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

package/dist/validation/trading.js

@@ -171,26 +171,6 @@ export const TrailingStopLegSchema = z
 export const ParentTrailingStopLegSchema = TrailingStopLegSchema;
 const hasParentTpSl = (options) => options?.takeProfit !== undefined || options?.stopLoss !== undefined || options?.trailingStop !== undefined;
 const legacyPositionSideMatchesOrderSide = (side, positionSide) => positionSide === undefined || (positionSide !== "NONE" && ((side === "BUY" && positionSide === "LONG") || (side === "SELL" && positionSide === "SHORT")));
-/**
- * An order's `strategyKey` names one of the caller's margin accounts by its
- * sub-account key (`default` is the default margin account), as
- * `marginAccountId` names it by id; a copy trading account's `copy:` key names
- * it too, for the reduce-only close a copy account admits. The server refuses
- * a key outside the sub-account key alphabet and a key naming none of the
- * caller's open sub-accounts.
- */
-export const OrderStrategyKeySchema = z
-    .string()
-    .trim()
-    .min(1, "strategyKey cannot be empty")
-    .max(64, "strategyKey must be a sub-account key: letters, digits, _ - . :, up to 64 characters")
-    .regex(/^[A-Za-z0-9_.:-]+$/, "strategyKey must be a sub-account key: letters, digits, _ - . :, up to 64 characters");
-/**
- * A risk-bucket transfer's or preview's `strategyKey`: the order rule, and a
- * reserved `copy:` key is refused (a copy account's risk buckets are funded
- * by its follow only).
- */
-export const StrategyKeySchema = OrderStrategyKeySchema.refine((key) => !key.toLowerCase().startsWith("copy:"), "strategy keys starting with copy: are reserved");
 /**
  * Place Limit Order validation schema
  */
@@ -216,7 +196,7 @@ export const PlaceLimitOrderSchema = z
         marginMode: MarginModeSchema.optional(),
         riskBucketId: UUIDSchema.optional(),
         riskBucketCollateral: PositiveDecimalStringSchema.optional(),
-        strategyKey: OrderStrategyKeySchema.optional(),
+        strategyKey: z.string().min(1).max(128).optional(),
         positionSide: PositionSideSchema.optional(),
         leverage: PositiveDecimalStringSchema.optional(),
         reduceOnly: z.boolean().optional(),
@@ -236,7 +216,7 @@ export const PlaceLimitOrderSchema = z
     message: "leverage is required for normal MARGIN orders",
     path: ["options", "leverage"],
 })
-    .refine((data) => !hasParentTpSl(data.options) || data.options?.tradingMode !== "SPOT", {
+    .refine((data) => !hasParentTpSl(data.options) || data.options?.tradingMode === "MARGIN", {
     message: "takeProfit/stopLoss/trailingStop are only supported for MARGIN orders",
     path: ["options"],
 })
@@ -244,13 +224,17 @@ export const PlaceLimitOrderSchema = z
     message: "takeProfit/stopLoss/trailingStop cannot be attached to reduce-only orders",
     path: ["options"],
 })
-    .refine((data) => data.options?.riskBucketCollateral === undefined || data.options?.tradingMode !== "SPOT", {
+    .refine((data) => data.options?.riskBucketCollateral === undefined || data.options?.tradingMode === "MARGIN", {
     message: "riskBucketCollateral is only supported for MARGIN orders",
     path: ["options", "tradingMode"],
 })
-    .refine((data) => data.options?.marginMode === undefined || data.options?.tradingMode !== "SPOT", {
+    .refine((data) => data.options?.marginMode === undefined || data.options?.tradingMode === "MARGIN", {
     message: "marginMode is only supported for MARGIN orders",
     path: ["options", "tradingMode"],
+})
+    .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.marginAccountId !== undefined, {
+    message: "marginAccountId is required for CROSS margin orders",
+    path: ["options", "marginAccountId"],
 })
     .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.riskBucketId === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketId",
@@ -259,6 +243,10 @@ export const PlaceLimitOrderSchema = z
     .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.riskBucketCollateral === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketCollateral",
     path: ["options", "riskBucketCollateral"],
+})
+    .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.strategyKey === undefined, {
+    message: "marginMode CROSS cannot be combined with strategyKey",
+    path: ["options", "strategyKey"],
 })
     .refine((data) => data.options?.riskBucketCollateral === undefined || data.options?.riskBucketId === undefined, {
     message: "riskBucketCollateral creates a new risk bucket and cannot be combined with riskBucketId",
@@ -289,7 +277,7 @@ export const PlaceMarketOrderSchema = z
         marginMode: MarginModeSchema.optional(),
         riskBucketId: UUIDSchema.optional(),
         riskBucketCollateral: PositiveDecimalStringSchema.optional(),
-        strategyKey: OrderStrategyKeySchema.optional(),
+        strategyKey: z.string().min(1).max(128).optional(),
         positionSide: PositionSideSchema.optional(),
         leverage: PositiveDecimalStringSchema.optional(),
         reduceOnly: z.boolean().optional(),
@@ -308,7 +296,7 @@ export const PlaceMarketOrderSchema = z
     message: "leverage is required for normal MARGIN orders",
     path: ["options", "leverage"],
 })
-    .refine((data) => !hasParentTpSl(data.options) || data.options?.tradingMode !== "SPOT", {
+    .refine((data) => !hasParentTpSl(data.options) || data.options?.tradingMode === "MARGIN", {
     message: "takeProfit/stopLoss/trailingStop are only supported for MARGIN orders",
     path: ["options"],
 })
@@ -316,13 +304,17 @@ export const PlaceMarketOrderSchema = z
     message: "takeProfit/stopLoss/trailingStop cannot be attached to reduce-only orders",
     path: ["options"],
 })
-    .refine((data) => data.options?.riskBucketCollateral === undefined || data.options?.tradingMode !== "SPOT", {
+    .refine((data) => data.options?.riskBucketCollateral === undefined || data.options?.tradingMode === "MARGIN", {
     message: "riskBucketCollateral is only supported for MARGIN orders",
     path: ["options", "tradingMode"],
 })
-    .refine((data) => data.options?.marginMode === undefined || data.options?.tradingMode !== "SPOT", {
+    .refine((data) => data.options?.marginMode === undefined || data.options?.tradingMode === "MARGIN", {
     message: "marginMode is only supported for MARGIN orders",
     path: ["options", "tradingMode"],
+})
+    .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.marginAccountId !== undefined, {
+    message: "marginAccountId is required for CROSS margin orders",
+    path: ["options", "marginAccountId"],
 })
     .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.riskBucketId === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketId",
@@ -331,6 +323,10 @@ export const PlaceMarketOrderSchema = z
     .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.riskBucketCollateral === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketCollateral",
     path: ["options", "riskBucketCollateral"],
+})
+    .refine((data) => data.options?.marginMode !== "CROSS" || data.options?.strategyKey === undefined, {
+    message: "marginMode CROSS cannot be combined with strategyKey",
+    path: ["options", "strategyKey"],
 })
     .refine((data) => data.options?.riskBucketCollateral === undefined || data.options?.riskBucketId === undefined, {
     message: "riskBucketCollateral creates a new risk bucket and cannot be combined with riskBucketId",
@@ -470,7 +466,7 @@ export const CreateTwapOrderSchema = z
         riskBucketId: UUIDSchema.optional(),
         marginMode: MarginModeSchema.optional(),
         leverage: PositiveDecimalStringSchema.optional(),
-        strategyKey: OrderStrategyKeySchema.optional(),
+        strategyKey: z.string().min(1).max(128).optional(),
         useMasterBalance: z.boolean().optional(),
         clientTwapId: z.string().min(1).max(36, "clientTwapId cannot exceed 36 characters").optional(),
         triggerPrice: PositiveDecimalStringSchema.optional(),
@@ -486,17 +482,21 @@ export const CreateTwapOrderSchema = z
     message: "startTime is only valid together with endTime",
     path: ["options", "startTime"],
 })
-    .refine((data) => data.options.marginMode === undefined || data.options.tradingMode !== "SPOT", {
+    .refine((data) => data.options.marginMode === undefined || data.options.tradingMode === "MARGIN", {
     message: "marginMode is only supported for MARGIN orders",
     path: ["options", "tradingMode"],
 })
-    .refine((data) => data.options.riskBucketId === undefined || data.options.tradingMode !== "SPOT", {
+    .refine((data) => data.options.riskBucketId === undefined || data.options.tradingMode === "MARGIN", {
     message: "riskBucketId is only supported for MARGIN orders",
     path: ["options", "tradingMode"],
 })
     .refine((data) => data.options.marginMode !== "CROSS" || data.options.riskBucketId === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketId",
     path: ["options", "riskBucketId"],
+})
+    .refine((data) => data.options.marginMode !== "CROSS" || data.options.strategyKey === undefined, {
+    message: "marginMode CROSS cannot be combined with strategyKey",
+    path: ["options", "strategyKey"],
 })
     .refine((data) => data.options.tradingMode !== "MARGIN" || data.options.reduceOnly === true || data.options.leverage !== undefined, {
     message: "leverage is required for normal MARGIN TWAP orders",
@@ -614,7 +614,7 @@ export const BatchCreateOrderItemSchema = z
     marginMode: MarginModeSchema.optional(),
     riskBucketId: UUIDSchema.optional(),
     riskBucketCollateral: PositiveDecimalStringSchema.optional(),
-    strategyKey: OrderStrategyKeySchema.optional(),
+    strategyKey: z.string().min(1).max(128).optional(),
     positionSide: PositionSideSchema.optional(),
     leverage: PositiveDecimalStringSchema.optional(),
     reduceOnly: z.boolean().optional(),
@@ -641,13 +641,17 @@ export const BatchCreateOrderItemSchema = z
     message: "postOnly cannot be combined with IOC/FOK time in force",
     path: ["postOnly"],
 })
-    .refine((data) => data.riskBucketCollateral === undefined || data.tradingMode !== "SPOT", {
+    .refine((data) => data.riskBucketCollateral === undefined || data.tradingMode === "MARGIN", {
     message: "riskBucketCollateral is only supported for MARGIN orders",
     path: ["tradingMode"],
 })
-    .refine((data) => data.marginMode === undefined || data.tradingMode !== "SPOT", {
+    .refine((data) => data.marginMode === undefined || data.tradingMode === "MARGIN", {
     message: "marginMode is only supported for MARGIN orders",
     path: ["tradingMode"],
+})
+    .refine((data) => data.marginMode !== "CROSS" || data.marginAccountId !== undefined, {
+    message: "marginAccountId is required for CROSS margin orders",
+    path: ["marginAccountId"],
 })
     .refine((data) => data.marginMode !== "CROSS" || data.riskBucketId === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketId",
@@ -656,6 +660,10 @@ export const BatchCreateOrderItemSchema = z
     .refine((data) => data.marginMode !== "CROSS" || data.riskBucketCollateral === undefined, {
     message: "marginMode CROSS cannot be combined with riskBucketCollateral",
     path: ["riskBucketCollateral"],
+})
+    .refine((data) => data.marginMode !== "CROSS" || data.strategyKey === undefined, {
+    message: "marginMode CROSS cannot be combined with strategyKey",
+    path: ["strategyKey"],
 })
     .refine((data) => data.riskBucketCollateral === undefined || data.riskBucketId === undefined, {
     message: "riskBucketCollateral creates a new risk bucket and cannot be combined with riskBucketId",

package/dist/websocket/base.d.ts

@@ -71,43 +71,23 @@ export interface WebSocketStatusInfo {
  */
 export type StatusHandler = (status: WebSocketStatus, info: WebSocketStatusInfo) => void;
 /**
- * Why the application should refetch REST state, delivered by
- * {@link MonacoWebSocketConfig.onResync}. Two cases:
- *
- * - A reconnect (`reason` absent): sent after the socket reopens and sends its
- *   authentication/subscription requests, without waiting for server acks or
- *   snapshots. Refetch every channel.
- * - A scoped resync (`reason: "resynced"`, 0XM-3553): the connection stayed
- *   open, but the server reported that an upstream loss may have cost the
- *   listed `channels` frames, or re-sent a snapshot for a channel that has no
- *   snapshot handler. Delivered once per burst, no earlier than the server's
- *   requested delay, with `code: 1013` and `slowClient: true` so a handler
- *   written for reconnects still refetches (everything). Refetch only
- *   `channels` to recover precisely. The subscriptions stay active.
- *
- * The application owns channel-specific recovery; the SDK does not refetch
- * REST state itself.
+ * Why the connection was re-established. Delivered by
+ * {@link MonacoWebSocketConfig.onResync} after the socket reopens and sends its
+ * authentication/subscription requests. It does not wait for server acks or
+ * snapshots. The application owns channel-specific recovery; the SDK does not
+ * automatically refetch REST state.
  */
 export interface WebSocketResyncInfo {
     /** WebSocket close code of the connection that was lost. */
     code: number;
     /**
-     * True when the server closed with 1013 (try again later): the connection
-     * fell behind, or the server lost events upstream, and any of its streams
-     * may have a gap. Order, account and engine-sourced public streams carry no
-     * wire sequence number, so the 1013 close is their gap signal and a snapshot
-     * refetch is the only safe repair. `depth`, `bbo` and a single market's
-     * market-data-sourced `trades` rebuild from the snapshot the reconnect
-     * brings; `trades:*` has no snapshot, so backfill its history over REST.
+     * True when the server closed with 1013 (try again later): the client fell
+     * behind a sequential stream (orders, conditional orders, liquidations,
+     * trades, movements) and the stream has a gap. There is no wire sequence
+     * number — the 1013 close is the gap signal, and a snapshot refetch is the
+     * only safe repair.
      */
     slowClient: boolean;
-    /** `"resynced"` for a scoped resync; absent on a reconnect. */
-    reason?: "resynced";
-    /**
-     * The channels to refetch, exactly as subscribed, on a scoped resync;
-     * absent on a reconnect, which covers every channel.
-     */
-    channels?: string[];
 }
 /** Handler invoked after a reconnect resumes the live stream. */
 export type ResyncHandler = (info: WebSocketResyncInfo) => void;
@@ -220,16 +200,6 @@ export type ReauthenticationRequiredHandler = (info: WebSocketReauthenticationIn
 export interface MonacoWebSocketConfig {
     /** Enable auto-reconnect on disconnect (default: true) */
     autoReconnect?: boolean;
-    /**
-     * Offer the server the `resync` capability (default: true when
-     * {@link onResync} is set, 0XM-3553; never without it, since the channels
-     * would have nowhere to go): on an
-     * upstream loss it can attribute, the server keeps the connection open and
-     * names the channels to refetch (delivered through {@link onResync} with
-     * `reason: "resynced"`), or re-sends their snapshots, instead of closing it
-     * with 1013. `false` keeps the close-and-reconnect behaviour.
-     */
-    scopedResync?: boolean;
     /**
      * Maximum reconnection attempts per outage (default: unlimited). Retry
      * delay is full-jitter exponential backoff capped at 30s, so unlimited

package/dist/websocket/client.d.ts

@@ -59,14 +59,8 @@ 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 { Bbo, DepthBook, LocalBookOptions } from "./depth";
-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, TradeGap, 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";
-/** Options for `ws.trades`. */
-export interface TradesOptions {
-    /** Called when a sequenced trade does not link to the last trade delivered (it is still delivered). */
-    onGap?: (gap: TradeGap) => void;
-}
 export type MessageHandler<T> = (data: T) => void;
 export interface MonacoWebSocket {
     /** Connect to the WebSocket server */
@@ -98,26 +92,10 @@ export interface MonacoWebSocket {
     /** Subscribe to order events (requires authentication); `onSnapshot` receives every resting order on the pair */
     orders: (tradingPairId: string, tradingMode: TradingMode, handler: MessageHandler<OrderEvent>, onSnapshot?: SnapshotHandler<OrderSnapshotItem>) => () => void;
     /**
-     * Subscribe to orderbook events (public); `onSnapshot` receives one event, the current book, in the same shape as a
-     * live event. From the matching engine it is the top 20 levels with `sequence` 0; from the market-data service it is
-     * grouped over the whole book (at most 20 levels or buckets per side), carries `bookSeq`, and its `sequence` equals
-     * `bookSeq`. From the engine, a pair or mode with no book gets `[]`; from the market-data service, an unknown pair
-     * gets a `SNAPSHOT_UNAVAILABLE` error (through `onError`) instead, and no snapshot until the pair is listed.
+     * Subscribe to orderbook events (public); `onSnapshot` receives one event, the current book read from the matching
+     * engine, in the same shape as a live event. Its `sequence` is 0. A pair or mode with no book gets `[]`.
      */
     orderbook: (tradingPairId: string, tradingMode: TradingMode, magnitude: number, quotationMode: OrderbookQuotationMode, handler: MessageHandler<OrderbookEvent>, onSnapshot?: SnapshotHandler<OrderbookEvent>) => () => void;
-    /**
-     * Keep a local depth book from the market-data `depth:<tradingPairId>:<SPOT|MARGIN>` channel (public): up to 1000
-     * levels per side. The subscribe-time snapshot is the base; live frames that do not link to it are dropped or
-     * trigger a rebuild from a fresh snapshot. `onBook` receives the whole book after the snapshot and after every
-     * applied frame. Subscribers on the same channel share one book. Returns a function that stops listening.
-     */
-    depth: (tradingPairId: string, tradingMode: TradingMode, onBook: MessageHandler<DepthBook>, options?: LocalBookOptions) => () => void;
-    /**
-     * Keep the top of book from the market-data `bbo:<tradingPairId>:<SPOT|MARGIN>` channel (public), with the same
-     * snapshot handoff and link checks as `depth`. `onBbo` receives the current best bid and ask (an empty side is
-     * `null`) after the snapshot and after every applied frame.
-     */
-    bbo: (tradingPairId: string, tradingMode: TradingMode, onBbo: MessageHandler<Bbo>, options?: LocalBookOptions) => () => void;
     /**
      * Subscribe to OHLCV candlestick events (public); `onSnapshot` receives the series' newest 350 candles, oldest first.
      * The newest snapshot candle can be partial or missing, so upsert live candles by `T`. A `*` price type gets no snapshot.
@@ -126,14 +104,8 @@ export interface MonacoWebSocket {
     /**
      * Subscribe to trade events (public); `onSnapshot` receives the pair's newest 50 trades, newest first.
      * The snapshot can overlap the first live trades or miss one executed just before subscribing, so dedupe on `tradeId`.
-     *
-     * When the server sources trades from market-data, each trade carries `seq` / `matchIndex` / `prevSeq` /
-     * `prevMatchIndex`, and the snapshot's `meta.cursor` names the trade it is current as of. The helper then drops
-     * trades at or below the cursor or the last delivered trade, and reports one that does not link to the last
-     * delivered trade to `options.onGap` (still delivering it: the server forwards only linking trades, so a mismatch
-     * means a frame was lost on this client). Without those fields every trade is delivered as before.
      */
-    trades: (tradingPairId: string, handler: MessageHandler<TradeEvent>, onSnapshot?: SnapshotHandler<TradeEventData>, options?: TradesOptions) => () => void;
+    trades: (tradingPairId: string, handler: MessageHandler<TradeEvent>, onSnapshot?: SnapshotHandler<TradeEventData>) => () => void;
     /** Subscribe to user movement events (requires authentication) */
     movements: (handler: MessageHandler<UserMovementEvent>) => () => void;
     /** Subscribe to user order events for all trading pairs (requires authentication); `onSnapshot` receives every resting order */

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

@@ -67,46 +67,6 @@ export interface OrderbookEvent {
     quoteDecimals: number;
     /** Event timestamp */
     timestamp: string;
-    /**
-     * 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 for ordering */
     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

@@ -42,17 +42,9 @@ export interface RfqRequestedEvent {
 }
 /** 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. */
+    /** All-in volume-weighted price, the taker's fee 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 {
@@ -65,10 +57,6 @@ export interface RfqViewEventData {
     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 {
@@ -94,18 +82,6 @@ export interface RfqSelectionEventData {
     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 {
@@ -118,12 +94,7 @@ 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 {

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

@@ -53,35 +53,4 @@ 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

@@ -6,6 +6,5 @@
 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

@@ -6,6 +6,5 @@
 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

@@ -51,29 +51,7 @@ 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[], 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;
-}
+export type SnapshotHandler<T> = (items: T[]) => void;
 /**
  * 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 ["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"];
+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_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_rfq", "get_rfq_capabilities", "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_all_liquidation_events", "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_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_my_followers", "list_my_follows", "list_pending_withdrawals", "list_position_history", "list_positions", "list_sub_accounts_with_balances", "list_sweeper_deposits", "list_trades", "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", "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];

package/dist/wire/operations.js

@@ -44,9 +44,6 @@ export const OPERATION_IDS = [
     "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",
@@ -89,8 +86,6 @@ export const OPERATION_IDS = [
     "get_position",
     "get_position_pnl_history",
     "get_position_risk",
-    "get_protocol_series",
-    "get_protocol_totals",
     "get_pulse",
     "get_region_status",
     "get_rewards_balance",
@@ -101,14 +96,12 @@ export const OPERATION_IDS = [
     "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",
@@ -116,7 +109,6 @@ export const OPERATION_IDS = [
     "get_user_movements",
     "get_user_profile",
     "get_user_trades",
-    "get_wallet_summary",
     "get_withdrawal",
     "health_check",
     "initiate_withdrawal",
@@ -127,9 +119,7 @@ export const OPERATION_IDS = [
     "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",
@@ -144,7 +134,6 @@ export const OPERATION_IDS = [
     "list_liquidation_events",
     "list_managed_market_assignments",
     "list_margin_accounts",
-    "list_market_volumes",
     "list_my_followers",
     "list_my_follows",
     "list_pending_withdrawals",
@@ -152,15 +141,10 @@ export const OPERATION_IDS = [
     "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",