nautilus_binance/futures/http/

client.rs

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Binance Futures HTTP client for USD-M and COIN-M markets.

use std::{
    collections::HashMap,
    num::NonZeroU32,
    sync::{Arc, LazyLock, Weak},
    time::Duration,
};

use ahash::{AHashMap, AHashSet};
use aws_lc_rs::digest;
use dashmap::DashMap;
use jiff::Timestamp;
use nautilus_common::cache::InstrumentLookupError;
use nautilus_core::{AtomicMap, datetime::SECONDS_IN_DAY, nanos::UnixNanos, time::AtomicTime};
use nautilus_model::{
    data::{Bar, BarType, BookOrder, FundingRateUpdate, TradeTick},
    enums::{
        AggregationSource, AggressorSide, BarAggregation, BookType, MarketStatusAction, OrderSide,
        OrderType, TimeInForce,
    },
    events::AccountState,
    identifiers::{AccountId, ClientOrderId, InstrumentId, TradeId, VenueOrderId},
    instruments::{Instrument, any::InstrumentAny},
    orderbook::OrderBook,
    reports::{FillReport, OrderStatusReport},
    types::{Currency, Price, Quantity, fixed::FIXED_PRECISION},
};
use nautilus_network::{
    http::{
        HttpClient, HttpRedirectPolicy, HttpResponse, Method, create_standard_nautilus_headers,
    },
    ratelimiter::{RateLimiter, clock::MonotonicClock, quota::Quota},
    retry::{RetryConfig, RetryError, RetryManager},
};
use parking_lot::Mutex;
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize, de::DeserializeOwned};
use ustr::Ustr;

use super::{
    error::{BinanceFuturesHttpError, BinanceFuturesHttpResult},
    models::{
        BatchOrderError, BatchOrderResult, BinanceBookTicker, BinanceCancelAllOrdersResponse,
        BinanceFundingRate, BinanceFuturesAccountInfo, BinanceFuturesAggTrade,
        BinanceFuturesAlgoOrder, BinanceFuturesAlgoOrderCancelResponse,
        BinanceFuturesCoinExchangeInfo, BinanceFuturesCoinSymbol, BinanceFuturesCommissionRate,
        BinanceFuturesKline, BinanceFuturesMarkPrice, BinanceFuturesOrder,
        BinanceFuturesTicker24hr, BinanceFuturesTrade, BinanceFuturesUsdExchangeInfo,
        BinanceFuturesUsdSymbol, BinanceHedgeModeResponse, BinanceLeverageResponse,
        BinanceOpenInterest, BinanceOpenInterestHistRecord, BinanceOrderBook, BinancePositionRisk,
        BinancePriceTicker, BinanceServerTime, BinanceUserTrade, ListenKeyResponse,
    },
    query::{
        BatchCancelItem, BatchModifyItem, BatchOrderItem, BinanceAggTradesParams,
        BinanceAlgoOrderQueryParams, BinanceAllAlgoOrdersParams, BinanceAllOrdersParams,
        BinanceBookTickerParams, BinanceCancelAllAlgoOrdersParams, BinanceCancelAllOrdersParams,
        BinanceCancelOrderParams, BinanceCommissionRateParams, BinanceDepthParams,
        BinanceFundingRateParams, BinanceKlinesParams, BinanceMarkPriceParams,
        BinanceModifyOrderParams, BinanceNewAlgoOrderParams, BinanceNewOrderParams,
        BinanceOpenAlgoOrdersParams, BinanceOpenInterestHistParams, BinanceOpenInterestParams,
        BinanceOpenOrdersParams, BinanceOrderQueryParams, BinancePositionRiskParams,
        BinanceSetLeverageParams, BinanceSetMarginTypeParams, BinanceTicker24hrParams,
        BinanceTradesParams, BinanceUserTradesParams, ListenKeyParams,
    },
};
use crate::{
    common::{
        bar::BinanceBar,
        consts::{
            BINANCE_API_KEY_HEADER, BINANCE_DAPI_PATH, BINANCE_DAPI_RATE_LIMITS, BINANCE_FAPI_PATH,
            BINANCE_FAPI_RATE_LIMITS, BINANCE_NAUTILUS_FUTURES_BROKER_ID,
            BINANCE_NO_SUCH_ORDER_CODE, BINANCE_RETRY_AFTER_HEADER, BinanceRateLimitQuota,
        },
        credential::SigningCredential,
        encoder::{encode_broker_id, legacy_client_order_id},
        enums::{
            BinanceAlgoType, BinanceEnvironment, BinanceFuturesOrderType, BinancePositionSide,
            BinancePriceMatch, BinanceProductType, BinanceRateLimitInterval, BinanceRateLimitType,
            BinanceSide, BinanceTimeInForce, BinanceWorkingType,
        },
        instruments::BinanceInstrumentSelector,
        models::BinanceErrorResponse,
        parse::{
            parse_coinm_instrument_with_fees, parse_millis, parse_required_price_at_precision,
            parse_required_quantity_at_precision, parse_usdm_instrument_with_fees,
            should_warn_on_instrument_parse_error,
        },
        symbol::{format_binance_symbol, format_instrument_id},
        urls::get_http_base_url,
    },
    config::BinanceInstrumentProviderConfig,
    futures::conversions::reduce_only_param,
};

const BINANCE_GLOBAL_RATE_KEY: &str = "binance:global";
const BINANCE_ORDERS_RATE_KEY: &str = "binance:orders";

type BinanceFuturesLimiter = RateLimiter<Ustr, MonotonicClock>;
type BinanceFuturesRateLimiter = Arc<BinanceFuturesLimiter>;
type BinanceFuturesRateLimiterRegistry<S> = Mutex<AHashMap<S, Weak<BinanceFuturesLimiter>>>;

#[derive(Clone, PartialEq, Eq, Hash)]
enum BinanceFuturesEndpointScope {
    Environment(BinanceEnvironment),
    Custom {
        environment: BinanceEnvironment,
        base_url: String,
    },
}

#[derive(Clone, PartialEq, Eq, Hash)]
struct BinanceFuturesRequestScope {
    endpoint: BinanceFuturesEndpointScope,
    proxy_url_digest: Option<[u8; 32]>,
}

#[derive(Clone, Copy, PartialEq, Eq, Hash)]
struct BinanceFuturesAccountScope([u8; 32]);

#[derive(Clone, PartialEq, Eq, Hash)]
struct BinanceFuturesOrderScope {
    endpoint: BinanceFuturesEndpointScope,
    account: BinanceFuturesAccountScope,
}

static BINANCE_FUTURES_REQUEST_LIMITERS: LazyLock<
    BinanceFuturesRateLimiterRegistry<BinanceFuturesRequestScope>,
> = LazyLock::new(|| Mutex::new(AHashMap::new()));

static BINANCE_FUTURES_ORDER_LIMITERS: LazyLock<
    BinanceFuturesRateLimiterRegistry<BinanceFuturesOrderScope>,
> = LazyLock::new(|| Mutex::new(AHashMap::new()));

/// A Binance Futures Algo Service order with optional matching-engine details.
#[derive(Debug)]
pub struct BinanceFuturesAlgoOrderQueryResult {
    /// The original conditional order from the Algo Service.
    pub algo: BinanceFuturesAlgoOrder,
    /// The matching-engine order created after the condition triggered, when enrichment succeeds.
    pub actual: Option<BinanceFuturesOrder>,
}

#[derive(Debug, Serialize)]
#[serde(rename_all = "camelCase")]
struct BatchCancelParams {
    symbol: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    order_id_list: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    orig_client_order_id_list: Option<String>,
}

/// Raw HTTP client for Binance Futures REST API.
#[derive(Debug, Clone)]
pub struct BinanceRawFuturesHttpClient {
    retry_manager: Arc<RetryManager<BinanceFuturesHttpError>>,
    client: HttpClient,
    base_url: String,
    api_path: &'static str,
    credential: Option<SigningCredential>,
    recv_window: Option<u64>,
    order_rate_keys: Vec<String>,
}

impl BinanceRawFuturesHttpClient {
    /// Returns a reference to the underlying HTTP client.
    #[must_use]
    pub fn http_client(&self) -> &HttpClient {
        &self.client
    }

    /// Returns whether this client has complete signing credentials.
    #[must_use]
    pub const fn has_credentials(&self) -> bool {
        self.credential.is_some()
    }

    /// Creates a new Binance raw futures HTTP client.
    ///
    /// # Errors
    ///
    /// Returns an error if credentials are incomplete or the HTTP client fails to build.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        product_type: BinanceProductType,
        environment: BinanceEnvironment,
        api_key: Option<String>,
        api_secret: Option<String>,
        base_url_override: Option<String>,
        recv_window: Option<u64>,
        timeout_secs: Option<u64>,
        proxy_url: Option<String>,
    ) -> BinanceFuturesHttpResult<Self> {
        let RateLimitConfig {
            request_quota,
            order_quotas,
            order_keys,
        } = Self::rate_limit_config(product_type);

        let credential = match (api_key, api_secret) {
            (Some(key), Some(secret)) => Some(SigningCredential::new(key, secret)),
            (None, None) => None,
            _ => return Err(BinanceFuturesHttpError::MissingCredentials),
        };

        let account_scope = credential.as_ref().map(Self::account_scope);
        let rate_limiters = Self::shared_rate_limiters(
            environment,
            base_url_override.as_deref(),
            proxy_url.as_deref(),
            account_scope,
            request_quota,
            order_quotas,
        );
        let base_url = base_url_override
            .unwrap_or_else(|| get_http_base_url(product_type, environment).to_string());
        let api_path = Self::resolve_api_path(product_type);
        let headers = Self::default_headers(&credential);

        let client = HttpClient::builder()
            .redirect_policy(HttpRedirectPolicy::Reject)
            .headers(headers)
            .header_keys(vec![
                BINANCE_API_KEY_HEADER.to_string(),
                BINANCE_RETRY_AFTER_HEADER.to_string(),
            ])
            .maybe_timeout_secs(timeout_secs)
            .maybe_proxy_url(proxy_url)
            .rate_limiters(rate_limiters)
            .build()?;

        Ok(Self {
            retry_manager: Arc::new(RetryManager::new(crate::common::http::retry_config())),
            client,
            base_url,
            api_path,
            credential,
            recv_window,
            order_rate_keys: order_keys,
        })
    }

    fn shared_rate_limiters(
        environment: BinanceEnvironment,
        base_url_override: Option<&str>,
        proxy_url: Option<&str>,
        account_scope: Option<BinanceFuturesAccountScope>,
        request_quota: Quota,
        order_quotas: Vec<(String, Quota)>,
    ) -> Vec<BinanceFuturesRateLimiter> {
        let endpoint = Self::endpoint_scope(environment, base_url_override);
        let request_scope = BinanceFuturesRequestScope {
            endpoint: endpoint.clone(),
            proxy_url_digest: proxy_url.map(Self::sha256),
        };
        let request_limiter = Self::request_rate_limiter(request_scope, request_quota);
        let mut limiters = vec![request_limiter];

        if let Some(account) = account_scope {
            let order_scope = BinanceFuturesOrderScope { endpoint, account };
            limiters.push(Self::order_rate_limiter(order_scope, order_quotas));
        }

        limiters
    }

    fn endpoint_scope(
        environment: BinanceEnvironment,
        base_url_override: Option<&str>,
    ) -> BinanceFuturesEndpointScope {
        let Some(base_url) = base_url_override else {
            return BinanceFuturesEndpointScope::Environment(environment);
        };

        let normalized = base_url.trim_end_matches('/');
        let official_urls = [
            get_http_base_url(BinanceProductType::UsdM, environment),
            get_http_base_url(BinanceProductType::CoinM, environment),
        ];

        if official_urls.contains(&normalized) {
            BinanceFuturesEndpointScope::Environment(environment)
        } else {
            BinanceFuturesEndpointScope::Custom {
                environment,
                base_url: normalized.to_string(),
            }
        }
    }

    fn account_scope(credential: &SigningCredential) -> BinanceFuturesAccountScope {
        BinanceFuturesAccountScope(Self::sha256(credential.api_key()))
    }

    fn sha256(value: &str) -> [u8; 32] {
        digest::digest(&digest::SHA256, value.as_bytes())
            .as_ref()
            .try_into()
            .expect("SHA-256 digest must contain 32 bytes")
    }

    fn request_rate_limiter(
        scope: BinanceFuturesRequestScope,
        quota: Quota,
    ) -> BinanceFuturesRateLimiter {
        let mut registry = BINANCE_FUTURES_REQUEST_LIMITERS.lock();

        if let Some(limiter) = registry.get(&scope).and_then(Weak::upgrade) {
            return limiter;
        }

        let limiter = Arc::new(RateLimiter::new_with_quota(
            None,
            vec![(Ustr::from(BINANCE_GLOBAL_RATE_KEY), quota)],
        ));
        registry.insert(scope, Arc::downgrade(&limiter));
        limiter
    }

    fn order_rate_limiter(
        scope: BinanceFuturesOrderScope,
        quotas: Vec<(String, Quota)>,
    ) -> BinanceFuturesRateLimiter {
        let mut registry = BINANCE_FUTURES_ORDER_LIMITERS.lock();

        if let Some(limiter) = registry.get(&scope).and_then(Weak::upgrade) {
            return limiter;
        }

        let quotas = quotas
            .into_iter()
            .map(|(key, quota)| (Ustr::from(&key), quota))
            .collect();
        let limiter = Arc::new(RateLimiter::new_with_quota(None, quotas));
        registry.insert(scope, Arc::downgrade(&limiter));
        limiter
    }

    /// Performs a GET request and deserializes the response body.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or response deserialization fails.
    pub async fn get<P, T>(
        &self,
        path: &str,
        params: Option<&P>,
        signed: bool,
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<T>
    where
        P: Serialize + ?Sized,
        T: DeserializeOwned,
    {
        self.request(Method::GET, path, params, signed, use_order_quota, None)
            .await
    }

    /// Performs a POST request with optional body and signed query.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or response deserialization fails.
    pub async fn post<P, T>(
        &self,
        path: &str,
        params: Option<&P>,
        body: Option<Vec<u8>>,
        signed: bool,
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<T>
    where
        P: Serialize + ?Sized,
        T: DeserializeOwned,
    {
        self.request(Method::POST, path, params, signed, use_order_quota, body)
            .await
    }

    /// Performs a PUT request with signed query.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or response deserialization fails.
    pub async fn request_put<P, T>(
        &self,
        path: &str,
        params: Option<&P>,
        signed: bool,
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<T>
    where
        P: Serialize + ?Sized,
        T: DeserializeOwned,
    {
        self.request(Method::PUT, path, params, signed, use_order_quota, None)
            .await
    }

    /// Performs a DELETE request with signed query.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or response deserialization fails.
    pub async fn request_delete<P, T>(
        &self,
        path: &str,
        params: Option<&P>,
        signed: bool,
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<T>
    where
        P: Serialize + ?Sized,
        T: DeserializeOwned,
    {
        self.request(Method::DELETE, path, params, signed, use_order_quota, None)
            .await
    }

    /// Performs a batch POST request with batchOrders parameter.
    ///
    /// # Errors
    ///
    /// Returns an error if credentials are missing, the request fails, or JSON parsing fails.
    pub async fn batch_request<T: Serialize>(
        &self,
        path: &str,
        items: &[T],
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        self.batch_request_method(Method::POST, path, items, use_order_quota)
            .await
    }

    /// Performs a batch DELETE request with batchOrders parameter.
    ///
    /// # Errors
    ///
    /// Returns an error if credentials are missing, the request fails, or JSON parsing fails.
    pub async fn batch_request_delete<T: Serialize>(
        &self,
        path: &str,
        items: &[T],
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        self.batch_request_method(Method::DELETE, path, items, use_order_quota)
            .await
    }

    /// Performs a batch PUT request with batchOrders parameter.
    ///
    /// # Errors
    ///
    /// Returns an error if credentials are missing, the request fails, or JSON parsing fails.
    pub async fn batch_request_put<T: Serialize>(
        &self,
        path: &str,
        items: &[T],
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        self.batch_request_method(Method::PUT, path, items, use_order_quota)
            .await
    }

    async fn batch_request_method<T: Serialize>(
        &self,
        method: Method,
        path: &str,
        items: &[T],
        use_order_quota: bool,
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        let cred = self
            .credential
            .as_ref()
            .ok_or(BinanceFuturesHttpError::MissingCredentials)?;

        let batch_json = serde_json::to_string(items)
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?;

        let encoded_batch = Self::percent_encode(&batch_json);
        let timestamp = Timestamp::now().as_millisecond();
        let mut query = format!("batchOrders={encoded_batch}&timestamp={timestamp}");

        if let Some(recv_window) = self.recv_window {
            query.push_str(&format!("&recvWindow={recv_window}"));
        }

        let signature = Self::percent_encode(&cred.sign(&query));
        query.push_str(&format!("&signature={signature}"));

        let url = self.build_url(path, &query);

        let mut headers = HashMap::new();
        headers.insert(
            BINANCE_API_KEY_HEADER.to_string(),
            cred.api_key().to_string(),
        );

        let keys = self.rate_limit_keys(use_order_quota);

        let response = self
            .client
            .request(
                method,
                url,
                None::<&HashMap<String, Vec<String>>>,
                Some(headers),
                None,
                None,
                Some(keys),
            )
            .await?;

        if !response.status.is_success() {
            return self.parse_error_response(&response);
        }

        serde_json::from_slice(&response.body)
            .map_err(|e| BinanceFuturesHttpError::JsonError(e.to_string()))
    }

    /// Percent-encodes a string for use in URL query parameters.
    fn percent_encode(input: &str) -> String {
        let mut result = String::with_capacity(input.len() * 3);
        for byte in input.bytes() {
            match byte {
                b'A'..=b'Z' | b'a'..=b'z' | b'0'..=b'9' | b'-' | b'_' | b'.' | b'~' => {
                    result.push(byte as char);
                }
                _ => {
                    result.push('%');
                    result.push_str(&format!("{byte:02X}"));
                }
            }
        }
        result
    }

    async fn request<P, T>(
        &self,
        method: Method,
        path: &str,
        params: Option<&P>,
        signed: bool,
        use_order_quota: bool,
        body: Option<Vec<u8>>,
    ) -> BinanceFuturesHttpResult<T>
    where
        P: Serialize + ?Sized,
        T: DeserializeOwned,
    {
        let operation = || {
            self.request_once(
                method.clone(),
                path,
                params,
                signed,
                use_order_quota,
                body.clone(),
            )
        };

        if method != Method::GET {
            return operation().await;
        }
        self.retry_manager
            .invocation(
                path,
                operation,
                BinanceFuturesHttpError::is_retryable,
                |e| match e {
                    RetryError::Canceled => {
                        BinanceFuturesHttpError::Canceled("HTTP requests canceled".to_string())
                    }
                    RetryError::OperationTimeout { timeout_ms } => {
                        BinanceFuturesHttpError::Timeout(format!("Request exceeded {timeout_ms}ms"))
                    }
                    RetryError::InvalidConfiguration { message } => {
                        BinanceFuturesHttpError::ValidationError(message)
                    }
                    e @ RetryError::ElapsedBudgetExceeded { .. } => {
                        BinanceFuturesHttpError::RetryBudgetExceeded(e.to_string())
                    }
                },
            )
            .retry_delay(&BinanceFuturesHttpError::retry_after)
            .execute()
            .await
    }

    async fn request_once<P, T>(
        &self,
        method: Method,
        path: &str,
        params: Option<&P>,
        signed: bool,
        use_order_quota: bool,
        body: Option<Vec<u8>>,
    ) -> BinanceFuturesHttpResult<T>
    where
        P: Serialize + ?Sized,
        T: DeserializeOwned,
    {
        let mut query = params
            .map(serde_urlencoded::to_string)
            .transpose()
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?
            .unwrap_or_default();

        let mut headers = HashMap::new();

        if signed {
            let cred = self
                .credential
                .as_ref()
                .ok_or(BinanceFuturesHttpError::MissingCredentials)?;

            if !query.is_empty() {
                query.push('&');
            }

            let timestamp = Timestamp::now().as_millisecond();
            query.push_str(&format!("timestamp={timestamp}"));

            if let Some(recv_window) = self.recv_window {
                query.push_str(&format!("&recvWindow={recv_window}"));
            }

            // Percent-encode the signature: Ed25519 signatures are base64 and
            // contain `+`, `/`, `=` which are not URL-safe. HMAC hex is
            // already safe but percent-encoding it is a no-op.
            let signature = Self::percent_encode(&cred.sign(&query));
            query.push_str(&format!("&signature={signature}"));
            headers.insert(
                BINANCE_API_KEY_HEADER.to_string(),
                cred.api_key().to_string(),
            );
        }

        let url = self.build_url(path, &query);
        let keys = self.rate_limit_keys(use_order_quota);

        let response = self
            .client
            .request(
                method,
                url,
                None::<&HashMap<String, Vec<String>>>,
                Some(headers),
                body,
                None,
                Some(keys),
            )
            .await?;

        if !response.status.is_success() {
            return self.parse_error_response(&response);
        }

        serde_json::from_slice::<T>(&response.body)
            .map_err(|e| BinanceFuturesHttpError::JsonError(e.to_string()))
    }

    fn build_url(&self, path: &str, query: &str) -> String {
        // Full API paths (e.g., /fapi/v2/account) bypass the default api_path
        let url_path = if path.starts_with("/fapi/")
            || path.starts_with("/dapi/")
            || path.starts_with("/futures/data/")
        {
            path.to_string()
        } else if path.starts_with('/') {
            format!("{}{}", self.api_path, path)
        } else {
            format!("{}/{}", self.api_path, path)
        };

        let mut url = format!("{}{}", self.base_url, url_path);

        if !query.is_empty() {
            url.push('?');
            url.push_str(query);
        }
        url
    }

    fn rate_limit_keys(&self, use_orders: bool) -> Vec<String> {
        if use_orders {
            let mut keys = Vec::with_capacity(1 + self.order_rate_keys.len());
            keys.push(BINANCE_GLOBAL_RATE_KEY.to_string());
            keys.extend(self.order_rate_keys.iter().cloned());
            keys
        } else {
            vec![BINANCE_GLOBAL_RATE_KEY.to_string()]
        }
    }

    fn parse_error_response<T>(&self, response: &HttpResponse) -> BinanceFuturesHttpResult<T> {
        let status = response.status.as_u16();
        let body = String::from_utf8_lossy(&response.body).to_string();
        let retry_after = crate::common::http::retry_after(&response.headers, Timestamp::now());

        if let Ok(err) = serde_json::from_str::<BinanceErrorResponse>(&body) {
            return Err(BinanceFuturesHttpError::BinanceError {
                code: err.code,
                message: err.msg,
                status,
                retry_after,
            });
        }

        Err(BinanceFuturesHttpError::UnexpectedStatus {
            status,
            body,
            retry_after,
        })
    }

    fn default_headers(credential: &Option<SigningCredential>) -> HashMap<String, String> {
        let mut headers: HashMap<String, String> =
            create_standard_nautilus_headers().into_iter().collect();

        if let Some(cred) = credential {
            headers.insert(
                BINANCE_API_KEY_HEADER.to_string(),
                cred.api_key().to_string(),
            );
        }
        headers
    }

    fn resolve_api_path(product_type: BinanceProductType) -> &'static str {
        match product_type {
            BinanceProductType::UsdM => BINANCE_FAPI_PATH,
            BinanceProductType::CoinM => BINANCE_DAPI_PATH,
            _ => BINANCE_FAPI_PATH, // Default to USD-M
        }
    }

    fn rate_limit_config(product_type: BinanceProductType) -> RateLimitConfig {
        let quotas = match product_type {
            BinanceProductType::UsdM => BINANCE_FAPI_RATE_LIMITS,
            BinanceProductType::CoinM => BINANCE_DAPI_RATE_LIMITS,
            _ => BINANCE_FAPI_RATE_LIMITS,
        };

        let mut order_quotas = Vec::new();
        let mut order_keys = Vec::new();
        let mut request_quota = None;

        for quota in quotas {
            if let Some(q) = Self::quota_from(quota) {
                match quota.rate_limit_type {
                    BinanceRateLimitType::RequestWeight if request_quota.is_none() => {
                        request_quota = Some(q);
                    }
                    BinanceRateLimitType::Orders => {
                        let key = format!(
                            "{}:{}:{:?}",
                            BINANCE_ORDERS_RATE_KEY, quota.interval_num, quota.interval
                        );
                        order_keys.push(key.clone());
                        order_quotas.push((key, q));
                    }
                    _ => {}
                }
            }
        }

        let request_quota = request_quota.unwrap_or_else(|| {
            Quota::per_second(NonZeroU32::new(10).expect("non-zero")).expect("valid constant")
        });

        RateLimitConfig {
            request_quota,
            order_quotas,
            order_keys,
        }
    }

    fn quota_from(quota: &BinanceRateLimitQuota) -> Option<Quota> {
        let burst = NonZeroU32::new(quota.limit)?;
        let period = Self::quota_period(quota)?;
        let replenish_interval_ns = period.as_nanos() / u128::from(quota.limit);
        let replenish_interval_ns = u64::try_from(replenish_interval_ns).ok()?;

        Quota::with_period(Duration::from_nanos(replenish_interval_ns))
            .map(|q| q.allow_burst(burst))
    }

    fn quota_period(quota: &BinanceRateLimitQuota) -> Option<Duration> {
        match quota.interval {
            BinanceRateLimitInterval::Second => {
                Some(Duration::from_secs(u64::from(quota.interval_num)))
            }
            BinanceRateLimitInterval::Minute => {
                Some(Duration::from_secs(60 * u64::from(quota.interval_num)))
            }
            BinanceRateLimitInterval::Day => Some(Duration::from_secs(
                SECONDS_IN_DAY * u64::from(quota.interval_num),
            )),
            BinanceRateLimitInterval::Unknown => None,
        }
    }

    /// Fetches 24hr ticker statistics.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn ticker_24h(
        &self,
        params: &BinanceTicker24hrParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesTicker24hr>> {
        self.get("ticker/24hr", Some(params), false, false).await
    }

    /// Fetches best bid/ask prices.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn book_ticker(
        &self,
        params: &BinanceBookTickerParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceBookTicker>> {
        self.get("ticker/bookTicker", Some(params), false, false)
            .await
    }

    /// Fetches price ticker.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn price_ticker(
        &self,
        symbol: Option<&str>,
    ) -> BinanceFuturesHttpResult<Vec<BinancePriceTicker>> {
        #[derive(Serialize)]
        struct Params<'a> {
            #[serde(skip_serializing_if = "Option::is_none")]
            symbol: Option<&'a str>,
        }
        self.get("ticker/price", Some(&Params { symbol }), false, false)
            .await
    }

    /// Fetches order book depth.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn depth(
        &self,
        params: &BinanceDepthParams,
    ) -> BinanceFuturesHttpResult<BinanceOrderBook> {
        self.get("depth", Some(params), false, false).await
    }

    /// Fetches mark price and funding rate.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn mark_price(
        &self,
        params: &BinanceMarkPriceParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesMarkPrice>> {
        let response: MarkPriceResponse =
            self.get("premiumIndex", Some(params), false, false).await?;
        Ok(response.into())
    }

    /// Fetches funding rate history.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn funding_rate(
        &self,
        params: &BinanceFundingRateParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFundingRate>> {
        self.get("fundingRate", Some(params), false, false).await
    }

    /// Fetches current open interest for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn open_interest(
        &self,
        params: &BinanceOpenInterestParams,
    ) -> BinanceFuturesHttpResult<BinanceOpenInterest> {
        self.get("openInterest", Some(params), false, false).await
    }

    /// Fetches historical open interest statistics for a symbol or pair.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn open_interest_hist(
        &self,
        params: &BinanceOpenInterestHistParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceOpenInterestHistRecord>> {
        self.get("/futures/data/openInterestHist", Some(params), false, false)
            .await
    }

    /// Fetches recent public trades for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn trades(
        &self,
        params: &BinanceTradesParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesTrade>> {
        self.get("trades", Some(params), false, false).await
    }

    /// Fetches aggregate public trades for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if documented Binance Futures bounds are violated or the request fails.
    pub async fn agg_trades(
        &self,
        params: &BinanceAggTradesParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesAggTrade>> {
        if params.limit.is_some_and(|limit| limit > 1000) {
            return Err(BinanceFuturesHttpError::ValidationError(
                "aggregate trade limit must not exceed 1000".to_string(),
            ));
        }

        if let (Some(start), Some(end)) = (params.start_time, params.end_time) {
            if start > end {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "aggregate trade startTime must not exceed endTime".to_string(),
                ));
            }
            let Some(range) = end.checked_sub(start) else {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "aggregate trade time range must be less than one hour".to_string(),
                ));
            };

            if range >= 3_600_000 {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "aggregate trade time range must be less than one hour".to_string(),
                ));
            }
        }

        self.get("aggTrades", Some(params), false, false).await
    }

    /// Fetches kline/candlestick data for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn klines(
        &self,
        params: &BinanceKlinesParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesKline>> {
        self.get("klines", Some(params), false, false).await
    }

    /// Sets leverage for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn set_leverage(
        &self,
        params: &BinanceSetLeverageParams,
    ) -> BinanceFuturesHttpResult<BinanceLeverageResponse> {
        self.post("leverage", Some(params), None, true, false).await
    }

    /// Sets margin type for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn set_margin_type(
        &self,
        params: &BinanceSetMarginTypeParams,
    ) -> BinanceFuturesHttpResult<serde_json::Value> {
        self.post("marginType", Some(params), None, true, false)
            .await
    }

    /// Queries hedge mode (dual side position) setting.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_hedge_mode(&self) -> BinanceFuturesHttpResult<BinanceHedgeModeResponse> {
        self.get::<(), _>("positionSide/dual", None, true, false)
            .await
    }

    /// Creates a listen key for user data stream.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn create_listen_key(&self) -> BinanceFuturesHttpResult<ListenKeyResponse> {
        self.post::<(), ListenKeyResponse>("listenKey", None, None, true, false)
            .await
    }

    /// Keeps alive an existing listen key.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn keepalive_listen_key(&self, listen_key: &str) -> BinanceFuturesHttpResult<()> {
        let params = ListenKeyParams {
            listen_key: listen_key.into(),
        };
        let _: serde_json::Value = self
            .request_put("listenKey", Some(&params), true, false)
            .await?;
        Ok(())
    }

    /// Closes an existing listen key.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn close_listen_key(&self, listen_key: &str) -> BinanceFuturesHttpResult<()> {
        let params = ListenKeyParams {
            listen_key: listen_key.into(),
        };
        let _: serde_json::Value = self
            .request_delete("listenKey", Some(&params), true, false)
            .await?;
        Ok(())
    }

    /// Fetches account information including balances and positions.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_account(&self) -> BinanceFuturesHttpResult<BinanceFuturesAccountInfo> {
        // USD-M uses /fapi/v2/account, COIN-M uses /dapi/v1/account
        let path = if self.api_path.starts_with("/fapi") {
            "/fapi/v2/account"
        } else {
            "/dapi/v1/account"
        };
        self.get::<(), _>(path, None, true, false).await
    }

    /// Fetches account-specific maker and taker commission rates for one symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if credentials are missing or the request fails.
    pub async fn commission_rate(
        &self,
        params: &BinanceCommissionRateParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesCommissionRate> {
        self.get("commissionRate", Some(params), true, false).await
    }

    /// Fetches position risk information.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_positions(
        &self,
        params: &BinancePositionRiskParams,
    ) -> BinanceFuturesHttpResult<Vec<BinancePositionRisk>> {
        // USD-M uses /fapi/v2/positionRisk, COIN-M uses /dapi/v1/positionRisk
        let path = if self.api_path.starts_with("/fapi") {
            "/fapi/v2/positionRisk"
        } else {
            "/dapi/v1/positionRisk"
        };
        self.get(path, Some(params), true, false).await
    }

    /// Fetches user trades for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_user_trades(
        &self,
        params: &BinanceUserTradesParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceUserTrade>> {
        self.get("userTrades", Some(params), true, false).await
    }

    /// Queries a single order by order ID or client order ID.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_order(
        &self,
        params: &BinanceOrderQueryParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesOrder> {
        let Some(legacy) = params
            .orig_client_order_id
            .as_deref()
            .and_then(|id| legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID))
        else {
            return self.get("order", Some(params), true, false).await;
        };

        let mut query = params.clone();
        if query.order_id.is_some() {
            query.orig_client_order_id = None;
            return self.get("order", Some(&query), true, false).await;
        }

        let current: BinanceFuturesHttpResult<BinanceFuturesOrder> =
            self.get("order", Some(&query), true, false).await;

        if let Err(e) = &current
            && !matches!(
                e,
                BinanceFuturesHttpError::BinanceError {
                    code: BINANCE_NO_SUCH_ORDER_CODE,
                    ..
                }
            )
        {
            return current;
        }

        query.orig_client_order_id = Some(legacy);
        let historical: BinanceFuturesHttpResult<BinanceFuturesOrder> =
            self.get("order", Some(&query), true, false).await;

        match (current, historical) {
            (Ok(current), Ok(historical)) if current.order_id != historical.order_id => {
                Err(BinanceFuturesHttpError::ValidationError(
                    "Ambiguous historical client order ID".to_string(),
                ))
            }
            (Ok(current), Ok(_)) => Ok(current),
            (
                Ok(current),
                Err(BinanceFuturesHttpError::BinanceError {
                    code: BINANCE_NO_SUCH_ORDER_CODE,
                    ..
                }),
            ) => Ok(current),
            (Err(_), Ok(historical)) => Ok(historical),
            (_, Err(e)) => Err(e),
        }
    }

    pub(crate) async fn resolve_order_identity(
        &self,
        symbol: &str,
        order_id: &mut Option<i64>,
        client_order_id: &mut Option<String>,
    ) -> BinanceFuturesHttpResult<()> {
        let Some(id) = client_order_id
            .as_deref()
            .filter(|id| legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some())
        else {
            return Ok(());
        };

        *order_id = Some(self.resolve_order_id(symbol, *order_id, id).await?);
        *client_order_id = None;
        Ok(())
    }

    async fn resolve_order_id(
        &self,
        symbol: &str,
        order_id: Option<i64>,
        client_order_id: &str,
    ) -> BinanceFuturesHttpResult<i64> {
        if let Some(order_id) = order_id {
            return Ok(order_id);
        }

        self.query_order(&BinanceOrderQueryParams {
            symbol: symbol.to_string(),
            order_id: None,
            orig_client_order_id: Some(client_order_id.to_string()),
            recv_window: None,
        })
        .await
        .map(|order| order.order_id)
        .map_err(identity_lookup_error)
    }

    /// Queries all open orders.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_open_orders(
        &self,
        params: &BinanceOpenOrdersParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesOrder>> {
        self.get("openOrders", Some(params), true, false).await
    }

    /// Queries all orders (including historical).
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_all_orders(
        &self,
        params: &BinanceAllOrdersParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesOrder>> {
        self.get("allOrders", Some(params), true, false).await
    }

    /// Submits a new order.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn submit_order(
        &self,
        params: &BinanceNewOrderParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesOrder> {
        self.post("order", Some(params), None, true, true).await
    }

    /// Submits multiple orders in a single request (up to 5 orders).
    ///
    /// # Errors
    ///
    /// Returns an error if the batch exceeds 5 orders or the request fails.
    pub async fn submit_order_list(
        &self,
        orders: &[BatchOrderItem],
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        if orders.is_empty() {
            return Ok(Vec::new());
        }

        if orders.len() > 5 {
            return Err(BinanceFuturesHttpError::ValidationError(
                "Batch order limit is 5 orders maximum".to_string(),
            ));
        }

        self.batch_request("batchOrders", orders, true).await
    }

    /// Modifies an existing order (price and quantity only).
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn modify_order(
        &self,
        params: &BinanceModifyOrderParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesOrder> {
        if let Some(id) = params.orig_client_order_id.as_deref()
            && legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some()
        {
            let mut resolved = params.clone();
            resolved.order_id = Some(
                self.resolve_order_id(&params.symbol, params.order_id, id)
                    .await?,
            );
            resolved.orig_client_order_id = None;
            return self.request_put("order", Some(&resolved), true, true).await;
        }

        self.request_put("order", Some(params), true, true).await
    }

    /// Modifies multiple orders in a single request (up to 5 orders).
    ///
    /// # Errors
    ///
    /// Returns an error if the batch exceeds 5 orders or the request fails.
    pub async fn batch_modify_orders(
        &self,
        modifies: &[BatchModifyItem],
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        if modifies.is_empty() {
            return Ok(Vec::new());
        }

        if modifies.len() > 5 {
            return Err(BinanceFuturesHttpError::ValidationError(
                "Batch modify limit is 5 orders maximum".to_string(),
            ));
        }

        if modifies.iter().any(|item| {
            item.orig_client_order_id.as_deref().is_some_and(|id| {
                legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some()
            })
        }) {
            let mut resolved = Vec::with_capacity(modifies.len());
            let mut results = Vec::with_capacity(modifies.len());
            for item in modifies {
                let mut item = item.clone();
                if let Some(id) = item.orig_client_order_id.as_deref()
                    && legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some()
                {
                    match self.resolve_order_id(&item.symbol, item.order_id, id).await {
                        Ok(order_id) => {
                            item.order_id = Some(order_id);
                            item.orig_client_order_id = None;
                        }
                        Err(BinanceFuturesHttpError::BinanceError {
                            code: BINANCE_NO_SUCH_ORDER_CODE,
                            message,
                            ..
                        }) => {
                            results.push(Some(BatchOrderResult::Error(BatchOrderError {
                                code: BINANCE_NO_SUCH_ORDER_CODE,
                                msg: message,
                            })));

                            continue;
                        }
                        Err(e) => return Err(e),
                    }
                }

                resolved.push(item);
                results.push(None);
            }

            let responses = if resolved.is_empty() {
                Vec::new()
            } else {
                self.batch_request_put("batchOrders", &resolved, true)
                    .await?
            };

            return merge_batch_results(results, responses);
        }

        self.batch_request_put("batchOrders", modifies, true).await
    }

    /// Cancels an existing order.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_order(
        &self,
        params: &BinanceCancelOrderParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesOrder> {
        if let Some(id) = params.orig_client_order_id.as_deref()
            && legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some()
        {
            let mut resolved = params.clone();
            resolved.order_id = Some(
                self.resolve_order_id(&params.symbol, params.order_id, id)
                    .await?,
            );
            resolved.orig_client_order_id = None;
            return self
                .request_delete("order", Some(&resolved), true, true)
                .await;
        }

        self.request_delete("order", Some(params), true, true).await
    }

    /// Cancels all open orders for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_all_orders(
        &self,
        params: &BinanceCancelAllOrdersParams,
    ) -> BinanceFuturesHttpResult<BinanceCancelAllOrdersResponse> {
        self.request_delete("allOpenOrders", Some(params), true, true)
            .await
    }

    /// Cancels multiple orders in a single request (up to 10 orders).
    ///
    /// # Errors
    ///
    /// Returns an error if the batch exceeds 10 orders or the request fails.
    pub async fn batch_cancel_orders(
        &self,
        cancels: &[BatchCancelItem],
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        if cancels.is_empty() {
            return Ok(Vec::new());
        }

        if cancels.len() > 10 {
            return Err(BinanceFuturesHttpError::ValidationError(
                "Batch cancel limit is 10 orders maximum".to_string(),
            ));
        }

        let params = Self::batch_cancel_params(cancels)?;
        if cancels.iter().any(|item| {
            item.orig_client_order_id.as_deref().is_some_and(|id| {
                legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some()
            })
        }) {
            let mut resolved = Vec::with_capacity(cancels.len());
            let mut results = Vec::with_capacity(cancels.len());
            for item in cancels {
                let order = self
                    .query_order(&BinanceOrderQueryParams {
                        symbol: item.symbol.clone(),
                        order_id: item.order_id,
                        orig_client_order_id: item.orig_client_order_id.clone(),
                        recv_window: None,
                    })
                    .await
                    .map_err(identity_lookup_error);

                match order {
                    Ok(order) => {
                        resolved.push(BatchCancelItem::by_order_id(
                            item.symbol.clone(),
                            order.order_id,
                        ));
                        results.push(None);
                    }
                    Err(BinanceFuturesHttpError::BinanceError {
                        code: BINANCE_NO_SUCH_ORDER_CODE,
                        message,
                        ..
                    }) => {
                        results.push(Some(BatchOrderResult::Error(BatchOrderError {
                            code: BINANCE_NO_SUCH_ORDER_CODE,
                            msg: message,
                        })));
                    }
                    Err(e) => return Err(e),
                }
            }

            let responses = if resolved.is_empty() {
                Vec::new()
            } else {
                let params = Self::batch_cancel_params(&resolved)?;
                self.request_delete("batchOrders", Some(&params), true, true)
                    .await?
            };

            return merge_batch_results(results, responses);
        }

        self.request_delete("batchOrders", Some(&params), true, true)
            .await
    }

    fn batch_cancel_params(
        cancels: &[BatchCancelItem],
    ) -> BinanceFuturesHttpResult<BatchCancelParams> {
        let symbol = cancels[0].symbol.clone();
        let mut order_ids = Vec::new();
        let mut client_order_ids = Vec::new();

        for cancel in cancels {
            if cancel.symbol != symbol {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "Batch cancel orders must use the same symbol".to_string(),
                ));
            }

            if let Some(order_id) = cancel.order_id {
                order_ids.push(order_id);
            }

            if let Some(client_order_id) = &cancel.orig_client_order_id {
                client_order_ids.push(client_order_id.clone());
            }
        }

        if order_ids.is_empty() && client_order_ids.is_empty() {
            return Err(BinanceFuturesHttpError::ValidationError(
                "Batch cancel requires at least one order ID or client order ID".to_string(),
            ));
        }

        if !order_ids.is_empty() && !client_order_ids.is_empty() {
            return Err(BinanceFuturesHttpError::ValidationError(
                "Batch cancel requires either order IDs or client order IDs, not both".to_string(),
            ));
        }

        let order_id_list = if order_ids.is_empty() {
            None
        } else {
            Some(
                serde_json::to_string(&order_ids)
                    .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?,
            )
        };
        let orig_client_order_id_list = if client_order_ids.is_empty() {
            None
        } else {
            Some(
                serde_json::to_string(&client_order_ids)
                    .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?,
            )
        };

        Ok(BatchCancelParams {
            symbol,
            order_id_list,
            orig_client_order_id_list,
        })
    }

    /// Submits a new algo order (conditional order).
    ///
    /// Algo orders include STOP_MARKET, STOP (stop-limit), TAKE_PROFIT, TAKE_PROFIT_MARKET,
    /// and TRAILING_STOP_MARKET order types.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn submit_algo_order(
        &self,
        params: &BinanceNewAlgoOrderParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesAlgoOrder> {
        self.post("algoOrder", Some(params), None, true, true).await
    }

    /// Cancels an algo order.
    ///
    /// Must provide either `algo_id` or `client_algo_id`.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_algo_order(
        &self,
        params: &BinanceAlgoOrderQueryParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesAlgoOrderCancelResponse> {
        if let Some(id) = params.client_algo_id.as_deref()
            && legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID).is_some()
        {
            let mut resolved = params.clone();
            if resolved.algo_id.is_none() {
                resolved.algo_id = Some(
                    self.query_algo_order(params)
                        .await
                        .map_err(identity_lookup_error)?
                        .algo_id,
                );
            }

            resolved.client_algo_id = None;
            return self
                .request_delete("algoOrder", Some(&resolved), true, true)
                .await;
        }

        self.request_delete("algoOrder", Some(params), true, true)
            .await
    }

    /// Queries a single algo order.
    ///
    /// Must provide either `algo_id` or `client_algo_id`.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_algo_order(
        &self,
        params: &BinanceAlgoOrderQueryParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesAlgoOrder> {
        let Some(legacy) = params
            .client_algo_id
            .as_deref()
            .and_then(|id| legacy_client_order_id(id, BINANCE_NAUTILUS_FUTURES_BROKER_ID))
        else {
            return self.get("algoOrder", Some(params), true, false).await;
        };

        let mut query = params.clone();
        if query.algo_id.is_some() {
            query.client_algo_id = None;
            return self.get("algoOrder", Some(&query), true, false).await;
        }

        let current: BinanceFuturesHttpResult<BinanceFuturesAlgoOrder> =
            self.get("algoOrder", Some(&query), true, false).await;

        if let Err(e) = &current
            && !matches!(
                e,
                BinanceFuturesHttpError::BinanceError {
                    code: BINANCE_NO_SUCH_ORDER_CODE,
                    ..
                }
            )
        {
            return current;
        }

        query.client_algo_id = Some(legacy);
        let historical: BinanceFuturesHttpResult<BinanceFuturesAlgoOrder> =
            self.get("algoOrder", Some(&query), true, false).await;

        match (current, historical) {
            (Ok(current), Ok(historical)) if current.algo_id != historical.algo_id => {
                Err(BinanceFuturesHttpError::ValidationError(
                    "Ambiguous historical client algo ID".to_string(),
                ))
            }
            (Ok(current), Ok(_)) => Ok(current),
            (
                Ok(current),
                Err(BinanceFuturesHttpError::BinanceError {
                    code: BINANCE_NO_SUCH_ORDER_CODE,
                    ..
                }),
            ) => Ok(current),
            (Err(_), Ok(historical)) => Ok(historical),
            (_, Err(e)) => Err(e),
        }
    }

    /// Queries all open algo orders.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_open_algo_orders(
        &self,
        params: &BinanceOpenAlgoOrdersParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesAlgoOrder>> {
        self.get("openAlgoOrders", Some(params), true, false).await
    }

    /// Queries all algo orders including historical (7-day limit).
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_all_algo_orders(
        &self,
        params: &BinanceAllAlgoOrdersParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesAlgoOrder>> {
        self.get("allAlgoOrders", Some(params), true, false).await
    }

    /// Cancels all open algo orders for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_all_algo_orders(
        &self,
        params: &BinanceCancelAllAlgoOrdersParams,
    ) -> BinanceFuturesHttpResult<BinanceCancelAllOrdersResponse> {
        self.request_delete("algoOpenOrders", Some(params), true, true)
            .await
    }
}

/// Response wrapper for mark price endpoint.
#[derive(Debug, Deserialize)]
#[serde(untagged)]
enum MarkPriceResponse {
    Single(BinanceFuturesMarkPrice),
    Multiple(Vec<BinanceFuturesMarkPrice>),
}

impl From<MarkPriceResponse> for Vec<BinanceFuturesMarkPrice> {
    fn from(response: MarkPriceResponse) -> Self {
        match response {
            MarkPriceResponse::Single(price) => vec![price],
            MarkPriceResponse::Multiple(prices) => prices,
        }
    }
}

struct RateLimitConfig {
    request_quota: Quota,
    order_quotas: Vec<(String, Quota)>,
    order_keys: Vec<String>,
}

/// In-memory cache entry for Binance Futures instruments.
#[derive(Clone, Debug)]
pub enum BinanceFuturesInstrument {
    /// USD-M futures symbol.
    UsdM(BinanceFuturesUsdSymbol),
    /// COIN-M futures symbol.
    CoinM(BinanceFuturesCoinSymbol),
}

impl BinanceFuturesInstrument {
    /// Returns the symbol name for the instrument.
    #[must_use]
    pub const fn symbol(&self) -> Ustr {
        match self {
            Self::UsdM(s) => s.symbol,
            Self::CoinM(s) => s.symbol,
        }
    }

    /// Returns the price precision for the instrument.
    #[must_use]
    pub const fn price_precision(&self) -> i32 {
        match self {
            Self::UsdM(s) => s.price_precision,
            Self::CoinM(s) => s.price_precision,
        }
    }

    /// Returns the quantity precision for the instrument.
    #[must_use]
    pub const fn quantity_precision(&self) -> i32 {
        match self {
            Self::UsdM(s) => s.quantity_precision,
            Self::CoinM(s) => s.quantity_precision,
        }
    }

    /// Returns validated price and quantity precision values.
    ///
    /// # Errors
    ///
    /// Returns an error if either venue precision is outside the domain type range.
    pub fn precisions(&self) -> BinanceFuturesHttpResult<(u8, u8)> {
        let price_precision = u8::try_from(self.price_precision()).map_err(|_| {
            BinanceFuturesHttpError::ValidationError(format!(
                "Invalid Binance Futures price precision {} for {}",
                self.price_precision(),
                self.symbol()
            ))
        })?;
        let quantity_precision = u8::try_from(self.quantity_precision()).map_err(|_| {
            BinanceFuturesHttpError::ValidationError(format!(
                "Invalid Binance Futures quantity precision {} for {}",
                self.quantity_precision(),
                self.symbol()
            ))
        })?;

        if price_precision > FIXED_PRECISION || quantity_precision > FIXED_PRECISION {
            return Err(BinanceFuturesHttpError::ValidationError(format!(
                "Binance Futures precision exceeds maximum {FIXED_PRECISION} for {}: price={price_precision}, quantity={quantity_precision}",
                self.symbol()
            )));
        }

        Ok((price_precision, quantity_precision))
    }

    /// Returns the Nautilus-formatted instrument ID.
    #[must_use]
    pub fn id(&self) -> InstrumentId {
        match self {
            Self::UsdM(s) => format_instrument_id(&s.symbol, BinanceProductType::UsdM),
            Self::CoinM(s) => format_instrument_id(&s.symbol, BinanceProductType::CoinM),
        }
    }

    /// Returns the quote currency for the instrument.
    #[must_use]
    pub fn quote_currency(&self) -> Currency {
        let quote_asset = match self {
            Self::UsdM(s) => &s.quote_asset,
            Self::CoinM(s) => &s.quote_asset,
        };
        Currency::get_or_create_crypto_with_context(quote_asset.as_str(), Some("futures quote"))
    }
}

/// Binance Futures HTTP client for USD-M and COIN-M perpetuals and delivery contracts.
#[derive(Debug, Clone)]
pub struct BinanceFuturesHttpClient {
    inner: Arc<BinanceRawFuturesHttpClient>,
    product_type: BinanceProductType,
    clock: &'static AtomicTime,
    instruments: Arc<DashMap<Ustr, BinanceFuturesInstrument>>,
    instruments_reconciliation: Arc<AtomicMap<InstrumentId, InstrumentAny>>,
    instruments_load_lock: Arc<tokio::sync::Mutex<()>>,
    treat_expired_as_canceled: bool,
}

impl BinanceFuturesHttpClient {
    /// Creates a new [`BinanceFuturesHttpClient`] instance.
    ///
    /// # Errors
    ///
    /// Returns an error if the product type is invalid or HTTP client creation fails.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        product_type: BinanceProductType,
        environment: BinanceEnvironment,
        clock: &'static AtomicTime,
        api_key: Option<String>,
        api_secret: Option<String>,
        base_url_override: Option<String>,
        recv_window: Option<u64>,
        timeout_secs: Option<u64>,
        proxy_url: Option<String>,
        treat_expired_as_canceled: bool,
    ) -> BinanceFuturesHttpResult<Self> {
        match product_type {
            BinanceProductType::UsdM | BinanceProductType::CoinM => {}
            _ => {
                return Err(BinanceFuturesHttpError::ValidationError(format!(
                    "BinanceFuturesHttpClient requires UsdM or CoinM product type, was {product_type:?}"
                )));
            }
        }

        let raw = BinanceRawFuturesHttpClient::new(
            product_type,
            environment,
            api_key,
            api_secret,
            base_url_override,
            recv_window,
            timeout_secs,
            proxy_url,
        )?;

        Ok(Self {
            inner: Arc::new(raw),
            product_type,
            clock,
            instruments: Arc::new(DashMap::new()),
            instruments_reconciliation: Arc::new(AtomicMap::new()),
            instruments_load_lock: Arc::new(tokio::sync::Mutex::new(())),
            treat_expired_as_canceled,
        })
    }

    pub(crate) fn with_retry_config(mut self, config: RetryConfig) -> Self {
        Arc::make_mut(&mut self.inner).retry_manager = Arc::new(RetryManager::new(config));
        self
    }

    /// Returns the product type (UsdM or CoinM).
    #[must_use]
    pub const fn product_type(&self) -> BinanceProductType {
        self.product_type
    }

    /// Returns a reference to the inner raw HTTP client.
    #[must_use]
    pub fn inner(&self) -> &BinanceRawFuturesHttpClient {
        &self.inner
    }

    /// Returns a clone of the instruments cache Arc.
    #[must_use]
    pub fn instruments_cache(&self) -> Arc<DashMap<Ustr, BinanceFuturesInstrument>> {
        Arc::clone(&self.instruments)
    }

    /// Returns the execution-owned parsed instrument for an exact ID.
    pub(crate) fn instrument_reconciliation(
        &self,
        instrument_id: &InstrumentId,
    ) -> Option<InstrumentAny> {
        self.instruments_reconciliation.get_cloned(instrument_id)
    }

    /// Returns whether this client has complete signing credentials.
    #[must_use]
    pub fn has_credentials(&self) -> bool {
        self.inner.has_credentials()
    }

    /// Replaces the raw instrument metadata after a complete catalog fetch.
    fn replace_instruments(
        &self,
        instruments: Vec<(Ustr, BinanceFuturesInstrument)>,
    ) -> BinanceFuturesHttpResult<()> {
        let mut snapshot = AHashMap::with_capacity(instruments.len());
        for (symbol, instrument) in instruments {
            instrument.precisions()?;
            if instrument.symbol() != symbol {
                return Err(BinanceFuturesHttpError::ValidationError(format!(
                    "Binance Futures catalog key {symbol} does not match instrument symbol {}",
                    instrument.symbol()
                )));
            }
            let expected_id = format_instrument_id(&symbol, self.product_type);
            if instrument.id() != expected_id {
                return Err(BinanceFuturesHttpError::ValidationError(format!(
                    "Binance Futures catalog instrument ID {} does not match expected ID {expected_id}",
                    instrument.id()
                )));
            }

            if snapshot.insert(symbol, instrument).is_some() {
                return Err(BinanceFuturesHttpError::ValidationError(format!(
                    "Duplicate Binance Futures catalog symbol {symbol}"
                )));
            }
        }

        let symbols: AHashSet<_> = snapshot.keys().copied().collect();
        for (symbol, instrument) in snapshot {
            self.instruments.insert(symbol, instrument);
        }
        self.instruments
            .retain(|symbol, _| symbols.contains(symbol));
        Ok(())
    }

    /// Returns server time.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn server_time(&self) -> BinanceFuturesHttpResult<BinanceServerTime> {
        self.inner
            .get::<_, BinanceServerTime>("time", None::<&()>, false, false)
            .await
    }

    /// Sets leverage for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn set_leverage(
        &self,
        params: &BinanceSetLeverageParams,
    ) -> BinanceFuturesHttpResult<BinanceLeverageResponse> {
        self.inner.set_leverage(params).await
    }

    /// Sets margin type for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn set_margin_type(
        &self,
        params: &BinanceSetMarginTypeParams,
    ) -> BinanceFuturesHttpResult<serde_json::Value> {
        self.inner.set_margin_type(params).await
    }

    /// Queries hedge mode (dual side position) setting.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_hedge_mode(&self) -> BinanceFuturesHttpResult<BinanceHedgeModeResponse> {
        self.inner.query_hedge_mode().await
    }

    /// Creates a listen key for user data stream.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn create_listen_key(&self) -> BinanceFuturesHttpResult<ListenKeyResponse> {
        self.inner.create_listen_key().await
    }

    /// Keeps alive an existing listen key.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn keepalive_listen_key(&self, listen_key: &str) -> BinanceFuturesHttpResult<()> {
        self.inner.keepalive_listen_key(listen_key).await
    }

    /// Closes an existing listen key.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn close_listen_key(&self, listen_key: &str) -> BinanceFuturesHttpResult<()> {
        self.inner.close_listen_key(listen_key).await
    }

    /// Fetches exchange information and populates the instrument cache.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or the product type is invalid.
    pub async fn exchange_info(&self) -> BinanceFuturesHttpResult<()> {
        let _guard = self.instruments_load_lock.lock().await;
        let instruments = match self.product_type {
            BinanceProductType::UsdM => {
                let info: BinanceFuturesUsdExchangeInfo = self
                    .inner
                    .get("exchangeInfo", None::<&()>, false, false)
                    .await?;

                info.symbols
                    .into_iter()
                    .map(|symbol| (symbol.symbol, BinanceFuturesInstrument::UsdM(symbol)))
                    .collect()
            }
            BinanceProductType::CoinM => {
                let info: BinanceFuturesCoinExchangeInfo = self
                    .inner
                    .get("exchangeInfo", None::<&()>, false, false)
                    .await?;

                info.symbols
                    .into_iter()
                    .map(|symbol| (symbol.symbol, BinanceFuturesInstrument::CoinM(symbol)))
                    .collect()
            }
            _ => {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "Invalid product type for futures".to_string(),
                ));
            }
        };

        self.replace_instruments(instruments)
    }

    /// Fetches exchange info and returns the current status of each symbol.
    ///
    /// Builds a fresh status snapshot from the response without disturbing the
    /// shared instruments cache, so a transient failure does not break other
    /// HTTP operations that depend on cached precision data.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or the product type is invalid.
    pub async fn request_symbol_statuses(
        &self,
    ) -> BinanceFuturesHttpResult<AHashMap<Ustr, MarketStatusAction>> {
        let mut statuses = AHashMap::new();

        match self.product_type {
            BinanceProductType::UsdM => {
                let info: BinanceFuturesUsdExchangeInfo = self
                    .inner
                    .get("exchangeInfo", None::<&()>, false, false)
                    .await?;

                for symbol in &info.symbols {
                    statuses.insert(symbol.symbol, MarketStatusAction::from(symbol.status));
                }
            }
            BinanceProductType::CoinM => {
                let info: BinanceFuturesCoinExchangeInfo = self
                    .inner
                    .get("exchangeInfo", None::<&()>, false, false)
                    .await?;

                for symbol in &info.symbols {
                    let action = symbol
                        .contract_status
                        .map_or(MarketStatusAction::NotAvailableForTrading, Into::into);
                    statuses.insert(symbol.symbol, action);
                }
            }
            _ => {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "Invalid product type for futures".to_string(),
                ));
            }
        }

        Ok(statuses)
    }

    /// Fetches exchange information and returns parsed Nautilus instruments.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or the product type is invalid.
    pub async fn request_instruments(&self) -> BinanceFuturesHttpResult<Vec<InstrumentAny>> {
        self.request_instruments_with_config(&BinanceInstrumentProviderConfig::default())
            .await
    }

    /// Fetches, selects, and parses the configured instrument catalog.
    ///
    /// Non-trading symbols are skipped with a debug log unless explicitly
    /// selected via `load_ids` or the `symbols` filter.
    ///
    /// Account-wide Futures VIP rates provide the fallback when credentials are
    /// present. Exact per-symbol commission queries are opt-in.
    ///
    /// # Errors
    ///
    /// Returns an error if configuration or the catalog request is invalid.
    pub async fn request_instruments_with_config(
        &self,
        config: &BinanceInstrumentProviderConfig,
    ) -> BinanceFuturesHttpResult<Vec<InstrumentAny>> {
        let _guard = self.instruments_load_lock.lock().await;
        config
            .validate(self.product_type)
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?;
        let selector = BinanceInstrumentSelector::new(config)
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?;
        let ts_init = UnixNanos::default();
        let mut cache = Vec::new();
        let mut reconciliation = AHashMap::new();

        let instruments = match self.product_type {
            BinanceProductType::UsdM => {
                let info: BinanceFuturesUsdExchangeInfo = self
                    .inner
                    .get("exchangeInfo", None::<&()>, false, false)
                    .await?;

                let mut instruments = Vec::with_capacity(info.symbols.len());

                for symbol in info.symbols {
                    let instrument_id =
                        format_instrument_id(&symbol.symbol, BinanceProductType::UsdM);
                    cache.push((
                        symbol.symbol,
                        BinanceFuturesInstrument::UsdM(symbol.clone()),
                    ));

                    if !selector.includes(
                        instrument_id,
                        &symbol.symbol,
                        &symbol.base_asset,
                        &symbol.quote_asset,
                        Some(&symbol.contract_type),
                    ) {
                        continue;
                    }

                    match parse_usdm_instrument_with_fees(&symbol, ts_init, ts_init) {
                        Ok(instrument) => {
                            validate_reconciliation_instrument(
                                &mut reconciliation,
                                instrument_id,
                                &instrument,
                            )?;
                            instruments.push(instrument);
                        }
                        Err(e) => {
                            log_futures_instrument_parse_error(
                                config,
                                &selector,
                                instrument_id,
                                &symbol.symbol,
                                &e,
                            );
                        }
                    }
                }

                log::debug!(
                    "Loaded USD-M Futures instruments: count={}",
                    instruments.len()
                );
                instruments
            }
            BinanceProductType::CoinM => {
                let info: BinanceFuturesCoinExchangeInfo = self
                    .inner
                    .get("exchangeInfo", None::<&()>, false, false)
                    .await?;

                let mut instruments = Vec::with_capacity(info.symbols.len());
                for symbol in info.symbols {
                    let instrument_id =
                        format_instrument_id(&symbol.symbol, BinanceProductType::CoinM);
                    cache.push((
                        symbol.symbol,
                        BinanceFuturesInstrument::CoinM(symbol.clone()),
                    ));

                    if !selector.includes(
                        instrument_id,
                        &symbol.symbol,
                        &symbol.base_asset,
                        &symbol.quote_asset,
                        Some(&symbol.contract_type),
                    ) {
                        continue;
                    }

                    match parse_coinm_instrument_with_fees(&symbol, ts_init, ts_init) {
                        Ok(instrument) => {
                            validate_reconciliation_instrument(
                                &mut reconciliation,
                                instrument_id,
                                &instrument,
                            )?;
                            instruments.push(instrument);
                        }
                        Err(e) => {
                            log_futures_instrument_parse_error(
                                config,
                                &selector,
                                instrument_id,
                                &symbol.symbol,
                                &e,
                            );
                        }
                    }
                }

                log::debug!(
                    "Loaded COIN-M Futures instruments: count={}",
                    instruments.len()
                );
                instruments
            }
            _ => {
                return Err(BinanceFuturesHttpError::ValidationError(
                    "Invalid product type for futures".to_string(),
                ));
            }
        };

        self.replace_instruments(cache)?;
        self.instruments_reconciliation.store(reconciliation);
        Ok(instruments)
    }

    /// Fetches 24hr ticker statistics.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn ticker_24h(
        &self,
        params: &BinanceTicker24hrParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesTicker24hr>> {
        self.inner.ticker_24h(params).await
    }

    /// Fetches best bid/ask prices.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn book_ticker(
        &self,
        params: &BinanceBookTickerParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceBookTicker>> {
        self.inner.book_ticker(params).await
    }

    /// Fetches price ticker.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn price_ticker(
        &self,
        symbol: Option<&str>,
    ) -> BinanceFuturesHttpResult<Vec<BinancePriceTicker>> {
        self.inner.price_ticker(symbol).await
    }

    /// Fetches order book depth.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn depth(
        &self,
        params: &BinanceDepthParams,
    ) -> BinanceFuturesHttpResult<BinanceOrderBook> {
        self.inner.depth(params).await
    }

    /// Fetches mark price and funding rate.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn mark_price(
        &self,
        params: &BinanceMarkPriceParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesMarkPrice>> {
        self.inner.mark_price(params).await
    }

    /// Fetches funding rate history.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn funding_rate(
        &self,
        params: &BinanceFundingRateParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFundingRate>> {
        self.inner.funding_rate(params).await
    }

    /// Fetches current open interest for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn open_interest(
        &self,
        params: &BinanceOpenInterestParams,
    ) -> BinanceFuturesHttpResult<BinanceOpenInterest> {
        self.inner.open_interest(params).await
    }

    /// Fetches historical open interest statistics for a symbol or pair.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn open_interest_hist(
        &self,
        params: &BinanceOpenInterestHistParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceOpenInterestHistRecord>> {
        self.inner.open_interest_hist(params).await
    }

    /// Queries a single order by order ID or client order ID.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_order(
        &self,
        params: &BinanceOrderQueryParams,
    ) -> BinanceFuturesHttpResult<BinanceFuturesOrder> {
        self.inner.query_order(params).await
    }

    /// Queries all open orders.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_open_orders(
        &self,
        params: &BinanceOpenOrdersParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesOrder>> {
        self.inner.query_open_orders(params).await
    }

    /// Queries all orders (including historical).
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_all_orders(
        &self,
        params: &BinanceAllOrdersParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesOrder>> {
        self.inner.query_all_orders(params).await
    }

    /// Fetches account information including balances and positions.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_account(&self) -> BinanceFuturesHttpResult<BinanceFuturesAccountInfo> {
        self.inner.query_account().await
    }

    /// Fetches position risk information.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_positions(
        &self,
        params: &BinancePositionRiskParams,
    ) -> BinanceFuturesHttpResult<Vec<BinancePositionRisk>> {
        self.inner.query_positions(params).await
    }

    /// Fetches user trades for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_user_trades(
        &self,
        params: &BinanceUserTradesParams,
    ) -> BinanceFuturesHttpResult<Vec<BinanceUserTrade>> {
        self.inner.query_user_trades(params).await
    }

    /// Submits a new order.
    ///
    /// # Errors
    ///
    /// Returns an error if:
    /// - The instrument is not cached.
    /// - The order type or time-in-force is unsupported.
    /// - Stop orders are submitted without a trigger price.
    /// - The request fails.
    #[expect(clippy::too_many_arguments)]
    pub async fn submit_order(
        &self,
        account_id: AccountId,
        instrument_id: InstrumentId,
        client_order_id: ClientOrderId,
        order_side: OrderSide,
        order_type: OrderType,
        quantity: Quantity,
        time_in_force: TimeInForce,
        price: Option<Price>,
        trigger_price: Option<Price>,
        reduce_only: bool,
        post_only: bool,
        rpi: bool,
        position_side: Option<BinancePositionSide>,
        price_match: Option<BinancePriceMatch>,
        good_till_date: Option<i64>,
    ) -> anyhow::Result<OrderStatusReport> {
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let binance_side = BinanceSide::try_from(order_side)?;
        let binance_order_type = order_type_to_binance_futures(order_type)?;
        let binance_tif = if rpi {
            BinanceTimeInForce::Rpi
        } else if post_only {
            BinanceTimeInForce::Gtx
        } else {
            BinanceTimeInForce::try_from(time_in_force)?
        };

        let requires_trigger_price = matches!(
            order_type,
            OrderType::StopMarket
                | OrderType::StopLimit
                | OrderType::TrailingStopMarket
                | OrderType::MarketIfTouched
                | OrderType::LimitIfTouched
        );

        if requires_trigger_price && trigger_price.is_none() {
            anyhow::bail!("Order type {order_type:?} requires a trigger price");
        }

        // MARKET and STOP_MARKET orders don't accept timeInForce
        let requires_time_in_force = matches!(
            order_type,
            OrderType::Limit | OrderType::StopLimit | OrderType::LimitIfTouched
        );

        let qty_str = quantity.to_string();
        let price_str = if price_match.is_some() {
            None
        } else {
            price.map(|p| p.to_string())
        };
        let stop_price_str = trigger_price.map(|p| p.to_string());
        let client_id_str = encode_broker_id(&client_order_id, BINANCE_NAUTILUS_FUTURES_BROKER_ID);

        let params = BinanceNewOrderParams {
            symbol,
            side: binance_side,
            order_type: binance_order_type,
            time_in_force: if requires_time_in_force {
                Some(binance_tif)
            } else {
                None
            },
            quantity: Some(qty_str),
            price: price_str,
            new_client_order_id: Some(client_id_str),
            stop_price: stop_price_str,
            reduce_only: reduce_only_param(reduce_only, position_side),
            position_side,
            close_position: None,
            activation_price: None,
            callback_rate: None,
            working_type: None,
            price_protect: None,
            new_order_resp_type: None,
            good_till_date,
            recv_window: None,
            price_match,
            self_trade_prevention_mode: None,
        };

        let order = self.inner.submit_order(&params).await?;
        let ts_init = self.clock.get_time_ns();
        order.to_order_status_report(
            account_id,
            instrument_id,
            price_precision,
            size_precision,
            self.treat_expired_as_canceled,
            ts_init,
        )
    }

    /// Submits an algo order (conditional order) to the Binance Algo Service.
    ///
    /// As of 2025-12-09, Binance migrated conditional order types to the Algo Service API.
    /// This method handles StopMarket, StopLimit, MarketIfTouched, LimitIfTouched,
    /// and TrailingStopMarket orders.
    ///
    /// # Errors
    ///
    /// Returns an error if:
    /// - The order type requires a trigger price but none is provided.
    /// - The instrument is not cached.
    /// - The request fails.
    #[expect(clippy::too_many_arguments)]
    pub async fn submit_algo_order(
        &self,
        account_id: AccountId,
        instrument_id: InstrumentId,
        client_order_id: ClientOrderId,
        order_side: OrderSide,
        order_type: OrderType,
        quantity: Quantity,
        time_in_force: TimeInForce,
        price: Option<Price>,
        trigger_price: Option<Price>,
        reduce_only: bool,
        close_position: bool,
        position_side: Option<BinancePositionSide>,
        activation_price: Option<Price>,
        callback_rate: Option<String>,
        working_type: Option<BinanceWorkingType>,
        good_till_date: Option<i64>,
    ) -> anyhow::Result<OrderStatusReport> {
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let binance_side = BinanceSide::try_from(order_side)?;
        let binance_order_type = order_type_to_binance_futures(order_type)?;
        let binance_tif = BinanceTimeInForce::try_from(time_in_force)?;

        let requires_trigger_price = matches!(
            order_type,
            OrderType::StopMarket
                | OrderType::StopLimit
                | OrderType::MarketIfTouched
                | OrderType::LimitIfTouched
        );
        anyhow::ensure!(
            !requires_trigger_price || trigger_price.is_some(),
            "Algo order type {order_type:?} requires a trigger price"
        );

        // Limit orders require time in force
        let requires_time_in_force =
            matches!(order_type, OrderType::StopLimit | OrderType::LimitIfTouched);

        let price_str = price.map(|p| p.to_string());
        let trigger_price_str = if matches!(order_type, OrderType::TrailingStopMarket) {
            None
        } else {
            trigger_price.map(|p| p.to_string())
        };
        let reduce_only = reduce_only_param(reduce_only, position_side);
        let client_id_str = encode_broker_id(&client_order_id, BINANCE_NAUTILUS_FUTURES_BROKER_ID);

        // closePosition is mutually exclusive with quantity and reduceOnly
        let params = if close_position {
            BinanceNewAlgoOrderParams {
                symbol,
                side: binance_side,
                order_type: binance_order_type,
                algo_type: BinanceAlgoType::Conditional,
                position_side,
                quantity: None,
                price: price_str,
                trigger_price: trigger_price_str,
                time_in_force: if requires_time_in_force {
                    Some(binance_tif)
                } else {
                    None
                },
                working_type,
                close_position: Some(true),
                price_protect: None,
                reduce_only: None,
                activation_price: activation_price.map(|p| p.to_string()),
                callback_rate,
                client_algo_id: Some(client_id_str),
                good_till_date,
                recv_window: None,
            }
        } else {
            let qty_str = quantity.to_string();
            BinanceNewAlgoOrderParams {
                symbol,
                side: binance_side,
                order_type: binance_order_type,
                algo_type: BinanceAlgoType::Conditional,
                position_side,
                quantity: Some(qty_str),
                price: price_str,
                trigger_price: trigger_price_str,
                time_in_force: if requires_time_in_force {
                    Some(binance_tif)
                } else {
                    None
                },
                working_type,
                close_position: None,
                price_protect: None,
                reduce_only,
                activation_price: activation_price.map(|p| p.to_string()),
                callback_rate,
                client_algo_id: Some(client_id_str),
                good_till_date,
                recv_window: None,
            }
        };

        let order = self.inner.submit_algo_order(&params).await?;
        let ts_init = self.clock.get_time_ns();
        order.to_order_status_report(
            account_id,
            instrument_id,
            price_precision,
            size_precision,
            ts_init,
        )
    }

    /// Submits multiple orders in a single request (up to 5 orders).
    ///
    /// Each order in the batch is processed independently. The response contains
    /// the result for each order, which can be either a success or an error.
    ///
    /// # Errors
    ///
    /// Returns an error if the batch exceeds 5 orders or the request fails.
    pub async fn submit_order_list(
        &self,
        orders: &[BatchOrderItem],
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        self.inner.submit_order_list(orders).await
    }

    /// Modifies an existing order (price and quantity only).
    ///
    /// Either `venue_order_id` or `client_order_id` must be provided.
    ///
    /// # Errors
    ///
    /// Returns an error if:
    /// - Neither venue_order_id nor client_order_id is provided.
    /// - The instrument is not cached.
    /// - The request fails.
    #[expect(clippy::too_many_arguments)]
    pub async fn modify_order(
        &self,
        account_id: AccountId,
        instrument_id: InstrumentId,
        venue_order_id: Option<VenueOrderId>,
        client_order_id: Option<ClientOrderId>,
        order_side: OrderSide,
        quantity: Quantity,
        price: Price,
    ) -> anyhow::Result<OrderStatusReport> {
        anyhow::ensure!(
            venue_order_id.is_some() || client_order_id.is_some(),
            "Either venue_order_id or client_order_id must be provided"
        );

        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let binance_side = BinanceSide::try_from(order_side)?;

        let order_id = venue_order_id
            .map(|id| id.inner().parse::<i64>())
            .transpose()
            .map_err(|_| anyhow::anyhow!("Invalid venue order ID"))?;

        let params = BinanceModifyOrderParams {
            symbol,
            order_id,
            orig_client_order_id: client_order_id
                .map(|id| encode_broker_id(&id, BINANCE_NAUTILUS_FUTURES_BROKER_ID)),
            side: binance_side,
            quantity: quantity.to_string(),
            price: price.to_string(),
            recv_window: None,
        };

        let order = self.inner.modify_order(&params).await?;
        let ts_init = self.clock.get_time_ns();
        order.to_order_status_report(
            account_id,
            instrument_id,
            price_precision,
            size_precision,
            self.treat_expired_as_canceled,
            ts_init,
        )
    }

    /// Modifies multiple orders in a single request (up to 5 orders).
    ///
    /// Each modify in the batch is processed independently. The response contains
    /// the result for each modify, which can be either a success or an error.
    ///
    /// # Errors
    ///
    /// Returns an error if the batch exceeds 5 orders or the request fails.
    pub async fn batch_modify_orders(
        &self,
        modifies: &[BatchModifyItem],
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        self.inner.batch_modify_orders(modifies).await
    }

    /// Cancels an order by venue order ID or client order ID.
    ///
    /// Either `venue_order_id` or `client_order_id` must be provided.
    ///
    /// # Errors
    ///
    /// Returns an error if:
    /// - Neither venue_order_id nor client_order_id is provided.
    /// - The request fails.
    pub async fn cancel_order(
        &self,
        instrument_id: InstrumentId,
        venue_order_id: Option<VenueOrderId>,
        client_order_id: Option<ClientOrderId>,
    ) -> anyhow::Result<VenueOrderId> {
        anyhow::ensure!(
            venue_order_id.is_some() || client_order_id.is_some(),
            "Either venue_order_id or client_order_id must be provided"
        );

        let symbol = format_binance_symbol(&instrument_id);

        let order_id = match venue_order_id {
            Some(venue_order_id) => match venue_order_id.inner().parse::<i64>() {
                Ok(order_id) => Some(order_id),
                Err(e) if client_order_id.is_some() => {
                    log::warn!(
                        "Unable to parse venue_order_id {venue_order_id} for cancel, canceling by client_order_id: {e}"
                    );
                    None
                }
                Err(e) => anyhow::bail!("Invalid venue order ID: {e}"),
            },
            None => None,
        };

        let params = BinanceCancelOrderParams {
            symbol,
            order_id,
            orig_client_order_id: client_order_id
                .map(|id| encode_broker_id(&id, BINANCE_NAUTILUS_FUTURES_BROKER_ID)),
            recv_window: None,
        };

        let order = self.inner.cancel_order(&params).await?;
        Ok(VenueOrderId::new(order.order_id.to_string()))
    }

    /// Cancels an algo order (conditional order) via the Binance Algo Service.
    ///
    /// Use the `client_algo_id` which corresponds to the `client_order_id` used
    /// when submitting the algo order.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_algo_order(&self, client_order_id: ClientOrderId) -> anyhow::Result<()> {
        let params = BinanceAlgoOrderQueryParams {
            algo_id: None,
            client_algo_id: Some(encode_broker_id(
                &client_order_id,
                BINANCE_NAUTILUS_FUTURES_BROKER_ID,
            )),
            recv_window: None,
        };

        let response = self.inner.cancel_algo_order(&params).await?;
        let code = response.code.parse::<i64>()?;
        if code == 200 {
            Ok(())
        } else {
            Err(BinanceFuturesHttpError::BinanceError {
                code,
                message: response.msg,
                status: 200,
                retry_after: None,
            }
            .into())
        }
    }

    /// Cancels all open orders for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_all_orders(
        &self,
        instrument_id: InstrumentId,
    ) -> anyhow::Result<Vec<VenueOrderId>> {
        let symbol = format_binance_symbol(&instrument_id);

        let params = BinanceCancelAllOrdersParams {
            symbol,
            recv_window: None,
        };

        let response = self.inner.cancel_all_orders(&params).await?;
        if response.code == 200 {
            Ok(vec![])
        } else {
            anyhow::bail!("Cancel all orders failed: {}", response.msg);
        }
    }

    /// Cancels all open algo orders for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn cancel_all_algo_orders(&self, instrument_id: InstrumentId) -> anyhow::Result<()> {
        let symbol = format_binance_symbol(&instrument_id);

        let params = BinanceCancelAllAlgoOrdersParams {
            symbol,
            recv_window: None,
        };

        let response = self.inner.cancel_all_algo_orders(&params).await?;
        if response.code == 200 {
            Ok(())
        } else {
            anyhow::bail!("Cancel all algo orders failed: {}", response.msg);
        }
    }

    /// Cancels multiple orders in a single request (up to 10 orders).
    ///
    /// Each cancel in the batch is processed independently. The response contains
    /// the result for each cancel, which can be either a success or an error.
    ///
    /// # Errors
    ///
    /// Returns an error if the batch exceeds 10 orders or the request fails.
    pub async fn batch_cancel_orders(
        &self,
        cancels: &[BatchCancelItem],
    ) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
        self.inner.batch_cancel_orders(cancels).await
    }

    /// Queries open algo orders (conditional orders).
    ///
    /// Returns all open algo orders, optionally filtered by symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_open_algo_orders(
        &self,
        instrument_id: Option<InstrumentId>,
    ) -> BinanceFuturesHttpResult<Vec<BinanceFuturesAlgoOrder>> {
        let symbol = instrument_id.map(|id| format_binance_symbol(&id));

        let params = BinanceOpenAlgoOrdersParams {
            symbol,
            recv_window: None,
        };

        self.inner.query_open_algo_orders(&params).await
    }

    /// Queries a single algo order by client_order_id.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails.
    pub async fn query_algo_order(
        &self,
        client_order_id: ClientOrderId,
    ) -> BinanceFuturesHttpResult<BinanceFuturesAlgoOrder> {
        let params = BinanceAlgoOrderQueryParams {
            algo_id: None,
            client_algo_id: Some(encode_broker_id(
                &client_order_id,
                BINANCE_NAUTILUS_FUTURES_BROKER_ID,
            )),
            recv_window: None,
        };

        self.inner.query_algo_order(&params).await
    }

    /// Queries a single algo order by venue order ID.
    ///
    /// # Errors
    ///
    /// Returns an error if the venue order ID is not numeric or the request fails.
    pub async fn query_algo_order_by_venue_order_id(
        &self,
        venue_order_id: VenueOrderId,
    ) -> BinanceFuturesHttpResult<BinanceFuturesAlgoOrder> {
        let algo_id = venue_order_id
            .inner()
            .parse::<i64>()
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?;
        let params = BinanceAlgoOrderQueryParams {
            algo_id: Some(algo_id),
            client_algo_id: None,
            recv_window: None,
        };

        self.inner.query_algo_order(&params).await
    }

    async fn query_historical_algo_order_by_venue_order_id(
        &self,
        instrument_id: InstrumentId,
        venue_order_id: VenueOrderId,
    ) -> BinanceFuturesHttpResult<Option<BinanceFuturesAlgoOrder>> {
        let algo_id = venue_order_id
            .inner()
            .parse::<i64>()
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?;
        let symbol = format_binance_symbol(&instrument_id);
        let params = BinanceAllAlgoOrdersParams {
            symbol,
            algo_id: Some(algo_id),
            start_time: None,
            end_time: None,
            page: None,
            limit: Some(1),
            recv_window: None,
        };
        let order = self
            .inner
            .query_all_algo_orders(&params)
            .await?
            .into_iter()
            .next()
            .filter(|order| order.algo_id == algo_id);

        Ok(order)
    }

    /// Queries an algo order by venue ID, falling back to recent history when needed.
    ///
    /// Uses the client order ID only when no venue order ID is available.
    /// Matching-engine details are best-effort; remote enrichment failures fall back to the
    /// Algo Service execution fields.
    ///
    /// # Errors
    ///
    /// Returns an error if an ID is invalid, the Algo Service request fails, or matching-engine
    /// enrichment fails because of a local configuration or validation error.
    pub async fn query_algo_order_with_history(
        &self,
        instrument_id: InstrumentId,
        client_order_id: Option<ClientOrderId>,
        algo_venue_order_id: Option<VenueOrderId>,
    ) -> BinanceFuturesHttpResult<Option<BinanceFuturesAlgoOrderQueryResult>> {
        let order = if let Some(venue_order_id) = algo_venue_order_id {
            match self
                .query_algo_order_by_venue_order_id(venue_order_id)
                .await
            {
                Ok(order) => Some(order),
                Err(BinanceFuturesHttpError::BinanceError {
                    code: BINANCE_NO_SUCH_ORDER_CODE,
                    ..
                }) => {
                    self.query_historical_algo_order_by_venue_order_id(
                        instrument_id,
                        venue_order_id,
                    )
                    .await?
                }
                Err(e) => return Err(e),
            }
        } else {
            let Some(client_order_id) = client_order_id else {
                return Ok(None);
            };

            match self.query_algo_order(client_order_id).await {
                Ok(order) => Some(order),
                Err(BinanceFuturesHttpError::BinanceError {
                    code: BINANCE_NO_SUCH_ORDER_CODE,
                    ..
                }) => None,
                Err(e) => return Err(e),
            }
        };

        let Some(order) = order else {
            return Ok(None);
        };
        let actual = if let Some(actual_order_id) = order
            .actual_order_id
            .as_deref()
            .filter(|id| !id.is_empty())
            .map(str::parse::<i64>)
            .transpose()
            .map_err(|e| BinanceFuturesHttpError::ValidationError(e.to_string()))?
        {
            let params = BinanceOrderQueryParams {
                symbol: format_binance_symbol(&instrument_id),
                order_id: Some(actual_order_id),
                orig_client_order_id: None,
                recv_window: None,
            };

            match self.inner.query_order(&params).await {
                Ok(actual) => Some(actual),
                Err(
                    e @ (BinanceFuturesHttpError::MissingCredentials
                    | BinanceFuturesHttpError::ValidationError(_)),
                ) => return Err(e),
                Err(e) => {
                    log::warn!(
                        "Failed to enrich algo order with matching-engine order \
                         {actual_order_id}: {e}; falling back to Algo Service execution fields"
                    );
                    None
                }
            }
        } else {
            None
        };

        Ok(Some(BinanceFuturesAlgoOrderQueryResult {
            algo: order,
            actual,
        }))
    }

    /// Requests the current account state.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or parsing fails.
    pub async fn request_account_state(
        &self,
        account_id: AccountId,
    ) -> anyhow::Result<AccountState> {
        let ts_init = UnixNanos::default();
        let account_info = self.inner.query_account().await?;
        account_info.to_account_state(account_id, ts_init)
    }

    /// Requests a single order status report.
    ///
    /// Either `venue_order_id` or `client_order_id` must be provided.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or parsing fails.
    pub async fn request_order_status_report(
        &self,
        account_id: AccountId,
        instrument_id: InstrumentId,
        venue_order_id: Option<VenueOrderId>,
        client_order_id: Option<ClientOrderId>,
    ) -> anyhow::Result<OrderStatusReport> {
        anyhow::ensure!(
            venue_order_id.is_some() || client_order_id.is_some(),
            "Either venue_order_id or client_order_id must be provided"
        );

        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let order_id = venue_order_id
            .map(|id| id.inner().parse::<i64>())
            .transpose()
            .map_err(|_| anyhow::anyhow!("Invalid venue order ID"))?;

        let orig_client_order_id =
            client_order_id.map(|id| encode_broker_id(&id, BINANCE_NAUTILUS_FUTURES_BROKER_ID));

        let params = BinanceOrderQueryParams {
            symbol,
            order_id,
            orig_client_order_id,
            recv_window: None,
        };

        let order = self.inner.query_order(&params).await?;
        let ts_init = self.clock.get_time_ns();
        order.to_order_status_report(
            account_id,
            instrument_id,
            price_precision,
            size_precision,
            self.treat_expired_as_canceled,
            ts_init,
        )
    }

    /// Requests order status reports for open orders.
    ///
    /// If `instrument_id` is None, returns all open orders.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or parsing fails.
    pub async fn request_order_status_reports(
        &self,
        account_id: AccountId,
        instrument_id: Option<InstrumentId>,
        open_only: bool,
    ) -> anyhow::Result<Vec<OrderStatusReport>> {
        let symbol = instrument_id.map(|id| format_binance_symbol(&id));

        let orders = if open_only {
            let params = BinanceOpenOrdersParams {
                symbol: symbol.clone(),
                recv_window: None,
            };
            self.inner.query_open_orders(&params).await?
        } else {
            // For historical orders, symbol is required
            let symbol = symbol.ok_or_else(|| {
                anyhow::anyhow!("instrument_id is required for historical orders")
            })?;
            let params = BinanceAllOrdersParams {
                symbol,
                order_id: None,
                start_time: None,
                end_time: None,
                limit: None,
                recv_window: None,
            };
            self.inner.query_all_orders(&params).await?
        };

        let ts_init = self.clock.get_time_ns();
        let mut reports = Vec::with_capacity(orders.len());

        for order in orders {
            let order_instrument_id = instrument_id
                .unwrap_or_else(|| format_instrument_id(&order.symbol, self.product_type));
            let (_, price_precision, size_precision) =
                self.cached_precisions_by_id(order_instrument_id)?;

            match order.to_order_status_report(
                account_id,
                order_instrument_id,
                price_precision,
                size_precision,
                self.treat_expired_as_canceled,
                ts_init,
            ) {
                Ok(report) => reports.push(report),
                Err(e) => {
                    log::warn!("Failed to parse order status report: {e}");
                }
            }
        }

        Ok(reports)
    }

    /// Requests fill reports for a symbol.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or parsing fails.
    #[expect(clippy::too_many_arguments)]
    pub async fn request_fill_reports(
        &self,
        account_id: AccountId,
        instrument_id: InstrumentId,
        venue_order_id: Option<VenueOrderId>,
        start: Option<i64>,
        end: Option<i64>,
        limit: Option<u32>,
        bnfcr_currency: Currency,
    ) -> anyhow::Result<Vec<FillReport>> {
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let order_id = venue_order_id
            .map(|id| id.inner().parse::<i64>())
            .transpose()
            .map_err(|_| anyhow::anyhow!("Invalid venue order ID"))?;

        let params = BinanceUserTradesParams {
            symbol,
            order_id,
            start_time: start,
            end_time: end,
            from_id: None,
            limit,
            recv_window: None,
        };

        let trades = self.inner.query_user_trades(&params).await?;

        let ts_init = self.clock.get_time_ns();
        let mut reports = Vec::with_capacity(trades.len());

        for trade in trades {
            match trade.to_fill_report(
                account_id,
                instrument_id,
                price_precision,
                size_precision,
                bnfcr_currency,
                ts_init,
            ) {
                Ok(report) => reports.push(report),
                Err(e) => {
                    log::warn!("Failed to parse fill report: {e}");
                }
            }
        }

        Ok(reports)
    }

    /// Requests recent public trades for an instrument.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails, instrument is not cached, or parsing fails.
    pub async fn request_trades(
        &self,
        instrument_id: InstrumentId,
        limit: Option<u32>,
    ) -> anyhow::Result<Vec<TradeTick>> {
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let params = BinanceTradesParams { symbol, limit };

        let trades = self.inner.trades(&params).await?;
        let ts_init = UnixNanos::default();

        let mut result = Vec::with_capacity(trades.len());
        for trade in trades {
            let tick = parse_futures_trade_tick(
                &trade,
                instrument_id,
                price_precision,
                size_precision,
                ts_init,
            )?;
            result.push(tick);
        }

        Ok(result)
    }

    /// Requests bounded aggregate public trades for an instrument.
    ///
    /// # Errors
    ///
    /// Returns an error if a supplied time bound is invalid or parsing fails.
    pub async fn request_agg_trades(
        &self,
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<u32>,
    ) -> anyhow::Result<Vec<TradeTick>> {
        let cutoff =
            self.clock.get_time_ns().to_datetime_utc() - jiff::SignedDuration::from_hours(24);
        anyhow::ensure!(
            start.as_ref().is_none_or(|value| value >= &cutoff)
                && end.as_ref().is_none_or(|value| value >= &cutoff),
            "Binance Futures aggregate trade history is limited to the past 24 hours"
        );
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;
        let params = BinanceAggTradesParams {
            symbol,
            from_id: None,
            start_time: start.map(|value| value.as_millisecond()),
            end_time: end.map(|value| value.as_millisecond()),
            limit,
        };
        let trades = self.inner.agg_trades(&params).await?;
        trades
            .iter()
            .map(|trade| {
                let ts_init = parse_millis(trade.time, "Futures aggregate trade time")?;
                parse_futures_agg_trade_tick(
                    trade,
                    instrument_id,
                    price_precision,
                    size_precision,
                    ts_init,
                )
            })
            .collect()
    }

    /// Requests bar (kline/candlestick) data for an instrument.
    ///
    /// # Errors
    ///
    /// Returns an error if the bar type is not supported, instrument is not cached,
    /// or the request fails.
    pub async fn request_binance_bars(
        &self,
        bar_type: BarType,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<u32>,
    ) -> anyhow::Result<Vec<BinanceBar>> {
        anyhow::ensure!(
            bar_type.aggregation_source() == AggregationSource::External,
            "Only EXTERNAL aggregation is supported"
        );

        let spec = bar_type.spec();
        let step = spec.step.get();
        let interval = match spec.aggregation {
            BarAggregation::Second => {
                anyhow::bail!("Binance Futures does not support second-level kline intervals")
            }
            BarAggregation::Minute => format!("{step}m"),
            BarAggregation::Hour => format!("{step}h"),
            BarAggregation::Day => format!("{step}d"),
            BarAggregation::Week => format!("{step}w"),
            BarAggregation::Month => format!("{step}M"),
            a => anyhow::bail!("Binance Futures does not support {a:?} aggregation"),
        };

        let instrument_id = bar_type.instrument_id();
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let params = BinanceKlinesParams {
            symbol,
            interval,
            start_time: start.map(|dt| dt.as_millisecond()),
            end_time: end.map(|dt| dt.as_millisecond()),
            limit,
        };

        let klines = self.inner.klines(&params).await?;
        let now = self.clock.get_time_ns();

        let mut result = Vec::with_capacity(klines.len());
        for kline in klines {
            let ts_init = parse_millis(kline.close_time, "Futures kline close time")?;
            let bar = parse_futures_kline_binance_bar(
                &kline,
                bar_type,
                price_precision,
                size_precision,
                ts_init,
            )?;

            if bar.ts_event < now {
                result.push(bar);
            }
        }

        Ok(result)
    }

    /// Requests core bars for an instrument.
    ///
    /// # Errors
    ///
    /// Returns an error if the bar type is unsupported or the request fails.
    pub async fn request_bars(
        &self,
        bar_type: BarType,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<u32>,
    ) -> anyhow::Result<Vec<Bar>> {
        Ok(self
            .request_binance_bars(bar_type, start, end, limit)
            .await?
            .into_iter()
            .map(|bar| bar.bar())
            .collect())
    }

    /// Requests an explicit L2 order-book snapshot.
    ///
    /// # Errors
    ///
    /// Returns an error if the depth is invalid, the instrument is missing, the request fails, or a
    /// level is invalid.
    pub async fn request_book_snapshot(
        &self,
        instrument_id: InstrumentId,
        depth: Option<u32>,
    ) -> anyhow::Result<OrderBook> {
        if depth.is_some_and(|value| !crate::common::consts::BINANCE_BOOK_DEPTHS.contains(&value)) {
            anyhow::bail!(
                "invalid Binance Futures order-book depth; valid values are {:?}",
                crate::common::consts::BINANCE_BOOK_DEPTHS
            );
        }
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;
        let params = BinanceDepthParams {
            symbol,
            limit: depth,
        };
        let snapshot = self.inner.depth(&params).await?;
        let ts_event = self.clock.get_time_ns();
        let sequence = u64::try_from(snapshot.last_update_id)
            .map_err(|_| anyhow::anyhow!("invalid negative order-book update ID"))?;
        let mut book = OrderBook::new(instrument_id, BookType::L2_MBP);
        for (index, level) in snapshot.bids.iter().enumerate() {
            let order = BookOrder::new(
                OrderSide::Buy,
                parse_required_price_at_precision(&level.0, price_precision, "bid price")?,
                parse_required_quantity_at_precision(&level.1, size_precision, "bid quantity")?,
                index as u64,
            );
            book.add(order, 0, sequence, ts_event);
        }
        let bid_count = snapshot.bids.len();
        for (index, level) in snapshot.asks.iter().enumerate() {
            let order = BookOrder::new(
                OrderSide::Sell,
                parse_required_price_at_precision(&level.0, price_precision, "ask price")?,
                parse_required_quantity_at_precision(&level.1, size_precision, "ask quantity")?,
                (bid_count + index) as u64,
            );
            book.add(order, 0, sequence, ts_event);
        }
        Ok(book)
    }

    fn cached_precisions_by_id(
        &self,
        instrument_id: InstrumentId,
    ) -> anyhow::Result<(String, u8, u8)> {
        let symbol = format_binance_symbol(&instrument_id);
        let instrument = self.instrument_metadata(instrument_id)?;
        let (price_precision, size_precision) = instrument.precisions()?;

        Ok((symbol, price_precision, size_precision))
    }

    pub(crate) fn instrument_metadata(
        &self,
        instrument_id: InstrumentId,
    ) -> anyhow::Result<BinanceFuturesInstrument> {
        let symbol = format_binance_symbol(&instrument_id);
        let instrument = self
            .instruments
            .get(&Ustr::from(symbol.as_str()))
            .map(|instrument| instrument.value().clone())
            .ok_or_else(|| InstrumentLookupError::not_found(instrument_id))?;
        if instrument.id() != instrument_id {
            return Err(InstrumentLookupError::not_found(instrument_id).into());
        }

        Ok(instrument)
    }

    /// Requests historical funding rates for an instrument.
    ///
    /// # Errors
    ///
    /// Returns an error if the request fails or parsing fails.
    pub async fn request_funding_rates(
        &self,
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<u32>,
    ) -> anyhow::Result<Vec<FundingRateUpdate>> {
        let params = BinanceFundingRateParams {
            symbol: Some(format_binance_symbol(&instrument_id)),
            start_time: start.map(|dt| dt.as_millisecond()),
            end_time: end.map(|dt| dt.as_millisecond()),
            limit,
        };

        let rates = self.inner.funding_rate(&params).await?;
        let ts_init = UnixNanos::default();

        let mut result = Vec::with_capacity(rates.len());
        for rate in rates {
            result.push(parse_futures_funding_rate_update(
                &rate,
                instrument_id,
                ts_init,
            )?);
        }

        Ok(result)
    }
}

fn identity_lookup_error(error: BinanceFuturesHttpError) -> BinanceFuturesHttpError {
    // Preserve missing-order codes for batch results and algo-to-regular cancellation
    match error {
        BinanceFuturesHttpError::BinanceError {
            code: -2011 | BINANCE_NO_SUCH_ORDER_CODE,
            ..
        } => error,
        _ => BinanceFuturesHttpError::ValidationError(format!(
            "Order identity lookup failed before submission: {error}"
        )),
    }
}

fn merge_batch_results(
    results: Vec<Option<BatchOrderResult>>,
    responses: Vec<BatchOrderResult>,
) -> BinanceFuturesHttpResult<Vec<BatchOrderResult>> {
    if results.iter().filter(|result| result.is_none()).count() != responses.len() {
        return Err(BinanceFuturesHttpError::JsonError(
            "Batch response length does not match submitted orders".to_string(),
        ));
    }

    let mut responses = responses.into_iter();
    Ok(results
        .into_iter()
        .filter_map(|result| result.or_else(|| responses.next()))
        .collect())
}

fn parse_futures_trade_tick(
    trade: &BinanceFuturesTrade,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<TradeTick> {
    let price = parse_required_price_at_precision(&trade.price, price_precision, "trade.price")
        .map_err(|e| anyhow::anyhow!("invalid Futures trade id {}: {e}", trade.id))?;
    let size = parse_required_quantity_at_precision(&trade.qty, size_precision, "trade.qty")
        .map_err(|e| anyhow::anyhow!("invalid Futures trade id {}: {e}", trade.id))?;
    let ts_event = parse_millis(trade.time, "Futures trade time")?;

    let aggressor_side = if trade.is_buyer_maker {
        AggressorSide::Sell
    } else {
        AggressorSide::Buy
    };

    Ok(TradeTick::new(
        instrument_id,
        price,
        size,
        aggressor_side,
        TradeId::new(trade.id.to_string()),
        ts_event,
        ts_init,
    ))
}

fn parse_futures_agg_trade_tick(
    trade: &BinanceFuturesAggTrade,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<TradeTick> {
    let trade = BinanceFuturesTrade {
        id: trade.id,
        price: trade.price.clone(),
        qty: trade.qty.clone(),
        quote_qty: String::new(),
        time: trade.time,
        is_buyer_maker: trade.is_buyer_maker,
    };
    parse_futures_trade_tick(
        &trade,
        instrument_id,
        price_precision,
        size_precision,
        ts_init,
    )
}

fn parse_futures_kline_binance_bar(
    kline: &BinanceFuturesKline,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<BinanceBar> {
    let open = parse_required_price_at_precision(&kline.open, price_precision, "kline.open")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let high = parse_required_price_at_precision(&kline.high, price_precision, "kline.high")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let low = parse_required_price_at_precision(&kline.low, price_precision, "kline.low")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let close = parse_required_price_at_precision(&kline.close, price_precision, "kline.close")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let volume =
        parse_required_quantity_at_precision(&kline.volume, size_precision, "kline.volume")
            .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let ts_event = parse_millis(kline.close_time, "Futures kline close time")?;

    let quote_volume = kline.quote_volume.parse::<Decimal>().map_err(|e| {
        anyhow::anyhow!(
            "invalid Futures kline {} quote volume: {e}",
            kline.open_time
        )
    })?;
    let taker_buy_base_volume = kline
        .taker_buy_base_volume
        .parse::<Decimal>()
        .map_err(|e| {
            anyhow::anyhow!(
                "invalid Futures kline {} taker buy base volume: {e}",
                kline.open_time
            )
        })?;
    let taker_buy_quote_volume = kline
        .taker_buy_quote_volume
        .parse::<Decimal>()
        .map_err(|e| {
            anyhow::anyhow!(
                "invalid Futures kline {} taker buy quote volume: {e}",
                kline.open_time
            )
        })?;
    let count = u64::try_from(kline.num_trades).map_err(|_| {
        anyhow::anyhow!(
            "invalid Futures kline {} negative trade count",
            kline.open_time
        )
    })?;

    Ok(BinanceBar::new(
        bar_type,
        open,
        high,
        low,
        close,
        volume,
        quote_volume,
        count,
        taker_buy_base_volume,
        taker_buy_quote_volume,
        ts_event,
        ts_init,
    ))
}

fn parse_futures_funding_rate_update(
    rate: &BinanceFundingRate,
    instrument_id: InstrumentId,
    ts_init: UnixNanos,
) -> anyhow::Result<FundingRateUpdate> {
    let funding_rate = rate.funding_rate.parse::<Decimal>().map_err(|e| {
        anyhow::anyhow!("invalid Futures funding rate at {}: {e}", rate.funding_time)
    })?;
    let ts_event = parse_millis(rate.funding_time, "Futures funding time")?;

    Ok(FundingRateUpdate::new(
        instrument_id,
        funding_rate,
        None, // Funding interval is not provided by the history endpoint
        None, // Next funding time is not provided by the history endpoint
        ts_event,
        ts_init,
    ))
}

fn validate_reconciliation_instrument(
    instruments: &mut AHashMap<InstrumentId, InstrumentAny>,
    expected_id: InstrumentId,
    instrument: &InstrumentAny,
) -> BinanceFuturesHttpResult<()> {
    let parsed_id = instrument.id();
    if parsed_id != expected_id {
        return Err(BinanceFuturesHttpError::ValidationError(format!(
            "Parsed Binance Futures instrument ID {parsed_id} does not match expected ID {expected_id}"
        )));
    }

    if instruments.insert(parsed_id, instrument.clone()).is_some() {
        return Err(BinanceFuturesHttpError::ValidationError(format!(
            "Duplicate parsed Binance Futures instrument ID {parsed_id}"
        )));
    }

    Ok(())
}

fn log_futures_instrument_parse_error(
    config: &BinanceInstrumentProviderConfig,
    selector: &BinanceInstrumentSelector,
    instrument_id: InstrumentId,
    symbol: &str,
    error: &anyhow::Error,
) {
    let explicit = selector.is_explicit(instrument_id, symbol);
    if should_warn_on_instrument_parse_error(config.log_warnings, explicit, error) {
        log::warn!("Skipping Binance Futures instrument {symbol}: {error}");
    } else {
        log::debug!("Skipping Binance Futures instrument {symbol}: {error}");
    }
}

/// Checks if an order type requires the Binance Algo Service API.
///
/// As of 2025-12-09, Binance migrated conditional order types to the Algo Service API.
/// The traditional `/fapi/v1/order` endpoint returns error `-4120` for these types.
#[must_use]
pub fn is_algo_order_type(order_type: OrderType) -> bool {
    matches!(
        order_type,
        OrderType::StopMarket
            | OrderType::StopLimit
            | OrderType::MarketIfTouched
            | OrderType::LimitIfTouched
            | OrderType::TrailingStopMarket
    )
}

/// Converts a Nautilus order type to a Binance Futures order type.
pub(crate) fn order_type_to_binance_futures(
    order_type: OrderType,
) -> anyhow::Result<BinanceFuturesOrderType> {
    match order_type {
        OrderType::Market => Ok(BinanceFuturesOrderType::Market),
        OrderType::Limit => Ok(BinanceFuturesOrderType::Limit),
        OrderType::StopMarket => Ok(BinanceFuturesOrderType::StopMarket),
        OrderType::StopLimit => Ok(BinanceFuturesOrderType::Stop),
        OrderType::MarketIfTouched => Ok(BinanceFuturesOrderType::TakeProfitMarket),
        OrderType::LimitIfTouched => Ok(BinanceFuturesOrderType::TakeProfit),
        OrderType::TrailingStopMarket => Ok(BinanceFuturesOrderType::TrailingStopMarket),
        _ => anyhow::bail!("Unsupported order type for Binance Futures: {order_type:?}"),
    }
}

#[cfg(test)]
mod tests {
    use nautilus_core::time::get_atomic_clock_realtime;
    use nautilus_live::execution::failure::CommandFailure;
    use nautilus_network::http::{HttpStatus, StatusCode};
    use nautilus_testkit::http::assert_http_redirect_rejected;
    use rstest::rstest;
    use tokio_util::bytes::Bytes;

    use super::*;
    use crate::common::{enums::BinanceTradingStatus, failure::classify_futures_http_failure};

    #[tokio::test]
    async fn test_authenticated_client_rejects_redirects() {
        let client = BinanceRawFuturesHttpClient::new(
            BinanceProductType::UsdM,
            BinanceEnvironment::Testnet,
            Some("key".into()),
            Some("secret".into()),
            None,
            None,
            Some(3),
            None,
        )
        .unwrap()
        .client;
        assert_http_redirect_rejected(|url| async move {
            client
                .get(url, None, None, Some(3), None)
                .await
                .unwrap()
                .status
                .as_u16()
        })
        .await;
    }

    #[rstest]
    fn test_rate_limit_config_usdm_has_request_weight_and_orders() {
        let config = BinanceRawFuturesHttpClient::rate_limit_config(BinanceProductType::UsdM);

        assert_eq!(config.request_quota.burst_size().get(), 2_400);
        assert_eq!(config.order_keys.len(), 2);
        assert!(
            config
                .order_keys
                .iter()
                .any(|key| key == "binance:orders:10:Second")
        );
        assert!(
            config
                .order_keys
                .iter()
                .any(|key| key == "binance:orders:1:Minute")
        );

        let ten_second_quota = config
            .order_quotas
            .iter()
            .find(|(key, _)| key == "binance:orders:10:Second")
            .map(|(_, quota)| quota)
            .expect("USD-M 10-second order quota");
        assert_eq!(ten_second_quota.burst_size().get(), 300);
        assert_eq!(
            ten_second_quota.replenish_interval(),
            Duration::from_nanos(33_333_333)
        );
    }

    #[rstest]
    fn test_rate_limit_config_coinm_has_request_weight_and_orders() {
        let config = BinanceRawFuturesHttpClient::rate_limit_config(BinanceProductType::CoinM);

        assert_eq!(config.request_quota.burst_size().get(), 2_400);
        assert_eq!(config.order_keys.len(), 2);
        assert!(
            config
                .order_keys
                .iter()
                .any(|key| key == "binance:orders:10:Second")
        );
        assert!(
            config
                .order_keys
                .iter()
                .any(|key| key == "binance:orders:1:Minute")
        );

        let ten_second_quota = config
            .order_quotas
            .iter()
            .find(|(key, _)| key == "binance:orders:10:Second")
            .map(|(_, quota)| quota)
            .expect("COIN-M 10-second order quota");
        let minute_quota = config
            .order_quotas
            .iter()
            .find(|(key, _)| key == "binance:orders:1:Minute")
            .map(|(_, quota)| quota)
            .expect("COIN-M one-minute order quota");

        assert_eq!(ten_second_quota.burst_size().get(), 300);
        assert_eq!(minute_quota.burst_size().get(), 1_200);
    }

    #[rstest]
    fn test_rate_limiters_share_usdm_and_coinm_scopes() {
        let account = Some(BinanceFuturesAccountScope([1; 32]));
        let usdm_config = BinanceRawFuturesHttpClient::rate_limit_config(BinanceProductType::UsdM);
        let coinm_config =
            BinanceRawFuturesHttpClient::rate_limit_config(BinanceProductType::CoinM);

        let usdm = BinanceRawFuturesHttpClient::shared_rate_limiters(
            BinanceEnvironment::Live,
            None,
            None,
            account,
            usdm_config.request_quota,
            usdm_config.order_quotas,
        );
        let coinm = BinanceRawFuturesHttpClient::shared_rate_limiters(
            BinanceEnvironment::Live,
            Some(get_http_base_url(
                BinanceProductType::CoinM,
                BinanceEnvironment::Live,
            )),
            None,
            account,
            coinm_config.request_quota,
            coinm_config.order_quotas,
        );
        let public = create_test_rate_limiters(BinanceEnvironment::Live, None, None, None);

        assert_eq!(usdm.len(), 2);
        assert_eq!(coinm.len(), 2);
        assert_eq!(public.len(), 1);
        assert!(Arc::ptr_eq(&usdm[0], &coinm[0]));
        assert!(Arc::ptr_eq(&usdm[0], &public[0]));
        assert!(Arc::ptr_eq(&usdm[1], &coinm[1]));
    }

    #[rstest]
    fn test_rate_limiters_isolate_unrelated_scopes() {
        let account_a = Some(BinanceFuturesAccountScope([2; 32]));
        let account_b = Some(BinanceFuturesAccountScope([3; 32]));

        let live_direct =
            create_test_rate_limiters(BinanceEnvironment::Live, None, None, account_a);
        let testnet_direct =
            create_test_rate_limiters(BinanceEnvironment::Testnet, None, None, account_a);
        let demo_direct =
            create_test_rate_limiters(BinanceEnvironment::Demo, None, None, account_a);
        let custom_a = create_test_rate_limiters(
            BinanceEnvironment::Live,
            Some("http://127.0.0.1:41001"),
            None,
            account_a,
        );
        let custom_b = create_test_rate_limiters(
            BinanceEnvironment::Live,
            Some("http://127.0.0.1:41002"),
            None,
            account_a,
        );
        let proxy_a = create_test_rate_limiters(
            BinanceEnvironment::Live,
            None,
            Some("http://127.0.0.1:42001"),
            account_a,
        );
        let proxy_b = create_test_rate_limiters(
            BinanceEnvironment::Live,
            None,
            Some("http://127.0.0.1:42002"),
            account_a,
        );
        let other_account =
            create_test_rate_limiters(BinanceEnvironment::Live, None, None, account_b);

        assert!(!Arc::ptr_eq(&live_direct[0], &testnet_direct[0]));
        assert!(!Arc::ptr_eq(&live_direct[0], &demo_direct[0]));
        assert!(!Arc::ptr_eq(&live_direct[0], &custom_a[0]));
        assert!(!Arc::ptr_eq(&custom_a[0], &custom_b[0]));
        assert!(!Arc::ptr_eq(&proxy_a[0], &proxy_b[0]));
        assert!(Arc::ptr_eq(&proxy_a[1], &proxy_b[1]));
        assert!(Arc::ptr_eq(&live_direct[0], &other_account[0]));
        assert!(!Arc::ptr_eq(&live_direct[1], &other_account[1]));
    }

    fn create_test_rate_limiters(
        environment: BinanceEnvironment,
        base_url_override: Option<&str>,
        proxy_url: Option<&str>,
        account_scope: Option<BinanceFuturesAccountScope>,
    ) -> Vec<BinanceFuturesRateLimiter> {
        let config = BinanceRawFuturesHttpClient::rate_limit_config(BinanceProductType::UsdM);
        BinanceRawFuturesHttpClient::shared_rate_limiters(
            environment,
            base_url_override,
            proxy_url,
            account_scope,
            config.request_quota,
            config.order_quotas,
        )
    }

    #[rstest]
    fn test_rate_limit_keys_usdm_include_order_buckets() {
        let client = BinanceRawFuturesHttpClient::new(
            BinanceProductType::UsdM,
            BinanceEnvironment::Live,
            None,
            None,
            None,
            None,
            None,
            None,
        )
        .unwrap();

        assert_eq!(
            client.rate_limit_keys(false),
            vec![BINANCE_GLOBAL_RATE_KEY.to_string()]
        );
        assert_eq!(
            client.rate_limit_keys(true),
            vec![
                BINANCE_GLOBAL_RATE_KEY.to_string(),
                "binance:orders:10:Second".to_string(),
                "binance:orders:1:Minute".to_string(),
            ]
        );
    }

    #[rstest]
    fn test_quota_from_unknown_interval_returns_none() {
        let quota = BinanceRateLimitQuota {
            rate_limit_type: BinanceRateLimitType::Orders,
            interval: BinanceRateLimitInterval::Unknown,
            interval_num: 1,
            limit: 10,
        };

        assert!(BinanceRawFuturesHttpClient::quota_from(&quota).is_none());
    }

    #[rstest]
    fn test_create_client_rejects_spot_product_type() {
        let result = BinanceFuturesHttpClient::new(
            BinanceProductType::Spot,
            BinanceEnvironment::Live,
            get_atomic_clock_realtime(),
            None,
            None,
            None,
            None,
            None,
            None,
            false,
        );

        result.unwrap_err();
    }

    #[rstest]
    fn test_parse_futures_trade_tick_rejects_invalid_price() {
        let trade = BinanceFuturesTrade {
            id: 100,
            price: "not-a-number".to_string(),
            qty: "0.001".to_string(),
            quote_qty: "50.00".to_string(),
            time: 1_625_474_304_000,
            is_buyer_maker: false,
        };

        let result = parse_futures_trade_tick(
            &trade,
            InstrumentId::from("BTCUSDT-PERP.BINANCE"),
            2,
            3,
            UnixNanos::from(1_000_000_000u64),
        );

        let error = result.unwrap_err().to_string();
        assert!(error.contains("trade.price"));
        assert!(error.contains("100"));
    }

    #[rstest]
    fn test_parse_futures_kline_bar_rejects_invalid_volume() {
        let kline = BinanceFuturesKline {
            open_time: 1_625_474_304_000,
            open: "50000.00".to_string(),
            high: "51000.00".to_string(),
            low: "49000.00".to_string(),
            close: "50500.00".to_string(),
            volume: "not-a-number".to_string(),
            close_time: 1_625_474_364_000,
            quote_volume: "631250.00".to_string(),
            num_trades: 100,
            taker_buy_base_volume: "6.2".to_string(),
            taker_buy_quote_volume: "313100.00".to_string(),
        };

        let result = parse_futures_kline_binance_bar(
            &kline,
            BarType::from("BTCUSDT-PERP.BINANCE-1-MINUTE-LAST-EXTERNAL"),
            2,
            3,
            UnixNanos::from(1_000_000_000u64),
        );

        let error = result.unwrap_err().to_string();
        assert!(error.contains("kline.volume"));
        assert!(error.contains("1625474304000"));
    }

    #[rstest]
    #[case::limit(
        BinanceAggTradesParams {
            symbol: "BTCUSDT".to_string(),
            from_id: None,
            start_time: None,
            end_time: None,
            limit: Some(1001),
        },
        "Validation error: aggregate trade limit must not exceed 1000"
    )]
    #[case::order(
        BinanceAggTradesParams {
            symbol: "BTCUSDT".to_string(),
            from_id: None,
            start_time: Some(2000),
            end_time: Some(1000),
            limit: Some(1000),
        },
        "Validation error: aggregate trade startTime must not exceed endTime"
    )]
    #[case::range(
        BinanceAggTradesParams {
            symbol: "BTCUSDT".to_string(),
            from_id: None,
            start_time: Some(1000),
            end_time: Some(3_601_000),
            limit: Some(1000),
        },
        "Validation error: aggregate trade time range must be less than one hour"
    )]
    #[case::overflow(
        BinanceAggTradesParams {
            symbol: "BTCUSDT".to_string(),
            from_id: None,
            start_time: Some(i64::MIN),
            end_time: Some(i64::MAX),
            limit: Some(1000),
        },
        "Validation error: aggregate trade time range must be less than one hour"
    )]
    #[tokio::test]
    async fn test_agg_trades_rejects_invalid_bounds(
        #[case] params: BinanceAggTradesParams,
        #[case] expected: &str,
    ) {
        let error = create_test_raw_client()
            .agg_trades(&params)
            .await
            .unwrap_err();

        assert_eq!(error.to_string(), expected);
    }

    #[rstest]
    #[case::start(true, false)]
    #[case::end(false, true)]
    #[case::both(true, true)]
    #[tokio::test]
    async fn test_request_agg_trades_rejects_history_older_than_24_hours(
        #[case] include_start: bool,
        #[case] include_end: bool,
    ) {
        let client = create_test_client();
        let start = Timestamp::now() - jiff::SignedDuration::from_hours(25);
        let end = start + jiff::SignedDuration::from_mins(30);

        let error = client
            .request_agg_trades(
                InstrumentId::from("BTCUSDT-PERP.BINANCE"),
                include_start.then_some(start),
                include_end.then_some(end),
                Some(1000),
            )
            .await
            .unwrap_err();

        assert_eq!(
            error.to_string(),
            "Binance Futures aggregate trade history is limited to the past 24 hours"
        );
    }

    fn create_test_raw_client() -> BinanceRawFuturesHttpClient {
        BinanceRawFuturesHttpClient::new(
            BinanceProductType::UsdM,
            BinanceEnvironment::Live,
            None,
            None,
            None,
            None,
            None,
            None,
        )
        .expect("Failed to create test client")
    }

    fn create_test_client() -> BinanceFuturesHttpClient {
        BinanceFuturesHttpClient::new(
            BinanceProductType::UsdM,
            BinanceEnvironment::Live,
            get_atomic_clock_realtime(),
            None,
            None,
            Some("http://127.0.0.1:1".to_string()),
            None,
            Some(1),
            None,
            false,
        )
        .expect("Failed to create test client")
    }

    fn test_usdm_symbol() -> BinanceFuturesUsdSymbol {
        BinanceFuturesUsdSymbol {
            symbol: Ustr::from("BTCUSDT"),
            pair: Ustr::from("BTCUSDT"),
            contract_type: "PERPETUAL".to_string(),
            delivery_date: 4_133_404_800_000,
            onboard_date: 1_569_398_400_000,
            status: BinanceTradingStatus::Trading,
            maint_margin_percent: "2.5000".to_string(),
            required_margin_percent: "5.0000".to_string(),
            base_asset: Ustr::from("BTC"),
            quote_asset: Ustr::from("USDT"),
            margin_asset: Ustr::from("USDT"),
            price_precision: 2,
            quantity_precision: 3,
            base_asset_precision: 8,
            quote_precision: 8,
            underlying_type: None,
            underlying_sub_type: Vec::new(),
            settle_plan: None,
            trigger_protect: None,
            liquidation_fee: None,
            market_take_bound: None,
            order_types: Vec::new(),
            time_in_force: Vec::new(),
            filters: Vec::new(),
        }
    }

    #[rstest]
    fn test_cached_precisions_by_id_returns_symbol_and_precisions() {
        let client = create_test_client();
        client.instruments_cache().insert(
            Ustr::from("BTCUSDT"),
            BinanceFuturesInstrument::UsdM(test_usdm_symbol()),
        );

        let (symbol, price_precision, size_precision) = client
            .cached_precisions_by_id(InstrumentId::from("BTCUSDT-PERP.BINANCE"))
            .unwrap();

        assert_eq!(symbol, "BTCUSDT");
        assert_eq!(price_precision, 2);
        assert_eq!(size_precision, 3);
    }

    #[rstest]
    fn test_cached_precisions_by_id_rejects_spot_alias() {
        let client = create_test_client();
        client.instruments_cache().insert(
            Ustr::from("BTCUSDT"),
            BinanceFuturesInstrument::UsdM(test_usdm_symbol()),
        );

        let error = client
            .cached_precisions_by_id(InstrumentId::from("BTCUSDT.BINANCE"))
            .unwrap_err();

        assert_eq!(
            error.to_string(),
            InstrumentLookupError::not_found(InstrumentId::from("BTCUSDT.BINANCE")).to_string()
        );
    }

    #[rstest]
    fn test_invalid_precision_preserves_previous_raw_snapshot() {
        let client = create_test_client();
        let valid = test_usdm_symbol();
        client
            .replace_instruments(vec![(
                valid.symbol,
                BinanceFuturesInstrument::UsdM(valid.clone()),
            )])
            .unwrap();
        let mut invalid = valid;
        invalid.price_precision = i32::from(FIXED_PRECISION) + 1;

        let error = client
            .replace_instruments(vec![(
                invalid.symbol,
                BinanceFuturesInstrument::UsdM(invalid),
            )])
            .unwrap_err();
        let retained = client
            .instruments_cache()
            .get(&Ustr::from("BTCUSDT"))
            .map(|instrument| instrument.value().clone())
            .unwrap();

        assert!(error.to_string().contains("precision exceeds maximum"));
        assert_eq!(retained.precisions().unwrap(), (2, 3));
    }

    #[rstest]
    #[tokio::test]
    async fn test_submit_algo_order_stop_market_requires_trigger_price() {
        let client = create_test_client();
        client.instruments_cache().insert(
            Ustr::from("BTCUSDT"),
            BinanceFuturesInstrument::UsdM(test_usdm_symbol()),
        );

        let result = client
            .submit_algo_order(
                AccountId::from("BINANCE-001"),
                InstrumentId::from("BTCUSDT-PERP.BINANCE"),
                ClientOrderId::new("missing-trigger-test-001"),
                OrderSide::Sell,
                OrderType::StopMarket,
                Quantity::from("0.001"),
                TimeInForce::Gtc,
                None,
                None,
                false,
                false,
                None,
                None,
                None,
                None,
                None,
            )
            .await;

        let error = result.unwrap_err().to_string();
        assert_eq!(error, "Algo order type StopMarket requires a trigger price");
    }

    #[rstest]
    fn test_batch_cancel_params_builds_order_id_list() {
        let items = vec![
            BatchCancelItem::by_order_id("BTCUSDT", 123),
            BatchCancelItem::by_order_id("BTCUSDT", 456),
        ];

        let params = BinanceRawFuturesHttpClient::batch_cancel_params(&items).unwrap();

        assert_eq!(params.symbol, "BTCUSDT");
        assert_eq!(params.order_id_list.as_deref(), Some("[123,456]"));
        assert_eq!(params.orig_client_order_id_list, None);
    }

    #[rstest]
    fn test_batch_cancel_params_builds_client_order_id_list() {
        let items = vec![
            BatchCancelItem::by_client_order_id("BTCUSDT", "first-order"),
            BatchCancelItem::by_client_order_id("BTCUSDT", "second-order"),
        ];

        let params = BinanceRawFuturesHttpClient::batch_cancel_params(&items).unwrap();

        assert_eq!(params.symbol, "BTCUSDT");
        assert_eq!(params.order_id_list, None);
        assert_eq!(
            params.orig_client_order_id_list.as_deref(),
            Some("[\"first-order\",\"second-order\"]"),
        );
    }

    #[rstest]
    fn test_batch_cancel_params_rejects_mixed_symbols() {
        let items = vec![
            BatchCancelItem::by_order_id("BTCUSDT", 123),
            BatchCancelItem::by_order_id("ETHUSDT", 456),
        ];

        let result = BinanceRawFuturesHttpClient::batch_cancel_params(&items);

        assert_validation_error(result, "same symbol");
    }

    #[rstest]
    fn test_batch_cancel_params_rejects_mixed_id_types() {
        let items = vec![
            BatchCancelItem::by_order_id("BTCUSDT", 123),
            BatchCancelItem::by_client_order_id("BTCUSDT", "client-order"),
        ];

        let result = BinanceRawFuturesHttpClient::batch_cancel_params(&items);

        assert_validation_error(result, "not both");
    }

    #[rstest]
    fn test_batch_cancel_params_rejects_items_without_ids() {
        let items = vec![BatchCancelItem {
            symbol: "BTCUSDT".to_string(),
            order_id: None,
            orig_client_order_id: None,
        }];

        let result = BinanceRawFuturesHttpClient::batch_cancel_params(&items);

        assert_validation_error(result, "at least one order ID or client order ID");
    }

    #[rstest]
    #[tokio::test]
    async fn test_batch_cancel_orders_rejects_more_than_ten_items() {
        let client = create_test_raw_client();
        let items = (0..11)
            .map(|order_id| BatchCancelItem::by_order_id("BTCUSDT", order_id))
            .collect::<Vec<_>>();

        let result = client.batch_cancel_orders(&items).await;

        match result {
            Err(BinanceFuturesHttpError::ValidationError(message)) => {
                assert!(message.contains("10 orders maximum"));
            }
            other => panic!("Expected ValidationError, was {other:?}"),
        }
    }

    #[rstest]
    fn test_batch_response_length_mismatch_has_unknown_outcome() {
        let error = merge_batch_results(vec![None], Vec::new()).unwrap_err();

        assert_eq!(
            classify_futures_http_failure(&error),
            CommandFailure::Ambiguous(
                "JSON error: Batch response length does not match submitted orders".to_string()
            ),
        );
    }

    fn assert_validation_error(
        result: BinanceFuturesHttpResult<BatchCancelParams>,
        expected_message: &str,
    ) {
        match result {
            Err(BinanceFuturesHttpError::ValidationError(message)) => {
                assert!(message.contains(expected_message));
            }
            other => panic!("Expected ValidationError, was {other:?}"),
        }
    }

    #[rstest]
    fn test_parse_error_response_binance_error() {
        let client = create_test_raw_client();
        let response = HttpResponse {
            status: HttpStatus::new(StatusCode::BAD_REQUEST),
            headers: HashMap::new(),
            body: Bytes::from(r#"{"code":-1121,"msg":"Invalid symbol."}"#),
        };

        let result: BinanceFuturesHttpResult<()> = client.parse_error_response(&response);

        match result {
            Err(BinanceFuturesHttpError::BinanceError {
                code,
                message,
                status,
                retry_after,
            }) => {
                assert_eq!(code, -1121);
                assert_eq!(message, "Invalid symbol.");
                assert_eq!(status, 400);
                assert_eq!(retry_after, None);
            }
            other => panic!("Expected BinanceError, was {other:?}"),
        }
    }
}