@0xmonaco/types 1.0.99 → 1.1.1

package/dist/buildercodes/responses.js

@@ -19,7 +19,7 @@ export const GetBuildercodesConfigResponseSchema = z.object({
     builderFeeEnabled: z.boolean(),
     builderFeeBps: z.number().int().min(0).max(100),
     builderFeeCapBps: z.number().int().min(0).max(100),
-    changesRemaining: z.number().int().min(0).max(2),
+    changesRemaining: z.number().int().min(0).max(100),
     nextChangeAllowedAt: z.string().nullable().optional(),
     /**
      * The stored maker add-on in basis points: the additional fee this frontend
@@ -44,7 +44,7 @@ export const SetBuilderFeeParamsSchema = z.object({
 export const SetBuilderFeeResponseSchema = z.object({
     builderFeeBps: z.number().int().min(0).max(100),
     previousBuilderFeeBps: z.number().int().min(0).max(100),
-    changesRemaining: z.number().int().min(0).max(2),
+    changesRemaining: z.number().int().min(0).max(100),
     nextChangeAllowedAt: z.string().nullable().optional(),
     /** The maker add-on now stored. Absent from servers older than this field. */
     builderMakerFeeBps: z.number().int().min(0).max(100).optional(),

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

@@ -6,6 +6,12 @@ export interface MarginAccountSummary {
     label?: string;
     riskBucketId?: string;
     marginMode?: MarginMode;
+    /**
+     * On a cross risk-bucket row: the markets where the bucket has an open
+     * position, sorted by trading pair id. A market joins once a fill's position
+     * is persisted and leaves once its last position's close is persisted, so a
+     * position still being liquidated counts; resting orders alone do not.
+     */
     selectedTradingPairIds?: string[];
     tradingPairId?: string;
     strategyKey?: string;
@@ -87,9 +93,12 @@ export interface MarginAccountSummary {
      * reducing, reduce-only, or opposite-side order sheltered by a larger
      * resting ladder needs less or none of it (and can be admitted even when
      * this field is zero), while an order crossing a losing position can need
-     * more than its own margin-plus-fee. Divide by a market's initial margin
-     * rate for indicative notional capacity; the authoritative per-order answer
-     * remains `simulateRiskBucketOrderRisk`.
+     * more than its own margin-plus-fee. A bucket below its initial margin pays
+     * that gap out of the parent headroom first: its next order that opens,
+     * adds to or flips a position draws the gap with its own requirement, so
+     * the figure there is the headroom less the gap. Divide by a market's
+     * initial margin rate for indicative notional capacity; the authoritative
+     * per-order answer remains `simulateRiskBucketOrderRisk`.
      *
      * Present only on risk-bucket rows served from a live risk engine snapshot;
      * absent (the key is omitted, never null) on parent rows and on
@@ -277,13 +286,10 @@ export interface TransferCollateralToIsolatedRiskBucketRequest extends TransferC
 /**
  * Fund the account's cross risk bucket from the parent's unallocated
  * collateral (the bucket is created if needed). A cross transfer names no
- * pairs: cross scope is derived from trading — a pair joins the bucket when a
- * cross order on it succeeds and leaves when its positions close — so funding
- * has nothing to declare. Read the current scope from the cross bucket's row
- * in `listMarginAccounts()` (`selectedTradingPairIds`) or from this call's
- * response; the parent summary row carries no scope. Pairs declared before
- * scope became derived stay recorded until they trade and their positions
- * close.
+ * pairs: cross scope is the markets where the bucket has an open position, so
+ * funding has nothing to declare. Read the current scope from the cross
+ * bucket's row in `listMarginAccounts()` (`selectedTradingPairIds`) or from
+ * this call's response; the parent summary row carries no scope.
  */
 export interface TransferCollateralToCrossRiskBucketRequest extends TransferCollateralToParentMarginAccountRequest {
     marginMode: "CROSS";
@@ -320,6 +326,7 @@ export interface TransferCollateralResponse {
     strategyKey?: string;
     riskBucketId?: string;
     marginMode?: MarginMode;
+    /** On a cross risk-bucket transfer: the markets where the bucket has an open position, sorted by trading pair id. */
     selectedTradingPairIds?: string[];
     asset: string;
     amount: string;
@@ -423,11 +430,9 @@ export type SimulateIsolatedRiskBucketOrderRiskRequest = SimulateOrderRiskReques
 /**
  * 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`.
+ * no pairs: cross scope is the markets where the bucket has an open position,
+ * and the previewed pair is in scope by construction. Read the scope the
+ * preview ran against from the response's `selectedTradingPairIds`.
  */
 export type SimulateCrossRiskBucketOrderRiskRequest = SimulateOrderRiskRequest & {
     marginMode: "CROSS";
@@ -463,13 +468,10 @@ export interface SimulateOrderRiskResponse {
     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.
+     * never a caller's list: the markets where the active cross bucket has an
+     * open position, sorted by trading pair id, then the previewed pair when it
+     * is not already among them — the previewed pair alone when no cross bucket
+     * is active yet.
      */
     selectedTradingPairIds?: string[];
     equityAfter: string;

package/dist/portfolio/index.d.ts

@@ -273,7 +273,8 @@ export interface PortfolioRiskBucket {
     /**
      * The trading pair this bucket is scoped to. Present for `ISOLATED`
      * buckets; absent (the key is omitted, never null) for `CROSS`, which spans
-     * the pairs selected into it and is scoped to none of them individually.
+     * the markets where it has an open position and is scoped to none of them
+     * individually.
      *
      * For a cross bucket's membership read
      * `MarginAccountSummary.selectedTradingPairIds` — it is not carried here

package/dist/trading/orders.d.ts

@@ -46,7 +46,7 @@ export interface Order {
     /** Trading mode (SPOT or MARGIN) */
     tradingMode: TradingMode;
     /**
-     * Time in force - GTC, IOC, or FOK (GTD is deprecated and rejected).
+     * Time in force - GTC, IOC, or FOK.
      * Absent on a MARKET order, which has none.
      */
     timeInForce?: TimeInForce;
@@ -269,12 +269,11 @@ export type TradingMode = "SPOT" | "MARGIN";
  * - GTC: Good Till Cancel - remains active until filled or canceled
  * - IOC: Immediate or Cancel - execute immediately and cancel unfilled portion
  * - FOK: Fill or Kill - execute completely or cancel entirely
- * - GTD: **deprecated, never implemented** - the server rejects it with HTTP
- *   400 (`Time in force must be GTC, IOC, or FOK`). The variant is retained so
- *   existing code keeps compiling. For an order that expires at a set time, use
- *   `GTC` together with `expirationDate`.
+ *
+ * For an order that expires at a set time, use `GTC` together with
+ * `expirationDate`.
  */
-export type TimeInForce = "GTC" | "IOC" | "FOK" | "GTD";
+export type TimeInForce = "GTC" | "IOC" | "FOK";
 /**
  * Per-order self-trade-prevention override: how the engine resolves the order
  * matching against one of your own resting orders (whole wallet family,

package/dist/validation/margin-accounts.js

@@ -117,7 +117,7 @@ const CrossTransferNamesNoPairsSchema = z
         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 accepted on a CROSS transfer: cross scope is the markets where the bucket has an open position, so a funding call has nothing to declare"
             : "selectedTradingPairIds is not supported for ISOLATED risk buckets",
     });
 });
@@ -207,7 +207,7 @@ const CrossSimulateNamesNoPairsSchema = z
         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 accepted on a CROSS preview: cross scope is the markets where the bucket has an open position, so a preview has nothing to declare"
             : "selectedTradingPairIds is not supported for ISOLATED risk buckets",
     });
 });

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

@@ -8,24 +8,20 @@ import type { Address } from "viem";
 /**
  * Reason for the balance update.
  *
- * `fee` and `rebate` accompany a fill: `fee` when a taker/application fee is
- * charged, `rebate` when a maker rebate is credited (including perp/margin
- * makers). `funding` accompanies a funding settlement against margin collateral
- * (also surfaced on the movements channel with `transactionType: "funding"`).
- * `liquidation` and `adl` accompany a forced-close on the liquidation-worker
- * path: `liquidation` on the liquidated victim's collateral, `adl` on an
- * account impacted by auto-deleveraging.
+ * Every `balance_update` carries one spot `user_balances` row. Its
+ * producer-owned `version`, when present, is scoped to the authenticated
+ * user/application and token: higher is newer, equal is idempotent. `fee` and `rebate` accompany a
+ * spot fill: `fee` when a taker/application fee is charged, `rebate` when a
+ * maker rebate is credited. A collateral transfer that moves the spot wallet
+ * row (`margin_transfer_in` / `margin_transfer_out`) sends a versioned spot
+ * frame for that leg.
  *
- * A genuine spot frame carries the resulting `user_balances` row and its
- * producer-owned `version`, scoped to the authenticated user/application and
- * token. Higher is newer; equal is idempotent. A collateral transfer that
- * moves the spot wallet row emits a genuine versioned spot frame for that leg.
- * Margin collateral frames — a parent to risk-bucket allocation, which moves
- * no wallet balance — and margin-routed deposit notifications omit `version`:
- * they are not spot rows, and a deposit notification can carry a delta rather
- * than whole-row state.
- * They cannot be reconciled against a spot snapshot or summed as separate
- * credits; refresh authoritative margin-account state instead.
+ * Margin collateral is not a spot row and is not sent on this channel: a
+ * margin-routed deposit, a perp fill, a funding settlement, a liquidation and
+ * an auto-deleveraging close send no `balance_update`. Read margin collateral
+ * from the `account` channel. `margin_deposit`, `funding`, `liquidation` and
+ * `adl` stay in this union so existing code that names them still compiles;
+ * the server does not send them.
  */
 export type BalanceUpdateReason = "lock" | "unlock" | "deposit" | "margin_deposit" | "withdrawal" | "trade" | "fee" | "rebate" | "funding" | "liquidation" | "adl" | "margin_transfer_in" | "margin_transfer_out";
 /**
@@ -36,7 +32,7 @@ export interface UserBalanceEventData {
     tokenAddress: Address;
     /** Token symbol */
     tokenSymbol: string | null;
-    /** Available balance for trading (normalized) */
+    /** Available spot balance (normalized) */
     available: string;
     /** Available balance in raw format (wei) */
     availableRaw: string;
@@ -49,8 +45,8 @@ export interface UserBalanceEventData {
     /** Total balance in raw format (wei) */
     totalRaw: string;
     /**
-     * Opaque durable spot-row version. Present only for genuine `user_balances`
-     * state; absent on legacy frames and margin collateral notifications.
+     * Opaque durable spot-row version. Absent on frames from a producer that
+     * does not stamp versions yet.
      *
      * Only a POSITIVE version is rankable. `0` is the legacy sentinel and means
      * exactly what an absent field means — unranked — so normalize the two

package/dist/wire/schema.d.ts

@@ -733,8 +733,10 @@ export interface paths {
          *      maker add-on unchanged. Each must be between 0 and the current builder-fee
          *      cap (`builderFeeCapBps` on `GetBuildercodesConfig`) inclusive; the cap and
          *      the switches are shared by both sides. The application must be enrolled in
-         *      BuilderCodes with a payout address. At most two changes are allowed in any
-         *      rolling 24 hours, and one call that sets both sides is one change; changes
+         *      BuilderCodes with a payout address. The number of changes allowed in any
+         *      rolling 24 hours is a limit Monaco sets (10 by default, never below 1);
+         *      `changesRemaining` on `GetBuildercodesConfig` reports what is left. One
+         *      call that sets both sides is one change; changes
          *      Monaco makes on the application's behalf do not count. Setting the values
          *      it already has is a no-op that succeeds and does not use up a change.
          *
@@ -5892,7 +5894,7 @@ export interface components {
             builderFeeCapBps?: number | null;
             /**
              * Format: uint32
-             * @description Builder-fee changes this application can still make in the current rolling 24 hours (at most 2).
+             * @description Builder-fee changes this application can still make in the current rolling 24 hours, under the limit Monaco sets (10 by default, at most 100).
              * @example 2
              */
             changesRemaining?: number | null;
@@ -6144,6 +6146,10 @@ export interface components {
             strategyKey?: string | null;
             riskBucketId?: string | null;
             marginMode?: string | null;
+            /**
+             * @description Present for cross risk-bucket summary rows: the markets where the cross
+             *      bucket has an open position, sorted by trading pair id.
+             */
             selectedTradingPairIds?: string[] | null;
             /**
              * @description See `MarginAccountSummary.available_order_collateral`: the collateral
@@ -8610,7 +8616,13 @@ export interface components {
             riskBucketId?: string | null;
             /** @description Present only for risk-bucket summary rows. Values: ISOLATED, CROSS. */
             marginMode?: string | null;
-            /** @description Present for cross risk-bucket summary rows. */
+            /**
+             * @description Present for cross risk-bucket summary rows: the markets where the cross
+             *      bucket has an open position, sorted by trading pair id. A market joins
+             *      once a fill's position is persisted and leaves once its last position's
+             *      close is persisted, so a position still being liquidated counts; resting
+             *      orders alone do not.
+             */
             selectedTradingPairIds?: string[] | null;
             /**
              * @description The collateral still available to open NEW orders in this risk bucket:
@@ -8639,9 +8651,12 @@ export interface components {
              *      reducing, reduce-only, or opposite-side order sheltered by a larger
              *      resting ladder needs less or none of it (and can be admitted even when
              *      this field is zero), while an order crossing a losing position can need
-             *      more than its own margin-plus-fee. Divide by a market's initial margin
-             *      rate for indicative notional capacity; the authoritative per-order answer
-             *      remains `simulate_risk_bucket_order_risk`.
+             *      more than its own margin-plus-fee. A bucket below its initial margin pays
+             *      that gap out of the parent headroom first: its next order that opens,
+             *      adds to or flips a position draws the gap with its own requirement, so
+             *      the figure there is the headroom less the gap. Divide by a market's
+             *      initial margin rate for indicative notional capacity; the authoritative
+             *      per-order answer remains `simulate_risk_bucket_order_risk`.
              *
              *      Present only on risk-bucket summary rows served from a live risk engine
              *      snapshot; absent on parent rows and on persisted-fallback reads, where
@@ -9139,12 +9154,12 @@ export interface components {
             /**
              * Format: uuid
              * @description Trading pair UUID this bucket is scoped to. Present for ISOLATED buckets;
-             *      absent for CROSS, which spans the pairs selected into it and is scoped to
-             *      none of them individually — the same invariant the transfer-in endpoint
-             *      enforces by rejecting a `trading_pair_id` in CROSS mode. Read the cross
-             *      bucket's membership from `MarginAccountSummary.selected_trading_pair_ids`;
-             *      it is not carried here because it lives in a separate table and would cost
-             *      this endpoint an extra query per request.
+             *      absent for CROSS, which spans the markets where it has an open position and
+             *      is scoped to none of them individually — the same invariant the
+             *      transfer-in endpoint enforces by rejecting a `trading_pair_id` in CROSS
+             *      mode. Read the cross bucket's membership from
+             *      `MarginAccountSummary.selected_trading_pair_ids`; it is not carried here
+             *      because deriving it would cost this endpoint an extra query per request.
              *
              *      These labels do NOT make this response row-for-row joinable with the
              *      margin-accounts surface on (mode, pair). That surface emits rows this one
@@ -10319,7 +10334,7 @@ export interface components {
             previousBuilderFeeBps?: number | null;
             /**
              * Format: uint32
-             * @description Builder-fee changes this application can still make in the current rolling 24 hours (at most 2).
+             * @description Builder-fee changes this application can still make in the current rolling 24 hours, under the limit Monaco sets (10 by default, at most 100).
              * @example 1
              */
             changesRemaining?: number | null;
@@ -10520,14 +10535,10 @@ export interface components {
             marginMode?: string | null;
             /**
              * @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.
+             *      never a request's deprecated list: the markets where the active cross
+             *      bucket has an open position, sorted by trading pair id, then the previewed
+             *      pair when it is not already among them — the previewed pair alone when no
+             *      cross bucket is active yet.
              */
             selectedTradingPairIds?: string[] | null;
             /**
@@ -10631,7 +10642,7 @@ 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; 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.
+             * @description Deprecated: accepted and ignored. Cross scope is the markets where the cross bucket has an open position, 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 that scope plus the previewed pair, never this list.
              */
             selectedTradingPairIds?: string[] | null;
             /**
@@ -11262,11 +11273,9 @@ export interface components {
             /** @description Present when collateral was allocated to a risk bucket. Values: ISOLATED, CROSS. */
             marginMode?: string | null;
             /**
-             * @description The cross bucket's recorded pair scope: what trading has recorded (a pair
-             *      joins when a cross order on it fills and leaves when its positions close),
-             *      plus any pair declared before scope became derived, until it trades and
-             *      its positions close. Only on cross risk-bucket transfers, and omitted
-             *      while empty — i.e. until a cross order on the bucket has filled.
+             * @description The cross bucket's scope: the markets where it has an open position,
+             *      sorted by trading pair id. Only on cross risk-bucket transfers, and
+             *      omitted while empty — i.e. while the bucket has no open position.
              */
             selectedTradingPairIds?: string[] | null;
             /**
@@ -11298,14 +11307,13 @@ export interface components {
             strategyKey?: string | null;
             /**
              * @description Risk bucket mode. Defaults to ISOLATED. Values: ISOLATED, CROSS. A CROSS
-             *      transfer names no pairs: the cross bucket's scope is derived from trading —
-             *      a pair joins when a cross order on it succeeds and leaves when its positions
-             *      close — so funding the bucket has nothing to declare.
+             *      transfer names no pairs: the cross bucket's scope is the markets where it
+             *      has an open position, so funding the bucket has nothing to declare.
              */
             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; 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.
+             * @description Deprecated: accepted and ignored. Cross scope is the markets where the cross bucket has an open position, 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.
              */
             selectedTradingPairIds?: string[] | null;
             /**
@@ -13926,7 +13934,7 @@ export interface operations {
                 };
                 content?: never;
             };
-            /** @description The application is not enrolled in BuilderCodes with a payout address, or it has already made two changes in the last 24 hours; the latter carries `details.nextChangeAllowedAt` (gRPC: FAILED_PRECONDITION) */
+            /** @description The application is not enrolled in BuilderCodes with a payout address, or it has already used every change the limit allows in the last 24 hours; the latter carries `details.nextChangeAllowedAt` (gRPC: FAILED_PRECONDITION) */
             409: {
                 headers: {
                     [name: string]: unknown;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@0xmonaco/types",
-	"version": "1.0.99",
+	"version": "1.1.1",
 	"type": "module",
 	"homepage": "https://docs.0xmonaco.com/sdk/typescript",
 	"main": "./dist/index.js",
@@ -16,7 +16,7 @@
 		"lint": "biome lint ."
 	},
 	"dependencies": {
-		"@0xmonaco/contracts": "1.0.99",
+		"@0xmonaco/contracts": "1.1.1",
 		"zod": "^4.6.7"
 	},
 	"peerDependencies": {