@0xmonaco/types 1.1.5 → 1.1.7

package/dist/buildercodes/responses.js

@@ -5,6 +5,7 @@
  * All types are derived from Zod schemas for runtime validation.
  */
 import { z } from "zod";
+import { OrderIdempotencyKeySchema } from "../validation/trading";
 /** Schema for this frontend's current BuilderCodes program state. */
 export const GetBuildercodesConfigResponseSchema = z.object({
     applicationId: z.string().uuid(),
@@ -189,6 +190,15 @@ export const ClaimBuildercodeRewardsParamsSchema = z.object({
         .trim()
         .min(1, "amount is required")
         .refine((v) => /^\d+$/.test(v) && BigInt(v) > 0n, "amount must be a positive integer string"),
+    /**
+     * Optional submission identity, shared with order create (1-64 characters
+     * from `[A-Za-z0-9._:-]`). Retrying the same key and claim within 15 minutes
+     * of the original acceptance returns the original claim's result without
+     * moving money again; the same key with a different claim is refused with
+     * `IDEMPOTENCY_KEY_CONFLICT` (409). Generate a fresh key for each intended
+     * claim and keep it across retries of that claim.
+     */
+    idempotencyKey: OrderIdempotencyKeySchema.optional(),
 });
 /** Schema for the claim-BuilderCodes-rewards response. */
 export const ClaimBuildercodeRewardsResponseSchema = z.object({

package/dist/index.d.ts

@@ -4,6 +4,7 @@
  * This package provides TypeScript types for the Monaco protocol.
  * It includes SDK types, vault types, trading types, contract types, and common types.
  */
+export * from "./analytics";
 export * from "./api";
 export * from "./applications";
 export * from "./auth";

package/dist/index.js

@@ -5,6 +5,7 @@
  * It includes SDK types, vault types, trading types, contract types, and common types.
  */
 // Export everything from all modules
+export * from "./analytics";
 export * from "./api";
 export * from "./applications";
 export * from "./auth";

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

@@ -223,6 +223,7 @@ export interface TransferCollateralRequest {
     asset: string;
     amount: string;
     tradingPairId?: string;
+    /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
     strategyKey?: string;
     /**
      * Risk bucket mode. Defaults to ISOLATED, which is selected by
@@ -263,6 +264,7 @@ export interface TransferCollateralToIsolatedRiskBucketRequest extends TransferC
     /** The margin account whose bucket is funded: omit for the default account, or name an open sub-account. */
     marginAccountId?: string;
     tradingPairId: string;
+    /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
     strategyKey?: string;
     selectedTradingPairIds?: never;
     /**
@@ -303,7 +305,8 @@ export interface TransferCollateralToCrossRiskBucketRequest extends TransferColl
      */
     selectedTradingPairIds?: never;
     tradingPairId?: never;
-    strategyKey?: never;
+    /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
+    strategyKey?: string;
     /** Cross risk is pooled at bucket equity — there is no per-position margin; an explicit `true` is rejected. */
     applyToPositionMargin?: never;
 }
@@ -424,6 +427,7 @@ export type SimulateIsolatedRiskBucketOrderRiskRequest = SimulateOrderRiskReques
     marginMode?: "ISOLATED";
     /** The margin account previewed: omit for the default account, or name an open sub-account. */
     marginAccountId?: string;
+    /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
     strategyKey?: string;
     selectedTradingPairIds?: never;
 };
@@ -446,7 +450,8 @@ export type SimulateCrossRiskBucketOrderRiskRequest = SimulateOrderRiskRequest &
      * compile time that it does nothing.
      */
     selectedTradingPairIds?: never;
-    strategyKey?: never;
+    /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
+    strategyKey?: string;
 };
 export type SimulateRiskBucketOrderRiskRequest = SimulateIsolatedRiskBucketOrderRiskRequest | SimulateCrossRiskBucketOrderRiskRequest;
 export interface SimulateOrderRiskResponse {

package/dist/market/index.d.ts

@@ -54,26 +54,6 @@ export interface TradingPair {
      * `CROSS_MARGIN_NOT_ALLOWED`; open the position with `marginMode: "ISOLATED"`.
      */
     isolatedOnly: boolean;
-    /**
-     * Flat pair-level maker fee in basis points (negative = rebate).
-     *
-     * @deprecated Not the rate an order is charged: fees are tiered per account.
-     * Use `fees.getFeeSchedule(tradingPairId)` for the pair's tier schedule,
-     * `fees.getMyFeeTier({ tradingPairId })` for your own rate, and
-     * `placementMakerFeeBps` on an order for the rate it was placed at. This
-     * field will be removed in a later release.
-     */
-    makerFeeBps: number;
-    /**
-     * Flat pair-level taker fee in basis points.
-     *
-     * @deprecated Not the rate an order is charged: fees are tiered per account.
-     * Use `fees.getFeeSchedule(tradingPairId)` for the pair's tier schedule,
-     * `fees.getMyFeeTier({ tradingPairId })` for your own rate, and
-     * `placementTakerFeeBps` on an order for the rate it was placed at. This
-     * field will be removed in a later release.
-     */
-    takerFeeBps: number;
     /** Minimum order size */
     minOrderSize: string;
     /** Maximum order size */
@@ -349,6 +329,25 @@ export interface MarketMetadata {
     totalQuoteVolumeLtd: string;
     /** Life-to-date cumulative number of trades since inception (0 if no trades yet) */
     totalTradeCountLtd: number;
+    /**
+     * The rolling 24h volumes split into their order-book and RFQ parts; absent
+     * while any candle in the window has no recorded split.
+     */
+    volume24hBySource?: Volume24hBySource | null;
+}
+/**
+ * A market's rolling 24h volume split by execution source: each total is the
+ * order-book part plus the RFQ part (decimal strings).
+ */
+export interface Volume24hBySource {
+    /** Base-token volume filled on the order book in the last 24 hours */
+    orderBookBaseVolume: string;
+    /** Base-token volume filled by RFQ block trades in the last 24 hours */
+    rfqBaseVolume: string;
+    /** Quote-token volume filled on the order book in the last 24 hours; null when the 24h quote volume is unavailable */
+    orderBookQuoteVolume?: string | null;
+    /** Quote-token volume filled by RFQ block trades in the last 24 hours; null when the 24h quote volume is unavailable */
+    rfqQuoteVolume?: string | null;
 }
 /**
  * Exchange-wide life-to-date cumulative statistics across all trading pairs.

package/dist/profile/index.d.ts

@@ -326,6 +326,16 @@ export interface UserTrade {
     liquidityRole: "MAKER" | "TAKER";
     /** Timestamp when the trade was executed (RFC 3339). Absent when none is recorded. */
     executedAt?: string;
+    /**
+     * The RFQ (block trade) this user's own order filled in. Absent on an
+     * order-book fill. Read the RFQ with `rfq.getRfq`.
+     */
+    rfqId?: string;
+    /**
+     * Set on a maker's RFQ fill only: the internal engine id of the quote
+     * version the maker's order rested for. Not the public `quoteId`.
+     */
+    rfqQuoteId?: string;
 }
 /**
  * Query parameters for getting user trades
@@ -602,23 +612,6 @@ export interface UserProfile {
     accountType: string;
     /** Whether the user can withdraw funds */
     canWithdraw: boolean;
-    /**
-     * Flat taker fee in basis points, echoed from a trading pair.
-     *
-     * @deprecated Not the rate you are charged: fees are tiered per account. Use
-     * `fees.getMyFeeTier({ tradingPairId })` for your own rate. This field will
-     * be removed in a later release.
-     */
-    takerFeeBps: number;
-    /**
-     * Flat maker fee in basis points (negative = rebate), echoed from a trading
-     * pair.
-     *
-     * @deprecated Not the rate you are charged: fees are tiered per account. Use
-     * `fees.getMyFeeTier({ tradingPairId })` for your own rate. This field will
-     * be removed in a later release.
-     */
-    makerFeeBps: number;
     /** Account creation timestamp (ISO string) */
     createdAt: string;
     /** Additional taker fee in basis points contributed by the application (if any) */

package/dist/rfq/responses.d.ts

@@ -33,10 +33,27 @@ export declare const RfqRequestTermsSchema: z.ZodObject<{
     leverage: z.ZodOptional<z.ZodNullable<z.ZodString>>;
     marginMode: z.ZodOptional<z.ZodNullable<z.ZodString>>;
 }, z.core.$strip>;
+/** The taker's requested size priced against the public order book (RFQ-08). */
+export declare const RfqBookComparisonSchema: z.ZodObject<{
+    vwap: z.ZodString;
+    grossVwap: z.ZodString;
+    asOfMs: z.ZodNumber;
+    levels: z.ZodNumber;
+}, z.core.$strip>;
 /** One side of the taker's view: the allocation that would fill the quantity. */
 export declare const RfqSideViewSchema: z.ZodObject<{
     vwap: z.ZodString;
     availableQuantity: z.ZodString;
+    grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    estimatedMonacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    estimatedBuilderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    estimatedTotalFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+        vwap: z.ZodString;
+        grossVwap: z.ZodString;
+        asOfMs: z.ZodNumber;
+        levels: z.ZodNumber;
+    }, z.core.$strip>>>;
 }, z.core.$strip>;
 /** The taker's current view of the quotes. */
 export declare const RfqViewSchema: z.ZodObject<{
@@ -44,12 +61,34 @@ export declare const RfqViewSchema: z.ZodObject<{
     bid: z.ZodOptional<z.ZodNullable<z.ZodObject<{
         vwap: z.ZodString;
         availableQuantity: z.ZodString;
+        grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        estimatedMonacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        estimatedBuilderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        estimatedTotalFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+            vwap: z.ZodString;
+            grossVwap: z.ZodString;
+            asOfMs: z.ZodNumber;
+            levels: z.ZodNumber;
+        }, z.core.$strip>>>;
     }, z.core.$strip>>>;
     ask: z.ZodOptional<z.ZodNullable<z.ZodObject<{
         vwap: z.ZodString;
         availableQuantity: z.ZodString;
+        grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        estimatedMonacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        estimatedBuilderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        estimatedTotalFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+            vwap: z.ZodString;
+            grossVwap: z.ZodString;
+            asOfMs: z.ZodNumber;
+            levels: z.ZodNumber;
+        }, z.core.$strip>>>;
     }, z.core.$strip>>>;
     asOfMs: z.ZodNumber;
+    monacoFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+    builderFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
 }, z.core.$strip>;
 /** One fill of an executed RFQ. */
 export declare const RfqFillSchema: z.ZodObject<{
@@ -57,6 +96,8 @@ export declare const RfqFillSchema: z.ZodObject<{
     price: z.ZodString;
     quantity: z.ZodString;
     fee: z.ZodString;
+    monacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    builderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
 }, z.core.$strip>;
 /** What an accepted RFQ executed. */
 export declare const RfqOutcomeSchema: z.ZodObject<{
@@ -68,7 +109,46 @@ export declare const RfqOutcomeSchema: z.ZodObject<{
         price: z.ZodString;
         quantity: z.ZodString;
         fee: z.ZodString;
+        monacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        builderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
     }, z.core.$strip>>;
+    allInVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    bookAtFill: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+        vwap: z.ZodString;
+        grossVwap: z.ZodString;
+        asOfMs: z.ZodNumber;
+        levels: z.ZodNumber;
+    }, z.core.$strip>>>;
+    bookAtFillFullSize: z.ZodOptional<z.ZodNullable<z.ZodBoolean>>;
+}, z.core.$strip>;
+/**
+ * One fill of your quote, as a maker. The fee parts are what the trade
+ * recorded as charged, unset until trade history has the fill.
+ */
+export declare const RfqMakerFillSchema: z.ZodObject<{
+    executionId: z.ZodString;
+    price: z.ZodString;
+    quantity: z.ZodString;
+    fee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    monacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    builderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+}, z.core.$strip>;
+/** What the taker's view showed on the accepted side when it accepted (RFQ-08). */
+export declare const RfqAcceptanceRecordSchema: z.ZodObject<{
+    viewVersion: z.ZodNumber;
+    acceptedAtMs: z.ZodNumber;
+    vwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    availableQuantity: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    monacoFeeCbps: z.ZodNumber;
+    builderFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+    book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+        vwap: z.ZodString;
+        grossVwap: z.ZodString;
+        asOfMs: z.ZodNumber;
+        levels: z.ZodNumber;
+    }, z.core.$strip>>>;
+    bookFullSize: z.ZodOptional<z.ZodNullable<z.ZodBoolean>>;
 }, z.core.$strip>;
 /** A quoted side the venue refused; nothing is reserved for it. */
 export declare const RfqRefusedSideSchema: z.ZodObject<{
@@ -111,6 +191,9 @@ export declare const RfqMakerSelectionSchema: z.ZodObject<{
         capacity: z.ZodString;
     }, z.core.$strip>>>;
     lastLookDeadlineAtMs: z.ZodNumber;
+    monacoFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+    maxBuilderFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+    estimatedNet: z.ZodOptional<z.ZodNullable<z.ZodString>>;
 }, z.core.$strip>;
 /**
  * Authoritative RFQ status. A taker sees `view` and `outcome`; a maker sees
@@ -138,12 +221,34 @@ export declare const RfqStatusSchema: z.ZodObject<{
         bid: z.ZodOptional<z.ZodNullable<z.ZodObject<{
             vwap: z.ZodString;
             availableQuantity: z.ZodString;
+            grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            estimatedMonacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            estimatedBuilderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            estimatedTotalFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+                vwap: z.ZodString;
+                grossVwap: z.ZodString;
+                asOfMs: z.ZodNumber;
+                levels: z.ZodNumber;
+            }, z.core.$strip>>>;
         }, z.core.$strip>>>;
         ask: z.ZodOptional<z.ZodNullable<z.ZodObject<{
             vwap: z.ZodString;
             availableQuantity: z.ZodString;
+            grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            estimatedMonacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            estimatedBuilderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            estimatedTotalFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+                vwap: z.ZodString;
+                grossVwap: z.ZodString;
+                asOfMs: z.ZodNumber;
+                levels: z.ZodNumber;
+            }, z.core.$strip>>>;
         }, z.core.$strip>>>;
         asOfMs: z.ZodNumber;
+        monacoFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+        builderFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
     }, z.core.$strip>>>;
     ownQuote: z.ZodOptional<z.ZodNullable<z.ZodObject<{
         rfqId: z.ZodString;
@@ -178,6 +283,9 @@ export declare const RfqStatusSchema: z.ZodObject<{
             capacity: z.ZodString;
         }, z.core.$strip>>>;
         lastLookDeadlineAtMs: z.ZodNumber;
+        monacoFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+        maxBuilderFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+        estimatedNet: z.ZodOptional<z.ZodNullable<z.ZodString>>;
     }, z.core.$strip>>>;
     ownLatestVersion: z.ZodNumber;
     ownQuoteWithdrawn: z.ZodBoolean;
@@ -190,9 +298,43 @@ export declare const RfqStatusSchema: z.ZodObject<{
             price: z.ZodString;
             quantity: z.ZodString;
             fee: z.ZodString;
+            monacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+            builderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
         }, z.core.$strip>>;
+        allInVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        bookAtFill: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+            vwap: z.ZodString;
+            grossVwap: z.ZodString;
+            asOfMs: z.ZodNumber;
+            levels: z.ZodNumber;
+        }, z.core.$strip>>>;
+        bookAtFillFullSize: z.ZodOptional<z.ZodNullable<z.ZodBoolean>>;
     }, z.core.$strip>>>;
     durableSequence: z.ZodNumber;
+    ownFills: z.ZodOptional<z.ZodNullable<z.ZodArray<z.ZodObject<{
+        executionId: z.ZodString;
+        price: z.ZodString;
+        quantity: z.ZodString;
+        fee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        monacoFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        builderFee: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+    }, z.core.$strip>>>>;
+    acceptance: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+        viewVersion: z.ZodNumber;
+        acceptedAtMs: z.ZodNumber;
+        vwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        grossVwap: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        availableQuantity: z.ZodOptional<z.ZodNullable<z.ZodString>>;
+        monacoFeeCbps: z.ZodNumber;
+        builderFeeCbps: z.ZodOptional<z.ZodNullable<z.ZodNumber>>;
+        book: z.ZodOptional<z.ZodNullable<z.ZodObject<{
+            vwap: z.ZodString;
+            grossVwap: z.ZodString;
+            asOfMs: z.ZodNumber;
+            levels: z.ZodNumber;
+        }, z.core.$strip>>>;
+        bookFullSize: z.ZodOptional<z.ZodNullable<z.ZodBoolean>>;
+    }, z.core.$strip>>>;
 }, z.core.$strip>;
 /** A market RFQ is offered on. */
 export declare const RfqMarketCapabilitySchema: z.ZodObject<{
@@ -236,6 +378,9 @@ export type RfqSideView = z.infer<typeof RfqSideViewSchema>;
 export type RfqView = z.infer<typeof RfqViewSchema>;
 export type RfqFill = z.infer<typeof RfqFillSchema>;
 export type RfqOutcome = z.infer<typeof RfqOutcomeSchema>;
+export type RfqMakerFill = z.infer<typeof RfqMakerFillSchema>;
+export type RfqBookComparison = z.infer<typeof RfqBookComparisonSchema>;
+export type RfqAcceptanceRecord = z.infer<typeof RfqAcceptanceRecordSchema>;
 export type RfqQuoteVersion = z.infer<typeof RfqQuoteVersionSchema>;
 export type RfqRefusedSide = z.infer<typeof RfqRefusedSideSchema>;
 export type RfqMakerSelection = z.infer<typeof RfqMakerSelectionSchema>;

package/dist/rfq/responses.js

@@ -46,11 +46,35 @@ export const RfqRequestTermsSchema = z.object({
     /** Taker only: the margin mode given on create (perpetuals). */
     marginMode: z.string().nullish(),
 });
+/** The taker's requested size priced against the public order book (RFQ-08). */
+export const RfqBookComparisonSchema = z.object({
+    /** All-in book VWAP: the cost per unit when buying, the net proceeds per unit when selling. */
+    vwap: z.string(),
+    /** The book VWAP before fees. */
+    grossVwap: z.string(),
+    /** When the book snapshot was read, Unix milliseconds. */
+    asOfMs: z.number(),
+    /** Price levels the size walked. */
+    levels: z.number(),
+});
 /** One side of the taker's view: the allocation that would fill the quantity. */
 export const RfqSideViewSchema = z.object({
     /** All-in volume-weighted price, fees included. */
     vwap: z.string(),
     availableQuantity: z.string(),
+    /** The volume-weighted price before fees. */
+    grossVwap: z.string().nullish(),
+    /** Estimated Monaco taker fee on availableQuantity, in the quote asset. */
+    estimatedMonacoFee: z.string().nullish(),
+    /** Estimated builder fee on availableQuantity, in the quote asset. */
+    estimatedBuilderFee: z.string().nullish(),
+    /** Estimated total taker fee on availableQuantity, in the quote asset. */
+    estimatedTotalFee: z.string().nullish(),
+    /**
+     * The requested size on the public order book, for comparison. Display
+     * only; absent when a fresh book snapshot cannot fill the whole size.
+     */
+    book: RfqBookComparisonSchema.nullish(),
 });
 /** The taker's current view of the quotes. */
 export const RfqViewSchema = z.object({
@@ -59,13 +83,20 @@ export const RfqViewSchema = z.object({
     bid: RfqSideViewSchema.nullish(),
     ask: RfqSideViewSchema.nullish(),
     asOfMs: z.number(),
+    /** The taker's Monaco fee rate in this view, in centi-bps. */
+    monacoFeeCbps: z.number().nullish(),
+    /** The taker's builder fee rate in this view, in centi-bps. */
+    builderFeeCbps: z.number().nullish(),
 });
 /** One fill of an executed RFQ. */
 export const RfqFillSchema = z.object({
     executionId: z.string(),
     price: z.string(),
     quantity: z.string(),
+    /** The taker's whole fee on this fill: monacoFee plus builderFee. */
     fee: z.string(),
+    monacoFee: z.string().nullish(),
+    builderFee: z.string().nullish(),
 });
 /** What an accepted RFQ executed. */
 export const RfqOutcomeSchema = z.object({
@@ -73,6 +104,59 @@ export const RfqOutcomeSchema = z.object({
     unfilledQuantity: z.string(),
     vwap: z.string(),
     fills: z.array(RfqFillSchema),
+    /**
+     * Your all-in VWAP: notional plus your whole fee for a buy, minus it for a
+     * sell, over the executed quantity. Unset when nothing filled.
+     */
+    allInVwap: z.string().nullish(),
+    /**
+     * Post-fill benchmark: the executed quantity priced against the public
+     * order book on your side, at the rates frozen at acceptance, read when the
+     * outcome was recorded. Display only.
+     */
+    bookAtFill: RfqBookComparisonSchema.nullish(),
+    /** Whether a fresh book snapshot filled the executed quantity then; absent when none was fresh. */
+    bookAtFillFullSize: z.boolean().nullish(),
+});
+/**
+ * One fill of your quote, as a maker. The fee parts are what the trade
+ * recorded as charged, unset until trade history has the fill.
+ */
+export const RfqMakerFillSchema = z.object({
+    executionId: z.string(),
+    price: z.string(),
+    quantity: z.string(),
+    /** Your whole fee as charged: monacoFee plus builderFee; negative for a net rebate. */
+    fee: z.string().nullish(),
+    /** Your Monaco maker fee as charged; negative is a rebate. */
+    monacoFee: z.string().nullish(),
+    /** The builder add-on your frontend charged (0 when none). */
+    builderFee: z.string().nullish(),
+});
+/** What the taker's view showed on the accepted side when it accepted (RFQ-08). */
+export const RfqAcceptanceRecordSchema = z.object({
+    /** The view version accepted. */
+    viewVersion: z.number(),
+    /** When the taker accepted, Unix milliseconds. */
+    acceptedAtMs: z.number(),
+    /** All-in VWAP shown for the accepted side, fees included. */
+    vwap: z.string().nullish(),
+    /** The VWAP shown before fees. */
+    grossVwap: z.string().nullish(),
+    /** Quantity the shown allocation filled. */
+    availableQuantity: z.string().nullish(),
+    /** The Monaco fee rate frozen at acceptance, in centi-bps. */
+    monacoFeeCbps: z.number(),
+    /** The builder fee rate frozen at acceptance, in centi-bps. */
+    builderFeeCbps: z.number().nullish(),
+    /**
+     * The requested size on the public order book when the taker accepted: the
+     * pair's latest snapshot at most 500 ms old, at the rates frozen at
+     * acceptance. `asOfMs` identifies the snapshot.
+     */
+    book: RfqBookComparisonSchema.nullish(),
+    /** Whether that snapshot filled the whole size; absent when no snapshot at most 500 ms old was held. */
+    bookFullSize: z.boolean().nullish(),
 });
 /** A quoted side the venue refused; nothing is reserved for it. */
 export const RfqRefusedSideSchema = z.object({
@@ -111,6 +195,20 @@ export const RfqMakerSelectionSchema = z.object({
     quantity: z.string(),
     frozenTerms: RfqQuoteTermsResponseSchema.nullish(),
     lastLookDeadlineAtMs: z.number(),
+    /** Your Monaco maker fee rate in centi-bps, frozen at acceptance; negative for a rebate. */
+    monacoFeeCbps: z.number().nullish(),
+    /**
+     * The MOST your frontend's builder add-on charges on this fill, in centi-bps:
+     * the rate stored on your quote order. A fill charges it or nothing, never
+     * more; an IMPROVE re-places the quote at the rate configured then.
+     */
+    maxBuilderFeeCbps: z.number().nullish(),
+    /**
+     * Estimated net at the selected quantity and frozen price, in the quote
+     * asset, at monacoFeeCbps plus the maximum add-on: the least you receive
+     * when selling, the most you pay when buying.
+     */
+    estimatedNet: z.string().nullish(),
 });
 /**
  * Authoritative RFQ status. A taker sees `view` and `outcome`; a maker sees
@@ -130,6 +228,10 @@ export const RfqStatusSchema = z.object({
     ownQuoteWithdrawn: z.boolean(),
     outcome: RfqOutcomeSchema.nullish(),
     durableSequence: z.number(),
+    /** Maker only: your own fills once the RFQ settled, never another maker's. */
+    ownFills: z.array(RfqMakerFillSchema).nullish(),
+    /** Taker only: what your view showed when you accepted. */
+    acceptance: RfqAcceptanceRecordSchema.nullish(),
 });
 /** A market RFQ is offered on. */
 export const RfqMarketCapabilitySchema = z.object({

package/dist/sdk/index.d.ts

@@ -1,4 +1,5 @@
 import type { Address, PublicClient, TransactionReceipt, WalletClient } from "viem";
+import type { AnalyticsAPI } from "../analytics";
 import type { ApplicationsAPI } from "../applications";
 import type { AuthAPI, AuthState } from "../auth/index";
 import type { BuildercodesAPI } from "../buildercodes";
@@ -134,10 +135,12 @@ export interface MonacoSDK {
     pulse: PulseAPI;
     /** Public region status API: whether Monaco is available in the caller's region */
     compliance: ComplianceAPI;
+    /** Public explorer analytics API: protocol totals and series, market volume, treasury net fees */
+    analytics: AnalyticsAPI;
     /** Orderbook REST API for fetching orderbook snapshots */
     orderbook: {
         getOrderbook: (tradingPairId: string, options?: {
-            /** Number of price levels to return (max 100). Defaults to 10. */
+            /** Number of price levels per side (max 1000). Defaults to 10. Above 100 the snapshot comes from the market-data book and carries `bookSeq`. */
             depth?: number;
             /** Trading mode: 'Spot' or 'Margin'. Defaults to 'Spot'. */
             tradingMode?: TradingMode;

package/dist/trading/index.d.ts

@@ -20,7 +20,7 @@ export interface TradingAPI extends BaseAPI {
      * @param quantity - Order quantity as string
      * @param price - Order price as string
      * @param options - Optional parameters for the limit order
-     * @param options.tradingMode - Trading mode (e.g., "SPOT")
+     * @param options.tradingMode - Trading mode ("SPOT" or "MARGIN"). Omit it to use the trading pair market type.
      * @param options.timeInForce - Time in force ("GTC", "IOC", or "FOK")
      * @returns Promise resolving to the order result
      */
@@ -42,6 +42,7 @@ export interface TradingAPI extends BaseAPI {
         riskBucketId?: string;
         /** Initial order budget; unfilled funds do not back the isolated position. */
         riskBucketCollateral?: string;
+        /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
         strategyKey?: string;
         /** @deprecated Order side is authoritative. */
         positionSide?: PositionSide;
@@ -84,7 +85,7 @@ export interface TradingAPI extends BaseAPI {
      * @param side - Order side ("BUY" or "SELL")
      * @param quantity - Order quantity as string
      * @param options - Optional parameters for the market order
-     * @param options.tradingMode - Trading mode (e.g., "SPOT")
+     * @param options.tradingMode - Trading mode ("SPOT" or "MARGIN"). Omit it to use the trading pair market type.
      * @param options.slippageTolerance - Slippage tolerance as decimal (e.g., 0.01 for 1%, 0 for best price only, undefined for unlimited slippage)
      * @returns Promise resolving to the order result
      */
@@ -104,6 +105,7 @@ export interface TradingAPI extends BaseAPI {
         riskBucketId?: string;
         /** Initial order budget; unfilled funds do not back the isolated position. */
         riskBucketCollateral?: string;
+        /** Names the margin account by its sub-account key, like `marginAccountId` (`default` is the default account). */
         strategyKey?: string;
         /** @deprecated Order side is authoritative. */
         positionSide?: PositionSide;
@@ -154,7 +156,9 @@ export interface TradingAPI extends BaseAPI {
      */
     listConditionalOrders(params?: ListConditionalOrdersParams): Promise<ListConditionalOrdersResponse>;
     /**
-     * Batch cancels specific orders by their IDs.
+     * Batch cancels specific orders by their IDs. Every ID gets one result, in
+     * request order; an ID that is not one of your live orders fails with
+     * `ORDER_NOT_FOUND`.
      * @param orderIds - Array of order IDs to cancel
      * @returns Promise resolving to the batch cancellation result
      */

package/dist/trading/orders.d.ts

@@ -164,6 +164,17 @@ export interface Order {
      * Wire: `placementMakerFeeBps`.
      */
     placementMakerFeeBps?: string;
+    /**
+     * The RFQ (block trade) this order belongs to; set on RFQ orders only
+     * (`origin` `RFQ`). Read the RFQ with `rfq.getRfq`. Wire: `rfqId`.
+     */
+    rfqId?: string;
+    /**
+     * Set on a maker's RFQ quote order only: the internal engine id of the quote
+     * version the order rested for. Not the public `quoteId`; the taker's order,
+     * which fills from several quotes, carries none. Wire: `rfqQuoteId`.
+     */
+    rfqQuoteId?: string;
     /**
      * Opaque, compare-only revision counter for this order's state: a strictly
      * higher value is strictly newer state for that order, and equal values

package/dist/trading/responses.d.ts

@@ -284,7 +284,13 @@ export interface BatchCancelResult {
     error?: BatchCancelError;
 }
 /**
- * Response from batch cancelling orders
+ * Response from batch cancelling orders.
+ *
+ * For `batchCancel`, `results` holds one entry per requested ID, in request
+ * order (a repeated ID is answered at each occurrence), and
+ * `totalRequested === totalCancelled + totalFailed === results.length`. An ID
+ * that is not one of your live orders (unknown, another user's, or already
+ * terminal) is a failed entry with code `ORDER_NOT_FOUND`.
  */
 export interface BatchCancelOrdersResponse {
     /** Total number of orders requested to cancel */
@@ -371,7 +377,7 @@ export interface BatchCreateOrderParams {
     price?: string;
     /** Order quantity */
     quantity: string;
-    /** Trading mode (defaults to "SPOT") */
+    /** Trading mode: "SPOT" or "MARGIN". Omit it to use the trading pair market type. */
     tradingMode?: TradingMode;
     /** Maximum slippage for market orders as decimal (e.g., 0.01 for 1%) */
     slippageTolerance?: number;
@@ -684,7 +690,7 @@ export interface CreateTwapOrderOptions {
     executionStyle?: "TAKER" | "PASSIVE";
     /** Whether the TWAP parent is reduce-only (margin only). Child orders inherit it and clamp to the live position. */
     reduceOnly?: boolean;
-    /** Trading mode: "SPOT" or "MARGIN" (default: "SPOT"). */
+    /** Trading mode: "SPOT" or "MARGIN". Omit it to use the trading pair market type; a mode that does not match the pair is rejected. */
     tradingMode?: TradingMode;
     /** Margin account UUID for margin TWAP orders. Resolved once at creation and reused by every child order. */
     marginAccountId?: string;