@0xmonaco/types 1.0.43 → 1.0.45

package/dist/margin-accounts/index.d.ts

@@ -63,11 +63,15 @@ export interface GetAvailableCollateralResponse {
      * value, so the two surfaces cannot disagree. Absent when the user has no
      * margin account yet.
      *
-     * This is **not** trading headroom. It is bounded by allocation (principal
-     * not earmarked by risk buckets) as well as by margin requirements, and an
-     * unrealized gain does not raise it: a mark-to-market gain is initial margin
-     * for new positions but may not fund an exit. Size new positions from
-     * `MarginAccountSummary.freeCollateral`, which credits that gain in full.
+     * This is **not** trading headroom for existing cross exposure. It is
+     * bounded by allocation (principal not earmarked by risk buckets) as well
+     * as by margin requirements, and an unrealized gain does not raise it: a
+     * mark-to-market gain is initial margin against existing cross exposure but
+     * may not fund an exit. `MarginAccountSummary.freeCollateral` credits that
+     * gain in full and remains the trading-margin headroom for existing cross
+     * exposure — but a **new** isolated or first-use position allocates
+     * principal through the same gate this field measures, so size those from
+     * this field.
      *
      * Note the two `margin*` fields answer opposite questions:
      * {@link marginTransferable} is wallet-to-margin capacity, this is the

package/dist/portfolio/index.d.ts

@@ -160,6 +160,25 @@ export interface PortfolioMarginTotal {
     initialMarginRequired: string;
     maintenanceMarginRequired: string;
     unrealizedPnl: string;
+    /**
+     * The largest amount that can actually leave the parent margin account — the
+     * bound the engine enforces on transfers-out and withdrawals, and therefore
+     * also the effective ceiling on funding new isolated or first-use order
+     * capacity (allocating collateral to a risk bucket passes through the same
+     * principal-gated door).
+     *
+     * NOT a clamped `parentAvailableCollateral`: that is an equity figure which
+     * credits settled realized PnL, accrued funding, and unrealized gains that a
+     * transfer-out cannot move. This bound never credits an unrealized gain, and
+     * under the default capacity basis it also excludes non-principal balances —
+     * `min(deposited principal - bucket allocations, freeCollateral - max(unrealizedPnl, 0))`,
+     * floored at zero. Whatever the engine's configured capacity basis, this is
+     * the bound its gates actually enforce. Size transfers-out, withdrawals, and
+     * new isolated or first-use positions from this field;
+     * `parentAvailableCollateral` remains the trading-margin headroom for
+     * existing cross exposure.
+     */
+    withdrawableCollateral: string;
 }
 export interface PortfolioMarginPositionCounts {
     total: number;
@@ -174,6 +193,16 @@ export interface PortfolioRiskBucket {
     maintenanceMarginRequired: string;
     unrealizedPnl: string;
     positionCount: number;
+    /**
+     * The largest transfer-out of this risk bucket the engine will actually
+     * accept. NOT a clamped `freeCollateral`: capped by the bucket's settled
+     * capacity (its allocated collateral, under the default capacity basis),
+     * and an unrealized gain never raises it. This is the largest
+     * accepted transfer-out, not a promise that every smaller one is accepted —
+     * an underwater flat bucket accepts its full close-out while refusing
+     * partial withdrawals below it.
+     */
+    withdrawableCollateral: string;
 }
 export interface PortfolioMargin {
     asOf: string;

package/dist/positions/index.d.ts

@@ -89,6 +89,18 @@ export interface Position {
      * included. Terminal rows only; absent when unavailable.
      */
     feesPaid?: string;
+    /**
+     * Total lifetime trading fees for the position: opening-fill fees plus every
+     * reducing execution's fees — decreases, close, and any liquidation penalty.
+     * Signed; negative means net rebated, inclusive of the application-fee
+     * component. Unlike `feesPaid` (the closing-side reducing-execution portion,
+     * which omits opening fills) this is the whole-life figure, on open and
+     * terminal rows alike. Null when the opening-fill fees are unavailable —
+     * before the position's first PnL sample flushes, after its samples age out
+     * of PnL retention, or for positions predating the PnL service — rather than
+     * an understated partial.
+     */
+    cumFees?: string;
 }
 export interface ListPositionsParams {
     marginAccountId?: string;

package/dist/trading/index.d.ts

@@ -125,7 +125,11 @@ export interface TradingAPI extends BaseAPI {
      * @param orderId - ID of the order to replace
      * @param newOrder - New order parameters
      * @param newOrder.price - New order price as string (optional)
-     * @param newOrder.quantity - New order quantity as string
+     * @param newOrder.quantity - New TOTAL quantity as string (optional). On a
+     *   partially filled order the replacement rests `total - filled` and locks
+     *   collateral for that remainder only (FIX convention: `LeavesQty =
+     *   OrderQty - CumQty`); must exceed the filled amount. Omitted, the
+     *   replacement keeps the unfilled remainder.
      * @param newOrder.useMasterBalance - Whether to use master balance (optional, defaults to false)
      * @param newOrder.postOnly - Re-states post-only intent for the replacement (nothing is inherited from the original order)
      * @returns Promise resolving to a `ReplaceOrderResponse`

package/dist/validation/vault.d.ts

@@ -48,6 +48,9 @@ export declare const DepositSchema: z.ZodObject<{
         spot: "spot";
         margin: "margin";
     }>>;
+    options: z.ZodOptional<z.ZodObject<{
+        asErc20: z.ZodOptional<z.ZodBoolean>;
+    }, z.core.$strip>>;
 }, z.core.$strip>;
 /**
  * Withdraw validation schema.

package/dist/validation/vault.js

@@ -59,6 +59,12 @@ export const DepositSchema = z.object({
     autoWait: z.boolean().optional(),
     // Destination ledger: "spot" (default) or "margin" to route into margin collateral.
     target: z.enum(["spot", "margin"]).optional(),
+    // asErc20: deposit the wrapped-native asset as its ERC20 (depositERC20) instead of native coin.
+    options: z
+        .object({
+        asErc20: z.boolean().optional(),
+    })
+        .optional(),
 });
 /**
  * Withdraw validation schema.

package/dist/vault/index.d.ts

@@ -15,6 +15,21 @@ import type { Balance, TransactionResult, WithdrawalRetryOptions, WithdrawResult
  *   to spot — funds are never lost.
  */
 export type DepositTarget = "spot" | "margin";
+/**
+ * Options for a deposit.
+ */
+export interface DepositOptions {
+    /**
+     * Deposit the wrapped-native asset (e.g. WSEI) as its ERC20 instead of in
+     * native coin. By default the SDK deposits that asset via the payable
+     * `depositNative` (spending native coin, which the vault wraps on entry);
+     * set this when the wallet holds the wrapped ERC20 itself — the deposit then
+     * goes through the standard `approve` + `depositERC20` path and consumes an
+     * ERC20 allowance. Withdrawals still pay out native coin (the vault
+     * unwraps). Has no effect on assets that are not the wrapped-native asset.
+     */
+    asErc20?: boolean;
+}
 /**
  * Source ledger for an external withdrawal.
  * - `"spot"` (default): withdraw from the spot/main wallet.
@@ -44,9 +59,11 @@ export interface VaultAPI extends BaseAPI {
      * @param target - Destination ledger: `"spot"` (default) or `"margin"` to
      *   route the deposit into the parent margin account's collateral. Margin
      *   deposits that cannot be routed fall back to spot.
+     * @param options - Deposit options; `asErc20` deposits the wrapped-native
+     *   asset as its ERC20 via `depositERC20` instead of in native coin.
      * @returns Promise resolving to the transaction result
      */
-    deposit(assetId: string, amount: bigint, autoWait?: boolean, target?: DepositTarget): Promise<TransactionResult>;
+    deposit(assetId: string, amount: bigint, autoWait?: boolean, target?: DepositTarget, options?: DepositOptions): Promise<TransactionResult>;
     /**
      * Initiates a withdrawal and submits its `executeWithdrawal(...)` calldata
      * on-chain through the connected wallet.
@@ -99,9 +116,12 @@ export interface VaultAPI extends BaseAPI {
      * Checks if a token needs approval for an amount.
      * @param assetId - Asset identifier (UUID) to check
      * @param amount - Amount to check
+     * @param options - Deposit options the approval is for; with `asErc20` the
+     *   wrapped-native asset consumes a real ERC20 allowance, so its allowance
+     *   is read instead of short-circuiting to false.
      * @returns Promise resolving to whether approval is needed
      */
-    needsApproval(assetId: string, amount: bigint): Promise<boolean>;
+    needsApproval(assetId: string, amount: bigint, options?: DepositOptions): Promise<boolean>;
     /**
      * Gets the address of the vault.
      * @returns Promise resolving to the address of the vault

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

@@ -1,6 +1,7 @@
 export * from "./account-events";
 export * from "./balance-events";
 export * from "./conditional-order-events";
+export * from "./instrument-events";
 export * from "./liquidation-events";
 export * from "./market-stats-events";
 export * from "./movement-events";

package/dist/websocket/events/index.js

@@ -1,6 +1,7 @@
 export * from "./account-events";
 export * from "./balance-events";
 export * from "./conditional-order-events";
+export * from "./instrument-events";
 export * from "./liquidation-events";
 export * from "./market-stats-events";
 export * from "./movement-events";

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

@@ -0,0 +1,79 @@
+/**
+ * Instrument WebSocket Event Types
+ *
+ * Types for the public `instrument` channel: trading-pair lifecycle and
+ * configuration changes — new listings, delistings, halts/unhalts, and edits to
+ * tick size, quantity step, order-size bounds, or (for perp markets) leverage
+ * and margin-rate bounds.
+ *
+ * This is a public channel (no authentication). Lag policy is Conflate: a
+ * lagging subscriber is fast-forwarded to the latest frame rather than
+ * disconnected. Every frame carries the market's FULL current configuration
+ * (not just the changed fields), so consume it as a terminal-state snapshot per
+ * market and never as an additive delta; `changedFields` names which fields the
+ * mutation touched, for callers that want to react selectively.
+ *
+ * A subscriber receives a subscribe-time snapshot of the current active-pair
+ * configuration list (each frame a `Listing` baseline) before the live diffs.
+ *
+ * Perp-only fields (`maxLeverage`, `initialMarginRate`, `maintenanceMarginRate`)
+ * are optional and omitted on the wire for spot markets, which have no leverage
+ * or margin parameters. All numeric quantities are decimal strings.
+ */
+/**
+ * The kind of instrument change a frame reports.
+ *
+ * - `listing`: a market became tradable (created active, or re-activated).
+ * - `delisting`: a market was deactivated (`isActive` toggled false, or created
+ *   inactive).
+ * - `halt` / `unhalt`: trading was halted / resumed. Reserved for a future
+ *   market-regime producer; not emitted by admin trading-pair mutations.
+ * - `config_change`: a non-activation config edit (tick size, step size,
+ *   order-size bounds, category, or leverage/margin bounds).
+ */
+export type InstrumentChangeKind = "listing" | "delisting" | "halt" | "unhalt" | "config_change";
+/**
+ * Full current configuration for a market on the `instrument` channel.
+ */
+export interface InstrumentEventData {
+    /** What changed for this market */
+    change: InstrumentChangeKind;
+    /** Trading pair identifier (UUID) */
+    tradingPairId: string;
+    /** Market symbol, e.g. "BTC/USDC" */
+    symbol: string;
+    /** Whether the market is currently active (tradable) */
+    isActive: boolean;
+    /** Price tick size (decimal string) */
+    tickSize: string;
+    /** Quantity step size (decimal string) */
+    quantityStepSize: string;
+    /** Minimum order size (decimal string) */
+    minOrderSize: string;
+    /** Maximum order size (decimal string) */
+    maxOrderSize: string;
+    /** Market type, e.g. "spot" or "margin" */
+    marketType: string;
+    /** Asset-class category, e.g. "crypto", "equities", "commodities" */
+    category: string;
+    /** Maximum leverage (decimal string). Perp-only; omitted for spot. */
+    maxLeverage?: string;
+    /** Initial margin rate (decimal string). Perp-only; omitted for spot. */
+    initialMarginRate?: string;
+    /** Maintenance margin rate (decimal string). Perp-only; omitted for spot. */
+    maintenanceMarginRate?: string;
+    /** Names of the fields this mutation touched (snake_case wire field names) */
+    changedFields: string[];
+    /** Timestamp when the configuration was last updated (ISO 8601) */
+    updatedAt: string;
+}
+/**
+ * Instrument event on the `instrument:<tradingPairId>` channel (or the
+ * all-markets `instrument` channel, which streams one event per market).
+ */
+export interface InstrumentEvent {
+    /** Trading pair identifier (UUID) */
+    tradingPairId: string;
+    /** Current market configuration */
+    data: InstrumentEventData;
+}

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

@@ -0,0 +1,22 @@
+/**
+ * Instrument WebSocket Event Types
+ *
+ * Types for the public `instrument` channel: trading-pair lifecycle and
+ * configuration changes — new listings, delistings, halts/unhalts, and edits to
+ * tick size, quantity step, order-size bounds, or (for perp markets) leverage
+ * and margin-rate bounds.
+ *
+ * This is a public channel (no authentication). Lag policy is Conflate: a
+ * lagging subscriber is fast-forwarded to the latest frame rather than
+ * disconnected. Every frame carries the market's FULL current configuration
+ * (not just the changed fields), so consume it as a terminal-state snapshot per
+ * market and never as an additive delta; `changedFields` names which fields the
+ * mutation touched, for callers that want to react selectively.
+ *
+ * A subscriber receives a subscribe-time snapshot of the current active-pair
+ * configuration list (each frame a `Listing` baseline) before the live diffs.
+ *
+ * Perp-only fields (`maxLeverage`, `initialMarginRate`, `maintenanceMarginRate`)
+ * are optional and omitted on the wire for spot markets, which have no leverage
+ * or margin parameters. All numeric quantities are decimal strings.
+ */

package/dist/wire/schema.d.ts

@@ -2823,7 +2823,7 @@ export interface components {
              */
             price?: string | null;
             /**
-             * @description New quantity (if changing)
+             * @description New TOTAL quantity (if changing). On a partially filled order the replacement rests total minus filled, and collateral is locked for that remainder only (FIX cancel/replace convention: LeavesQty = OrderQty - CumQty). Must exceed the filled amount. Omitted, the replacement keeps the unfilled remainder.
              * @example 0.7
              */
             quantity?: string | null;
@@ -3760,11 +3760,14 @@ export interface components {
              *      value, so the two surfaces cannot disagree. Absent when the user has no
              *      margin account yet.
              *
-             *      This is NOT trading headroom. It is bounded by allocation (principal not
-             *      earmarked by risk buckets) as well as by margin requirements, and an
-             *      unrealized gain does not raise it: a mark-to-market gain is initial margin
-             *      for new positions but may not fund an exit. Size new positions from
-             *      `MarginAccountSummary.free_collateral`, which credits that gain in full.
+             *      This is NOT trading headroom for existing cross exposure. It is bounded
+             *      by allocation (principal not earmarked by risk buckets) as well as by
+             *      margin requirements, and an unrealized gain does not raise it: a
+             *      mark-to-market gain is initial margin against existing cross exposure but
+             *      may not fund an exit. `MarginAccountSummary.free_collateral` credits that
+             *      gain in full and remains the trading-margin headroom for existing cross
+             *      exposure — but a NEW isolated or first-use position allocates principal
+             *      through the same gate this field measures, so size those from this field.
              *
              *      Note the two `margin_*` fields answer opposite questions:
              *      `margin_transferable` is wallet-to-margin capacity, this is the amount that
@@ -4772,6 +4775,19 @@ export interface components {
              *      executions do not account for its whole lifetime.
              */
             feesPaid?: string | null;
+            /**
+             * @description Total lifetime trading fees for the position: opening-fill fees (from the
+             *      PnL cost-basis engine) plus every reducing execution's fees — decreases,
+             *      close, and any liquidation penalty. Signed; negative means net rebated,
+             *      inclusive of the application-fee component. Unlike the closing-side
+             *      reducing-execution fee field above, which omits opening fills, this is the
+             *      whole-life figure, on open and terminal rows alike.
+             *      Null when the opening-fill fees are unavailable — before the position's
+             *      first PnL sample flushes, after its samples age out of PnL retention, or
+             *      for positions predating the PnL service — rather than an understated
+             *      partial.
+             */
+            cumFees?: string | null;
         };
         GetPositionRiskResponse: {
             positionId?: string | null;
@@ -5844,6 +5860,32 @@ export interface components {
             initialMarginRequired?: string | null;
             maintenanceMarginRequired?: string | null;
             unrealizedPnl?: string | null;
+            /**
+             * @description The largest amount that can actually leave the parent margin account —
+             *      the bound the engine enforces on transfers-out and withdrawals, and
+             *      therefore also the effective ceiling on funding new isolated or
+             *      first-use order capacity, because allocating collateral to a risk
+             *      bucket passes through the same principal-gated door.
+             *
+             *      NOT a clamped `parent_available_collateral`. That field is
+             *      `free_collateral`, an equity figure: it credits settled realized PnL,
+             *      accrued funding, and mark-to-market gains that a transfer-out cannot
+             *      move, so the two can differ without limit. This bound never credits an
+             *      unrealized gain. Under the default capacity basis it also excludes
+             *      non-principal balances such as banked realized PnL:
+             *      `min(deposited principal - bucket allocations,
+             *      free_collateral - max(unrealized_pnl, 0))`, floored at zero. Whatever
+             *      the engine's configured capacity basis, this is the bound its gates
+             *      actually enforce. It agrees with
+             *      `MarginAccountSummary.withdrawable_collateral` up to quote-decimal
+             *      truncation: this surface truncates toward zero at the quote asset's
+             *      precision, while the margin-accounts surface may carry sub-tick tails.
+             *
+             *      Size transfers-out, withdrawals, and new isolated/first-use positions
+             *      from this field; `parent_available_collateral` remains the trading-margin
+             *      headroom for existing cross exposure.
+             */
+            withdrawableCollateral?: string | null;
         };
         PortfolioPerformanceDrawdown: {
             /** @description Positive transfer-neutral loss magnitude */
@@ -5883,6 +5925,24 @@ export interface components {
             maintenanceMarginRequired?: string | null;
             unrealizedPnl?: string | null;
             positionCount?: string | null;
+            /**
+             * @description The largest transfer-out of this risk bucket the engine will actually
+             *      accept — the bound enforced on bucket collateral withdrawals.
+             *
+             *      NOT a clamped `free_collateral`: free collateral is equity headroom and
+             *      credits realized PnL and mark-to-market gains that a transfer-out cannot
+             *      move. This bound is capped by the bucket's settled capacity (its
+             *      allocated collateral, under the default capacity basis), and an
+             *      unrealized gain never raises it.
+             *
+             *      This is the largest accepted transfer-out, NOT a promise that every
+             *      smaller one is accepted: an underwater flat bucket accepts its full
+             *      close-out while refusing partial withdrawals below it. Agrees with the
+             *      risk-bucket rows' `MarginAccountSummary.withdrawable_collateral` up to
+             *      quote-decimal truncation (this surface truncates toward zero; that one
+             *      may carry sub-tick tails).
+             */
+            withdrawableCollateral?: string | null;
         };
         PortfolioSeriesWindow: {
             /**
@@ -6028,6 +6088,19 @@ export interface components {
              *      executions do not account for its whole lifetime.
              */
             feesPaid?: string | null;
+            /**
+             * @description Total lifetime trading fees for the position: opening-fill fees (from the
+             *      PnL cost-basis engine) plus every reducing execution's fees — decreases,
+             *      close, and any liquidation penalty. Signed; negative means net rebated,
+             *      inclusive of the application-fee component. Unlike the closing-side
+             *      reducing-execution fee field above, which omits opening fills, this is the
+             *      whole-life figure, on open and terminal rows alike.
+             *      Null when the opening-fill fees are unavailable — before the position's
+             *      first PnL sample flushes, after its samples age out of PnL retention, or
+             *      for positions predating the PnL service — rather than an understated
+             *      partial.
+             */
+            cumFees?: string | null;
         };
         PositionHistoryEvent: {
             id?: string | null;
@@ -6284,7 +6357,7 @@ export interface components {
              */
             price?: string | null;
             /**
-             * @description New quantity (if changing)
+             * @description New TOTAL quantity (if changing). On a partially filled order the replacement rests total minus filled, and collateral is locked for that remainder only (FIX cancel/replace convention: LeavesQty = OrderQty - CumQty). Must exceed the filled amount. Omitted, the replacement keeps the unfilled remainder.
              * @example 0.7
              */
             quantity?: string | null;

package/package.json

@@ -1,12 +1,8 @@
 {
 	"name": "@0xmonaco/types",
-	"version": "1.0.43",
+	"version": "1.0.45",
 	"type": "module",
-	"repository": {
-		"type": "git",
-		"url": "https://github.com/Monaco-Research/monaco-sdk.git",
-		"directory": "packages/types"
-	},
+	"homepage": "https://docs.0xmonaco.com/sdk/typescript",
 	"main": "./dist/index.js",
 	"module": "./dist/index.js",
 	"types": "./dist/index.d.ts",
@@ -20,7 +16,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.43",
+		"@0xmonaco/contracts": "1.0.45",
 		"zod": "^4.1.12"
 	},
 	"peerDependencies": {