@gainsnetwork/sdk 0.0.0-me-rc1

package/lib/markets/schedules/builders.d.ts

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+import { Schedule } from './types';
+export declare const buildForexWeeklySchedule: (currentDate?: Date, opts?: {
+    pairGroupIndex?: number;
+}) => Schedule;
+export declare const buildStocksWeeklySchedule: (currentDate?: Date) => Schedule;
+export declare const buildIndicesWeeklySchedule: (currentDate?: Date) => Schedule;
+export declare const buildCommoditiesWeeklySchedule: (currentDate?: Date) => Schedule;

package/lib/markets/schedules/builders.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildCommoditiesWeeklySchedule = exports.buildIndicesWeeklySchedule = exports.buildStocksWeeklySchedule = exports.buildForexWeeklySchedule = void 0;
+const luxon_1 = require("luxon");
+const types_1 = require("./types");
+const holidays_1 = require("./holidays");
+const ET = luxon_1.IANAZone.create('America/New_York');
+const emptyWeekly = () => ({
+    monday: [],
+    tuesday: [],
+    wednesday: [],
+    thursday: [],
+    friday: [],
+    saturday: [],
+    sunday: [],
+});
+const add = (ws, day, win) => {
+    ws[(0, types_1.weekDayToKey)(day)].push(win);
+};
+const buildForexWeeklySchedule = (currentDate = new Date(), opts) => {
+    const dt = luxon_1.DateTime.fromJSDate(currentDate).setZone(ET);
+    const isInDST = dt.isInDST;
+    const open = emptyWeekly();
+    const lowLiq = emptyWeekly();
+    const openHour = isInDST ? 16 : 17; // Monday open
+    const closeHour = isInDST ? 16 : 17; // Friday close
+    // Open windows (ET): Sun 16/17:00 -> 24:00, Mon-Thu 0-24, Fri 0 -> 16/17:00
+    add(open, types_1.WeekDay.Sunday, { start: { hour: openHour, minute: 0 }, end: { hour: 24, minute: 0 } });
+    add(open, types_1.WeekDay.Monday, { start: { hour: 0, minute: 0 }, end: { hour: 24, minute: 0 } });
+    add(open, types_1.WeekDay.Tuesday, { start: { hour: 0, minute: 0 }, end: { hour: 24, minute: 0 } });
+    add(open, types_1.WeekDay.Wednesday, { start: { hour: 0, minute: 0 }, end: { hour: 24, minute: 0 } });
+    add(open, types_1.WeekDay.Thursday, { start: { hour: 0, minute: 0 }, end: { hour: 24, minute: 0 } });
+    add(open, types_1.WeekDay.Friday, { start: { hour: 0, minute: 0 }, end: { hour: closeHour, minute: 0 } });
+    // Low-liquidity windows (ET)
+    const extendedGroups = [8, 9];
+    const useExtended = opts?.pairGroupIndex !== undefined && extendedGroups.includes(+opts.pairGroupIndex);
+    const llStartHour = isInDST ? (useExtended ? 14 : 15) : (useExtended ? 15 : 16);
+    const llStartMinute = 45;
+    const llEndHour = isInDST ? (useExtended ? 21 : 19) : (useExtended ? 22 : 20);
+    const llEndMinute = 0;
+    for (const d of [types_1.WeekDay.Sunday, types_1.WeekDay.Monday, types_1.WeekDay.Tuesday, types_1.WeekDay.Wednesday, types_1.WeekDay.Thursday, types_1.WeekDay.Friday]) {
+        add(lowLiq, d, { start: { hour: llStartHour, minute: llStartMinute }, end: { hour: llEndHour, minute: llEndMinute } });
+    }
+    const holidays = (0, holidays_1.getHolidaysInCurrentWeek)('forex', currentDate);
+    const summary = isInDST
+        ? 'Sunday 4:00 pm - Friday 4:00 pm ET (Closed weekends & holidays)'
+        : 'Sunday 5:00 pm - Friday 5:00 pm ET (Closed weekends & holidays)';
+    return { open, lowLiq, holidays, summary };
+};
+exports.buildForexWeeklySchedule = buildForexWeeklySchedule;
+const buildStocksWeeklySchedule = (currentDate = new Date()) => {
+    const open = emptyWeekly();
+    const lowLiq = emptyWeekly();
+    for (const d of [types_1.WeekDay.Monday, types_1.WeekDay.Tuesday, types_1.WeekDay.Wednesday, types_1.WeekDay.Thursday, types_1.WeekDay.Friday]) {
+        add(open, d, { start: { hour: 9, minute: 30 }, end: { hour: 16, minute: 0 } });
+    }
+    const holidays = (0, holidays_1.getHolidaysInCurrentWeek)('stocks', currentDate);
+    const summary = 'Monday - Friday: 9:30 am - 4:00 pm ET (Closed weekends & holidays)';
+    return { open, lowLiq, holidays, summary };
+};
+exports.buildStocksWeeklySchedule = buildStocksWeeklySchedule;
+const buildIndicesWeeklySchedule = (currentDate = new Date()) => (0, exports.buildStocksWeeklySchedule)(currentDate);
+exports.buildIndicesWeeklySchedule = buildIndicesWeeklySchedule;
+const buildCommoditiesWeeklySchedule = (currentDate = new Date()) => {
+    const open = emptyWeekly();
+    const lowLiq = emptyWeekly();
+    // Sunday: 18:00 -> 24:00
+    add(open, types_1.WeekDay.Sunday, { start: { hour: 18, minute: 0 }, end: { hour: 24, minute: 0 } });
+    // Mon-Thu: 0:00 -> 17:00 and 18:00 -> 24:00 (break represented by the gap)
+    for (const d of [types_1.WeekDay.Monday, types_1.WeekDay.Tuesday, types_1.WeekDay.Wednesday, types_1.WeekDay.Thursday]) {
+        add(open, d, { start: { hour: 0, minute: 0 }, end: { hour: 17, minute: 0 } });
+        add(open, d, { start: { hour: 18, minute: 0 }, end: { hour: 24, minute: 0 } });
+    }
+    // Friday: 0:00 -> 17:00
+    add(open, types_1.WeekDay.Friday, { start: { hour: 0, minute: 0 }, end: { hour: 17, minute: 0 } });
+    // Saturday: closed (no windows)
+    const holidays = (0, holidays_1.getHolidaysInCurrentWeek)('commodities', currentDate);
+    const summary = `Sunday 6:00 pm - Friday 5:00 pm ET (Daily break: 5:00 pm - 6:00 pm ET)`;
+    return { open, lowLiq, holidays, summary };
+};
+exports.buildCommoditiesWeeklySchedule = buildCommoditiesWeeklySchedule;

package/lib/markets/schedules/checkers.d.ts

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+import { TradFiMarket } from "./index";
+export declare const isOpenAt: (market: TradFiMarket, date: Date, opts?: {
+    pairGroupIndex?: number;
+}) => boolean;
+export declare const isLowLiquidityAt: (market: TradFiMarket, date: Date, opts?: {
+    pairGroupIndex?: number;
+}) => boolean;

package/lib/markets/schedules/checkers.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isLowLiquidityAt = exports.isOpenAt = void 0;
+const luxon_1 = require("luxon");
+const index_1 = require("./index");
+const types_1 = require("./types");
+const ET = luxon_1.IANAZone.create("America/New_York");
+const weekdayKey = (weekday) => (0, types_1.weekDayToKey)(weekday); // Luxon: Mon=1..Sun=7
+const inInAnyWindow = (mm, wins) => !!wins?.some(w => {
+    const start = w.start.hour * 60 + w.start.minute;
+    const end = w.end.hour === 24 && w.end.minute === 0
+        ? 1440
+        : w.end.hour * 60 + w.end.minute;
+    return mm >= start && mm < end;
+});
+const isOpenAt = (market, date, opts) => {
+    const dt = luxon_1.DateTime.fromJSDate(date).setZone(ET);
+    const schedule = (0, index_1.getWeeklySchedule)(market, date, opts);
+    const dayKey = weekdayKey(dt.weekday);
+    const mm = dt.hour * 60 + dt.minute;
+    // Holiday override: if this ET date has a holiday entry, use its openWindows
+    const holiday = schedule.holidays?.find(x => x.year === dt.year && x.month === dt.month && x.day === dt.day);
+    if (holiday) {
+        return inInAnyWindow(mm, holiday.openWindows);
+    }
+    return inInAnyWindow(mm, (schedule.open)[dayKey]);
+};
+exports.isOpenAt = isOpenAt;
+const isLowLiquidityAt = (market, date, opts) => {
+    const dt = luxon_1.DateTime.fromJSDate(date).setZone(ET);
+    const schedule = (0, index_1.getWeeklySchedule)(market, date, opts);
+    const dayKey = weekdayKey(dt.weekday);
+    const mm = dt.hour * 60 + dt.minute;
+    return inInAnyWindow(mm, (schedule.lowLiq)[dayKey]);
+};
+exports.isLowLiquidityAt = isLowLiquidityAt;

package/lib/markets/schedules/holidays.d.ts

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+import { Holiday } from "./types";
+import { TradFiMarket } from "./index";
+export declare const getHolidays: (market: TradFiMarket, startDate: Date, days: number) => Holiday[];
+export declare const getHolidaysInCurrentWeek: (market: TradFiMarket, currentDate: Date) => Holiday[];

package/lib/markets/schedules/holidays.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getHolidaysInCurrentWeek = exports.getHolidays = void 0;
+const luxon_1 = require("luxon");
+const ET = luxon_1.IANAZone.create("America/New_York");
+const full = (year, month, day, name) => ({ year, month, day, name, openWindows: [] });
+const partial = (year, month, day, name, startH, startM, endH, endM) => ({ year, month, day, name, openWindows: [{ start: { hour: startH, minute: startM }, end: { hour: endH, minute: endM } }] });
+// Shared holidays
+const HOLIDAYS = [
+    // 2025
+    full(2025, 5, 26, "Memorial Day"),
+    full(2025, 6, 19, "Juneteenth"),
+    partial(2025, 7, 3, "Day Before Independence Day", 9, 30, 13, 0),
+    full(2025, 7, 4, "Independence Day"),
+    full(2025, 9, 1, "Labor Day"),
+    full(2025, 11, 27, "Thanksgiving Day"),
+    partial(2025, 11, 28, "Black Friday", 9, 30, 13, 0),
+    full(2025, 12, 25, "Christmas Day"),
+    // 2026
+    full(2026, 1, 1, "New Year's Day"),
+    full(2026, 1, 19, "Martin Luther King Jr. Day"),
+    full(2026, 2, 16, "Presidents' Day"),
+    full(2026, 4, 3, "Good Friday"),
+];
+// Market-specific holiday overrides
+const HOLIDAYS_OVERRIDES = {
+    stocks: [
+        partial(2025, 12, 24, "Christmas Eve", 9, 30, 13, 0),
+    ],
+    indices: [
+        partial(2025, 12, 24, "Christmas Eve", 9, 30, 12, 15),
+        partial(2025, 12, 31, "New Year's Eve", 0, 0, 16, 0),
+    ],
+    commodities: [
+        // MLK Jr. Day: Open until 1 PM ET, closed from 1-6 PM ET, then reopens at 6 PM ET
+        {
+            year: 2026,
+            month: 1,
+            day: 19,
+            name: "Martin Luther King Jr. Day",
+            openWindows: [
+                { start: { hour: 0, minute: 0 }, end: { hour: 13, minute: 0 } },
+                { start: { hour: 18, minute: 0 }, end: { hour: 24, minute: 0 } }
+            ]
+        },
+        partial(2025, 12, 24, "Christmas Eve", 0, 0, 12, 45),
+        partial(2025, 12, 31, "New Year's Eve", 0, 0, 16, 0),
+    ],
+    forex: [
+        partial(2025, 12, 24, "Christmas Eve", 0, 0, 12, 45),
+        partial(2025, 12, 31, "New Year's Eve", 0, 0, 16, 0),
+    ],
+};
+const getHolidaysForYear = (market, year) => {
+    const holidayOverrides = HOLIDAYS_OVERRIDES[market]?.filter(h => h.year === year) || [];
+    const overridden = new Set(holidayOverrides.map(h => h.name));
+    const filteredHolidays = HOLIDAYS.filter(h => h.year === year && !overridden.has(h.name));
+    return [...filteredHolidays, ...holidayOverrides].sort((a, b) => a.month === b.month ? a.day - b.day : a.month - b.month);
+};
+const getHolidays = (market, startDate, days) => {
+    const start = luxon_1.DateTime.fromJSDate(startDate).setZone(ET).startOf('day');
+    const end = start.plus({ days });
+    const years = [];
+    for (let year = start.year; year <= end.year; year++) {
+        years.push(year);
+    }
+    return years.flatMap(year => getHolidaysForYear(market, year).filter(h => {
+        const d = luxon_1.DateTime.fromObject({ year: h.year, month: h.month, day: h.day }, { zone: ET });
+        return d >= start && d < end;
+    }));
+};
+exports.getHolidays = getHolidays;
+const getHolidaysInCurrentWeek = (market, currentDate) => {
+    const weekStart = luxon_1.DateTime.fromJSDate(currentDate).setZone(ET).startOf("week");
+    return (0, exports.getHolidays)(market, weekStart.toJSDate(), 7);
+};
+exports.getHolidaysInCurrentWeek = getHolidaysInCurrentWeek;

package/lib/markets/schedules/index.d.ts

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+export * from "./types";
+export { buildForexWeeklySchedule, buildStocksWeeklySchedule, buildIndicesWeeklySchedule, buildCommoditiesWeeklySchedule, } from "./builders";
+export { isOpenAt, isLowLiquidityAt } from "./checkers";
+export { getHolidays, getHolidaysInCurrentWeek } from "./holidays";
+import { Schedule } from "./types";
+export type TradFiMarket = "forex" | "stocks" | "indices" | "commodities";
+export declare const getWeeklySchedule: (market: TradFiMarket, currentDate?: Date, opts?: {
+    pairGroupIndex?: number;
+}) => Schedule;

package/lib/markets/schedules/index.js

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+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getWeeklySchedule = exports.getHolidaysInCurrentWeek = exports.getHolidays = exports.isLowLiquidityAt = exports.isOpenAt = exports.buildCommoditiesWeeklySchedule = exports.buildIndicesWeeklySchedule = exports.buildStocksWeeklySchedule = exports.buildForexWeeklySchedule = void 0;
+__exportStar(require("./types"), exports);
+var builders_1 = require("./builders");
+Object.defineProperty(exports, "buildForexWeeklySchedule", { enumerable: true, get: function () { return builders_1.buildForexWeeklySchedule; } });
+Object.defineProperty(exports, "buildStocksWeeklySchedule", { enumerable: true, get: function () { return builders_1.buildStocksWeeklySchedule; } });
+Object.defineProperty(exports, "buildIndicesWeeklySchedule", { enumerable: true, get: function () { return builders_1.buildIndicesWeeklySchedule; } });
+Object.defineProperty(exports, "buildCommoditiesWeeklySchedule", { enumerable: true, get: function () { return builders_1.buildCommoditiesWeeklySchedule; } });
+var checkers_1 = require("./checkers");
+Object.defineProperty(exports, "isOpenAt", { enumerable: true, get: function () { return checkers_1.isOpenAt; } });
+Object.defineProperty(exports, "isLowLiquidityAt", { enumerable: true, get: function () { return checkers_1.isLowLiquidityAt; } });
+var holidays_1 = require("./holidays");
+Object.defineProperty(exports, "getHolidays", { enumerable: true, get: function () { return holidays_1.getHolidays; } });
+Object.defineProperty(exports, "getHolidaysInCurrentWeek", { enumerable: true, get: function () { return holidays_1.getHolidaysInCurrentWeek; } });
+const builders_2 = require("./builders");
+const getWeeklySchedule = (market, currentDate = new Date(), opts) => {
+    switch (market) {
+        case "forex":
+            return (0, builders_2.buildForexWeeklySchedule)(currentDate, {
+                pairGroupIndex: opts?.pairGroupIndex,
+            });
+        case "stocks":
+            return (0, builders_2.buildStocksWeeklySchedule)(currentDate);
+        case "indices":
+            return (0, builders_2.buildIndicesWeeklySchedule)(currentDate);
+        case "commodities":
+            return (0, builders_2.buildCommoditiesWeeklySchedule)(currentDate);
+    }
+};
+exports.getWeeklySchedule = getWeeklySchedule;

package/lib/markets/schedules/types.d.ts

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+import { IANAZone } from "luxon";
+export type HM = {
+    hour: number;
+    minute: number;
+};
+export type Window = {
+    start: HM;
+    end: HM;
+};
+export type WeeklySchedule = {
+    monday: Window[];
+    tuesday: Window[];
+    wednesday: Window[];
+    thursday: Window[];
+    friday: Window[];
+    saturday: Window[];
+    sunday: Window[];
+};
+export declare enum WeekDay {
+    Monday = 1,
+    Tuesday = 2,
+    Wednesday = 3,
+    Thursday = 4,
+    Friday = 5,
+    Saturday = 6,
+    Sunday = 7
+}
+export type WeekDayKey = keyof WeeklySchedule;
+export declare const weekDayToKey: (d: WeekDay) => WeekDayKey;
+export type Holiday = {
+    year: number;
+    month: number;
+    day: number;
+    name: string;
+    openWindows: Window[];
+};
+export type Schedule = {
+    holidays?: Holiday[];
+    open: WeeklySchedule;
+    lowLiq: WeeklySchedule;
+    summary?: string;
+};
+export declare const ET_IANA: IANAZone;

package/lib/markets/schedules/types.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ET_IANA = exports.weekDayToKey = exports.WeekDay = void 0;
+const luxon_1 = require("luxon");
+// Monday = 1 ... Sunday = 7 (matches Luxon DateTime.weekday)
+var WeekDay;
+(function (WeekDay) {
+    WeekDay[WeekDay["Monday"] = 1] = "Monday";
+    WeekDay[WeekDay["Tuesday"] = 2] = "Tuesday";
+    WeekDay[WeekDay["Wednesday"] = 3] = "Wednesday";
+    WeekDay[WeekDay["Thursday"] = 4] = "Thursday";
+    WeekDay[WeekDay["Friday"] = 5] = "Friday";
+    WeekDay[WeekDay["Saturday"] = 6] = "Saturday";
+    WeekDay[WeekDay["Sunday"] = 7] = "Sunday";
+})(WeekDay = exports.WeekDay || (exports.WeekDay = {}));
+const weekDayToKey = (d) => {
+    switch (d) {
+        case WeekDay.Monday:
+            return "monday";
+        case WeekDay.Tuesday:
+            return "tuesday";
+        case WeekDay.Wednesday:
+            return "wednesday";
+        case WeekDay.Thursday:
+            return "thursday";
+        case WeekDay.Friday:
+            return "friday";
+        case WeekDay.Saturday:
+            return "saturday";
+        case WeekDay.Sunday:
+            return "sunday";
+        default:
+            return "sunday";
+    }
+};
+exports.weekDayToKey = weekDayToKey;
+exports.ET_IANA = luxon_1.IANAZone.create("America/New_York");

package/lib/markets/stocks.d.ts

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+import { DateTime } from "luxon";
+export declare const isStocksOpen: (dateToCheck: Date) => boolean;
+export declare const getUSMarketsNow: () => DateTime;

package/lib/markets/stocks.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getUSMarketsNow = exports.isStocksOpen = void 0;
+/* eslint-disable @typescript-eslint/no-unsafe-call */
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
+// @ts-ignore-file
+const luxon_1 = require("luxon");
+const schedules_1 = require("./schedules");
+const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
+const isStocksOpen = (dateToCheck) => (0, schedules_1.isOpenAt)('stocks', dateToCheck);
+exports.isStocksOpen = isStocksOpen;
+const getUSMarketsNow = () => {
+    return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
+};
+exports.getUSMarketsNow = getUSMarketsNow;

package/lib/pricing/depthBands.d.ts

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+/**
+ * @dev Depth bands encoding/decoding functions
+ */
+/**
+ * Encode depth bands data into two uint256 slots
+ * @param totalDepthUsd Total depth in USD (must fit in uint32)
+ * @param bandPercentagesBps Array of 30 band percentages in basis points
+ * @returns Two slots as bigints
+ */
+export declare function encodeDepthBands(totalDepthUsd: number, bandPercentagesBps: number[]): {
+    slot1: bigint;
+    slot2: bigint;
+};
+/**
+ * Decode depth bands from two uint256 slots
+ * @param slot1 First slot containing totalDepthUsd and bands 0-13
+ * @param slot2 Second slot containing bands 14-29
+ * @returns Total depth and array of band percentages
+ */
+export declare function decodeDepthBands(slot1: bigint, slot2: bigint): {
+    totalDepthUsd: number;
+    bands: number[];
+};
+/**
+ * Encode depth bands mapping (global offsets for all pairs)
+ * @param bands Array of 30 band offset values in ppm
+ * @returns Two slots as bigints
+ */
+export declare function encodeDepthBandsMapping(bands: number[]): {
+    slot1: bigint;
+    slot2: bigint;
+};
+/**
+ * Decode depth bands mapping from two uint256 slots
+ * @param slot1 First slot containing bands 0-13 (starting at bit 32, first 32 bits unused)
+ * @param slot2 Second slot containing bands 14-29
+ * @returns Array of band offset values in ppm
+ */
+export declare function decodeDepthBandsMapping(slot1: bigint, slot2: bigint): number[];

package/lib/pricing/depthBands.js

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+"use strict";
+/**
+ * @dev Depth bands encoding/decoding functions
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.decodeDepthBandsMapping = exports.encodeDepthBandsMapping = exports.decodeDepthBands = exports.encodeDepthBands = void 0;
+const DEPTH_BANDS_COUNT = 30;
+const DEPTH_BANDS_PER_SLOT1 = 14;
+/**
+ * Encode depth bands data into two uint256 slots
+ * @param totalDepthUsd Total depth in USD (must fit in uint32)
+ * @param bandPercentagesBps Array of 30 band percentages in basis points
+ * @returns Two slots as bigints
+ */
+function encodeDepthBands(totalDepthUsd, bandPercentagesBps) {
+    // Pack slot1: totalDepthUsd (32 bits) + bands 0-13 (14 * 16 bits)
+    let slot1 = BigInt(totalDepthUsd);
+    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
+        const shift = 32 + i * 16;
+        slot1 |= BigInt(bandPercentagesBps[i]) << BigInt(shift);
+    }
+    // Pack slot2: bands 14-29 (16 * 16 bits)
+    let slot2 = BigInt(0);
+    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
+        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
+        slot2 |= BigInt(bandPercentagesBps[i]) << BigInt(shift);
+    }
+    return { slot1, slot2 };
+}
+exports.encodeDepthBands = encodeDepthBands;
+/**
+ * Decode depth bands from two uint256 slots
+ * @param slot1 First slot containing totalDepthUsd and bands 0-13
+ * @param slot2 Second slot containing bands 14-29
+ * @returns Total depth and array of band percentages
+ */
+function decodeDepthBands(slot1, slot2) {
+    const totalDepthUsd = Number(slot1 & BigInt(0xffffffff));
+    const bands = [];
+    // Extract bands 0-13 from slot1
+    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
+        const shift = 32 + i * 16;
+        bands.push(Number((slot1 >> BigInt(shift)) & BigInt(0xffff)));
+    }
+    // Extract bands 14-29 from slot2
+    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
+        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
+        bands.push(Number((slot2 >> BigInt(shift)) & BigInt(0xffff)));
+    }
+    return { totalDepthUsd, bands };
+}
+exports.decodeDepthBands = decodeDepthBands;
+/**
+ * Encode depth bands mapping (global offsets for all pairs)
+ * @param bands Array of 30 band offset values in ppm
+ * @returns Two slots as bigints
+ */
+function encodeDepthBandsMapping(bands) {
+    // Pack slot1: bands 0-13 (starting at bit 32, first 32 bits unused)
+    let slot1 = BigInt(0);
+    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
+        const shift = 32 + i * 16; // Start at bit 32 to match contract
+        slot1 |= BigInt(bands[i]) << BigInt(shift);
+    }
+    // Pack slot2: bands 14-29 (16 * 16 bits)
+    let slot2 = BigInt(0);
+    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
+        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
+        slot2 |= BigInt(bands[i]) << BigInt(shift);
+    }
+    return { slot1, slot2 };
+}
+exports.encodeDepthBandsMapping = encodeDepthBandsMapping;
+/**
+ * Decode depth bands mapping from two uint256 slots
+ * @param slot1 First slot containing bands 0-13 (starting at bit 32, first 32 bits unused)
+ * @param slot2 Second slot containing bands 14-29
+ * @returns Array of band offset values in ppm
+ */
+function decodeDepthBandsMapping(slot1, slot2) {
+    const bands = [];
+    // Extract bands 0-13 from slot1 (skip first 32 bits which are unused for mappings)
+    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
+        const shift = 32 + i * 16; // Start at bit 32, not bit 0
+        bands.push(Number((slot1 >> BigInt(shift)) & BigInt(0xffff)));
+    }
+    // Extract bands 14-29 from slot2
+    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
+        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
+        bands.push(Number((slot2 >> BigInt(shift)) & BigInt(0xffff)));
+    }
+    return bands;
+}
+exports.decodeDepthBandsMapping = decodeDepthBandsMapping;

package/lib/pricing/index.d.ts

@@ -0,0 +1,4 @@
+/**
+ * @dev Pricing module exports
+ */
+export * from "./depthBands";

package/lib/pricing/index.js

@@ -0,0 +1,20 @@
+"use strict";
+/**
+ * @dev Pricing module exports
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./depthBands"), exports);

package/lib/trade/counterTrade/index.d.ts

@@ -0,0 +1,2 @@
+export * from "./types";
+export * from "./validateCounterTrade";

package/lib/trade/counterTrade/index.js

@@ -0,0 +1,18 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./types"), exports);
+__exportStar(require("./validateCounterTrade"), exports);

package/lib/trade/counterTrade/types.d.ts

@@ -0,0 +1,7 @@
+export type ValidateCounterTradeContext = {
+    pairOiSkewCollateral: number;
+};
+export type ValidateCounterTradeResult = {
+    isValidated: boolean;
+    exceedingPositionSizeCollateral: number;
+};

package/lib/trade/counterTrade/types.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/counterTrade/validateCounterTrade.d.ts

@@ -0,0 +1,10 @@
+import { Trade } from "../types";
+import { ValidateCounterTradeContext, ValidateCounterTradeResult } from "./types";
+/**
+ * Validates a counter trade based on pair OI skew, matching the contract's validateCounterTrade logic
+ * @param trade Trade object
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param context Context containing the pair OI skew
+ * @returns Validation result with exceeding collateral amount if applicable
+ */
+export declare function validateCounterTrade(trade: Trade, positionSizeCollateral: number, context: ValidateCounterTradeContext): ValidateCounterTradeResult;

package/lib/trade/counterTrade/validateCounterTrade.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.validateCounterTrade = void 0;
+/**
+ * Validates a counter trade based on pair OI skew, matching the contract's validateCounterTrade logic
+ * @param trade Trade object
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param context Context containing the pair OI skew
+ * @returns Validation result with exceeding collateral amount if applicable
+ */
+function validateCounterTrade(trade, positionSizeCollateral, context) {
+    const { pairOiSkewCollateral } = context;
+    // Calculate signed position size based on trade direction
+    const positionSizeCollateralSigned = positionSizeCollateral * (trade.long ? 1 : -1);
+    // Check if position improves skew (opposite signs)
+    if (pairOiSkewCollateral === 0 ||
+        (pairOiSkewCollateral > 0 && positionSizeCollateralSigned > 0) ||
+        (pairOiSkewCollateral < 0 && positionSizeCollateralSigned < 0)) {
+        return { isValidated: false, exceedingPositionSizeCollateral: 0 };
+    }
+    // Calculate maximum position size that brings skew to 0
+    const maxPositionSizeCollateral = Math.abs(pairOiSkewCollateral);
+    // Calculate exceeding amount
+    const exceedingPositionSizeCollateral = positionSizeCollateral > maxPositionSizeCollateral
+        ? positionSizeCollateral - maxPositionSizeCollateral
+        : 0;
+    return { isValidated: true, exceedingPositionSizeCollateral };
+}
+exports.validateCounterTrade = validateCounterTrade;

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.d.ts

@@ -0,0 +1,20 @@
+/**
+ * @dev Trade effective leverage calculations
+ * @dev Mirrors contract's TradingCommonUtils.getTradeNewEffectiveLeverage
+ */
+import { TradeEffectiveLeverageInput, TradeEffectiveLeverageResult } from "./types";
+export type { TradeEffectiveLeverageInput, TradeEffectiveLeverageResult };
+/**
+ * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
+ * @dev Effective leverage increases when PnL is negative and decreases when positive
+ * @dev Mirrors contract's getTradeNewEffectiveLeverage function
+ * @param input Trade parameters including new position values
+ * @returns Effective leverage and related values
+ */
+export declare const getTradeNewEffectiveLeverage: (input: TradeEffectiveLeverageInput) => TradeEffectiveLeverageResult;
+/**
+ * @dev Simplified version for existing positions
+ * @param input Trade parameters
+ * @returns Effective leverage and related values
+ */
+export declare const getTradeEffectiveLeverage: (input: TradeEffectiveLeverageInput) => TradeEffectiveLeverageResult;