@0xmonaco/types 1.1.2-develop.3a25169 → 1.1.5-develop.129b2c6

package/dist/rfq/responses.js

@@ -0,0 +1,196 @@
+/**
+ * RFQ (block trading) response types.
+ *
+ * Zod schemas for every RFQ REST/gRPC response, with the inferred TypeScript
+ * types. The REST API returns camelCase JSON; an optional field the server has
+ * no value for may arrive as `null` or be absent, so optional fields are typed
+ * `T | null | undefined` (`.nullish()`). Prices, quantities and fees are exact
+ * decimal strings; versions and `*Ms` times are JSON numbers (times are Unix
+ * milliseconds).
+ *
+ * Label fields (states, sides, products) are typed `Union | (string & {})`:
+ * the unions name the values the server sends today, and the schemas accept
+ * any string so a value added server-side later does not fail parsing.
+ */
+import { z } from "zod";
+/** A string schema typed as a known-value union that still admits unknown values. */
+function openUnion() {
+    return z.string();
+}
+/** A quote's price (quote units per base unit) and capacity (base units). */
+export const RfqQuoteTermsResponseSchema = z.object({
+    price: z.string(),
+    capacity: z.string(),
+});
+/** The request as created. */
+export const RfqRequestTermsSchema = z.object({
+    rfqId: z.string(),
+    tradingPairId: z.string(),
+    /** `SPOT` or `PERPETUAL`. */
+    product: openUnion().nullish(),
+    /** Maximum base quantity; not a guaranteed fill. */
+    quantity: z.string(),
+    createdAtMs: z.number(),
+    /** No new quotes after it. */
+    deadlineAtMs: z.number(),
+    /** The taker's side, `BUY` or `SELL`, for a one-way RFQ (makers see it too); absent for a two-way RFQ. */
+    side: openUnion().nullish(),
+    /**
+     * The side makers quote on a one-way RFQ, the one that fills the taker:
+     * `ASK` (an offer) when it buys, `BID` when it sells; a quote on the other
+     * side is refused. Absent for a two-way RFQ.
+     */
+    quoteSide: openUnion().nullish(),
+    /** Taker only: the leverage given on create (perpetuals). */
+    leverage: z.string().nullish(),
+    /** Taker only: the margin mode given on create (perpetuals). */
+    marginMode: z.string().nullish(),
+});
+/** One side of the taker's view: the allocation that would fill the quantity. */
+export const RfqSideViewSchema = z.object({
+    /** All-in volume-weighted price, fees included. */
+    vwap: z.string(),
+    availableQuantity: z.string(),
+    /** The volume-weighted price before fees. */
+    grossVwap: z.string().nullish(),
+    /** Estimated Monaco taker fee on availableQuantity, in the quote asset. */
+    estimatedMonacoFee: z.string().nullish(),
+    /** Estimated builder fee on availableQuantity, in the quote asset. */
+    estimatedBuilderFee: z.string().nullish(),
+    /** Estimated total taker fee on availableQuantity, in the quote asset. */
+    estimatedTotalFee: z.string().nullish(),
+});
+/** The taker's current view of the quotes. */
+export const RfqViewSchema = z.object({
+    /** The version to accept; a newer view refuses an older one. */
+    viewVersion: z.number(),
+    bid: RfqSideViewSchema.nullish(),
+    ask: RfqSideViewSchema.nullish(),
+    asOfMs: z.number(),
+    /** The taker's Monaco fee rate in this view, in centi-bps. */
+    monacoFeeCbps: z.number().nullish(),
+    /** The taker's builder fee rate in this view, in centi-bps. */
+    builderFeeCbps: z.number().nullish(),
+});
+/** One fill of an executed RFQ. */
+export const RfqFillSchema = z.object({
+    executionId: z.string(),
+    price: z.string(),
+    quantity: z.string(),
+    /** The taker's whole fee on this fill: monacoFee plus builderFee. */
+    fee: z.string(),
+    monacoFee: z.string().nullish(),
+    builderFee: z.string().nullish(),
+});
+/** What an accepted RFQ executed. */
+export const RfqOutcomeSchema = z.object({
+    executedQuantity: z.string(),
+    unfilledQuantity: z.string(),
+    vwap: z.string(),
+    fills: z.array(RfqFillSchema),
+});
+/** A quoted side the venue refused; nothing is reserved for it. */
+export const RfqRefusedSideSchema = z.object({
+    side: openUnion(),
+    /** INSUFFICIENT_BALANCE or QUOTE_REJECTED. */
+    code: z.string(),
+    reason: z.string(),
+});
+/** A quote version as its maker sees it. */
+export const RfqQuoteVersionSchema = z.object({
+    rfqId: z.string(),
+    quoteId: z.string(),
+    /** This version; name it to replace or withdraw. */
+    version: z.number(),
+    bid: RfqQuoteTermsResponseSchema.nullish(),
+    ask: RfqQuoteTermsResponseSchema.nullish(),
+    issuedAtMs: z.number(),
+    validUntilMs: z.number(),
+    /** Perpetuals: the leverage the quote's orders reserve with. */
+    leverage: z.string().nullish(),
+    /** Perpetuals: ISOLATED or CROSS. */
+    marginMode: z.string().nullish(),
+    /**
+     * Quoted sides the venue refused. The version holds only the funded sides;
+     * when none is funded the quote is refused instead.
+     */
+    refusedSides: z.array(RfqRefusedSideSchema).nullish(),
+});
+/** A selected maker's own part of an acceptance, for answering last look. */
+export const RfqMakerSelectionSchema = z.object({
+    acceptanceId: z.string(),
+    /** The taker's side. */
+    takerSide: openUnion().nullish(),
+    quoteId: z.string(),
+    quoteVersion: z.number(),
+    quantity: z.string(),
+    frozenTerms: RfqQuoteTermsResponseSchema.nullish(),
+    lastLookDeadlineAtMs: z.number(),
+    /** Your Monaco maker fee rate in centi-bps, frozen at acceptance; negative for a rebate. */
+    monacoFeeCbps: z.number().nullish(),
+    /**
+     * The MOST your frontend's builder add-on charges on this fill, in centi-bps:
+     * the rate stored on your quote order. A fill charges it or nothing, never
+     * more; an IMPROVE re-places the quote at the rate configured then.
+     */
+    maxBuilderFeeCbps: z.number().nullish(),
+    /**
+     * Estimated net at the selected quantity and frozen price, in the quote
+     * asset, at monacoFeeCbps plus the maximum add-on: the least you receive
+     * when selling, the most you pay when buying.
+     */
+    estimatedNet: z.string().nullish(),
+});
+/**
+ * Authoritative RFQ status. A taker sees `view` and `outcome`; a maker sees
+ * its own latest quote and, once selected, its own selection.
+ */
+export const RfqStatusSchema = z.object({
+    terms: RfqRequestTermsSchema.nullish(),
+    state: openUnion(),
+    stateVersion: z.number(),
+    acceptedSide: openUnion().nullish(),
+    lastLookDeadlineAtMs: z.number().nullish(),
+    view: RfqViewSchema.nullish(),
+    ownQuote: RfqQuoteVersionSchema.nullish(),
+    ownSelection: RfqMakerSelectionSchema.nullish(),
+    /** The `expectedVersion` for your next quote or withdrawal. */
+    ownLatestVersion: z.number(),
+    ownQuoteWithdrawn: z.boolean(),
+    outcome: RfqOutcomeSchema.nullish(),
+    durableSequence: z.number(),
+});
+/** A market RFQ is offered on. */
+export const RfqMarketCapabilitySchema = z.object({
+    tradingPairId: z.string(),
+    product: openUnion().nullish(),
+    minQuantity: z.string(),
+    maxQuantity: z.string(),
+});
+/** Your RFQ limits and the markets RFQ is offered on. */
+export const GetRfqCapabilitiesResponseSchema = z.object({
+    protocolVersion: z.number(),
+    /** Whether RFQ is enabled for you. */
+    enabled: z.boolean(),
+    markets: z.array(RfqMarketCapabilitySchema),
+    requestWindowMs: z.number(),
+    minQuoteValidityMs: z.number(),
+    maxQuoteValidityMs: z.number(),
+    lastLookMs: z.number(),
+    /** RFQs you may create per quota window. */
+    maxNewRfqs: z.number(),
+    quotaWindowMs: z.number(),
+    quotaRemaining: z.number(),
+    quotaRetryAfterMs: z.number(),
+});
+/** A withdrawn quote: the withdrawal's version. */
+export const WithdrawRfqQuoteResponseSchema = z.object({
+    rfqId: z.string(),
+    version: z.number(),
+});
+/** A recorded last-look answer. */
+export const RespondRfqLastLookResponseSchema = z.object({
+    acceptanceId: z.string(),
+    response: openUnion().nullish(),
+    recordedAtMs: z.number(),
+});

package/dist/sdk/index.d.ts

@@ -1,4 +1,5 @@
 import type { Address, PublicClient, TransactionReceipt, WalletClient } from "viem";
+import type { AnalyticsAPI } from "../analytics";
 import type { ApplicationsAPI } from "../applications";
 import type { AuthAPI, AuthState } from "../auth/index";
 import type { BuildercodesAPI } from "../buildercodes";
@@ -14,6 +15,7 @@ import type { PortfolioAPI } from "../portfolio";
 import type { PositionsAPI } from "../positions";
 import type { ProfileAPI } from "../profile";
 import type { PulseAPI } from "../pulse";
+import type { RfqAPI } from "../rfq";
 import type { SubAccountsAPI } from "../sub-accounts";
 import type { SweeperAPI } from "../sweeper";
 import type { TraderCodesAPI } from "../tradercodes";
@@ -120,6 +122,8 @@ export interface MonacoSDK {
     buildercodes: BuildercodesAPI;
     /** Copy trading API: lead trader profiles and the leaderboard, and your follows */
     copyTrading: CopyTradingAPI;
+    /** RFQ (block trading) API: request and accept quotes as taker, quote and answer last look as maker */
+    rfq: RfqAPI;
     /** Testnet faucet API */
     faucet: FaucetAPI;
     /** Deposit-address registration (sweeper) API; requires a session */
@@ -131,14 +135,16 @@ export interface MonacoSDK {
     pulse: PulseAPI;
     /** Public region status API: whether Monaco is available in the caller's region */
     compliance: ComplianceAPI;
+    /** Public explorer analytics API: protocol totals and series, market volume, treasury net fees */
+    analytics: AnalyticsAPI;
     /** Orderbook REST API for fetching orderbook snapshots */
     orderbook: {
         getOrderbook: (tradingPairId: string, options?: {
-            /** Number of price levels to return (max 100). Defaults to 10. */
+            /** Number of price levels per side (max 1000). Defaults to 10. Above 100 the snapshot comes from the market-data book and carries `bookSeq`. */
             depth?: number;
             /** Trading mode: 'Spot' or 'Margin'. Defaults to 'Spot'. */
             tradingMode?: TradingMode;
-            /** Price grouping magnitude. Valid values: 0.0001, 0.001, 0.01, 0.1, 1, 10, 100, 1000, 10000. */
+            /** Price grouping magnitude. Valid values: 0.000001, 0.00001, 0.0001, 0.001, 0.01, 0.1, 1, 10, 100, 1000, 10000. */
             magnitude?: number;
             /** Quantity denomination: 'BASE' or 'QUOTE'. When 'QUOTE' type, quantities are multiplied by the quote price. */
             denomination?: OrderbookQuotationMode;
@@ -160,6 +166,23 @@ export interface MonacoSDK {
             /** Empty exactly when the walk is finished. */
             nextPageToken: string;
         }>;
+        /**
+         * One page of the trade feed: every market, newest first, or only the
+         * trades one application took (`takerApplicationId`). Public and rate
+         * limited per client IP; follow `nextPageToken` until it is empty.
+         */
+        listTrades: (options?: {
+            /** Only the trades this application (frontend) took, as the taker's application. */
+            takerApplicationId?: string;
+            /** Maximum number of records to return (default: 25, max: 1000) */
+            pageSize?: number;
+            /** Cursor from a previous response's `nextPageToken`; omit to start */
+            pageToken?: string;
+        }) => Promise<{
+            trades: TradeEvent[];
+            /** Empty exactly when the walk is finished. */
+            nextPageToken: string;
+        }>;
     };
     /** WebSocket client for real-time data — the full typed channel surface of {@link MonacoWebSocket} */
     ws: MonacoWebSocket;

package/dist/trading/index.d.ts

@@ -6,7 +6,7 @@
 import type { BaseAPI } from "../api/index";
 import type { MarginMode } from "../margin-accounts";
 import type { Order, OrderSide, PositionSide, SelfTradePreventionMode, TimeInForce, TradingMode } from "./orders";
-import type { BatchCancelOrdersResponse, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchReplaceOrderParams, BatchReplaceOrdersResponse, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, GetTwapOrderTcaResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrderSlicesParams, ListTwapOrderSlicesResponse, ListTwapOrdersParams, ListTwapOrdersResponse, ParentTpSlLegParams, ParentTrailingStopLegParams, ReplaceOrderResponse, TwapOrder } from "./responses";
+import type { BatchCancelOrdersResponse, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchReplaceOrderParams, BatchReplaceOrdersResponse, CancelAllAfterOptions, CancelAllAfterResponse, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, GetTwapOrderTcaResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrderSlicesParams, ListTwapOrderSlicesResponse, ListTwapOrdersParams, ListTwapOrdersResponse, ParentTpSlLegParams, ParentTrailingStopLegParams, ReplaceOrderResponse, TwapOrder } from "./responses";
 /**
  * Trading API interface.
  * Provides methods for placing and managing orders.
@@ -20,7 +20,7 @@ export interface TradingAPI extends BaseAPI {
      * @param quantity - Order quantity as string
      * @param price - Order price as string
      * @param options - Optional parameters for the limit order
-     * @param options.tradingMode - Trading mode (e.g., "SPOT")
+     * @param options.tradingMode - Trading mode ("SPOT" or "MARGIN"). Omit it to use the trading pair market type.
      * @param options.timeInForce - Time in force ("GTC", "IOC", or "FOK")
      * @returns Promise resolving to the order result
      */
@@ -42,6 +42,7 @@ export interface TradingAPI extends BaseAPI {
         riskBucketId?: string;
         /** Initial order budget; unfilled funds do not back the isolated position. */
         riskBucketCollateral?: string;
+        /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
         strategyKey?: string;
         /** @deprecated Order side is authoritative. */
         positionSide?: PositionSide;
@@ -84,7 +85,7 @@ export interface TradingAPI extends BaseAPI {
      * @param side - Order side ("BUY" or "SELL")
      * @param quantity - Order quantity as string
      * @param options - Optional parameters for the market order
-     * @param options.tradingMode - Trading mode (e.g., "SPOT")
+     * @param options.tradingMode - Trading mode ("SPOT" or "MARGIN"). Omit it to use the trading pair market type.
      * @param options.slippageTolerance - Slippage tolerance as decimal (e.g., 0.01 for 1%, 0 for best price only, undefined for unlimited slippage)
      * @returns Promise resolving to the order result
      */
@@ -104,6 +105,7 @@ export interface TradingAPI extends BaseAPI {
         riskBucketId?: string;
         /** Initial order budget; unfilled funds do not back the isolated position. */
         riskBucketCollateral?: string;
+        /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
         strategyKey?: string;
         /** @deprecated Order side is authoritative. */
         positionSide?: PositionSide;
@@ -165,6 +167,19 @@ export interface TradingAPI extends BaseAPI {
      * @returns Promise resolving to the batch cancellation result
      */
     batchCancelAll(tradingPairId?: string): Promise<BatchCancelOrdersResponse>;
+    /**
+     * Arms, refreshes or disarms a dead man's switch. Unless you call again
+     * before `timeoutMs` runs out, the exchange cancels your resting orders
+     * with terminalReason `CANCEL_ALL_AFTER`: resting limit orders, triggered
+     * TP/SL legs resting on the book, and TWAP parents that are not
+     * reduce-only. Untriggered TP/SL on a position, reduce-only TWAPs and RFQ
+     * quotes stay; legs still pending on a cancelled entry order end with it.
+     * A timer that fires is spent; arm it again to keep the switch on.
+     * @param timeoutMs - 0 disarms; otherwise 5000 to 900000 (5 s to 15 min)
+     * @param options - Optional scope; see {@link CancelAllAfterOptions}
+     * @returns Promise resolving to the deadline that was set
+     */
+    cancelAllAfter(timeoutMs: number, options?: CancelAllAfterOptions): Promise<CancelAllAfterResponse>;
     /**
      * Replaces an existing order with new parameters.
      * Updates the order with new price, quantity, and balance settings.
@@ -290,4 +305,4 @@ export interface TradingAPI extends BaseAPI {
 }
 export type { ConditionalOrderConditionType, ConditionalOrderState, ConditionalOrderTriggerSource, 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, ListTwapOrderSlicesParams, ListTwapOrderSlicesResponse, ListTwapOrdersParams, ListTwapOrdersResponse, MatchResult, ParentTpSlLegParams, ParentTrailingStopLegParams, ReplaceOrderResponse, TriggeredOrderSummary, TwapOrder, UpdatedFields, } from "./responses";
+export type { BatchCancelError, BatchCancelOrdersResponse, BatchCancelResult, BatchCreateOrderParams, BatchCreateOrdersResponse, BatchCreateResult, BatchError, BatchReplaceOrderParams, BatchReplaceOrdersResponse, BatchReplaceResult, CancelAllAfterOptions, CancelAllAfterResponse, CancelConditionalOrderResponse, CancelOrderResponse, CancelTwapOrderResponse, ConditionalOrder, CreateOrderResponse, CreateTwapOrderOptions, CreateTwapOrderResponse, GetOrderResponse, GetPaginatedOrdersParams, GetPaginatedOrdersResponse, GetTwapOrderTcaResponse, ListConditionalOrdersParams, ListConditionalOrdersResponse, ListTwapOrderSlicesParams, ListTwapOrderSlicesResponse, ListTwapOrdersParams, ListTwapOrdersResponse, MatchResult, ParentTpSlLegParams, ParentTrailingStopLegParams, ReplaceOrderResponse, TriggeredOrderSummary, TwapOrder, UpdatedFields, } from "./responses";

package/dist/trading/orders.d.ts

@@ -164,6 +164,17 @@ export interface Order {
      * Wire: `placementMakerFeeBps`.
      */
     placementMakerFeeBps?: string;
+    /**
+     * The RFQ (block trade) this order belongs to; set on RFQ orders only
+     * (`origin` `RFQ`). Read the RFQ with `rfq.getRfq`. Wire: `rfqId`.
+     */
+    rfqId?: string;
+    /**
+     * Set on a maker's RFQ quote order only: the internal engine id of the quote
+     * version the order rested for. Not the public `quoteId`; the taker's order,
+     * which fills from several quotes, carries none. Wire: `rfqQuoteId`.
+     */
+    rfqQuoteId?: 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
@@ -211,7 +222,7 @@ export interface Order {
     version?: number;
 }
 /** Stable terminal causes for accepted orders that end as CANCELLED. */
-export type OrderTerminalReason = "USER_REQUESTED" | "REPLACED" | "LIQUIDATION" | "INSUFFICIENT_MARGIN" | "REDUCE_ONLY_EXHAUSTED" | "POSITION_CLOSED" | "OCO_SIBLING_TRIGGERED" | "SELF_TRADE_PREVENTION" | "AUTO_DELEVERAGING" | "PRICE_BAND" | "SLIPPAGE_TOLERANCE" | "BANKRUPTCY_PRICE" | "SYSTEM";
+export type OrderTerminalReason = "USER_REQUESTED" | "REPLACED" | "LIQUIDATION" | "INSUFFICIENT_MARGIN" | "REDUCE_ONLY_EXHAUSTED" | "POSITION_CLOSED" | "OCO_SIBLING_TRIGGERED" | "SELF_TRADE_PREVENTION" | "AUTO_DELEVERAGING" | "PRICE_BAND" | "SLIPPAGE_TOLERANCE" | "BANKRUPTCY_PRICE" | "CANCEL_ALL_AFTER" | "SYSTEM";
 /**
  * Role of the creator or order
  */

package/dist/trading/responses.d.ts

@@ -371,7 +371,7 @@ export interface BatchCreateOrderParams {
     price?: string;
     /** Order quantity */
     quantity: string;
-    /** Trading mode (defaults to "SPOT") */
+    /** Trading mode: "SPOT" or "MARGIN". Omit it to use the trading pair market type. */
     tradingMode?: TradingMode;
     /** Maximum slippage for market orders as decimal (e.g., 0.01 for 1%) */
     slippageTolerance?: number;
@@ -684,7 +684,7 @@ export interface CreateTwapOrderOptions {
     executionStyle?: "TAKER" | "PASSIVE";
     /** Whether the TWAP parent is reduce-only (margin only). Child orders inherit it and clamp to the live position. */
     reduceOnly?: boolean;
-    /** Trading mode: "SPOT" or "MARGIN" (default: "SPOT"). */
+    /** Trading mode: "SPOT" or "MARGIN". Omit it to use the trading pair market type; a mode that does not match the pair is rejected. */
     tradingMode?: TradingMode;
     /** Margin account UUID for margin TWAP orders. Resolved once at creation and reused by every child order. */
     marginAccountId?: string;
@@ -744,6 +744,31 @@ export interface CreateTwapOrderResponse {
     /** Resolved window end (ISO 8601). Execution never continues past it. */
     endTime: string;
 }
+/**
+ * Options for {@link TradingAPI.cancelAllAfter}.
+ */
+export interface CancelAllAfterOptions {
+    /**
+     * Scope the timer to one trading pair. Omitted, the timer covers every
+     * market. The account-wide timer and each pair's timer are separate.
+     * Required for a delegated session.
+     */
+    tradingPairId?: string;
+}
+/**
+ * Response from arming, refreshing or disarming a cancel-all-after timer.
+ */
+export interface CancelAllAfterResponse {
+    /**
+     * When the exchange cancels your resting orders unless you call again first
+     * (ISO 8601). Absent when the timer was disarmed.
+     */
+    cancelAt?: string;
+    /** The timeout that was set, echoed back; 0 when disarmed. */
+    timeoutMs: number;
+    /** The trading pair the timer covers; absent for the account-wide timer. */
+    tradingPairId?: string;
+}
 /**
  * Response from cancelling a TWAP parent order.
  */

package/dist/validation/index.d.ts

@@ -21,5 +21,6 @@ export * from "./margin-accounts.js";
 export * from "./market.js";
 export * from "./positions.js";
 export * from "./profile.js";
+export * from "./rfq.js";
 export * from "./trading.js";
 export * from "./vault.js";

package/dist/validation/index.js

@@ -23,5 +23,6 @@ export * from "./market.js";
 export * from "./positions.js";
 // Export module-specific schemas
 export * from "./profile.js";
+export * from "./rfq.js";
 export * from "./trading.js";
 export * from "./vault.js";

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

@@ -64,7 +64,7 @@ export declare const TransferCollateralToRiskBucketSchema: z.ZodObject<{
         marginMode: z.ZodLiteral<"CROSS">;
         marginAccountId: z.ZodOptional<z.ZodUUID>;
         selectedTradingPairIds: z.ZodOptional<z.ZodNever>;
-        strategyKey: z.ZodOptional<z.ZodNever>;
+        strategyKey: z.ZodOptional<z.ZodString>;
         tradingPairId: z.ZodOptional<z.ZodNever>;
     }, z.core.$strict>]>>;
 }, z.core.$strip>;
@@ -171,7 +171,7 @@ export declare const SimulateRiskBucketOrderRiskSchema: z.ZodObject<{
         marginMode: z.ZodLiteral<"CROSS">;
         marginAccountId: z.ZodOptional<z.ZodUUID>;
         selectedTradingPairIds: z.ZodOptional<z.ZodNever>;
-        strategyKey: z.ZodOptional<z.ZodNever>;
+        strategyKey: z.ZodOptional<z.ZodString>;
         tradingPairId: z.ZodUUID;
         side: z.ZodEnum<{
             BUY: "BUY";

package/dist/validation/margin-accounts.js

@@ -2,7 +2,7 @@
  * Margin Account API Validation Schemas
  */
 import { z } from "zod";
-import { MarketSlippageToleranceBpsSchema, OrderIdempotencyKeySchema, OrderSideSchema, OrderTypeSchema, PositionSideSchema, PositiveDecimalStringSchema, UUIDSchema, } from "./trading";
+import { MarketSlippageToleranceBpsSchema, OrderIdempotencyKeySchema, OrderSideSchema, OrderTypeSchema, PositionSideSchema, PositiveDecimalStringSchema, StrategyKeySchema, UUIDSchema, } from "./trading";
 const CursorPaginationSchema = z.object({
     /**
      * Rejected, not ignored. A non-strict object would let a JS or `any` caller
@@ -37,7 +37,7 @@ const TransferCollateralRequestSchema = z
     asset: z.string().trim().min(1, "Asset cannot be empty"),
     amount: PositiveDecimalStringSchema,
     tradingPairId: UUIDSchema.optional(),
-    strategyKey: z.string().trim().min(1, "Strategy key cannot be empty").optional(),
+    strategyKey: StrategyKeySchema.optional(),
     // A cross risk bucket has no trading pair, so CROSS is the only way to name
     // one on the way out (0XM-2420). The two never combine.
     marginMode: z.enum(["ISOLATED", "CROSS"]).optional(),
@@ -54,7 +54,7 @@ const ParentMarginAccountCollateralRequestSchema = z.object({
 });
 const RiskBucketRequestSchema = z.object({
     tradingPairId: UUIDSchema,
-    strategyKey: z.string().trim().min(1, "Strategy key cannot be empty").optional(),
+    strategyKey: StrategyKeySchema.optional(),
 });
 const IsolatedRiskBucketRequestSchema = RiskBucketRequestSchema.extend({
     marginMode: z.literal("ISOLATED").optional(),
@@ -78,7 +78,7 @@ const CrossRiskBucketSimulateRequestSchema = z.object({
     marginMode: z.literal("CROSS"),
     marginAccountId: UUIDSchema.optional(),
     selectedTradingPairIds: z.never().optional(),
-    strategyKey: z.never().optional(),
+    strategyKey: StrategyKeySchema.optional(),
 });
 // A cross transfer-in names no pairs. Cross scope is derived from trading, so
 // funding has nothing to declare; `selectedTradingPairIds` used to REPLACE the
@@ -89,7 +89,7 @@ const CrossRiskBucketRequestSchema = z.object({
     marginMode: z.literal("CROSS"),
     marginAccountId: UUIDSchema.optional(),
     selectedTradingPairIds: z.never().optional(),
-    strategyKey: z.never().optional(),
+    strategyKey: StrategyKeySchema.optional(),
     tradingPairId: z.never().optional(),
 });
 export const TransferCollateralSchema = z.object({

package/dist/validation/market.d.ts

@@ -267,3 +267,10 @@ export declare const GetTradesSchema: z.ZodObject<{
     pageSize: z.ZodOptional<z.ZodNumber>;
     pageToken: z.ZodOptional<z.ZodString>;
 }, z.core.$strip>;
+/** Options for the every-market trade feed (`listTrades`). */
+export declare const ListTradesSchema: z.ZodObject<{
+    page: z.ZodOptional<z.ZodNever>;
+    pageSize: z.ZodOptional<z.ZodNumber>;
+    pageToken: z.ZodOptional<z.ZodString>;
+    takerApplicationId: z.ZodOptional<z.ZodUUID>;
+}, z.core.$strip>;

package/dist/validation/market.js

@@ -267,3 +267,7 @@ export const GetTradesSchema = z.object({
     pageSize: z.number().int("Page size must be an integer").min(1, "Page size must be at least 1").max(1000, "Page size cannot exceed 1000").optional(),
     pageToken: z.string().optional(),
 });
+/** Options for the every-market trade feed (`listTrades`). */
+export const ListTradesSchema = GetTradesSchema.extend({
+    takerApplicationId: UUIDSchema.optional(),
+});

package/dist/validation/rfq.d.ts

@@ -0,0 +1,109 @@
+/**
+ * RFQ (block trading) validation schemas.
+ *
+ * Client-side checks for the RFQ request params, run before a request is
+ * sent. The server stays the authority on every business rule (market size
+ * rules, deadlines, versions, last-look improvement); these catch malformed
+ * input early and mirror the request shape the REST gateway accepts, which
+ * rejects unknown fields.
+ */
+import { z } from "zod";
+/** The taker's side, or a quote's side as the taker sees it. */
+export declare const RfqSideSchema: z.ZodEnum<{
+    BUY: "BUY";
+    SELL: "SELL";
+}>;
+/** The market product an RFQ trades. */
+export declare const RfqProductSchema: z.ZodEnum<{
+    PERPETUAL: "PERPETUAL";
+    SPOT: "SPOT";
+}>;
+/**
+ * A client idempotency key: 1-64 letters, digits, or `. _ : -`. A retry with
+ * the same key and body returns the first result. Omitted, the SDK generates
+ * one per call.
+ */
+export declare const RfqIdempotencyKeySchema: z.ZodString;
+/** A quote's price (quote units per base unit) and capacity (base units). */
+export declare const RfqQuoteTermsSchema: z.ZodObject<{
+    price: z.ZodString;
+    capacity: z.ZodString;
+}, z.core.$strict>;
+/** Params for requesting quotes. */
+export declare const CreateRfqSchema: z.ZodObject<{
+    tradingPairId: z.ZodUUID;
+    product: z.ZodEnum<{
+        PERPETUAL: "PERPETUAL";
+        SPOT: "SPOT";
+    }>;
+    quantity: z.ZodString;
+    side: z.ZodOptional<z.ZodEnum<{
+        BUY: "BUY";
+        SELL: "SELL";
+    }>>;
+    leverage: z.ZodOptional<z.ZodString>;
+    marginMode: z.ZodOptional<z.ZodEnum<{
+        CROSS: "CROSS";
+        ISOLATED: "ISOLATED";
+    }>>;
+    idempotencyKey: z.ZodOptional<z.ZodString>;
+}, z.core.$strict>;
+/** Params for accepting one side of the view the taker last saw. */
+export declare const AcceptRfqSchema: z.ZodObject<{
+    side: z.ZodEnum<{
+        BUY: "BUY";
+        SELL: "SELL";
+    }>;
+    viewVersion: z.ZodNumber;
+    idempotencyKey: z.ZodOptional<z.ZodString>;
+}, z.core.$strict>;
+/** Params for cancelling an RFQ. */
+export declare const CancelRfqSchema: z.ZodObject<{
+    idempotencyKey: z.ZodOptional<z.ZodString>;
+}, z.core.$strict>;
+/** Params for placing or replacing a quote: a bid, an ask or both. */
+export declare const UpsertRfqQuoteSchema: z.ZodObject<{
+    expectedVersion: z.ZodNumber;
+    bid: z.ZodOptional<z.ZodObject<{
+        price: z.ZodString;
+        capacity: z.ZodString;
+    }, z.core.$strict>>;
+    ask: z.ZodOptional<z.ZodObject<{
+        price: z.ZodString;
+        capacity: z.ZodString;
+    }, z.core.$strict>>;
+    validityMs: z.ZodOptional<z.ZodNumber>;
+    leverage: z.ZodOptional<z.ZodString>;
+    marginMode: z.ZodOptional<z.ZodEnum<{
+        CROSS: "CROSS";
+        ISOLATED: "ISOLATED";
+    }>>;
+    idempotencyKey: z.ZodOptional<z.ZodString>;
+}, z.core.$strict>;
+/** Params for withdrawing your current quote. */
+export declare const WithdrawRfqQuoteSchema: z.ZodObject<{
+    expectedVersion: z.ZodNumber;
+    idempotencyKey: z.ZodOptional<z.ZodString>;
+}, z.core.$strict>;
+/** Params for answering last look. There is no accept: silence executes. */
+export declare const RespondRfqLastLookSchema: z.ZodObject<{
+    acceptanceId: z.ZodUUID;
+    response: z.ZodEnum<{
+        IMPROVE: "IMPROVE";
+        REJECT: "REJECT";
+    }>;
+    improvedTerms: z.ZodOptional<z.ZodObject<{
+        price: z.ZodString;
+        capacity: z.ZodString;
+    }, z.core.$strict>>;
+    idempotencyKey: z.ZodOptional<z.ZodString>;
+}, z.core.$strict>;
+export type RfqSide = z.infer<typeof RfqSideSchema>;
+export type RfqProduct = z.infer<typeof RfqProductSchema>;
+export type RfqQuoteTerms = z.infer<typeof RfqQuoteTermsSchema>;
+export type CreateRfqParams = z.infer<typeof CreateRfqSchema>;
+export type AcceptRfqParams = z.infer<typeof AcceptRfqSchema>;
+export type CancelRfqParams = z.infer<typeof CancelRfqSchema>;
+export type UpsertRfqQuoteParams = z.infer<typeof UpsertRfqQuoteSchema>;
+export type WithdrawRfqQuoteParams = z.infer<typeof WithdrawRfqQuoteSchema>;
+export type RespondRfqLastLookParams = z.infer<typeof RespondRfqLastLookSchema>;