Monaco Protocol SDK v1.0.45
This release adds a publicinstrument WebSocket channel that streams trading-pair lifecycle and configuration changes — new listings, delistings, and edits to tick size, step size, order-size bounds, or category — with each frame carrying the market’s full current configuration, perp leverage and margin-rate bounds included. Positions gain a cumFees field carrying the position’s whole-life trading fees (opening fills included). Two separate fixes also land: closed-position netRealizedPnl / realizedRoe now net opening-fill fees, and faucet history returns one entry per on-chain deposit. One thing to act on: closed-position netRealizedPnl and realizedRoe now fold in opening-fill fees, so those figures shift — usually down, but up where the opening fills earned a maker rebate (fees are signed) — read the fix below before you rely on them.
Added
Public instrument WebSocket channel
A new public, unauthenticated channel streams trading-pair lifecycle and configuration changes: new listings, delistings, and non-activation edits to tick size, quantity step, order-size bounds, or category. Each frame carries the market’s full current configuration — including, for perp markets, leverage and margin-rate bounds — but those margin parameters are payload only: they are read into every frame, and an edit to them alone does not itself emit one. Subscribe to instrument:<tradingPairId> for one market, or the bare instrument channel (instrument:*) for every market; a subscribe-time snapshot of the current active-pair configuration precedes the live diffs.
Each live Event frame carries one market’s full current configuration, not just the changed fields, so consume it as a per-market terminal-state snapshot rather than an additive delta — changedFields names which fields the mutation touched, for callers that want to react selectively. The subscribe-time baseline arrives as a single Snapshot frame whose data is an array of those same per-market config objects (each a listing). The lag policy is conflate: a subscriber that falls behind is fast-forwarded to the latest frame rather than disconnected. @0xmonaco/types ships the InstrumentEvent, InstrumentEventData, and InstrumentChangeKind types; there is no typed sdk.ws helper yet, so subscribe over the raw WebSocket protocol and map the snake_case wire keys onto InstrumentEventData. See WebSockets.
cumFees on positions
sdk.positions.listPositions() and sdk.positions.getPosition() (GET /api/v1/positions, GET /api/v1/positions/{positionId}; gRPC PositionsService.ListPositions / GetPosition) add cumFees (decimal string, signed) to Position in @0xmonaco/types. It is the position’s total lifetime trading fees — opening-fill fees plus every reducing execution (decreases, close, and any liquidation penalty) — negative when net rebated, and inclusive of the application-fee component. Unlike feesPaid, which is only the closing-side reducing-execution portion and omits opening fills, cumFees is the complete figure, present on open and terminal rows alike. It is null when the whole-life total cannot be completed — before the position’s first PnL sample, after its samples age out of PnL retention, for positions predating the PnL service, or when a legacy reducing row carries a null fee. Unlike feesPaid, cumFees is not gated on the reducing-history completeness check, so in the rare case where a reducing-history row is entirely absent (a legacy data gap) it can be non-null and understated.
Fixed
Closed-position realized PnL and ROE net opening-fill fees
netRealizedPnl and realizedRoe on terminal positions (GET /api/v1/positions, GET /api/v1/positions/{positionId}; gRPC PositionsService.ListPositions / GetPosition) now subtract the position’s opening-fill fees as well, not only its closing-side reducing-execution fees. A closed position’s entry fees were previously ignored, mis-stating net realized PnL and the realized return; terminal rows now read net of the full fee life whenever the opening PnL sample is available. Opening-fill fees are signed, so the figure usually drops, but rises where those fills earned a maker rebate. Rows whose sample has aged out of PnL retention, or that predate the PnL service, keep the previous closing-execution net (opening fees not folded in) — cumFees is null for those — so not every historical row is fully fee-netted. realizedRoe follows netRealizedPnl. If you render realized PnL or ROE on closed positions, expect the values to shift.
Faucet history returns one entry per on-chain deposit
Faucet history (therecentRequests list on faucet info; GET /api/v1/faucet/info) now returns one minted entry per on-chain deposit: the 1000 USDC spot mint and the 1000 USDC margin mint appear as separate entries, each with its own amount and — for a confirmed leg — its own txHash, and the margin leg labelled USDC (margin) — mirroring the mint response. A leg submitted but not yet confirmed carries no hash. A session was previously squashed into a single 2000 entry that carried only the spot transaction hash.
Upgrade
1.0.45 too; it runs via npx -y @0xmonaco/mcp-server, so restarting your assistant picks up the new version. Every SDK bump is a patch release. The new surfaces are additive — a cumFees field on positions and the new raw instrument WebSocket channel — so existing request and wire shapes are unchanged and the upgrade is drop-in; adopt the new field and channel only if you want them (a raw instrument client must handle the Snapshot baseline frame as well as Event diffs — see WebSockets). The one behavioral change to check is closed-position netRealizedPnl and realizedRoe, which now net opening-fill fees when the opening PnL sample is available, so stored or displayed realized-PnL figures for closed positions shift — usually lower, but higher where the opening fills earned a maker rebate.