@0xmonaco/types 1.0.44 → 1.0.45

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/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

@@ -4775,6 +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;
@@ -6075,6 +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;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@0xmonaco/types",
-	"version": "1.0.44",
+	"version": "1.0.45",
 	"type": "module",
 	"homepage": "https://docs.0xmonaco.com/sdk/typescript",
 	"main": "./dist/index.js",
@@ -16,7 +16,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.44",
+		"@0xmonaco/contracts": "1.0.45",
 		"zod": "^4.1.12"
 	},
 	"peerDependencies": {