@0xmonaco/types 1.0.41 → 1.0.42

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/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/websocket/events/index.d.ts

@@ -2,6 +2,7 @@ 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

@@ -2,6 +2,7 @@ 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/wire/schema.d.ts

@@ -9397,6 +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": "1.0.41",
+	"version": "1.0.42",
 	"type": "module",
 	"repository": {
 		"type": "git",
@@ -20,7 +20,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.41",
+		"@0xmonaco/contracts": "1.0.42",
 		"zod": "^4.1.12"
 	},
 	"peerDependencies": {