@0xmonaco/types 1.0.42 → 1.0.43
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/portfolio/index.d.ts +22 -0
- package/dist/positions/index.d.ts +19 -1
- package/dist/profile/index.d.ts +6 -0
- package/dist/sdk/index.d.ts +2 -1
- package/dist/trading/index.d.ts +34 -4
- package/dist/trading/orders.d.ts +8 -0
- package/dist/trading/responses.d.ts +191 -1
- package/dist/validation/trading.d.ts +60 -0
- package/dist/validation/trading.js +94 -0
- package/dist/websocket/events/account-events.d.ts +6 -2
- package/dist/websocket/events/index.d.ts +1 -0
- package/dist/websocket/events/index.js +1 -0
- package/dist/websocket/events/ohlcv-events.d.ts +15 -0
- package/dist/websocket/events/orders-events.d.ts +28 -2
- package/dist/websocket/events/twap-order-events.d.ts +64 -0
- package/dist/websocket/events/twap-order-events.js +0 -0
- package/dist/wire/operations.d.ts +1 -1
- package/dist/wire/operations.js +4 -0
- package/dist/wire/schema.d.ts +656 -0
- package/package.json +2 -2
|
@@ -9,7 +9,7 @@ import type { RawEventMessage } from "../base";
|
|
|
9
9
|
/**
|
|
10
10
|
* Order event types
|
|
11
11
|
*/
|
|
12
|
-
export type OrderEventType = "OrderPlaced" | "OrderMatched" | "OrderPartiallyFilled" | "OrderFilled" | "OrderCancelled" | "OrderRejected" | "OrderExpired";
|
|
12
|
+
export type OrderEventType = "OrderPlaced" | "OrderMatched" | "OrderPartiallyFilled" | "OrderFilled" | "OrderCancelled" | "OrderPartiallyCancelled" | "OrderRejected" | "OrderExpired";
|
|
13
13
|
/**
|
|
14
14
|
* Base order event structure
|
|
15
15
|
* All order events share these common fields
|
|
@@ -320,10 +320,36 @@ export interface OrderExpiredEvent extends OrderEvent {
|
|
|
320
320
|
reason: string;
|
|
321
321
|
};
|
|
322
322
|
}
|
|
323
|
+
/**
|
|
324
|
+
* Partial cancel: the order was reduced IN PLACE to a smaller remaining
|
|
325
|
+
* quantity and is STILL RESTING at its original queue position. NOT a
|
|
326
|
+
* terminal event — an `OrderCancelled` (or fill) still follows eventually.
|
|
327
|
+
* `quantity` is the reduced TOTAL, so `quantity = filledQuantity +
|
|
328
|
+
* remainingQuantity` holds.
|
|
329
|
+
*/
|
|
330
|
+
export interface OrderPartiallyCancelledEvent extends OrderEvent {
|
|
331
|
+
eventType: "OrderPartiallyCancelled";
|
|
332
|
+
data: CommonOrderEventData & {
|
|
333
|
+
/** Order status — non-terminal (the order still rests) */
|
|
334
|
+
status: OrderStatus;
|
|
335
|
+
/** Cumulative filled quantity, unchanged by the reduction */
|
|
336
|
+
filledQuantity: string;
|
|
337
|
+
/** Cumulative filled quantity in RAW precision. Wire: `filled_quantity_raw`. */
|
|
338
|
+
filledQuantityRaw: string;
|
|
339
|
+
/** Remaining quantity after the reduction (the requested target) */
|
|
340
|
+
remainingQuantity: string;
|
|
341
|
+
/** Remaining quantity in RAW precision. Wire: `remaining_quantity_raw`. */
|
|
342
|
+
remainingQuantityRaw: string;
|
|
343
|
+
/** Caller-supplied cancel reason; explicit `null` when none was given */
|
|
344
|
+
reason: string | null;
|
|
345
|
+
/** When the reduction happened (RFC3339 `Z`). Wire: `reduced_at`. */
|
|
346
|
+
reducedAt: string;
|
|
347
|
+
};
|
|
348
|
+
}
|
|
323
349
|
/**
|
|
324
350
|
* Union type of all possible order event data
|
|
325
351
|
*/
|
|
326
|
-
export type OrderEventData = OrderPlacedEvent["data"] | OrderMatchedEvent["data"] | OrderPartiallyFilledEvent["data"] | OrderFilledEvent["data"] | OrderCancelledEvent["data"] | OrderRejectedEvent["data"] | OrderExpiredEvent["data"];
|
|
352
|
+
export type OrderEventData = OrderPlacedEvent["data"] | OrderMatchedEvent["data"] | OrderPartiallyFilledEvent["data"] | OrderFilledEvent["data"] | OrderCancelledEvent["data"] | OrderPartiallyCancelledEvent["data"] | OrderRejectedEvent["data"] | OrderExpiredEvent["data"];
|
|
327
353
|
/**
|
|
328
354
|
* Subscription configuration for order events
|
|
329
355
|
*/
|
|
@@ -0,0 +1,64 @@
|
|
|
1
|
+
import type { OrderSide, TradingMode, TwapOrderState } from "../../trading";
|
|
2
|
+
/**
|
|
3
|
+
* Mutation that produced a TWAP parent-order snapshot.
|
|
4
|
+
*/
|
|
5
|
+
export type TwapOrderEventReason = "created" | "slice_placed" | "slice_skipped" | "cancelled" | "completed";
|
|
6
|
+
/**
|
|
7
|
+
* TWAP parent-order snapshot carried by a `twap_orders` WebSocket event.
|
|
8
|
+
* The server publishes the full read model on every lifecycle transition
|
|
9
|
+
* (created, slice placed/skipped, cancelled, completed), so each event
|
|
10
|
+
* supersedes the previous one for the same `twapOrderId`.
|
|
11
|
+
*
|
|
12
|
+
* Field names mirror the backend `TwapOrderEventData` payload (snake_case on
|
|
13
|
+
* the wire, camelCased by the client); the SDK parser normalizes explicit
|
|
14
|
+
* `null` values to absent, so nullable wire fields are optional here.
|
|
15
|
+
*/
|
|
16
|
+
export interface TwapOrderEventData {
|
|
17
|
+
twapOrderId: string;
|
|
18
|
+
tradingPairId: string;
|
|
19
|
+
side: OrderSide;
|
|
20
|
+
tradingMode: TradingMode;
|
|
21
|
+
totalQuantity: string;
|
|
22
|
+
executedQuantity: string;
|
|
23
|
+
executedNotional: string;
|
|
24
|
+
/** Volume-weighted average fill price (executedNotional / executedQuantity); absent until the first fill */
|
|
25
|
+
averageFillPrice?: string;
|
|
26
|
+
limitPrice?: string;
|
|
27
|
+
slippageToleranceBps: number;
|
|
28
|
+
reduceOnly: boolean;
|
|
29
|
+
marginAccountId?: string;
|
|
30
|
+
/** Isolated risk bucket UUID for risk-bucket-scoped margin TWAP orders */
|
|
31
|
+
riskBucketId?: string;
|
|
32
|
+
leverage?: string;
|
|
33
|
+
useMasterBalance: boolean;
|
|
34
|
+
strategyKey?: string;
|
|
35
|
+
clientTwapId?: string;
|
|
36
|
+
randomize: boolean;
|
|
37
|
+
/** Window start (ISO 8601) */
|
|
38
|
+
startAt: string;
|
|
39
|
+
/** Window end (ISO 8601). Execution stops hard at this time. */
|
|
40
|
+
endAt: string;
|
|
41
|
+
/** Derived base slice interval in milliseconds (int64 on the wire, a JSON number) */
|
|
42
|
+
intervalMs: number;
|
|
43
|
+
plannedSlices: number;
|
|
44
|
+
/** Index of the next slice in the planned schedule */
|
|
45
|
+
nextSliceIndex: number;
|
|
46
|
+
/** Planned time of the next slice (ISO 8601); absent once the parent is terminal */
|
|
47
|
+
nextSliceAt?: string;
|
|
48
|
+
slicesPlaced: number;
|
|
49
|
+
slicesSkipped: number;
|
|
50
|
+
state: TwapOrderState;
|
|
51
|
+
/** Terminal annotation, e.g. "ended with shortfall 1.5"; absent for non-terminal parents */
|
|
52
|
+
terminalReason?: string;
|
|
53
|
+
createdAt: string;
|
|
54
|
+
updatedAt: string;
|
|
55
|
+
cancelledAt?: string;
|
|
56
|
+
completedAt?: string;
|
|
57
|
+
/** Mutation that produced this snapshot */
|
|
58
|
+
reason: TwapOrderEventReason;
|
|
59
|
+
}
|
|
60
|
+
export interface TwapOrderEvent {
|
|
61
|
+
eventType: "twap_order_update";
|
|
62
|
+
userId: string;
|
|
63
|
+
data: TwapOrderEventData;
|
|
64
|
+
}
|
|
File without changes
|
|
@@ -10,6 +10,6 @@
|
|
|
10
10
|
* hand-written SDK surface. CI regenerates it and fails on a diff, identical to
|
|
11
11
|
* the `schema.ts` wire-types tripwire (MON-1476), so it can never go stale.
|
|
12
12
|
*/
|
|
13
|
-
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"];
|
|
13
|
+
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"];
|
|
14
14
|
/** Union of every OpenAPI operationId in the spec. */
|
|
15
15
|
export type OperationId = (typeof OPERATION_IDS)[number];
|
package/dist/wire/operations.js
CHANGED
|
@@ -20,6 +20,7 @@ export const OPERATION_IDS = [
|
|
|
20
20
|
"batch_replace_orders",
|
|
21
21
|
"cancel_conditional_order",
|
|
22
22
|
"cancel_order",
|
|
23
|
+
"cancel_twap_order",
|
|
23
24
|
"check_trader_code_availability",
|
|
24
25
|
"clear_trader_code",
|
|
25
26
|
"close_position",
|
|
@@ -27,6 +28,7 @@ export const OPERATION_IDS = [
|
|
|
27
28
|
"create_delegated_session",
|
|
28
29
|
"create_order",
|
|
29
30
|
"create_sub_account_limit",
|
|
31
|
+
"create_twap_order",
|
|
30
32
|
"delete_sub_account_limit",
|
|
31
33
|
"get_application_config",
|
|
32
34
|
"get_application_stats",
|
|
@@ -69,6 +71,7 @@ export const OPERATION_IDS = [
|
|
|
69
71
|
"get_trader_code_info",
|
|
70
72
|
"get_trades",
|
|
71
73
|
"get_trading_pair_by_id",
|
|
74
|
+
"get_twap_order",
|
|
72
75
|
"get_user_balance_by_asset",
|
|
73
76
|
"get_user_balances",
|
|
74
77
|
"get_user_movements",
|
|
@@ -93,6 +96,7 @@ export const OPERATION_IDS = [
|
|
|
93
96
|
"list_positions",
|
|
94
97
|
"list_sub_accounts_with_balances",
|
|
95
98
|
"list_trading_pairs",
|
|
99
|
+
"list_twap_orders",
|
|
96
100
|
"mint_tokens",
|
|
97
101
|
"refresh_session",
|
|
98
102
|
"register_deposit_address",
|