@0xmonaco/types 1.0.58 → 1.0.60

package/dist/validation/margin-accounts.js

@@ -47,7 +47,6 @@ const RiskBucketRequestSchema = z.object({
     tradingPairId: UUIDSchema,
     strategyKey: z.string().trim().min(1, "Strategy key cannot be empty").optional(),
 });
-const SelectedCrossTradingPairIdsSchema = z.array(UUIDSchema).min(1, "selectedTradingPairIds is required for CROSS risk buckets");
 const IsolatedRiskBucketRequestSchema = RiskBucketRequestSchema.extend({
     marginMode: z.literal("ISOLATED").optional(),
     selectedTradingPairIds: z.never().optional(),
@@ -56,11 +55,16 @@ const IsolatedRiskBucketRequestSchema = RiskBucketRequestSchema.extend({
     // stays strict-rejected (no per-position margin to commit to).
     applyToPositionMargin: z.boolean().optional(),
 });
-// Simulation still declares the scope it wants previewed: a preview of a
-// bucket that may not exist yet has nothing recorded to read from.
-const CrossRiskBucketScopeSchema = z.object({
+// A cross preview names no pairs. Cross scope is derived from trading, so a
+// preview has nothing to declare; `selectedTradingPairIds` used to be REQUIRED
+// here (non-empty, containing `tradingPairId`, covering every open cross
+// position) while the server never priced anything from it. The server now
+// ignores it and this schema rejects it, so the caller learns it does nothing
+// rather than believing it took effect. `tradingPairId` stays required: it is
+// the pair being previewed, not a scope declaration.
+const CrossRiskBucketSimulateRequestSchema = z.object({
     marginMode: z.literal("CROSS"),
-    selectedTradingPairIds: SelectedCrossTradingPairIdsSchema,
+    selectedTradingPairIds: z.never().optional(),
     strategyKey: z.never().optional(),
 });
 // A cross transfer-in names no pairs. Cross scope is derived from trading, so
@@ -83,7 +87,8 @@ export const TransferCollateralToParentMarginAccountSchema = z.object({
 });
 // Named ahead of the union: a union of two strict members collapses every
 // mismatch into a single "Invalid input" on `request`, which would hide the one
-// mistake this schema most needs to name.
+// mistake this schema most needs to name — in EVERY mode, since the isolated
+// member is strict too and the server names the field there as well.
 const CrossTransferNamesNoPairsSchema = z
     .object({
     marginMode: z.enum(["ISOLATED", "CROSS"]).optional(),
@@ -91,13 +96,16 @@ const CrossTransferNamesNoPairsSchema = z
 })
     .loose()
     .superRefine((request, ctx) => {
-    if (request.marginMode === "CROSS" && request.selectedTradingPairIds !== undefined) {
-        ctx.addIssue({
-            code: "custom",
-            path: ["selectedTradingPairIds"],
-            message: "selectedTradingPairIds is not accepted on a CROSS transfer: cross scope is derived from trading, so a funding call has nothing to declare",
-        });
+    if (request.selectedTradingPairIds === undefined) {
+        return;
     }
+    ctx.addIssue({
+        code: "custom",
+        path: ["selectedTradingPairIds"],
+        message: request.marginMode === "CROSS"
+            ? "selectedTradingPairIds is not accepted on a CROSS transfer: cross scope is derived from trading, so a funding call has nothing to declare"
+            : "selectedTradingPairIds is not supported for ISOLATED risk buckets",
+    });
 });
 export const TransferCollateralToRiskBucketSchema = z.object({
     request: CrossTransferNamesNoPairsSchema.pipe(z.union([
@@ -148,14 +156,33 @@ const SimulateOrderRiskRequestSchema = BaseSimulateOrderRiskRequestSchema.strict
 const SimulateIsolatedRiskBucketOrderRiskRequestSchema = BaseSimulateOrderRiskRequestSchema.merge(IsolatedRiskBucketRequestSchema)
     .strict()
     .superRefine(validateOneWaySimulationFields);
-const SimulateCrossRiskBucketOrderRiskRequestSchema = BaseSimulateOrderRiskRequestSchema.merge(CrossRiskBucketScopeSchema)
+const SimulateCrossRiskBucketOrderRiskRequestSchema = BaseSimulateOrderRiskRequestSchema.merge(CrossRiskBucketSimulateRequestSchema)
     .strict()
-    .superRefine(validateOneWaySimulationFields)
-    .refine((data) => data.selectedTradingPairIds.includes(data.tradingPairId), {
-    message: "tradingPairId must be included in selectedTradingPairIds for CROSS risk buckets",
-    path: ["selectedTradingPairIds"],
-});
-const SimulateRiskBucketOrderRiskRequestSchema = z.union([SimulateIsolatedRiskBucketOrderRiskRequestSchema, SimulateCrossRiskBucketOrderRiskRequestSchema]);
+    .superRefine(validateOneWaySimulationFields);
+// Named ahead of the union for the same reason `CrossTransferNamesNoPairsSchema`
+// is: a union of two strict members collapses every mismatch into a single
+// "Invalid input" on `request`, which would hide the one mistake this schema
+// most needs to name — in every mode, with the server's own wording for
+// ISOLATED (where the field never applied).
+const CrossSimulateNamesNoPairsSchema = z
+    .object({
+    marginMode: z.enum(["ISOLATED", "CROSS"]).optional(),
+    selectedTradingPairIds: z.unknown().optional(),
+})
+    .loose()
+    .superRefine((request, ctx) => {
+    if (request.selectedTradingPairIds === undefined) {
+        return;
+    }
+    ctx.addIssue({
+        code: "custom",
+        path: ["selectedTradingPairIds"],
+        message: request.marginMode === "CROSS"
+            ? "selectedTradingPairIds is not accepted on a CROSS preview: cross scope is derived from trading, so a preview has nothing to declare"
+            : "selectedTradingPairIds is not supported for ISOLATED risk buckets",
+    });
+});
+const SimulateRiskBucketOrderRiskRequestSchema = CrossSimulateNamesNoPairsSchema.pipe(z.union([SimulateIsolatedRiskBucketOrderRiskRequestSchema, SimulateCrossRiskBucketOrderRiskRequestSchema]));
 export const SimulateOrderRiskSchema = z
     .object({
     marginAccountId: UUIDSchema,

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

@@ -8,6 +8,7 @@
  * Detected broadcast lag closes the connection with 1013 and requires resync.
  * A lost terminal position update need not have a later replacement.
  */
+import type { MarginMode } from "../../margin-accounts";
 /**
  * Position side. The server emits `LONG` or `SHORT` for an open position.
  */
@@ -55,6 +56,50 @@ export interface PositionEventData {
     isolatedMargin: string;
     /** Effective leverage (decimal string) */
     leverage: string;
+    /**
+     * Risk bucket that scopes this position's margin (UUID) — the same
+     * `riskBucketId` REST returns (0XM-2668). Omitted only for a legacy
+     * unbucketed position, and on a terminal frame whose close came back through
+     * the durable log rather than in-band.
+     */
+    riskBucketId?: string;
+    /**
+     * Margin mode of `riskBucketId`: `CROSS` or `ISOLATED`, the same `marginMode`
+     * REST returns (0XM-2668). Omitted for a position with no risk bucket, since
+     * there is then no mode to report.
+     *
+     * Do NOT infer it from `riskBucketId` in either direction. The two are
+     * resolved from different sources — the bucket id from the position, the mode
+     * from the risk engine when it holds the position and from the bucket row
+     * otherwise — so an id can arrive with no mode: a terminal row whose bucket
+     * record is unavailable, a read taken while the engine is unreachable, or a
+     * producer older than this field. Treat a missing mode as unknown and leave
+     * the position's mode unchanged; defaulting it to `CROSS` mis-renders an
+     * isolated position's backing.
+     *
+     * VERSIONED: a position's mode changes only on a real mutation, never on an
+     * oracle tick. See `version`.
+     */
+    marginMode?: MarginMode | (string & {});
+    /**
+     * Maintenance margin this position requires at `markPrice` (decimal string),
+     * the same `maintenanceMarginRequired` REST returns (0XM-2668). `"0"` when
+     * the position has no open exposure, so a terminal frame reports zero rather
+     * than omitting it.
+     *
+     * UNVERSIONED: re-derived from the oracle mark on every frame. See `version`
+     * for the whole unversioned group.
+     */
+    maintenanceMarginRequired?: string;
+    /**
+     * Initial margin this position requires at `markPrice` (decimal string),
+     * honoring both its effective leverage and the market initial-margin floor —
+     * the same `initialMarginRequired` REST returns (0XM-2668). `"0"` when the
+     * position has no open exposure.
+     *
+     * UNVERSIONED, for the same reason as `maintenanceMarginRequired`.
+     */
+    initialMarginRequired?: string;
     /** Trade that caused the update, when driven by a fill (UUID). Omitted otherwise. */
     tradeId?: string;
     /** Order that caused the update, when driven by an order (UUID). Omitted otherwise. */
@@ -65,8 +110,77 @@ export interface PositionEventData {
      * `margin_reduced`, `margin_collateral_transfer`.
      */
     reason: string;
-    /** Timestamp when the position state was updated (ISO 8601) */
+    /**
+     * When the position was last MUTATED (ISO 8601) — a fill, collateral
+     * transfer, funding settlement or close.
+     *
+     * Read from the producer's own record of the mutation, never stamped while
+     * the frame is serialized (0XM-2668), so two frames for a position nothing
+     * has changed repeat one timestamp and a valuation-only oracle reprice does
+     * not move it. Do not use it as a reconciliation key — that is `version`'s
+     * job; this is display metadata.
+     *
+     * It matches a REST read of the same OPEN position exactly. Two cases come
+     * from the server's persistence clock instead and differ by the persistence
+     * lag: a TERMINAL row (this frame carries the engine's close instant, a
+     * terminal REST read carries the stored one), and any position read after a
+     * matching-engine restart. Accurate to that lag, not to the microsecond.
+     *
+     * A third case is not lag-bounded: while the server's matching engine is
+     * unreachable, a REST read of an OPEN position falls back to that row's
+     * lifecycle timestamps and can report the position's opening instant until
+     * funding settles. This frame is unaffected — it is built from engine state
+     * — so a REST value OLDER than a frame you already hold is expected during
+     * that window, and the frame is the fresher one.
+     */
     updatedAt: string;
+    /**
+     * Opaque, non-negative producer-owned row version for this position
+     * (0XM-2673). Compare only within the same `positionId`; higher is newer.
+     *
+     * Carried on RANKED live frames and on the subscribe-time `positions`
+     * snapshot, so a client can rank the two against each other on
+     * `positionId + version`. Not every live frame is ranked — see below — so
+     * an unranked frame is not comparable with a snapshot row even when their
+     * state matches.
+     * Absent means UNRANKED, never "oldest", and it does NOT tell you whether
+     * anything was persisted. Four cases reach it: the frame came from a
+     * producer that predates this field; the emit path wrote no row;
+     * the path DID write the row but re-reads live risk state after sequencing
+     * (funding, `margin_added`/`margin_reduced`), so the mutation did advance
+     * the persisted version; or the frame is a different projection of the row
+     * than persistence stores (terminal frames report `size` 0 and
+     * `LIQUIDATED`, while the stored row keeps its size and records `CLOSED`).
+     * In the last two, a REST read or a fresh snapshot ranks the mutation.
+     * Fall back to a full field comparison rather than ranking it lowest.
+     *
+     * The merge rule is PER FIELD GROUP, never per frame. On a higher version
+     * apply everything. On an EQUAL version skip the versioned fields as an
+     * idempotent redelivery — EXCEPT `isolatedMargin`, which the subscribe-time
+     * snapshot overlays from an independent live matching-engine read rather
+     * than from the versioned row, so it can reflect a later command than the
+     * version names and must be taken from the newer payload or you retain
+     * stale backing. Also still take `markPrice`, `unrealizedPnl`,
+     * `liquidationPrice`, `leverage`, `maintenanceMarginRequired` and
+     * `initialMarginRequired` from the newer frame: those six are re-derived
+     * per frame rather than served from the versioned row, carry no version,
+     * and the version does not advance for them. Five move with the oracle
+     * mark; `leverage` does not — it is opening notional over posted margin —
+     * but the live surfaces derive it while a persisted read serves the row's
+     * stored column, so it can still disagree at an unchanged version. Discarding an equal-version frame wholesale
+     * freezes displayed unrealized PnL until the position's next real
+     * mutation — up to the one-hour funding interval.
+     *
+     * A frame is ranked only when it is a faithful projection of the row
+     * persisted at that sequence: in practice the FILLS THAT LEAVE A POSITION
+     * OPEN. Unranked are (a) frames that re-read live risk state after their
+     * command was sequenced, since a later command can overtake that read —
+     * the `funding` and `margin_added`/`margin_reduced` frames — and (b)
+     * TERMINAL frames, which report `size` 0 and `LIQUIDATED` while the stored
+     * row keeps its size and records `CLOSED`. Those mutations still advance
+     * the persisted version, so REST and a fresh snapshot rank them.
+     */
+    version?: number;
 }
 /**
  * Position event emitted when a user's position state changes.

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_self_trade_prevention_default", "get_sub_account_limits", "get_sweeper_chains", "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_self_trade_prevention_default", "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", "claim_buildercode_rewards", "claim_managed_market_lease", "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_buildercode_payout_summary", "get_buildercode_rewards_balance", "get_buildercodes_config", "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_self_trade_prevention_default", "get_sub_account_limits", "get_sweeper_chains", "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_buildercode_payouts", "list_conditional_orders", "list_delegated_agent_owners", "list_delegated_agents", "list_funding_history", "list_funding_payments", "list_managed_market_assignments", "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_managed_market_quotes", "refresh_session", "register_deposit_address", "replace_order", "revoke_delegated_agent", "revoke_session", "set_self_trade_prevention_default", "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

@@ -22,6 +22,8 @@ export const OPERATION_IDS = [
     "cancel_order",
     "cancel_twap_order",
     "check_trader_code_availability",
+    "claim_buildercode_rewards",
+    "claim_managed_market_lease",
     "clear_trader_code",
     "close_position",
     "create_challenge",
@@ -33,6 +35,9 @@ export const OPERATION_IDS = [
     "get_application_config",
     "get_application_stats",
     "get_available_collateral",
+    "get_buildercode_payout_summary",
+    "get_buildercode_rewards_balance",
+    "get_buildercodes_config",
     "get_candles",
     "get_conditional_order",
     "get_faucet_info",
@@ -88,11 +93,13 @@ export const OPERATION_IDS = [
     "list_application_movements",
     "list_application_orders",
     "list_application_users",
+    "list_buildercode_payouts",
     "list_conditional_orders",
     "list_delegated_agent_owners",
     "list_delegated_agents",
     "list_funding_history",
     "list_funding_payments",
+    "list_managed_market_assignments",
     "list_margin_accounts",
     "list_pending_withdrawals",
     "list_position_history",
@@ -101,6 +108,7 @@ export const OPERATION_IDS = [
     "list_trading_pairs",
     "list_twap_orders",
     "mint_tokens",
+    "refresh_managed_market_quotes",
     "refresh_session",
     "register_deposit_address",
     "replace_order",