@cubexch/client - npm Package Compare versions

Comparing version 1.2.0 to 1.4.0

lib/codes.js

 "use strict";
-/* eslint-disable */
+// Code generated by protoc-gen-ts_proto. DO NOT EDIT.
+// versions:
+//   protoc-gen-ts_proto  v1.181.1
+//   protoc               v4.25.3
+// source: codes.proto
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.CloseCode = exports.protobufPackage = void 0;
+/* eslint-disable */
 exports.protobufPackage = "codes";
@@ -6,0 +11,0 @@ /**

lib/market_data.d.ts

@@ -14,5 +14,9 @@ export declare const protobufPackage = "market_data";
  * Market by Order (MBO). In addition, clients can subscribe to the trade stream
- * and price candlesticks. Clients should submit a [`Config`](#config) and then
- * process [`MdMessage`](#mdmessage)'s.
+ * and price candlesticks.
  *
+ * Upon connection, clients should submit a [`Config`](#config) and then
+ * process a stream of [`MdMessages`](#mdmessages).
+ * Note that this message type is distinct from the [`MdMessage`](#mdmessage),
+ * where the former is a wrapper containing one or more of the latter.
+ *
  * ### Aggregate Book Tops Data
@@ -331,2 +335,6 @@ *
 }
+/**
+ * A wrapper containing one or more Market Data messages,
+ * each of which will be an [`MdMessage`](#mdmessage).
+ */
 export interface MdMessages {
@@ -352,7 +360,7 @@ messages: MdMessage[];
     transactTime: bigint;
-    /** The best bid price. */
+    /** The best bid price of the direct or implied book, whichever is better. */
     bidPrice?: bigint | undefined;
     /** The total bid quantity at the best bid price. */
     bidQuantity?: bigint | undefined;
-    /** The best ask price. */
+    /** The best ask price of the direct or implied book, whichever is better. */
     askPrice?: bigint | undefined;
@@ -365,6 +373,3 @@ /** The total ask quantity at the best ask price. */
     rolling24hPrice?: bigint | undefined;
-    impliedBidPrice?: bigint | undefined;
-    impliedBidQuantity?: bigint | undefined;
-    impliedAskPrice?: bigint | undefined;
-    impliedAskQuantity?: bigint | undefined;
+    /** Which trading operations are currently allowed on this market. */
     marketState: MarketState;
@@ -371,0 +376,0 @@ }

lib/market_data.js

 "use strict";
-/* eslint-disable */
+// Code generated by protoc-gen-ts_proto. DO NOT EDIT.
+// versions:
+//   protoc-gen-ts_proto  v1.181.1
+//   protoc               v4.25.3
+// source: market_data.proto
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.MarketByOrderDiff_DiffOp = exports.MarketByPriceDiff_DiffOp = exports.RateUpdateSide = exports.AggressingSide = exports.MarketState = exports.KlineInterval = exports.Side = exports.protobufPackage = void 0;
+/* eslint-disable */
 exports.protobufPackage = "market_data";
@@ -18,5 +23,9 @@ /**
  * Market by Order (MBO). In addition, clients can subscribe to the trade stream
- * and price candlesticks. Clients should submit a [`Config`](#config) and then
- * process [`MdMessage`](#mdmessage)'s.
+ * and price candlesticks.
  *
+ * Upon connection, clients should submit a [`Config`](#config) and then
+ * process a stream of [`MdMessages`](#mdmessages).
+ * Note that this message type is distinct from the [`MdMessage`](#mdmessage),
+ * where the former is a wrapper containing one or more of the latter.
+ *
  * ### Aggregate Book Tops Data
@@ -23,0 +32,0 @@ *

lib/methods/codes.js

@@ -29,3 +29,3 @@ "use strict";
         default:
-            throw new tsProtoGlobalThis.Error("Unrecognized enum value " + object + " for enum CloseCode");
+            throw new globalThis.Error("Unrecognized enum value " + object + " for enum CloseCode");
     }
@@ -51,20 +51,5 @@ }
         default:
-            throw new tsProtoGlobalThis.Error("Unrecognized enum value " + object + " for enum CloseCode");
+            throw new globalThis.Error("Unrecognized enum value " + object + " for enum CloseCode");
     }
 }
 exports.closeCodeToJSON = closeCodeToJSON;
-var tsProtoGlobalThis = (() => {
-    if (typeof globalThis !== "undefined") {
-        return globalThis;
-    }
-    if (typeof self !== "undefined") {
-        return self;
-    }
-    if (typeof window !== "undefined") {
-        return window;
-    }
-    if (typeof global !== "undefined") {
-        return global;
-    }
-    throw "Unable to locate global object";
-})();

lib/methods/trade.d.ts

@@ -1,2 +0,2 @@
-import { Side, TimeInForce, OrderType, SelfTradePrevention, PostOnly, ConnectionStatus, Credentials, OrderRequest, NewOrder, CancelOrder, ModifyOrder, MassCancel, Heartbeat, OrderResponse, NewOrderAck, CancelOrderAck, CancelOrderAck_Reason, ModifyOrderAck, MassCancelAck, MassCancelAck_Reason, NewOrderReject, NewOrderReject_Reason, CancelOrderReject, CancelOrderReject_Reason, ModifyOrderReject, ModifyOrderReject_Reason, Fill, FixedPointDecimal, AssetPosition, RawUnits, Bootstrap, RestingOrders, AssetPositions, Done, TradingStatus, RestingOrder } from '../trade';
+import { Side, TimeInForce, OrderType, SelfTradePrevention, PostOnly, ConnectionStatus, Credentials, OrderRequest, NewOrder, CancelOrder, ModifyOrder, MassCancel, Heartbeat, OrderResponse, NewOrderAck, CancelOrderAck, CancelOrderAck_Reason, ModifyOrderAck, MassCancelAck, MassCancelAck_Reason, NewOrderReject, NewOrderReject_Reason, CancelOrderReject, CancelOrderReject_Reason, ModifyOrderReject, ModifyOrderReject_Reason, Fill, ImpliedMatchFee, FixedPointDecimal, AssetPosition, RawUnits, Bootstrap, RestingOrders, AssetPositions, Done, TradingStatus, RestingOrder } from '../trade';
 import * as _m0 from "protobufjs/minimal";
@@ -121,2 +121,8 @@ export declare function sideFromJSON(object: any): Side;
 };
+export declare const ImpliedMatchFeeMethods: {
+    encode(message: ImpliedMatchFee, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): ImpliedMatchFee;
+    fromJSON(object: any): ImpliedMatchFee;
+    toJSON(message: ImpliedMatchFee): unknown;
+};
 export declare const FixedPointDecimalMethods: {
@@ -123,0 +129,0 @@ encode(message: FixedPointDecimal, writer?: _m0.Writer): _m0.Writer;

lib/trade.d.ts

 export declare const protobufPackage = "trade";
 /**
  * This schema defines the Protobuf messages used for communication with the
- * Cube Order Service (Osmium, OS). The base URL for channels described in this
- * page is `wss://api.cube.exchange/os`. The `proto` definition file can be found
- * [here](https://github.com/cubexch/ws-api/blob/main/schema/trade.proto).
+ * Cube Order Service (OS, or "Osmium").
  *
+ * - The connection URL for this Websocket API is `wss://api.cube.exchange/os`.
+ *
+ * - See also:
+ *   - The [Protobuf definition file for the Websocket connection](https://github.com/cubexch/ws-api/blob/main/schema/trade.proto)
+ *   - [General documentation pertaining to the Trade API](https://cubexch.gitbook.io/cube-api/trade-api)
+ *
  * ### Connection
@@ -21,85 +25,2 @@ *
  * interval is missed, the order service will disconnect the websocket.
- *
- * ### Price, Quantity, and Lots
- *
- * All orders are placed on a single market, specified by the market-id. The
- * market definition specifies the base and quote assets and their respective
- * lot sizes for the particular market. Prices and quantities in this API are in
- * units of base and quote _lots_. That is, a quantity of 1 equals 1 base lot,
- * and a price of 10 equals 10 quote lots / base lot (read as quote lots per
- * base lot).
- *
- * For example, consider an ETHBTC market. ETH is the base asset and BTC is the
- * quote asset. ETH has 18 decimal places (`1 ETH = 10^18 WEI`) and BTC has 8
- * decimal places (`1 BTC = 10^8 SAT`). Suppose that in this example, the ETHBTC
- * market has a base lot size of `10^15` and a quote lot size of `10^0` (`1`).
- * Then an order placed with `quantity = 230` and `price = 6300` in
- * market-agnostic terms is an order for `0.23 ETH` at a price of `0.06300 BTC /
- * ETH`. In more detail, we have:
- *
- * ```text
- * 230 base lots
- *   * (10^15 WEI / base lot)
- *   / (10^18 WEI / ETH)
- *   = 0.230 ETH
- *
- * 6300 quote lots / base lot
- *   * (1 SAT / quote lot)
- *   / (10^15 WEI / base lot)
- *   * (10^18 WEI / ETH)
- *   / (10^8 SAT / BTC)
- *   = 0.06300 BTC / ETH
- * ```
- *
- * ### Trading Fees
- *
- * Trading Fees are calculated on each individual trade as a ratio of the filled quantity,
- * and are always charged as a deduction from the asset received in that trade.
- *
- * Fee ratios may vary from trade to trade based on the user's VIP level.
- * For fee discounts based on Trading Volume, ratios are adjusted continuously
- * at the time of each trade based on the user's trailing 30-day volume.
- *
- * To ensure that the client has enough information to determine the exact fee charged,
- * the fee ratio is expressed as a fixed-point decimal number consisting of a mantissa and an exponent.
- * Generally, the exponent will be "-4", indicating that the mantissa is equivalent to pips,
- * Though some fees may be expressed with greater granularity.
- *
- * For example, consider the case of a trade where:
- * - Asset received is BTC
- * - `quantity` = 5
- * - `fee_ratio.mantissa` = 11
- * - `fee_ratio.exponent` = -4
- *
- * ...in which case:
- * - The fee ratio would be 0.0011, or 11 pips.
- * - The fee would be equal to 0.0055 BTC.
- * - The total amount credited at settlement would be 4.9945 BTC.
- *
- * If you need exact granularity at time of trade, you can replicate the fee calculation performed by the exchange.
- * To avoid rounding errors, this entire process is performed in integer math using the exponent as a devisor.
- * In the example above, the full fee amount in indivisible [RawUnits](#rawunits) would be calculated as:
- * ```text
- * 5 * 100_000_000 * 11 / 10_000 = 550_000 RawUnits
- *
- * (in the BTC case, that would be 550,000 Satoshi)
- * ```
- *
- * Since the fee is expressed with a decimal exponent, it's highly likely that this calculation results in a whole number.
- * In the unlikely case that the final division results in a non-whole number, the result should be truncated,
- * hence the division at the end: i.e. the fee is rounded down to the nearest `RawUnit`.
- *
- * ### Exchange Order ID
- *
- * Each order is assigned a unique ID by the exchange. This order ID is
- * consistent across modifies (including cancel-replace), and other operations.
- * The exchange order ID can be used to find a particular order in the
- * market-by-order market data feed, which allows the determination of FIFO
- * queue priority, etc.
- *
- * ### Transact Time
- *
- * The transact time is the matching engine timestamp for when an event is
- * processed. Events that occur with the same transact time occur atomically
- * from the perspective of the matching engine.
  */
@@ -141,2 +62,10 @@ /**
  *
+ * Limit orders refer to orders of type:
+ * - LIMIT
+ *
+ * Market orders refer to orders of type:
+ * - MARKET_LIMIT
+ * - MARKET_WITH_PROTECTION
+ *
+ * Pre-flight quantity checks:
  * - Note that for LIMIT orders, there is a pre-flight check that there is
@@ -146,6 +75,32 @@ *   sufficient available balance to place this order at the price and quantity
  *   EXCEEDED_SPOT_POSITION reason.
- * - For MARKET_LIMIT and MARKET_WITH_PROTECTION orders, there is no such
- *   pre-flight check and a submitted order will be partially filled up until
- *   the subaccount's position limit. The remaining quantity will be canceled
- *   with the POSITION_LIMIT reason.
+ * - For Market orders, there is no quantity-based pre-flight check and a
+ *   submitted order will be partially filled up until the subaccount's position
+ *   limit. The remaining quantity will be canceled with the POSITION_LIMIT
+ *   reason.
+ *
+ * For the following section, let
+ *
+ * ```
+ * P_r = reference price
+ * L = protection levels
+ * P_ap = default protection ask price = P_r + L
+ * P_bp = default protection bid price = P_r - L
+ * ```
+ *
+ * Market order protections:
+ * - Before execution, the following pre-flight slippage check is always
+ *   performed:
+ *
+ *     ```
+ *     P_a = best book ask price
+ *     P_b = best book bid price
+ *     if side == BID:
+ *       ensure P_a <= P_ap
+ *     if side == ASK:
+ *       ensure P_b >= P_bp
+ *     ```
+ *
+ *   Note that this calculation is irrespective of the order parameters.
+ * - During execution, the match stops depending on the exit condition specified
+ *   by the order type.
  */
@@ -170,3 +125,3 @@ export declare enum OrderType {
      * MARKET_WITH_PROTECTION - A market with protection order crosses the bid-ask spread and continues to
-     * cross until the order is fully filled or the protection price is reached.
+     * cross until the order is fully filled or the protection level is reached.
      * - The protection price is defined as:
@@ -251,6 +206,6 @@ *   - If the price is provided, this price is used as the protection price.
  * When calculated for:
- *   secret key: "cafecafecafecafecafecafecafecafecafecafecafecafecafecafecafecafe"
- *   timestamp: 1706546268
+ * - secret key: "cafecafecafecafecafecafecafecafecafecafecafecafecafecafecafecafe"
+ * - timestamp: 1706546268
  * ...the resulting signature should be:
- *   "tmtSP4NIzTLXyVUHIOfinotGnPWyfM8JefxivBdSjc8="
+ * - "tmtSP4NIzTLXyVUHIOfinotGnPWyfM8JefxivBdSjc8="
  *
@@ -274,9 +229,13 @@ * #### Rust
  * mac.update(&timestamp.to_le_bytes());
+ *
  * let signature_bytes = <[u8; 32]>::from(mac.finalize().into_bytes());
  * let signature = base64::general_purpose::STANDARD.encode(signature_bytes);
+ *
+ * println!("{}", signature);
  * ```
  *
  * #### Typescript
- * ```
+ * ```typescript
  * import { createHmac } from 'crypto';
+ *
  * const secretKey = "cafecafecafecafecafecafecafecafecafecafecafecafecafecafecafecafe";
@@ -291,3 +250,25 @@ * const timestampSecs = Math.floor(Date.now() / 1000);
  *   .digest('base64');
+ *
+ * console.log(signature)
  * ```
+ *
+ * #### Python
+ * ```python
+ * import base64
+ * import hmac
+ *
+ * # Calculates "signature" field for "Credentials" message
+ * def calculate_signature(secret_key: bytes, timestamp_seconds: int) -> str:
+ *     h = hmac.new(secret_key, digestmod=hashlib.sha256)
+ *     h.update("cube.xyz".encode('utf-8'))
+ *     h.update(timestamp_seconds.to_bytes(8, byteorder="little", signed=False))
+ *     signature_bytes = h.digest()
+ *     return base64.standard_b64encode(signature_bytes).decode('utf-8')
+ *
+ * secret_key = bytes.fromhex("cafecafecafecafecafecafecafecafecafecafecafecafecafecafecafecafe")
+ * timestamp = int(time.time())
+ * signature = calculate_signature(secret_key, timestamp)
+ *
+ * print(signature)
+ * ````
  */
@@ -313,3 +294,17 @@ export interface Credentials {
 }
-/** Place a new order. */
+/**
+ * Place a new order.
+ *
+ * Execution details:
+ * - For market orders, exactly one of `quantity` or `quote_quantity` must be
+ *   specified.
+ * - For MARKET_WITH_PROTECTION, if `price` is specified, it will override the
+ *   default protection price.
+ * - Matching will stop upon reaching the protection price, or `quantity` (or
+ *   `quote_quantity`) filled.
+ * - When specifying `quote_quantity`, the order is considered 'fully filled'
+ *   when there is insufficient remaining quote quantity to fill 1 lot at the
+ *   next trade price. In that case, there will _not_ be a `CancelOrderAck`
+ *   published.
+ */
 export interface NewOrder {
@@ -325,3 +320,4 @@ /**
     price?: bigint | undefined;
-    quantity: bigint;
+    /** Required for LIMIT orders. */
+    quantity?: bigint | undefined;
     side: Side;
@@ -349,2 +345,12 @@ timeInForce: TimeInForce;
     cancelOnDisconnect: boolean;
+    /**
+     * The quantity of the quote asset that the user wants to spend (for a BID) or
+     * receive (for an ASK). For limit orders, this is immediately converted to a
+     * base quantity using the provided price. For market orders, this is the
+     * maximum quantity that will be executed.
+     *
+     * Note that lot size rules will be respected, and the actual quantity
+     * executed will be expressed in base quantity units.
+     */
+    quoteQuantity?: bigint | undefined;
 }
@@ -452,2 +458,3 @@ /**
     tradingStatus?: TradingStatus | undefined;
+    impliedMatchFee?: ImpliedMatchFee | undefined;
 }
@@ -464,11 +471,15 @@ /**
     requestId: bigint;
-    /** [Exchange order ID](#exchange-order-id) */
+    /** [Exchange order ID](trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
     marketId: bigint;
     /**
-     * If the order ultimately rests, the `price` field will include the resting
-     * price.
+     * The price that matching completed at. For limit orders, this will be the
+     * limit price. For market orders, this will be the protection price.
      */
-    price?: bigint | undefined;
-    /** The quantity submitted in the new-order request. */
+    price: bigint;
+    /**
+     * If `quote_quantity` was not specified, the quantity submitted in the
+     * new-order request. Otherwise, the quantity of the base asset that was
+     * executed.
+     */
     quantity: bigint;
@@ -478,6 +489,7 @@ side: Side;
     orderType: OrderType;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
     subaccountId: bigint;
     cancelOnDisconnect: boolean;
+    quoteQuantity?: bigint | undefined;
 }
@@ -498,3 +510,3 @@ /**
     requestId: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -504,3 +516,3 @@ subaccountId: bigint;
     marketId: bigint;
-    /** [Exchange order ID](#exchange-order-id) */
+    /** [Exchange order ID](trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
@@ -537,3 +549,3 @@ }
     requestId: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -549,3 +561,3 @@ /** The quantity remaining on the book after applying the modify request. */
     cumulativeQuantity: bigint;
-    /** [Exchange order ID](#exchange-order-id) */
+    /** [Exchange order ID](trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
@@ -563,3 +575,3 @@ }
     requestId: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -582,3 +594,3 @@ reason?: MassCancelAck_Reason | undefined;
     requestId: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -589,6 +601,7 @@ subaccountId: bigint;
     price?: bigint | undefined;
-    quantity: bigint;
+    quantity?: bigint | undefined;
     side: Side;
     timeInForce: TimeInForce;
     orderType: OrderType;
+    quoteQuantity?: bigint | undefined;
 }
@@ -658,3 +671,8 @@ /**
      */
-    OUTSIDE_PRICE_BAND = 21
+    OUTSIDE_PRICE_BAND = 21,
+    LIMIT_ORDER_WITHOUT_PRICE = 22,
+    /** CONFLICTING_QUANTITY_TYPE - Both `quantity` and `quote_quantity` were specified. */
+    CONFLICTING_QUANTITY_TYPE = 23,
+    /** NO_QUANTITY_TYPE - Neither `quantity` nor `quote_quantity` was specified. */
+    NO_QUANTITY_TYPE = 24
 }
@@ -668,3 +686,3 @@ /** Cancel-order-reject indicates that a cancel-order request was not applied. */
     requestId: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -692,3 +710,3 @@ subaccountId: bigint;
     requestId: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -746,3 +764,3 @@ subaccountId: bigint;
     clientOrderId: bigint;
-    /** [Exchange order ID](#exchange-order-id) */
+    /** [Exchange order ID](trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
@@ -754,3 +772,3 @@ /**
      * To determine the exact amount of the assets exchanged in the fill,
-     * use the fill_quantity and quote_quantity fields.
+     * use the fill_quantity and fill_quote_quantity fields.
      */
@@ -772,3 +790,3 @@ fillPrice: bigint;
     fillQuoteQuantity: bigint;
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     transactTime: bigint;
@@ -782,3 +800,3 @@ subaccountId: bigint;
      * Indicates the fee charged on this trade.
-     * See [Fees](#fees) for details.
+     * See [Trading Fees](cube-fees.md#trading-fees) for details.
      */
@@ -793,2 +811,33 @@ feeRatio: FixedPointDecimal | undefined;
 /**
+ * Indicates the implied match fee for a trade.
+ * This message will be delivered once for each aggressing NewOrder (taker order)
+ * that results in one or more implied fills.
+ * If an implied match occurs but the implied match fee is zero,
+ * this message will still be delivered and the fee_amount will be zero.
+ */
+export interface ImpliedMatchFee {
+    msgSeqNum: bigint;
+    /** [Transact time](trade-api.md#transact-time) */
+    transactTime: bigint;
+    /** The ID of the market in which the order was placed */
+    marketId: bigint;
+    /** The ID of the subaccount which placed the aggressing order that resulted in the implied match. */
+    subaccountId: bigint;
+    /** The ID assigned by the client that placed the aggressing order that resulted in the implied match. */
+    clientOrderId: bigint;
+    /** The ID assigned by the exchange to the agressing order that resulted in the implied match. */
+    exchangeOrderId: bigint;
+    /** The ID of the asset demoninating the fee_amount. */
+    feeAssetId: bigint;
+    /**
+     * The amount of the implied match fee in indivisible RawUnits.
+     * For details on how this is calculated, reference the documentation related to Implied Matching.
+     * Note that, unlike trading fees, this value is already accounted for
+     * in the quantities reported by the fill_quantity and fill_quote_quantity fields
+     * and does not need to be subtracted from the total
+     * when reconciling the associated trade against on-chain settlement.
+     */
+    feeAmount: RawUnits | undefined;
+}
+/**
  * A fixed-point decimal number.
@@ -854,3 +903,3 @@ * Matches the representation preferred by the FIX protocol,
 export interface Done {
-    /** [Transact time](#transact-time) */
+    /** [Transact time](trade-api.md#transact-time) */
     latestTransactTime: bigint;
@@ -876,3 +925,3 @@ /**
     clientOrderId: bigint;
-    /** [Exchange order ID](#exchange-order-id) */
+    /** [Exchange order ID](trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
@@ -893,3 +942,3 @@ marketId: bigint;
     remainingQuantity: bigint;
-    /** [Transact time](#transact-time) of the NewOrderAck */
+    /** [Transact time](trade-api.md#transact-time) of the NewOrderAck */
     restTime: bigint;
@@ -896,0 +945,0 @@ subaccountId: bigint;

lib/trade.js

 "use strict";
-/* eslint-disable */
+// Code generated by protoc-gen-ts_proto. DO NOT EDIT.
+// versions:
+//   protoc-gen-ts_proto  v1.181.1
+//   protoc               v4.25.3
+// source: trade.proto
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ModifyOrderReject_Reason = exports.CancelOrderReject_Reason = exports.NewOrderReject_Reason = exports.MassCancelAck_Reason = exports.CancelOrderAck_Reason = exports.ConnectionStatus = exports.PostOnly = exports.SelfTradePrevention = exports.OrderType = exports.TimeInForce = exports.Side = exports.protobufPackage = void 0;
+/* eslint-disable */
 exports.protobufPackage = "trade";
 /**
  * This schema defines the Protobuf messages used for communication with the
- * Cube Order Service (Osmium, OS). The base URL for channels described in this
- * page is `wss://api.cube.exchange/os`. The `proto` definition file can be found
- * [here](https://github.com/cubexch/ws-api/blob/main/schema/trade.proto).
+ * Cube Order Service (OS, or "Osmium").
  *
+ * - The connection URL for this Websocket API is `wss://api.cube.exchange/os`.
+ *
+ * - See also:
+ *   - The [Protobuf definition file for the Websocket connection](https://github.com/cubexch/ws-api/blob/main/schema/trade.proto)
+ *   - [General documentation pertaining to the Trade API](https://cubexch.gitbook.io/cube-api/trade-api)
+ *
  * ### Connection
@@ -25,85 +34,2 @@ *
  * interval is missed, the order service will disconnect the websocket.
- *
- * ### Price, Quantity, and Lots
- *
- * All orders are placed on a single market, specified by the market-id. The
- * market definition specifies the base and quote assets and their respective
- * lot sizes for the particular market. Prices and quantities in this API are in
- * units of base and quote _lots_. That is, a quantity of 1 equals 1 base lot,
- * and a price of 10 equals 10 quote lots / base lot (read as quote lots per
- * base lot).
- *
- * For example, consider an ETHBTC market. ETH is the base asset and BTC is the
- * quote asset. ETH has 18 decimal places (`1 ETH = 10^18 WEI`) and BTC has 8
- * decimal places (`1 BTC = 10^8 SAT`). Suppose that in this example, the ETHBTC
- * market has a base lot size of `10^15` and a quote lot size of `10^0` (`1`).
- * Then an order placed with `quantity = 230` and `price = 6300` in
- * market-agnostic terms is an order for `0.23 ETH` at a price of `0.06300 BTC /
- * ETH`. In more detail, we have:
- *
- * ```text
- * 230 base lots
- *   * (10^15 WEI / base lot)
- *   / (10^18 WEI / ETH)
- *   = 0.230 ETH
- *
- * 6300 quote lots / base lot
- *   * (1 SAT / quote lot)
- *   / (10^15 WEI / base lot)
- *   * (10^18 WEI / ETH)
- *   / (10^8 SAT / BTC)
- *   = 0.06300 BTC / ETH
- * ```
- *
- * ### Trading Fees
- *
- * Trading Fees are calculated on each individual trade as a ratio of the filled quantity,
- * and are always charged as a deduction from the asset received in that trade.
- *
- * Fee ratios may vary from trade to trade based on the user's VIP level.
- * For fee discounts based on Trading Volume, ratios are adjusted continuously
- * at the time of each trade based on the user's trailing 30-day volume.
- *
- * To ensure that the client has enough information to determine the exact fee charged,
- * the fee ratio is expressed as a fixed-point decimal number consisting of a mantissa and an exponent.
- * Generally, the exponent will be "-4", indicating that the mantissa is equivalent to pips,
- * Though some fees may be expressed with greater granularity.
- *
- * For example, consider the case of a trade where:
- * - Asset received is BTC
- * - `quantity` = 5
- * - `fee_ratio.mantissa` = 11
- * - `fee_ratio.exponent` = -4
- *
- * ...in which case:
- * - The fee ratio would be 0.0011, or 11 pips.
- * - The fee would be equal to 0.0055 BTC.
- * - The total amount credited at settlement would be 4.9945 BTC.
- *
- * If you need exact granularity at time of trade, you can replicate the fee calculation performed by the exchange.
- * To avoid rounding errors, this entire process is performed in integer math using the exponent as a devisor.
- * In the example above, the full fee amount in indivisible [RawUnits](#rawunits) would be calculated as:
- * ```text
- * 5 * 100_000_000 * 11 / 10_000 = 550_000 RawUnits
- *
- * (in the BTC case, that would be 550,000 Satoshi)
- * ```
- *
- * Since the fee is expressed with a decimal exponent, it's highly likely that this calculation results in a whole number.
- * In the unlikely case that the final division results in a non-whole number, the result should be truncated,
- * hence the division at the end: i.e. the fee is rounded down to the nearest `RawUnit`.
- *
- * ### Exchange Order ID
- *
- * Each order is assigned a unique ID by the exchange. This order ID is
- * consistent across modifies (including cancel-replace), and other operations.
- * The exchange order ID can be used to find a particular order in the
- * market-by-order market data feed, which allows the determination of FIFO
- * queue priority, etc.
- *
- * ### Transact Time
- *
- * The transact time is the matching engine timestamp for when an event is
- * processed. Events that occur with the same transact time occur atomically
- * from the perspective of the matching engine.
  */
@@ -147,2 +73,10 @@ /**
  *
+ * Limit orders refer to orders of type:
+ * - LIMIT
+ *
+ * Market orders refer to orders of type:
+ * - MARKET_LIMIT
+ * - MARKET_WITH_PROTECTION
+ *
+ * Pre-flight quantity checks:
  * - Note that for LIMIT orders, there is a pre-flight check that there is
@@ -152,6 +86,32 @@ *   sufficient available balance to place this order at the price and quantity
  *   EXCEEDED_SPOT_POSITION reason.
- * - For MARKET_LIMIT and MARKET_WITH_PROTECTION orders, there is no such
- *   pre-flight check and a submitted order will be partially filled up until
- *   the subaccount's position limit. The remaining quantity will be canceled
- *   with the POSITION_LIMIT reason.
+ * - For Market orders, there is no quantity-based pre-flight check and a
+ *   submitted order will be partially filled up until the subaccount's position
+ *   limit. The remaining quantity will be canceled with the POSITION_LIMIT
+ *   reason.
+ *
+ * For the following section, let
+ *
+ * ```
+ * P_r = reference price
+ * L = protection levels
+ * P_ap = default protection ask price = P_r + L
+ * P_bp = default protection bid price = P_r - L
+ * ```
+ *
+ * Market order protections:
+ * - Before execution, the following pre-flight slippage check is always
+ *   performed:
+ *
+ *     ```
+ *     P_a = best book ask price
+ *     P_b = best book bid price
+ *     if side == BID:
+ *       ensure P_a <= P_ap
+ *     if side == ASK:
+ *       ensure P_b >= P_bp
+ *     ```
+ *
+ *   Note that this calculation is irrespective of the order parameters.
+ * - During execution, the match stops depending on the exit condition specified
+ *   by the order type.
  */
@@ -177,3 +137,3 @@ var OrderType;
      * MARKET_WITH_PROTECTION - A market with protection order crosses the bid-ask spread and continues to
-     * cross until the order is fully filled or the protection price is reached.
+     * cross until the order is fully filled or the protection level is reached.
      * - The protection price is defined as:
@@ -326,2 +286,7 @@ *   - If the price is provided, this price is used as the protection price.
     NewOrderReject_Reason[NewOrderReject_Reason["OUTSIDE_PRICE_BAND"] = 21] = "OUTSIDE_PRICE_BAND";
+    NewOrderReject_Reason[NewOrderReject_Reason["LIMIT_ORDER_WITHOUT_PRICE"] = 22] = "LIMIT_ORDER_WITHOUT_PRICE";
+    /** CONFLICTING_QUANTITY_TYPE - Both `quantity` and `quote_quantity` were specified. */
+    NewOrderReject_Reason[NewOrderReject_Reason["CONFLICTING_QUANTITY_TYPE"] = 23] = "CONFLICTING_QUANTITY_TYPE";
+    /** NO_QUANTITY_TYPE - Neither `quantity` nor `quote_quantity` was specified. */
+    NewOrderReject_Reason[NewOrderReject_Reason["NO_QUANTITY_TYPE"] = 24] = "NO_QUANTITY_TYPE";
 })(NewOrderReject_Reason = exports.NewOrderReject_Reason || (exports.NewOrderReject_Reason = {}));
@@ -328,0 +293,0 @@ var CancelOrderReject_Reason;

package.json

 {
   "name": "@cubexch/client",
-  "version": "1.2.0",
+  "version": "1.4.0",
   "scripts": {
@@ -17,3 +17,3 @@ "build": "tsc"
   },
-  "packageManager": "yarn@3.6.1"
+  "packageManager": "pnpm@8.15.6"
 }

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