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Monaco Protocol SDK v1.0.98

This release adds the reference candle series, full OHLC of the mark price for charting margin markets with little trading, and makes the WebSocket market_stats 24h figures count a trade within about a second. No action is required: the series is opt-in, and existing trade and mark requests and subscriptions are unchanged.

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Added

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The reference candle series

The candlestick read accepts a third price series, reference, next to trade (the default) and mark (sdk.market.getCandlesticks(pairId, interval, { priceType: "reference" }); GET /api/v1/market/pairs/charts/candlestick/{tradingPairId}/{interval}?priceType=reference; gRPC MarketService.GetCandles with price_type = "reference"). Each candle is the full open, high, low and close of the mark price over its bucket, where a mark candle’s four prices are all the closing mark. Volume, quote volume and trade count are always 0, so use the series to chart markets whose trade candles are sparse. It is served at every interval (1m, 5m, 15m, 1h, 4h, 1d).
  • Like mark, it is margin-only: a spot pair is rejected with REST 400 / gRPC InvalidArgument, and a margin pair with no reference history returns no candles. Any other priceType value is rejected the same way.
  • Paging (startTime, endTime, limit), gap filling and the open-interest fields behave as on the trade series.
  • sdk.ws.ohlcv(pairId, mode, interval, handler, "reference", onSnapshot?) subscribes to ohlcv:<pair>:<mode>:<interval>:reference: a 350-candle snapshot from the same series, then live frames whose priceType is "reference", on every interval. A four-token subscription still receives only the trade series.
  • In @0xmonaco/types, GetCandlesticksParams.priceType, OHLCVPriceType and OHLCVEvent.priceType include "reference".
See OHLCV and WebSockets.

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Fixed

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market_stats 24h figures count a trade within a second

The WebSocket market_stats 24h volume, high, low, price change and last trade price now count a trade within about a second of its execution. The REST market endpoints can trail them by a couple of minutes after a trade, so expect the WebSocket figures to lead briefly. See WebSocket reference.

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