@0xmonaco/types 1.0.40 → 1.0.41-develop.ebb62ed

package/dist/market/index.d.ts

@@ -123,6 +123,13 @@ export interface GetCandlesticksParams {
     endTime?: number;
     /** Maximum number of bars to return (max: 500, server defaults to 350 if omitted) */
     limit?: number;
+    /**
+     * Price series to chart. `"trade"` (default) returns the trade-derived OHLCV
+     * series; `"mark"` returns the mark-price series (margin pairs only), where
+     * each candle's open/high/low/close are the bucket's closing mark and volume
+     * is 0. Omit for the trade series.
+     */
+    priceType?: "trade" | "mark";
 }
 /**
  * Query parameters for fetching trading pairs

package/dist/trading/index.d.ts

@@ -45,6 +45,13 @@ export interface TradingAPI extends BaseAPI {
          * Echoed back as `postOnly` on order detail and list reads.
          */
         postOnly?: boolean;
+        /**
+         * Client-assigned correlation handle, echoed back on order reads and
+         * order WebSocket events. At most 64 characters from [A-Za-z0-9._:-].
+         * Not de-duplicated and not unique — a replacement re-states it and
+         * inherits nothing from the original order.
+         */
+        clientOrderId?: string;
         takeProfit?: ParentTpSlLegParams;
         stopLoss?: ParentTpSlLegParams;
     }): Promise<CreateOrderResponse>;
@@ -70,6 +77,13 @@ export interface TradingAPI extends BaseAPI {
         positionSide?: PositionSide;
         leverage?: string;
         reduceOnly?: boolean;
+        /**
+         * Client-assigned correlation handle, echoed back on order reads and
+         * order WebSocket events. At most 64 characters from [A-Za-z0-9._:-].
+         * Not de-duplicated and not unique — a replacement re-states it and
+         * inherits nothing from the original order.
+         */
+        clientOrderId?: string;
         takeProfit?: ParentTpSlLegParams;
         stopLoss?: ParentTpSlLegParams;
     }): Promise<CreateOrderResponse>;
@@ -119,6 +133,13 @@ export interface TradingAPI extends BaseAPI {
         quantity?: string;
         useMasterBalance?: boolean;
         postOnly?: boolean;
+        /**
+         * Client-assigned correlation handle, echoed back on order reads and
+         * order WebSocket events. At most 64 characters from [A-Za-z0-9._:-].
+         * Not de-duplicated and not unique — a replacement re-states it and
+         * inherits nothing from the original order.
+         */
+        clientOrderId?: string;
     }): Promise<ReplaceOrderResponse>;
     /**
      * Batch creates multiple orders in a single request.

package/dist/trading/orders.d.ts

@@ -70,6 +70,14 @@ export interface Order {
     reduceOnly?: boolean;
     /** Whether the order was placed post-only (maker-only). Absent for orders placed before the flag was persisted. */
     postOnly?: boolean;
+    /**
+     * Client-assigned correlation handle as stored: the value supplied on create
+     * or replace, with surrounding whitespace trimmed. Absent when the order
+     * carried none, including every order placed before the field was accepted on
+     * write. Not unique — several orders may share one value, so a lookup by it
+     * can be ambiguous.
+     */
+    clientOrderId?: string;
     /** Position ID linked to the order, when available */
     positionId?: string;
     /** Stable cause when status is CANCELLED */

package/dist/trading/responses.d.ts

@@ -38,8 +38,12 @@ export interface MatchResult {
     } | null;
 }
 /**
- * Parent TP/SL follows the parent order quantity and becomes active once the
- * parent order creates or extends a position.
+ * A take-profit / stop-loss leg attached to an order at placement. It becomes
+ * active once the parent order creates or extends a position.
+ *
+ * Sizing is the leg's own, set by `quantity` / `closePosition` below — it does
+ * NOT follow the parent order's quantity. Sizing from the parent is what let a
+ * leg freeze at the order's size and under-cover a position that later grew.
  */
 export interface ParentTpSlLegParams {
     /** Mark price that arms the close order */
@@ -54,6 +58,18 @@ export interface ParentTpSlLegParams {
     slippageToleranceBps?: number;
     /** Optional conditional order expiry timestamp (ISO 8601) */
     expiresAt?: string;
+    /**
+     * Deliberate partial size: this leg closes exactly this much and never
+     * resizes, however the position grows. Mutually exclusive with
+     * `closePosition: true`; required when `closePosition: false`.
+     */
+    quantity?: string;
+    /**
+     * Resolve the full live position size when triggered, so the leg keeps
+     * covering the position as it grows. Mutually exclusive with `quantity`.
+     * Omitting both also means full-position close.
+     */
+    closePosition?: boolean;
 }
 /**
  * Response from creating an order.
@@ -359,6 +375,13 @@ export interface BatchCreateOrderParams {
      * detail and list reads.
      */
     postOnly?: boolean;
+    /**
+     * Client-assigned correlation handle, echoed back on order reads and on
+     * order WebSocket events. At most 64 characters from [A-Za-z0-9._:-].
+     * Monaco does not de-duplicate on it and does not enforce uniqueness —
+     * it correlates a response to a request, it does not make a retry safe.
+     */
+    clientOrderId?: string;
 }
 /**
  * Parameters for a single order in a batch replace request
@@ -377,6 +400,13 @@ export interface BatchReplaceOrderParams {
      * inherited from the original order — see `TradingAPI.replaceOrder`.
      */
     postOnly?: boolean;
+    /**
+     * Client-assigned correlation handle, echoed back on order reads and on
+     * order WebSocket events. At most 64 characters from [A-Za-z0-9._:-].
+     * Monaco does not de-duplicate on it and does not enforce uniqueness —
+     * it correlates a response to a request, it does not make a retry safe.
+     */
+    clientOrderId?: string;
 }
 export interface CancelConditionalOrderResponse {
     conditionalOrderId: string;

package/dist/validation/market.d.ts

@@ -171,6 +171,10 @@ export declare const GetCandlesticksByPairIdSchema: z.ZodObject<{
     startTime: z.ZodOptional<z.ZodNumber>;
     endTime: z.ZodOptional<z.ZodNumber>;
     limit: z.ZodOptional<z.ZodNumber>;
+    priceType: z.ZodOptional<z.ZodEnum<{
+        trade: "trade";
+        mark: "mark";
+    }>>;
 }, z.core.$strip>;
 /**
  * @deprecated Use GetCandlesticksByPairIdSchema instead. Symbol-based lookups are no longer supported.
@@ -191,6 +195,10 @@ export declare const GetCandlesticksBySymbolSchema: z.ZodObject<{
     startTime: z.ZodOptional<z.ZodNumber>;
     endTime: z.ZodOptional<z.ZodNumber>;
     limit: z.ZodOptional<z.ZodNumber>;
+    priceType: z.ZodOptional<z.ZodEnum<{
+        trade: "trade";
+        mark: "mark";
+    }>>;
 }, z.core.$strip>;
 /**
  * Get Trading Pair validation schema

package/dist/validation/market.js

@@ -188,6 +188,7 @@ export const GetCandlesticksByPairIdSchema = z
     startTime: TimestampSchema.optional(),
     endTime: TimestampSchema.optional(),
     limit: CandlestickLimitSchema,
+    priceType: z.enum(["trade", "mark"]).optional(),
 })
     .refine((data) => {
     // Only validate startTime < endTime if both are provided

package/dist/validation/trading.d.ts

@@ -74,6 +74,8 @@ export declare const ParentTpSlLegSchema: z.ZodObject<{
         MARKET: "MARKET";
     }>;
     limitPrice: z.ZodOptional<z.ZodString>;
+    quantity: z.ZodOptional<z.ZodString>;
+    closePosition: z.ZodOptional<z.ZodBoolean>;
     timeInForce: z.ZodOptional<z.ZodEnum<{
         GTC: "GTC";
         IOC: "IOC";
@@ -127,6 +129,8 @@ export declare const PlaceLimitOrderSchema: z.ZodObject<{
                 MARKET: "MARKET";
             }>;
             limitPrice: z.ZodOptional<z.ZodString>;
+            quantity: z.ZodOptional<z.ZodString>;
+            closePosition: z.ZodOptional<z.ZodBoolean>;
             timeInForce: z.ZodOptional<z.ZodEnum<{
                 GTC: "GTC";
                 IOC: "IOC";
@@ -141,6 +145,8 @@ export declare const PlaceLimitOrderSchema: z.ZodObject<{
                 MARKET: "MARKET";
             }>;
             limitPrice: z.ZodOptional<z.ZodString>;
+            quantity: z.ZodOptional<z.ZodString>;
+            closePosition: z.ZodOptional<z.ZodBoolean>;
             timeInForce: z.ZodOptional<z.ZodEnum<{
                 GTC: "GTC";
                 IOC: "IOC";
@@ -188,6 +194,8 @@ export declare const PlaceMarketOrderSchema: z.ZodObject<{
                 MARKET: "MARKET";
             }>;
             limitPrice: z.ZodOptional<z.ZodString>;
+            quantity: z.ZodOptional<z.ZodString>;
+            closePosition: z.ZodOptional<z.ZodBoolean>;
             timeInForce: z.ZodOptional<z.ZodEnum<{
                 GTC: "GTC";
                 IOC: "IOC";
@@ -202,6 +210,8 @@ export declare const PlaceMarketOrderSchema: z.ZodObject<{
                 MARKET: "MARKET";
             }>;
             limitPrice: z.ZodOptional<z.ZodString>;
+            quantity: z.ZodOptional<z.ZodString>;
+            closePosition: z.ZodOptional<z.ZodBoolean>;
             timeInForce: z.ZodOptional<z.ZodEnum<{
                 GTC: "GTC";
                 IOC: "IOC";

package/dist/validation/trading.js

@@ -83,6 +83,8 @@ export const ParentTpSlLegSchema = z
     triggerPrice: PositiveDecimalStringSchema,
     orderType: OrderTypeSchema,
     limitPrice: PositiveDecimalStringSchema.optional(),
+    quantity: PositiveDecimalStringSchema.optional(),
+    closePosition: z.boolean().optional(),
     timeInForce: ConditionalTimeInForceSchema.optional(),
     slippageToleranceBps: SlippageToleranceBpsSchema.optional(),
     expiresAt: ISO8601DateSchema.optional(),
@@ -102,6 +104,16 @@ export const ParentTpSlLegSchema = z
     .refine((data) => data.orderType !== "LIMIT" || data.slippageToleranceBps === undefined, {
     message: "slippageToleranceBps is only allowed for MARKET parent TP/SL",
     path: ["slippageToleranceBps"],
+})
+    // Same sizing contract the position-attached rail enforces: omit both to
+    // track the live position, or name a deliberate partial that never resizes.
+    .refine((data) => data.closePosition !== true || data.quantity === undefined, {
+    message: "quantity must be omitted when closePosition is true",
+    path: ["quantity"],
+})
+    .refine((data) => data.quantity !== undefined || data.closePosition !== false, {
+    message: "quantity is required when closePosition is false",
+    path: ["closePosition"],
 });
 const hasParentTpSl = (options) => options?.takeProfit !== undefined || options?.stopLoss !== undefined;
 const legacyPositionSideMatchesOrderSide = (side, positionSide) => positionSide === undefined || (positionSide !== "NONE" && ((side === "BUY" && positionSide === "LONG") || (side === "SELL" && positionSide === "SHORT")));

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

@@ -0,0 +1,45 @@
+/**
+ * Account WebSocket Event Types
+ *
+ * Types for real-time account-level margin updates: equity, collateral, free
+ * collateral, margin ratio, and maintenance requirement for a margin account.
+ *
+ * This is an authenticated channel - requires the signed session-key handshake.
+ * Lag policy is Conflate: a lagging subscriber is fast-forwarded to the latest
+ * state rather than disconnected, so there is no gap signal to reconcile. Each
+ * frame carries the account's full current health, so consume it as a
+ * terminal-state snapshot per margin account, never as an additive delta.
+ */
+/**
+ * Account event data carrying the current margin health of a single account.
+ */
+export interface AccountEventData {
+    /** Margin account this update describes (UUID) */
+    marginAccountId: string;
+    /** Mark-inclusive account equity: collateral + unrealized PnL + funding (decimal string) */
+    equity: string;
+    /** Raw deposited collateral in USD (decimal string) */
+    collateral: string;
+    /** Collateral available for new margin allocation (decimal string) */
+    freeCollateral: string;
+    /**
+     * Maintenance margin required divided by equity; `0` when equity is zero
+     * (decimal string).
+     */
+    marginRatio: string;
+    /** Maintenance margin required to keep the account solvent (decimal string) */
+    maintenanceRequirement: string;
+    /** Timestamp when the account state was updated (ISO 8601) */
+    updatedAt: string;
+}
+/**
+ * Account event emitted when a user's account-level margin health changes.
+ */
+export interface AccountEvent {
+    /** Event type identifier */
+    eventType: "account_update";
+    /** User ID (UUID) */
+    userId: string;
+    /** Account data */
+    data: AccountEventData;
+}

package/dist/websocket/events/account-events.js

@@ -0,0 +1,12 @@
+/**
+ * Account WebSocket Event Types
+ *
+ * Types for real-time account-level margin updates: equity, collateral, free
+ * collateral, margin ratio, and maintenance requirement for a margin account.
+ *
+ * This is an authenticated channel - requires the signed session-key handshake.
+ * Lag policy is Conflate: a lagging subscriber is fast-forwarded to the latest
+ * state rather than disconnected, so there is no gap signal to reconcile. Each
+ * frame carries the account's full current health, so consume it as a
+ * terminal-state snapshot per margin account, never as an additive delta.
+ */

package/dist/websocket/events/index.d.ts

@@ -1,6 +1,8 @@
+export * from "./account-events";
 export * from "./balance-events";
 export * from "./conditional-order-events";
 export * from "./liquidation-events";
+export * from "./market-stats-events";
 export * from "./movement-events";
 export * from "./ohlcv-events";
 export * from "./orderbook-events";

package/dist/websocket/events/index.js

@@ -1,6 +1,8 @@
+export * from "./account-events";
 export * from "./balance-events";
 export * from "./conditional-order-events";
 export * from "./liquidation-events";
+export * from "./market-stats-events";
 export * from "./movement-events";
 export * from "./ohlcv-events";
 export * from "./orderbook-events";

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/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

package/dist/wire/schema.d.ts

@@ -2674,6 +2674,11 @@ export interface components {
              * @example false
              */
             postOnly?: boolean | null;
+            /**
+             * @description Client-assigned correlation handle, echoed back on order reads (detail and list) and on order WebSocket events. At most 64 characters from [A-Za-z0-9._:-]; surrounding whitespace is trimmed before storage, and a blank or whitespace-only value is treated as absent. Monaco stores and returns this value but does NOT de-duplicate on it and does not enforce uniqueness — it correlates a response to a request, it does not make a retry safe. A create whose response was lost must still be reconciled against ListOrders before resubmitting.
+             * @example quote-btc-1130-a
+             */
+            clientOrderId?: string | null;
         };
         BatchCreateOrdersRequest: {
             orders: components["schemas"]["BatchCreateOrderItem"][];
@@ -2748,6 +2753,11 @@ export interface components {
              * @example false
              */
             postOnly?: boolean | null;
+            /**
+             * @description Client-assigned correlation handle, echoed back on order reads (detail and list) and on order WebSocket events. At most 64 characters from [A-Za-z0-9._:-]; surrounding whitespace is trimmed before storage, and a blank or whitespace-only value is treated as absent. Monaco stores and returns this value but does NOT de-duplicate on it and does not enforce uniqueness — it correlates a response to a request, it does not make a retry safe. A create whose response was lost must still be reconciled against ListOrders before resubmitting. A replacement is a new order with a new id, so it carries its own value and inherits nothing from the original — restate it to keep the handle.
+             * @example quote-btc-1130-a
+             */
+            clientOrderId?: string | null;
         };
         BatchReplaceOrdersRequest: {
             orders: components["schemas"]["BatchReplaceOrderItem"][];
@@ -3147,6 +3157,11 @@ export interface components {
              * @example false
              */
             postOnly?: boolean | null;
+            /**
+             * @description Client-assigned correlation handle, echoed back on order reads (detail and list) and on order WebSocket events. At most 64 characters from [A-Za-z0-9._:-]; surrounding whitespace is trimmed before storage, and a blank or whitespace-only value is treated as absent. Monaco stores and returns this value but does NOT de-duplicate on it and does not enforce uniqueness — it correlates a response to a request, it does not make a retry safe. A create whose response was lost must still be reconciled against ListOrders before resubmitting.
+             * @example quote-btc-1130-a
+             */
+            clientOrderId?: string | null;
         };
         CreateOrderResponse: {
             /**
@@ -4090,7 +4105,10 @@ export interface components {
              * @example 300000000
              */
             remainingQuantityRaw?: string | null;
-            /** @description Client-assigned order identifier */
+            /**
+             * @description Client-assigned correlation handle as stored: the value supplied on create or replace, with surrounding whitespace trimmed. Absent when the order carried none, including every order placed before the field was accepted on write. Not unique: Monaco neither de-duplicates nor enforces uniqueness, so several orders may share one value and a lookup by it can be ambiguous.
+             * @example quote-btc-1130-a
+             */
             clientOrderId?: string | null;
             /**
              * @description Timestamp when the order was cancelled (ISO 8601)
@@ -5381,6 +5399,16 @@ export interface components {
              * @example 2026-06-01T00:00:00Z
              */
             expiresAt?: string | null;
+            /**
+             * @description Deliberate partial size: this leg closes exactly this much and never resizes, however the position grows. Omit it (or set closePosition=true) to close the whole live position at trigger time. Mutually exclusive with closePosition=true; required when closePosition=false. Same contract as TpSlLeg on the position-attached rail.
+             * @example 0.5
+             */
+            quantity?: string | null;
+            /**
+             * @description Resolve the full live position size when triggered, so the leg keeps covering the position as it grows. Mutually exclusive with quantity. Omitting both also means full-position close.
+             * @example true
+             */
+            closePosition?: boolean | null;
         };
         /**
          * @description A single pending withdrawal in a list response. A lightweight summary — the
@@ -5949,10 +5977,10 @@ export interface components {
         };
         ReplaceOrderRequest: {
             /**
-             * @description Post-only: reject instead of matching if this limit order would cross the book — rejected with HTTP 400 / gRPC INVALID_ARGUMENT carrying the structured error code POST_ONLY_WOULD_CROSS (REST error-envelope 'code' field; gRPC google.rpc.ErrorInfo reason; batch per-item error.code). Matching the 'post-only order would cross' message substring is a legacy fallback. LIMIT orders with GTC only; rejected on MARKET orders and IOC/FOK.
-             * @example false
+             * @description Client-assigned correlation handle, echoed back on order reads (detail and list) and on order WebSocket events. At most 64 characters from [A-Za-z0-9._:-]; surrounding whitespace is trimmed before storage, and a blank or whitespace-only value is treated as absent. Monaco stores and returns this value but does NOT de-duplicate on it and does not enforce uniqueness — it correlates a response to a request, it does not make a retry safe. A create whose response was lost must still be reconciled against ListOrders before resubmitting. A replacement is a new order with a new id, so it carries its own value and inherits nothing from the original — restate it to keep the handle.
+             * @example quote-btc-1130-a
              */
-            postOnly?: boolean | null;
+            clientOrderId?: string | null;
             /**
              * @description New limit price (if changing)
              * @example 35500.00
@@ -5968,6 +5996,11 @@ export interface components {
              * @example false
              */
             useMasterBalance?: boolean | null;
+            /**
+             * @description Post-only: reject instead of matching if this limit order would cross the book — rejected with HTTP 400 / gRPC INVALID_ARGUMENT carrying the structured error code POST_ONLY_WOULD_CROSS (REST error-envelope 'code' field; gRPC google.rpc.ErrorInfo reason; batch per-item error.code). Matching the 'post-only order would cross' message substring is a legacy fallback. LIMIT orders with GTC only; rejected on MARKET orders and IOC/FOK.
+             * @example false
+             */
+            postOnly?: boolean | null;
         };
         ReplaceOrderResponse: {
             /**
@@ -9364,6 +9397,8 @@ export interface operations {
                 endTime?: number;
                 /** @description Max candles to return (max 1000) */
                 limit?: number;
+                /** @description Price series to chart: trade (default, trade-derived OHLCV) or mark (mark-price series, margin pairs only; each candle's open/high/low/close are the bucket's closing mark and volume is 0) */
+                priceType?: "trade" | "mark";
             };
             header?: never;
             path: {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@0xmonaco/types",
-	"version": "1.0.40",
+	"version": "1.0.41-develop.ebb62ed",
 	"type": "module",
 	"repository": {
 		"type": "git",
@@ -20,7 +20,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.40",
+		"@0xmonaco/contracts": "1.0.41-develop.ebb62ed",
 		"zod": "^4.1.12"
 	},
 	"peerDependencies": {