Adds WSExecutionEventV5 and WSExecutionV5 interfaces
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@@ -1,6 +1,8 @@
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import {
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CategoryV5,
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ExecTypeV5,
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OCOTriggerTypeV5,
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OrderCreateTypeV5,
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OrderRejectReasonV5,
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OrderSMPTypeV5,
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OrderSideV5,
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@@ -96,3 +98,44 @@ export interface WSAccountOrderEventV5 {
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creationTime: number;
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data: WSAccountOrderV5[];
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}
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export interface WSExecutionV5 {
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category: CategoryV5;
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symbol: string;
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isLeverage: string;
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orderId: string;
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orderLinkId: string;
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side: OrderSideV5;
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orderPrice: string;
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orderQty: string;
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leavesQty: string;
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createType: OrderCreateTypeV5;
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orderType: OrderTypeV5;
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stopOrderType: StopOrderTypeV5;
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execFee: string;
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execId: string;
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execPrice: string;
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execQty: string;
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execType: ExecTypeV5;
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execValue: string;
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execTime: string;
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isMaker: boolean;
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feeRate: string;
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tradeIv: string;
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markIv: string;
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markPrice: string;
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indexPrice: string;
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underlyingPrice: string;
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blockTradeId: string;
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closedSize: string;
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seq: number;
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marketUnit: string;
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}
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export interface WSExecutionEventV5 {
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id: string;
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topic: 'execution';
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creationTime: number;
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data: WSExecutionV5[];
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wsKey: WsKey;
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}
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