@0xmonaco/types 1.0.39 → 1.0.41-develop.ebb62ed

package/dist/websocket/events/market-stats-events.d.ts

@@ -0,0 +1,126 @@
+/**
+ * Market-stats WebSocket Event Types
+ *
+ * Types for the two real-time market statistics channels:
+ * - per-market (`market_stats:<tradingPairId>`): a full stats frame for one
+ *   market, carried by `MarketStatsEvent`.
+ * - all-markets (`market_stats`): one summary row per market in a single frame,
+ *   carried by `MarketStatsAllEvent`.
+ *
+ * Both are public channels (no authentication). Lag policy is Conflate: a
+ * lagging subscriber is fast-forwarded to the latest frame rather than
+ * disconnected. Each frame carries the market's full current stats, so consume
+ * it as a terminal-state snapshot, never as an additive delta.
+ *
+ * Perp-only fields (index/mark price, open interest, funding) are optional and
+ * omitted on the wire for spot markets, which have no positions or funding.
+ * All numeric quantities are decimal strings except `fundingTimestamp`, which
+ * is a millisecond epoch number.
+ */
+/**
+ * Market tradability label, derived from the oracle market status. Spot markets
+ * only emit `TRADABLE` or `HALTED`.
+ */
+export type MarketStatus = "TRADABLE" | "POST_ONLY" | "HALTED" | "NOT_READY" | "UNKNOWN";
+/**
+ * Full per-market statistics for the `market_stats:<tradingPairId>` channel.
+ */
+export interface MarketStatsData {
+    /** Market symbol, e.g. "BTC/USDC" */
+    symbol: string;
+    /** Trading pair identifier (UUID) */
+    tradingPairId: string;
+    /** Oracle index price (decimal string). Perp-only; omitted for spot. */
+    indexPrice?: string;
+    /** Mark price (decimal string). Perp-only; omitted for spot. */
+    markPrice?: string;
+    /** Mid price between best bid and best ask (decimal string) */
+    midPrice?: string;
+    /** Best bid price (decimal string) */
+    bestBidPrice?: string;
+    /** Best ask price (decimal string) */
+    bestAskPrice?: string;
+    /** Open interest (decimal string). Perp-only; omitted for spot. */
+    openInterest?: string;
+    /** Open interest limit (decimal string). Perp-only; omitted for spot. */
+    openInterestLimit?: string;
+    /** Last trade price (decimal string) */
+    lastTradePrice?: string;
+    /** 24h base-token volume (decimal string) */
+    dailyBaseTokenVolume?: string;
+    /** 24h quote-token volume (decimal string) */
+    dailyQuoteTokenVolume?: string;
+    /** 24h low price (decimal string) */
+    dailyPriceLow?: string;
+    /** 24h high price (decimal string) */
+    dailyPriceHigh?: string;
+    /** 24h absolute price change, `latestClose - open24hAgo` (decimal string) */
+    dailyPriceChange?: string;
+    /** 24h percentage price change, two decimals (decimal string) */
+    dailyPriceChangePercent?: string;
+    /** Current (last settled) funding rate (decimal string). Perp-only; omitted for spot. */
+    currentFundingRate?: string;
+    /** Estimated next-window funding rate (decimal string). Perp-only; omitted for spot. */
+    fundingRate?: string;
+    /** Next funding time as a millisecond epoch. Perp-only; omitted for spot. */
+    fundingTimestamp?: number;
+    /** Funding premium (decimal string). Perp-only; omitted for spot. */
+    premium?: string;
+    /** Base interest rate for the funding formula (decimal string). Perp-only; omitted for spot. */
+    baseInterestRate?: string;
+    /** Live funding cap, lower bound (decimal string). Perp-only; omitted for spot. */
+    fundingClampSmall?: string;
+    /** Live funding cap, upper bound (decimal string). Perp-only; omitted for spot. */
+    fundingClampBig?: string;
+}
+/**
+ * Per-market statistics event on the `market_stats:<tradingPairId>` channel.
+ */
+export interface MarketStatsEvent {
+    /** Trading pair identifier (UUID) */
+    tradingPairId: string;
+    /** Market statistics for this pair */
+    data: MarketStatsData;
+}
+/**
+ * A single market's row in the all-markets summary frame. A lighter shape than
+ * {@link MarketStatsData}: enough to render a markets table.
+ */
+export interface MarketStatsSummary {
+    /** Trading pair identifier (UUID) */
+    tradingPairId: string;
+    /** Market symbol, e.g. "BTC/USDC" */
+    symbol: string;
+    /** Last trade price (decimal string) */
+    lastTradePrice?: string;
+    /** Mark price (decimal string). Perp-only; omitted for spot. */
+    markPrice?: string;
+    /** 24h absolute price change (decimal string) */
+    dailyPriceChange?: string;
+    /** 24h percentage price change, two decimals (decimal string) */
+    dailyPriceChangePercent?: string;
+    /** 24h base-token volume (decimal string) */
+    dailyBaseTokenVolume?: string;
+    /** 24h quote-token volume (decimal string) */
+    dailyQuoteTokenVolume?: string;
+    /** 24h high price (decimal string) */
+    dailyPriceHigh?: string;
+    /** 24h low price (decimal string) */
+    dailyPriceLow?: string;
+    /** Open interest (decimal string). Perp-only; omitted for spot. */
+    openInterest?: string;
+    /** Current (last settled) funding rate (decimal string). Perp-only; omitted for spot. */
+    currentFundingRate?: string;
+    /** Next funding time as a millisecond epoch. Perp-only; omitted for spot. */
+    fundingTimestamp?: number;
+    /** Tradability label (always present) */
+    marketStatus: MarketStatus;
+}
+/**
+ * All-markets summary event on the `market_stats` channel: one
+ * {@link MarketStatsSummary} per market, in a single frame per push.
+ */
+export interface MarketStatsAllEvent {
+    /** One summary row per market */
+    markets: MarketStatsSummary[];
+}

package/dist/websocket/events/market-stats-events.js

@@ -0,0 +1,19 @@
+/**
+ * Market-stats WebSocket Event Types
+ *
+ * Types for the two real-time market statistics channels:
+ * - per-market (`market_stats:<tradingPairId>`): a full stats frame for one
+ *   market, carried by `MarketStatsEvent`.
+ * - all-markets (`market_stats`): one summary row per market in a single frame,
+ *   carried by `MarketStatsAllEvent`.
+ *
+ * Both are public channels (no authentication). Lag policy is Conflate: a
+ * lagging subscriber is fast-forwarded to the latest frame rather than
+ * disconnected. Each frame carries the market's full current stats, so consume
+ * it as a terminal-state snapshot, never as an additive delta.
+ *
+ * Perp-only fields (index/mark price, open interest, funding) are optional and
+ * omitted on the wire for spot markets, which have no positions or funding.
+ * All numeric quantities are decimal strings except `fundingTimestamp`, which
+ * is a millisecond epoch number.
+ */

package/dist/websocket/events/movement-events.d.ts

@@ -13,10 +13,25 @@ export interface UserMovementEventData {
     id: string;
     /** Entry type (e.g., "credit", "debit") */
     entryType: string;
-    /** Transaction type (e.g., "deposit", "withdrawal", "trade") */
+    /**
+     * Transaction type (e.g., "deposit", "withdrawal", "trade", "funding").
+     * A `funding` movement records a funding payment already settled against
+     * margin collateral; it reconciles with the matching `balance_update` event
+     * whose `reason` is `funding`.
+     */
     transactionType: string;
-    /** Token contract address */
+    /** Movement status (e.g., "completed", "pending", "failed"). Wire: `status`. */
+    status?: string;
+    /** Token contract address. Wire: `token` (older payloads use the `token_address` alias). */
+    token?: Address;
+    /**
+     * Legacy alias for `token`, always populated from `token` (falling back to the
+     * `token_address` wire alias). Stays required for back-compat — every movement
+     * carries a token address — so existing consumers reading it don't break.
+     */
     tokenAddress: Address;
+    /** Asset registry id (UUID). Wire: `asset_id`. */
+    assetId?: string;
     /** Token symbol */
     symbol?: string;
     /** Token decimals */
@@ -49,6 +64,8 @@ export interface UserMovementEventData {
     description?: string;
     /** Transaction hash (if applicable) */
     txHash?: string;
+    /** Block number (if applicable). Wire: `block_number`. */
+    blockNumber?: number;
     /** Timestamp when the movement was created (ISO 8601) */
     createdAt?: string;
 }

package/dist/websocket/events/orders-events.d.ts

@@ -59,6 +59,15 @@ export interface CommonOrderEventData {
     quantityRaw?: string;
     /** Time in force - present in most events */
     timeInForce?: TimeInForce;
+    /**
+     * Client-assigned correlation handle, echoed so an event can be matched to
+     * the request that placed the order without a round trip to `getOrder`.
+     * Carried on every order event that inherits these fields — placed, taker and
+     * maker fills, cancelled, rejected and expired — so a submit whose HTTP
+     * response was lost can be resolved from the stream alone. Omitted when the
+     * order carried none. Wire: `client_order_id`.
+     */
+    clientOrderId?: string;
 }
 /**
  * OrderPlaced event - emitted when a new order is placed
@@ -140,14 +149,23 @@ export interface OrderPartiallyFilledEvent extends OrderEvent {
         /** Execution price (maker orders only) */
         executionPrice?: string;
         /**
-         * Quantity filled in this event (maker orders only). The wire field is
-         * `filled_quantity` (→ `filledQuantity`); for a maker this is the current
-         * trade's quantity. The previous `executionQuantity` never matched the
-         * wire. For a taker the same-named field carries the cumulative order fill.
+         * Cumulative order fill so far, on EVERY role. The wire field is
+         * `filled_quantity` (→ `filledQuantity`); for both taker and maker it is
+         * the order's cumulative fill (a maker previously reported only the current
+         * trade's quantity here; the older `executionQuantity` never matched the
+         * wire at all). The per-event increment is `lastFillQuantity`.
          */
         filledQuantity?: string;
         /** `filledQuantity` in RAW (integer, base-unit) precision. Wire: `filled_quantity_raw`. */
         filledQuantityRaw?: string;
+        /**
+         * Incremental quantity filled by THIS event: for a taker the summed
+         * quantity of the trades this event covers, for a maker this single trade's
+         * quantity. Omitted when the event carries no fill. Wire: `last_fill_quantity`.
+         */
+        lastFillQuantity?: string;
+        /** `lastFillQuantity` in RAW (integer, base-unit) precision. Wire: `last_fill_quantity_raw`. */
+        lastFillQuantityRaw?: string;
         /** `remainingQuantity` in RAW (integer, base-unit) precision. Wire: `remaining_quantity_raw`. */
         remainingQuantityRaw?: string;
         /**
@@ -200,14 +218,23 @@ export interface OrderFilledEvent extends OrderEvent {
         /** Execution price (maker orders only) */
         executionPrice?: string;
         /**
-         * Quantity filled in this event (maker orders only). The wire field is
-         * `filled_quantity` (→ `filledQuantity`); for a maker this is the current
-         * trade's quantity. The previous `executionQuantity` never matched the
-         * wire. For a taker the same-named field carries the cumulative order fill.
+         * Cumulative order fill so far, on EVERY role. The wire field is
+         * `filled_quantity` (→ `filledQuantity`); for both taker and maker it is
+         * the order's cumulative fill (a maker previously reported only the current
+         * trade's quantity here; the older `executionQuantity` never matched the
+         * wire at all). The per-event increment is `lastFillQuantity`.
          */
         filledQuantity?: string;
         /** `filledQuantity` in RAW (integer, base-unit) precision. Wire: `filled_quantity_raw`. */
         filledQuantityRaw?: string;
+        /**
+         * Incremental quantity filled by THIS event: for a taker the summed
+         * quantity of the trades this event covers, for a maker this single trade's
+         * quantity. Omitted when the event carries no fill. Wire: `last_fill_quantity`.
+         */
+        lastFillQuantity?: string;
+        /** `lastFillQuantity` in RAW (integer, base-unit) precision. Wire: `last_fill_quantity_raw`. */
+        lastFillQuantityRaw?: string;
         /** `remainingQuantity` in RAW (integer, base-unit) precision. Wire: `remaining_quantity_raw`. */
         remainingQuantityRaw?: string;
         /**
@@ -231,6 +258,14 @@ export interface OrderCancelledEvent extends OrderEvent {
         reason?: string;
         /** Stable machine-readable cancellation cause */
         terminalReason?: OrderTerminalReason;
+        /**
+         * Cumulative order fill at cancellation, mirroring `filledQuantity` on the
+         * taker/maker fill events so consumers read one field across every order
+         * event (0XM-2389). `totalFilled` is retained as a legacy alias.
+         */
+        filledQuantity?: string;
+        /** `filledQuantity` in RAW (integer, base-unit) precision. Wire: `filled_quantity_raw`. */
+        filledQuantityRaw?: string;
         /** Total filled quantity before cancellation */
         totalFilled?: string;
         /** `totalFilled` in RAW (integer, base-unit) precision. Wire: `total_filled_raw`. */
@@ -241,6 +276,16 @@ export interface OrderCancelledEvent extends OrderEvent {
         remainingQuantityRaw?: string;
         /** Number of trades executed before cancellation */
         tradesCount?: number;
+        /**
+         * Volume-weighted average fill price of the cancelled order, on the full
+         * (resting-order) cancel payload. Wire: `average_fill_price`.
+         */
+        averageFillPrice?: string;
+        /**
+         * Cancellation timestamp on the full (resting-order) cancel payload,
+         * RFC3339 with a `Z` suffix. Wire: `cancelled_at`.
+         */
+        cancelledAt?: string;
     };
 }
 /**

package/dist/websocket/events/position-events.d.ts

@@ -15,11 +15,12 @@ export type PositionEventSide = "LONG" | "SHORT";
 /**
  * Position lifecycle status.
  *
- * NOTE: this is PascalCase on the wire (`Open`, not `OPEN`) - the underlying
- * enum has no serde rename, unlike side/trading-mode fields. That asymmetry is
- * the live wire format and is preserved verbatim here.
+ * Matches the REST position status strings exactly (the server previously
+ * emitted PascalCase `Open`, which diverged from REST). Values are
+ * SCREAMING_SNAKE_CASE except a closing position, which REST and the wire
+ * report as `LIQUIDATING` (not `CLOSING`).
  */
-export type PositionEventStatus = "Open" | "Closing" | "Closed" | "Liquidated" | "Expired";
+export type PositionEventStatus = "OPEN" | "LIQUIDATING" | "CLOSED" | "LIQUIDATED" | "EXPIRED";
 /**
  * Position event data containing the current state of a single position.
  */
@@ -32,7 +33,7 @@ export interface PositionEventData {
     tradingPairId: string;
     /** Position side */
     side: PositionEventSide;
-    /** Position lifecycle status (PascalCase on the wire) */
+    /** Position lifecycle status (SCREAMING_SNAKE_CASE on the wire, e.g. "OPEN") */
     status: PositionEventStatus;
     /** Absolute position size (decimal string) */
     size: string;
@@ -48,7 +49,15 @@ export interface PositionEventData {
     isolatedMargin: string;
     /** Effective leverage (decimal string) */
     leverage: string;
-    /** What triggered the update (e.g. "trade", free-form) */
+    /** Trade that caused the update, when driven by a fill (UUID). Omitted otherwise. */
+    tradeId?: string;
+    /** Order that caused the update, when driven by an order (UUID). Omitted otherwise. */
+    orderId?: string;
+    /**
+     * What triggered the update. Free-form, but the server uses a canonical set:
+     * `trade`, `close`, `liquidation`, `adl`, `funding`, `margin_added`,
+     * `margin_reduced`, `margin_collateral_transfer`.
+     */
     reason: string;
     /** Timestamp when the position state was updated (ISO 8601) */
     updatedAt: string;

package/dist/wire/operations.d.ts

@@ -10,6 +10,6 @@
  * hand-written SDK surface. CI regenerates it and fails on a diff, identical to
  * the `schema.ts` wire-types tripwire (MON-1476), so it can never go stale.
  */
-export declare const OPERATION_IDS: readonly ["add_position_margin", "attach_position_tp_sl", "batch_cancel_all", "batch_cancel_all_by_pair", "batch_cancel_orders", "batch_close_all_positions", "batch_create_orders", "batch_replace_orders", "cancel_conditional_order", "cancel_order", "check_trader_code_availability", "clear_trader_code", "close_position", "create_challenge", "create_delegated_session", "create_order", "create_sub_account_limit", "delete_sub_account_limit", "get_application_config", "get_application_stats", "get_available_collateral", "get_candles", "get_conditional_order", "get_faucet_info", "get_funding_state", "get_index_price", "get_margin_account_movements", "get_margin_account_summary", "get_mark_price", "get_market_metadata", "get_market_stats", "get_my_fee_tier", "get_my_trader_code", "get_open_interest", "get_order_by_id", "get_orderbook_snapshot", "get_orders", "get_parent_margin_account_movements", "get_parent_margin_account_summary", "get_perp_market_config", "get_perp_market_summary", "get_portfolio_assets", "get_portfolio_chart", "get_portfolio_margin", "get_portfolio_performance", "get_portfolio_realized_pnl", "get_portfolio_stats", "get_portfolio_summary", "get_position", "get_position_pnl_history", "get_position_risk", "get_pulse", "get_rewards_balance", "get_screener", "get_sub_account_limits", "get_trade_by_id", "get_trader_code_info", "get_trades", "get_trading_pair_by_id", "get_user_balance_by_asset", "get_user_balances", "get_user_movements", "get_user_profile", "get_user_trades", "get_withdrawal", "health_check", "initiate_withdrawal", "list_all_funding_history", "list_application_balances", "list_application_movements", "list_application_orders", "list_application_users", "list_conditional_orders", "list_delegated_agent_owners", "list_delegated_agents", "list_funding_history", "list_funding_payments", "list_margin_accounts", "list_pending_withdrawals", "list_position_history", "list_positions", "list_sub_accounts_with_balances", "list_trading_pairs", "mint_tokens", "reduce_position_margin", "refresh_session", "register_deposit_address", "replace_order", "revoke_delegated_agent", "revoke_session", "set_trader_code", "simulate_fees", "simulate_order_risk", "simulate_parent_margin_order_risk", "simulate_risk_bucket_order_risk", "submit_whitelist", "transfer_collateral_from_margin_account", "transfer_collateral_from_parent_margin_account", "transfer_collateral_to_margin_account", "transfer_collateral_to_parent_margin_account", "transfer_collateral_to_risk_bucket", "transfer_rewards", "update_sub_account_limit", "upsert_delegated_agent", "verify_signature"];
+export declare const OPERATION_IDS: readonly ["attach_position_tp_sl", "batch_cancel_all", "batch_cancel_all_by_pair", "batch_cancel_orders", "batch_close_all_positions", "batch_create_orders", "batch_replace_orders", "cancel_conditional_order", "cancel_order", "check_trader_code_availability", "clear_trader_code", "close_position", "create_challenge", "create_delegated_session", "create_order", "create_sub_account_limit", "delete_sub_account_limit", "get_application_config", "get_application_stats", "get_available_collateral", "get_candles", "get_conditional_order", "get_faucet_info", "get_funding_state", "get_index_price", "get_margin_account_movements", "get_margin_account_summary", "get_mark_price", "get_market_metadata", "get_market_stats", "get_my_fee_tier", "get_my_trader_code", "get_open_interest", "get_order_by_id", "get_orderbook_snapshot", "get_orders", "get_parent_margin_account_movements", "get_parent_margin_account_summary", "get_perp_market_config", "get_perp_market_summary", "get_portfolio_assets", "get_portfolio_chart", "get_portfolio_margin", "get_portfolio_performance", "get_portfolio_realized_pnl", "get_portfolio_stats", "get_portfolio_summary", "get_position", "get_position_pnl_history", "get_position_risk", "get_pulse", "get_rewards_balance", "get_screener", "get_sub_account_limits", "get_trade_by_id", "get_trader_code_info", "get_trades", "get_trading_pair_by_id", "get_user_balance_by_asset", "get_user_balances", "get_user_movements", "get_user_profile", "get_user_trades", "get_withdrawal", "health_check", "initiate_withdrawal", "list_all_funding_history", "list_application_balances", "list_application_movements", "list_application_orders", "list_application_users", "list_conditional_orders", "list_delegated_agent_owners", "list_delegated_agents", "list_funding_history", "list_funding_payments", "list_margin_accounts", "list_pending_withdrawals", "list_position_history", "list_positions", "list_sub_accounts_with_balances", "list_trading_pairs", "mint_tokens", "refresh_session", "register_deposit_address", "replace_order", "revoke_delegated_agent", "revoke_session", "set_trader_code", "simulate_fees", "simulate_order_risk", "simulate_parent_margin_order_risk", "simulate_risk_bucket_order_risk", "submit_whitelist", "transfer_collateral_from_margin_account", "transfer_collateral_from_parent_margin_account", "transfer_collateral_to_margin_account", "transfer_collateral_to_parent_margin_account", "transfer_collateral_to_risk_bucket", "transfer_rewards", "update_sub_account_limit", "upsert_delegated_agent", "verify_signature"];
 /** Union of every OpenAPI operationId in the spec. */
 export type OperationId = (typeof OPERATION_IDS)[number];

package/dist/wire/operations.js

@@ -11,7 +11,6 @@
  * the `schema.ts` wire-types tripwire (MON-1476), so it can never go stale.
  */
 export const OPERATION_IDS = [
-    "add_position_margin",
     "attach_position_tp_sl",
     "batch_cancel_all",
     "batch_cancel_all_by_pair",
@@ -95,7 +94,6 @@ export const OPERATION_IDS = [
     "list_sub_accounts_with_balances",
     "list_trading_pairs",
     "mint_tokens",
-    "reduce_position_margin",
     "refresh_session",
     "register_deposit_address",
     "replace_order",