> ## Documentation Index
> Fetch the complete documentation index at: https://docs.0xmonaco.com/llms.txt
> Use this file to discover all available pages before exploring further.

# V1.0.67

# Monaco Protocol SDK v1.0.67

This release separates an isolated position's **committed backing** from the funds held for its unfilled orders: `isolatedMargin` and `liquidationPrice` on position reads now reflect only what the filled position has committed, and `riskBucketCollateral` on an order funds order capacity rather than liquidation protection. The SDK's conditional-order and TWAP listings move to **cursor pagination** by default, the market screener gains **open-interest averages**, and the `liquidations` channel gains a **subscribe-time snapshot** and a **terminal alert when an episode recovers**. The SDK also corrects for a skewed device clock when it signs requests, `conditionalOrders` frames carry `createdAt`, batch-cancel responses report the engine's millisecond cancel stamp, each funding premium sample is bounded before it is averaged, and the WebSocket limits are raised. **Action items:** if you read `isolatedMargin` or `liquidationPrice`, expect a tighter value for an isolated position with large resting orders; if you read `total` / `page` from `listConditionalOrders` or `listTwapOrders`, follow `nextPageToken` instead or pass `page` explicitly; and if you consume `ws.liquidations`, treat a `COMPLETED` alert as the end of the episode — it closes a recovered episode as well as one liquidated to completion, so it is not by itself a sign that anything was liquidated.

## Changed

### Isolated position backing excludes open-order funds

Isolated positions are now backed by filled-position backing: committed principal, realized PnL, signed trading fees (a taker fee reduces it, a maker rebate adds to it) and funding. `isolatedMargin` on `GET /api/v1/positions` and `GET /api/v1/positions/{position_id}` (gRPC `PositionsService.ListPositions`, `GetPosition`) reports that backing, and `liquidationPrice` on those two and on `GET /api/v1/positions/{position_id}/risk` (gRPC `GetPositionRisk`, which carries no `isolatedMargin`) is computed from it. Funds reserved or parked for unfilled orders are excluded, and live and persisted reads agree. Previously a small partial fill could inherit protection from its whole order's risk bucket and show a liquidation price far from the mark. Field names and wire types are unchanged.

`riskBucketCollateral` on `POST /api/v1/orders` and `POST /api/v1/orders/batch-create` (gRPC `OrdersService.CreateOrder`, `BatchCreateOrders`) still seeds a new isolated risk bucket, but the amount is an order budget: fills commit their required margin and paid-fee funding to the position's backing, and unfilled or unused order funds do not protect it from liquidation. An automatically funded isolated `LIMIT` order returns unused taker-fee funding once its execution and resting-order fee liabilities are known. Explicit position-margin additions stay committed. See [Positions](/developers/positions) and [Trade](/developers/trade).

### Conditional-order and TWAP listings gain cursor pagination

`GET /api/v1/orders/conditional` and `GET /api/v1/orders/twap` (gRPC `OrdersService.ListConditionalOrders` and `ListTwapOrders`) gain keyset cursor pagination: send `pageToken` (`page_token` on gRPC) — `""` to start — to walk `(createdAt, id)` newest-first, and follow each response's `nextPageToken` until it comes back empty, with a `pageSize` up to 1000. The server selects cursor mode only when `pageToken` is present, so a raw request that omits both `pageToken` and `page` still gets page-number mode; send an explicit empty `pageToken` to start a walk. `sdk.trading.listConditionalOrders` and `sdk.trading.listTwapOrders` default to cursor mode: omitting `page` (or passing `pageToken`) sends the empty token for you. Cursor responses return `total` and `page` as `0` and run no count, and a token pins its request filters — replaying it against different filters is rejected. Passing the deprecated `page` still selects page-number mode, with its bounded `total` and 100 page-size cap. `@0xmonaco/types` adds `pageToken` to `ListConditionalOrdersParams` and `ListTwapOrdersParams` and `nextPageToken` to both responses. See [Trades](/sdk/typescript/trades).

## Added

### Screener open-interest averages

`sdk.market.getScreener()` (`GET /api/v1/market/screener`; gRPC `MarketService.GetScreener`) rows gain nullable decimal-string `openInterestNotionalAvg1h`, `openInterestNotionalAvg24h` and `openInterestNotionalAvg7d`, and each `ScreenerSnapshotPoint` gains `openInterestNotionalAvg`. Each is the mean of one valued gross open-interest notional per completed UTC minute, at the latest trade price, over 60, 1440 or 10080 minutes or a completed UTC day. A value is published once at least 95% of the window's minutes carry a sample (57, 1368 or 9576; 1368 for a daily point). Spot pairs and under-covered windows are `null`, and a known zero is `"0"`. There is no historical backfill, so the windows fill in after deployment. See [Market Screener](/sdk/typescript/market#market-screener).

### `createdAt` on conditional-order frames

`sdk.ws.conditionalOrders()` live `conditional_order_update` frames and subscribe-time snapshot rows carry `createdAt`, the same ISO 8601 string REST returns for that conditional order. `ConditionalOrderEventData.createdAt` is optional only so a frame from an older deployment during a rolling release still parses. See [WebSockets](/sdk/typescript/websockets).

## Fixed

### The liquidations channel has a baseline and reports recoveries

`sdk.ws.liquidations(handler, tradingPairId?, onSnapshot)` now receives a subscribe-time snapshot: one `LiquidationEventData` row per in-flight (`UNRESOLVED`) liquidation record you own, with `accountState: "Liquidating"`. A record is account-scoped, so each row's `positionId`, `tradingPairId`, `liquidationPrice` and `markPrice` are absent (`null` on the raw wire; the SDK parses them to `undefined`), and a pair-scoped `liquidations:{pair}` subscription baselines empty — subscribe to the bare `liquidations` channel for the account-wide baseline. An empty baseline arrives as `onSnapshot([])`; an unreadable read returns `SNAPSHOT_UNAVAILABLE` and leaves the subscription active.

A liquidation episode that recovers — its risk bucket heals back over maintenance on a liquidation step, an oracle mark, a funding settlement, or an auto-deleveraging close that lifts it — now closes its record as `COMPLETED` and sends one terminal `liquidation_alert` with `status: "COMPLETED"`, `accountState: "Normal"` and the episode's `liquidationId`. Previously a recovered episode ended silently and its record stayed `UNRESOLVED`. See [Liquidations](/reference/websockets#liquidations).

### Signing survives a skewed device clock

Signed REST requests and the WebSocket `Authenticate` handshake no longer fail with `401` `Request timestamp outside allowed skew` when the device clock is more than 30 seconds off. The SDK reads the server's time from each response's `Date` header, signs with the corrected time once the offset reaches 5 seconds, and retries a signed request once after a `401` that corrected the clock. A WebSocket handshake rejected for skew reconnects and re-signs, up to 3 times, with whatever the clock has learned since — so it recovers once a REST response has calibrated the clock, for example when a restored session authenticates the socket before its first REST call returns. An `AUTH_FAILED` frame carries no server time, so a socket-only client whose clock was never calibrated by a REST response still ends in `onReauthenticationRequired`. Responses a browser may have served from cache do not calibrate the clock, and browser clients need an API gateway that exposes `Date` over CORS. See [Error Handling](/sdk/typescript/error-handling).

### Batch-cancel `cancelledAt` is the engine's stamp

`POST /api/v1/orders/batch-cancel`, `POST /api/v1/orders/batch-cancel-all` and `POST /api/v1/orders/batch-cancel-all/{trading_pair_id}` (gRPC `OrdersService.BatchCancelOrders`, `BatchCancelAll`, `BatchCancelAllByPair`) render `cancelledAt` from the matching engine's per-order cancel stamp at millisecond precision, matching, to the millisecond, the `cancelledAt` a later read of the order returns. Previously it came from the API's own clock truncated to whole seconds, which could render a cancel earlier than the order's `createdAt`.

### Funding premium samples are bounded before averaging

Each premium sample is now bounded to the market's maximum funding rate before it enters the window, and every accepted sample in the hour carries equal weight. A brief burst of resting depth can no longer move the settled rate by more than its share of the window. The window, sample cadence and cap are unchanged. See [Window Aggregation](/trading-mechanics/funding-rates#window-aggregation).

### Higher WebSocket limits

Each connection now allows 1,024 subscriptions (was 256) and a message burst of 1,200 (was 300); each account may hold 50 authenticated connections per server instance (was 20). The sustained rate stays 20 messages per second. A per-connection byte budget also refuses a burst of very large frames with `MESSAGE_RATE_LIMIT`, and a channel string longer than 128 bytes, or one that needs JSON escaping, is rejected with `INVALID_SUBSCRIPTION`. See [WebSocket connections](/developers/rate-limits#websocket-connections).

## Upgrade

```bash theme={null}
npm install @0xmonaco/core@1.0.67 @0xmonaco/types@1.0.67 @0xmonaco/react@1.0.67
# or bun
bun add @0xmonaco/core@1.0.67 @0xmonaco/types@1.0.67 @0xmonaco/react@1.0.67
```

Existing calls are source-compatible — method signatures are unchanged. Some response types gain required properties, so a fixture or mock that constructs one must add them: `ScreenerItem` gains `openInterestNotionalAvg1h`, `openInterestNotionalAvg24h` and `openInterestNotionalAvg7d`, and `ScreenerSnapshotPoint` gains `openInterestNotionalAvg` (all `string | null`); `ListConditionalOrdersResponse` and `ListTwapOrdersResponse` gain `nextPageToken: string`. Three behaviours differ: `isolatedMargin` and `liquidationPrice` exclude open-order funds, `listConditionalOrders` / `listTwapOrders` return cursor pages unless you pass `page`, and a recovered liquidation episode sends a terminal `COMPLETED` alert.