@gainsnetwork/sdk 0.0.0-v10.rc1 → 0.0.0-v10.rc3

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

@@ -0,0 +1,326 @@
+"use strict";
+/**
+ * @dev Funding fees calculations for v10+ trades
+ * @dev Based on skew-based funding rate model with velocity and APR multipliers
+ */
+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 __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+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.FundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = void 0;
+// Constants from contract
+const FUNDING_APR_MULTIPLIER_CAP = 100; // Smaller side can earn up to 100x more APR
+const ONE_YEAR = 365 * 24 * 60 * 60; // 1 year in seconds
+/**
+ * @dev Calculates current funding velocity per year based on skew
+ * @param netExposureToken Net exposure (long - short) in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @param skewCoefficientPerYear Skew coefficient per year from params
+ * @param absoluteVelocityPerYearCap Cap on velocity per year
+ * @param thetaThresholdUsd Minimum exposure USD to start charging funding fees
+ * @returns Current yearly funding velocity
+ */
+const getCurrentFundingVelocityPerYear = (netExposureToken, netExposureUsd, skewCoefficientPerYear, absoluteVelocityPerYearCap, thetaThresholdUsd) => {
+    // If no exposure or skew coefficient 0 or velocity cap 0, velocity is 0
+    if (netExposureToken === 0 ||
+        skewCoefficientPerYear === 0 ||
+        absoluteVelocityPerYearCap === 0) {
+        return 0;
+    }
+    // Check theta threshold
+    const absNetExposureUsd = Math.abs(netExposureUsd);
+    if (absNetExposureUsd < thetaThresholdUsd) {
+        return 0;
+    }
+    // Calculate absolute velocity
+    const absoluteVelocityPerYear = Math.abs(netExposureToken) * skewCoefficientPerYear;
+    // Apply cap
+    const cappedAbsoluteVelocity = Math.min(absoluteVelocityPerYear, absoluteVelocityPerYearCap);
+    // Return with proper sign
+    return netExposureToken < 0
+        ? -cappedAbsoluteVelocity
+        : cappedAbsoluteVelocity;
+};
+exports.getCurrentFundingVelocityPerYear = getCurrentFundingVelocityPerYear;
+/**
+ * @dev Calculates seconds until funding rate reaches zero
+ * @param lastFundingRatePerSecondP Last funding rate per second
+ * @param currentVelocityPerYear Current velocity per year
+ * @returns Seconds until rate reaches zero
+ */
+const getSecondsToReachZeroRate = (lastFundingRatePerSecondP, currentVelocityPerYear) => {
+    if (currentVelocityPerYear === 0) {
+        throw new Error("Velocity cannot be zero when calculating time to reach zero rate");
+    }
+    const secondsToReachZeroRate = (-lastFundingRatePerSecondP * ONE_YEAR) / currentVelocityPerYear;
+    if (secondsToReachZeroRate < 0) {
+        throw new Error("Invalid calculation: seconds to reach zero rate cannot be negative");
+    }
+    return secondsToReachZeroRate;
+};
+exports.getSecondsToReachZeroRate = getSecondsToReachZeroRate;
+/**
+ * @dev Calculates average and current funding rate per second
+ * @param lastFundingRatePerSecondP Last funding rate per second
+ * @param absoluteRatePerSecondCap Absolute cap on funding rate per second
+ * @param currentVelocityPerYear Current velocity per year
+ * @param secondsSinceLastUpdate Seconds elapsed since last update
+ * @returns Average and current funding rate per second
+ */
+const getAvgFundingRatePerSecondP = (lastFundingRatePerSecondP, absoluteRatePerSecondCap, currentVelocityPerYear, secondsSinceLastUpdate) => {
+    // If cap is 0, there are no funding fees
+    if (absoluteRatePerSecondCap === 0) {
+        return { avgFundingRatePerSecondP: 0, currentFundingRatePerSecondP: 0 };
+    }
+    // If velocity is 0 or no time elapsed, funding rate is still the same
+    if (currentVelocityPerYear === 0 || secondsSinceLastUpdate === 0) {
+        return {
+            avgFundingRatePerSecondP: lastFundingRatePerSecondP,
+            currentFundingRatePerSecondP: lastFundingRatePerSecondP,
+        };
+    }
+    const ratePerSecondCap = absoluteRatePerSecondCap * (currentVelocityPerYear < 0 ? -1 : 1);
+    // If rate is already at cap, just return it
+    if (ratePerSecondCap === lastFundingRatePerSecondP) {
+        return {
+            avgFundingRatePerSecondP: ratePerSecondCap,
+            currentFundingRatePerSecondP: ratePerSecondCap,
+        };
+    }
+    const secondsToReachCap = ((ratePerSecondCap - lastFundingRatePerSecondP) * ONE_YEAR) /
+        currentVelocityPerYear;
+    if (secondsSinceLastUpdate > secondsToReachCap) {
+        // Rate reached cap during this period
+        const currentFundingRatePerSecondP = ratePerSecondCap;
+        // Weighted average: time to cap at average rate + time at cap
+        const avgFundingRatePerSecondP_1 = (lastFundingRatePerSecondP + ratePerSecondCap) / 2;
+        const avgFundingRatePerSecondP = (avgFundingRatePerSecondP_1 * secondsToReachCap +
+            ratePerSecondCap * (secondsSinceLastUpdate - secondsToReachCap)) /
+            secondsSinceLastUpdate;
+        return { avgFundingRatePerSecondP, currentFundingRatePerSecondP };
+    }
+    else {
+        // Rate didn't reach cap
+        const currentFundingRatePerSecondP = lastFundingRatePerSecondP +
+            (secondsSinceLastUpdate * currentVelocityPerYear) / ONE_YEAR;
+        const avgFundingRatePerSecondP = (lastFundingRatePerSecondP + currentFundingRatePerSecondP) / 2;
+        return { avgFundingRatePerSecondP, currentFundingRatePerSecondP };
+    }
+};
+exports.getAvgFundingRatePerSecondP = getAvgFundingRatePerSecondP;
+/**
+ * @dev Calculates APR multipliers for long and short sides based on OI ratio
+ * @param avgFundingRatePerSecondP Average funding rate per second
+ * @param pairOiLongToken Long OI in tokens
+ * @param pairOiShortToken Short OI in tokens
+ * @param aprMultiplierEnabled Whether APR multiplier is enabled
+ * @returns Long and short APR multipliers
+ */
+const getLongShortAprMultiplier = (avgFundingRatePerSecondP, pairOiLongToken, pairOiShortToken, aprMultiplierEnabled) => {
+    // If funding rate is 0, multipliers don't matter
+    if (avgFundingRatePerSecondP === 0) {
+        return { longAprMultiplier: 1, shortAprMultiplier: 1 };
+    }
+    const longsEarned = avgFundingRatePerSecondP < 0;
+    let longAprMultiplier = 1;
+    let shortAprMultiplier = 1;
+    if (aprMultiplierEnabled) {
+        if (longsEarned && pairOiLongToken > 0) {
+            longAprMultiplier = pairOiShortToken / pairOiLongToken;
+        }
+        else if (!longsEarned && pairOiShortToken > 0) {
+            shortAprMultiplier = pairOiLongToken / pairOiShortToken;
+        }
+        // Apply cap
+        longAprMultiplier = Math.min(longAprMultiplier, FUNDING_APR_MULTIPLIER_CAP);
+        shortAprMultiplier = Math.min(shortAprMultiplier, FUNDING_APR_MULTIPLIER_CAP);
+    }
+    return { longAprMultiplier, shortAprMultiplier };
+};
+exports.getLongShortAprMultiplier = getLongShortAprMultiplier;
+/**
+ * @dev Calculates pending accumulated funding fees for a pair
+ * @param params Funding fee parameters
+ * @param data Current funding fee data
+ * @param currentPairPrice Current pair price
+ * @param pairOiToken Pair OI after v10
+ * @param netExposureToken Net exposure in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @param currentTimestamp Current timestamp
+ * @returns Pending accumulated funding fees and current rate
+ */
+const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp) => {
+    let accFundingFeeLongP = data.accFundingFeeLongP;
+    let accFundingFeeShortP = data.accFundingFeeShortP;
+    // If funding fees are disabled, return current values
+    if (!params.fundingFeesEnabled) {
+        return {
+            accFundingFeeLongP,
+            accFundingFeeShortP,
+            currentFundingRatePerSecondP: data.lastFundingRatePerSecondP,
+        };
+    }
+    const secondsSinceLastUpdate = currentTimestamp - data.lastFundingUpdateTs;
+    // Calculate current velocity
+    const currentVelocityPerYear = (0, exports.getCurrentFundingVelocityPerYear)(netExposureToken, netExposureUsd, params.skewCoefficientPerYear, params.absoluteVelocityPerYearCap, params.thetaThresholdUsd);
+    // Get average and current funding rates
+    const { avgFundingRatePerSecondP, currentFundingRatePerSecondP } = (0, exports.getAvgFundingRatePerSecondP)(data.lastFundingRatePerSecondP, params.absoluteRatePerSecondCap, currentVelocityPerYear, secondsSinceLastUpdate);
+    // Check if we need to handle rate sign change
+    const rateChangedSign = params.aprMultiplierEnabled &&
+        ((currentFundingRatePerSecondP > 0 && data.lastFundingRatePerSecondP < 0) ||
+            (currentFundingRatePerSecondP < 0 && data.lastFundingRatePerSecondP > 0));
+    if (rateChangedSign) {
+        // Split calculation into two periods: before and after sign change
+        // 1. From last update to rate = 0
+        const secondsToReachZeroRate = (0, exports.getSecondsToReachZeroRate)(data.lastFundingRatePerSecondP, currentVelocityPerYear);
+        const avgFundingRatePerSecondP_1 = data.lastFundingRatePerSecondP / 2;
+        const fundingFeesDeltaP_1 = avgFundingRatePerSecondP_1 * secondsToReachZeroRate * currentPairPrice;
+        const { longAprMultiplier: longMultiplier1, shortAprMultiplier: shortMultiplier1, } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP_1, pairOiToken.oiLongToken, pairOiToken.oiShortToken, true);
+        accFundingFeeLongP += fundingFeesDeltaP_1 * longMultiplier1;
+        accFundingFeeShortP -= fundingFeesDeltaP_1 * shortMultiplier1;
+        // 2. From rate = 0 to current rate
+        const avgFundingRatePerSecondP_2 = currentFundingRatePerSecondP / 2;
+        const fundingFeesDeltaP_2 = avgFundingRatePerSecondP_2 *
+            (secondsSinceLastUpdate - secondsToReachZeroRate) *
+            currentPairPrice;
+        const { longAprMultiplier: longMultiplier2, shortAprMultiplier: shortMultiplier2, } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP_2, pairOiToken.oiLongToken, pairOiToken.oiShortToken, true);
+        accFundingFeeLongP += fundingFeesDeltaP_2 * longMultiplier2;
+        accFundingFeeShortP -= fundingFeesDeltaP_2 * shortMultiplier2;
+    }
+    else {
+        // Single period calculation
+        const fundingFeesDeltaP = avgFundingRatePerSecondP * secondsSinceLastUpdate * currentPairPrice;
+        const { longAprMultiplier, shortAprMultiplier } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, params.aprMultiplierEnabled);
+        accFundingFeeLongP += fundingFeesDeltaP * longAprMultiplier;
+        accFundingFeeShortP -= fundingFeesDeltaP * shortAprMultiplier;
+    }
+    return {
+        accFundingFeeLongP,
+        accFundingFeeShortP,
+        currentFundingRatePerSecondP,
+    };
+};
+exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;
+/**
+ * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @param tradeInfo Trade info (contracts version)
+ * @param tradeFeesData Trade fees data containing initial acc funding fee
+ * @param currentPairPrice Current pair price
+ * @param context Optional context with funding fee data (if not provided, uses simple calculation)
+ * @returns Funding fee in collateral tokens
+ */
+const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    var _a, _b, _c, _d, _e, _f, _g, _h;
+    // Funding fees are only charged on post-v10 trades
+    if (tradeInfo.contractsVersion < 10) {
+        return 0;
+    }
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // If we have full context, calculate current accumulated funding fee
+    if (context &&
+        trade.collateralIndex !== undefined &&
+        trade.pairIndex !== undefined) {
+        const params = (_a = context.fundingParams[trade.collateralIndex]) === null || _a === void 0 ? void 0 : _a[trade.pairIndex];
+        const data = (_b = context.fundingData[trade.collateralIndex]) === null || _b === void 0 ? void 0 : _b[trade.pairIndex];
+        const pairOi = (_d = (_c = context.pairOiAfterV10) === null || _c === void 0 ? void 0 : _c[trade.collateralIndex]) === null || _d === void 0 ? void 0 : _d[trade.pairIndex];
+        const netExposureToken = ((_f = (_e = context.netExposureToken) === null || _e === void 0 ? void 0 : _e[trade.collateralIndex]) === null || _f === void 0 ? void 0 : _f[trade.pairIndex]) || 0;
+        const netExposureUsd = ((_h = (_g = context.netExposureUsd) === null || _g === void 0 ? void 0 : _g[trade.collateralIndex]) === null || _h === void 0 ? void 0 : _h[trade.pairIndex]) || 0;
+        if (params && data && pairOi) {
+            // Calculate pending accumulated fees
+            const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOi, netExposureToken, netExposureUsd, context.currentTimestamp);
+            const currentAccFundingFeeP = trade.long
+                ? accFundingFeeLongP
+                : accFundingFeeShortP;
+            const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+            return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+        }
+    }
+    return 0; // Cannot calculate without proper context
+};
+exports.getTradeFundingFeesCollateral = getTradeFundingFeesCollateral;
+/**
+ * @dev Main function to calculate funding fees for a trade within context
+ * @param context Funding fee context with params and data
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @param trade Trade details
+ * @param tradeInfo Trade info (contracts version)
+ * @param initialAccFundingFeeP Initial accumulated funding fee
+ * @param currentPairPrice Current pair price
+ * @param pairOiToken Pair OI after v10
+ * @param netExposureToken Net exposure in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @returns Complete funding fee calculation result
+ */
+const getTradeFundingFees = (context, collateralIndex, pairIndex, trade, tradeInfo, initialAccFundingFeeP, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd) => {
+    var _a, _b;
+    // Get params and data from context
+    const params = (_a = context.fundingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const data = (_b = context.fundingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    if (!params || !data) {
+        throw new Error(`Missing funding fee data for collateral ${collateralIndex} pair ${pairIndex}`);
+    }
+    // Calculate pending accumulated fees
+    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, context.currentTimestamp);
+    const currentAccFundingFeeP = trade.long
+        ? accFundingFeeLongP
+        : accFundingFeeShortP;
+    // Calculate funding fee in collateral
+    const fundingFeeCollateral = (0, exports.getTradeFundingFeesCollateralSimple)(trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP);
+    // Calculate funding fee as percentage
+    const fundingFeeP = trade.collateralAmount > 0
+        ? (fundingFeeCollateral / trade.collateralAmount) * 100
+        : 0;
+    return {
+        fundingFeeCollateral,
+        fundingFeeP,
+        currentAccFundingFeeP,
+        initialAccFundingFeeP,
+    };
+};
+exports.getTradeFundingFees = getTradeFundingFees;
+/**
+ * @dev Simple version of getTradeFundingFeesCollateral for backward compatibility
+ * @param trade Trade parameters
+ * @param tradeInfo Trade info with contracts version
+ * @param initialAccFundingFeeP Initial accumulated funding fee
+ * @param currentAccFundingFeeP Current accumulated funding fee
+ * @returns Funding fee in collateral tokens
+ */
+const getTradeFundingFeesCollateralSimple = (trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP) => {
+    // Funding fees are only charged on post-v10 trades
+    if (tradeInfo.contractsVersion < 10) {
+        return 0;
+    }
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    const fundingFeeDelta = currentAccFundingFeeP - initialAccFundingFeeP;
+    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+};
+exports.getTradeFundingFeesCollateralSimple = getTradeFundingFeesCollateralSimple;
+// Export namespace for types
+exports.FundingFees = __importStar(require("./types"));
+__exportStar(require("./fetcher"), exports);

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

@@ -1,4 +1,9 @@
-import { Fee, PairIndex } from "../types";
-export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: PairIndex, pairFee: Fee | undefined, collateralPriceUsd?: number | undefined, feeMultiplier?: number | undefined) => number;
 export * from "./borrowing";
 export * from "./tiers";
+export * from "./trading";
+export { convertTradeFeesData, convertTradeFeesDataArray, convertUiRealizedPnlData, convertUiRealizedPnlDataArray, encodeTradeFeesData, encodeUiRealizedPnlData, } from "./converter";
+export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getBorrowingFee as getBorrowingFeeV2, 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 { 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

@@ -14,21 +14,72 @@ 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.getClosingFee = void 0;
-const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd = 0, feeMultiplier = 1) => {
-    if (posDai === undefined ||
-        leverage === undefined ||
-        pairIndex === undefined ||
-        pairFee === undefined) {
-        return 0;
-    }
-    const { totalPositionSizeFeeP, minPositionSizeUsd } = pairFee;
-    return (totalPositionSizeFeeP *
-        feeMultiplier *
-        Math.max(collateralPriceUsd && collateralPriceUsd > 0
-            ? minPositionSizeUsd / collateralPriceUsd
-            : 0, posDai * leverage));
-};
-exports.getClosingFee = getClosingFee;
+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.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.getBorrowingFeeV2 = 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);
+// 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, "getBorrowingFeeV2", { enumerable: true, get: function () { return borrowingV2_1.getBorrowingFee; } });
+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; } });
+// 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 +1,54 @@
+/**
+ * @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 } 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 the complete fee tiers configuration from contract format
+ * @param tiers Array of fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @returns Complete fee tiers configuration
+ */
+export declare const convertFeeTiersConfig: (tiers: IFeeTiers.FeeTierStructOutput[], groupVolumeMultipliers: readonly bigint[], currentDay: bigint) => {
+    tiers: FeeTier[];
+    groupVolumeMultipliers: number[];
+    currentDay: number;
+};
+/**
+ * @dev Converts trader's 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
+ * @returns Complete trader fee tier data
+ */
+export declare const convertTraderFeeTiersData: (traderInfo: IFeeTiers.TraderInfoStructOutput, traderDailyInfo: readonly bigint[], traderEnrollment: IFeeTiers.TraderEnrollmentStructOutput) => {
+    traderInfo: TraderInfo;
+    dailyPoints: number[];
+    traderEnrollment: TraderEnrollment;
+};

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

@@ -0,0 +1,81 @@
+"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.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) / 1e18, // Points in 1e18 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 the complete fee tiers configuration from contract format
+ * @param tiers Array of fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @returns Complete fee tiers configuration
+ */
+const convertFeeTiersConfig = (tiers, groupVolumeMultipliers, currentDay) => {
+    return {
+        tiers: (0, exports.convertFeeTierArray)(tiers),
+        groupVolumeMultipliers: groupVolumeMultipliers.map(m => Number(m) / 1e3),
+        currentDay: Number(currentDay),
+    };
+};
+exports.convertFeeTiersConfig = convertFeeTiersConfig;
+/**
+ * @dev Converts trader's 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
+ * @returns Complete trader fee tier data
+ */
+const convertTraderFeeTiersData = (traderInfo, traderDailyInfo, traderEnrollment) => {
+    return {
+        traderInfo: (0, exports.convertTraderInfo)(traderInfo),
+        dailyPoints: traderDailyInfo.map(points => Number(points) / 1e18),
+        traderEnrollment: (0, exports.convertTraderEnrollment)(traderEnrollment),
+    };
+};
+exports.convertTraderFeeTiersData = convertTraderFeeTiersData;