@0xmonaco/types 1.0.45 → 1.0.46

package/dist/trading/index.d.ts

@@ -6,7 +6,7 @@
 import type { BaseAPI } from "../api/index";
 import type { MarginMode } from "../margin-accounts";
 import type { Order, OrderSide, PositionSide, TimeInForce, TradingMode } from "./orders";
-import type { BatchCancelOrdersResponse, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchReplaceOrderParams, BatchReplaceOrdersResponse, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrdersParams, ListTwapOrdersResponse, ParentTpSlLegParams, ReplaceOrderResponse, TwapOrder } from "./responses";
+import type { BatchCancelOrdersResponse, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchReplaceOrderParams, BatchReplaceOrdersResponse, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, GetTwapOrderTcaResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrdersParams, ListTwapOrdersResponse, ParentTpSlLegParams, ReplaceOrderResponse, TwapOrder } from "./responses";
 /**
  * Trading API interface.
  * Provides methods for placing and managing orders.
@@ -208,6 +208,14 @@ export interface TradingAPI extends BaseAPI {
      * own TWAP orders.
      */
     getTwapOrder(twapOrderId: string): Promise<TwapOrder>;
+    /**
+     * Gets the post-execution TCA report for a TERMINAL (COMPLETED or
+     * CANCELLED) TWAP parent: realized average price vs the arrival price and
+     * the window-TWAP benchmark over the active window. Positive bps =
+     * execution beat the reference. Benchmark fields are absent when no price
+     * series covered the window sufficiently.
+     */
+    getTwapOrderTca(twapOrderId: string): Promise<GetTwapOrderTcaResponse>;
     /**
      * Lists TWAP parent orders for the authenticated user with pagination and
      * optional state / trading pair filters.
@@ -216,4 +224,4 @@ export interface TradingAPI extends BaseAPI {
 }
 export type { ConditionalOrderConditionType, ConditionalOrderState, ConditionalOrderTriggerSource, Order, OrderRole, OrderSide, OrderStatus, OrderStatusFilter, OrderTerminalReason, OrderType, PositionSide, TimeInForce, TradingMode, TwapOrderState, } from "./orders";
 export { ORDER_STATUS_VALUES } from "./orders";
-export type { BatchCancelError, BatchCancelOrdersResponse, BatchCancelResult, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchCreateResult, BatchError, BatchReplaceOrderParams, BatchReplaceOrdersResponse, BatchReplaceResult, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrdersParams, ListTwapOrdersResponse, MatchResult, ParentTpSlLegParams, ReplaceOrderResponse, TwapOrder, UpdatedFields, } from "./responses";
+export type { BatchCancelError, BatchCancelOrdersResponse, BatchCancelResult, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchCreateResult, BatchError, BatchReplaceOrderParams, BatchReplaceOrdersResponse, BatchReplaceResult, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, GetTwapOrderTcaResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrdersParams, ListTwapOrdersResponse, MatchResult, ParentTpSlLegParams, ReplaceOrderResponse, TwapOrder, UpdatedFields, } from "./responses";

package/dist/trading/responses.d.ts

@@ -620,6 +620,51 @@ export interface TwapOrder {
     /** Completion timestamp (ISO 8601) */
     completedAt?: string;
 }
+/**
+ * Post-execution TCA (transaction cost analysis) report for a TERMINAL
+ * (COMPLETED or CANCELLED) TWAP parent.
+ *
+ * The measurement window is the parent's ACTIVE window — start to the
+ * terminal time (never the planned end: a cancelled parent stopped trading
+ * at cancellation). Benchmark inputs are computed once, server-side, when
+ * the terminal row is projected; the basis-point metrics are derived per
+ * read. Sign convention: POSITIVE bps means execution BEAT the reference —
+ * a BUY that paid less, a SELL that received more. Benchmark fields are null
+ * when no price series covered the window sufficiently (an honest null, not
+ * an approximation) and when nothing executed.
+ */
+export interface GetTwapOrderTcaResponse {
+    /** TWAP parent order UUID */
+    twapOrderId: string;
+    /** Trading pair the parent executed on — a report is self-describing */
+    tradingPairId: string;
+    /** Terminal state the report covers: COMPLETED or CANCELLED */
+    state: TwapOrderState;
+    /** Parent side (fixes the sign convention) */
+    side: OrderSide;
+    /** Parent order quantity (decimal string) */
+    totalQuantity: string;
+    /** Active-window start (ISO 8601, UTC) */
+    windowStartAt: string;
+    /** Terminal time — completion or cancellation (ISO 8601, UTC) */
+    windowTerminalAt: string;
+    /** Quantity filled over the window (decimal string) */
+    executedQuantity: string;
+    /** Unfilled remainder: totalQuantity - executedQuantity, floored at zero */
+    shortfallQuantity: string;
+    /** Volume-weighted realized price (executedNotional / executedQuantity); absent when nothing executed */
+    realizedAvgPrice?: string;
+    /** Reference price at (or immediately before) the window start; absent when history could not cover the window */
+    arrivalPrice?: string;
+    /** Average reference price over the active window; absent when history could not cover the window */
+    benchmarkTwapPrice?: string;
+    /** Price series both benchmark values came from: risk_mark_1m or ohlcv_1m_close; absent when no series qualified */
+    benchmarkSource?: string;
+    /** Signed bps vs arrival; positive = beat it; absent when realized or arrival is absent */
+    slippageVsArrivalBps?: string;
+    /** Signed bps vs the window-TWAP benchmark; positive = beat it; absent when realized or benchmark is absent */
+    performanceVsBenchmarkBps?: string;
+}
 /**
  * Query parameters for listing TWAP parent orders.
  */

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", "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"];
+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_twap_order_tca", "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

@@ -72,6 +72,7 @@ export const OPERATION_IDS = [
     "get_trades",
     "get_trading_pair_by_id",
     "get_twap_order",
+    "get_twap_order_tca",
     "get_user_balance_by_asset",
     "get_user_balances",
     "get_user_movements",

package/dist/wire/schema.d.ts

@@ -1652,6 +1652,37 @@ export interface paths {
         patch?: never;
         trace?: never;
     };
+    "/api/v1/orders/twap/{twapOrderId}/tca": {
+        parameters: {
+            query?: never;
+            header?: never;
+            path?: never;
+            cookie?: never;
+        };
+        /**
+         * Get TWAP order TCA report
+         * @description Get TWAP execution quality (TCA) report.
+         *
+         *      Post-execution transaction cost analysis for a TERMINAL (COMPLETED or
+         *      CANCELLED) TWAP parent: the realized average price measured against the
+         *      arrival price and the interval-TWAP benchmark over the parent's ACTIVE
+         *      window (start to terminal time). Benchmark inputs are computed once by
+         *      the persistor when the terminal row is projected, from per-minute mark
+         *      history where the pair is marked, falling back to 1m candle closes;
+         *      when neither series covers the window sufficiently the benchmark fields
+         *      are null rather than approximate. Sign convention: positive bps means
+         *      execution BEAT the reference. Users can only access their own TWAP
+         *      orders; a non-terminal parent is a 400.
+         */
+        get: operations["get_twap_order_tca"];
+        put?: never;
+        post?: never;
+        delete?: never;
+        options?: never;
+        head?: never;
+        patch?: never;
+        trace?: never;
+    };
     "/api/v1/orders/{orderId}": {
         parameters: {
             query?: never;
@@ -4984,6 +5015,83 @@ export interface components {
         GetTradingPairResponse: {
             tradingPair?: components["schemas"]["TradingPairData"];
         };
+        GetTwapOrderTcaResponse: {
+            /**
+             * Format: uuid
+             * @description TWAP parent order UUID
+             */
+            twapOrderId?: string | null;
+            /**
+             * @description Terminal state the report covers: COMPLETED or CANCELLED
+             * @example COMPLETED
+             */
+            state?: string | null;
+            /**
+             * @description Parent side: BUY or SELL (fixes the sign convention)
+             * @example BUY
+             */
+            side?: string | null;
+            /**
+             * @description Active-window start (UTC, RFC 3339) — the measurement window's left edge
+             * @example 2026-08-25T10:00:00Z
+             */
+            windowStartAt?: string | null;
+            /**
+             * @description Terminal time (completion or cancellation; UTC) — the measurement window's right edge. Never the planned end: a cancelled parent stopped trading here.
+             * @example 2026-08-25T11:00:00Z
+             */
+            windowTerminalAt?: string | null;
+            /**
+             * @description Quantity filled over the window, as decimal string
+             * @example 118.4
+             */
+            executedQuantity?: string | null;
+            /**
+             * @description Unfilled remainder (totalQuantity - executedQuantity, floored at zero)
+             * @example 1.6
+             */
+            shortfallQuantity?: string | null;
+            /**
+             * @description Volume-weighted realized price (executedNotional / executedQuantity), GROSS of fees — the price the fills traded at, not the net cost after taker fees or maker rebates. Compared against price benchmarks, so fees are deliberately excluded. Null when nothing executed.
+             * @example 2001.35
+             */
+            realizedAvgPrice?: string | null;
+            /**
+             * @description Reference price at (or immediately before) the window start, from benchmarkSource. Null when price history could not cover the window.
+             * @example 2000.00
+             */
+            arrivalPrice?: string | null;
+            /**
+             * @description Average reference price over the active window, from benchmarkSource. Null when price history could not cover the window.
+             * @example 2002.10
+             */
+            benchmarkTwapPrice?: string | null;
+            /**
+             * @description Price series both benchmark values came from: risk_mark_1m (marked pairs) or ohlcv_1m_close (spot fallback). Null when no series qualified.
+             * @example risk_mark_1m
+             */
+            benchmarkSource?: string | null;
+            /**
+             * @description Signed basis points vs the arrival price; POSITIVE means execution beat it (BUY: bought below arrival; SELL: sold above). Null when realized or arrival is null.
+             * @example -6.75
+             */
+            slippageVsArrivalBps?: string | null;
+            /**
+             * @description Signed basis points vs the window-TWAP benchmark; POSITIVE means execution beat the benchmark. Null when realized or benchmark is null.
+             * @example 3.75
+             */
+            performanceVsBenchmarkBps?: string | null;
+            /**
+             * Format: uuid
+             * @description Trading pair the parent executed on. Present so a report is self-describing: prices and bps are meaningless without the instrument, and a dashboard should not need a second lookup to label them.
+             */
+            tradingPairId?: string | null;
+            /**
+             * @description Parent order quantity, as decimal string. With executedQuantity and shortfallQuantity this closes the fill-rate arithmetic without a second lookup.
+             * @example 120
+             */
+            totalQuantity?: string | null;
+        };
         GetUserTradesResponse: {
             trades?: components["schemas"]["UserTrade"][] | null;
             /**
@@ -11030,6 +11138,56 @@ export interface operations {
             };
         };
     };
+    get_twap_order_tca: {
+        parameters: {
+            query?: never;
+            header?: never;
+            path: {
+                twapOrderId: string;
+            };
+            cookie?: never;
+        };
+        requestBody?: never;
+        responses: {
+            /** @description OK */
+            200: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content: {
+                    "application/json": components["schemas"]["GetTwapOrderTcaResponse"];
+                };
+            };
+            /** @description Invalid TWAP order ID format, or the order has not reached a terminal state yet */
+            400: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+            /** @description Authentication required or delegated-agent session (rejected for TWAP) */
+            401: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+            /** @description TWAP order not found */
+            404: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+            /** @description Internal server error */
+            500: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+        };
+    };
     get_order_by_id: {
         parameters: {
             query?: never;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@0xmonaco/types",
-	"version": "1.0.45",
+	"version": "1.0.46",
 	"type": "module",
 	"homepage": "https://docs.0xmonaco.com/sdk/typescript",
 	"main": "./dist/index.js",
@@ -16,7 +16,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.45",
+		"@0xmonaco/contracts": "1.0.46",
 		"zod": "^4.1.12"
 	},
 	"peerDependencies": {