In Path of Exile: Delve you can add custom sounds to your Item Filter!

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Prizy wrote:

What file type do we need? .wav or .mp3 works?

You can use almost any file type but a full list can be found here. You can use CustomAlertSound "FILENAME" OR CustomAlertSound "FILEPATH". If you're just using the file name, that file must be in the same location as your item filter.