@gainsnetwork/sdk 0.0.0-me-rc1

package/lib/trade/fees/fundingFees/types.d.ts

@@ -0,0 +1,77 @@
+/**
+ * @dev Funding fees types for v10+ trades
+ */
+export type FundingFeeParams = {
+    skewCoefficientPerYear: number;
+    absoluteVelocityPerYearCap: number;
+    absoluteRatePerSecondCap: number;
+    thetaThresholdUsd: number;
+    fundingFeesEnabled: boolean;
+    aprMultiplierEnabled: boolean;
+};
+export type PairFundingFeeData = {
+    accFundingFeeLongP: number;
+    accFundingFeeShortP: number;
+    lastFundingRatePerSecondP: number;
+    lastFundingUpdateTs: number;
+};
+export type PairGlobalParams = {
+    maxSkewCollateral: number;
+};
+export type TradeInitialAccFundingFees = {
+    initialAccFundingFeeP: number;
+};
+export type PairAccumulatedFees = {
+    accPerOiLong: number;
+    accPerOiShort: number;
+    lastUpdateBlock: number;
+};
+export type TradeInitialAccFees = {
+    accPerOiLong: number;
+    accPerOiShort: number;
+    openBlock: number;
+};
+export type PairOiAfterV10 = {
+    oiLongToken: number;
+    oiShortToken: number;
+};
+export type FundingRateCalculation = {
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    currentVelocityPerYear: number;
+    avgFundingRatePerSecondP: number;
+    currentFundingRatePerSecondP: number;
+    secondsSinceLastUpdate: number;
+    longAprMultiplier: number;
+    shortAprMultiplier: number;
+};
+export type GetFundingFeeContext = {
+    currentTimestamp: number;
+    fundingParams: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: FundingFeeParams;
+        };
+    };
+    fundingData: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: PairFundingFeeData;
+        };
+    };
+    globalParams?: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: PairGlobalParams;
+        };
+    };
+};
+export type TradeFundingFeeResult = {
+    fundingFeeCollateral: number;
+    fundingFeeP: number;
+    currentAccFundingFeeP: number;
+    initialAccFundingFeeP: number;
+};
+export type PairPendingAccFundingFeesResult = {
+    accFundingFeeLongP: number;
+    accFundingFeeShortP: number;
+    currentFundingRatePerSecondP: number;
+};

package/lib/trade/fees/fundingFees/types.js

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Funding fees types for v10+ trades
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -0,0 +1,11 @@
+export * from "./borrowing";
+export * from "./tiers";
+export * from "./trading";
+export * from "../../markets/holdingFees";
+export { convertTradeFeesData, convertTradeFeesDataArray, convertUiRealizedPnlData, convertUiRealizedPnlDataArray, encodeTradeFeesData, encodeUiRealizedPnlData, } from "./converter";
+export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getPairBorrowingFees as getPairBorrowingFeesV2, MAX_BORROWING_RATE_PER_SECOND as MAX_BORROWING_RATE_PER_SECOND_V2, BORROWING_V2_PRECISION, } from "./borrowingV2";
+export { convertBorrowingFeeParams as convertBorrowingFeeParamsV2, convertBorrowingFeeParamsArray as convertBorrowingFeeParamsArrayV2, convertPairBorrowingFeeData as convertPairBorrowingFeeDataV2, convertPairBorrowingFeeDataArray as convertPairBorrowingFeeDataArrayV2, convertTradeInitialAccFees as convertTradeInitialAccFeesV2, convertTradeInitialAccFeesArray as convertTradeInitialAccFeesArrayV2, createBorrowingV2Context, isValidBorrowingRate as isValidBorrowingRateV2, borrowingRateToAPR as borrowingRateToAPRV2, aprToBorrowingRate as aprToBorrowingRateV2, } from "./borrowingV2/converter";
+export { fetchBorrowingFeeParamsV2, fetchPairBorrowingFeeDataV2, fetchTradeBorrowingFeesCollateralV2, fetchPairPendingAccBorrowingFeesV2, fetchAllBorrowingV2Data, createBorrowingV2ContextFromContract, createBorrowingV2ContextFromArrays, fetchBorrowingV2DataForPairs, } from "./borrowingV2/fetcher";
+export { buildBorrowingV2Context } from "./borrowingV2/builder";
+export { FundingFees, getCurrentFundingVelocityPerYear, getSecondsToReachZeroRate, getAvgFundingRatePerSecondP, getLongShortAprMultiplier, getPairPendingAccFundingFees, getTradeFundingFeesCollateral, getTradeFundingFeesCollateralSimple, getTradeFundingFees, } from "./fundingFees";
+export { convertFundingFeeParams, convertFundingFeeParamsArray, convertPairFundingFeeData, convertPairFundingFeeDataArray, convertPairGlobalParams, convertPairGlobalParamsArray, convertTradeInitialAccFundingFees, createFundingFeeContext, isValidFundingRate, fundingRateToAPR, aprToFundingRate, calculateVelocityFromSkew, FUNDING_FEES_PRECISION, } from "./fundingFees/converter";

package/lib/trade/fees/index.js

@@ -0,0 +1,87 @@
+"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.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = exports.FundingFees = exports.buildBorrowingV2Context = exports.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = exports.aprToBorrowingRateV2 = exports.borrowingRateToAPRV2 = exports.isValidBorrowingRateV2 = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArrayV2 = exports.convertTradeInitialAccFeesV2 = exports.convertPairBorrowingFeeDataArrayV2 = exports.convertPairBorrowingFeeDataV2 = exports.convertBorrowingFeeParamsArrayV2 = exports.convertBorrowingFeeParamsV2 = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND_V2 = exports.getPairBorrowingFeesV2 = exports.getTradeBorrowingFeesCollateralV2 = exports.getPairPendingAccBorrowingFeesV2 = exports.borrowingFeeV2Utils = exports.BorrowingFeeV2 = exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
+exports.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.aprToFundingRate = exports.fundingRateToAPR = void 0;
+__exportStar(require("./borrowing"), exports);
+__exportStar(require("./tiers"), exports);
+__exportStar(require("./trading"), exports);
+__exportStar(require("../../markets/holdingFees"), exports);
+// TradeFeesData and UiRealizedPnlData converters
+var converter_1 = require("./converter");
+Object.defineProperty(exports, "convertTradeFeesData", { enumerable: true, get: function () { return converter_1.convertTradeFeesData; } });
+Object.defineProperty(exports, "convertTradeFeesDataArray", { enumerable: true, get: function () { return converter_1.convertTradeFeesDataArray; } });
+Object.defineProperty(exports, "convertUiRealizedPnlData", { enumerable: true, get: function () { return converter_1.convertUiRealizedPnlData; } });
+Object.defineProperty(exports, "convertUiRealizedPnlDataArray", { enumerable: true, get: function () { return converter_1.convertUiRealizedPnlDataArray; } });
+Object.defineProperty(exports, "encodeTradeFeesData", { enumerable: true, get: function () { return converter_1.encodeTradeFeesData; } });
+Object.defineProperty(exports, "encodeUiRealizedPnlData", { enumerable: true, get: function () { return converter_1.encodeUiRealizedPnlData; } });
+// Borrowing V2 exports with explicit naming to avoid conflicts
+var borrowingV2_1 = require("./borrowingV2");
+Object.defineProperty(exports, "BorrowingFeeV2", { enumerable: true, get: function () { return borrowingV2_1.BorrowingFeeV2; } });
+Object.defineProperty(exports, "borrowingFeeV2Utils", { enumerable: true, get: function () { return borrowingV2_1.borrowingFeeV2Utils; } });
+Object.defineProperty(exports, "getPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairPendingAccBorrowingFees; } });
+Object.defineProperty(exports, "getTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return borrowingV2_1.getTradeBorrowingFeesCollateral; } });
+Object.defineProperty(exports, "getPairBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairBorrowingFees; } });
+Object.defineProperty(exports, "MAX_BORROWING_RATE_PER_SECOND_V2", { enumerable: true, get: function () { return borrowingV2_1.MAX_BORROWING_RATE_PER_SECOND; } });
+Object.defineProperty(exports, "BORROWING_V2_PRECISION", { enumerable: true, get: function () { return borrowingV2_1.BORROWING_V2_PRECISION; } });
+var converter_2 = require("./borrowingV2/converter");
+Object.defineProperty(exports, "convertBorrowingFeeParamsV2", { enumerable: true, get: function () { return converter_2.convertBorrowingFeeParams; } });
+Object.defineProperty(exports, "convertBorrowingFeeParamsArrayV2", { enumerable: true, get: function () { return converter_2.convertBorrowingFeeParamsArray; } });
+Object.defineProperty(exports, "convertPairBorrowingFeeDataV2", { enumerable: true, get: function () { return converter_2.convertPairBorrowingFeeData; } });
+Object.defineProperty(exports, "convertPairBorrowingFeeDataArrayV2", { enumerable: true, get: function () { return converter_2.convertPairBorrowingFeeDataArray; } });
+Object.defineProperty(exports, "convertTradeInitialAccFeesV2", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFees; } });
+Object.defineProperty(exports, "convertTradeInitialAccFeesArrayV2", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFeesArray; } });
+Object.defineProperty(exports, "createBorrowingV2Context", { enumerable: true, get: function () { return converter_2.createBorrowingV2Context; } });
+Object.defineProperty(exports, "isValidBorrowingRateV2", { enumerable: true, get: function () { return converter_2.isValidBorrowingRate; } });
+Object.defineProperty(exports, "borrowingRateToAPRV2", { enumerable: true, get: function () { return converter_2.borrowingRateToAPR; } });
+Object.defineProperty(exports, "aprToBorrowingRateV2", { enumerable: true, get: function () { return converter_2.aprToBorrowingRate; } });
+// Contract utilities re-exported for convenience
+var fetcher_1 = require("./borrowingV2/fetcher");
+Object.defineProperty(exports, "fetchBorrowingFeeParamsV2", { enumerable: true, get: function () { return fetcher_1.fetchBorrowingFeeParamsV2; } });
+Object.defineProperty(exports, "fetchPairBorrowingFeeDataV2", { enumerable: true, get: function () { return fetcher_1.fetchPairBorrowingFeeDataV2; } });
+Object.defineProperty(exports, "fetchTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return fetcher_1.fetchTradeBorrowingFeesCollateralV2; } });
+Object.defineProperty(exports, "fetchPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return fetcher_1.fetchPairPendingAccBorrowingFeesV2; } });
+Object.defineProperty(exports, "fetchAllBorrowingV2Data", { enumerable: true, get: function () { return fetcher_1.fetchAllBorrowingV2Data; } });
+Object.defineProperty(exports, "createBorrowingV2ContextFromContract", { enumerable: true, get: function () { return fetcher_1.createBorrowingV2ContextFromContract; } });
+Object.defineProperty(exports, "createBorrowingV2ContextFromArrays", { enumerable: true, get: function () { return fetcher_1.createBorrowingV2ContextFromArrays; } });
+Object.defineProperty(exports, "fetchBorrowingV2DataForPairs", { enumerable: true, get: function () { return fetcher_1.fetchBorrowingV2DataForPairs; } });
+var builder_1 = require("./borrowingV2/builder");
+Object.defineProperty(exports, "buildBorrowingV2Context", { enumerable: true, get: function () { return builder_1.buildBorrowingV2Context; } });
+// Funding Fees exports
+var fundingFees_1 = require("./fundingFees");
+Object.defineProperty(exports, "FundingFees", { enumerable: true, get: function () { return fundingFees_1.FundingFees; } });
+Object.defineProperty(exports, "getCurrentFundingVelocityPerYear", { enumerable: true, get: function () { return fundingFees_1.getCurrentFundingVelocityPerYear; } });
+Object.defineProperty(exports, "getSecondsToReachZeroRate", { enumerable: true, get: function () { return fundingFees_1.getSecondsToReachZeroRate; } });
+Object.defineProperty(exports, "getAvgFundingRatePerSecondP", { enumerable: true, get: function () { return fundingFees_1.getAvgFundingRatePerSecondP; } });
+Object.defineProperty(exports, "getLongShortAprMultiplier", { enumerable: true, get: function () { return fundingFees_1.getLongShortAprMultiplier; } });
+Object.defineProperty(exports, "getPairPendingAccFundingFees", { enumerable: true, get: function () { return fundingFees_1.getPairPendingAccFundingFees; } });
+Object.defineProperty(exports, "getTradeFundingFeesCollateral", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFeesCollateral; } });
+Object.defineProperty(exports, "getTradeFundingFeesCollateralSimple", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFeesCollateralSimple; } });
+Object.defineProperty(exports, "getTradeFundingFees", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFees; } });
+var converter_3 = require("./fundingFees/converter");
+Object.defineProperty(exports, "convertFundingFeeParams", { enumerable: true, get: function () { return converter_3.convertFundingFeeParams; } });
+Object.defineProperty(exports, "convertFundingFeeParamsArray", { enumerable: true, get: function () { return converter_3.convertFundingFeeParamsArray; } });
+Object.defineProperty(exports, "convertPairFundingFeeData", { enumerable: true, get: function () { return converter_3.convertPairFundingFeeData; } });
+Object.defineProperty(exports, "convertPairFundingFeeDataArray", { enumerable: true, get: function () { return converter_3.convertPairFundingFeeDataArray; } });
+Object.defineProperty(exports, "convertPairGlobalParams", { enumerable: true, get: function () { return converter_3.convertPairGlobalParams; } });
+Object.defineProperty(exports, "convertPairGlobalParamsArray", { enumerable: true, get: function () { return converter_3.convertPairGlobalParamsArray; } });
+Object.defineProperty(exports, "convertTradeInitialAccFundingFees", { enumerable: true, get: function () { return converter_3.convertTradeInitialAccFundingFees; } });
+Object.defineProperty(exports, "createFundingFeeContext", { enumerable: true, get: function () { return converter_3.createFundingFeeContext; } });
+Object.defineProperty(exports, "isValidFundingRate", { enumerable: true, get: function () { return converter_3.isValidFundingRate; } });
+Object.defineProperty(exports, "fundingRateToAPR", { enumerable: true, get: function () { return converter_3.fundingRateToAPR; } });
+Object.defineProperty(exports, "aprToFundingRate", { enumerable: true, get: function () { return converter_3.aprToFundingRate; } });
+Object.defineProperty(exports, "calculateVelocityFromSkew", { enumerable: true, get: function () { return converter_3.calculateVelocityFromSkew; } });
+Object.defineProperty(exports, "FUNDING_FEES_PRECISION", { enumerable: true, get: function () { return converter_3.FUNDING_FEES_PRECISION; } });

package/lib/trade/fees/tiers/converter.d.ts

@@ -0,0 +1,64 @@
+/**
+ * @dev Converters for fee tier data between contract and SDK formats
+ * @dev All BigNumber values are normalized to floats with appropriate precision
+ */
+import { IFeeTiers } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
+import { FeeTier, TraderInfo, TraderEnrollment, StakingInfo } from "./types";
+/**
+ * @dev Converts contract fee tier data to SDK format
+ * @param contractData Contract FeeTier struct
+ * @returns Normalized fee tier data
+ */
+export declare const convertFeeTier: (contractData: IFeeTiers.FeeTierStructOutput) => FeeTier;
+/**
+ * @dev Converts array of fee tiers from contract format
+ * @param contractDataArray Array of contract FeeTier structs
+ * @returns Array of normalized fee tiers
+ */
+export declare const convertFeeTierArray: (contractDataArray: IFeeTiers.FeeTierStructOutput[]) => FeeTier[];
+/**
+ * @dev Converts contract trader info to SDK format
+ * @param contractData Contract TraderInfo struct
+ * @returns Normalized trader info
+ */
+export declare const convertTraderInfo: (contractData: IFeeTiers.TraderInfoStructOutput) => TraderInfo;
+/**
+ * @dev Converts contract trader enrollment to SDK format
+ * @param contractData Contract TraderEnrollment struct
+ * @returns Normalized trader enrollment
+ */
+export declare const convertTraderEnrollment: (contractData: IFeeTiers.TraderEnrollmentStructOutput) => TraderEnrollment;
+/**
+ * @dev Converts contract gns staking info to SDK format
+ * @param contractData Contract GnsStakingInfo struct
+ * @returns Normalized gns staking info
+ */
+export declare const convertStakingInfo: (contractData: IFeeTiers.GnsStakingInfoStructOutput) => StakingInfo;
+/**
+ * @dev Converts the complete fee tiers configuration from contract format
+ * @param tiers Array of volume fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @param stakingTiers Array of staking fee tiers from contract
+ * @returns Complete fee tiers configuration
+ */
+export declare const convertFeeTiersConfig: (tiers: IFeeTiers.FeeTierStructOutput[], groupVolumeMultipliers: readonly bigint[], currentDay: bigint, stakingTiers: IFeeTiers.FeeTierStructOutput[]) => {
+    tiers: FeeTier[];
+    groupVolumeMultipliers: number[];
+    currentDay: number;
+    stakingTiers: FeeTier[];
+};
+/**
+ * @dev Converts trader's volume and staking fee tier data from contract format
+ * @param traderInfo Trader info from contract
+ * @param traderDailyInfo Array of daily points info
+ * @param traderEnrollment Enrollment status from contract
+ * @param stakingInfo Staking info from contract
+ * @returns Complete trader volume and staking fee tier data
+ */
+export declare const convertTraderFeeTiersData: (traderInfo: IFeeTiers.TraderInfoStructOutput, traderDailyInfo: readonly bigint[], traderEnrollment: IFeeTiers.TraderEnrollmentStructOutput, stakingInfo: IFeeTiers.GnsStakingInfoStructOutput) => {
+    traderInfo: TraderInfo;
+    dailyPoints: number[];
+    traderEnrollment: TraderEnrollment;
+    stakingInfo: StakingInfo;
+};

package/lib/trade/fees/tiers/converter.js

@@ -0,0 +1,100 @@
+"use strict";
+/**
+ * @dev Converters for fee tier data between contract and SDK formats
+ * @dev All BigNumber values are normalized to floats with appropriate precision
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertTraderFeeTiersData = exports.convertFeeTiersConfig = exports.convertStakingInfo = exports.convertTraderEnrollment = exports.convertTraderInfo = exports.convertFeeTierArray = exports.convertFeeTier = void 0;
+/**
+ * @dev Converts contract fee tier data to SDK format
+ * @param contractData Contract FeeTier struct
+ * @returns Normalized fee tier data
+ */
+const convertFeeTier = (contractData) => {
+    return {
+        feeMultiplier: Number(contractData.feeMultiplier) / 1e3,
+        pointsThreshold: Number(contractData.pointsThreshold), // 0 precision
+    };
+};
+exports.convertFeeTier = convertFeeTier;
+/**
+ * @dev Converts array of fee tiers from contract format
+ * @param contractDataArray Array of contract FeeTier structs
+ * @returns Array of normalized fee tiers
+ */
+const convertFeeTierArray = (contractDataArray) => {
+    return contractDataArray.map(exports.convertFeeTier);
+};
+exports.convertFeeTierArray = convertFeeTierArray;
+/**
+ * @dev Converts contract trader info to SDK format
+ * @param contractData Contract TraderInfo struct
+ * @returns Normalized trader info
+ */
+const convertTraderInfo = (contractData) => {
+    return {
+        lastDayUpdated: Number(contractData.lastDayUpdated),
+        trailingPoints: Number(contractData.trailingPoints) / 1e18, // Points in 1e18 precision
+    };
+};
+exports.convertTraderInfo = convertTraderInfo;
+/**
+ * @dev Converts contract trader enrollment to SDK format
+ * @param contractData Contract TraderEnrollment struct
+ * @returns Normalized trader enrollment
+ */
+const convertTraderEnrollment = (contractData) => {
+    return {
+        status: Number(contractData.status),
+    };
+};
+exports.convertTraderEnrollment = convertTraderEnrollment;
+/**
+ * @dev Converts contract gns staking info to SDK format
+ * @param contractData Contract GnsStakingInfo struct
+ * @returns Normalized gns staking info
+ */
+const convertStakingInfo = (contractData) => {
+    return {
+        stakedGns: Number(contractData.stakedGns) / 1e18,
+        stakedVaultGns: Number(contractData.stakedVaultGns) / 1e18,
+        bonusAmount: Number(contractData.bonusAmount),
+        stakeTimestamp: Number(contractData.stakeTimestamp),
+        feeMultiplierCache: Number(contractData.feeMultiplierCache) / 1e3,
+    };
+};
+exports.convertStakingInfo = convertStakingInfo;
+/**
+ * @dev Converts the complete fee tiers configuration from contract format
+ * @param tiers Array of volume fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @param stakingTiers Array of staking fee tiers from contract
+ * @returns Complete fee tiers configuration
+ */
+const convertFeeTiersConfig = (tiers, groupVolumeMultipliers, currentDay, stakingTiers) => {
+    return {
+        tiers: (0, exports.convertFeeTierArray)(tiers),
+        groupVolumeMultipliers: groupVolumeMultipliers.map(m => Number(m) / 1e3),
+        currentDay: Number(currentDay),
+        stakingTiers: (0, exports.convertFeeTierArray)(stakingTiers),
+    };
+};
+exports.convertFeeTiersConfig = convertFeeTiersConfig;
+/**
+ * @dev Converts trader's volume and staking fee tier data from contract format
+ * @param traderInfo Trader info from contract
+ * @param traderDailyInfo Array of daily points info
+ * @param traderEnrollment Enrollment status from contract
+ * @param stakingInfo Staking info from contract
+ * @returns Complete trader volume and staking fee tier data
+ */
+const convertTraderFeeTiersData = (traderInfo, traderDailyInfo, traderEnrollment, stakingInfo) => {
+    return {
+        traderInfo: (0, exports.convertTraderInfo)(traderInfo),
+        dailyPoints: traderDailyInfo.map(points => Number(points) / 1e18),
+        traderEnrollment: (0, exports.convertTraderEnrollment)(traderEnrollment),
+        stakingInfo: (0, exports.convertStakingInfo)(stakingInfo),
+    };
+};
+exports.convertTraderFeeTiersData = convertTraderFeeTiersData;

package/lib/trade/fees/tiers/index.d.ts

@@ -0,0 +1,46 @@
+import { FeeTiers, TraderFeeTiers } from "../../types";
+import { FeeTier } from "./types";
+export * from "./types";
+export * from "./converter";
+export declare const TRAILING_PERIOD_DAYS = 30;
+export declare const FEE_MULTIPLIER_SCALE = 1;
+export declare const MAX_FEE_TIERS = 8;
+export declare const GNS_STAKING_COOLDOWN_SECONDS = 86400;
+export declare const getCurrentDay: () => number;
+export declare const getFeeTiersCount: (feeTiers: FeeTier[]) => number;
+export declare const getFeeMultiplier: (trailingPoints: number, tiers: FeeTier[]) => number;
+export declare const computeFeeMultiplier: (feeTiers: FeeTiers, traderFeeTiers: TraderFeeTiers) => {
+    feeMultiplier: number;
+    volumeFeeMultiplier: number;
+    trailingPoints: number;
+    stakingFeeMultiplier: number;
+};
+/**
+ * @dev Calculates the final fee amount after applying the trader's fee tier discount
+ * @dev Mirrors the contract's calculateFeeAmount function
+ * @param trader The address of the trader (not used in SDK, for consistency)
+ * @param normalFeeAmountCollateral The base fee amount before any discounts
+ * @param feeMultiplier The trader's fee multiplier (e.g., 0.8 = 80% of normal fee)
+ * @returns The final fee amount after applying discount
+ */
+export declare const calculateFeeAmount: (trader: string, normalFeeAmountCollateral: number, feeMultiplier?: number) => number;
+/**
+ * @dev Helper function to get trader's fee multiplier from volume and staking fee tiers data
+ * @param feeTiers System fee tiers configuration
+ * @param traderFeeTiers Trader's fee tier data
+ * @returns Fee multiplier (1e3 precision)
+ */
+export declare const getTraderFeeMultiplier: (feeTiers: FeeTiers, traderFeeTiers: TraderFeeTiers) => number;
+export declare const isGnsStakingCooldownActive: (traderFeeTiers: TraderFeeTiers) => {
+    isActive: boolean;
+    expiryTs: number;
+};
+/**
+ * @dev Helper function to get the fee multiplier based on GNS and gGNS amounts. Useful to estimate fee multiplier after staking/unstaking.
+ * @param amountGns Amount of GNS staked
+ * @param amountGGns Amount of gGNS staked
+ * @param bonusAmount GNS bonus amount
+ * @param stakingTiers Array of staking fee tiers
+ * @param gGnsPrice Conversion ratio from gGNS to GNS (e.g., 0.8 means 1 gGNS = 0.8 GNS, 1.1 means 1 gGNS = 1.1 GNS); Defaults to 1 (e.g., 1 gGNS = 1 GNS)
+ */
+export declare const getStakingFeeMultiplier: (amountGns: number, amountGGns: number, bonusAmount: number, stakingTiers: FeeTier[], gGnsPrice?: number) => number;

package/lib/trade/fees/tiers/index.js

@@ -0,0 +1,135 @@
+"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.getStakingFeeMultiplier = exports.isGnsStakingCooldownActive = exports.getTraderFeeMultiplier = exports.calculateFeeAmount = exports.computeFeeMultiplier = exports.getFeeMultiplier = exports.getFeeTiersCount = exports.getCurrentDay = exports.GNS_STAKING_COOLDOWN_SECONDS = exports.MAX_FEE_TIERS = exports.FEE_MULTIPLIER_SCALE = exports.TRAILING_PERIOD_DAYS = void 0;
+const types_1 = require("./types");
+__exportStar(require("./types"), exports);
+__exportStar(require("./converter"), exports);
+exports.TRAILING_PERIOD_DAYS = 30;
+exports.FEE_MULTIPLIER_SCALE = 1;
+exports.MAX_FEE_TIERS = 8;
+exports.GNS_STAKING_COOLDOWN_SECONDS = 86400; // 1 day in seconds
+const getCurrentDay = () => Math.floor(Date.now() / 1000 / 60 / 60 / 24);
+exports.getCurrentDay = getCurrentDay;
+const getFeeTiersCount = (feeTiers) => {
+    for (let i = exports.MAX_FEE_TIERS; i > 0; --i) {
+        if (feeTiers[i - 1]?.feeMultiplier > 0) {
+            return i;
+        }
+    }
+    return 0;
+};
+exports.getFeeTiersCount = getFeeTiersCount;
+const getFeeMultiplier = (trailingPoints, tiers) => {
+    let feeMultiplier = exports.FEE_MULTIPLIER_SCALE;
+    for (let i = (0, exports.getFeeTiersCount)(tiers); i > 0; --i) {
+        const feeTier = tiers[i - 1];
+        if (trailingPoints >= feeTier.pointsThreshold) {
+            feeMultiplier = feeTier.feeMultiplier;
+            break;
+        }
+    }
+    return feeMultiplier;
+};
+exports.getFeeMultiplier = getFeeMultiplier;
+const computeFeeMultiplier = (feeTiers, traderFeeTiers) => {
+    const { currentDay, tiers } = feeTiers;
+    const { traderInfo, expiredPoints, lastDayUpdatedPoints, traderEnrollment, stakingInfo, } = traderFeeTiers;
+    const { lastDayUpdated, trailingPoints } = traderInfo;
+    let curTrailingPoints = trailingPoints;
+    if (currentDay > lastDayUpdated) {
+        curTrailingPoints = 0;
+        const earliestActiveDay = currentDay - exports.TRAILING_PERIOD_DAYS;
+        if (lastDayUpdated >= earliestActiveDay) {
+            curTrailingPoints = trailingPoints + lastDayUpdatedPoints;
+            const expiredTrailingPoints = expiredPoints.reduce((acc, points) => acc + points, 0);
+            curTrailingPoints -= expiredTrailingPoints;
+        }
+    }
+    const isTraderExcluded = traderEnrollment.status === types_1.TraderEnrollmentStatus.EXCLUDED;
+    // Fee multiplier from volume tiers
+    const volumeFeeMultiplier = isTraderExcluded
+        ? exports.FEE_MULTIPLIER_SCALE
+        : (0, exports.getFeeMultiplier)(curTrailingPoints, tiers);
+    // Fee multiplier from staking tiers
+    const stakingFeeMultiplier = isTraderExcluded || stakingInfo.feeMultiplierCache === 0
+        ? exports.FEE_MULTIPLIER_SCALE
+        : stakingInfo.feeMultiplierCache;
+    // Total fee multiplier is the product of both multipliers
+    const totalFeeMultiplier = volumeFeeMultiplier * stakingFeeMultiplier;
+    return {
+        feeMultiplier: totalFeeMultiplier,
+        volumeFeeMultiplier: volumeFeeMultiplier,
+        trailingPoints: curTrailingPoints,
+        stakingFeeMultiplier: stakingFeeMultiplier,
+    };
+};
+exports.computeFeeMultiplier = computeFeeMultiplier;
+/**
+ * @dev Calculates the final fee amount after applying the trader's fee tier discount
+ * @dev Mirrors the contract's calculateFeeAmount function
+ * @param trader The address of the trader (not used in SDK, for consistency)
+ * @param normalFeeAmountCollateral The base fee amount before any discounts
+ * @param feeMultiplier The trader's fee multiplier (e.g., 0.8 = 80% of normal fee)
+ * @returns The final fee amount after applying discount
+ */
+const calculateFeeAmount = (trader, normalFeeAmountCollateral, feeMultiplier) => {
+    // If no fee multiplier provided or it's 0, return normal fee
+    if (!feeMultiplier || feeMultiplier === 0) {
+        return normalFeeAmountCollateral;
+    }
+    // Apply fee multiplier discount
+    return (feeMultiplier * normalFeeAmountCollateral) / exports.FEE_MULTIPLIER_SCALE;
+};
+exports.calculateFeeAmount = calculateFeeAmount;
+/**
+ * @dev Helper function to get trader's fee multiplier from volume and staking fee tiers data
+ * @param feeTiers System fee tiers configuration
+ * @param traderFeeTiers Trader's fee tier data
+ * @returns Fee multiplier (1e3 precision)
+ */
+const getTraderFeeMultiplier = (feeTiers, traderFeeTiers) => {
+    const { feeMultiplier } = (0, exports.computeFeeMultiplier)(feeTiers, traderFeeTiers);
+    return feeMultiplier;
+};
+exports.getTraderFeeMultiplier = getTraderFeeMultiplier;
+const isGnsStakingCooldownActive = (traderFeeTiers) => {
+    const now = Math.floor(Date.now() / 1000);
+    const expiryTs = traderFeeTiers.stakingInfo.stakeTimestamp + exports.GNS_STAKING_COOLDOWN_SECONDS;
+    return { isActive: now < expiryTs, expiryTs };
+};
+exports.isGnsStakingCooldownActive = isGnsStakingCooldownActive;
+/**
+ * @dev Helper function to get the fee multiplier based on GNS and gGNS amounts. Useful to estimate fee multiplier after staking/unstaking.
+ * @param amountGns Amount of GNS staked
+ * @param amountGGns Amount of gGNS staked
+ * @param bonusAmount GNS bonus amount
+ * @param stakingTiers Array of staking fee tiers
+ * @param gGnsPrice Conversion ratio from gGNS to GNS (e.g., 0.8 means 1 gGNS = 0.8 GNS, 1.1 means 1 gGNS = 1.1 GNS); Defaults to 1 (e.g., 1 gGNS = 1 GNS)
+ */
+const getStakingFeeMultiplier = (amountGns, amountGGns, bonusAmount, stakingTiers, gGnsPrice = 1) => {
+    let feeMultiplier = exports.FEE_MULTIPLIER_SCALE;
+    for (let i = (0, exports.getFeeTiersCount)(stakingTiers); i > 0; --i) {
+        const stakingTier = stakingTiers[i - 1];
+        if (amountGns + amountGGns * gGnsPrice + bonusAmount >=
+            stakingTier.pointsThreshold) {
+            feeMultiplier = stakingTier.feeMultiplier;
+            break;
+        }
+    }
+    return feeMultiplier;
+};
+exports.getStakingFeeMultiplier = getStakingFeeMultiplier;

package/lib/trade/fees/tiers/types.d.ts

@@ -0,0 +1,22 @@
+export type FeeTier = {
+    feeMultiplier: number;
+    pointsThreshold: number;
+};
+export type TraderInfo = {
+    lastDayUpdated: number;
+    trailingPoints: number;
+};
+export declare enum TraderEnrollmentStatus {
+    ENROLLED = 0,
+    EXCLUDED = 1
+}
+export type TraderEnrollment = {
+    status: TraderEnrollmentStatus;
+};
+export type StakingInfo = {
+    stakedGns: number;
+    stakedVaultGns: number;
+    bonusAmount: number;
+    stakeTimestamp: number;
+    feeMultiplierCache: number;
+};

package/lib/trade/fees/tiers/types.js

@@ -0,0 +1,8 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TraderEnrollmentStatus = void 0;
+var TraderEnrollmentStatus;
+(function (TraderEnrollmentStatus) {
+    TraderEnrollmentStatus[TraderEnrollmentStatus["ENROLLED"] = 0] = "ENROLLED";
+    TraderEnrollmentStatus[TraderEnrollmentStatus["EXCLUDED"] = 1] = "EXCLUDED";
+})(TraderEnrollmentStatus = exports.TraderEnrollmentStatus || (exports.TraderEnrollmentStatus = {}));

package/lib/trade/fees/trading/builder.d.ts

@@ -0,0 +1,19 @@
+/**
+ * @dev Trading fees context builder module
+ * @dev Provides builder functions for creating trading fee contexts
+ */
+import { Fee, GlobalTradeFeeParams, CounterTradeSettings } from "../../types";
+import { GlobalTradingVariablesType } from "src/backend/tradingVariables/types";
+/**
+ * @dev Sub-context for trading fees
+ */
+export type TradingFeesSubContext = {
+    fee: Fee;
+    globalTradeFeeParams: GlobalTradeFeeParams;
+    counterTradeSettings?: CounterTradeSettings[];
+    traderFeeMultiplier?: number;
+};
+/**
+ * @dev Builds trading fees sub-context
+ */
+export declare const buildTradingFeesContext: (globalTradingVariables: GlobalTradingVariablesType, pairIndex: number, traderFeeMultiplier?: number) => TradingFeesSubContext;

package/lib/trade/fees/trading/builder.js

@@ -0,0 +1,21 @@
+"use strict";
+/**
+ * @dev Trading fees context builder module
+ * @dev Provides builder functions for creating trading fee contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTradingFeesContext = void 0;
+/**
+ * @dev Builds trading fees sub-context
+ */
+const buildTradingFeesContext = (globalTradingVariables, pairIndex, traderFeeMultiplier) => {
+    const { fees, pairs, globalTradeFeeParams, counterTradeSettings } = globalTradingVariables;
+    const feeIndex = pairs[pairIndex].feeIndex;
+    return {
+        fee: fees[feeIndex],
+        globalTradeFeeParams: globalTradeFeeParams,
+        counterTradeSettings,
+        traderFeeMultiplier,
+    };
+};
+exports.buildTradingFeesContext = buildTradingFeesContext;

package/lib/trade/fees/trading/converter.d.ts

@@ -0,0 +1,32 @@
+/**
+ * @dev Converters for trading fee data between contract and SDK formats
+ */
+import { CounterTradeSettingsBackend } from "src/backend";
+import { CounterTradeSettings } from "../../types";
+import { GlobalTradeFeeParams } from "./types";
+/**
+ * @dev Converts contract counter trade settings to SDK format
+ * @param feeRateMultiplier Fee rate multiplier from contract (1e3 precision)
+ * @param maxLeverage Max leverage from contract (1e3 precision)
+ * @returns Normalized counter trade settings
+ */
+export declare const convertCounterTradeSettings: (feeRateMultiplier: number, maxLeverage: number) => CounterTradeSettings;
+export declare const convertCounterTradeSettingsArray: (settings: CounterTradeSettingsBackend[]) => CounterTradeSettings[];
+/**
+ * @dev Converts array of counter trade fee rate multipliers from contract
+ * @param multipliers Array of fee rate multipliers (1e3 precision)
+ * @returns Array of normalized multipliers
+ */
+export declare const convertCounterTradeFeeRateMultipliers: (multipliers: number[]) => number[];
+/**
+ * @dev Converts global trade fee params from contract to SDK format
+ * @param contractParams Global trade fee params from contract
+ * @returns Normalized global trade fee params
+ */
+export declare const convertGlobalTradeFeeParams: (contractParams: {
+    referralFeeP: number;
+    govFeeP: number;
+    triggerOrderFeeP: number;
+    gnsOtcFeeP: number;
+    gTokenFeeP: number;
+}) => GlobalTradeFeeParams;