@0xmonaco/types 1.0.59 → 1.0.61

package/dist/index.d.ts

@@ -12,6 +12,7 @@ export * from "./contracts";
 export * from "./delegated-agents";
 export * from "./faucet";
 export * from "./fees";
+export * from "./managed-markets";
 export * from "./margin-accounts";
 export * from "./market";
 export * from "./pitpass";

package/dist/index.js

@@ -13,6 +13,7 @@ export * from "./contracts";
 export * from "./delegated-agents";
 export * from "./faucet";
 export * from "./fees";
+export * from "./managed-markets";
 export * from "./margin-accounts";
 export * from "./market";
 export * from "./pitpass";

package/dist/managed-markets/index.d.ts

@@ -0,0 +1,63 @@
+import type { BaseAPI } from "../api";
+/** Exact uint64 decimal text. Never convert generation or revision through Number. */
+export type ManagedMarketFence = string;
+export type ManagedMarketPhase = "pending" | "validating" | "registering" | "warming" | "activating" | "live" | "failed" | (string & {});
+export interface ManagedMarketLease {
+    launchId: string;
+    ownerId: string;
+    generation: ManagedMarketFence;
+    quoteRevision: ManagedMarketFence;
+    expiresAt: string;
+    refreshIntervalMs: number;
+    phase: ManagedMarketPhase;
+}
+export interface ManagedMarketAssignment {
+    launchId: string;
+    tradingPairId: string;
+    symbol: string;
+    phase: ManagedMarketPhase;
+    refreshIntervalMs: number;
+    allocationUsdc: string;
+    lease?: ManagedMarketLease;
+    /** False assignments remain expected inventory but cannot claim or quote. */
+    quoteEnabled: boolean;
+}
+export interface ListManagedMarketAssignmentsRequest {
+    page?: number;
+    pageSize?: number;
+}
+export interface ListManagedMarketAssignmentsResponse {
+    items: ManagedMarketAssignment[];
+    total: number;
+    page: number;
+    pageSize: number;
+    inventoryObservedAt: string;
+}
+export interface ClaimManagedMarketLeaseRequest {
+    ownerId: string;
+    /** Required for renewal; omit for initial claim or after expiry. */
+    expectedGeneration?: ManagedMarketFence;
+}
+export interface RefreshManagedMarketQuotesRequest {
+    ownerId: string;
+    generation: ManagedMarketFence;
+    quoteRevision: ManagedMarketFence;
+}
+export interface ManagedMarketQuoteStatus {
+    launchId: string;
+    generation: ManagedMarketFence;
+    quoteRevision: ManagedMarketFence;
+    phase: ManagedMarketPhase;
+    bidNotional: string;
+    askNotional: string;
+    oracleReady: boolean;
+    readyToActivate: boolean;
+    observedAt: string;
+}
+/** Wallet session identity selects assignments; delegated sessions are unsupported. ownerId only fences processes. */
+export interface ManagedMarketsAPI extends BaseAPI {
+    listAssignments(request?: ListManagedMarketAssignmentsRequest): Promise<ListManagedMarketAssignmentsResponse>;
+    claimLease(launchId: string, request: ClaimManagedMarketLeaseRequest): Promise<ManagedMarketLease>;
+    /** On an unknown outcome, reconcile through claimLease before advancing revision. */
+    refreshQuotes(launchId: string, request: RefreshManagedMarketQuotesRequest): Promise<ManagedMarketQuoteStatus>;
+}

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

@@ -1,5 +1,5 @@
 import type { BaseAPI } from "../api";
-import type { OrderSide, OrderType, PositionSide } from "../trading";
+import type { MatchResult, OrderSide, OrderType, PositionSide } from "../trading";
 export type MarginMode = "ISOLATED" | "CROSS";
 export interface MarginAccountSummary {
     marginAccountId: string;
@@ -245,15 +245,50 @@ export interface SimulateOrderRiskRequest {
     /** Required for normal orders; optional and ignored for reduce-only. */
     leverage?: string;
     reduceOnly?: boolean;
+    /**
+     * MARKET-only slippage tolerance in basis points, 0..1,000 — the rule the
+     * server applies to a placed MARKET order: a LIMIT preview carrying it is
+     * rejected with the message the order itself would get. It TIGHTENS the walk
+     * the preview runs (merged tighter-wins with the engine's 1,000 bps
+     * protective band), so `expectedMatchResult` and `estimatedFee` price under
+     * the band the real placement will run under. Omit for the placement
+     * default; it never widens the band.
+     *
+     * Carrying a previewed value into placement: the SDK's `placeMarketOrder`
+     * and batch helpers take `slippageTolerance` as a RATIO (`0.05` = 500 bps),
+     * so pass `slippageToleranceBps / 10_000`; a `slippageToleranceBps` key on
+     * those calls is not forwarded.
+     *
+     * On a first-use ISOLATED preview the value is also forwarded to the
+     * bucket's auto-funding for parity with placement; that path floors it at
+     * 1,000 bps, so today it does not change the funded figure.
+     */
+    slippageToleranceBps?: number;
 }
 export type SimulateIsolatedRiskBucketOrderRiskRequest = SimulateOrderRiskRequest & {
     marginMode?: "ISOLATED";
     strategyKey?: string;
     selectedTradingPairIds?: never;
 };
+/**
+ * Preview an order against the account's cross risk bucket, or the
+ * deterministic bucket a first cross order would create. A cross preview names
+ * no pairs: cross scope is derived from trading — a pair joins the bucket when
+ * a cross order on it succeeds and, once its positions close, stays listed
+ * until a later successful cross order on another pair reconciles the bucket —
+ * so the previewed pair is in scope by construction. Read the derived scope
+ * the preview ran against from the response's `selectedTradingPairIds`.
+ */
 export type SimulateCrossRiskBucketOrderRiskRequest = SimulateOrderRiskRequest & {
     marginMode: "CROSS";
-    selectedTradingPairIds: string[];
+    /**
+     * Removed. This used to declare the scope the preview ran against (required,
+     * containing `tradingPairId`, covering every open cross position) while the
+     * server never priced anything from it. The server now ignores the wire
+     * field; the SDK no longer sends it and rejects it here so a caller learns at
+     * compile time that it does nothing.
+     */
+    selectedTradingPairIds?: never;
     strategyKey?: never;
 };
 export type SimulateRiskBucketOrderRiskRequest = SimulateIsolatedRiskBucketOrderRiskRequest | SimulateCrossRiskBucketOrderRiskRequest;
@@ -264,6 +299,16 @@ export interface SimulateOrderRiskResponse {
     strategyKey?: string;
     riskBucketId?: string;
     marginMode?: MarginMode;
+    /**
+     * The cross scope the preview ran against; absent for isolated previews and
+     * never a caller's list. From `simulateRiskBucketOrderRisk` in CROSS mode it
+     * is the DERIVED scope: the active cross bucket's recorded pairs (a pair
+     * whose positions have closed stays recorded until a later cross order on
+     * another pair reconciles the bucket), every pair with an open position in
+     * that bucket, and the previewed pair — the previewed pair alone before the
+     * first cross order. `simulateOrderRisk` and `simulateParentMarginOrderRisk`
+     * report the recorded pairs plus the previewed pair.
+     */
     selectedTradingPairIds?: string[];
     equityAfter: string;
     initialMarginRequiredAfter: string;
@@ -301,6 +346,51 @@ export interface SimulateOrderRiskResponse {
      * as unavailable, never as zero.
      */
     estimatedLiquidationPrice?: string;
+    /**
+     * The simulated match the engine ran to admit this order — the same
+     * `MatchResult` shape a placement's `matchResult` carries, from the same
+     * walk over the live book at the moment of the preview, under
+     * `slippageToleranceBps` merged tighter-wins with the 1,000 bps protective
+     * band and the caller's own self-trade-prevention default (the preview runs
+     * under the caller's wallet, as placement does). Not a client-side re-walk,
+     * so preflight and placement read the same numbers. What a preview cannot
+     * carry: `postOnly`, TP/SL legs and a per-order self-trade-prevention
+     * override — a post-only order that would cross is refused by placement, not
+     * by this preview.
+     *
+     * Read it as: `totalFilled` is what would execute; `remainingQuantity` what
+     * the band or the depth leaves unfilled (the partial-fill indicator — a
+     * MARKET preview with a non-zero remainder comes back partially filled when
+     * placed); `averageFillPrice` and `executionPriceRange.worstPrice` the fill
+     * levels, `null` when nothing crosses; `status` the status placement would
+     * end in — `FILLED` for a full fill, `CANCELLED` for a MARKET order the band
+     * or the depth cuts short (a MARKET remainder cannot rest, so the fills
+     * execute and the rest is cancelled; read `remainingQuantity` for the
+     * partial fill), `SUBMITTED` for a LIMIT that rests, `PARTIALLY_FILLED` for
+     * a LIMIT that crosses partly and rests the remainder; `actualSlippageBps`
+     * the realized slippage against `referencePrice`
+     * — for a LIMIT or IOC preview, against the limit price, and `null` when
+     * every fill improved on it; `maxSlippageBps` echoes your tolerance.
+     *
+     * Priced against the book RIGHT NOW. A take-profit / stop-loss closes later,
+     * on a different book, under the wider 1,200 bps band a triggered market leg
+     * carries — so for a TP/SL estimate apply `actualSlippageBps` to the TRIGGER
+     * price as an impact figure rather than displaying this absolute average.
+     *
+     * Present only when `accepted` is true. Absent (`null` on the wire, like
+     * `estimatedLiquidationPrice`) on every refused preview, including the
+     * post-match maker-risk rejection; treat absence as unknown, not as a zero
+     * fill.
+     */
+    expectedMatchResult?: MatchResult;
+    /**
+     * The touch on the taking side when a MARKET preview ran (best ask for a
+     * BUY, best bid for a SELL) — what `expectedMatchResult` and its
+     * `actualSlippageBps` are measured from. Present only when `accepted` is
+     * true and the preview is a MARKET order; a LIMIT or IOC preview is measured
+     * against its own limit price and publishes nothing here.
+     */
+    referencePrice?: string;
 }
 export interface MarginAccountsAPI extends BaseAPI {
     listMarginAccounts(params?: ListMarginAccountsParams): Promise<ListMarginAccountsResponse>;

package/dist/market/index.d.ts

@@ -312,23 +312,87 @@ export interface MarketStats {
     /** Life-to-date cumulative number of trades summed across all pairs */
     totalTradeCountLtd: number;
 }
+/**
+ * One notional bracket of a market's margin ladder. Brackets are MARGINAL: a
+ * bracket's rate applies only to the notional inside it, and the deduction
+ * carries the cheaper margin already charged by the brackets below, so margin
+ * is continuous across every bound rather than jumping at it.
+ *
+ * `PerpMarketConfig.riskTiers` lists every bracket ascending by
+ * `lowerBoundNotional`. A position's bracket is the LAST tier whose
+ * `lowerBoundNotional` is at or below its notional, `abs(quantity) x markPrice`.
+ */
 export interface RiskTier {
+    /**
+     * Marginal initial-margin floor rate for notional inside this bracket, as a
+     * decimal fraction. The ladder floor is
+     * `IM_floor(N) = N x initialMarginRatio - initialMarginDeduction`.
+     * A position's requirement is the greater of this floor and its
+     * selected-leverage initial margin scaled to the current mark.
+     */
     initialMarginRatio: string;
+    /**
+     * Marginal maintenance-margin rate for notional inside this bracket, as a
+     * decimal fraction. Maintenance margin for a position of notional N in this
+     * bracket is `MM(N) = N x maintenanceMarginRatio - maintenanceMarginDeduction`.
+     */
     maintenanceMarginRatio: string;
     /** Maximum authoritative absolute base-asset quantity. */
     maxPositionSize?: string;
     /** @deprecated This legacy alias is base quantity, not notional. */
     maxPositionNotional?: string;
+    /** 1-based bracket index within the market's ladder; 1 is the lowest bracket. */
+    tierLevel: number;
+    /** USD notional at which this bracket starts, inclusive; "0" for tier 1. */
+    lowerBoundNotional: string;
+    /**
+     * Maximum leverage available inside this bracket. Absent only for a
+     * single-tier market configured from explicit margin rates rather than
+     * from a leverage.
+     */
+    maxLeverage?: string;
+    /**
+     * Continuity term of the ladder's initial-margin floor formula
+     * `IM_floor(N) = N x initialMarginRatio - initialMarginDeduction`; "0" for tier 1.
+     */
+    initialMarginDeduction: string;
+    /**
+     * Continuity term of the maintenance-margin formula
+     * `MM(N) = N x maintenanceMarginRatio - maintenanceMarginDeduction`; "0" for tier 1.
+     */
+    maintenanceMarginDeduction: string;
 }
 export interface PerpMarketConfig {
     tradingPairId: string;
     symbol: string;
     minLeverage: string;
+    /**
+     * Tier 1 (the lowest bracket) of `riskTiers` — its `maxLeverage`, mirrored
+     * here for backward compatibility. Brackets above tier 1 are described
+     * only by `riskTiers`.
+     */
     maxLeverage: string;
+    /**
+     * Tier 1 (the lowest bracket) of `riskTiers` — its `initialMarginRatio`,
+     * mirrored here for backward compatibility. Brackets above tier 1 are
+     * described only by `riskTiers`. This rate contributes to the ladder floor;
+     * selected leverage can produce a higher position initial-margin requirement.
+     */
     initialMarginRatio: string;
+    /**
+     * Tier 1 (the lowest bracket) of `riskTiers` — its `maintenanceMarginRatio`,
+     * mirrored here for backward compatibility. Brackets above tier 1 are
+     * described only by `riskTiers`.
+     */
     maintenanceMarginRatio: string;
     fundingIntervalSeconds: number;
     liquidationFeeBps?: string;
+    /**
+     * The market's full margin ladder, ascending by `lowerBoundNotional` and
+     * always non-empty (a market with no configured brackets reports a single
+     * tier). A position's bracket is the LAST tier whose `lowerBoundNotional`
+     * is at or below its notional, `abs(quantity) x markPrice`.
+     */
     riskTiers: RiskTier[];
     updatedAt: string;
 }

package/dist/sdk/index.d.ts

@@ -5,6 +5,7 @@ import type { BuildercodesAPI } from "../buildercodes";
 import type { DelegatedAgentsAPI } from "../delegated-agents";
 import type { FaucetAPI } from "../faucet";
 import type { FeesAPI } from "../fees";
+import type { ManagedMarketsAPI } from "../managed-markets";
 import type { MarginAccountsAPI } from "../margin-accounts";
 import type { MarketAPI } from "../market";
 import type { PitpassAPI } from "../pitpass";
@@ -118,6 +119,7 @@ export interface MonacoSDK {
     faucet: FaucetAPI;
     /** Deposit-address registration (sweeper) API; requires a session */
     sweeper: SweeperAPI;
+    managedMarkets: ManagedMarketsAPI;
     /** Public whitelist (waitlist) submission API */
     whitelist: WhitelistAPI;
     /** Profile operations API */

package/dist/trading/index.d.ts

@@ -153,7 +153,10 @@ export interface TradingAPI extends BaseAPI {
      *   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.
+     *   replacement keeps the unfilled remainder. Margin reduce-only orders are
+     *   the exception: their quantity is a close size measured against the live
+     *   position, placed as given, so neither the subtraction nor the
+     *   must-exceed-filled rule applies.
      * @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`
@@ -260,4 +263,4 @@ export interface TradingAPI extends BaseAPI {
 }
 export type { ConditionalOrderConditionType, ConditionalOrderState, ConditionalOrderTriggerSource, ListedOrderType, Order, OrderRole, OrderSide, OrderStatus, OrderStatusFilter, OrderTerminalReason, OrderType, PositionSide, SelfTradePreventionMode, TimeInForce, TradingMode, TwapExecutionStyle, 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, GetTwapOrderTcaResponse, 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, TriggeredOrderSummary, TwapOrder, UpdatedFields, } from "./responses";

package/dist/trading/orders.d.ts

@@ -112,6 +112,19 @@ export interface Order {
     conditional?: ConditionalOrder;
     /** Stable cause when status is CANCELLED */
     terminalReason?: OrderTerminalReason;
+    /**
+     * Present only on an order the engine placed for a take-profit or
+     * stop-loss trigger: the conditional order that fired it — the reverse of
+     * `ConditionalOrder.triggeredOrderId`, so a close in order history can be
+     * attributed to the TP/SL that produced it without scanning the
+     * conditional list (0XM-2745).
+     *
+     * Absent on every order you placed yourself, on TWAP slice children (those
+     * carry `parentOrderId` on the wire), and on triggered closes written before
+     * the field existed — there is no backfill, so a missing value on an older
+     * close means unknown, not "placed by hand". Wire: `conditionalOrderId`.
+     */
+    conditionalOrderId?: string;
     /**
      * Opaque, compare-only revision counter for this order's state: a strictly
      * higher value is strictly newer state for that order, and equal values

package/dist/trading/responses.d.ts

@@ -4,7 +4,7 @@
  * Response types for trading operations.
  */
 import type { MarginMode } from "../margin-accounts";
-import type { ConditionalOrderConditionType, ConditionalOrderState, ConditionalOrderTriggerSource, Order, OrderSide, OrderStatus, OrderStatusFilter, OrderType, PositionSide, SelfTradePreventionMode, TimeInForce, TradingMode, TwapExecutionStyle, TwapOrderState } from "./orders";
+import type { ConditionalOrderConditionType, ConditionalOrderState, ConditionalOrderTriggerSource, Order, OrderSide, OrderStatus, OrderStatusFilter, OrderTerminalReason, OrderType, PositionSide, SelfTradePreventionMode, TimeInForce, TradingMode, TwapExecutionStyle, TwapOrderState } from "./orders";
 /**
  * Match result information for order execution.
  * Contains detailed information about trades, fills, and execution quality.
@@ -446,6 +446,46 @@ export interface ListConditionalOrdersParams {
     page?: number;
     pageSize?: number;
 }
+/**
+ * What the order a conditional fired into has done so far — a projection of
+ * that order's own row, read at request time (0XM-2744).
+ *
+ * Trigger price and fill price are different numbers: the trigger fires on the
+ * mark, the leg then trades against the book, so a MARKET leg fills at least
+ * the half-spread (plus its own impact) away from `triggerPrice`, and a LIMIT
+ * leg may rest or fill only partly. Every value here is numerically equal to
+ * what `getOrder` returns for the same order, but the printed decimal scale
+ * can differ between the two reads (this summary is served from the database,
+ * `getOrder` from the cache), so compare numerically rather than byte for byte.
+ */
+export interface TriggeredOrderSummary {
+    /** The triggered order's id — the same value as the parent's `triggeredOrderId`. */
+    orderId: string;
+    /**
+     * The triggered order's CURRENT status: `SETTLED` for a leg that filled in
+     * full (a fully filled order is written as `SETTLED`, so `FILLED` does not
+     * appear here); `SUBMITTED` / `PARTIALLY_FILLED` for a LIMIT leg still
+     * resting; `CANCELLED` when the protective band left nothing fillable (see
+     * `terminalReason`); `EXPIRED` for a LIMIT leg that lapsed. Never
+     * `REJECTED`: a close the engine refused leaves the conditional `FAILED`
+     * with no `triggeredOrderId`, so no summary exists for it.
+     */
+    status: OrderStatus;
+    /** Quantity filled so far, in base units; `"0"` until it fills. */
+    filledQuantity: string;
+    /**
+     * Volume-weighted average fill price. Compare with the parent's
+     * `triggerPrice`: the gap is the half-spread plus the order's own market
+     * impact. Absent until the first fill.
+     */
+    averageFillPrice?: string;
+    /** Total taker fees paid, in quote units. Absent until it fills. */
+    totalTakerFees?: string;
+    /** When the order reached FILLED (ISO 8601). Absent otherwise. */
+    filledAt?: string;
+    /** Stable cause when `status` is `CANCELLED`, same vocabulary as `Order.terminalReason`. */
+    terminalReason?: OrderTerminalReason;
+}
 export interface ConditionalOrder {
     conditionalOrderId: string;
     tradingPairId: string;
@@ -496,6 +536,17 @@ export interface ConditionalOrder {
      * zero. Wire: `version`.
      */
     version?: number;
+    /**
+     * The execution outcome of the order this conditional fired into
+     * (`triggeredOrderId`) — status, filled quantity, average fill price, fees
+     * and fill time — read from that order at request time (0XM-2744).
+     *
+     * Present only when `state` is `TRIGGERED` and the triggered order could be
+     * read. Absent while waiting on the trigger, on the `conditional_orders`
+     * WebSocket frames (snapshot and live), and in the rare case the close
+     * cannot be read. Wire: `triggeredOrder`.
+     */
+    triggeredOrder?: TriggeredOrderSummary;
 }
 export interface ListConditionalOrdersResponse {
     orders: ConditionalOrder[];

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

@@ -99,6 +99,7 @@ export declare const SimulateOrderRiskSchema: z.ZodObject<{
         quantity: z.ZodString;
         leverage: z.ZodOptional<z.ZodString>;
         reduceOnly: z.ZodOptional<z.ZodBoolean>;
+        slippageToleranceBps: z.ZodOptional<z.ZodNumber>;
     }, z.core.$strict>;
 }, z.core.$strip>;
 export declare const SimulateParentMarginOrderRiskSchema: z.ZodObject<{
@@ -121,10 +122,17 @@ export declare const SimulateParentMarginOrderRiskSchema: z.ZodObject<{
         quantity: z.ZodString;
         leverage: z.ZodOptional<z.ZodString>;
         reduceOnly: z.ZodOptional<z.ZodBoolean>;
+        slippageToleranceBps: z.ZodOptional<z.ZodNumber>;
     }, z.core.$strict>;
 }, z.core.$strip>;
 export declare const SimulateRiskBucketOrderRiskSchema: z.ZodObject<{
-    request: z.ZodUnion<readonly [z.ZodObject<{
+    request: z.ZodPipe<z.ZodObject<{
+        marginMode: z.ZodOptional<z.ZodEnum<{
+            ISOLATED: "ISOLATED";
+            CROSS: "CROSS";
+        }>>;
+        selectedTradingPairIds: z.ZodOptional<z.ZodUnknown>;
+    }, z.core.$loose>, z.ZodUnion<readonly [z.ZodObject<{
         side: z.ZodEnum<{
             BUY: "BUY";
             SELL: "SELL";
@@ -142,6 +150,7 @@ export declare const SimulateRiskBucketOrderRiskSchema: z.ZodObject<{
         quantity: z.ZodString;
         leverage: z.ZodOptional<z.ZodString>;
         reduceOnly: z.ZodOptional<z.ZodBoolean>;
+        slippageToleranceBps: z.ZodOptional<z.ZodNumber>;
         tradingPairId: z.ZodUUID;
         strategyKey: z.ZodOptional<z.ZodString>;
         marginMode: z.ZodOptional<z.ZodLiteral<"ISOLATED">>;
@@ -166,8 +175,9 @@ export declare const SimulateRiskBucketOrderRiskSchema: z.ZodObject<{
         quantity: z.ZodString;
         leverage: z.ZodOptional<z.ZodString>;
         reduceOnly: z.ZodOptional<z.ZodBoolean>;
+        slippageToleranceBps: z.ZodOptional<z.ZodNumber>;
         marginMode: z.ZodLiteral<"CROSS">;
-        selectedTradingPairIds: z.ZodArray<z.ZodUUID>;
+        selectedTradingPairIds: z.ZodOptional<z.ZodNever>;
         strategyKey: z.ZodOptional<z.ZodNever>;
-    }, z.core.$strict>]>;
+    }, z.core.$strict>]>>;
 }, z.core.$strip>;

package/dist/validation/margin-accounts.js

@@ -2,7 +2,7 @@
  * Margin Account API Validation Schemas
  */
 import { z } from "zod";
-import { OrderSideSchema, OrderTypeSchema, PositionSideSchema, PositiveDecimalStringSchema, UUIDSchema } from "./trading";
+import { MarketSlippageToleranceBpsSchema, OrderSideSchema, OrderTypeSchema, PositionSideSchema, PositiveDecimalStringSchema, UUIDSchema } from "./trading";
 const PaginationSchema = z.object({
     page: z.number().int().min(1, "Page must be at least 1").optional(),
     pageSize: z.number().int().min(1, "Page size must be at least 1").max(100, "Page size cannot exceed 100").optional(),
@@ -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([
@@ -124,8 +132,23 @@ const BaseSimulateOrderRiskRequestSchema = z.object({
     quantity: PositiveDecimalStringSchema,
     leverage: PositiveDecimalStringSchema.optional(),
     reduceOnly: z.boolean().optional(),
+    // The server caps a preview's tolerance at 1,000 bps (the same cap
+    // placement enforces on a MARKET order), so 1,001..10,000 fail here rather
+    // than round-trip to a 400 — one shared schema, so the cap lives once.
+    slippageToleranceBps: MarketSlippageToleranceBpsSchema.optional(),
 });
 const validateOneWaySimulationFields = (data, ctx) => {
+    // Mirrors the server (`utils::slippage::validate_slippage_tolerance`, the
+    // rule placement applies): a tolerance is MARKET-only, so a LIMIT preview
+    // carrying one fails client-side with the same complaint the server would
+    // raise instead of round-tripping to a 400.
+    if (data.orderType !== "MARKET" && data.slippageToleranceBps !== undefined) {
+        ctx.addIssue({
+            code: z.ZodIssueCode.custom,
+            message: "slippageToleranceBps is only supported for MARKET orders",
+            path: ["slippageToleranceBps"],
+        });
+    }
     if (data.positionSide !== undefined) {
         const expected = data.side === "BUY" ? "LONG" : "SHORT";
         if (data.positionSide !== expected) {
@@ -148,14 +171,33 @@ 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/validation/trading.d.ts

@@ -76,6 +76,13 @@ export declare const ISO8601DateSchema: z.ZodISODateTime;
  */
 export declare const SlippageToleranceSchema: z.ZodOptional<z.ZodNumber>;
 export declare const SlippageToleranceBpsSchema: z.ZodNumber;
+/**
+ * A standalone MARKET order's tolerance, and a MARKET risk preview's: the
+ * server caps it at 1,000 bps — the mandatory protective band, which a client
+ * value can only tighten — so anything wider fails here instead of
+ * round-tripping to a 400. The 10,000 bps schema above is for TP/SL legs.
+ */
+export declare const MarketSlippageToleranceBpsSchema: z.ZodNumber;
 /** TWAP slices cap at 500 bps (5%) — tighter than standalone market orders. */
 export declare const TwapSlippageToleranceBpsSchema: z.ZodNumber;
 export declare const ParentTpSlLegSchema: z.ZodObject<{

package/dist/validation/trading.js

@@ -84,6 +84,17 @@ export const SlippageToleranceBpsSchema = z
     .int()
     .min(0, "Slippage tolerance must be at least 0 bps")
     .max(10000, "Slippage tolerance cannot exceed 10000 bps");
+/**
+ * A standalone MARKET order's tolerance, and a MARKET risk preview's: the
+ * server caps it at 1,000 bps — the mandatory protective band, which a client
+ * value can only tighten — so anything wider fails here instead of
+ * round-tripping to a 400. The 10,000 bps schema above is for TP/SL legs.
+ */
+export const MarketSlippageToleranceBpsSchema = z
+    .number()
+    .int()
+    .min(0, "Slippage tolerance must be at least 0 bps")
+    .max(1000, "Slippage tolerance cannot exceed 1000 bps");
 /** TWAP slices cap at 500 bps (5%) — tighter than standalone market orders. */
 export const TwapSlippageToleranceBpsSchema = z
     .number()

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", "claim_buildercode_rewards", "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_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

@@ -23,6 +23,7 @@ export const OPERATION_IDS = [
     "cancel_twap_order",
     "check_trader_code_availability",
     "claim_buildercode_rewards",
+    "claim_managed_market_lease",
     "clear_trader_code",
     "close_position",
     "create_challenge",
@@ -98,6 +99,7 @@ export const OPERATION_IDS = [
     "list_delegated_agents",
     "list_funding_history",
     "list_funding_payments",
+    "list_managed_market_assignments",
     "list_margin_accounts",
     "list_pending_withdrawals",
     "list_position_history",
@@ -106,6 +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",

package/dist/wire/schema.d.ts

@@ -1079,6 +1079,66 @@ export interface paths {
         patch?: never;
         trace?: never;
     };
+    "/api/v1/managed-markets/assignments": {
+        parameters: {
+            query?: never;
+            header?: never;
+            path?: never;
+            cookie?: never;
+        };
+        /**
+         * List caller managed market assignments
+         * @description Requires the configured maker wallet session. Delegated-agent sessions are not supported and receive 403.
+         */
+        get: operations["list_managed_market_assignments"];
+        put?: never;
+        post?: never;
+        delete?: never;
+        options?: never;
+        head?: never;
+        patch?: never;
+        trace?: never;
+    };
+    "/api/v1/managed-markets/{launchId}/lease": {
+        parameters: {
+            query?: never;
+            header?: never;
+            path?: never;
+            cookie?: never;
+        };
+        get?: never;
+        put?: never;
+        /**
+         * Claim or renew a fenced maker lease
+         * @description Requires the configured maker wallet session. Delegated-agent sessions are not supported and receive 403.
+         */
+        post: operations["claim_managed_market_lease"];
+        delete?: never;
+        options?: never;
+        head?: never;
+        patch?: never;
+        trace?: never;
+    };
+    "/api/v1/managed-markets/{launchId}/quotes": {
+        parameters: {
+            query?: never;
+            header?: never;
+            path?: never;
+            cookie?: never;
+        };
+        get?: never;
+        put?: never;
+        /**
+         * Refresh the server-bounded managed quote set
+         * @description Requires the configured maker wallet session. Delegated-agent sessions are not supported and receive 403.
+         */
+        post: operations["refresh_managed_market_quotes"];
+        delete?: never;
+        options?: never;
+        head?: never;
+        patch?: never;
+        trace?: never;
+    };
     "/api/v1/margin/accounts": {
         parameters: {
             query?: never;
@@ -3186,7 +3246,7 @@ export interface components {
              */
             price?: string | null;
             /**
-             * @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.
+             * @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. Margin reduce-only orders are the exception: their quantity is a close size measured against the live position, placed as given, with no subtraction and no must-exceed-filled rule.
              * @example 0.7
              */
             quantity?: string | null;
@@ -3519,6 +3579,12 @@ export interface components {
              */
             tradingBalance?: string | null;
         };
+        ClaimManagedMarketLeaseRequest: {
+            launchId?: string | null;
+            ownerId?: string | null;
+            /** @description Required when renewing an unexpired lease. Decimal string in JSON. */
+            expectedGeneration?: string | null;
+        };
         ClosePositionRequest: {
             quantity?: string | null;
             closeType?: string | null;
@@ -3568,6 +3634,8 @@ export interface components {
              * @example 918342
              */
             version?: number | null;
+            /** @description Present only when state is TRIGGERED: the execution outcome of the order this conditional fired into (triggeredOrderId) — status, filled quantity, volume-weighted average fill price, taker fees and fill time — read from that order at request time. Trigger price and fill price are different numbers: the trigger fires on the mark price and the leg then trades against the book, so a MARKET leg fills at least the half-spread plus its own impact away from triggerPrice, and a LIMIT leg may still be resting (SUBMITTED / PARTIALLY_FILLED) or have been cut by the protective band (CANCELLED with a terminalReason). Absent while waiting on the trigger, on the conditional_orders WebSocket frames, and in the rare case the triggered order cannot be read. */
+            triggeredOrder?: components["schemas"]["TriggeredOrderSummary"] | null;
         };
         CreateDelegatedSessionRequest: {
             /**
@@ -5004,6 +5072,11 @@ export interface components {
              * @enum {string|null}
              */
             selfTradePreventionMode?: "CANCEL_MAKER" | "CANCEL_TAKER" | "CANCEL_BOTH" | "SKIP" | null;
+            /**
+             * @description Present only on an order the engine placed for a take-profit or stop-loss trigger: the conditional order (GET /api/v1/orders/conditional/{conditionalOrderId}) that fired it. The reverse of ConditionalOrder.triggeredOrderId, so a close in order history can be attributed to the TP/SL that produced it without scanning the conditional list. Absent on every order a client placed itself, on TWAP slice children (those carry parentOrderId), and on triggered closes written before the field existed — there is no backfill, so a missing key on an older close means unknown, not placed by hand.
+             * @example 019aefab-f665-854c-99dc-ced6db9014aa
+             */
+            conditionalOrderId?: string | null;
         };
         /** @description Orderbook snapshot with token metadata and sequence number. */
         GetOrderbookResponse: {
@@ -5068,12 +5141,25 @@ export interface components {
             tradingPairId?: string | null;
             symbol?: string | null;
             minLeverage?: string | null;
+            /**
+             * @description Tier-1 maximum leverage: the cap for a position in the lowest notional bracket. Larger positions are capped by their own bracket in riskTiers.
+             * @example 50
+             */
             maxLeverage?: string | null;
+            /**
+             * @description Tier-1 initial-margin floor rate, as a decimal fraction. Mirrors riskTiers[0].initialMarginRatio; use the active bracket's rate and deduction for the ladder floor. Selected leverage can produce a higher position initial-margin requirement.
+             * @example 0.02
+             */
             initialMarginRatio?: string | null;
+            /**
+             * @description Tier-1 maintenance-margin rate, as a decimal fraction. Mirrors riskTiers[0].maintenanceMarginRatio; use the active bracket's rate and deduction to calculate maintenance margin.
+             * @example 0.01
+             */
             maintenanceMarginRatio?: string | null;
             /** Format: uint32 */
             fundingIntervalSeconds?: number | null;
             liquidationFeeBps?: string | null;
+            /** @description The market's full margin ladder, ascending by lowerBoundNotional and always non-empty (a market with no configured brackets reports a single tier). A position's bracket is the LAST tier whose lowerBoundNotional is at or below its notional, abs(quantity) x markPrice. */
             riskTiers?: components["schemas"]["RiskTier"][] | null;
             updatedAt?: string | null;
         };
@@ -6096,6 +6182,17 @@ export interface components {
              */
             totalPages?: number | null;
         };
+        ListManagedMarketAssignmentsResponse: {
+            /** @description Expected assignments, including phases currently unable to quote. */
+            items?: components["schemas"]["ManagedMarketAssignment"][] | null;
+            /** Format: uint32 */
+            total?: number | null;
+            /** Format: uint32 */
+            page?: number | null;
+            /** Format: uint32 */
+            pageSize?: number | null;
+            inventoryObservedAt?: string | null;
+        };
         ListMarginAccountsResponse: {
             accounts?: components["schemas"]["MarginAccountSummary"][] | null;
             /** Format: uint32 */
@@ -6254,6 +6351,41 @@ export interface components {
              */
             pageSize?: number | null;
         };
+        ManagedMarketAssignment: {
+            launchId?: string | null;
+            /** Format: uuid */
+            tradingPairId?: string | null;
+            symbol?: string | null;
+            phase?: string | null;
+            /** Format: uint32 */
+            refreshIntervalMs?: number | null;
+            allocationUsdc?: string | null;
+            /** @description Last reserved lease. A claim reconciles its actual engine fencing state. */
+            lease?: components["schemas"]["ManagedMarketLease"] | null;
+            quoteEnabled?: boolean | null;
+        };
+        ManagedMarketLease: {
+            launchId?: string | null;
+            ownerId?: string | null;
+            /** @description All uint64 fences are decimal strings in JSON to preserve exact values. */
+            generation?: string | null;
+            quoteRevision?: string | null;
+            expiresAt?: string | null;
+            /** Format: uint32 */
+            refreshIntervalMs?: number | null;
+            phase?: string | null;
+        };
+        ManagedMarketQuoteStatus: {
+            launchId?: string | null;
+            generation?: string | null;
+            quoteRevision?: string | null;
+            phase?: string | null;
+            bidNotional?: string | null;
+            askNotional?: string | null;
+            oracleReady?: boolean | null;
+            readyToActivate?: boolean | null;
+            observedAt?: string | null;
+        };
         MarginAccountMovement: {
             id?: string | null;
             movementType?: string | null;
@@ -7163,6 +7295,12 @@ export interface components {
              */
             relevance?: number | null;
         };
+        RefreshManagedMarketQuotesRequest: {
+            launchId?: string | null;
+            ownerId?: string | null;
+            generation?: string | null;
+            quoteRevision?: string | null;
+        };
         RefreshRequest: Record<string, never>;
         RefreshResponse: {
             /**
@@ -7211,7 +7349,7 @@ export interface components {
              */
             price?: string | null;
             /**
-             * @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.
+             * @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. Margin reduce-only orders are the exception: their quantity is a close size measured against the live position, placed as given, with no subtraction and no must-exceed-filled rule.
              * @example 0.7
              */
             quantity?: string | null;
@@ -7284,16 +7422,56 @@ export interface components {
              */
             available?: string | null;
         };
+        /**
+         * @description One notional bracket of a market's margin ladder. Brackets are MARGINAL:
+         *      a bracket's rate applies only to the notional inside it, and the deduction
+         *      carries the cheaper margin already charged by the brackets below, so margin
+         *      is continuous across every bound rather than jumping at it.
+         */
         RiskTier: {
+            /**
+             * @description Marginal initial-margin floor rate for notional inside this bracket, as a decimal fraction. The ladder floor is IM_floor(N) = N x initialMarginRatio - initialMarginDeduction. A position's initial-margin requirement is the greater of this floor and its selected-leverage initial margin scaled to the current mark.
+             * @example 0.04
+             */
             initialMarginRatio?: string | null;
+            /**
+             * @description Marginal maintenance-margin rate for notional inside this bracket, as a decimal fraction. Maintenance margin for a position of notional N in this bracket is MM(N) = N x maintenanceMarginRatio - maintenanceMarginDeduction.
+             * @example 0.02
+             */
             maintenanceMarginRatio?: string | null;
             /**
              * @deprecated
              * @description DEPRECATED compatibility alias. This value is a maximum absolute base-asset quantity, not a notional. Use maxPositionSize.
              */
             maxPositionNotional?: string | null;
-            /** @description Maximum authoritative absolute position size in base-asset quantity. */
+            /** @description Maximum authoritative absolute position size in base-asset quantity. A market-wide cap, repeated on every tier rather than varying per bracket. */
             maxPositionSize?: string | null;
+            /**
+             * Format: uint32
+             * @description 1-based bracket index within the market's ladder; 1 is the lowest bracket.
+             * @example 2
+             */
+            tierLevel?: number | null;
+            /**
+             * @description USD notional at which this bracket starts, inclusive; "0" for tier 1.
+             * @example 100000000
+             */
+            lowerBoundNotional?: string | null;
+            /**
+             * @description Maximum leverage available inside this bracket. Absent only for a single-tier market configured from explicit margin rates rather than from a leverage.
+             * @example 25
+             */
+            maxLeverage?: string | null;
+            /**
+             * @description Continuity term of the ladder's initial-margin floor formula IM_floor(N) = N x initialMarginRatio - initialMarginDeduction; "0" for tier 1.
+             * @example 2000000
+             */
+            initialMarginDeduction?: string | null;
+            /**
+             * @description Continuity term of the maintenance-margin formula MM(N) = N x maintenanceMarginRatio - maintenanceMarginDeduction; "0" for tier 1.
+             * @example 1000000
+             */
+            maintenanceMarginDeduction?: string | null;
         };
         /** @description Per-pair screener row. Window fields null when insufficient history. */
         ScreenerItem: {
@@ -7551,6 +7729,11 @@ export interface components {
             /** @description Required for normal orders; optional and ignored for reduce-only. */
             leverage?: string | null;
             reduceOnly?: boolean | null;
+            /**
+             * Format: int32
+             * @description MARKET only: client slippage tolerance in basis points, 0..1000, the same rule placement enforces — a LIMIT or IOC preview carrying it is rejected. Tightens the previewed walk to the band the real order will run under and never widens it; omit for the placement default.
+             */
+            slippageToleranceBps?: number | null;
         };
         SimulateOrderRiskResponse: {
             accepted?: boolean | null;
@@ -7602,8 +7785,78 @@ export interface components {
             riskBucketId?: string | null;
             /** @description Present when the simulation resolved against a risk bucket. Values: ISOLATED, CROSS. */
             marginMode?: string | null;
-            /** @description Present for cross risk-bucket simulations. */
+            /**
+             * @description The cross scope the preview ran against; absent for isolated previews and
+             *      never a request's deprecated list. `SimulateRiskBucketOrderRisk` in CROSS
+             *      mode reports the DERIVED scope: the active cross bucket's recorded pairs
+             *      (a pair whose positions have closed stays recorded until a later cross
+             *      order on another pair reconciles the bucket), every pair with an open
+             *      position in that bucket, and the previewed pair — the previewed pair alone
+             *      before the first cross order. `SimulateOrderRisk` and
+             *      `SimulateParentMarginOrderRisk` report the recorded pairs plus the
+             *      previewed pair.
+             */
             selectedTradingPairIds?: string[] | null;
+            /**
+             * @description The simulated match the engine ran to admit this order (0XM-2746): the
+             *      same `MatchResult` shape `CreateOrderResponse.match_result` carries for a
+             *      real placement, produced by the same `simulate_match_with_stp` walk over
+             *      the live book at the moment of the preview — under the caller's
+             *      `slippage_tolerance_bps` merged tighter-wins with the mandatory 1,000 bps
+             *      protective band, the caller's own self-trade-prevention default (the
+             *      preview runs under the caller's wallet, as placement does) and
+             *      reduce-only sizing. Not a handler-side re-walk of an orderbook snapshot,
+             *      so a preflight and the placement it precedes read the same numbers — the
+             *      reason this rides the risk simulation rather than a separate quote
+             *      endpoint. What a preview cannot carry: a post-only flag, TP/SL legs and a
+             *      per-order self-trade-prevention override, so a post-only placement that
+             *      would cross is refused by placement, not by this preview.
+             *
+             *      Fields: `total_filled` is what the walk fills; `remaining_quantity` what
+             *      it could NOT fill inside the merged band — the partial-fill / band-cut
+             *      indicator (0 means the whole size executes; a MARKET preview with a
+             *      non-zero remainder comes back partially filled when placed);
+             *      `average_fill_price` is the quantity-weighted fill price and
+             *      `execution_price_range.worst_price` the worst level reached (highest ask a
+             *      BUY takes, lowest bid a SELL hits), both absent when nothing crosses;
+             *      `status` is the status placement would end in: FILLED for a full fill,
+             *      CANCELLED for a MARKET order the band or the depth cuts short (a MARKET
+             *      remainder cannot rest, so the fills execute and the rest is cancelled —
+             *      read `remaining_quantity` for the partial fill), SUBMITTED for a LIMIT
+             *      that rests, PARTIALLY_FILLED for a LIMIT that crosses partly and rests
+             *      the remainder; `actual_slippage_bps` the realized
+             *      slippage against `reference_price` as the engine computes it for a
+             *      placement, absent when nothing crosses; `max_slippage_bps` echoes the
+             *      caller's tolerance, not the merged band. A LIMIT preview that would rest
+             *      reports 0 filled, the full size remaining and no prices.
+             *
+             *      For a LIMIT or IOC preview the engine measures slippage against the LIMIT
+             *      price and reports none when every fill improved on it, exactly as the
+             *      placement's `match_result` does; `reference_price` below is therefore
+             *      published for MARKET previews only.
+             *
+             *      Priced against the book RIGHT NOW. For a take-profit / stop-loss the close
+             *      runs later, on a different book, under the wider 1,200 bps band the engine
+             *      stamps on a triggered market leg and anchored at trigger time — so for a
+             *      TP/SL estimate apply `actual_slippage_bps` to the TRIGGER price as an
+             *      impact figure rather than displaying this call's absolute average price.
+             *      Fees for this walk are `estimated_fee` above, at the caller's own tier,
+             *      which can lag the engine's copy by one refresh interval.
+             *
+             *      PRESENT ONLY when `accepted` is true. Absent — never zeros — on every
+             *      refused preview (`accepted: false` with a `reject_reason`): validation, an
+             *      unknown market or account, insufficient margin, a maker-risk constraint, a
+             *      MARKET order with nothing fillable inside the band, and the post-match
+             *      maker-risk revalidation, whose match the engine discards. Such previews
+             *      may still carry `estimated_fee`, which is priced independently of risk
+             *      state. Treat absence as unknown, not as "fills at zero".
+             */
+            expectedMatchResult?: components["schemas"]["MatchResult"] | null;
+            /**
+             * @description The touch on the taking side when a MARKET preview ran (best ask for a BUY, best bid for a SELL) — what expectedMatchResult's walk and its actualSlippageBps are measured from. Present only when accepted is true and the preview is a MARKET order; a LIMIT or IOC preview is measured against its own limit price and publishes nothing here.
+             * @example 100.25
+             */
+            referencePrice?: string | null;
         };
         SimulateParentMarginOrderRiskRequest: {
             /** Format: uuid */
@@ -7617,6 +7870,11 @@ export interface components {
             /** @description Required for normal orders; optional and ignored for reduce-only. */
             leverage?: string | null;
             reduceOnly?: boolean | null;
+            /**
+             * Format: int32
+             * @description MARKET only: client slippage tolerance in basis points, 0..1000, the same rule placement enforces — a LIMIT or IOC preview carrying it is rejected. Tightens the previewed walk to the band the real order will run under and never widens it; omit for the placement default.
+             */
+            slippageToleranceBps?: number | null;
         };
         SimulateRiskBucketOrderRiskRequest: {
             /** Format: uuid */
@@ -7633,8 +7891,16 @@ export interface components {
             reduceOnly?: boolean | null;
             /** @description Risk bucket mode. Defaults to ISOLATED. Values: ISOLATED, CROSS. */
             marginMode?: string | null;
-            /** @description Trading pair UUIDs selected into the cross risk bucket. Required when marginMode is CROSS. */
+            /**
+             * @deprecated
+             * @description Deprecated: accepted and ignored. Cross scope is derived from trading (a pair joins the cross bucket when a cross order on it succeeds; after its positions close it stays listed until a later successful cross order on another pair reconciles the bucket), so a cross preview has nothing to declare: it runs against the account's active cross bucket — or the deterministic bucket a first cross order would create — and the previewed pair is in scope by construction. Rejected for ISOLATED, as before. The response's selectedTradingPairIds reports the derived scope (recorded pairs, pairs with open positions in the bucket, and the previewed pair), never this list.
+             */
             selectedTradingPairIds?: string[] | null;
+            /**
+             * Format: int32
+             * @description MARKET only: client slippage tolerance in basis points, 0..1000, the same rule placement enforces — a LIMIT or IOC preview carrying it is rejected. Tightens the previewed walk to the band the real order will run under and never widens it; omit for the placement default.
+             */
+            slippageToleranceBps?: number | null;
         };
         SubAccount: {
             /**
@@ -8144,7 +8410,7 @@ export interface components {
             marginMode?: string | null;
             /**
              * @deprecated
-             * @description Deprecated: accepted and ignored. Cross scope is derived from trading (a pair joins the cross bucket when a cross order on it succeeds and leaves when its positions close), so a cross transfer-in has nothing to declare and can no longer replace the scope. Rejected for ISOLATED, as before. Read the current scope from the cross bucket's row in the margin-accounts list or from this response's selectedTradingPairIds; the parent row carries no scope. Pairs declared before scope became derived stay recorded until they trade and their positions close.
+             * @description Deprecated: accepted and ignored. Cross scope is derived from trading (a pair joins the cross bucket when a cross order on it succeeds; after its positions close it stays listed until a later successful cross order on another pair reconciles the bucket), so a cross transfer-in has nothing to declare and can no longer replace the scope. Rejected for ISOLATED, as before. Read the current scope from the cross bucket's row in the margin-accounts list or from this response's selectedTradingPairIds; the parent row carries no scope. Pairs declared before scope became derived stay recorded until they trade and their positions close.
              */
             selectedTradingPairIds?: string[] | null;
             /**
@@ -8197,6 +8463,53 @@ export interface components {
              */
             tradingBalance?: string | null;
         };
+        /**
+         * @description The execution outcome of the order a conditional order fired into — a
+         *      projection of that order's own row, read at request time (0XM-2744), so a
+         *      TP/SL history can show what the close actually did next to the price that
+         *      fired it. Trigger price and fill price are different numbers: the trigger
+         *      fires on the mark, the leg then trades against the book, so a MARKET leg
+         *      fills at least the half-spread (plus its own impact) away from the
+         *      trigger, and a LIMIT leg may rest or fill only partly.
+         */
+        TriggeredOrderSummary: {
+            /**
+             * Format: uuid
+             * @description The triggered order's id — the same value as the parent's triggeredOrderId, repeated so the summary is self-contained.
+             * @example 01a0887b-8e7c-7612-983f-b7ee89c2cbbf
+             */
+            orderId?: string | null;
+            /**
+             * @description The triggered order's CURRENT status, as GET /api/v1/orders/{orderId} reports it: SETTLED for a leg that filled in full (a fully filled order is written as SETTLED, so FILLED does not appear here); SUBMITTED or PARTIALLY_FILLED for a LIMIT leg still resting; CANCELLED when the protective band left nothing fillable or a reduce-only remainder was cut (see terminalReason); EXPIRED for a LIMIT leg that lapsed. Never REJECTED: a close the engine refused leaves the conditional order FAILED with no triggeredOrderId, so no summary exists for it.
+             * @example SETTLED
+             */
+            status?: string | null;
+            /**
+             * @description Quantity the triggered order has filled so far, in base units. "0" until it fills. Numerically equal to the order's own filledQuantity; the printed decimal scale can differ between this read (served from the database) and GET /api/v1/orders/{orderId} (served from the cache), so compare numerically.
+             * @example 3090659.3
+             */
+            filledQuantity?: string | null;
+            /**
+             * @description Volume-weighted average price the triggered order filled at. Compare with the parent's triggerPrice: the difference is the half-spread plus the order's own market impact. Absent until the first fill.
+             * @example 0.145611
+             */
+            averageFillPrice?: string | null;
+            /**
+             * @description Total taker fees the triggered order has paid, in quote units. Absent until it fills.
+             * @example 202.52
+             */
+            totalTakerFees?: string | null;
+            /**
+             * @description When the triggered order reached FILLED (RFC 3339). Absent while it is resting or partially filled, and on a terminal state that is not a full fill.
+             * @example 2026-09-09T23:23:13.936682Z
+             */
+            filledAt?: string | null;
+            /**
+             * @description Stable cause when status is CANCELLED — the same vocabulary as the order's own terminalReason. Absent otherwise.
+             * @example SYSTEM
+             */
+            terminalReason?: string | null;
+        };
         TwapOrder: {
             /**
              * Format: uuid
@@ -11007,6 +11320,104 @@ export interface operations {
             };
         };
     };
+    list_managed_market_assignments: {
+        parameters: {
+            query?: {
+                /** @description Page number (1-indexed) */
+                page?: number;
+                /** @description Items per page (max 100) */
+                pageSize?: number;
+            };
+            header?: never;
+            path?: never;
+            cookie?: never;
+        };
+        requestBody?: never;
+        responses: {
+            /** @description OK */
+            200: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content: {
+                    "application/json": components["schemas"]["ListManagedMarketAssignmentsResponse"];
+                };
+            };
+            /** @description Delegated-agent sessions cannot use managed maker controls */
+            403: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+        };
+    };
+    claim_managed_market_lease: {
+        parameters: {
+            query?: never;
+            header?: never;
+            path: {
+                launchId: string;
+            };
+            cookie?: never;
+        };
+        requestBody: {
+            content: {
+                "application/json": components["schemas"]["ClaimManagedMarketLeaseRequest"];
+            };
+        };
+        responses: {
+            /** @description OK */
+            200: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content: {
+                    "application/json": components["schemas"]["ManagedMarketLease"];
+                };
+            };
+            /** @description Delegated-agent sessions cannot use managed maker controls */
+            403: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+        };
+    };
+    refresh_managed_market_quotes: {
+        parameters: {
+            query?: never;
+            header?: never;
+            path: {
+                launchId: string;
+            };
+            cookie?: never;
+        };
+        requestBody: {
+            content: {
+                "application/json": components["schemas"]["RefreshManagedMarketQuotesRequest"];
+            };
+        };
+        responses: {
+            /** @description OK */
+            200: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content: {
+                    "application/json": components["schemas"]["ManagedMarketQuoteStatus"];
+                };
+            };
+            /** @description Delegated-agent sessions cannot use managed maker controls */
+            403: {
+                headers: {
+                    [name: string]: unknown;
+                };
+                content?: never;
+            };
+        };
+    };
     list_margin_accounts: {
         parameters: {
             query?: {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@0xmonaco/types",
-	"version": "1.0.59",
+	"version": "1.0.61",
 	"type": "module",
 	"homepage": "https://docs.0xmonaco.com/sdk/typescript",
 	"main": "./dist/index.js",
@@ -16,7 +16,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.59",
+		"@0xmonaco/contracts": "1.0.61",
 		"zod": "^4.1.12"
 	},
 	"peerDependencies": {