean** | | [optional] |
+|**reduceOnly** | **Boolean** | | [optional] |
+|**createTime** | **Long** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+|**triggerTime** | **Long** | | [optional] |
+|**goodTillDate** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/CancelAllAlgoOpenOrdersResponse.md b/clients/derivatives-trading-usds-futures/docs/CancelAllAlgoOpenOrdersResponse.md
new file mode 100644
index 00000000..e632936c
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/CancelAllAlgoOpenOrdersResponse.md
@@ -0,0 +1,14 @@
+
+
+# CancelAllAlgoOpenOrdersResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**code** | **Long** | | [optional] |
+|**msg** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/CancelOrderResponse.md b/clients/derivatives-trading-usds-futures/docs/CancelOrderResponse.md
index 04d7e2d2..d38bb813 100644
--- a/clients/derivatives-trading-usds-futures/docs/CancelOrderResponse.md
+++ b/clients/derivatives-trading-usds-futures/docs/CancelOrderResponse.md
@@ -10,7 +10,7 @@
|**id** | **String** | | [optional] |
|**status** | **Long** | | [optional] |
|**result** | [**CancelOrderResponseResult**](CancelOrderResponseResult.md) | | [optional] |
-|**rateLimits** | [**List<CancelOrderResponseRateLimitsInner>**](CancelOrderResponseRateLimitsInner.md) | | [optional] |
+|**rateLimits** | [**List<CancelAlgoOrderResponseRateLimitsInner>**](CancelAlgoOrderResponseRateLimitsInner.md) | | [optional] |
diff --git a/clients/derivatives-trading-usds-futures/docs/CurrentAllAlgoOpenOrdersResponse.md b/clients/derivatives-trading-usds-futures/docs/CurrentAllAlgoOpenOrdersResponse.md
new file mode 100644
index 00000000..723f9be9
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/CurrentAllAlgoOpenOrdersResponse.md
@@ -0,0 +1,12 @@
+
+
+# CurrentAllAlgoOpenOrdersResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/CurrentAllAlgoOpenOrdersResponseInner.md b/clients/derivatives-trading-usds-futures/docs/CurrentAllAlgoOpenOrdersResponseInner.md
new file mode 100644
index 00000000..9a451d24
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/CurrentAllAlgoOpenOrdersResponseInner.md
@@ -0,0 +1,42 @@
+
+
+# CurrentAllAlgoOpenOrdersResponseInner
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**algoId** | **Long** | | [optional] |
+|**clientAlgoId** | **String** | | [optional] |
+|**algoType** | **String** | | [optional] |
+|**orderType** | **String** | | [optional] |
+|**symbol** | **String** | | [optional] |
+|**side** | **String** | | [optional] |
+|**positionSide** | **String** | | [optional] |
+|**timeInForce** | **String** | | [optional] |
+|**quantity** | **String** | | [optional] |
+|**algoStatus** | **String** | | [optional] |
+|**actualOrderId** | **String** | | [optional] |
+|**actualPrice** | **String** | | [optional] |
+|**triggerPrice** | **String** | | [optional] |
+|**price** | **String** | | [optional] |
+|**icebergQuantity** | **String** | | [optional] |
+|**tpTriggerPrice** | **String** | | [optional] |
+|**tpPrice** | **String** | | [optional] |
+|**slTriggerPrice** | **String** | | [optional] |
+|**slPrice** | **String** | | [optional] |
+|**tpOrderType** | **String** | | [optional] |
+|**selfTradePreventionMode** | **String** | | [optional] |
+|**workingType** | **String** | | [optional] |
+|**priceMatch** | **String** | | [optional] |
+|**closePosition** | **Boolean** | | [optional] |
+|**priceProtect** | **Boolean** | | [optional] |
+|**reduceOnly** | **Boolean** | | [optional] |
+|**createTime** | **Long** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+|**triggerTime** | **Long** | | [optional] |
+|**goodTillDate** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/FuturesTradfiPerpsContractRequest.md b/clients/derivatives-trading-usds-futures/docs/FuturesTradfiPerpsContractRequest.md
new file mode 100644
index 00000000..b4754deb
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/FuturesTradfiPerpsContractRequest.md
@@ -0,0 +1,13 @@
+
+
+# FuturesTradfiPerpsContractRequest
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**recvWindow** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/FuturesTradfiPerpsContractResponse.md b/clients/derivatives-trading-usds-futures/docs/FuturesTradfiPerpsContractResponse.md
new file mode 100644
index 00000000..111437aa
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/FuturesTradfiPerpsContractResponse.md
@@ -0,0 +1,14 @@
+
+
+# FuturesTradfiPerpsContractResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**code** | **Long** | | [optional] |
+|**msg** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/MarketDataApi.md b/clients/derivatives-trading-usds-futures/docs/MarketDataApi.md
index 2d21fac6..c7c86393 100644
--- a/clients/derivatives-trading-usds-futures/docs/MarketDataApi.md
+++ b/clients/derivatives-trading-usds-futures/docs/MarketDataApi.md
@@ -15,7 +15,7 @@ All URIs are relative to *http://localhost*
Order Book
-Get current order book. Note that this request returns limited market depth. If you need to continuously monitor order book updates, please consider using Websocket Market Streams: * `<symbol>@depth<levels>` * `<symbol>@depth` You can use `depth` request together with `<symbol>@depth` streams to maintain a local order book. Weight: Adjusted based on the limit: | Limit | Weight | | ------------- | ------ | | 5, 10, 20, 50 | 2 | | 100 | 5 | | 500 | 10 | | 1000 | 20 |
+Get current order book. Note that this request returns limited market depth. If you need to continuously monitor order book updates, please consider using Websocket Market Streams: * `<symbol>@depth<levels>` * `<symbol>@depth` You can use `depth` request together with `<symbol>@depth` streams to maintain a local order book. Retail Price Improvement(RPI) orders are not visible and excluded in the response message. Weight: Adjusted based on the limit: | Limit | Weight | | ------------- | ------ | | 5, 10, 20, 50 | 2 | | 100 | 5 | | 500 | 10 | | 1000 | 20 |
### Example
```java
@@ -77,7 +77,7 @@ No authorization required
Symbol Order Book Ticker
-Best price/qty on the order book for a symbol or symbols. * If the symbol is not sent, bookTickers for all symbols will be returned in an array. * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore. Weight: 2 for a single symbol; 5 when the symbol parameter is omitted
+Best price/qty on the order book for a symbol or symbols. Retail Price Improvement(RPI) orders are not visible and excluded in the response message. * If the symbol is not sent, bookTickers for all symbols will be returned in an array. * The field `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint, please ignore. Weight: 2 for a single symbol; 5 when the symbol parameter is omitted
### Example
```java
diff --git a/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderRequest.md b/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderRequest.md
new file mode 100644
index 00000000..1ba878a9
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderRequest.md
@@ -0,0 +1,33 @@
+
+
+# NewAlgoOrderRequest
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**id** | **String** | | [optional] |
+|**algoType** | **String** | | |
+|**symbol** | **String** | | |
+|**side** | **Side** | | |
+|**positionSide** | **PositionSide** | | [optional] |
+|**type** | **String** | | |
+|**timeInForce** | **TimeInForce** | | [optional] |
+|**quantity** | **Double** | | [optional] |
+|**price** | **Double** | | [optional] |
+|**triggerPrice** | **Double** | | [optional] |
+|**workingType** | **WorkingType** | | [optional] |
+|**priceMatch** | **PriceMatch** | | [optional] |
+|**closePosition** | **String** | | [optional] |
+|**priceProtect** | **String** | | [optional] |
+|**reduceOnly** | **String** | | [optional] |
+|**activationPrice** | **Double** | | [optional] |
+|**callbackRate** | **Double** | | [optional] |
+|**clientAlgoId** | **String** | | [optional] |
+|**selfTradePreventionMode** | **SelfTradePreventionMode** | | [optional] |
+|**goodTillDate** | **Long** | | [optional] |
+|**recvWindow** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderResponse.md b/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderResponse.md
new file mode 100644
index 00000000..25eb6f86
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderResponse.md
@@ -0,0 +1,16 @@
+
+
+# NewAlgoOrderResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**id** | **String** | | [optional] |
+|**status** | **Long** | | [optional] |
+|**result** | [**NewAlgoOrderResponseResult**](NewAlgoOrderResponseResult.md) | | [optional] |
+|**rateLimits** | [**List<CancelAlgoOrderResponseRateLimitsInner>**](CancelAlgoOrderResponseRateLimitsInner.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderResponseResult.md b/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderResponseResult.md
new file mode 100644
index 00000000..59d9efd1
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/NewAlgoOrderResponseResult.md
@@ -0,0 +1,35 @@
+
+
+# NewAlgoOrderResponseResult
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**algoId** | **Long** | | [optional] |
+|**clientAlgoId** | **String** | | [optional] |
+|**algoType** | **String** | | [optional] |
+|**orderType** | **String** | | [optional] |
+|**symbol** | **String** | | [optional] |
+|**side** | **String** | | [optional] |
+|**positionSide** | **String** | | [optional] |
+|**timeInForce** | **String** | | [optional] |
+|**quantity** | **String** | | [optional] |
+|**algoStatus** | **String** | | [optional] |
+|**triggerPrice** | **String** | | [optional] |
+|**price** | **String** | | [optional] |
+|**icebergQuantity** | **String** | | [optional] |
+|**selfTradePreventionMode** | **String** | | [optional] |
+|**workingType** | **String** | | [optional] |
+|**priceMatch** | **String** | | [optional] |
+|**closePosition** | **Boolean** | | [optional] |
+|**priceProtect** | **Boolean** | | [optional] |
+|**reduceOnly** | **Boolean** | | [optional] |
+|**createTime** | **Long** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+|**triggerTime** | **Long** | | [optional] |
+|**goodTillDate** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/OldTradesLookupResponseInner.md b/clients/derivatives-trading-usds-futures/docs/OldTradesLookupResponseInner.md
index 80efa818..ddbabd22 100644
--- a/clients/derivatives-trading-usds-futures/docs/OldTradesLookupResponseInner.md
+++ b/clients/derivatives-trading-usds-futures/docs/OldTradesLookupResponseInner.md
@@ -13,6 +13,7 @@
|**quoteQty** | **String** | | [optional] |
|**time** | **Long** | | [optional] |
|**isBuyerMaker** | **Boolean** | | [optional] |
+|**isRPITrade** | **Boolean** | | [optional] |
diff --git a/clients/derivatives-trading-usds-futures/docs/QueryAlgoOrderResponse.md b/clients/derivatives-trading-usds-futures/docs/QueryAlgoOrderResponse.md
new file mode 100644
index 00000000..32fa5b15
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/QueryAlgoOrderResponse.md
@@ -0,0 +1,42 @@
+
+
+# QueryAlgoOrderResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**algoId** | **Long** | | [optional] |
+|**clientAlgoId** | **String** | | [optional] |
+|**algoType** | **String** | | [optional] |
+|**orderType** | **String** | | [optional] |
+|**symbol** | **String** | | [optional] |
+|**side** | **String** | | [optional] |
+|**positionSide** | **String** | | [optional] |
+|**timeInForce** | **String** | | [optional] |
+|**quantity** | **String** | | [optional] |
+|**algoStatus** | **String** | | [optional] |
+|**actualOrderId** | **String** | | [optional] |
+|**actualPrice** | **String** | | [optional] |
+|**triggerPrice** | **String** | | [optional] |
+|**price** | **String** | | [optional] |
+|**icebergQuantity** | **String** | | [optional] |
+|**tpTriggerPrice** | **String** | | [optional] |
+|**tpPrice** | **String** | | [optional] |
+|**slTriggerPrice** | **String** | | [optional] |
+|**slPrice** | **String** | | [optional] |
+|**tpOrderType** | **String** | | [optional] |
+|**selfTradePreventionMode** | **String** | | [optional] |
+|**workingType** | **String** | | [optional] |
+|**priceMatch** | **String** | | [optional] |
+|**closePosition** | **Boolean** | | [optional] |
+|**priceProtect** | **Boolean** | | [optional] |
+|**reduceOnly** | **Boolean** | | [optional] |
+|**createTime** | **Long** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+|**triggerTime** | **Long** | | [optional] |
+|**goodTillDate** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/QueryAllAlgoOrdersResponse.md b/clients/derivatives-trading-usds-futures/docs/QueryAllAlgoOrdersResponse.md
new file mode 100644
index 00000000..faeb3291
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/QueryAllAlgoOrdersResponse.md
@@ -0,0 +1,12 @@
+
+
+# QueryAllAlgoOrdersResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/QueryAllAlgoOrdersResponseInner.md b/clients/derivatives-trading-usds-futures/docs/QueryAllAlgoOrdersResponseInner.md
new file mode 100644
index 00000000..eae68365
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/QueryAllAlgoOrdersResponseInner.md
@@ -0,0 +1,42 @@
+
+
+# QueryAllAlgoOrdersResponseInner
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**algoId** | **Long** | | [optional] |
+|**clientAlgoId** | **String** | | [optional] |
+|**algoType** | **String** | | [optional] |
+|**orderType** | **String** | | [optional] |
+|**symbol** | **String** | | [optional] |
+|**side** | **String** | | [optional] |
+|**positionSide** | **String** | | [optional] |
+|**timeInForce** | **String** | | [optional] |
+|**quantity** | **String** | | [optional] |
+|**algoStatus** | **String** | | [optional] |
+|**actualOrderId** | **String** | | [optional] |
+|**actualPrice** | **String** | | [optional] |
+|**triggerPrice** | **String** | | [optional] |
+|**price** | **String** | | [optional] |
+|**icebergQuantity** | **String** | | [optional] |
+|**tpTriggerPrice** | **String** | | [optional] |
+|**tpPrice** | **String** | | [optional] |
+|**slTriggerPrice** | **String** | | [optional] |
+|**slPrice** | **String** | | [optional] |
+|**tpOrderType** | **String** | | [optional] |
+|**selfTradePreventionMode** | **String** | | [optional] |
+|**workingType** | **String** | | [optional] |
+|**priceMatch** | **String** | | [optional] |
+|**closePosition** | **Boolean** | | [optional] |
+|**priceProtect** | **Boolean** | | [optional] |
+|**reduceOnly** | **Boolean** | | [optional] |
+|**createTime** | **Long** | | [optional] |
+|**updateTime** | **Long** | | [optional] |
+|**triggerTime** | **Long** | | [optional] |
+|**goodTillDate** | **Long** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RecentTradesListResponseInner.md b/clients/derivatives-trading-usds-futures/docs/RecentTradesListResponseInner.md
index 38cff87e..f68aa472 100644
--- a/clients/derivatives-trading-usds-futures/docs/RecentTradesListResponseInner.md
+++ b/clients/derivatives-trading-usds-futures/docs/RecentTradesListResponseInner.md
@@ -13,6 +13,7 @@
|**quoteQty** | **String** | | [optional] |
|**time** | **Long** | | [optional] |
|**isBuyerMaker** | **Boolean** | | [optional] |
+|**isRPITrade** | **Boolean** | | [optional] |
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsRequest.md b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsRequest.md
new file mode 100644
index 00000000..90429336
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsRequest.md
@@ -0,0 +1,14 @@
+
+
+# RpiDiffBookDepthStreamsRequest
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**id** | **String** | | [optional] |
+|**symbol** | **String** | | |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponse.md b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponse.md
new file mode 100644
index 00000000..8b8daf83
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponse.md
@@ -0,0 +1,21 @@
+
+
+# RpiDiffBookDepthStreamsResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**eLowerCase** | **String** | | [optional] |
+|**E** | **Long** | | [optional] |
+|**T** | **Long** | | [optional] |
+|**sLowerCase** | **String** | | [optional] |
+|**U** | **Long** | | [optional] |
+|**uLowerCase** | **Long** | | [optional] |
+|**pu** | **Long** | | [optional] |
+|**bLowerCase** | **List<RpiDiffBookDepthStreamsResponseBItem>** | | [optional] |
+|**aLowerCase** | **List<RpiDiffBookDepthStreamsResponseAItem>** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponseAItem.md b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponseAItem.md
new file mode 100644
index 00000000..75ad8c30
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponseAItem.md
@@ -0,0 +1,12 @@
+
+
+# RpiDiffBookDepthStreamsResponseAItem
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponseBItem.md b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponseBItem.md
new file mode 100644
index 00000000..0aaebe20
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiDiffBookDepthStreamsResponseBItem.md
@@ -0,0 +1,12 @@
+
+
+# RpiDiffBookDepthStreamsResponseBItem
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponse.md b/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponse.md
new file mode 100644
index 00000000..e1231c82
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponse.md
@@ -0,0 +1,17 @@
+
+
+# RpiOrderBookResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**lastUpdateId** | **Long** | | [optional] |
+|**E** | **Long** | | [optional] |
+|**T** | **Long** | | [optional] |
+|**bids** | **List<RpiOrderBookResponseBidsItem>** | | [optional] |
+|**asks** | **List<RpiOrderBookResponseAsksItem>** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponseAsksItem.md b/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponseAsksItem.md
new file mode 100644
index 00000000..7d07a6d9
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponseAsksItem.md
@@ -0,0 +1,12 @@
+
+
+# RpiOrderBookResponseAsksItem
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponseBidsItem.md b/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponseBidsItem.md
new file mode 100644
index 00000000..51659ff7
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/RpiOrderBookResponseBidsItem.md
@@ -0,0 +1,12 @@
+
+
+# RpiOrderBookResponseBidsItem
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TimeInForce.md b/clients/derivatives-trading-usds-futures/docs/TimeInForce.md
index 51104eeb..a9b7549d 100644
--- a/clients/derivatives-trading-usds-futures/docs/TimeInForce.md
+++ b/clients/derivatives-trading-usds-futures/docs/TimeInForce.md
@@ -15,5 +15,7 @@
* `GTD` (value: `"GTD"`)
+* `RPI` (value: `"RPI"`)
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradeApi.md b/clients/derivatives-trading-usds-futures/docs/TradeApi.md
index 9c276be8..cecdc4b0 100644
--- a/clients/derivatives-trading-usds-futures/docs/TradeApi.md
+++ b/clients/derivatives-trading-usds-futures/docs/TradeApi.md
@@ -4,14 +4,78 @@ All URIs are relative to *http://localhost*
| Method | HTTP request | Description |
|------------- | ------------- | -------------|
+| [**cancelAlgoOrder**](TradeApi.md#cancelAlgoOrder) | **POST** /algoOrder.cancel | Cancel Algo Order (TRADE) |
| [**cancelOrder**](TradeApi.md#cancelOrder) | **POST** /order.cancel | Cancel Order (TRADE) |
| [**modifyOrder**](TradeApi.md#modifyOrder) | **POST** /order.modify | Modify Order (TRADE) |
+| [**newAlgoOrder**](TradeApi.md#newAlgoOrder) | **POST** /algoOrder.place | New Algo Order(TRADE) |
| [**newOrder**](TradeApi.md#newOrder) | **POST** /order.place | New Order(TRADE) |
| [**positionInformation**](TradeApi.md#positionInformation) | **POST** /account.position | Position Information (USER_DATA) |
| [**positionInformationV2**](TradeApi.md#positionInformationV2) | **POST** /v2/account.position | Position Information V2 (USER_DATA) |
| [**queryOrder**](TradeApi.md#queryOrder) | **POST** /order.status | Query Order (USER_DATA) |
+
+# **cancelAlgoOrder**
+> CancelAlgoOrderResponse cancelAlgoOrder(cancelAlgoOrderRequest)
+
+Cancel Algo Order (TRADE)
+
+Cancel an active algo order. * Either `algoid` or `clientalgoid` must be sent. Weight: 1
+
+### Example
+```java
+// Import classes:
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiClient;
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiException;
+import com.binance.connector.client.derivatives_trading_usds_futures.Configuration;
+import com.binance.connector.client.derivatives_trading_usds_futures.models.*;
+import com.binance.connector.client.derivatives_trading_usds_futures.websocket.api.api.TradeApi;
+
+public class Example {
+ public static void main(String[] args) {
+ ApiClient defaultClient = Configuration.getDefaultApiClient();
+ defaultClient.setBasePath("http://localhost");
+
+ TradeApi apiInstance = new TradeApi(defaultClient);
+ CancelAlgoOrderRequest cancelAlgoOrderRequest = new CancelAlgoOrderRequest(); // CancelAlgoOrderRequest |
+ try {
+ CancelAlgoOrderResponse result = apiInstance.cancelAlgoOrder(cancelAlgoOrderRequest);
+ System.out.println(result);
+ } catch (ApiException e) {
+ System.err.println("Exception when calling TradeApi#cancelAlgoOrder");
+ System.err.println("Status code: " + e.getCode());
+ System.err.println("Reason: " + e.getResponseBody());
+ System.err.println("Response headers: " + e.getResponseHeaders());
+ e.printStackTrace();
+ }
+ }
+}
+```
+
+### Parameters
+
+| Name | Type | Description | Notes |
+|------------- | ------------- | ------------- | -------------|
+| **cancelAlgoOrderRequest** | [**CancelAlgoOrderRequest**](CancelAlgoOrderRequest.md)| | |
+
+### Return type
+
+[**CancelAlgoOrderResponse**](CancelAlgoOrderResponse.md)
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: application/json
+ - **Accept**: application/json
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+| **200** | Cancel Algo Order | - |
+
# **cancelOrder**
> CancelOrderResponse cancelOrder(cancelOrderRequest)
@@ -136,6 +200,68 @@ No authorization required
|-------------|-------------|------------------|
| **200** | Modify Order | - |
+
+# **newAlgoOrder**
+> NewAlgoOrderResponse newAlgoOrder(newAlgoOrderRequest)
+
+New Algo Order(TRADE)
+
+Send in a new algo order. * Condition orders will be triggered when: * If parameter`priceProtect`is sent as true: * when price reaches the `triggerPrice` ,the difference rate between \"MARK_PRICE\" and \"CONTRACT_PRICE\" cannot be larger than the \"triggerProtect\" of the symbol * \"triggerProtect\" of a symbol can be got from `GET /fapi/v1/exchangeInfo` * `STOP`, `STOP_MARKET`: * BUY: latest price (\"MARK_PRICE\" or \"CONTRACT_PRICE\") >= `triggerPrice` * SELL: latest price (\"MARK_PRICE\" or \"CONTRACT_PRICE\") <= `triggerPrice` * `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`: * BUY: latest price (\"MARK_PRICE\" or \"CONTRACT_PRICE\") <= `triggerPrice` * SELL: latest price (\"MARK_PRICE\" or \"CONTRACT_PRICE\") >= `triggerPrice` * `TRAILING_STOP_MARKET`: * BUY: the lowest price after order placed <= `activationPrice`, and the latest price >= the lowest price * (1 + `callbackRate`) * SELL: the highest price after order placed >= `activationPrice`, and the latest price <= the highest price * (1 - `callbackRate`) * For `TRAILING_STOP_MARKET`, if you got such error code. ``{\"code\": -2021, \"msg\": \"Order would immediately trigger.\"}`` means that the parameters you send do not meet the following requirements: * BUY: `activationPrice` should be smaller than latest price. * SELL: `activationPrice` should be larger than latest price. * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with `closePosition`=`true`: * Follow the same rules for condition orders. * If triggered,**close all** current long position( if `SELL`) or current short position( if `BUY`). * Cannot be used with `quantity` paremeter * Cannot be used with `reduceOnly` parameter * In Hedge Mode,cannot be used with `BUY` orders in `LONG` position side. and cannot be used with `SELL` orders in `SHORT` position side * `selfTradePreventionMode` is only effective when `timeInForce` set to `IOC` or `GTC` or `GTD`. Weight: 0
+
+### Example
+```java
+// Import classes:
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiClient;
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiException;
+import com.binance.connector.client.derivatives_trading_usds_futures.Configuration;
+import com.binance.connector.client.derivatives_trading_usds_futures.models.*;
+import com.binance.connector.client.derivatives_trading_usds_futures.websocket.api.api.TradeApi;
+
+public class Example {
+ public static void main(String[] args) {
+ ApiClient defaultClient = Configuration.getDefaultApiClient();
+ defaultClient.setBasePath("http://localhost");
+
+ TradeApi apiInstance = new TradeApi(defaultClient);
+ NewAlgoOrderRequest newAlgoOrderRequest = new NewAlgoOrderRequest(); // NewAlgoOrderRequest |
+ try {
+ NewAlgoOrderResponse result = apiInstance.newAlgoOrder(newAlgoOrderRequest);
+ System.out.println(result);
+ } catch (ApiException e) {
+ System.err.println("Exception when calling TradeApi#newAlgoOrder");
+ System.err.println("Status code: " + e.getCode());
+ System.err.println("Reason: " + e.getResponseBody());
+ System.err.println("Response headers: " + e.getResponseHeaders());
+ e.printStackTrace();
+ }
+ }
+}
+```
+
+### Parameters
+
+| Name | Type | Description | Notes |
+|------------- | ------------- | ------------- | -------------|
+| **newAlgoOrderRequest** | [**NewAlgoOrderRequest**](NewAlgoOrderRequest.md)| | |
+
+### Return type
+
+[**NewAlgoOrderResponse**](NewAlgoOrderResponse.md)
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: application/json
+ - **Accept**: application/json
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+| **200** | New Algo Order | - |
+
# **newOrder**
> NewOrderResponse newOrder(newOrderRequest)
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponse.md b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponse.md
new file mode 100644
index 00000000..56aad059
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponse.md
@@ -0,0 +1,14 @@
+
+
+# TradingScheduleResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**updateTime** | **Long** | | [optional] |
+|**marketSchedules** | [**TradingScheduleResponseMarketSchedules**](TradingScheduleResponseMarketSchedules.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedules.md b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedules.md
new file mode 100644
index 00000000..850be4a1
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedules.md
@@ -0,0 +1,14 @@
+
+
+# TradingScheduleResponseMarketSchedules
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**EQUITY** | [**TradingScheduleResponseMarketSchedulesEQUITY**](TradingScheduleResponseMarketSchedulesEQUITY.md) | | [optional] |
+|**COMMODITY** | [**TradingScheduleResponseMarketSchedulesCOMMODITY**](TradingScheduleResponseMarketSchedulesCOMMODITY.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesCOMMODITY.md b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesCOMMODITY.md
new file mode 100644
index 00000000..06ee6f00
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesCOMMODITY.md
@@ -0,0 +1,13 @@
+
+
+# TradingScheduleResponseMarketSchedulesCOMMODITY
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**sessions** | [**List<TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner>**](TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner.md b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner.md
new file mode 100644
index 00000000..dc6a34df
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner.md
@@ -0,0 +1,15 @@
+
+
+# TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**startTime** | **Long** | | [optional] |
+|**endTime** | **Long** | | [optional] |
+|**type** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesEQUITY.md b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesEQUITY.md
new file mode 100644
index 00000000..aff939b1
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesEQUITY.md
@@ -0,0 +1,13 @@
+
+
+# TradingScheduleResponseMarketSchedulesEQUITY
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**sessions** | [**List<TradingScheduleResponseMarketSchedulesEQUITYSessionsInner>**](TradingScheduleResponseMarketSchedulesEQUITYSessionsInner.md) | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesEQUITYSessionsInner.md b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesEQUITYSessionsInner.md
new file mode 100644
index 00000000..7eec8548
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingScheduleResponseMarketSchedulesEQUITYSessionsInner.md
@@ -0,0 +1,15 @@
+
+
+# TradingScheduleResponseMarketSchedulesEQUITYSessionsInner
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**startTime** | **Long** | | [optional] |
+|**endTime** | **Long** | | [optional] |
+|**type** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingSessionStreamRequest.md b/clients/derivatives-trading-usds-futures/docs/TradingSessionStreamRequest.md
new file mode 100644
index 00000000..1ce03f67
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingSessionStreamRequest.md
@@ -0,0 +1,13 @@
+
+
+# TradingSessionStreamRequest
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**id** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/TradingSessionStreamResponse.md b/clients/derivatives-trading-usds-futures/docs/TradingSessionStreamResponse.md
new file mode 100644
index 00000000..9c237109
--- /dev/null
+++ b/clients/derivatives-trading-usds-futures/docs/TradingSessionStreamResponse.md
@@ -0,0 +1,17 @@
+
+
+# TradingSessionStreamResponse
+
+
+## Properties
+
+| Name | Type | Description | Notes |
+|------------ | ------------- | ------------- | -------------|
+|**eLowerCase** | **String** | | [optional] |
+|**E** | **Long** | | [optional] |
+|**tLowerCase** | **Long** | | [optional] |
+|**T** | **Long** | | [optional] |
+|**S** | **String** | | [optional] |
+
+
+
diff --git a/clients/derivatives-trading-usds-futures/docs/UserCommissionRateResponse.md b/clients/derivatives-trading-usds-futures/docs/UserCommissionRateResponse.md
index 9e34492b..2c8669b9 100644
--- a/clients/derivatives-trading-usds-futures/docs/UserCommissionRateResponse.md
+++ b/clients/derivatives-trading-usds-futures/docs/UserCommissionRateResponse.md
@@ -10,6 +10,7 @@
|**symbol** | **String** | | [optional] |
|**makerCommissionRate** | **String** | | [optional] |
|**takerCommissionRate** | **String** | | [optional] |
+|**rpiCommissionRate** | **String** | | [optional] |
diff --git a/clients/derivatives-trading-usds-futures/docs/UserDataStreamEventsResponse.md b/clients/derivatives-trading-usds-futures/docs/UserDataStreamEventsResponse.md
index 405062fd..fcf6c8bd 100644
--- a/clients/derivatives-trading-usds-futures/docs/UserDataStreamEventsResponse.md
+++ b/clients/derivatives-trading-usds-futures/docs/UserDataStreamEventsResponse.md
@@ -11,12 +11,12 @@
|**T** | **Long** | | [optional] |
|**ac** | [**AccountConfigUpdateAc**](AccountConfigUpdateAc.md) | | [optional] |
|**ai** | [**AccountConfigUpdateAi**](AccountConfigUpdateAi.md) | | [optional] |
+|**oLowerCase** | [**OrderTradeUpdateO**](OrderTradeUpdateO.md) | | [optional] |
|**aLowerCase** | [**AccountUpdateA**](AccountUpdateA.md) | | [optional] |
|**or** | [**ConditionalOrderTriggerRejectOr**](ConditionalOrderTriggerRejectOr.md) | | [optional] |
|**gu** | [**GridUpdateGu**](GridUpdateGu.md) | | [optional] |
|**cw** | **String** | | [optional] |
|**pLowerCase** | **String** | | [optional] |
-|**oLowerCase** | [**OrderTradeUpdateO**](OrderTradeUpdateO.md) | | [optional] |
|**su** | [**StrategyUpdateSu**](StrategyUpdateSu.md) | | [optional] |
|**sLowerCase** | **String** | | [optional] |
|**qLowerCase** | **String** | | [optional] |
diff --git a/clients/derivatives-trading-usds-futures/docs/WebsocketMarketStreamsApi.md b/clients/derivatives-trading-usds-futures/docs/WebsocketMarketStreamsApi.md
index 9846c679..9d2ee239 100644
--- a/clients/derivatives-trading-usds-futures/docs/WebsocketMarketStreamsApi.md
+++ b/clients/derivatives-trading-usds-futures/docs/WebsocketMarketStreamsApi.md
@@ -22,6 +22,8 @@ All URIs are relative to *http://localhost*
| [**markPriceStreamForAllMarket**](WebsocketMarketStreamsApi.md#markPriceStreamForAllMarket) | **POST** /!markPrice@arr@<updateSpeed> | Mark Price Stream for All market |
| [**multiAssetsModeAssetIndex**](WebsocketMarketStreamsApi.md#multiAssetsModeAssetIndex) | **POST** /!assetIndex@arr | Multi-Assets Mode Asset Index |
| [**partialBookDepthStreams**](WebsocketMarketStreamsApi.md#partialBookDepthStreams) | **POST** /<symbol>@depth<levels>@<updateSpeed> | Partial Book Depth Streams |
+| [**rpiDiffBookDepthStreams**](WebsocketMarketStreamsApi.md#rpiDiffBookDepthStreams) | **POST** /<symbol>@rpiDepth@500ms | RPI Diff. Book Depth Streams |
+| [**tradingSessionStream**](WebsocketMarketStreamsApi.md#tradingSessionStream) | **POST** /tradingSession | Trading Session Stream |
@@ -30,7 +32,7 @@ All URIs are relative to *http://localhost*
Aggregate Trade Streams
-The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. Only market trades will be aggregated, which means the insurance fund trades and ADL trades won't be aggregated. Update Speed: 100ms
+The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. Only market trades will be aggregated, which means the insurance fund trades and ADL trades won't be aggregated. Retail Price Improvement(RPI) orders are aggregated and without special tags to be distinguished. Update Speed: 100ms
### Example
```java
@@ -92,7 +94,7 @@ No authorization required
All Book Tickers Stream
-Pushes any update to the best bid or ask's price or quantity in real-time for all symbols. Update Speed: 5s
+Pushes any update to the best bid or ask's price or quantity in real-time for all symbols. Retail Price Improvement(RPI) orders are not visible and excluded in the response message. Update Speed: 5s
### Example
```java
@@ -526,7 +528,7 @@ No authorization required
Diff. Book Depth Streams
-Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing) Update Speed: 250ms, 500ms, 100ms
+Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing) Retail Price Improvement(RPI) orders are not visible and excluded in the response message. Update Speed: 250ms, 500ms, 100ms
### Example
```java
@@ -588,7 +590,7 @@ No authorization required
Individual Symbol Book Ticker Streams
-Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol. Update Speed: Real-time
+Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol. Retail Price Improvement(RPI) orders are not visible and excluded in the response message. Update Speed: Real-time
### Example
```java
@@ -960,7 +962,7 @@ No authorization required
Mark Price Stream for All market
-Mark price and funding rate for all symbols pushed every 3 seconds or every second. Update Speed: 3000ms or 1000ms
+Mark price and funding rate for all symbols pushed every 3 seconds or every second. **Note**: This stream does not cover TradFi Perps. Update Speed: 3000ms or 1000ms
### Example
```java
@@ -1084,7 +1086,7 @@ No authorization required
Partial Book Depth Streams
-Top **<levels\\>** bids and asks, Valid **<levels\\>** are 5, 10, or 20. Update Speed: 250ms, 500ms or 100ms
+Top **<levels\\>** bids and asks, Valid **<levels\\>** are 5, 10, or 20. Retail Price Improvement(RPI) orders are not visible and excluded in the response message. Update Speed: 250ms, 500ms or 100ms
### Example
```java
@@ -1140,3 +1142,127 @@ No authorization required
|-------------|-------------|------------------|
| **200** | Partial Book Depth Streams | - |
+
+# **rpiDiffBookDepthStreams**
+> RpiDiffBookDepthStreamsResponse rpiDiffBookDepthStreams(rpiDiffBookDepthStreamsRequest)
+
+RPI Diff. Book Depth Streams
+
+Bids and asks including RPI orders, pushed every 500 milliseconds RPI(Retail Price Improvement) orders are included and aggreated in the response message. When the quantity of a price level to be updated is equal to 0, it means either all quotations for this price have been filled/canceled, or the quantity of crossed RPI orders for this price are hidden Update Speed: 500ms
+
+### Example
+```java
+// Import classes:
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiClient;
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiException;
+import com.binance.connector.client.derivatives_trading_usds_futures.Configuration;
+import com.binance.connector.client.derivatives_trading_usds_futures.models.*;
+import com.binance.connector.client.derivatives_trading_usds_futures.websocket.stream.api.WebsocketMarketStreamsApi;
+
+public class Example {
+ public static void main(String[] args) {
+ ApiClient defaultClient = Configuration.getDefaultApiClient();
+ defaultClient.setBasePath("http://localhost");
+
+ WebsocketMarketStreamsApi apiInstance = new WebsocketMarketStreamsApi(defaultClient);
+ RpiDiffBookDepthStreamsRequest rpiDiffBookDepthStreamsRequest = new RpiDiffBookDepthStreamsRequest(); // RpiDiffBookDepthStreamsRequest |
+ try {
+ RpiDiffBookDepthStreamsResponse result = apiInstance.rpiDiffBookDepthStreams(rpiDiffBookDepthStreamsRequest);
+ System.out.println(result);
+ } catch (ApiException e) {
+ System.err.println("Exception when calling WebsocketMarketStreamsApi#rpiDiffBookDepthStreams");
+ System.err.println("Status code: " + e.getCode());
+ System.err.println("Reason: " + e.getResponseBody());
+ System.err.println("Response headers: " + e.getResponseHeaders());
+ e.printStackTrace();
+ }
+ }
+}
+```
+
+### Parameters
+
+| Name | Type | Description | Notes |
+|------------- | ------------- | ------------- | -------------|
+| **rpiDiffBookDepthStreamsRequest** | [**RpiDiffBookDepthStreamsRequest**](RpiDiffBookDepthStreamsRequest.md)| | |
+
+### Return type
+
+[**RpiDiffBookDepthStreamsResponse**](RpiDiffBookDepthStreamsResponse.md)
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: application/json
+ - **Accept**: application/json
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+| **200** | RPI Diff. Book Depth Streams | - |
+
+
+# **tradingSessionStream**
+> TradingSessionStreamResponse tradingSessionStream(tradingSessionStreamRequest)
+
+Trading Session Stream
+
+Trading session information of U.S. equity market and commodity market which updates every second. Trading session information of different markets is pushed in seperate messages. Session types of equity market include \"PRE_MARKET\", \"REGULAR\", \"AFTER_MARKET\", \"OVERNIGHT\" and \"NO_TRADING\". And session types of commodity market include \"REGULAR\" and \"NO_TRADING\". Update Speed: 1s
+
+### Example
+```java
+// Import classes:
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiClient;
+import com.binance.connector.client.derivatives_trading_usds_futures.ApiException;
+import com.binance.connector.client.derivatives_trading_usds_futures.Configuration;
+import com.binance.connector.client.derivatives_trading_usds_futures.models.*;
+import com.binance.connector.client.derivatives_trading_usds_futures.websocket.stream.api.WebsocketMarketStreamsApi;
+
+public class Example {
+ public static void main(String[] args) {
+ ApiClient defaultClient = Configuration.getDefaultApiClient();
+ defaultClient.setBasePath("http://localhost");
+
+ WebsocketMarketStreamsApi apiInstance = new WebsocketMarketStreamsApi(defaultClient);
+ TradingSessionStreamRequest tradingSessionStreamRequest = new TradingSessionStreamRequest(); // TradingSessionStreamRequest |
+ try {
+ TradingSessionStreamResponse result = apiInstance.tradingSessionStream(tradingSessionStreamRequest);
+ System.out.println(result);
+ } catch (ApiException e) {
+ System.err.println("Exception when calling WebsocketMarketStreamsApi#tradingSessionStream");
+ System.err.println("Status code: " + e.getCode());
+ System.err.println("Reason: " + e.getResponseBody());
+ System.err.println("Response headers: " + e.getResponseHeaders());
+ e.printStackTrace();
+ }
+ }
+}
+```
+
+### Parameters
+
+| Name | Type | Description | Notes |
+|------------- | ------------- | ------------- | -------------|
+| **tradingSessionStreamRequest** | [**TradingSessionStreamRequest**](TradingSessionStreamRequest.md)| | |
+
+### Return type
+
+[**TradingSessionStreamResponse**](TradingSessionStreamResponse.md)
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: application/json
+ - **Accept**: application/json
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+| **200** | Trading Session Stream | - |
+
diff --git a/clients/derivatives-trading-usds-futures/docs/rest-api/migration-guide.md b/clients/derivatives-trading-usds-futures/docs/rest-api/migration-guide.md
index af501ac4..7a663602 100644
--- a/clients/derivatives-trading-usds-futures/docs/rest-api/migration-guide.md
+++ b/clients/derivatives-trading-usds-futures/docs/rest-api/migration-guide.md
@@ -22,7 +22,7 @@ With the transition to a modularized structure, the Binance Connector has been s
io.github.binance
binance-derivatives-trading-usds-futures
- 6.0.1
+ 7.0.0
```
@@ -91,7 +91,7 @@ by:
io.github.binance
binance-derivatives-trading-usds-futures
- 6.0.0
+ 7.0.0
```
diff --git a/clients/derivatives-trading-usds-futures/example_rest.md b/clients/derivatives-trading-usds-futures/example_rest.md
index cc31b32d..13999e6e 100644
--- a/clients/derivatives-trading-usds-futures/example_rest.md
+++ b/clients/derivatives-trading-usds-futures/example_rest.md
@@ -54,13 +54,15 @@
## MarketData
+[GET /fapi/v1/symbolAdlRisk](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/ADL-Risk) - adlRisk - [AdlRiskExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/AdlRiskExample.java#L51)
+
[GET /futures/data/basis](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Basis) - basis - [BasisExample.java:50](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/BasisExample.java#L50)
[GET /fapi/v1/time](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Check-Server-Time) - checkServerTime - [CheckServerTimeExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/CheckServerTimeExample.java#L47)
[GET /fapi/v1/indexInfo](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Composite-Index-Symbol-Information) - compositeIndexSymbolInformation - [CompositeIndexSymbolInformationExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/CompositeIndexSymbolInformationExample.java#L47)
-[GET /fapi/v1/aggTrades](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Compressed-Aggregate-Trades-List) - compressedAggregateTradesList - [CompressedAggregateTradesListExample.java:56](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/CompressedAggregateTradesListExample.java#L56)
+[GET /fapi/v1/aggTrades](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Compressed-Aggregate-Trades-List) - compressedAggregateTradesList - [CompressedAggregateTradesListExample.java:58](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/CompressedAggregateTradesListExample.java#L58)
[GET /fapi/v1/continuousKlines](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Continuous-Contract-Kline-Candlestick-Data) - continuousContractKlineCandlestickData - [ContinuousContractKlineCandlestickDataExample.java:53](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/ContinuousContractKlineCandlestickDataExample.java#L53)
@@ -88,19 +90,21 @@
[GET /futures/data/openInterestHist](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest-Statistics) - openInterestStatistics - [OpenInterestStatisticsExample.java:50](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/OpenInterestStatisticsExample.java#L50)
-[GET /fapi/v1/depth](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book) - orderBook - [OrderBookExample.java:48](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/OrderBookExample.java#L48)
+[GET /fapi/v1/depth](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book) - orderBook - [OrderBookExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/OrderBookExample.java#L49)
[GET /fapi/v1/premiumIndexKlines](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Premium-index-Kline-Data) - premiumIndexKlineData - [PremiumIndexKlineDataExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/PremiumIndexKlineDataExample.java#L51)
[GET /futures/data/delivery-price](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Delivery-Price) - quarterlyContractSettlementPrice - [QuarterlyContractSettlementPriceExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/QuarterlyContractSettlementPriceExample.java#L47)
-[GET /fapi/v1/constituents](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents) - queryIndexPriceConstituents - [QueryIndexPriceConstituentsExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/QueryIndexPriceConstituentsExample.java#L47)
+[GET /fapi/v1/constituents](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents) - queryIndexPriceConstituents - [QueryIndexPriceConstituentsExample.java:48](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/QueryIndexPriceConstituentsExample.java#L48)
[GET /fapi/v1/insuranceBalance](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Query-Insurance-Fund-Balance-Snapshot) - queryInsuranceFundBalanceSnapshot - [QueryInsuranceFundBalanceSnapshotExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/QueryInsuranceFundBalanceSnapshotExample.java#L47)
[GET /fapi/v1/trades](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Recent-Trades-List) - recentTradesList - [RecentTradesListExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/RecentTradesListExample.java#L49)
-[GET /fapi/v1/ticker/bookTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker) - symbolOrderBookTicker - [SymbolOrderBookTickerExample.java:50](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/SymbolOrderBookTickerExample.java#L50)
+[GET /fapi/v1/rpiDepth](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book-RPI) - rpiOrderBook - [RpiOrderBookExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/RpiOrderBookExample.java#L49)
+
+[GET /fapi/v1/ticker/bookTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker) - symbolOrderBookTicker - [SymbolOrderBookTickerExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/SymbolOrderBookTickerExample.java#L51)
[GET /fapi/v1/ticker/price](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker) - symbolPriceTicker - [SymbolPriceTickerExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/SymbolPriceTickerExample.java#L49)
@@ -116,6 +120,8 @@
[GET /futures/data/topLongShortPositionRatio](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Trader-Long-Short-Ratio) - topTraderLongShortRatioPositions - [TopTraderLongShortRatioPositionsExample.java:54](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/TopTraderLongShortRatioPositionsExample.java#L54)
+[GET /fapi/v1/tradingSchedule](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Trading-Schedule) - tradingSchedule - [TradingScheduleExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/marketdata/TradingScheduleExample.java#L51)
+
## PortfolioMarginEndpoints
[GET /fapi/v1/pmAccountInfo](https://developers.binance.com/docs/derivatives/usds-margined-futures/portfolio-margin-endpoints/Classic-Portfolio-Margin-Account-Information) - classicPortfolioMarginAccountInformation - [ClassicPortfolioMarginAccountInformationExample.java:48](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/portfoliomarginendpoints/ClassicPortfolioMarginAccountInformationExample.java#L48)
@@ -128,6 +134,10 @@
[POST /fapi/v1/countdownCancelAll](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Auto-Cancel-All-Open-Orders) - autoCancelAllOpenOrders - [AutoCancelAllOpenOrdersExample.java:56](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/AutoCancelAllOpenOrdersExample.java#L56)
+[DELETE /fapi/v1/algoOrder](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Algo-Order) - cancelAlgoOrder - [CancelAlgoOrderExample.java:48](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/CancelAlgoOrderExample.java#L48)
+
+[DELETE /fapi/v1/algoOpenOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Algo-Open-Orders) - cancelAllAlgoOpenOrders - [CancelAllAlgoOpenOrdersExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/CancelAllAlgoOpenOrdersExample.java#L47)
+
[DELETE /fapi/v1/allOpenOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Open-Orders) - cancelAllOpenOrders - [CancelAllOpenOrdersExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/CancelAllOpenOrdersExample.java#L47)
[DELETE /fapi/v1/batchOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Multiple-Orders) - cancelMultipleOrders - [CancelMultipleOrdersExample.java:50](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/CancelMultipleOrdersExample.java#L50)
@@ -142,8 +152,12 @@
[POST /fapi/v1/positionSide/dual](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Change-Position-Mode) - changePositionMode - [ChangePositionModeExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/ChangePositionModeExample.java#L49)
+[GET /fapi/v1/openAlgoOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Algo-Open-Orders) - currentAllAlgoOpenOrders - [CurrentAllAlgoOpenOrdersExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/CurrentAllAlgoOpenOrdersExample.java#L49)
+
[GET /fapi/v1/openOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Open-Orders) - currentAllOpenOrders - [CurrentAllOpenOrdersExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/CurrentAllOpenOrdersExample.java#L49)
+[POST /fapi/v1/stock/contract](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Futures-TradFi-Perps-Contract) - futuresTradfiPerpsContract - [FuturesTradfiPerpsContractExample.java:48](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/FuturesTradfiPerpsContractExample.java#L48)
+
[GET /fapi/v1/orderAmendment](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Get-Order-Modify-History) - getOrderModifyHistory - [GetOrderModifyHistoryExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/GetOrderModifyHistoryExample.java#L49)
[GET /fapi/v1/positionMargin/history](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Get-Position-Margin-Change-History) - getPositionMarginChangeHistory - [GetPositionMarginChangeHistoryExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/GetPositionMarginChangeHistoryExample.java#L49)
@@ -154,6 +168,8 @@
[PUT /fapi/v1/order](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Modify-Order) - modifyOrder - [ModifyOrderExample.java:60](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/ModifyOrderExample.java#L60)
+[POST /fapi/v1/algoOrder](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Algo-Order) - newAlgoOrder - [NewAlgoOrderExample.java:79](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/NewAlgoOrderExample.java#L79)
+
[POST /fapi/v1/order](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Order) - newOrder - [NewOrderExample.java:86](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/NewOrderExample.java#L86)
[POST /fapi/v1/batchOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Place-Multiple-Orders) - placeMultipleOrders - [PlaceMultipleOrdersExample.java:53](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/PlaceMultipleOrdersExample.java#L53)
@@ -164,6 +180,10 @@
[GET /fapi/v3/positionRisk](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Position-Information-V3) - positionInformationV3 - [PositionInformationV3Example.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/PositionInformationV3Example.java#L49)
+[GET /fapi/v1/algoOrder](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Algo-Order) - queryAlgoOrder - [QueryAlgoOrderExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/QueryAlgoOrderExample.java#L51)
+
+[GET /fapi/v1/allAlgoOrders](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-All-Algo-Orders) - queryAllAlgoOrders - [QueryAllAlgoOrdersExample.java:52](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/QueryAllAlgoOrdersExample.java#L52)
+
[GET /fapi/v1/openOrder](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Current-Open-Order) - queryCurrentOpenOrder - [QueryCurrentOpenOrderExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/QueryCurrentOpenOrderExample.java#L49)
[GET /fapi/v1/order](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Order) - queryOrder - [QueryOrderExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/trade/QueryOrderExample.java#L51)
diff --git a/clients/derivatives-trading-usds-futures/example_websocket_api.md b/clients/derivatives-trading-usds-futures/example_websocket_api.md
index 2f417d78..60b0ac09 100644
--- a/clients/derivatives-trading-usds-futures/example_websocket_api.md
+++ b/clients/derivatives-trading-usds-futures/example_websocket_api.md
@@ -10,18 +10,22 @@
## MarketData
-[depth](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Order-Book) - orderBook - [OrderBookExample.java:53](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/marketdata/OrderBookExample.java#L53)
+[depth](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Order-Book) - orderBook - [OrderBookExample.java:54](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/marketdata/OrderBookExample.java#L54)
-[ticker.book](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Order-Book-Ticker) - symbolOrderBookTicker - [SymbolOrderBookTickerExample.java:51](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/marketdata/SymbolOrderBookTickerExample.java#L51)
+[ticker.book](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Order-Book-Ticker) - symbolOrderBookTicker - [SymbolOrderBookTickerExample.java:52](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/marketdata/SymbolOrderBookTickerExample.java#L52)
[ticker.price](https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Symbol-Price-Ticker) - symbolPriceTicker - [SymbolPriceTickerExample.java:50](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/marketdata/SymbolPriceTickerExample.java#L50)
## Trade
+[algoOrder.cancel](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Algo-Order) - cancelAlgoOrder - [CancelAlgoOrderExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/trade/CancelAlgoOrderExample.java#L49)
+
[order.cancel](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order) - cancelOrder - [CancelOrderExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/trade/CancelOrderExample.java#L49)
[order.modify](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Modify-Order) - modifyOrder - [ModifyOrderExample.java:60](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/trade/ModifyOrderExample.java#L60)
+[algoOrder.place](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Algo-Order) - newAlgoOrder - [NewAlgoOrderExample.java:78](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/trade/NewAlgoOrderExample.java#L78)
+
[order.place](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Order) - newOrder - [NewOrderExample.java:81](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/trade/NewOrderExample.java#L81)
[account.position](https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Information) - positionInformation - [PositionInformationExample.java:49](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/api/trade/PositionInformationExample.java#L49)
diff --git a/clients/derivatives-trading-usds-futures/example_websocket_stream.md b/clients/derivatives-trading-usds-futures/example_websocket_stream.md
index 00a447ff..d874fa04 100644
--- a/clients/derivatives-trading-usds-futures/example_websocket_stream.md
+++ b/clients/derivatives-trading-usds-futures/example_websocket_stream.md
@@ -1,8 +1,8 @@
## WebsocketMarketStreams
-[@aggTrade](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams) - aggregateTradeStreams - [AggregateTradeStreamsExample.java:46](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/AggregateTradeStreamsExample.java#L46)
+[@aggTrade](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams) - aggregateTradeStreams - [AggregateTradeStreamsExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/AggregateTradeStreamsExample.java#L47)
-[!bookTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Book-Tickers-Stream) - allBookTickersStream - [AllBookTickersStreamExample.java:44](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/AllBookTickersStreamExample.java#L44)
+[!bookTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Book-Tickers-Stream) - allBookTickersStream - [AllBookTickersStreamExample.java:45](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/AllBookTickersStreamExample.java#L45)
[!forceOrder@arr](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Liquidation-Order-Streams) - allMarketLiquidationOrderStreams - [AllMarketLiquidationOrderStreamsExample.java:46](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/AllMarketLiquidationOrderStreamsExample.java#L46)
@@ -16,9 +16,9 @@
[!contractInfo](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Contract-Info-Stream) - contractInfoStream - [ContractInfoStreamExample.java:45](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/ContractInfoStreamExample.java#L45)
-[@depth@](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams) - diffBookDepthStreams - [DiffBookDepthStreamsExample.java:44](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/DiffBookDepthStreamsExample.java#L44)
+[@depth@](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams) - diffBookDepthStreams - [DiffBookDepthStreamsExample.java:45](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/DiffBookDepthStreamsExample.java#L45)
-[@bookTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Book-Ticker-Streams) - individualSymbolBookTickerStreams - [IndividualSymbolBookTickerStreamsExample.java:44](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/IndividualSymbolBookTickerStreamsExample.java#L44)
+[@bookTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Book-Ticker-Streams) - individualSymbolBookTickerStreams - [IndividualSymbolBookTickerStreamsExample.java:45](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/IndividualSymbolBookTickerStreamsExample.java#L45)
[@miniTicker](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Mini-Ticker-Stream) - individualSymbolMiniTickerStream - [IndividualSymbolMiniTickerStreamExample.java:45](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/IndividualSymbolMiniTickerStreamExample.java#L45)
@@ -34,5 +34,9 @@
[!assetIndex@arr](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Multi-Assets-Mode-Asset-Index) - multiAssetsModeAssetIndex - [MultiAssetsModeAssetIndexExample.java:43](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/MultiAssetsModeAssetIndexExample.java#L43)
-[@depth@](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams) - partialBookDepthStreams - [PartialBookDepthStreamsExample.java:44](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/PartialBookDepthStreamsExample.java#L44)
+[@depth@](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams) - partialBookDepthStreams - [PartialBookDepthStreamsExample.java:45](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/PartialBookDepthStreamsExample.java#L45)
+
+[@rpiDepth@500ms](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams-RPI) - rpiDiffBookDepthStreams - [RpiDiffBookDepthStreamsExample.java:47](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/RpiDiffBookDepthStreamsExample.java#L47)
+
+[tradingSession](https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Trading-Session-Stream) - tradingSessionStream - [TradingSessionStreamExample.java:48](/examples/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/websocket/stream/websocketmarketstreams/TradingSessionStreamExample.java#L48)
diff --git a/clients/derivatives-trading-usds-futures/pom.xml b/clients/derivatives-trading-usds-futures/pom.xml
index 9cf36617..b4fcc3f9 100644
--- a/clients/derivatives-trading-usds-futures/pom.xml
+++ b/clients/derivatives-trading-usds-futures/pom.xml
@@ -5,7 +5,7 @@
4.0.0
binance-derivatives-trading-usds-futures
derivatives-trading-usds-futures
- 6.0.1
+ 7.0.0
jar
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/JSON.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/JSON.java
index 8f6608ce..3cf467ca 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/JSON.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/JSON.java
@@ -138,6 +138,18 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.AccountTradeListResponseInner.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .AdlRiskResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .AdlRiskResponse1.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .AdlRiskResponse2.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .AdlRiskResponse2Inner.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.AllOrdersResponse.CustomTypeAdapterFactory());
@@ -168,6 +180,12 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.BatchOrdersPlaceMultipleOrdersInner.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .CancelAlgoOrderResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .CancelAllAlgoOpenOrdersResponse.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.CancelAllOpenOrdersResponse.CustomTypeAdapterFactory());
@@ -238,6 +256,12 @@ private static Class getClassByDiscriminator(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.ContinuousContractKlineCandlestickDataResponseItemInner
.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .CurrentAllAlgoOpenOrdersResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .CurrentAllAlgoOpenOrdersResponseInner.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.CurrentAllOpenOrdersResponse.CustomTypeAdapterFactory());
@@ -269,6 +293,12 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.FuturesAccountConfigurationResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .FuturesTradfiPerpsContractRequest.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .FuturesTradfiPerpsContractResponse.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.FuturesTradingQuantitativeRulesIndicatorsResponse
@@ -443,6 +473,12 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.MultiAssetsModeAssetIndexResponse2Inner.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .NewAlgoOrderRequest.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .NewAlgoOrderResponse.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.NewOrderRequest.CustomTypeAdapterFactory());
@@ -548,6 +584,15 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.QuarterlyContractSettlementPriceResponseInner.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .QueryAlgoOrderResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .QueryAllAlgoOrdersResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .QueryAllAlgoOrdersResponseInner.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.QueryCurrentOpenOrderResponse.CustomTypeAdapterFactory());
@@ -594,6 +639,15 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.RecentTradesListResponseInner.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .RpiOrderBookResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .RpiOrderBookResponseAsksItem.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .RpiOrderBookResponseBidsItem.CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.SendQuoteRequestRequest.CustomTypeAdapterFactory());
@@ -684,6 +738,27 @@ private static Class getClassByDiscriminator(
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.TopTraderLongShortRatioPositionsResponseInner.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .TradingScheduleResponse.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .TradingScheduleResponseMarketSchedules.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .TradingScheduleResponseMarketSchedulesCOMMODITY
+ .CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .TradingScheduleResponseMarketSchedulesCOMMODITYSessionsInner
+ .CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .TradingScheduleResponseMarketSchedulesEQUITY.CustomTypeAdapterFactory());
+ gsonBuilder.registerTypeAdapterFactory(
+ new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
+ .TradingScheduleResponseMarketSchedulesEQUITYSessionsInner
+ .CustomTypeAdapterFactory());
gsonBuilder.registerTypeAdapterFactory(
new com.binance.connector.client.derivatives_trading_usds_futures.rest.model
.UserCommissionRateResponse.CustomTypeAdapterFactory());
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/AccountApi.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/AccountApi.java
index c44896d7..81911ea4 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/AccountApi.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/AccountApi.java
@@ -64,7 +64,7 @@ public class AccountApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-usds-futures/6.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-usds-futures/7.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/ConvertApi.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/ConvertApi.java
index 7f614208..26eb56e1 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/ConvertApi.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/ConvertApi.java
@@ -49,7 +49,7 @@ public class ConvertApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-usds-futures/6.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-usds-futures/7.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/DerivativesTradingUsdsFuturesRestApi.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/DerivativesTradingUsdsFuturesRestApi.java
index c86b61f4..a6104a6a 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/DerivativesTradingUsdsFuturesRestApi.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/DerivativesTradingUsdsFuturesRestApi.java
@@ -10,11 +10,14 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AccountInformationV2Response;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AccountInformationV3Response;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AccountTradeListResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AdlRiskResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AllOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AutoCancelAllOpenOrdersRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AutoCancelAllOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AutoCloseType;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.BasisResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelAlgoOrderResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelAllAlgoOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelAllOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelMultipleOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelOrderResponse;
@@ -32,11 +35,14 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CompressedAggregateTradesListResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ContinuousContractKlineCandlestickDataResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ContractType;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CurrentAllAlgoOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CurrentAllOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ExchangeInformationResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesAccountBalanceV2Response;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesAccountBalanceV3Response;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesAccountConfigurationResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesTradfiPerpsContractRequest;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesTradfiPerpsContractResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesTradingQuantitativeRulesIndicatorsResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.GetBnbBurnStatusResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.GetCurrentMultiAssetsModeResponse;
@@ -67,6 +73,8 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ModifyOrderRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ModifyOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.MultiAssetsModeAssetIndexResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewAlgoOrderRequest;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewAlgoOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewOrderRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NotionalAndLeverageBracketsResponse;
@@ -85,12 +93,15 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.PositionInformationV3Response;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.PremiumIndexKlineDataResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QuarterlyContractSettlementPriceResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryAlgoOrderResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryAllAlgoOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryCurrentOpenOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryIndexPriceConstituentsResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryInsuranceFundBalanceSnapshotResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryUserRateLimitResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.RecentTradesListResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.RpiOrderBookResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.SendQuoteRequestRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.SendQuoteRequestResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.StartUserDataStreamResponse;
@@ -106,6 +117,7 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ToggleBnbBurnOnFuturesTradeResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TopTraderLongShortRatioAccountsResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TopTraderLongShortRatioPositionsResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TradingScheduleResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.UserCommissionRateResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.UsersForceOrdersResponse;
@@ -780,6 +792,32 @@ public ApiResponse sendQuoteRequest(
return convertApi.sendQuoteRequest(sendQuoteRequestRequest);
}
+ /**
+ * ADL Risk Query the symbol-level ADL risk rating. The ADL risk rating measures the likelihood
+ * of ADL during liquidation, and the rating takes into account the insurance fund balance,
+ * position concentration on the symbol, order book depth, price volatility, average leverage,
+ * unrealized PnL, and margin utilization at the symbol level. The rating can be high, medium
+ * and low, and is updated every 30 minutes. Weight: 1
+ *
+ * @param symbol (optional)
+ * @return ApiResponse<AdlRiskResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | ADL Risk | - |
+ *
+ *
+ * @see ADL
+ * Risk Documentation
+ */
+ public ApiResponse adlRisk(String symbol) throws ApiException {
+ return marketDataApi.adlRisk(symbol);
+ }
+
/**
* Basis Query future basis * If startTime and endTime are not sent, the most recent data is
* returned. * Only the data of the latest 30 days is available. Weight: 0
@@ -866,15 +904,16 @@ public ApiResponse compositeIndexSymbol
/**
* Compressed/Aggregate Trades List Get compressed, aggregate market trades. Market trades that
* fill in 100ms with the same price and the same taking side will have the quantity aggregated.
- * * support querying futures trade histories that are not older than one year * If both
- * `startTime` and `endTime` are sent, time between `startTime`
- * and `endTime` must be less than 1 hour. * If `fromId`,
- * `startTime`, and `endTime` are not sent, the most recent aggregate trades
- * will be returned. * Only market trades will be aggregated and returned, which means the
- * insurance fund trades and ADL trades won't be aggregated. * Sending both
- * `startTime`/`endTime` and `fromId` might cause response
- * timeout, please send either `fromId` or `startTime`/`endTime`
- * Weight: 20
+ * Retail Price Improvement(RPI) orders are aggregated and without special tags to be
+ * distinguished. * support querying futures trade histories that are not older than one year *
+ * If both `startTime` and `endTime` are sent, time between
+ * `startTime` and `endTime` must be less than 1 hour. * If
+ * `fromId`, `startTime`, and `endTime` are not sent, the most
+ * recent aggregate trades will be returned. * Only market trades will be aggregated and
+ * returned, which means the insurance fund trades and ADL trades won't be aggregated. *
+ * Sending both `startTime`/`endTime` and `fromId` might cause
+ * response timeout, please send either `fromId` or
+ * `startTime`/`endTime` Weight: 20
*
* @param symbol (required)
* @param fromId ID to get aggregate trades from INCLUSIVE. (optional)
@@ -906,8 +945,9 @@ public ApiResponse compressedAggregateTra
* Continuous Contract Kline/Candlestick Data Kline/candlestick bars for a specific contract
* type. Klines are uniquely identified by their open time. * If startTime and endTime are not
* sent, the most recent klines are returned. * Contract type: * PERPETUAL * CURRENT_QUARTER *
- * NEXT_QUARTER Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | |
- * [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |
+ * NEXT_QUARTER * TRADIFI_PERPETUAL Weight: based on parameter LIMIT | LIMIT | weight | |
+ * ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 |
+ * 10 |
*
* @param pair (required)
* @param contractType (required)
@@ -1113,7 +1153,7 @@ public ApiResponse longShortRatio(
}
/**
- * Mark Price Mark Price and Funding Rate Weight: 1
+ * Mark Price Mark Price and Funding Rate Weight: 1 with symbol, 10 without symbol
*
* @param symbol (optional)
* @return ApiResponse<MarkPriceResponse>
@@ -1274,7 +1314,8 @@ public ApiResponse openInterestStatistics(
}
/**
- * Order Book Query symbol orderbook Weight: Adjusted based on the limit: | Limit | Weight | |
+ * Order Book Query symbol orderbook Retail Price Improvement(RPI) orders are not visible and
+ * excluded in the response message. Weight: Adjusted based on the limit: | Limit | Weight | |
* ------------- | ------ | | 5, 10, 20, 50 | 2 | | 100 | 5 | | 500 | 10 | | 1000 | 20 |
*
* @param symbol (required)
@@ -1352,7 +1393,8 @@ public ApiResponse quarterlyContractSe
}
/**
- * Query Index Price Constituents Query index price constituents Weight: 2
+ * Query Index Price Constituents Query index price constituents **Note**: Prices from
+ * constituents of TradFi perps will be hiden and displayed as -1. Weight: 2
*
* @param symbol (required)
* @return ApiResponse<QueryIndexPriceConstituentsResponse>
@@ -1424,7 +1466,35 @@ public ApiResponse recentTradesList(String symbol, Lon
}
/**
- * Symbol Order Book Ticker Best price/qty on the order book for a symbol or symbols. * If the
+ * RPI Order Book Query symbol orderbook with RPI orders RPI(Retail Price Improvement) orders
+ * are included and aggreated in the response message. Crossed price levels are hidden and
+ * invisible. Weight: Adjusted based on the limit: | Limit | Weight | | ------------- | ------ |
+ * | 1000 | 20 |
+ *
+ * @param symbol (required)
+ * @param limit Default 100; max 1000 (optional)
+ * @return ApiResponse<RpiOrderBookResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | RPI Order Book | - |
+ *
+ *
+ * @see RPI
+ * Order Book Documentation
+ */
+ public ApiResponse rpiOrderBook(String symbol, Long limit)
+ throws ApiException {
+ return marketDataApi.rpiOrderBook(symbol, limit);
+ }
+
+ /**
+ * Symbol Order Book Ticker Best price/qty on the order book for a symbol or symbols. Retail
+ * Price Improvement(RPI) orders are not visible and excluded in the response message. * If the
* symbol is not sent, bookTickers for all symbols will be returned in an array. * The field
* `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint,
* please ignore. Weight: 2 for a single symbol; 5 when the symbol parameter is omitted
@@ -1450,9 +1520,9 @@ public ApiResponse symbolOrderBookTicker(String s
}
/**
- * Symbol Price Ticker(Deprecated) Latest price for a symbol or symbols. * If the symbol is not
- * sent, prices for all symbols will be returned in an array. Weight: 1 for a single symbol; 2
- * when the symbol parameter is omitted
+ * Symbol Price Ticker Latest price for a symbol or symbols. * If the symbol is not sent, prices
+ * for all symbols will be returned in an array. Weight: 1 for a single symbol; 2 when the
+ * symbol parameter is omitted
*
* @param symbol (optional)
* @return ApiResponse<SymbolPriceTickerResponse>
@@ -1465,9 +1535,10 @@ public ApiResponse symbolOrderBookTicker(String s
* | 200 | Symbol Price Ticker | - |
*
*
+ * @deprecated
* @see Symbol
- * Price Ticker(Deprecated) Documentation
+ * Price Ticker Documentation
*/
public ApiResponse symbolPriceTicker(String symbol)
throws ApiException {
@@ -1654,6 +1725,31 @@ public ApiResponse topTraderLongShortR
symbol, period, limit, startTime, endTime);
}
+ /**
+ * Trading Schedule Trading session schedules for a one-week period starting from the day prior
+ * to the query time, covering both the U.S. equity and commodity markets. Equity market session
+ * types include \"PRE_MARKET\", \"REGULAR\", \"AFTER_MARKET\",
+ * \"OVERNIGHT\", and \"NO_TRADING\", while commodity market session types
+ * include \"REGULAR\" and \"NO_TRADING\". Weight: 5
+ *
+ * @return ApiResponse<TradingScheduleResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Trading Schedule | - |
+ *
+ *
+ * @see Trading
+ * Schedule Documentation
+ */
+ public ApiResponse tradingSchedule() throws ApiException {
+ return marketDataApi.tradingSchedule();
+ }
+
/**
* Classic Portfolio Margin Account Information (USER_DATA) Get Classic Portfolio Margin current
* account information. * maxWithdrawAmount is for asset transfer out to the spot wallet.
@@ -1789,6 +1885,56 @@ public ApiResponse autoCancelAllOpenOrders(
return tradeApi.autoCancelAllOpenOrders(autoCancelAllOpenOrdersRequest);
}
+ /**
+ * Cancel Algo Order (TRADE) Cancel an active algo order. * Either `algoid` or
+ * `clientalgoid` must be sent. Weight: 1
+ *
+ * @param algoid (optional)
+ * @param clientalgoid (optional)
+ * @param recvWindow (optional)
+ * @return ApiResponse<CancelAlgoOrderResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Cancel Algo Order | - |
+ *
+ *
+ * @see Cancel
+ * Algo Order (TRADE) Documentation
+ */
+ public ApiResponse cancelAlgoOrder(
+ Long algoid, String clientalgoid, Long recvWindow) throws ApiException {
+ return tradeApi.cancelAlgoOrder(algoid, clientalgoid, recvWindow);
+ }
+
+ /**
+ * Cancel All Algo Open Orders (TRADE) Cancel All Algo Open Orders Weight: 1
+ *
+ * @param symbol (required)
+ * @param recvWindow (optional)
+ * @return ApiResponse<CancelAllAlgoOpenOrdersResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Cancel All Algo Open Orders | - |
+ *
+ *
+ * @see Cancel
+ * All Algo Open Orders (TRADE) Documentation
+ */
+ public ApiResponse cancelAllAlgoOpenOrders(
+ String symbol, Long recvWindow) throws ApiException {
+ return tradeApi.cancelAllAlgoOpenOrders(symbol, recvWindow);
+ }
+
/**
* Cancel All Open Orders (TRADE) Cancel All Open Orders Weight: 1
*
@@ -1970,6 +2116,35 @@ public ApiResponse changePositionMode(
return tradeApi.changePositionMode(changePositionModeRequest);
}
+ /**
+ * Current All Algo Open Orders (USER_DATA) Get all algo open orders on a symbol. * If the
+ * symbol is not sent, orders for all symbols will be returned in an array. Weight: 1 for a
+ * single symbol; 40 when the symbol parameter is omitted Careful when accessing this with no
+ * symbol.
+ *
+ * @param algoType (optional)
+ * @param symbol (optional)
+ * @param algoId (optional)
+ * @param recvWindow (optional)
+ * @return ApiResponse<CurrentAllAlgoOpenOrdersResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Current All Algo Open Orders | - |
+ *
+ *
+ * @see Current
+ * All Algo Open Orders (USER_DATA) Documentation
+ */
+ public ApiResponse currentAllAlgoOpenOrders(
+ String algoType, String symbol, Long algoId, Long recvWindow) throws ApiException {
+ return tradeApi.currentAllAlgoOpenOrders(algoType, symbol, algoId, recvWindow);
+ }
+
/**
* Current All Open Orders (USER_DATA) Get all open orders on a symbol. * If the symbol is not
* sent, orders for all symbols will be returned in an array. Weight: 1 for a single symbol; 40
@@ -1996,6 +2171,30 @@ public ApiResponse currentAllOpenOrders(
return tradeApi.currentAllOpenOrders(symbol, recvWindow);
}
+ /**
+ * Futures TradFi Perps Contract(USER_DATA) Sign TradFi-Perps agreement contract Weight: 0
+ *
+ * @param futuresTradfiPerpsContractRequest (required)
+ * @return ApiResponse<FuturesTradfiPerpsContractResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Futures TradFi Perps Contract | - |
+ *
+ *
+ * @see Futures
+ * TradFi Perps Contract(USER_DATA) Documentation
+ */
+ public ApiResponse futuresTradfiPerpsContract(
+ FuturesTradfiPerpsContractRequest futuresTradfiPerpsContractRequest)
+ throws ApiException {
+ return tradeApi.futuresTradfiPerpsContract(futuresTradfiPerpsContractRequest);
+ }
+
/**
* Get Order Modify History (USER_DATA) Get order modification history * Either
* `orderId` or `origClientOrderId` must be sent, and the
@@ -2156,6 +2355,59 @@ public ApiResponse modifyOrder(ModifyOrderRequest modifyOrd
return tradeApi.modifyOrder(modifyOrderRequest);
}
+ /**
+ * New Algo Order(TRADE) Send in a new Algo order. * Condition orders will be triggered when: *
+ * If parameter`priceProtect`is sent as true: * when price reaches the
+ * `triggerPrice` ,the difference rate between \"MARK_PRICE\" and
+ * \"CONTRACT_PRICE\" cannot be larger than the \"triggerProtect\" of the
+ * symbol * \"triggerProtect\" of a symbol can be got from `GET
+ * /fapi/v1/exchangeInfo` * `STOP`, `STOP_MARKET`: * BUY: latest price
+ * (\"MARK_PRICE\" or \"CONTRACT_PRICE\") >=
+ * `triggerPrice` * SELL: latest price (\"MARK_PRICE\" or
+ * \"CONTRACT_PRICE\") <= `triggerPrice` * `TAKE_PROFIT`,
+ * `TAKE_PROFIT_MARKET`: * BUY: latest price (\"MARK_PRICE\" or
+ * \"CONTRACT_PRICE\") <= `triggerPrice` * SELL: latest price
+ * (\"MARK_PRICE\" or \"CONTRACT_PRICE\") >=
+ * `triggerPrice` * `TRAILING_STOP_MARKET`: * BUY: the lowest price after
+ * order placed <= `activationPrice`, and the latest price >= the
+ * lowest price * (1 + `callbackRate`) * SELL: the highest price after order placed
+ * >= `activationPrice`, and the latest price <= the highest price *
+ * (1 - `callbackRate`) * For `TRAILING_STOP_MARKET`, if you got such error
+ * code. ``{\"code\": -2021, \"msg\": \"Order would
+ * immediately trigger.\"}`` means that the parameters you send do not meet the
+ * following requirements: * BUY: `activationPrice` should be smaller than latest
+ * price. * SELL: `activationPrice` should be larger than latest price. *
+ * `STOP_MARKET`, `TAKE_PROFIT_MARKET` with
+ * `closePosition`=`true`: * Follow the same rules for condition
+ * orders. * If triggered,**close all** current long position( if `SELL`) or current
+ * short position( if `BUY`). * Cannot be used with `quantity` paremeter *
+ * Cannot be used with `reduceOnly` parameter * In Hedge Mode,cannot be used with
+ * `BUY` orders in `LONG` position side. and cannot be used with
+ * `SELL` orders in `SHORT` position side *
+ * `selfTradePreventionMode` is only effective when `timeInForce` set to
+ * `IOC` or `GTC` or `GTD`. Weight: 0 on IP rate
+ * limit(x-mbx-used-weight-1m)
+ *
+ * @param newAlgoOrderRequest (required)
+ * @return ApiResponse<NewAlgoOrderResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | New Algo Order | - |
+ *
+ *
+ * @see New
+ * Algo Order(TRADE) Documentation
+ */
+ public ApiResponse newAlgoOrder(NewAlgoOrderRequest newAlgoOrderRequest)
+ throws ApiException {
+ return tradeApi.newAlgoOrder(newAlgoOrderRequest);
+ }
+
/**
* New Order(TRADE) Send in a new order. * Order with type `STOP`, parameter
* `timeInForce` can be sent ( default `GTC`). * Order with type
@@ -2327,6 +2579,78 @@ public ApiResponse positionInformationV3(
return tradeApi.positionInformationV3(symbol, recvWindow);
}
+ /**
+ * Query Algo Order (USER_DATA) Check an algo order's status. * These orders will not be
+ * found: * order status is `CANCELED` or `EXPIRED` **AND** order has NO
+ * filled trade **AND** created time + 3 days < current time * order create time + 90 days
+ * < current time * Either `algoId` or `clientAlgoId` must be sent. *
+ * `algoId` is self-increment for each specific `symbol` Weight: 1
+ *
+ * @param algoId (optional)
+ * @param clientAlgoId (optional)
+ * @param recvWindow (optional)
+ * @return ApiResponse<QueryAlgoOrderResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Algo Order | - |
+ *
+ *
+ * @see Query
+ * Algo Order (USER_DATA) Documentation
+ */
+ public ApiResponse queryAlgoOrder(
+ Long algoId, String clientAlgoId, Long recvWindow) throws ApiException {
+ return tradeApi.queryAlgoOrder(algoId, clientAlgoId, recvWindow);
+ }
+
+ /**
+ * Query All Algo Orders (USER_DATA) Get all algo orders; active, CANCELED, TRIGGERED or
+ * FINISHED . * These orders will not be found: * order status is `CANCELED` or
+ * `EXPIRED` **AND** order has NO filled trade **AND** created time + 3 days <
+ * current time * order create time + 90 days < current time * If `algoId` is set,
+ * it will get orders >= that `algoId`. Otherwise most recent orders are
+ * returned. * The query time period must be less then 7 days( default as the recent 7 days).
+ * Weight: 5
+ *
+ * @param symbol (required)
+ * @param algoId (optional)
+ * @param startTime (optional)
+ * @param endTime (optional)
+ * @param page (optional)
+ * @param limit Default 100; max 1000 (optional)
+ * @param recvWindow (optional)
+ * @return ApiResponse<QueryAllAlgoOrdersResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | All Algo Orders | - |
+ *
+ *
+ * @see Query
+ * All Algo Orders (USER_DATA) Documentation
+ */
+ public ApiResponse queryAllAlgoOrders(
+ String symbol,
+ Long algoId,
+ Long startTime,
+ Long endTime,
+ Long page,
+ Long limit,
+ Long recvWindow)
+ throws ApiException {
+ return tradeApi.queryAllAlgoOrders(
+ symbol, algoId, startTime, endTime, page, limit, recvWindow);
+ }
+
/**
* Query Current Open Order (USER_DATA) Query open order * Either`orderId` or
* `origClientOrderId` must be sent * If the queried order has been filled or
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/MarketDataApi.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/MarketDataApi.java
index 3b56a7fb..0d8915e8 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/MarketDataApi.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/MarketDataApi.java
@@ -19,6 +19,7 @@
import com.binance.connector.client.common.SystemUtil;
import com.binance.connector.client.common.configuration.ClientConfiguration;
import com.binance.connector.client.common.exception.ConstraintViolationException;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AdlRiskResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.BasisResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CheckServerTimeResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CompositeIndexSymbolInformationResponse;
@@ -45,6 +46,7 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryIndexPriceConstituentsResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryInsuranceFundBalanceSnapshotResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.RecentTradesListResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.RpiOrderBookResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.SymbolOrderBookTickerResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.SymbolPriceTickerResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.SymbolPriceTickerV2Response;
@@ -52,6 +54,7 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.Ticker24hrPriceChangeStatisticsResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TopTraderLongShortRatioAccountsResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TopTraderLongShortRatioPositionsResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TradingScheduleResponse;
import com.google.gson.reflect.TypeToken;
import jakarta.validation.ConstraintViolation;
import jakarta.validation.Validation;
@@ -74,7 +77,7 @@ public class MarketDataApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-usds-futures/6.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-usds-futures/7.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
@@ -111,6 +114,139 @@ public void setCustomBaseUrl(String customBaseUrl) {
this.localCustomBaseUrl = customBaseUrl;
}
+ /**
+ * Build call for adlRisk
+ *
+ * @param symbol (optional)
+ * @return Call to execute
+ * @throws ApiException If fail to serialize the request body object
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | ADL Risk | - |
+ *
+ *
+ * @see ADL
+ * Risk Documentation
+ */
+ private okhttp3.Call adlRiskCall(String symbol) throws ApiException {
+ String basePath = null;
+ // Operation Servers
+ String[] localBasePaths = new String[] {};
+
+ // Determine Base Path to Use
+ if (localCustomBaseUrl != null) {
+ basePath = localCustomBaseUrl;
+ } else if (localBasePaths.length > 0) {
+ basePath = localBasePaths[localHostIndex];
+ } else {
+ basePath = null;
+ }
+
+ Object localVarPostBody = null;
+
+ // create path and map variables
+ String localVarPath = "/fapi/v1/symbolAdlRisk";
+
+ List localVarQueryParams = new ArrayList();
+ List localVarCollectionQueryParams = new ArrayList();
+ Map localVarHeaderParams = new HashMap();
+ Map localVarCookieParams = new HashMap();
+ Map localVarFormParams = new HashMap();
+
+ if (symbol != null) {
+ localVarQueryParams.addAll(localVarApiClient.parameterToPair("symbol", symbol));
+ }
+
+ final String[] localVarAccepts = {"application/json"};
+ final String localVarAccept = localVarApiClient.selectHeaderAccept(localVarAccepts);
+ if (localVarAccept != null) {
+ localVarHeaderParams.put("Accept", localVarAccept);
+ }
+
+ final String[] localVarContentTypes = {"application/x-www-form-urlencoded"};
+ final String localVarContentType =
+ localVarApiClient.selectHeaderContentType(localVarContentTypes);
+ if (!localVarFormParams.isEmpty() && localVarContentType != null) {
+ localVarHeaderParams.put("Content-Type", localVarContentType);
+ }
+ Set localVarAuthNames = new HashSet<>();
+ if (HAS_TIME_UNIT) {
+ localVarAuthNames.add("timeUnit");
+ }
+ return localVarApiClient.buildCall(
+ basePath,
+ localVarPath,
+ "GET",
+ localVarQueryParams,
+ localVarCollectionQueryParams,
+ localVarPostBody,
+ localVarHeaderParams,
+ localVarCookieParams,
+ localVarFormParams,
+ localVarAuthNames);
+ }
+
+ @SuppressWarnings("rawtypes")
+ private okhttp3.Call adlRiskValidateBeforeCall(String symbol) throws ApiException {
+ try {
+ Validator validator =
+ Validation.byDefaultProvider()
+ .configure()
+ .messageInterpolator(new ParameterMessageInterpolator())
+ .buildValidatorFactory()
+ .getValidator();
+ ExecutableValidator executableValidator = validator.forExecutables();
+
+ Object[] parameterValues = {symbol};
+ Method method = this.getClass().getMethod("adlRisk", String.class);
+ Set> violations =
+ executableValidator.validateParameters(this, method, parameterValues);
+
+ if (violations.size() == 0) {
+ return adlRiskCall(symbol);
+ } else {
+ throw new ConstraintViolationException((Set) violations);
+ }
+ } catch (NoSuchMethodException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ } catch (SecurityException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ }
+ }
+
+ /**
+ * ADL Risk Query the symbol-level ADL risk rating. The ADL risk rating measures the likelihood
+ * of ADL during liquidation, and the rating takes into account the insurance fund balance,
+ * position concentration on the symbol, order book depth, price volatility, average leverage,
+ * unrealized PnL, and margin utilization at the symbol level. The rating can be high, medium
+ * and low, and is updated every 30 minutes. Weight: 1
+ *
+ * @param symbol (optional)
+ * @return ApiResponse<AdlRiskResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | ADL Risk | - |
+ *
+ *
+ * @see ADL
+ * Risk Documentation
+ */
+ public ApiResponse adlRisk(String symbol) throws ApiException {
+ okhttp3.Call localVarCall = adlRiskValidateBeforeCall(symbol);
+ java.lang.reflect.Type localVarReturnType = new TypeToken() {}.getType();
+ return localVarApiClient.execute(localVarCall, localVarReturnType);
+ }
+
/**
* Build call for basis
*
@@ -706,15 +842,16 @@ private okhttp3.Call compressedAggregateTradesListValidateBeforeCall(
/**
* Compressed/Aggregate Trades List Get compressed, aggregate market trades. Market trades that
* fill in 100ms with the same price and the same taking side will have the quantity aggregated.
- * * support querying futures trade histories that are not older than one year * If both
- * `startTime` and `endTime` are sent, time between `startTime`
- * and `endTime` must be less than 1 hour. * If `fromId`,
- * `startTime`, and `endTime` are not sent, the most recent aggregate trades
- * will be returned. * Only market trades will be aggregated and returned, which means the
- * insurance fund trades and ADL trades won't be aggregated. * Sending both
- * `startTime`/`endTime` and `fromId` might cause response
- * timeout, please send either `fromId` or `startTime`/`endTime`
- * Weight: 20
+ * Retail Price Improvement(RPI) orders are aggregated and without special tags to be
+ * distinguished. * support querying futures trade histories that are not older than one year *
+ * If both `startTime` and `endTime` are sent, time between
+ * `startTime` and `endTime` must be less than 1 hour. * If
+ * `fromId`, `startTime`, and `endTime` are not sent, the most
+ * recent aggregate trades will be returned. * Only market trades will be aggregated and
+ * returned, which means the insurance fund trades and ADL trades won't be aggregated. *
+ * Sending both `startTime`/`endTime` and `fromId` might cause
+ * response timeout, please send either `fromId` or
+ * `startTime`/`endTime` Weight: 20
*
* @param symbol (required)
* @param fromId ID to get aggregate trades from INCLUSIVE. (optional)
@@ -905,8 +1042,9 @@ private okhttp3.Call continuousContractKlineCandlestickDataValidateBeforeCall(
* Continuous Contract Kline/Candlestick Data Kline/candlestick bars for a specific contract
* type. Klines are uniquely identified by their open time. * If startTime and endTime are not
* sent, the most recent klines are returned. * Contract type: * PERPETUAL * CURRENT_QUARTER *
- * NEXT_QUARTER Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | |
- * [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |
+ * NEXT_QUARTER * TRADIFI_PERPETUAL Weight: based on parameter LIMIT | LIMIT | weight | |
+ * ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 |
+ * 10 |
*
* @param pair (required)
* @param contractType (required)
@@ -1998,7 +2136,7 @@ private okhttp3.Call markPriceValidateBeforeCall(String symbol) throws ApiExcept
}
/**
- * Mark Price Mark Price and Funding Rate Weight: 1
+ * Mark Price Mark Price and Funding Rate Weight: 1 with symbol, 10 without symbol
*
* @param symbol (optional)
* @return ApiResponse<MarkPriceResponse>
@@ -2905,7 +3043,8 @@ private okhttp3.Call orderBookValidateBeforeCall(String symbol, Long limit)
}
/**
- * Order Book Query symbol orderbook Weight: Adjusted based on the limit: | Limit | Weight | |
+ * Order Book Query symbol orderbook Retail Price Improvement(RPI) orders are not visible and
+ * excluded in the response message. Weight: Adjusted based on the limit: | Limit | Weight | |
* ------------- | ------ | | 5, 10, 20, 50 | 2 | | 100 | 5 | | 500 | 10 | | 1000 | 20 |
*
* @param symbol (required)
@@ -3348,7 +3487,8 @@ private okhttp3.Call queryIndexPriceConstituentsValidateBeforeCall(String symbol
}
/**
- * Query Index Price Constituents Query index price constituents Weight: 2
+ * Query Index Price Constituents Query index price constituents **Note**: Prices from
+ * constituents of TradFi perps will be hiden and displayed as -1. Weight: 2
*
* @param symbol (required)
* @return ApiResponse<QueryIndexPriceConstituentsResponse>
@@ -3646,6 +3786,147 @@ public ApiResponse recentTradesList(
return localVarApiClient.execute(localVarCall, localVarReturnType);
}
+ /**
+ * Build call for rpiOrderBook
+ *
+ * @param symbol (required)
+ * @param limit Default 100; max 1000 (optional)
+ * @return Call to execute
+ * @throws ApiException If fail to serialize the request body object
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | RPI Order Book | - |
+ *
+ *
+ * @see RPI
+ * Order Book Documentation
+ */
+ private okhttp3.Call rpiOrderBookCall(String symbol, Long limit) throws ApiException {
+ String basePath = null;
+ // Operation Servers
+ String[] localBasePaths = new String[] {};
+
+ // Determine Base Path to Use
+ if (localCustomBaseUrl != null) {
+ basePath = localCustomBaseUrl;
+ } else if (localBasePaths.length > 0) {
+ basePath = localBasePaths[localHostIndex];
+ } else {
+ basePath = null;
+ }
+
+ Object localVarPostBody = null;
+
+ // create path and map variables
+ String localVarPath = "/fapi/v1/rpiDepth";
+
+ List localVarQueryParams = new ArrayList();
+ List localVarCollectionQueryParams = new ArrayList();
+ Map localVarHeaderParams = new HashMap();
+ Map localVarCookieParams = new HashMap();
+ Map localVarFormParams = new HashMap();
+
+ if (symbol != null) {
+ localVarQueryParams.addAll(localVarApiClient.parameterToPair("symbol", symbol));
+ }
+
+ if (limit != null) {
+ localVarQueryParams.addAll(localVarApiClient.parameterToPair("limit", limit));
+ }
+
+ final String[] localVarAccepts = {"application/json"};
+ final String localVarAccept = localVarApiClient.selectHeaderAccept(localVarAccepts);
+ if (localVarAccept != null) {
+ localVarHeaderParams.put("Accept", localVarAccept);
+ }
+
+ final String[] localVarContentTypes = {"application/x-www-form-urlencoded"};
+ final String localVarContentType =
+ localVarApiClient.selectHeaderContentType(localVarContentTypes);
+ if (!localVarFormParams.isEmpty() && localVarContentType != null) {
+ localVarHeaderParams.put("Content-Type", localVarContentType);
+ }
+ Set localVarAuthNames = new HashSet<>();
+ if (HAS_TIME_UNIT) {
+ localVarAuthNames.add("timeUnit");
+ }
+ return localVarApiClient.buildCall(
+ basePath,
+ localVarPath,
+ "GET",
+ localVarQueryParams,
+ localVarCollectionQueryParams,
+ localVarPostBody,
+ localVarHeaderParams,
+ localVarCookieParams,
+ localVarFormParams,
+ localVarAuthNames);
+ }
+
+ @SuppressWarnings("rawtypes")
+ private okhttp3.Call rpiOrderBookValidateBeforeCall(String symbol, Long limit)
+ throws ApiException {
+ try {
+ Validator validator =
+ Validation.byDefaultProvider()
+ .configure()
+ .messageInterpolator(new ParameterMessageInterpolator())
+ .buildValidatorFactory()
+ .getValidator();
+ ExecutableValidator executableValidator = validator.forExecutables();
+
+ Object[] parameterValues = {symbol, limit};
+ Method method = this.getClass().getMethod("rpiOrderBook", String.class, Long.class);
+ Set> violations =
+ executableValidator.validateParameters(this, method, parameterValues);
+
+ if (violations.size() == 0) {
+ return rpiOrderBookCall(symbol, limit);
+ } else {
+ throw new ConstraintViolationException((Set) violations);
+ }
+ } catch (NoSuchMethodException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ } catch (SecurityException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ }
+ }
+
+ /**
+ * RPI Order Book Query symbol orderbook with RPI orders RPI(Retail Price Improvement) orders
+ * are included and aggreated in the response message. Crossed price levels are hidden and
+ * invisible. Weight: Adjusted based on the limit: | Limit | Weight | | ------------- | ------ |
+ * | 1000 | 20 |
+ *
+ * @param symbol (required)
+ * @param limit Default 100; max 1000 (optional)
+ * @return ApiResponse<RpiOrderBookResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | RPI Order Book | - |
+ *
+ *
+ * @see RPI
+ * Order Book Documentation
+ */
+ public ApiResponse rpiOrderBook(@NotNull String symbol, Long limit)
+ throws ApiException {
+ okhttp3.Call localVarCall = rpiOrderBookValidateBeforeCall(symbol, limit);
+ java.lang.reflect.Type localVarReturnType =
+ new TypeToken() {}.getType();
+ return localVarApiClient.execute(localVarCall, localVarReturnType);
+ }
+
/**
* Build call for symbolOrderBookTicker
*
@@ -3753,7 +4034,8 @@ private okhttp3.Call symbolOrderBookTickerValidateBeforeCall(String symbol)
}
/**
- * Symbol Order Book Ticker Best price/qty on the order book for a symbol or symbols. * If the
+ * Symbol Order Book Ticker Best price/qty on the order book for a symbol or symbols. Retail
+ * Price Improvement(RPI) orders are not visible and excluded in the response message. * If the
* symbol is not sent, bookTickers for all symbols will be returned in an array. * The field
* `X-MBX-USED-WEIGHT-1M` in response header is not accurate from this endpoint,
* please ignore. Weight: 2 for a single symbol; 5 when the symbol parameter is omitted
@@ -3794,10 +4076,12 @@ public ApiResponse symbolOrderBookTicker(String s
* | 200 | Symbol Price Ticker | - |
*
*
+ * @deprecated
* @see Symbol
- * Price Ticker(Deprecated) Documentation
+ * Price Ticker Documentation
*/
+ @Deprecated
private okhttp3.Call symbolPriceTickerCall(String symbol) throws ApiException {
String basePath = null;
// Operation Servers
@@ -3856,6 +4140,7 @@ private okhttp3.Call symbolPriceTickerCall(String symbol) throws ApiException {
localVarAuthNames);
}
+ @Deprecated
@SuppressWarnings("rawtypes")
private okhttp3.Call symbolPriceTickerValidateBeforeCall(String symbol) throws ApiException {
try {
@@ -3887,9 +4172,9 @@ private okhttp3.Call symbolPriceTickerValidateBeforeCall(String symbol) throws A
}
/**
- * Symbol Price Ticker(Deprecated) Latest price for a symbol or symbols. * If the symbol is not
- * sent, prices for all symbols will be returned in an array. Weight: 1 for a single symbol; 2
- * when the symbol parameter is omitted
+ * Symbol Price Ticker Latest price for a symbol or symbols. * If the symbol is not sent, prices
+ * for all symbols will be returned in an array. Weight: 1 for a single symbol; 2 when the
+ * symbol parameter is omitted
*
* @param symbol (optional)
* @return ApiResponse<SymbolPriceTickerResponse>
@@ -3902,10 +4187,12 @@ private okhttp3.Call symbolPriceTickerValidateBeforeCall(String symbol) throws A
* | 200 | Symbol Price Ticker | - |
*
*
+ * @deprecated
* @see Symbol
- * Price Ticker(Deprecated) Documentation
+ * Price Ticker Documentation
*/
+ @Deprecated
public ApiResponse symbolPriceTicker(String symbol)
throws ApiException {
okhttp3.Call localVarCall = symbolPriceTickerValidateBeforeCall(symbol);
@@ -4855,4 +5142,132 @@ public ApiResponse topTraderLongShortR
new TypeToken() {}.getType();
return localVarApiClient.execute(localVarCall, localVarReturnType);
}
+
+ /**
+ * Build call for tradingSchedule
+ *
+ * @return Call to execute
+ * @throws ApiException If fail to serialize the request body object
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Trading Schedule | - |
+ *
+ *
+ * @see Trading
+ * Schedule Documentation
+ */
+ private okhttp3.Call tradingScheduleCall() throws ApiException {
+ String basePath = null;
+ // Operation Servers
+ String[] localBasePaths = new String[] {};
+
+ // Determine Base Path to Use
+ if (localCustomBaseUrl != null) {
+ basePath = localCustomBaseUrl;
+ } else if (localBasePaths.length > 0) {
+ basePath = localBasePaths[localHostIndex];
+ } else {
+ basePath = null;
+ }
+
+ Object localVarPostBody = null;
+
+ // create path and map variables
+ String localVarPath = "/fapi/v1/tradingSchedule";
+
+ List localVarQueryParams = new ArrayList();
+ List localVarCollectionQueryParams = new ArrayList();
+ Map localVarHeaderParams = new HashMap();
+ Map localVarCookieParams = new HashMap();
+ Map localVarFormParams = new HashMap();
+
+ final String[] localVarAccepts = {"application/json"};
+ final String localVarAccept = localVarApiClient.selectHeaderAccept(localVarAccepts);
+ if (localVarAccept != null) {
+ localVarHeaderParams.put("Accept", localVarAccept);
+ }
+
+ final String[] localVarContentTypes = {"application/x-www-form-urlencoded"};
+ final String localVarContentType =
+ localVarApiClient.selectHeaderContentType(localVarContentTypes);
+ if (!localVarFormParams.isEmpty() && localVarContentType != null) {
+ localVarHeaderParams.put("Content-Type", localVarContentType);
+ }
+ Set localVarAuthNames = new HashSet<>();
+ if (HAS_TIME_UNIT) {
+ localVarAuthNames.add("timeUnit");
+ }
+ return localVarApiClient.buildCall(
+ basePath,
+ localVarPath,
+ "GET",
+ localVarQueryParams,
+ localVarCollectionQueryParams,
+ localVarPostBody,
+ localVarHeaderParams,
+ localVarCookieParams,
+ localVarFormParams,
+ localVarAuthNames);
+ }
+
+ @SuppressWarnings("rawtypes")
+ private okhttp3.Call tradingScheduleValidateBeforeCall() throws ApiException {
+ try {
+ Validator validator =
+ Validation.byDefaultProvider()
+ .configure()
+ .messageInterpolator(new ParameterMessageInterpolator())
+ .buildValidatorFactory()
+ .getValidator();
+ ExecutableValidator executableValidator = validator.forExecutables();
+
+ Object[] parameterValues = {};
+ Method method = this.getClass().getMethod("tradingSchedule");
+ Set> violations =
+ executableValidator.validateParameters(this, method, parameterValues);
+
+ if (violations.size() == 0) {
+ return tradingScheduleCall();
+ } else {
+ throw new ConstraintViolationException((Set) violations);
+ }
+ } catch (NoSuchMethodException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ } catch (SecurityException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ }
+ }
+
+ /**
+ * Trading Schedule Trading session schedules for a one-week period starting from the day prior
+ * to the query time, covering both the U.S. equity and commodity markets. Equity market session
+ * types include \"PRE_MARKET\", \"REGULAR\", \"AFTER_MARKET\",
+ * \"OVERNIGHT\", and \"NO_TRADING\", while commodity market session types
+ * include \"REGULAR\" and \"NO_TRADING\". Weight: 5
+ *
+ * @return ApiResponse<TradingScheduleResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Trading Schedule | - |
+ *
+ *
+ * @see Trading
+ * Schedule Documentation
+ */
+ public ApiResponse tradingSchedule() throws ApiException {
+ okhttp3.Call localVarCall = tradingScheduleValidateBeforeCall();
+ java.lang.reflect.Type localVarReturnType =
+ new TypeToken() {}.getType();
+ return localVarApiClient.execute(localVarCall, localVarReturnType);
+ }
}
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/PortfolioMarginEndpointsApi.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/PortfolioMarginEndpointsApi.java
index cde8cdf5..c3393389 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/PortfolioMarginEndpointsApi.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/PortfolioMarginEndpointsApi.java
@@ -42,7 +42,7 @@ public class PortfolioMarginEndpointsApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-usds-futures/6.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-usds-futures/7.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
diff --git a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/TradeApi.java b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/TradeApi.java
index 981f607f..ae631f31 100644
--- a/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/TradeApi.java
+++ b/clients/derivatives-trading-usds-futures/src/main/java/com/binance/connector/client/derivatives_trading_usds_futures/rest/api/TradeApi.java
@@ -26,6 +26,8 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AutoCancelAllOpenOrdersRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AutoCancelAllOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.AutoCloseType;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelAlgoOrderResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelAllAlgoOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelAllOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelMultipleOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CancelOrderResponse;
@@ -37,7 +39,10 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ChangeMultiAssetsModeResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ChangePositionModeRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ChangePositionModeResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CurrentAllAlgoOpenOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.CurrentAllOpenOrdersResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesTradfiPerpsContractRequest;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.FuturesTradfiPerpsContractResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.GetOrderModifyHistoryResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.GetPositionMarginChangeHistoryResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ModifyIsolatedPositionMarginRequest;
@@ -46,6 +51,8 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ModifyMultipleOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ModifyOrderRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.ModifyOrderResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewAlgoOrderRequest;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewAlgoOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewOrderRequest;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.NewOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.OrderIdList;
@@ -55,6 +62,8 @@
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.PositionAdlQuantileEstimationResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.PositionInformationV2Response;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.PositionInformationV3Response;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryAlgoOrderResponse;
+import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryAllAlgoOrdersResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryCurrentOpenOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.QueryOrderResponse;
import com.binance.connector.client.derivatives_trading_usds_futures.rest.model.TestOrderRequest;
@@ -83,7 +92,7 @@ public class TradeApi {
private static final String USER_AGENT =
String.format(
- "binance-derivatives-trading-usds-futures/6.0.0 (Java/%s; %s; %s)",
+ "binance-derivatives-trading-usds-futures/7.0.0 (Java/%s; %s; %s)",
SystemUtil.getJavaVersion(), SystemUtil.getOs(), SystemUtil.getArch());
private static final boolean HAS_TIME_UNIT = false;
@@ -674,6 +683,298 @@ public ApiResponse autoCancelAllOpenOrders(
return localVarApiClient.execute(localVarCall, localVarReturnType);
}
+ /**
+ * Build call for cancelAlgoOrder
+ *
+ * @param algoid (optional)
+ * @param clientalgoid (optional)
+ * @param recvWindow (optional)
+ * @return Call to execute
+ * @throws ApiException If fail to serialize the request body object
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Cancel Algo Order | - |
+ *
+ *
+ * @see Cancel
+ * Algo Order (TRADE) Documentation
+ */
+ private okhttp3.Call cancelAlgoOrderCall(Long algoid, String clientalgoid, Long recvWindow)
+ throws ApiException {
+ String basePath = null;
+ // Operation Servers
+ String[] localBasePaths = new String[] {};
+
+ // Determine Base Path to Use
+ if (localCustomBaseUrl != null) {
+ basePath = localCustomBaseUrl;
+ } else if (localBasePaths.length > 0) {
+ basePath = localBasePaths[localHostIndex];
+ } else {
+ basePath = null;
+ }
+
+ Object localVarPostBody = null;
+
+ // create path and map variables
+ String localVarPath = "/fapi/v1/algoOrder";
+
+ List localVarQueryParams = new ArrayList();
+ List localVarCollectionQueryParams = new ArrayList();
+ Map localVarHeaderParams = new HashMap();
+ Map localVarCookieParams = new HashMap();
+ Map localVarFormParams = new HashMap();
+
+ if (algoid != null) {
+ localVarQueryParams.addAll(localVarApiClient.parameterToPair("algoid", algoid));
+ }
+
+ if (clientalgoid != null) {
+ localVarQueryParams.addAll(
+ localVarApiClient.parameterToPair("clientalgoid", clientalgoid));
+ }
+
+ if (recvWindow != null) {
+ localVarQueryParams.addAll(localVarApiClient.parameterToPair("recvWindow", recvWindow));
+ }
+
+ final String[] localVarAccepts = {"application/json"};
+ final String localVarAccept = localVarApiClient.selectHeaderAccept(localVarAccepts);
+ if (localVarAccept != null) {
+ localVarHeaderParams.put("Accept", localVarAccept);
+ }
+
+ final String[] localVarContentTypes = {"application/x-www-form-urlencoded"};
+ final String localVarContentType =
+ localVarApiClient.selectHeaderContentType(localVarContentTypes);
+ if (!localVarFormParams.isEmpty() && localVarContentType != null) {
+ localVarHeaderParams.put("Content-Type", localVarContentType);
+ }
+ Set localVarAuthNames = new HashSet<>();
+ localVarAuthNames.add("binanceSignature");
+ if (HAS_TIME_UNIT) {
+ localVarAuthNames.add("timeUnit");
+ }
+ return localVarApiClient.buildCall(
+ basePath,
+ localVarPath,
+ "DELETE",
+ localVarQueryParams,
+ localVarCollectionQueryParams,
+ localVarPostBody,
+ localVarHeaderParams,
+ localVarCookieParams,
+ localVarFormParams,
+ localVarAuthNames);
+ }
+
+ @SuppressWarnings("rawtypes")
+ private okhttp3.Call cancelAlgoOrderValidateBeforeCall(
+ Long algoid, String clientalgoid, Long recvWindow) throws ApiException {
+ try {
+ Validator validator =
+ Validation.byDefaultProvider()
+ .configure()
+ .messageInterpolator(new ParameterMessageInterpolator())
+ .buildValidatorFactory()
+ .getValidator();
+ ExecutableValidator executableValidator = validator.forExecutables();
+
+ Object[] parameterValues = {algoid, clientalgoid, recvWindow};
+ Method method =
+ this.getClass()
+ .getMethod("cancelAlgoOrder", Long.class, String.class, Long.class);
+ Set> violations =
+ executableValidator.validateParameters(this, method, parameterValues);
+
+ if (violations.size() == 0) {
+ return cancelAlgoOrderCall(algoid, clientalgoid, recvWindow);
+ } else {
+ throw new ConstraintViolationException((Set) violations);
+ }
+ } catch (NoSuchMethodException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ } catch (SecurityException e) {
+ e.printStackTrace();
+ throw new ApiException(e.getMessage());
+ }
+ }
+
+ /**
+ * Cancel Algo Order (TRADE) Cancel an active algo order. * Either `algoid` or
+ * `clientalgoid` must be sent. Weight: 1
+ *
+ * @param algoid (optional)
+ * @param clientalgoid (optional)
+ * @param recvWindow (optional)
+ * @return ApiResponse<CancelAlgoOrderResponse>
+ * @throws ApiException If fail to call the API, e.g. server error or cannot deserialize the
+ * response body
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Cancel Algo Order | - |
+ *
+ *
+ * @see Cancel
+ * Algo Order (TRADE) Documentation
+ */
+ public ApiResponse cancelAlgoOrder(
+ Long algoid, String clientalgoid, Long recvWindow) throws ApiException {
+ okhttp3.Call localVarCall =
+ cancelAlgoOrderValidateBeforeCall(algoid, clientalgoid, recvWindow);
+ java.lang.reflect.Type localVarReturnType =
+ new TypeToken() {}.getType();
+ return localVarApiClient.execute(localVarCall, localVarReturnType);
+ }
+
+ /**
+ * Build call for cancelAllAlgoOpenOrders
+ *
+ * @param symbol (required)
+ * @param recvWindow (optional)
+ * @return Call to execute
+ * @throws ApiException If fail to serialize the request body object
+ * @http.response.details
+ *
+ * Response Details
+ * | Status Code | Description | Response Headers |
+ * | 200 | Cancel All Algo Open Orders | - |
+ *
+ *
+ * @see Cancel
+ * All Algo Open Orders (TRADE) Documentation
+ */
+ private okhttp3.Call cancelAllAlgoOpenOrdersCall(String symbol, Long recvWindow)
+ throws ApiException {
+ String basePath = null;
+ // Operation Servers
+ String[] localBasePaths = new String[] {};
+
+ // Determine Base Path to Use
+ if (localCustomBaseUrl != null) {
+ basePath = localCustomBaseUrl;
+ } else if (localBasePaths.length > 0) {
+ basePath = localBasePaths[localHostIndex];
+ } else {
+ basePath = null;
+ }
+
+ Object localVarPostBody = null;
+
+ // create path and map variables
+ String localVarPath = "/fapi/v1/algoOpenOrders";
+
+ List localVarQueryParams = new ArrayList();
+ List localVarCollectionQueryParams = new ArrayList();
+ Map localVarHeaderParams = new HashMap();
+ Map