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Monaco Protocol SDK v0.2.0

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Trading Enhancements & Real-time Data

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What’s New

• Live Order Updates: Real-time streaming of order status changes with event types (OrderPlaced, OrderMatched, OrderPartiallyFilled, OrderFilled, OrderCancelled, OrderRejected, OrderExpired)
• OHLCV Data Streaming: Real-time candlestick data across 6 timeframes (1m, 5m, 15m, 1h, 4h, 1d)
• Automatic Reconnection: Built-in exponential backoff and connection health monitoring
• Multiple Subscriptions: Subscribe to events for specific trading pairs and intervals simultaneously

• Slippage Tolerance: Set maximum acceptable price deviation (0.1% to 10%)
• Automatic Price Protection: Orders reject if slippage exceeds specified tolerance
• Enhanced Order Response: Added actual_slippage_bps and max_slippage_bps to match results
• Backend Validation: Server-side slippage validation with configurable limits

• Good Till Cancel (GTC): Automatic 90-day default expiration for limit orders
• Custom Expiration Dates: Set specific expiration dates for limit orders

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Technical Details

// Connect and subscribe to order events
await sdk.websocket.orders.connect();
sdk.websocket.orders.subscribeToOrderEvents('ETH-USD', 'SPOT', (event) => {
  console.log('Event:', event.eventType, 'Order:', event.orderId);
});

// Connect and subscribe to 1-minute candles
await sdk.websocket.ohlcv.connect();
sdk.websocket.ohlcv.subscribeToOHLCV('ETH-USD', 'SPOT', '1m', (event) => {
  console.log('Price:', event.candlestick.c, 'Volume:', event.candlestick.v);
});

const order = await sdk.trading.placeMarketOrder(
  'ETH-USD',
  'BUY',
  '1.0',
  { slippageTolerance: 0.01 }  // 1% max slippage
);

const order = await sdk.trading.placeLimitOrder(
  'ETH-USD',
  'BUY',
  '1.0',
  '2500.00',
  {
    expirationDate: '2025-12-31T23:59:59Z'  // Custom expiration
  }
);

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Packages Updated

• @0xmonaco/[email protected]
• @0xmonaco/[email protected]
• @0xmonaco/[email protected]
• @0xmonaco/[email protected]
• @0xmonaco/[email protected]

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Installation

npm install @0xmonaco/[email protected]
npm install @0xmonaco/[email protected]  # For React applications

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Migration Notes

• Market orders without slippageTolerance work as before, but we recommend adding slippage protection for volatile markets
• Limit orders automatically receive 90-day GTC expiration if no expirationDate is specified
• WebSocket is an optional feature - existing REST API usage remains unchanged

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Documentation

• WebSocket API - Real-time order events streaming
• OHLCV Data - Real-time candlestick data streaming
• Order Management - Market, limit, cancel, and replace order documentation