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

package/lib/trade/priceImpact/skew/types.d.ts

@@ -0,0 +1,55 @@
+/**
+ * @dev Skew price impact types for v10+ trades
+ */
+export type PairOiToken = {
+    oiLongToken: number;
+    oiShortToken: number;
+};
+export type PairOiCollateral = {
+    oiLongCollateral: number;
+    oiShortCollateral: number;
+};
+export type SkewDepth = {
+    collateralIndex: number;
+    pairIndex: number;
+    depth: number;
+};
+export type SkewPriceImpactInput = {
+    collateralIndex: number;
+    pairIndex: number;
+    long: boolean;
+    open: boolean;
+    positionSizeToken: number;
+};
+export type SkewPriceImpactResult = {
+    priceImpactP: number;
+    netSkewToken: number;
+    netSkewCollateral: number;
+    tradeDirection: "increase" | "decrease" | "neutral";
+};
+export type SkewPriceImpactContext = {
+    skewDepths: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: number;
+        };
+    };
+    pairOiTokens: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: PairOiToken;
+        };
+    };
+};
+export type TradeSkewParams = {
+    collateralIndex: number;
+    pairIndex: number;
+    long: boolean;
+    open: boolean;
+    positionSizeCollateral: number;
+    currentPrice: number;
+    contractsVersion: number;
+    isCounterTrade?: boolean;
+};
+export type PositionSizeResult = {
+    positionSizeToken: number;
+    positionSizeCollateral: number;
+};

package/lib/trade/priceImpact/skew/types.js

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

package/lib/trade/spread.d.ts

@@ -1,18 +1,5 @@
-import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor, UserPriceImpact } from "./types";
-import { ContractsVersion } from "../contracts/types";
-export type SpreadContext = {
-    isOpen?: boolean;
-    isPnlPositive?: boolean;
-    createdBlock?: number;
-    liquidationParams?: LiquidationParams | undefined;
-    currentBlock?: number | undefined;
-    contractsVersion?: ContractsVersion | undefined;
-    protectionCloseFactorWhitelist?: boolean;
-    userPriceImpact?: UserPriceImpact | undefined;
-} & Partial<PairFactor>;
-export declare const getProtectionCloseFactor: (spreadCtx: SpreadContext | undefined) => number;
-export declare const isProtectionCloseFactorActive: (spreadCtx: SpreadContext | undefined) => boolean | undefined;
-export declare const getCumulativeFactor: (spreadCtx: SpreadContext | undefined) => number;
-export declare const getLegacyFactor: (spreadCtx: SpreadContext | undefined) => number;
-export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, spreadCtx?: SpreadContext | undefined) => number;
-export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation?: boolean | undefined, liquidationParams?: LiquidationParams | undefined, userPriceImpact?: UserPriceImpact | undefined) => number;
+/**
+ * @dev Pure spread calculations without price impact
+ * @dev For price impact calculations, see priceImpact module
+ */
+export { getSpreadWithPriceImpactP, getSpreadWithCumulVolPriceImpactP, getTradeCumulVolPriceImpactP, getCumulVolPriceImpact, getProtectionCloseFactor, isProtectionCloseFactorActive, getCumulativeFactor, getLegacyFactor, getFixedSpreadP, getSpreadP, CumulVolContext as SpreadContext, } from "./priceImpact/cumulVol";

package/lib/trade/spread.js

@@ -1,108 +1,19 @@
 "use strict";
+/**
+ * @dev Pure spread calculations without price impact
+ * @dev For price impact calculations, see priceImpact module
+ */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = void 0;
-const oiWindows_1 = require("./oiWindows");
-const constants_1 = require("../constants");
-const types_1 = require("../contracts/types");
-const getProtectionCloseFactor = (spreadCtx) => {
-    var _a;
-    const protectionCloseFactor = spreadCtx === undefined ||
-        spreadCtx.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ||
-        spreadCtx.isOpen === undefined ||
-        spreadCtx.isPnlPositive === undefined ||
-        spreadCtx.protectionCloseFactor === undefined ||
-        (0, exports.isProtectionCloseFactorActive)(spreadCtx) !== true
-        ? constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR
-        : spreadCtx.protectionCloseFactor;
-    const protectionCloseFactorMultiplier = ((_a = spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.userPriceImpact) === null || _a === void 0 ? void 0 : _a.cumulVolPriceImpactMultiplier) !== undefined &&
-        spreadCtx.userPriceImpact.cumulVolPriceImpactMultiplier > 0
-        ? spreadCtx.userPriceImpact.cumulVolPriceImpactMultiplier
-        : 1;
-    return protectionCloseFactor * protectionCloseFactorMultiplier;
-};
-exports.getProtectionCloseFactor = getProtectionCloseFactor;
-const isProtectionCloseFactorActive = (spreadCtx) => {
-    if (spreadCtx === undefined ||
-        spreadCtx.currentBlock === undefined ||
-        spreadCtx.createdBlock === undefined ||
-        spreadCtx.protectionCloseFactorBlocks === undefined ||
-        spreadCtx.protectionCloseFactor === undefined) {
-        return undefined;
-    }
-    return (spreadCtx.isPnlPositive === true &&
-        spreadCtx.isOpen === false &&
-        spreadCtx.protectionCloseFactor > 0 &&
-        spreadCtx.currentBlock <=
-            spreadCtx.createdBlock + spreadCtx.protectionCloseFactorBlocks &&
-        spreadCtx.protectionCloseFactorWhitelist !== true);
-};
-exports.isProtectionCloseFactorActive = isProtectionCloseFactorActive;
-const getCumulativeFactor = (spreadCtx) => {
-    if (spreadCtx === undefined ||
-        spreadCtx.cumulativeFactor === undefined ||
-        spreadCtx.cumulativeFactor === 0) {
-        return constants_1.DEFAULT_CUMULATIVE_FACTOR;
-    }
-    return spreadCtx.cumulativeFactor;
-};
-exports.getCumulativeFactor = getCumulativeFactor;
-const getLegacyFactor = (spreadCtx) => {
-    return (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
-};
-exports.getLegacyFactor = getLegacyFactor;
-const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, spreadCtx) => {
-    if (pairSpreadP === undefined) {
-        return 0;
-    }
-    if (
-    // No spread or price impact when closing pre-v9.2 trades
-    ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === false &&
-        (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) ||
-        // No spread or price impact for opens when `pair.exemptOnOpen` is true
-        ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === true && (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.exemptOnOpen) === true) ||
-        // No spread or price impact for closes after `protectionCloseFactor` has expired
-        // when `pair.exemptAfterProtectionCloseFactor` is true
-        ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === false &&
-            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.exemptAfterProtectionCloseFactor) === true &&
-            (0, exports.isProtectionCloseFactorActive)(spreadCtx) !== true)) {
-        return 0;
-    }
-    const onePercentDepth = buy
-        ? // if `long`
-            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false // assumes it's an open unless it's explicitly false
-                ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd
-                : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
-        : // if `short`
-            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false
-                ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
-                : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd;
-    let activeOi = undefined;
-    if (oiWindowsSettings !== undefined) {
-        activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(oiWindowsSettings), oiWindowsSettings.windowsCount, oiWindows, (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false ? buy : !buy);
-    }
-    if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
-        return pairSpreadP / 2;
-    }
-    return ((0, exports.getSpreadP)(pairSpreadP, undefined, undefined, spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.userPriceImpact) +
-        ((activeOi * (0, exports.getCumulativeFactor)(spreadCtx) + (collateral * leverage) / 2) /
-            onePercentDepth /
-            100 /
-            (0, exports.getLegacyFactor)(spreadCtx)) *
-            (0, exports.getProtectionCloseFactor)(spreadCtx));
-};
-exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
-const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams, userPriceImpact) => {
-    var _a;
-    const fixedSpreadP = (_a = userPriceImpact === null || userPriceImpact === void 0 ? void 0 : userPriceImpact.fixedSpreadP) !== null && _a !== void 0 ? _a : 0;
-    if (pairSpreadP === undefined || (pairSpreadP === 0 && fixedSpreadP === 0)) {
-        return 0;
-    }
-    const spreadP = pairSpreadP / 2 + fixedSpreadP;
-    return isLiquidation === true &&
-        liquidationParams !== undefined &&
-        liquidationParams.maxLiqSpreadP > 0 &&
-        spreadP > liquidationParams.maxLiqSpreadP
-        ? liquidationParams.maxLiqSpreadP
-        : spreadP;
-};
-exports.getSpreadP = getSpreadP;
+exports.getSpreadP = exports.getFixedSpreadP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = exports.getCumulVolPriceImpact = exports.getTradeCumulVolPriceImpactP = exports.getSpreadWithCumulVolPriceImpactP = exports.getSpreadWithPriceImpactP = void 0;
+// Re-export from priceImpact/cumulVol for backward compatibility
+var cumulVol_1 = require("./priceImpact/cumulVol");
+Object.defineProperty(exports, "getSpreadWithPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getSpreadWithPriceImpactP; } });
+Object.defineProperty(exports, "getSpreadWithCumulVolPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getSpreadWithCumulVolPriceImpactP; } });
+Object.defineProperty(exports, "getTradeCumulVolPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getTradeCumulVolPriceImpactP; } });
+Object.defineProperty(exports, "getCumulVolPriceImpact", { enumerable: true, get: function () { return cumulVol_1.getCumulVolPriceImpact; } });
+Object.defineProperty(exports, "getProtectionCloseFactor", { enumerable: true, get: function () { return cumulVol_1.getProtectionCloseFactor; } });
+Object.defineProperty(exports, "isProtectionCloseFactorActive", { enumerable: true, get: function () { return cumulVol_1.isProtectionCloseFactorActive; } });
+Object.defineProperty(exports, "getCumulativeFactor", { enumerable: true, get: function () { return cumulVol_1.getCumulativeFactor; } });
+Object.defineProperty(exports, "getLegacyFactor", { enumerable: true, get: function () { return cumulVol_1.getLegacyFactor; } });
+Object.defineProperty(exports, "getFixedSpreadP", { enumerable: true, get: function () { return cumulVol_1.getFixedSpreadP; } });
+Object.defineProperty(exports, "getSpreadP", { enumerable: true, get: function () { return cumulVol_1.getSpreadP; } });

package/lib/trade/types.d.ts

@@ -1,14 +1,37 @@
-import { ITradingStorage, IBorrowingFees, IPairsStorage } from "../contracts/types/generated/GNSMultiCollatDiamond";
+import { ITradingStorage, IBorrowingFees, IPairsStorage, IFundingFees } from "../contracts/types/generated/GNSMultiCollatDiamond";
 import { BorrowingFee } from "./fees/borrowing";
 import { FeeTier, TraderEnrollment, TraderInfo } from "./fees/tiers/types";
 export type PairIndexes = {
     [key: string]: PairIndex;
 };
+export type TradeFeesData = {
+    realizedTradingFeesCollateral: number;
+    realizedPnlCollateral: number;
+    manuallyRealizedNegativePnlCollateral: number;
+    alreadyTransferredNegativePnlCollateral: number;
+    virtualAvailableCollateralInDiamond: number;
+    initialAccFundingFeeP: number;
+    initialAccBorrowingFeeP: number;
+};
+export type UiRealizedPnlData = {
+    realizedTradingFeesCollateral: number;
+    realizedOldBorrowingFeesCollateral: number;
+    realizedNewBorrowingFeesCollateral: number;
+    realizedFundingFeesCollateral: number;
+    realizedPnlPartialCloseCollateral: number;
+    pnlWithdrawnCollateral: number;
+};
+export type CounterTradeSettings = {
+    maxLeverage: number;
+    feeRateMultiplier: number;
+};
 export type TradeContainer = {
     trade: Trade;
     tradeInfo: TradeInfo;
     liquidationParams: LiquidationParams;
     initialAccFees: TradeInitialAccFees;
+    tradeFeesData?: TradeFeesData;
+    uiRealizedPnlData?: UiRealizedPnlData;
     receivedAt?: number;
 };
 export type Trade = {
@@ -145,6 +168,8 @@ export type TradeContainerRaw = {
     tradeInfo: ITradingStorage.TradeInfoStruct;
     liquidationParams: IPairsStorage.GroupLiquidationParamsStruct;
     initialAccFees: IBorrowingFees.BorrowingInitialAccFeesStruct;
+    tradeFeesData: IFundingFees.TradeFeesDataStruct;
+    uiRealizedPnlData?: IFundingFees.UiRealizedPnlDataStruct;
 };
 export type OiWindowsSettings = {
     startTs: number;
@@ -159,13 +184,6 @@ export type OiWindow = PairOi;
 export type OiWindows = {
     [key: string]: OiWindow;
 };
-export type CollateralConfig = {
-    collateral: string;
-    isActive: boolean;
-    precision: number;
-    precisionDelta: number;
-    decimals?: number;
-};
 export type FeeTiers = {
     tiers: FeeTier[];
     multipliers: number[];
@@ -594,5 +612,12 @@ export declare enum PairIndex {
     RFCUSD = 366,
     WCTUSD = 367,
     BIGTIMEUSD = 368,
-    BABYUSD = 369
+    BABYUSD = 369,
+    COOKIEUSD = 370,
+    KMNOUSD = 371,
+    INITUSD = 372,
+    SYRUPUSD = 373,
+    SIGNUSD = 374,
+    ZORAUSD = 375,
+    COINUSD = 376
 }

package/lib/trade/types.js

@@ -399,4 +399,11 @@ var PairIndex;
     PairIndex[PairIndex["WCTUSD"] = 367] = "WCTUSD";
     PairIndex[PairIndex["BIGTIMEUSD"] = 368] = "BIGTIMEUSD";
     PairIndex[PairIndex["BABYUSD"] = 369] = "BABYUSD";
+    PairIndex[PairIndex["COOKIEUSD"] = 370] = "COOKIEUSD";
+    PairIndex[PairIndex["KMNOUSD"] = 371] = "KMNOUSD";
+    PairIndex[PairIndex["INITUSD"] = 372] = "INITUSD";
+    PairIndex[PairIndex["SYRUPUSD"] = 373] = "SYRUPUSD";
+    PairIndex[PairIndex["SIGNUSD"] = 374] = "SIGNUSD";
+    PairIndex[PairIndex["ZORAUSD"] = 375] = "ZORAUSD";
+    PairIndex[PairIndex["COINUSD"] = 376] = "COINUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/lib/trade/utils.d.ts

@@ -0,0 +1,18 @@
+/**
+ * @dev Trade-specific utility functions
+ * @dev Common calculations and conversions used across trading modules
+ */
+/**
+ * @dev Converts position size from collateral to tokens
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param currentPrice Current pair price
+ * @returns Position size in tokens
+ */
+export declare const calculatePositionSizeToken: (positionSizeCollateral: number, currentPrice: number) => number;
+/**
+ * @dev Converts position size from tokens to collateral
+ * @param positionSizeToken Position size in tokens
+ * @param currentPrice Current pair price
+ * @returns Position size in collateral tokens
+ */
+export declare const calculatePositionSizeCollateral: (positionSizeToken: number, currentPrice: number) => number;

package/lib/trade/utils.js

@@ -0,0 +1,30 @@
+"use strict";
+/**
+ * @dev Trade-specific utility functions
+ * @dev Common calculations and conversions used across trading modules
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculatePositionSizeCollateral = exports.calculatePositionSizeToken = void 0;
+/**
+ * @dev Converts position size from collateral to tokens
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param currentPrice Current pair price
+ * @returns Position size in tokens
+ */
+const calculatePositionSizeToken = (positionSizeCollateral, currentPrice) => {
+    if (currentPrice === 0) {
+        throw new Error("Current price cannot be zero");
+    }
+    return positionSizeCollateral / currentPrice;
+};
+exports.calculatePositionSizeToken = calculatePositionSizeToken;
+/**
+ * @dev Converts position size from tokens to collateral
+ * @param positionSizeToken Position size in tokens
+ * @param currentPrice Current pair price
+ * @returns Position size in collateral tokens
+ */
+const calculatePositionSizeCollateral = (positionSizeToken, currentPrice) => {
+    return positionSizeToken * currentPrice;
+};
+exports.calculatePositionSizeCollateral = calculatePositionSizeCollateral;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc1",
+  "version": "0.0.0-v10.rc3",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [
@@ -98,6 +98,7 @@
   },
   "dependencies": {
     "@ethersproject/providers": "^5.7.2",
+    "@gainsnetwork/contests": "^0.0.1",
     "ethcall": "^4.8.13",
     "ethers": "^5.7.2",
     "luxon": "^3.2.0"