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

package/dist/websocket/depth.d.ts

@@ -0,0 +1,142 @@
+/**
+ * Market-data depth and BBO types (0XM-3551).
+ *
+ * The `depth:<tradingPairId>:<SPOT|MARGIN>` and `bbo:<tradingPairId>:<SPOT|MARGIN>`
+ * WebSocket channels carry the market-data service's sequenced book: a
+ * subscribe-time snapshot, then live frames linked by `bookSeq` /
+ * `prevBookSeq`. The SDK's `ws.depth` and `ws.bbo` helpers keep the local
+ * state for you; the frame shapes are exported for callers that need them.
+ *
+ * Sequence numbers are durable-log positions (u64). They are surfaced as
+ * decimal strings, since a u64 can exceed `Number.MAX_SAFE_INTEGER`; compare
+ * them with `BigInt`.
+ */
+import type { TradingMode } from "../trading";
+/** One price level, with its absolute (not incremental) values. */
+export interface DepthLevel {
+    /** Price, a decimal string. */
+    price: string;
+    /** Resting quantity at this price, a decimal string. */
+    quantity: string;
+    /** Number of resting orders at this price. */
+    orderCount: number;
+}
+/**
+ * The `depth` channel's subscribe-time snapshot: up to 1000 levels per side,
+ * best first, exact as of `bookSeq`.
+ */
+export interface DepthSnapshot {
+    tradingPairId: string;
+    tradingMode: TradingMode | (string & {});
+    /** The durable-log sequence the snapshot is exact as of (u64, decimal string). */
+    bookSeq: string;
+    bids: DepthLevel[];
+    asks: DepthLevel[];
+    /** Every bid level is in `bids`; when false, levels below the last one are unknown. */
+    bidsComplete: boolean;
+    /** Every ask level is in `asks`; when false, levels above the last one are unknown. */
+    asksComplete: boolean;
+}
+/**
+ * A live `depth` frame: only the levels that changed since `prevBookSeq`,
+ * each with its absolute value at `bookSeq`. A quantity of `"0"` (order
+ * count 0) removes the level.
+ */
+export interface DepthDelta {
+    tradingPairId: string;
+    tradingMode: TradingMode | (string & {});
+    /** The durable-log sequence of the last change this frame includes. */
+    bookSeq: string;
+    /** The `bookSeq` this frame continues from. */
+    prevBookSeq: string;
+    /** The durable-log timestamp of the step at `bookSeq`, in milliseconds. */
+    timestampMs: number;
+    bids: DepthLevel[];
+    asks: DepthLevel[];
+    /** Set while the publisher lags the durable log. */
+    stale: boolean;
+}
+/** The local book `ws.depth` maintains and hands to its listener. */
+export interface DepthBook {
+    tradingPairId: string;
+    tradingMode: TradingMode | (string & {});
+    /** The sequence the book is current as of (u64, decimal string). */
+    bookSeq: string;
+    /** Bids, best (highest) first. */
+    bids: DepthLevel[];
+    /** Asks, best (lowest) first. */
+    asks: DepthLevel[];
+    /**
+     * Every bid level is known. When false, the book holds only levels at or
+     * above the snapshot's deepest bid: a level below it that a removal would
+     * promote stays unknown until the next snapshot.
+     */
+    bidsComplete: boolean;
+    /** Every ask level is known (see `bidsComplete`). */
+    asksComplete: boolean;
+    /** The latest applied frame was published while the service lagged. */
+    stale: boolean;
+    /** Durable-log time of the latest applied frame; absent right after a snapshot. */
+    timestampMs?: number;
+}
+/** The `bbo` channel's subscribe-time snapshot. An empty side is `null`. */
+export interface BboSnapshot {
+    tradingPairId: string;
+    tradingMode: TradingMode | (string & {});
+    bookSeq: string;
+    bestBid: string | null;
+    /** Quantity resting at `bestBid`. */
+    bidQty: string | null;
+    bestAsk: string | null;
+    /** Quantity resting at `bestAsk`. */
+    askQty: string | null;
+}
+/** A live `bbo` frame. */
+export interface BboEvent extends BboSnapshot {
+    prevBookSeq: string;
+    timestampMs: number;
+    stale: boolean;
+}
+/** The top of book `ws.bbo` maintains and hands to its listener. */
+export interface Bbo extends BboSnapshot {
+    /** The latest applied frame was published while the service lagged. */
+    stale: boolean;
+    /** Durable-log time of the latest applied frame; absent right after a snapshot. */
+    timestampMs?: number;
+}
+/** Why a local book was discarded and is being rebuilt from a new snapshot. */
+export type LocalBookResyncReason = 
+/** A frame did not link to the book (a lost frame), or could not be read. */
+"gap"
+/**
+ * The server could not serve a snapshot (`SNAPSHOT_UNAVAILABLE`; it retries
+ * and sends one when the book heals), or the one it sent could not be read.
+ */
+ | "snapshot_unavailable"
+/**
+ * A side whose snapshot was incomplete has thinned below half its snapshot
+ * depth: the levels beyond its boundary are unknown, so a fresh snapshot is
+ * taken.
+ */
+ | "truncated"
+/** The connection dropped; the book is rebuilt from the snapshot the reconnect brings. */
+ | "disconnected";
+/** A channel-level error the server sent for a `depth` / `bbo` subscription. */
+export interface LocalBookError {
+    /** The server's error code, e.g. `INVALID_SUBSCRIPTION`. */
+    code: string;
+    message: string;
+}
+/** Options for `ws.depth` and `ws.bbo`. */
+export interface LocalBookOptions {
+    /**
+     * Called when the local state is discarded to be rebuilt; the listener is
+     * called again once the new snapshot arrives.
+     */
+    onResync?: (reason: LocalBookResyncReason) => void;
+    /**
+     * Called when the server rejects the subscription with an error other than
+     * `SNAPSHOT_UNAVAILABLE` (which is retried): the book will not arrive.
+     */
+    onError?: (error: LocalBookError) => void;
+}

package/dist/websocket/depth.js

@@ -0,0 +1,13 @@
+/**
+ * Market-data depth and BBO types (0XM-3551).
+ *
+ * The `depth:<tradingPairId>:<SPOT|MARGIN>` and `bbo:<tradingPairId>:<SPOT|MARGIN>`
+ * WebSocket channels carry the market-data service's sequenced book: a
+ * subscribe-time snapshot, then live frames linked by `bookSeq` /
+ * `prevBookSeq`. The SDK's `ws.depth` and `ws.bbo` helpers keep the local
+ * state for you; the frame shapes are exported for callers that need them.
+ *
+ * Sequence numbers are durable-log positions (u64). They are surfaced as
+ * decimal strings, since a u64 can exceed `Number.MAX_SAFE_INTEGER`; compare
+ * them with `BigInt`.
+ */

package/dist/websocket/events/index.d.ts

@@ -12,5 +12,7 @@ export * from "./orderbook-events";
 export * from "./orders-events";
 export * from "./position-events";
 export * from "./position-valuation-events";
+export * from "./rfq-events";
+export * from "./rfq-trade-events";
 export * from "./trade-events";
 export * from "./twap-order-events";

package/dist/websocket/events/index.js

@@ -12,5 +12,7 @@ export * from "./orderbook-events";
 export * from "./orders-events";
 export * from "./position-events";
 export * from "./position-valuation-events";
+export * from "./rfq-events";
+export * from "./rfq-trade-events";
 export * from "./trade-events";
 export * from "./twap-order-events";

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

@@ -67,6 +67,46 @@ export interface OrderbookEvent {
     quoteDecimals: number;
     /** Event timestamp */
     timestamp: string;
-    /** Sequence number for ordering */
+    /**
+     * Sequence number for ordering. Under the default engine source it is the
+     * matching engine's own frame counter; when the server renders the channel
+     * from market-data's book (`WS_ORDERBOOK_SOURCE=market_data`) it equals
+     * `bookSeq`. The two are different number spaces: do not compare a value
+     * from one source with a value from the other (a reconnect or deploy can
+     * switch sources). For exact comparison under the market-data source use
+     * `bookSeq`, a u64 decimal string.
+     */
     sequence: number;
+    /**
+     * Durable-log sequence this book is exact as of, as a decimal string
+     * (a u64 can exceed `Number.MAX_SAFE_INTEGER`; compare with `BigInt`).
+     *
+     * Present on a REST snapshot of more than 100 levels: a point-in-time
+     * read and staleness check, not a base for applying depth deltas (the REST
+     * snapshot may come from a different market-data replica than the stream;
+     * for a live local book use `sdk.ws.depth`, which hands off from the
+     * `depth` channel's own snapshot). A side that came back with as many
+     * levels as requested may hold more.
+     *
+     * Also present on every `orderbook` WebSocket frame and snapshot row when
+     * the server renders the channel from market-data's book
+     * (`WS_ORDERBOOK_SOURCE=market_data`): the same watermark the `depth`
+     * channel carries, identical on every server. Each such frame restates the
+     * book, so per subscription (one channel string: pair, mode, magnitude and
+     * quotation) a frame whose `bookSeq` is not past the last one applied to it
+     * can be ignored. The watermark is the book's, shared by every magnitude
+     * and quotation of it: a newly subscribed variant starts from its own
+     * snapshot even when its `bookSeq` equals another variant's.
+     */
+    bookSeq?: string;
+    /**
+     * On an `orderbook` WebSocket frame rendered from market-data's book
+     * (`WS_ORDERBOOK_SOURCE=market_data`): the `bookSeq` of the previous frame
+     * this server rendered for the book, `"0"` before the first, as a decimal
+     * string. A `prevBookSeq` at or below the `bookSeq` you hold means no
+     * rendered state was skipped. Informational only: every frame restates the
+     * whole book, so nothing needs to be re-requested when it is higher.
+     * Absent under the engine source and on REST snapshots.
+     */
+    prevBookSeq?: string;
 }

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

@@ -0,0 +1,145 @@
+/**
+ * RFQ WebSocket Event Types
+ *
+ * Pushes on the authenticated `rfq` channel (RFQ-05): new RFQs to quote as a
+ * maker, and the RFQs your account is party to. Every frame's `data` is one
+ * push, tagged on the wire by `type`.
+ *
+ * Unlike the other channels the wire keys are camelCase already, so these
+ * types carry them as sent, with one rename: the wire's `type` tag is
+ * `eventType` here, the discriminator every other channel's events use.
+ * Decimals are exact strings; versions,
+ * sequences, fee rates and `*Ms` times are numbers (times are Unix
+ * milliseconds). A push is a notification, not authority: if you miss one,
+ * read the RFQ's authoritative status (`getRfq`).
+ */
+import type { RfqProduct, RfqSide } from "../../validation/rfq";
+/** The side a maker quotes: `BID` buys from the taker, `ASK` sells to it. */
+export type RfqQuoteSide = "BID" | "ASK";
+/** The state an RFQ ended in. */
+export type RfqTerminalState = "SETTLED" | "CANCELLED" | "EXPIRED" | "REJECTED";
+/**
+ * A new RFQ you can quote, sent to every account RFQ is enabled for except the
+ * requester's own wallet family. It never names the requester.
+ */
+export interface RfqRequestedEvent {
+    eventType: "RfqRequested";
+    rfqId: string;
+    tradingPairId: string;
+    product: RfqProduct | (string & {});
+    /** The requested base quantity; not a guaranteed fill. */
+    quantity: string;
+    /** The taker's side on a one-way request; absent on a two-way request. */
+    oneWaySide?: RfqSide | (string & {});
+    /**
+     * The side to quote on a one-way request, the one that fills the taker:
+     * `ASK` when it buys, `BID` when it sells. A quote on the other side is
+     * refused. Absent on a two-way request, where you may quote either or both.
+     */
+    quoteSide?: RfqQuoteSide | (string & {});
+    /** No new quotes after this time. */
+    newQuoteCutoffAtMs: number;
+}
+/** One side of the taker's view: the allocation that would fill the quantity. */
+export interface RfqSideViewEventData {
+    /** All-in volume-weighted price, the taker's Monaco and builder fees included. */
+    vwap: string;
+    availableQuantity: string;
+    /** The volume-weighted price before fees. */
+    grossVwap?: string;
+    /** Estimated Monaco taker fee on `availableQuantity`, in the quote asset. */
+    estimatedMonacoFee?: string;
+    /** Estimated builder fee on `availableQuantity`, in the quote asset. */
+    estimatedBuilderFee?: string;
+    /** Estimated total taker fee on `availableQuantity`, in the quote asset. */
+    estimatedTotalFee?: string;
+}
+/** The taker's view of the quotes. No maker identity or individual quote. */
+export interface RfqViewEventData {
+    /** Opaque token to hand back unchanged when you accept; compare for equality only. */
+    viewVersion: number;
+    /** Makers buying: you can sell into it. */
+    bid?: RfqSideViewEventData;
+    /** Makers selling: you can buy from it. */
+    ask?: RfqSideViewEventData;
+    asOfMs: number;
+    /** Pushes can arrive out of order: keep the view with the highest `sequence`. */
+    sequence: number;
+    /** Your Monaco taker fee rate in this view, in centi-bps. */
+    monacoFeeCbps?: number;
+    /** Your frontend's builder fee rate in this view, in centi-bps; frozen when you accept. */
+    builderFeeCbps?: number;
+}
+/** To the taker: its view moved. */
+export interface RfqViewEvent {
+    eventType: "RfqView";
+    rfqId: string;
+    view: RfqViewEventData;
+}
+/** A selected maker's own part of an acceptance; never another maker's or the taker's fee. */
+export interface RfqSelectionEventData {
+    /** Names the acceptance in your last-look response. */
+    acceptanceId: string;
+    /** The taker's side. */
+    takerSide: RfqSide | (string & {});
+    makerAccountId: string;
+    quoteId: string;
+    quoteVersion: number;
+    /** The quantity selected from your quote. */
+    quantity: string;
+    /** Your frozen quote terms on the side you fill. */
+    price: string;
+    capacity: string;
+    /** Your own tier rate in centi-bps, frozen at acceptance; negative for a rebate. */
+    makerFeeCbps: number;
+    /** Reject or improve before this time; silence executes. */
+    lastLookDeadlineAtMs: number;
+    /**
+     * 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; the receipt shows what was charged. Absent when it could not be read.
+     */
+    maxBuilderFeeCbps?: number;
+    /**
+     * Estimated net at `quantity` and `price`, in the quote asset, at
+     * `makerFeeCbps` plus `maxBuilderFeeCbps`: the least you receive when
+     * selling, the most you pay when buying. Absent with `maxBuilderFeeCbps`.
+     */
+    estimatedNet?: string;
+}
+/** To one selected maker: its last-look prompt. */
+export interface RfqSelectedEvent {
+    eventType: "RfqSelected";
+    rfqId: string;
+    selection: RfqSelectionEventData;
+}
+/** One executed child as the taker sees it: no maker. */
+export interface RfqFillEventData {
+    executionId: string;
+    price: string;
+    quantity: string;
+    /** Your whole taker fee on this fill: `monacoFee` plus `builderFee`. */
+    fee: string;
+    /** The Monaco part of `fee`. */
+    monacoFee?: string;
+    /** The builder part of `fee`. */
+    builderFee?: string;
+}
+/** How an RFQ ended, for its taker. */
+export interface RfqOutcomeEventData {
+    executedQuantity: string;
+    unfilledQuantity: string;
+    /** Gross VWAP of the fills; absent when nothing filled. */
+    vwap?: string;
+    fills: RfqFillEventData[];
+}
+/** To the taker and every maker that quoted: the RFQ ended. */
+export interface RfqOutcomeEvent {
+    eventType: "RfqOutcome";
+    rfqId: string;
+    state: RfqTerminalState | (string & {});
+    /** The taker's push only; makers get `state` alone. */
+    outcome?: RfqOutcomeEventData;
+}
+/** Any `rfq` channel push; narrow on `eventType`. */
+export type RfqEvent = RfqRequestedEvent | RfqViewEvent | RfqSelectedEvent | RfqOutcomeEvent;

package/dist/websocket/events/rfq-events.js

@@ -0,0 +1,15 @@
+/**
+ * RFQ WebSocket Event Types
+ *
+ * Pushes on the authenticated `rfq` channel (RFQ-05): new RFQs to quote as a
+ * maker, and the RFQs your account is party to. Every frame's `data` is one
+ * push, tagged on the wire by `type`.
+ *
+ * Unlike the other channels the wire keys are camelCase already, so these
+ * types carry them as sent, with one rename: the wire's `type` tag is
+ * `eventType` here, the discriminator every other channel's events use.
+ * Decimals are exact strings; versions,
+ * sequences, fee rates and `*Ms` times are numbers (times are Unix
+ * milliseconds). A push is a notification, not authority: if you miss one,
+ * read the RFQ's authoritative status (`getRfq`).
+ */

package/dist/websocket/events/rfq-trade-events.d.ts

@@ -0,0 +1,28 @@
+/**
+ * RFQ Trade WebSocket Event Types
+ *
+ * Public, anonymised prints of RFQ block fills on `rfq_trades:<pair>`
+ * (RFQ-23). RFQ fills never print on the order-book `trades` channel.
+ */
+import type { TradingMode } from "../../trading";
+/** The public facts of one RFQ fill: no account, counterparty, quote or RFQ id. */
+export interface RfqTradeEventData {
+    /** Deduplicates redeliveries */
+    executionId: string;
+    /** Execution price, exact decimal string */
+    price: string;
+    /** Executed base quantity, exact decimal string */
+    quantity: string;
+    /** When the fill executed (ISO 8601) */
+    executedAt: string;
+    /** When the print was published (ISO 8601) */
+    publishedAt: string;
+}
+/** One RFQ block print. */
+export interface RfqTradeEvent {
+    /** Trading pair ID (UUID) */
+    tradingPairId: string;
+    /** Trading mode (SPOT or MARGIN) */
+    tradingMode: TradingMode | (string & {});
+    data: RfqTradeEventData;
+}

package/dist/websocket/events/rfq-trade-events.js

@@ -0,0 +1,6 @@
+/**
+ * RFQ Trade WebSocket Event Types
+ *
+ * Public, anonymised prints of RFQ block fills on `rfq_trades:<pair>`
+ * (RFQ-23). RFQ fills never print on the order-book `trades` channel.
+ */

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

@@ -18,6 +18,28 @@ export interface TradeEventData {
     makerSide: OrderSide | (string & {});
     /** Timestamp when the trade was executed (ISO 8601) */
     executedAt: string;
+    /**
+     * How the trade executed: CLOB (on the order book) or RFQ (a request-for-quote
+     * block fill). Set on REST trade reads; the WebSocket `trades` channel carries
+     * order-book trades only.
+     */
+    executionSource?: "CLOB" | "RFQ" | (string & {});
+    /** Maker wallet address. Set on REST trade reads; WebSocket frames omit it. */
+    makerAddress?: string;
+    /** Taker wallet address. Set on REST trade reads; WebSocket frames omit it. */
+    takerAddress?: string;
+    /**
+     * Monaco's taker fee, in raw quote-asset units (the asset's smallest unit),
+     * excluding the frontend's builder fee. Set on REST trade reads when recorded.
+     */
+    takerFeeRaw?: string;
+    /**
+     * Executed notional, in raw quote-asset units (the asset's smallest unit).
+     * Set on REST trade reads when recorded.
+     */
+    quoteVolumeRaw?: string;
+    /** Application (frontend) that placed the taker order; trade volume and fees are attributed to it. REST trade reads only. */
+    takerApplicationId?: string;
 }
 /**
  * Trade event emitted when a trade is executed
@@ -31,4 +53,35 @@ export interface TradeEvent {
     tradingMode: TradingMode | (string & {});
     /** Trade execution data */
     data: TradeEventData;
+    /**
+     * The trade's position in its pair's chain: the durable-log sequence of the
+     * step that executed it. Present only when the server sources trades from
+     * market-data (`WS_TRADES_SOURCE=market_data`); absent otherwise.
+     */
+    seq?: number;
+    /** The trade's index among its step's fills; with `seq`, the trade's key. Same presence as `seq`. */
+    matchIndex?: number;
+    /** `seq` of the previous trade on the pair; 0 when the publisher knows none. Same presence as `seq`. */
+    prevSeq?: number;
+    /** `matchIndex` of the previous trade on the pair; `null` when the publisher knows none. Same presence as `seq`. */
+    prevMatchIndex?: number | null;
+}
+/**
+ * A sequenced trade `ws.trades` received that did not link to the last trade
+ * it delivered (or the snapshot cursor). The server forwards only linking
+ * trades, so this means a frame was lost or unreadable on the client; the
+ * trade is still delivered and the chain continues from it.
+ */
+export interface TradeGap {
+    tradingPairId: string;
+    /** The key of the last trade delivered, or the snapshot cursor. */
+    expected: {
+        seq: number;
+        matchIndex: number;
+    };
+    /** The received trade's link as sent; `null` where the frame carried none. */
+    received: {
+        prevSeq: number | null;
+        prevMatchIndex: number | null;
+    };
 }

package/dist/websocket/index.d.ts

@@ -6,5 +6,6 @@
 export * from "./base";
 export * from "./client";
 export * from "./clients/orderbook-client";
+export * from "./depth";
 export * from "./events";
 export * from "./snapshots";

package/dist/websocket/index.js

@@ -6,5 +6,6 @@
 export * from "./base";
 export * from "./client";
 export * from "./clients/orderbook-client";
+export * from "./depth";
 export * from "./events";
 export * from "./snapshots";

package/dist/websocket/snapshots.d.ts

@@ -51,7 +51,29 @@ import type { OrderOrigin } from "./events/orders-events";
  * already holds a second subscriber's callback waits for the next reconnect;
  * see `MonacoWebSocket` for the full rule.
  */
-export type SnapshotHandler<T> = (items: T[]) => void;
+export type SnapshotHandler<T> = (items: T[], meta?: SnapshotMeta) => void;
+/**
+ * The trade a `trades:<pair>` snapshot is current as of: trades at or below
+ * this key, compared as `(seq, matchIndex)`, are already reflected, and the
+ * next live trade links to it exactly.
+ */
+export interface TradeSnapshotCursor {
+    seq: number;
+    matchIndex: number;
+}
+/**
+ * What a `Snapshot` frame carries beside its rows. Today only the
+ * `trades:<pair>` snapshot uses it, and only when the server sources trades
+ * from market-data.
+ */
+export interface SnapshotMeta {
+    /**
+     * `trades:<pair>` only: the trade the live frames continue from, or `null`
+     * when nothing was applied since the server seeded the pair (the first live
+     * trade is then the base). Absent under the default engine source.
+     */
+    cursor?: TradeSnapshotCursor | null;
+}
 /**
  * One candle in an `ohlcv` channel snapshot: the live frame's candlestick
  * without `s`.

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 ["add_follow_position_margin", "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_all_copy_positions", "close_follow_positions", "close_position", "close_sub_account", "create_challenge", "create_delegated_session", "create_order", "create_sub_account", "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_fee_schedule", "get_follow", "get_funding_state", "get_index_price", "get_lead_trader", "get_liquidation_metrics", "get_margin_account_movements", "get_margin_account_pnl", "get_margin_account_summary", "get_mark_price", "get_market_metadata", "get_market_stats", "get_my_fee_tier", "get_my_lead_trader", "get_my_referral_downline", "get_my_referral_position", "get_my_referral_tree", "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_region_status", "get_rewards_balance", "get_screener", "get_self_trade_prevention_default", "get_sub_account_limits", "get_sweeper_chains", "get_sweeper_deposit_status", "get_trade_by_id", "get_trade_flow", "get_trader_code_info", "get_trader_metrics", "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_builder_fee_changes", "list_buildercode_payouts", "list_conditional_orders", "list_delegated_agent_owners", "list_delegated_agents", "list_follow_leader_positions", "list_funding_history", "list_funding_payments", "list_invite_codes", "list_lead_trader_closed_trades", "list_lead_trader_open_positions", "list_lead_traders", "list_liquidation_events", "list_managed_market_assignments", "list_margin_accounts", "list_my_followers", "list_my_follows", "list_pending_withdrawals", "list_position_history", "list_positions", "list_sub_accounts_with_balances", "list_sweeper_deposits", "list_trading_pairs", "list_twap_order_slices", "list_twap_orders", "mint_tokens", "preview_follow", "refresh_managed_market_quotes", "refresh_session", "register_deposit_address", "replace_order", "request_invite_codes", "revoke_delegated_agent", "revoke_session", "set_builder_fee", "set_self_trade_prevention_default", "set_trader_code", "simulate_fees", "simulate_order_risk", "simulate_parent_margin_order_risk", "simulate_risk_bucket_order_risk", "stop_follow", "transfer_collateral", "transfer_collateral_from_margin_account", "transfer_collateral_from_parent_margin_account", "transfer_collateral_from_sub_account", "transfer_collateral_to_margin_account", "transfer_collateral_to_parent_margin_account", "transfer_collateral_to_risk_bucket", "transfer_collateral_to_sub_account", "transfer_rewards", "update_sub_account_limit", "upsert_delegated_agent", "upsert_follow", "upsert_lead_trader", "verify_signature"];
+export declare const OPERATION_IDS: readonly ["accept_rfq", "add_follow_position_margin", "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_all_after", "cancel_conditional_order", "cancel_order", "cancel_rfq", "cancel_twap_order", "check_trader_code_availability", "claim_buildercode_rewards", "claim_managed_market_lease", "clear_trader_code", "close_all_copy_positions", "close_follow_positions", "close_position", "close_sub_account", "create_challenge", "create_delegated_session", "create_order", "create_rfq", "create_sub_account", "create_sub_account_limit", "create_twap_order", "delete_sub_account_limit", "get_application_config", "get_application_stats", "get_available_collateral", "get_builder", "get_builder_series", "get_builder_totals", "get_buildercode_payout_summary", "get_buildercode_rewards_balance", "get_buildercodes_config", "get_candles", "get_conditional_order", "get_faucet_info", "get_fee_schedule", "get_follow", "get_funding_state", "get_index_price", "get_lead_trader", "get_liquidation_metrics", "get_margin_account_movements", "get_margin_account_pnl", "get_margin_account_summary", "get_mark_price", "get_market_metadata", "get_market_stats", "get_my_fee_tier", "get_my_lead_trader", "get_my_referral_downline", "get_my_referral_position", "get_my_referral_tree", "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_protocol_series", "get_protocol_totals", "get_pulse", "get_region_status", "get_rewards_balance", "get_rfq", "get_rfq_capabilities", "get_screener", "get_self_trade_prevention_default", "get_sub_account_limits", "get_sweeper_chains", "get_sweeper_deposit_status", "get_token_custody", "get_trade_by_id", "get_trade_flow", "get_trader_code_info", "get_trader_metrics", "get_trades", "get_trading_pair_by_id", "get_treasury_net_fees", "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_wallet_summary", "get_withdrawal", "health_check", "initiate_withdrawal", "list_all_funding_history", "list_all_liquidation_events", "list_application_balances", "list_application_movements", "list_application_orders", "list_application_users", "list_builder_fee_changes", "list_builder_leaderboard", "list_buildercode_payouts", "list_builders", "list_conditional_orders", "list_delegated_agent_owners", "list_delegated_agents", "list_follow_leader_positions", "list_funding_history", "list_funding_payments", "list_insurance_funds", "list_invite_codes", "list_lead_trader_closed_trades", "list_lead_trader_open_positions", "list_lead_traders", "list_liquidation_events", "list_managed_market_assignments", "list_margin_accounts", "list_market_volumes", "list_my_followers", "list_my_follows", "list_pending_withdrawals", "list_position_history", "list_positions", "list_sub_accounts_with_balances", "list_sweeper_deposits", "list_token_custody", "list_trades", "list_trading_pairs", "list_twap_order_slices", "list_twap_orders", "list_vault_deposits", "list_vault_withdrawals", "list_wallet_leaderboard", "list_wallet_liquidations", "mint_tokens", "preview_follow", "refresh_managed_market_quotes", "refresh_session", "register_deposit_address", "replace_order", "request_invite_codes", "respond_rfq_last_look", "revoke_delegated_agent", "revoke_session", "set_builder_fee", "set_self_trade_prevention_default", "set_trader_code", "simulate_fees", "simulate_order_risk", "simulate_parent_margin_order_risk", "simulate_risk_bucket_order_risk", "stop_follow", "transfer_collateral", "transfer_collateral_from_margin_account", "transfer_collateral_from_parent_margin_account", "transfer_collateral_from_sub_account", "transfer_collateral_to_margin_account", "transfer_collateral_to_parent_margin_account", "transfer_collateral_to_risk_bucket", "transfer_collateral_to_sub_account", "transfer_rewards", "update_sub_account_limit", "upsert_delegated_agent", "upsert_follow", "upsert_lead_trader", "upsert_rfq_quote", "verify_signature", "withdraw_rfq_quote"];
 /** Union of every OpenAPI operationId in the spec. */
 export type OperationId = (typeof OPERATION_IDS)[number];