@0xmonaco/types 1.0.41 → 1.0.42-develop.791e6f3

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/ohlcv-events.d.ts

@@ -5,6 +5,15 @@
  */
 import type { Candlestick, Interval } from "../../market";
 import type { TradingMode } from "../../trading";
+/**
+ * OHLCV price series selector for the optional fifth channel token.
+ *
+ * - `trade` — the trade-derived candles (the default when the token is omitted).
+ * - `mark` — the close-only mark-price series (open = high = low = close = mark,
+ *   zero volume), published on `1m` for margin pairs.
+ * - `*` — both series.
+ */
+export type OHLCVPriceType = "trade" | "mark" | "*";
 /**
  * OHLCV update event
  */
@@ -15,6 +24,12 @@ export interface OHLCVEvent {
     interval: Interval;
     /** Trading mode */
     tradingMode: TradingMode;
+    /**
+     * Price series this candle belongs to. Always a concrete series on the wire
+     * (`trade` or `mark`, never the `*` selector); lets a wildcard subscriber
+     * tell the two streams apart. Absent only on legacy frames that omit it.
+     */
+    priceType?: "trade" | "mark";
     /** OHLCV candlestick data */
     candlestick: Candlestick;
 }

package/dist/websocket/events/twap-order-events.d.ts

@@ -0,0 +1,64 @@
+import type { OrderSide, TradingMode, TwapOrderState } from "../../trading";
+/**
+ * Mutation that produced a TWAP parent-order snapshot.
+ */
+export type TwapOrderEventReason = "created" | "slice_placed" | "slice_skipped" | "cancelled" | "completed";
+/**
+ * TWAP parent-order snapshot carried by a `twap_orders` WebSocket event.
+ * The server publishes the full read model on every lifecycle transition
+ * (created, slice placed/skipped, cancelled, completed), so each event
+ * supersedes the previous one for the same `twapOrderId`.
+ *
+ * Field names mirror the backend `TwapOrderEventData` payload (snake_case on
+ * the wire, camelCased by the client); the SDK parser normalizes explicit
+ * `null` values to absent, so nullable wire fields are optional here.
+ */
+export interface TwapOrderEventData {
+    twapOrderId: string;
+    tradingPairId: string;
+    side: OrderSide;
+    tradingMode: TradingMode;
+    totalQuantity: string;
+    executedQuantity: string;
+    executedNotional: string;
+    /** Volume-weighted average fill price (executedNotional / executedQuantity); absent until the first fill */
+    averageFillPrice?: string;
+    limitPrice?: string;
+    slippageToleranceBps: number;
+    reduceOnly: boolean;
+    marginAccountId?: string;
+    /** Isolated risk bucket UUID for risk-bucket-scoped margin TWAP orders */
+    riskBucketId?: string;
+    leverage?: string;
+    useMasterBalance: boolean;
+    strategyKey?: string;
+    clientTwapId?: string;
+    randomize: boolean;
+    /** Window start (ISO 8601) */
+    startAt: string;
+    /** Window end (ISO 8601). Execution stops hard at this time. */
+    endAt: string;
+    /** Derived base slice interval in milliseconds (int64 on the wire, a JSON number) */
+    intervalMs: number;
+    plannedSlices: number;
+    /** Index of the next slice in the planned schedule */
+    nextSliceIndex: number;
+    /** Planned time of the next slice (ISO 8601); absent once the parent is terminal */
+    nextSliceAt?: string;
+    slicesPlaced: number;
+    slicesSkipped: number;
+    state: TwapOrderState;
+    /** Terminal annotation, e.g. "ended with shortfall 1.5"; absent for non-terminal parents */
+    terminalReason?: string;
+    createdAt: string;
+    updatedAt: string;
+    cancelledAt?: string;
+    completedAt?: string;
+    /** Mutation that produced this snapshot */
+    reason: TwapOrderEventReason;
+}
+export interface TwapOrderEvent {
+    eventType: "twap_order_update";
+    userId: string;
+    data: TwapOrderEventData;
+}

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 ["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"];
+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", "cancel_twap_order", "check_trader_code_availability", "clear_trader_code", "close_position", "create_challenge", "create_delegated_session", "create_order", "create_sub_account_limit", "create_twap_order", "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_twap_order", "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", "list_twap_orders", "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

@@ -20,6 +20,7 @@ export const OPERATION_IDS = [
     "batch_replace_orders",
     "cancel_conditional_order",
     "cancel_order",
+    "cancel_twap_order",
     "check_trader_code_availability",
     "clear_trader_code",
     "close_position",
@@ -27,6 +28,7 @@ export const OPERATION_IDS = [
     "create_delegated_session",
     "create_order",
     "create_sub_account_limit",
+    "create_twap_order",
     "delete_sub_account_limit",
     "get_application_config",
     "get_application_stats",
@@ -69,6 +71,7 @@ export const OPERATION_IDS = [
     "get_trader_code_info",
     "get_trades",
     "get_trading_pair_by_id",
+    "get_twap_order",
     "get_user_balance_by_asset",
     "get_user_balances",
     "get_user_movements",
@@ -93,6 +96,7 @@ export const OPERATION_IDS = [
     "list_positions",
     "list_sub_accounts_with_balances",
     "list_trading_pairs",
+    "list_twap_orders",
     "mint_tokens",
     "refresh_session",
     "register_deposit_address",