@agg-build/sdk 4.15.2 → 4.17.0

package/dist/index.d.mts

@@ -634,6 +634,51 @@ type OrderListItem = {
      * or a venue-specific tag.
      */
     partialFillReason: string | null;
+    /**
+     * Fee breakdown. Optional so paper-trading orders, which have no venue
+     * fees, no bridges and no app-fee charge, stay valid without fabricating
+     * a zeroed breakdown that would read as "this trade was free".
+     *
+     * `quoted` is what the route promised at accept time; `actual` is money
+     * that moved. `actual.appFee` and `actual.bridge` are TRADE-level and
+     * shared by every order under one `actual.dagRunId` — group by it before
+     * summing. `quoted.venueFeeRaw` and `actual.venueFeeRaw` are per-leg.
+     */
+    fees?: {
+        /**
+         * How the venue charges: `"fill"`, `"fill_in_game_only"`,
+         * `"winnings"`, `"exit"`, or null when the schedule cannot be
+         * expressed as a rate. Decides what the venue-fee figures mean.
+         */
+        venueFeeBasis: string | null;
+        quoted: {
+            /** 6-dec USD atoms. Null when the router emitted no fee for this leg. */
+            venueFeeRaw: string | null;
+            /** Worst-case partner fee if the route fills 100%. */
+            appFeeRaw: string | null;
+            appFeeBips: number | null;
+        };
+        actual: {
+            /** Null until the order reaches a DAG run. */
+            dagRunId: string | null;
+            /** Venue-reported fee, 6-dec USD atoms. Null = unknown, never free. */
+            venueFeeRaw: string | null;
+            appFee: {
+                bips: number;
+                /** floor(filled × bips / 10_000). */
+                dueRaw: string;
+                /** Below `dueRaw` on `under_collected`, "0" on skips. */
+                collectedRaw: string;
+                status: string;
+            } | null;
+            bridge: {
+                relayFeeUsd: string | null;
+                originGasCostUsd: string | null;
+                operationCount: number;
+                pricedOperationCount: number;
+            } | null;
+        };
+    } | undefined;
     txHash: string | null;
     errorMessage: string | null;
     dagRunId: string | null;
@@ -734,6 +779,16 @@ type VenueMarket = {
     marketSubtype?: string | null | undefined;
     /** Line value for spread/total markets (e.g., 2.5 for totals, 3 for spreads). */
     lineValue?: number | null | undefined;
+    /** Per-market minimum order size in shares/contracts, where AGG ingests one:
+     *  Polymarket (the market's own floor) and PRED (0.001); null elsewhere.
+     *  POST /execution/limit-orders validates `sizeRaw` against it on Polymarket.
+     *  `null` means no value was ingested — NOT that the market is unconstrained;
+     *  other venues enforce floors this field does not carry. */
+    minOrderSize?: number | null | undefined;
+    /** Price increment from venue metadata — a seed, not a guarantee. Prefer the
+     *  runtime-inferred `tick` from the orderbook endpoints when aligning a limit
+     *  price: the live grid can be finer than this. */
+    tickSize?: number | null | undefined;
     matchedVenueMarkets?: {
         id: string;
         venue: Venue;
@@ -2462,11 +2517,11 @@ interface MatchedOrderbookMarket extends VenueMarketRef {
  *  - `none`             — no mark available
  */
 type MarkSource = "local" | "local_merged" | "local_one_sided" | "sibling" | "local_boundary" | "none";
-declare const RECURRENCE_CADENCES: readonly ["PT5M", "PT10M", "PT15M", "PT1H", "P1D", "P1W", "P1M", "P1Y"];
+declare const RECURRENCE_CADENCES: readonly ["PT5M", "PT10M", "PT15M", "PT30M", "PT1H", "PT4H", "P1D", "P1W", "P1M", "P1Y"];
 type RecurrenceCadence = (typeof RECURRENCE_CADENCES)[number];
 type RecurrenceFilter = RecurrenceCadence | "null";
-type RecurringCryptoDuration = "PT5M" | "PT15M" | "PT1H" | "P1D";
-type RecurringCryptoDurationInput = RecurringCryptoDuration | "5m" | "15m" | "1h" | "1d";
+type RecurringCryptoDuration = "PT5M" | "PT15M" | "PT30M" | "PT1H" | "PT4H" | "P1D";
+type RecurringCryptoDurationInput = RecurringCryptoDuration | "5m" | "15m" | "30m" | "1h" | "4h" | "1d";
 type RecurringCryptoSourceConfidence = "verified" | "inferred" | "missing";
 interface ListRecurringCryptoMarketsOptions {
     assets?: string[];
@@ -3034,6 +3089,25 @@ interface PlaceOrderParams {
     allowedSourceChainIds?: number[];
     /** USD budgets capped by refreshed wallet balances; omitted chains cannot fund. */
     chainBalances?: Record<string, number>;
+    /**
+     * Skip the smart-route solver and send one order straight to `venue` (predict,
+     * hyperliquid, novig and prophetx only; others return 400). Requires a `read_write` `x-app-api-key`. No
+     * bridging: funds must already sit on the venue's own chain, and `allowedSourceChainIds` /
+     * `chainBalances` return 400 alongside it. You own price and minimum
+     * checks — an order the venue refuses fails after acceptance and uses up its `externalId`.
+     */
+    skipQuote?: boolean;
+    /**
+     * With `skipQuote`, skip the balance check and fund hold on a buy: nothing checks the
+     * balance and an underfunded order fails at the venue. Sells still check the position.
+     */
+    skipBalance?: boolean;
+    /**
+     * With `skipQuote`, the price to trade at (e.g. `0.52`). Optional: if omitted, the best
+     * available price at submission is used (best ask to buy, bid to sell). Ignored on
+     * prophetx, which prices the order itself within `slipCapBps`.
+     */
+    price?: number;
 }
 interface PlaceOrderResponse {
     orderId: string;

package/dist/index.d.ts

@@ -634,6 +634,51 @@ type OrderListItem = {
      * or a venue-specific tag.
      */
     partialFillReason: string | null;
+    /**
+     * Fee breakdown. Optional so paper-trading orders, which have no venue
+     * fees, no bridges and no app-fee charge, stay valid without fabricating
+     * a zeroed breakdown that would read as "this trade was free".
+     *
+     * `quoted` is what the route promised at accept time; `actual` is money
+     * that moved. `actual.appFee` and `actual.bridge` are TRADE-level and
+     * shared by every order under one `actual.dagRunId` — group by it before
+     * summing. `quoted.venueFeeRaw` and `actual.venueFeeRaw` are per-leg.
+     */
+    fees?: {
+        /**
+         * How the venue charges: `"fill"`, `"fill_in_game_only"`,
+         * `"winnings"`, `"exit"`, or null when the schedule cannot be
+         * expressed as a rate. Decides what the venue-fee figures mean.
+         */
+        venueFeeBasis: string | null;
+        quoted: {
+            /** 6-dec USD atoms. Null when the router emitted no fee for this leg. */
+            venueFeeRaw: string | null;
+            /** Worst-case partner fee if the route fills 100%. */
+            appFeeRaw: string | null;
+            appFeeBips: number | null;
+        };
+        actual: {
+            /** Null until the order reaches a DAG run. */
+            dagRunId: string | null;
+            /** Venue-reported fee, 6-dec USD atoms. Null = unknown, never free. */
+            venueFeeRaw: string | null;
+            appFee: {
+                bips: number;
+                /** floor(filled × bips / 10_000). */
+                dueRaw: string;
+                /** Below `dueRaw` on `under_collected`, "0" on skips. */
+                collectedRaw: string;
+                status: string;
+            } | null;
+            bridge: {
+                relayFeeUsd: string | null;
+                originGasCostUsd: string | null;
+                operationCount: number;
+                pricedOperationCount: number;
+            } | null;
+        };
+    } | undefined;
     txHash: string | null;
     errorMessage: string | null;
     dagRunId: string | null;
@@ -734,6 +779,16 @@ type VenueMarket = {
     marketSubtype?: string | null | undefined;
     /** Line value for spread/total markets (e.g., 2.5 for totals, 3 for spreads). */
     lineValue?: number | null | undefined;
+    /** Per-market minimum order size in shares/contracts, where AGG ingests one:
+     *  Polymarket (the market's own floor) and PRED (0.001); null elsewhere.
+     *  POST /execution/limit-orders validates `sizeRaw` against it on Polymarket.
+     *  `null` means no value was ingested — NOT that the market is unconstrained;
+     *  other venues enforce floors this field does not carry. */
+    minOrderSize?: number | null | undefined;
+    /** Price increment from venue metadata — a seed, not a guarantee. Prefer the
+     *  runtime-inferred `tick` from the orderbook endpoints when aligning a limit
+     *  price: the live grid can be finer than this. */
+    tickSize?: number | null | undefined;
     matchedVenueMarkets?: {
         id: string;
         venue: Venue;
@@ -2462,11 +2517,11 @@ interface MatchedOrderbookMarket extends VenueMarketRef {
  *  - `none`             — no mark available
  */
 type MarkSource = "local" | "local_merged" | "local_one_sided" | "sibling" | "local_boundary" | "none";
-declare const RECURRENCE_CADENCES: readonly ["PT5M", "PT10M", "PT15M", "PT1H", "P1D", "P1W", "P1M", "P1Y"];
+declare const RECURRENCE_CADENCES: readonly ["PT5M", "PT10M", "PT15M", "PT30M", "PT1H", "PT4H", "P1D", "P1W", "P1M", "P1Y"];
 type RecurrenceCadence = (typeof RECURRENCE_CADENCES)[number];
 type RecurrenceFilter = RecurrenceCadence | "null";
-type RecurringCryptoDuration = "PT5M" | "PT15M" | "PT1H" | "P1D";
-type RecurringCryptoDurationInput = RecurringCryptoDuration | "5m" | "15m" | "1h" | "1d";
+type RecurringCryptoDuration = "PT5M" | "PT15M" | "PT30M" | "PT1H" | "PT4H" | "P1D";
+type RecurringCryptoDurationInput = RecurringCryptoDuration | "5m" | "15m" | "30m" | "1h" | "4h" | "1d";
 type RecurringCryptoSourceConfidence = "verified" | "inferred" | "missing";
 interface ListRecurringCryptoMarketsOptions {
     assets?: string[];
@@ -3034,6 +3089,25 @@ interface PlaceOrderParams {
     allowedSourceChainIds?: number[];
     /** USD budgets capped by refreshed wallet balances; omitted chains cannot fund. */
     chainBalances?: Record<string, number>;
+    /**
+     * Skip the smart-route solver and send one order straight to `venue` (predict,
+     * hyperliquid, novig and prophetx only; others return 400). Requires a `read_write` `x-app-api-key`. No
+     * bridging: funds must already sit on the venue's own chain, and `allowedSourceChainIds` /
+     * `chainBalances` return 400 alongside it. You own price and minimum
+     * checks — an order the venue refuses fails after acceptance and uses up its `externalId`.
+     */
+    skipQuote?: boolean;
+    /**
+     * With `skipQuote`, skip the balance check and fund hold on a buy: nothing checks the
+     * balance and an underfunded order fails at the venue. Sells still check the position.
+     */
+    skipBalance?: boolean;
+    /**
+     * With `skipQuote`, the price to trade at (e.g. `0.52`). Optional: if omitted, the best
+     * available price at submission is used (best ask to buy, bid to sell). Ignored on
+     * prophetx, which prices the order itself within `slipCapBps`.
+     */
+    price?: number;
 }
 interface PlaceOrderResponse {
     orderId: string;

package/dist/index.js

@@ -978,7 +978,9 @@ var RECURRENCE_CADENCES = [
   "PT5M",
   "PT10M",
   "PT15M",
+  "PT30M",
   "PT1H",
+  "PT4H",
   "P1D",
   "P1W",
   "P1M",

package/dist/index.mjs

@@ -846,7 +846,9 @@ var RECURRENCE_CADENCES = [
   "PT5M",
   "PT10M",
   "PT15M",
+  "PT30M",
   "PT1H",
+  "PT4H",
   "P1D",
   "P1W",
   "P1M",

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@agg-build/sdk",
-  "version": "4.15.2",
+  "version": "4.17.0",
   "description": "Vanilla TypeScript client for the AGG prediction market aggregator (auth, markets, orderbooks, charts, trading, managed execution, WebSockets). Works in browsers, Node.js, and React Native.",
   "sideEffects": false,
   "license": "MIT",