Skip to main content

​
Monaco Protocol SDK v0.8.20

This release improves cross-margin order placement, hardens fee simulation accuracy, and fixes three correctness bugs: stale balances after spot fills, collateral not freed after a downward order replace, and an incorrect error code on unauthorized sub-account spending-limit reads.

​
Changed

​
Cross margin auto-resolved on order placement

POST /api/v1/orders and POST /api/v1/orders/batch-create with marginMode: "CROSS" now automatically provision or expand the cross risk bucket without any extra setup step:
  • No active cross bucket — the API resolves the deterministic cross risk bucket, estimates the required order collateral, and forwards the bucket and collateral amount to matching-engine admission automatically.
  • Active cross bucket missing the requested pair — the API adds the tradingPairId to the cross bucket’s scope before forwarding the order.
No request or response fields changed. Existing marginMode: "ISOLATED" flows and cross orders placed against a fully-configured bucket are unaffected.

​
Sub-account spending limit unauthorized read returns 404

GET /api/v1/accounts/sub-accounts/{subAccountId}/limits now returns 404 Not Found (gRPC NOT_FOUND) when the sub-account belongs to a different master, instead of 403 Forbidden (PERMISSION_DENIED). This matches the behavior of the create, update, and delete limit RPCs and makes an unauthorized read indistinguishable from a nonexistent sub-account. No request or response fields changed.

​
Fixed

​
balances WebSocket missing spot-fill updates

sdk.ws.balances() (WebSocket channel balances) now emits a trade-reason balance update to both the maker and taker when a spot order fills. Previously the channel only pushed updates on deposits, withdrawals, and collateral transfers, so live balance state went stale after spot trading. No subscription or message-shape changes; the update now arrives where it was already documented to arrive.

​
simulateFees used flat fee rate instead of your tier rate

sdk.trading.simulateFees now quotes your tier-resolved taker fee — the rate the ledger actually debits — instead of the trading pair’s flat fee column. The affected response fields are monacoTakerFee, totalTakerFees, and takerTotalPayment. If your account is on a tier whose rate exceeds the flat column the estimate was previously under-quoted; no request or response fields changed.

​
Isolated margin replace to lower notional left collateral stale

Replacing an isolated margin order with a lower notional now immediately returns the freed collateral delta to the parent account. The following reads now reflect the correct freeCollateral right after the replace:
  • sdk.marginAccounts.getMarginAccountSummary
  • sdk.marginAccounts.getParentMarginAccountSummary
  • sdk.marginAccounts.getAvailableCollateral
Previously the risk bucket’s allocated collateral was not adjusted on replace, so freeCollateral stayed at its pre-replace value until the order was eventually cancelled or filled.

​
Upgrade

This release is fully backwards-compatible — no request or response fields changed across all five fixes and improvements.