@0xmonaco/types 1.1.2 → 1.1.5

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.
@@ -165,6 +165,19 @@ 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 +303,4 @@ 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

@@ -211,7 +211,7 @@ 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

@@ -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/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>;

package/dist/validation/rfq.js

@@ -0,0 +1,120 @@
+/**
+ * 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";
+import { MarginModeSchema, PositiveDecimalStringSchema, UUIDSchema } from "./trading.js";
+/** The taker's side, or a quote's side as the taker sees it. */
+export const RfqSideSchema = z.enum(["BUY", "SELL"]);
+/** The market product an RFQ trades. */
+export const RfqProductSchema = z.enum(["SPOT", "PERPETUAL"]);
+/**
+ * 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 const RfqIdempotencyKeySchema = z
+    .string()
+    .regex(/^[A-Za-z0-9._:-]{1,64}$/, "idempotencyKey must be 1-64 letters, digits, or . _ : - without whitespace");
+/** A version a request names (`expectedVersion`, `viewVersion`). */
+const VersionSchema = z.number().int("version must be an integer").min(0, "version cannot be negative");
+/** A quote's price (quote units per base unit) and capacity (base units). */
+export const RfqQuoteTermsSchema = z
+    .object({
+    price: PositiveDecimalStringSchema,
+    capacity: PositiveDecimalStringSchema,
+})
+    .strict();
+/** Params for requesting quotes. */
+export const CreateRfqSchema = z
+    .object({
+    tradingPairId: UUIDSchema,
+    product: RfqProductSchema,
+    /** Maximum base quantity; not a guaranteed fill. */
+    quantity: PositiveDecimalStringSchema,
+    /**
+     * Omit for a two-way RFQ, whose direction stays hidden from makers. Set,
+     * makers see it and may quote only the side that fills it (an ask when
+     * you buy, a bid when you sell).
+     */
+    side: RfqSideSchema.optional(),
+    /**
+     * Perpetuals: the leverage your order takes when you accept, as on an
+     * order (required there, refused on spot). For a two-way RFQ it applies
+     * to whichever side you accept.
+     */
+    leverage: PositiveDecimalStringSchema.optional(),
+    /** Perpetuals: ISOLATED (the default) or CROSS, as on an order. */
+    marginMode: MarginModeSchema.optional(),
+    idempotencyKey: RfqIdempotencyKeySchema.optional(),
+})
+    .strict();
+/** Params for accepting one side of the view the taker last saw. */
+export const AcceptRfqSchema = z
+    .object({
+    side: RfqSideSchema,
+    /** The `view.viewVersion` being accepted; a newer view refuses it. */
+    viewVersion: VersionSchema,
+    idempotencyKey: RfqIdempotencyKeySchema.optional(),
+})
+    .strict();
+/** Params for cancelling an RFQ. */
+export const CancelRfqSchema = z
+    .object({
+    idempotencyKey: RfqIdempotencyKeySchema.optional(),
+})
+    .strict();
+/** Params for placing or replacing a quote: a bid, an ask or both. */
+export const UpsertRfqQuoteSchema = z
+    .object({
+    /** Your current version for this RFQ (`ownLatestVersion`); 0 for your first quote. */
+    expectedVersion: VersionSchema,
+    /** You buying. */
+    bid: RfqQuoteTermsSchema.optional(),
+    /** You selling. */
+    ask: RfqQuoteTermsSchema.optional(),
+    /** 15000-60000 ms; omitted means 60000. Capped at the request deadline. */
+    validityMs: z
+        .number()
+        .int("validityMs must be an integer")
+        .min(15000, "validityMs must be at least 15000")
+        .max(60000, "validityMs cannot exceed 60000")
+        .optional(),
+    /**
+     * Perpetuals: the leverage each side's order reserves with, as on an
+     * order (required there, refused on spot). A quote reserves funds like a
+     * resting limit order; leverage, margin mode and bucket are fixed while a
+     * side rests, so to change them withdraw and quote again.
+     */
+    leverage: PositiveDecimalStringSchema.optional(),
+    /** Perpetuals: ISOLATED (the default) or CROSS, as on an order. */
+    marginMode: MarginModeSchema.optional(),
+    idempotencyKey: RfqIdempotencyKeySchema.optional(),
+})
+    .strict()
+    .refine((params) => params.bid !== undefined || params.ask !== undefined, "a quote needs a bid, an ask or both");
+/** Params for withdrawing your current quote. */
+export const WithdrawRfqQuoteSchema = z
+    .object({
+    /** Your current version for this RFQ. */
+    expectedVersion: VersionSchema,
+    idempotencyKey: RfqIdempotencyKeySchema.optional(),
+})
+    .strict();
+/** Params for answering last look. There is no accept: silence executes. */
+export const RespondRfqLastLookSchema = z
+    .object({
+    /** `ownSelection.acceptanceId` from the RFQ's status. */
+    acceptanceId: UUIDSchema,
+    response: z.enum(["REJECT", "IMPROVE"]),
+    /** IMPROVE only: a strictly better price or a higher capacity than the frozen terms. */
+    improvedTerms: RfqQuoteTermsSchema.optional(),
+    idempotencyKey: RfqIdempotencyKeySchema.optional(),
+})
+    .strict()
+    .refine((params) => (params.response === "IMPROVE") === (params.improvedTerms !== undefined), "improvedTerms is required for IMPROVE and not allowed for REJECT");

package/dist/validation/trading.d.ts

@@ -451,6 +451,15 @@ export declare const CreateTwapOrderSchema: z.ZodObject<{
         conditionalExpiry: z.ZodOptional<z.ZodISODateTime>;
     }, z.core.$strip>;
 }, z.core.$strip>;
+/** Bounds of a cancel-all-after timeout; 0 disarms. */
+export declare const CANCEL_ALL_AFTER_MIN_TIMEOUT_MS = 5000;
+export declare const CANCEL_ALL_AFTER_MAX_TIMEOUT_MS = 900000;
+export declare const CancelAllAfterSchema: z.ZodObject<{
+    timeoutMs: z.ZodNumber;
+    options: z.ZodOptional<z.ZodObject<{
+        tradingPairId: z.ZodOptional<z.ZodUUID>;
+    }, z.core.$strict>>;
+}, z.core.$strict>;
 export declare const CancelTwapOrderSchema: z.ZodObject<{
     twapOrderId: z.ZodUUID;
 }, z.core.$strip>;

package/dist/validation/trading.js

@@ -544,6 +544,27 @@ export const CreateTwapOrderSchema = z
     message: "conditionalExpiry cannot be more than 30 days after creation (the maximum window)",
     path: ["options", "conditionalExpiry"],
 });
+/** Bounds of a cancel-all-after timeout; 0 disarms. */
+export const CANCEL_ALL_AFTER_MIN_TIMEOUT_MS = 5_000;
+export const CANCEL_ALL_AFTER_MAX_TIMEOUT_MS = 900_000;
+export const CancelAllAfterSchema = z
+    .object({
+    timeoutMs: z
+        .number()
+        .int()
+        .refine((ms) => ms === 0 || (ms >= CANCEL_ALL_AFTER_MIN_TIMEOUT_MS && ms <= CANCEL_ALL_AFTER_MAX_TIMEOUT_MS), {
+        message: `timeoutMs must be 0 or between ${CANCEL_ALL_AFTER_MIN_TIMEOUT_MS} and ${CANCEL_ALL_AFTER_MAX_TIMEOUT_MS}`,
+    }),
+    // Strict: a misspelled scope key must fail rather than be dropped, or the
+    // call would quietly arm the account-wide timer.
+    options: z
+        .object({
+        tradingPairId: UUIDSchema.optional(),
+    })
+        .strict()
+        .optional(),
+})
+    .strict();
 export const CancelTwapOrderSchema = z.object({
     twapOrderId: UUIDSchema,
 });

package/dist/websocket/base.d.ts

@@ -135,7 +135,13 @@ export type WebSocketErrorCode =
  * and back off before reconnecting — a hot re-subscribe loop trips the cap
  * again.
  */
- | "MESSAGE_RATE_LIMIT";
+ | "MESSAGE_RATE_LIMIT"
+/**
+ * The `rfq` subscription was refused: RFQ is switched off, or this account
+ * is not on its access list. The same `RFQ_DISABLED` the REST and gRPC RFQ
+ * calls return. The connection stays open.
+ */
+ | "RFQ_DISABLED";
 /**
  * An `Error` frame the server sent on this connection.
  *

package/dist/websocket/client.d.ts

@@ -59,7 +59,7 @@ import type { Interval } from "../market";
 import type { TradingMode } from "../trading";
 import type { SubscriptionChangeHandler, WebSocketStatus, WebSocketSubscriptionState } from "./base";
 import type { OrderbookQuotationMode } from "./clients/orderbook-client";
-import type { AccountEvent, AccountEventData, ConditionalOrderEvent, ConditionalOrderEventData, CopyEvent, CopyRelationshipEventData, InstrumentEvent, InstrumentEventData, LiquidationEvent, LiquidationEventData, MarketLiquidationEvent, MarketStatsAllEvent, MarketStatsData, MarketStatsEvent, MarketStatsSummary, OHLCVEvent, OHLCVPriceType, OrderbookEvent, OrderEvent, PositionEvent, PositionEventData, PositionValuationEvent, TradeEvent, TradeEventData, TwapOrderEvent, TwapOrderEventData, UserBalanceEvent, UserBalanceEventData, UserMovementEvent } from "./events";
+import type { AccountEvent, AccountEventData, ConditionalOrderEvent, ConditionalOrderEventData, CopyEvent, CopyRelationshipEventData, InstrumentEvent, InstrumentEventData, LiquidationEvent, LiquidationEventData, MarketLiquidationEvent, MarketStatsAllEvent, MarketStatsData, MarketStatsEvent, MarketStatsSummary, OHLCVEvent, OHLCVPriceType, OrderbookEvent, OrderEvent, PositionEvent, PositionEventData, PositionValuationEvent, RfqEvent, RfqTradeEvent, TradeEvent, TradeEventData, TwapOrderEvent, TwapOrderEventData, UserBalanceEvent, UserBalanceEventData, UserMovementEvent } from "./events";
 import type { OHLCVSnapshotCandle, OrderSnapshotItem, SnapshotHandler } from "./snapshots";
 export type MessageHandler<T> = (data: T) => void;
 export interface MonacoWebSocket {
@@ -158,4 +158,23 @@ export interface MonacoWebSocket {
     marketStats: (tradingPairId: string, handler: MessageHandler<MarketStatsEvent>, onSnapshot?: SnapshotHandler<MarketStatsData>) => () => void;
     /** Subscribe to the all-markets statistics summary (public) */
     marketStatsAll: (handler: MessageHandler<MarketStatsAllEvent>, onSnapshot?: SnapshotHandler<MarketStatsSummary>) => () => void;
+    /**
+     * Subscribe to RFQ pushes for the authenticated account (requires
+     * authentication): `RfqRequested` for every new RFQ you can quote as a maker
+     * (never your own wallet family's), and for the RFQs you are party to the
+     * taker's `RfqView`, a selected maker's `RfqSelected` (its last-look prompt)
+     * and `RfqOutcome`. Narrow on `eventType` (the wire's `type` tag). There is
+     * no per-pair variant and no
+     * snapshot: a push is a notification, so read a missed RFQ with `getRfq`.
+     * While RFQ is not enabled for the account the subscribe is refused with an
+     * `RFQ_DISABLED` error to `onError`.
+     */
+    rfq: (handler: MessageHandler<RfqEvent>) => () => void;
+    /**
+     * Subscribe to the public, anonymised RFQ block prints for one pair. RFQ
+     * fills never print on `trades`. There is no snapshot: deduplicate on
+     * `data.executionId`, and backfill from the REST trade reads, which include
+     * RFQ fills with `executionSource: "RFQ"`.
+     */
+    rfqTrades: (tradingPairId: string, handler: MessageHandler<RfqTradeEvent>) => () => void;
 }

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/rfq-events.d.ts

@@ -0,0 +1,116 @@
+/**
+ * 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 fee included. */
+    vwap: string;
+    availableQuantity: 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;
+}
+/** 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;
+}
+/** 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;
+    fee: 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.
+ */