@gainsnetwork/sdk 0.0.0-v10.rc11 → 0.0.0-v10.rc15

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

@@ -0,0 +1,46 @@
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+import { FundingFeeParams, PairFundingFeeData, PairOiAfterV10 } from "../../trade/fees/fundingFees/types";
+import { BorrowingFeeParams, PairBorrowingFeeData } from "../../trade/fees/borrowingV2/types";
+export type HoldingFeeRates = {
+    longHourlyRate: number;
+    shortHourlyRate: number;
+    fundingFeeLongHourlyRate: number;
+    fundingFeeShortHourlyRate: number;
+    borrowingFeeHourlyRate: number;
+    currentFundingRatePerSecondP: number;
+    currentBorrowingRatePerSecondP: number;
+};
+export type GetPairHoldingFeeRatesInput = {
+    fundingParams: FundingFeeParams;
+    fundingData: PairFundingFeeData;
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    borrowingParams: BorrowingFeeParams | null;
+    borrowingData: PairBorrowingFeeData | null;
+    currentPairPrice: number;
+    currentTimestamp: number;
+};
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+export declare const getPairHoldingFeeRates: (input: GetPairHoldingFeeRatesInput) => HoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+export declare const convertRatePerSecondToAPR: (ratePerSecond: number) => number;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+export declare const formatHoldingFeeRate: (rate: number, decimals?: number) => string;
+export * as HoldingFees from "./types";

package/lib/markets/holdingFees/index.js

@@ -0,0 +1,105 @@
+"use strict";
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+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;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.HoldingFees = exports.formatHoldingFeeRate = exports.convertRatePerSecondToAPR = exports.getPairHoldingFeeRates = void 0;
+const fundingFees_1 = require("../../trade/fees/fundingFees");
+const SECONDS_PER_HOUR = 3600;
+const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
+const PERCENTAGE_PRECISION = 100;
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+const getPairHoldingFeeRates = (input) => {
+    const { fundingParams, fundingData, pairOiToken, netExposureToken, netExposureUsd, borrowingParams, borrowingData, currentPairPrice, currentTimestamp, } = input;
+    // Calculate funding fee rates
+    let fundingFeeLongHourlyRate = 0;
+    let fundingFeeShortHourlyRate = 0;
+    let currentFundingRatePerSecondP = 0;
+    if (fundingParams.fundingFeesEnabled) {
+        // Get current funding rate
+        const pendingFunding = (0, fundingFees_1.getPairPendingAccFundingFees)(fundingParams, fundingData, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp);
+        currentFundingRatePerSecondP = pendingFunding.currentFundingRatePerSecondP;
+        // Get APR multipliers
+        const { longAprMultiplier, shortAprMultiplier } = (0, fundingFees_1.getLongShortAprMultiplier)(currentFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, fundingParams.aprMultiplierEnabled);
+        // Calculate hourly rates
+        // Funding rate * seconds per hour * current price * APR multiplier / 100
+        const baseHourlyRate = (currentFundingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+            PERCENTAGE_PRECISION;
+        // Long side pays when rate is positive, earns when negative
+        fundingFeeLongHourlyRate = baseHourlyRate * longAprMultiplier;
+        // Short side is opposite
+        fundingFeeShortHourlyRate = -baseHourlyRate * shortAprMultiplier;
+    }
+    // Calculate borrowing v2 rates
+    let borrowingFeeHourlyRate = 0;
+    let currentBorrowingRatePerSecondP = 0;
+    if (borrowingParams && borrowingData) {
+        currentBorrowingRatePerSecondP = borrowingParams.borrowingRatePerSecondP;
+        // Borrowing rate * seconds per hour * current price / 100
+        borrowingFeeHourlyRate =
+            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+                PERCENTAGE_PRECISION;
+    }
+    // Total holding fees (funding can be negative/positive, borrowing always positive cost)
+    const longHourlyRate = fundingFeeLongHourlyRate + borrowingFeeHourlyRate;
+    const shortHourlyRate = fundingFeeShortHourlyRate + borrowingFeeHourlyRate;
+    return {
+        longHourlyRate,
+        shortHourlyRate,
+        fundingFeeLongHourlyRate,
+        fundingFeeShortHourlyRate,
+        borrowingFeeHourlyRate,
+        currentFundingRatePerSecondP,
+        currentBorrowingRatePerSecondP,
+    };
+};
+exports.getPairHoldingFeeRates = getPairHoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+const convertRatePerSecondToAPR = (ratePerSecond) => {
+    return ratePerSecond * SECONDS_PER_YEAR * PERCENTAGE_PRECISION;
+};
+exports.convertRatePerSecondToAPR = convertRatePerSecondToAPR;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+const formatHoldingFeeRate = (rate, decimals = 4) => {
+    const sign = rate > 0 ? "+" : "";
+    return `${sign}${rate.toFixed(decimals)}%`;
+};
+exports.formatHoldingFeeRate = formatHoldingFeeRate;
+exports.HoldingFees = __importStar(require("./types"));

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

@@ -0,0 +1,23 @@
+/**
+ * @dev Type definitions for holding fees (funding + borrowing v2)
+ */
+export interface HoldingFeeRates {
+    longHourlyRate: number;
+    shortHourlyRate: number;
+    fundingFeeLongHourlyRate: number;
+    fundingFeeShortHourlyRate: number;
+    borrowingFeeHourlyRate: number;
+    currentFundingRatePerSecondP: number;
+    currentBorrowingRatePerSecondP: number;
+}
+export interface GetPairHoldingFeeRatesInput {
+    fundingParams: import("../../trade/fees/fundingFees/types").FundingFeeParams;
+    fundingData: import("../../trade/fees/fundingFees/types").PairFundingFeeData;
+    pairOiToken: import("../../trade/fees/fundingFees/types").PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    borrowingParams: import("../../trade/fees/borrowingV2/types").BorrowingFeeParams | null;
+    borrowingData: import("../../trade/fees/borrowingV2/types").PairBorrowingFeeData | null;
+    currentPairPrice: number;
+    currentTimestamp: number;
+}

package/lib/markets/holdingFees/types.js

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Type definitions for holding fees (funding + borrowing v2)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/markets/index.d.ts

@@ -6,3 +6,4 @@ export * from "./commodities";
 export * from "./oi";
 export * from "./collateral";
 export * from "./price";
+export * from "./holdingFees";

package/lib/markets/index.js

@@ -22,3 +22,4 @@ __exportStar(require("./commodities"), exports);
 __exportStar(require("./oi"), exports);
 __exportStar(require("./collateral"), exports);
 __exportStar(require("./price"), exports);
+__exportStar(require("./holdingFees"), exports);

package/lib/markets/oi/converter.d.ts

@@ -7,10 +7,9 @@ import { UnifiedPairOi, ComputedOi } from "./types";
 /**
  * @dev Converts pre-v10 OI from contract format
  * @param contractOi Contract OpenInterest struct from BorrowingFeesStorage
- * @param precision Collateral precision for conversion
  * @returns Normalized OI with long/short values
  */
-export declare const convertBeforeV10Collateral: (contractOi: IBorrowingFees.OpenInterestStructOutput, precision: number) => {
+export declare const convertBeforeV10Collateral: (contractOi: IBorrowingFees.OpenInterestStructOutput) => {
     long: number;
     short: number;
 };

package/lib/markets/oi/converter.js

@@ -8,13 +8,12 @@ exports.computeOiValues = exports.convertPairOiArray = exports.convertPairOi = e
 /**
  * @dev Converts pre-v10 OI from contract format
  * @param contractOi Contract OpenInterest struct from BorrowingFeesStorage
- * @param precision Collateral precision for conversion
  * @returns Normalized OI with long/short values
  */
-const convertBeforeV10Collateral = (contractOi, precision) => {
+const convertBeforeV10Collateral = (contractOi) => {
     return {
-        long: Number(contractOi.long) / precision,
-        short: Number(contractOi.short) / precision,
+        long: Number(contractOi.long) / 1e10,
+        short: Number(contractOi.short) / 1e10,
     };
 };
 exports.convertBeforeV10Collateral = convertBeforeV10Collateral;
@@ -54,8 +53,8 @@ exports.convertTokenOi = convertTokenOi;
  */
 const convertPairOi = (beforeV10, afterV10Collateral, afterV10Token, collateralPrecision) => {
     return {
-        maxCollateral: Number(beforeV10.max) / collateralPrecision,
-        beforeV10Collateral: (0, exports.convertBeforeV10Collateral)(beforeV10, collateralPrecision),
+        maxCollateral: Number(beforeV10.max) / 1e10,
+        beforeV10Collateral: (0, exports.convertBeforeV10Collateral)(beforeV10),
         collateral: (0, exports.convertCollateralOi)(afterV10Collateral, collateralPrecision),
         token: (0, exports.convertTokenOi)(afterV10Token),
     };

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

@@ -2,9 +2,48 @@
  * @dev Main export file for OI module
  * @dev Provides unified Open Interest management functionality
  */
-export { UnifiedPairOi, GroupOi, OiUsageMetadata, ComputedOi } from "./types";
+import { GenericPairOiContext } from "./types";
+export declare const getPairTotalOisCollateral: (pairIndex: number, context: GenericPairOiContext) => {
+    long: number;
+    short: number;
+};
+/**
+ * @dev Returns pair total dynamic open interest (before v10 + after v10) in collateral tokens
+ * @param pairIndex index of pair
+ * @param context contains UnifiedPairOi array and current pair price
+ * @returns dynamic OI for long and short sides in collateral precision
+ */
+export declare const getPairTotalOisDynamicCollateral: (pairIndex: number, context: GenericPairOiContext & {
+    currentPairPrice: number;
+}) => {
+    long: number;
+    short: number;
+};
+/**
+ * @dev Returns pair total dynamic open interest (before v10 + after v10) in collateral tokens on one side only
+ * @param pairIndex index of pair
+ * @param long true if long, false if short
+ * @param context contains UnifiedPairOi array and current pair price
+ * @returns dynamic OI for the specified side in collateral precision
+ */
+export declare const getPairTotalOiDynamicCollateral: (pairIndex: number, long: boolean, context: GenericPairOiContext & {
+    currentPairPrice: number;
+}) => number;
+/**
+ * @dev Returns pair open interest skew (v10 only) in tokens
+ * @param pairIndex index of pair
+ * @param context contains UnifiedPairOi array
+ * @returns skew in token amount (positive = more longs, negative = more shorts)
+ */
+export declare const getPairV10OiTokenSkewCollateral: (pairIndex: number, context: GenericPairOiContext) => number;
+/**
+ * @dev Returns pair dynamic skew (v10 only) in collateral tokens
+ * @param pairIndex index of pair
+ * @param context contains UnifiedPairOi array and current pair price
+ * @returns dynamic skew in collateral precision
+ */
+export declare const getPairV10OiDynamicSkewCollateral: (pairIndex: number, context: GenericPairOiContext & {
+    currentPairPrice: number;
+}) => number;
+export { UnifiedPairOi, GroupOi, ComputedOi } from "./types";
 export { convertBeforeV10Collateral, convertCollateralOi, convertTokenOi, convertPairOi, convertPairOiArray, computeOiValues, } from "./converter";
-export { fetchPairOi, fetchMultiplePairOi, createOiContext, fetchOiForUseCase, } from "./fetcher";
-export { withinMaxPairOi, calculateDynamicOi, getRemainingOiCapacity, withinMaxGroupOiDynamic, getGroupDynamicOi, validateOiLimits, } from "./validation";
-import { OiUsageMetadata } from "./types";
-export declare const OI_USAGE: OiUsageMetadata;

package/lib/markets/oi/index.js

@@ -4,7 +4,69 @@
  * @dev Provides unified Open Interest management functionality
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.OI_USAGE = exports.validateOiLimits = exports.getGroupDynamicOi = exports.withinMaxGroupOiDynamic = exports.getRemainingOiCapacity = exports.calculateDynamicOi = exports.withinMaxPairOi = exports.fetchOiForUseCase = exports.createOiContext = exports.fetchMultiplePairOi = exports.fetchPairOi = exports.computeOiValues = exports.convertPairOiArray = exports.convertPairOi = exports.convertTokenOi = exports.convertCollateralOi = exports.convertBeforeV10Collateral = void 0;
+exports.computeOiValues = exports.convertPairOiArray = exports.convertPairOi = exports.convertTokenOi = exports.convertCollateralOi = exports.convertBeforeV10Collateral = exports.getPairV10OiDynamicSkewCollateral = exports.getPairV10OiTokenSkewCollateral = exports.getPairTotalOiDynamicCollateral = exports.getPairTotalOisDynamicCollateral = exports.getPairTotalOisCollateral = void 0;
+const getPairTotalOisCollateral = (pairIndex, context) => {
+    return {
+        long: context.pairOis[pairIndex].beforeV10Collateral.long +
+            context.pairOis[pairIndex].collateral.long,
+        short: context.pairOis[pairIndex].beforeV10Collateral.short +
+            context.pairOis[pairIndex].collateral.short,
+    };
+};
+exports.getPairTotalOisCollateral = getPairTotalOisCollateral;
+/**
+ * @dev Returns pair total dynamic open interest (before v10 + after v10) in collateral tokens
+ * @param pairIndex index of pair
+ * @param context contains UnifiedPairOi array and current pair price
+ * @returns dynamic OI for long and short sides in collateral precision
+ */
+const getPairTotalOisDynamicCollateral = (pairIndex, context) => {
+    const pairOi = context.pairOis[pairIndex];
+    // We have to use the initial collateral OIs for pre-v10 trades because we don't have OIs in token amount
+    const oiLongCollateralDynamicAfterV10 = pairOi.beforeV10Collateral.long +
+        pairOi.token.long * context.currentPairPrice;
+    const oiShortCollateralDynamicAfterV10 = pairOi.beforeV10Collateral.short +
+        pairOi.token.short * context.currentPairPrice;
+    return {
+        long: oiLongCollateralDynamicAfterV10,
+        short: oiShortCollateralDynamicAfterV10,
+    };
+};
+exports.getPairTotalOisDynamicCollateral = getPairTotalOisDynamicCollateral;
+/**
+ * @dev Returns pair total dynamic open interest (before v10 + after v10) in collateral tokens on one side only
+ * @param pairIndex index of pair
+ * @param long true if long, false if short
+ * @param context contains UnifiedPairOi array and current pair price
+ * @returns dynamic OI for the specified side in collateral precision
+ */
+const getPairTotalOiDynamicCollateral = (pairIndex, long, context) => {
+    const dynamicOis = (0, exports.getPairTotalOisDynamicCollateral)(pairIndex, context);
+    return long ? dynamicOis.long : dynamicOis.short;
+};
+exports.getPairTotalOiDynamicCollateral = getPairTotalOiDynamicCollateral;
+/**
+ * @dev Returns pair open interest skew (v10 only) in tokens
+ * @param pairIndex index of pair
+ * @param context contains UnifiedPairOi array
+ * @returns skew in token amount (positive = more longs, negative = more shorts)
+ */
+const getPairV10OiTokenSkewCollateral = (pairIndex, context) => {
+    const pairOi = context.pairOis[pairIndex];
+    return pairOi.token.long - pairOi.token.short;
+};
+exports.getPairV10OiTokenSkewCollateral = getPairV10OiTokenSkewCollateral;
+/**
+ * @dev Returns pair dynamic skew (v10 only) in collateral tokens
+ * @param pairIndex index of pair
+ * @param context contains UnifiedPairOi array and current pair price
+ * @returns dynamic skew in collateral precision
+ */
+const getPairV10OiDynamicSkewCollateral = (pairIndex, context) => {
+    return ((0, exports.getPairV10OiTokenSkewCollateral)(pairIndex, context) *
+        context.currentPairPrice);
+};
+exports.getPairV10OiDynamicSkewCollateral = getPairV10OiDynamicSkewCollateral;
 // Converters
 var converter_1 = require("./converter");
 Object.defineProperty(exports, "convertBeforeV10Collateral", { enumerable: true, get: function () { return converter_1.convertBeforeV10Collateral; } });
@@ -13,25 +75,3 @@ Object.defineProperty(exports, "convertTokenOi", { enumerable: true, get: functi
 Object.defineProperty(exports, "convertPairOi", { enumerable: true, get: function () { return converter_1.convertPairOi; } });
 Object.defineProperty(exports, "convertPairOiArray", { enumerable: true, get: function () { return converter_1.convertPairOiArray; } });
 Object.defineProperty(exports, "computeOiValues", { enumerable: true, get: function () { return converter_1.computeOiValues; } });
-// Fetchers
-var fetcher_1 = require("./fetcher");
-Object.defineProperty(exports, "fetchPairOi", { enumerable: true, get: function () { return fetcher_1.fetchPairOi; } });
-Object.defineProperty(exports, "fetchMultiplePairOi", { enumerable: true, get: function () { return fetcher_1.fetchMultiplePairOi; } });
-Object.defineProperty(exports, "createOiContext", { enumerable: true, get: function () { return fetcher_1.createOiContext; } });
-Object.defineProperty(exports, "fetchOiForUseCase", { enumerable: true, get: function () { return fetcher_1.fetchOiForUseCase; } });
-// Validation
-var validation_1 = require("./validation");
-Object.defineProperty(exports, "withinMaxPairOi", { enumerable: true, get: function () { return validation_1.withinMaxPairOi; } });
-Object.defineProperty(exports, "calculateDynamicOi", { enumerable: true, get: function () { return validation_1.calculateDynamicOi; } });
-Object.defineProperty(exports, "getRemainingOiCapacity", { enumerable: true, get: function () { return validation_1.getRemainingOiCapacity; } });
-Object.defineProperty(exports, "withinMaxGroupOiDynamic", { enumerable: true, get: function () { return validation_1.withinMaxGroupOiDynamic; } });
-Object.defineProperty(exports, "getGroupDynamicOi", { enumerable: true, get: function () { return validation_1.getGroupDynamicOi; } });
-Object.defineProperty(exports, "validateOiLimits", { enumerable: true, get: function () { return validation_1.validateOiLimits; } });
-exports.OI_USAGE = {
-    borrowingV1: ["beforeV10Collateral", "token"],
-    fundingFees: ["token"],
-    skewImpact: ["token"],
-    maxPairOi: ["beforeV10Collateral", "token"],
-    maxGroupOi: ["beforeV10Collateral", "token"],
-    maxSkew: ["token"], // V10+ only: uses token OI
-};

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

@@ -37,23 +37,14 @@ export interface UnifiedPairOi {
         short: number;
     };
 }
+export type GenericPairOiContext = {
+    pairOis: UnifiedPairOi[];
+};
 /**
  * @dev Group OI remains unchanged - only used by borrowing v1
  * @dev Re-export existing type for consistency
  */
 export { OpenInterest as GroupOi } from "../../trade/types";
-/**
- * @dev Metadata describing which OI systems are used by different features
- * @dev Helps consumers understand OI usage patterns
- */
-export interface OiUsageMetadata {
-    borrowingV1: Array<"beforeV10Collateral" | "token">;
-    fundingFees: Array<"token">;
-    skewImpact: Array<"token">;
-    maxPairOi: Array<"beforeV10Collateral" | "token">;
-    maxGroupOi: Array<"beforeV10Collateral" | "token">;
-    maxSkew: Array<"token">;
-}
 /**
  * @dev Helper type for computed OI values
  */

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

@@ -0,0 +1,46 @@
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+import { FundingFeeParams, PairFundingFeeData, PairOiAfterV10 } from "../fundingFees/types";
+import { BorrowingFeeParams, PairBorrowingFeeData } from "../borrowingV2/types";
+export type HoldingFeeRates = {
+    longHourlyRate: number;
+    shortHourlyRate: number;
+    fundingFeeLongHourlyRate: number;
+    fundingFeeShortHourlyRate: number;
+    borrowingFeeHourlyRate: number;
+    currentFundingRatePerSecondP: number;
+    currentBorrowingRatePerSecondP: number;
+};
+export type GetPairHoldingFeeRatesInput = {
+    fundingParams: FundingFeeParams;
+    fundingData: PairFundingFeeData;
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    borrowingParams: BorrowingFeeParams | null;
+    borrowingData: PairBorrowingFeeData | null;
+    currentPairPrice: number;
+    currentTimestamp: number;
+};
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+export declare const getPairHoldingFeeRates: (input: GetPairHoldingFeeRatesInput) => HoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+export declare const convertRatePerSecondToAPR: (ratePerSecond: number) => number;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+export declare const formatHoldingFeeRate: (rate: number, decimals?: number) => string;
+export * as HoldingFees from "./types";

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

@@ -0,0 +1,105 @@
+"use strict";
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+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;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.HoldingFees = exports.formatHoldingFeeRate = exports.convertRatePerSecondToAPR = exports.getPairHoldingFeeRates = void 0;
+const fundingFees_1 = require("../fundingFees");
+const SECONDS_PER_HOUR = 3600;
+const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
+const PERCENTAGE_PRECISION = 100;
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+const getPairHoldingFeeRates = (input) => {
+    const { fundingParams, fundingData, pairOiToken, netExposureToken, netExposureUsd, borrowingParams, borrowingData, currentPairPrice, currentTimestamp, } = input;
+    // Calculate funding fee rates
+    let fundingFeeLongHourlyRate = 0;
+    let fundingFeeShortHourlyRate = 0;
+    let currentFundingRatePerSecondP = 0;
+    if (fundingParams.fundingFeesEnabled) {
+        // Get current funding rate
+        const pendingFunding = (0, fundingFees_1.getPairPendingAccFundingFees)(fundingParams, fundingData, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp);
+        currentFundingRatePerSecondP = pendingFunding.currentFundingRatePerSecondP;
+        // Get APR multipliers
+        const { longAprMultiplier, shortAprMultiplier } = (0, fundingFees_1.getLongShortAprMultiplier)(currentFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, fundingParams.aprMultiplierEnabled);
+        // Calculate hourly rates
+        // Funding rate * seconds per hour * current price * APR multiplier / 100
+        const baseHourlyRate = (currentFundingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+            PERCENTAGE_PRECISION;
+        // Long side pays when rate is positive, earns when negative
+        fundingFeeLongHourlyRate = baseHourlyRate * longAprMultiplier;
+        // Short side is opposite
+        fundingFeeShortHourlyRate = -baseHourlyRate * shortAprMultiplier;
+    }
+    // Calculate borrowing v2 rates
+    let borrowingFeeHourlyRate = 0;
+    let currentBorrowingRatePerSecondP = 0;
+    if (borrowingParams && borrowingData) {
+        currentBorrowingRatePerSecondP = borrowingParams.borrowingRatePerSecondP;
+        // Borrowing rate * seconds per hour * current price / 100
+        borrowingFeeHourlyRate =
+            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+                PERCENTAGE_PRECISION;
+    }
+    // Total holding fees (funding can be negative/positive, borrowing always positive cost)
+    const longHourlyRate = fundingFeeLongHourlyRate + borrowingFeeHourlyRate;
+    const shortHourlyRate = fundingFeeShortHourlyRate + borrowingFeeHourlyRate;
+    return {
+        longHourlyRate,
+        shortHourlyRate,
+        fundingFeeLongHourlyRate,
+        fundingFeeShortHourlyRate,
+        borrowingFeeHourlyRate,
+        currentFundingRatePerSecondP,
+        currentBorrowingRatePerSecondP,
+    };
+};
+exports.getPairHoldingFeeRates = getPairHoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+const convertRatePerSecondToAPR = (ratePerSecond) => {
+    return ratePerSecond * SECONDS_PER_YEAR * PERCENTAGE_PRECISION;
+};
+exports.convertRatePerSecondToAPR = convertRatePerSecondToAPR;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+const formatHoldingFeeRate = (rate, decimals = 4) => {
+    const sign = rate > 0 ? "+" : "";
+    return `${sign}${rate.toFixed(decimals)}%`;
+};
+exports.formatHoldingFeeRate = formatHoldingFeeRate;
+exports.HoldingFees = __importStar(require("./types"));

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

@@ -0,0 +1,23 @@
+/**
+ * @dev Type definitions for holding fees (funding + borrowing v2)
+ */
+export interface HoldingFeeRates {
+    longHourlyRate: number;
+    shortHourlyRate: number;
+    fundingFeeLongHourlyRate: number;
+    fundingFeeShortHourlyRate: number;
+    borrowingFeeHourlyRate: number;
+    currentFundingRatePerSecondP: number;
+    currentBorrowingRatePerSecondP: number;
+}
+export interface GetPairHoldingFeeRatesInput {
+    fundingParams: import("../fundingFees/types").FundingFeeParams;
+    fundingData: import("../fundingFees/types").PairFundingFeeData;
+    pairOiToken: import("../fundingFees/types").PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    borrowingParams: import("../borrowingV2/types").BorrowingFeeParams | null;
+    borrowingData: import("../borrowingV2/types").PairBorrowingFeeData | null;
+    currentPairPrice: number;
+    currentTimestamp: number;
+}

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

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Type definitions for holding fees (funding + borrowing v2)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -1,6 +1,7 @@
 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";

package/lib/trade/fees/index.js

@@ -19,6 +19,7 @@ exports.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.apr
 __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; } });

package/lib/trade/priceImpact/close/index.js

@@ -8,6 +8,8 @@ exports.getTradeClosingPriceImpactAtOracle = exports.getTradeClosingPriceImpact
 const cumulVol_1 = require("../cumulVol");
 const skew_1 = require("../skew");
 const types_1 = require("../../../contracts/types");
+const pnl_1 = require("../../pnl");
+const __1 = require("../");
 // Export builder
 var builder_1 = require("./builder");
 Object.defineProperty(exports, "buildTradeClosingPriceImpactContext", { enumerable: true, get: function () { return builder_1.buildTradeClosingPriceImpactContext; } });
@@ -63,29 +65,16 @@ const getTradeClosingPriceImpact = (input, context) => {
         false, // closing
         context.tradeInfo.lastPosIncreaseBlock || context.tradeInfo.createdBlock, context.cumulVolContext);
         // Calculate price with conservative impact
-        const priceWithImpact = input.trade.long
-            ? input.currentPairPrice *
-                (1 - (fixedSpreadP + cumulVolPriceImpactP) / 100)
-            : input.currentPairPrice /
-                (1 - (fixedSpreadP + cumulVolPriceImpactP) / 100);
-        // Calculate trade value in collateral
-        // For long: value = positionSizeToken * priceWithImpact
-        // For short: value = positionSizeToken / priceWithImpact * openPrice^2 / currentPrice
-        if (positionSizeToken > 0) {
-            if (input.trade.long) {
-                tradeValueCollateralNoFactor = positionSizeToken * priceWithImpact;
-            }
-            else {
-                // Short calculation: profit from price decrease
-                const pnlFactor = (2 * input.trade.openPrice - priceWithImpact) / input.trade.openPrice;
-                tradeValueCollateralNoFactor = input.positionSizeCollateral * pnlFactor;
-            }
-        }
-        else {
-            tradeValueCollateralNoFactor = input.positionSizeCollateral;
-        }
-        // Determine actual PnL
-        const isPnlPositive = tradeValueCollateralNoFactor > input.trade.collateralAmount;
+        const priceWithImpact = (0, __1.getPriceAfterImpact)(input.currentPairPrice, fixedSpreadP + cumulVolPriceImpactP);
+        // Calculate PnL percentage using the proper function
+        const pnlPercent = (0, pnl_1.getPnlPercent)(input.trade.openPrice, priceWithImpact, input.trade.long, input.trade.leverage);
+        // Calculate trade value using getTradeValue function
+        // Note: We don't include fees here as this is the raw trade value
+        tradeValueCollateralNoFactor = (0, pnl_1.getTradeValue)(input.trade.collateralAmount, pnlPercent, 0 // No fees for raw trade value calculation
+        );
+        // Determine actual PnL from the calculated percentage
+        const isPnlPositive = pnlPercent > 0;
+        console.log("isPnlPositive", isPnlPositive);
         // Second pass: Recalculate with actual PnL if positive
         if (isPnlPositive) {
             cumulVolPriceImpactP = (0, cumulVol_1.getTradeCumulVolPriceImpactP)(input.trade.user, input.pairIndex, input.trade.long, positionSizeUsd, true, // Positive PnL
@@ -110,10 +99,8 @@ const getTradeClosingPriceImpact = (input, context) => {
     // Total price impact (all components)
     const totalPriceImpactP = fixedSpreadP + cumulVolPriceImpactP + skewPriceImpactP;
     // Calculate final price after all impacts
-    // For closing: longs get worse price when impact is positive, shorts get better
-    const priceAfterImpact = input.trade.long
-        ? input.currentPairPrice * (1 - totalPriceImpactP / 100)
-        : input.currentPairPrice / (1 - totalPriceImpactP / 100);
+    // The direction is already handled by getFixedSpreadP (reverses for closing)
+    const priceAfterImpact = (0, __1.getPriceAfterImpact)(input.currentPairPrice, totalPriceImpactP);
     return {
         positionSizeToken,
         fixedSpreadP,

package/lib/trade/priceImpact/cumulVol/index.js

@@ -43,6 +43,13 @@ const isProtectionCloseFactorActive = (context) => {
         context.protectionCloseFactor === undefined) {
         return undefined;
     }
+    console.log("context.isPnlPositive", context.isPnlPositive);
+    console.log("context.isOpen", context.isOpen);
+    console.log("context.protectionCloseFactor", context.protectionCloseFactor);
+    console.log("context.currentBlock", context.currentBlock);
+    console.log("context.createdBlock", context.createdBlock);
+    console.log("context.protectionCloseFactorBlocks", context.protectionCloseFactorBlocks);
+    console.log("context.protectionCloseFactorWhitelist", context.protectionCloseFactorWhitelist);
     return (context.isPnlPositive === true &&
         context.isOpen === false &&
         context.protectionCloseFactor > 0 &&
@@ -88,7 +95,7 @@ exports.getLegacyFactor = getLegacyFactor;
  * @returns Cumulative volume price impact percentage (not including spread)
  */
 const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterestUsd, isPnlPositive, open, lastPosIncreaseBlock, context) => {
-    var _a, _b, _c, _d;
+    var _a, _b;
     // Update context with passed parameters
     const updatedContext = Object.assign(Object.assign({}, context), { isOpen: open, isPnlPositive: isPnlPositive, createdBlock: context.createdBlock || lastPosIncreaseBlock });
     if (
@@ -103,15 +110,15 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
             (0, exports.isProtectionCloseFactorActive)(updatedContext) !== true)) {
         return 0;
     }
-    const onePercentDepth = long
-        ? // if `long`
-            open
-                ? (_a = context.pairDepth) === null || _a === void 0 ? void 0 : _a.onePercentDepthAboveUsd
-                : (_b = context.pairDepth) === null || _b === void 0 ? void 0 : _b.onePercentDepthBelowUsd
-        : // if `short`
-            open
-                ? (_c = context.pairDepth) === null || _c === void 0 ? void 0 : _c.onePercentDepthBelowUsd
-                : (_d = context.pairDepth) === null || _d === void 0 ? void 0 : _d.onePercentDepthAboveUsd;
+    // Calculate trade skew direction (matches Solidity logic)
+    const tradePositiveSkew = (long && open) || (!long && !open);
+    const tradeSkewMultiplier = tradePositiveSkew ? 1 : -1;
+    // Select depth based on trade direction
+    // For positive skew (long open or short close), use depth above
+    // For negative skew (short open or long close), use depth below
+    const onePercentDepth = tradePositiveSkew
+        ? (_a = context.pairDepth) === null || _a === void 0 ? void 0 : _a.onePercentDepthAboveUsd
+        : (_b = context.pairDepth) === null || _b === void 0 ? void 0 : _b.onePercentDepthBelowUsd;
     let activeOi = undefined;
     if (context.oiWindowsSettings !== undefined) {
         activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(context.oiWindowsSettings), context.oiWindowsSettings.windowsCount, context.oiWindows, open ? long : !long);
@@ -119,11 +126,21 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
     if (!onePercentDepth || activeOi === undefined) {
         return 0;
     }
-    const finalPriceImpactP = ((activeOi * (0, exports.getCumulativeFactor)(updatedContext) +
-        tradeOpenInterestUsd / 2) /
+    // Apply trade skew multiplier to match Solidity's signed calculation
+    const signedActiveOi = activeOi * tradeSkewMultiplier;
+    const signedTradeOi = tradeOpenInterestUsd * tradeSkewMultiplier;
+    // Calculate impact with proper signs (matching Solidity's _getTradePriceImpactP)
+    const finalPriceImpactP = ((signedActiveOi * (0, exports.getCumulativeFactor)(updatedContext) +
+        signedTradeOi / 2) /
         onePercentDepth /
         (0, exports.getLegacyFactor)(updatedContext)) *
         (0, exports.getProtectionCloseFactor)(updatedContext);
+    console.log("signedActiveOi", signedActiveOi);
+    console.log("getCumulativeFactor", (0, exports.getCumulativeFactor)(updatedContext));
+    console.log("signedTradeOi", signedTradeOi);
+    console.log("onePercentDepth", onePercentDepth);
+    console.log("getLegacyFactor", (0, exports.getLegacyFactor)(updatedContext));
+    console.log("getProtectionCloseFactor", (0, exports.getProtectionCloseFactor)(updatedContext));
     return finalPriceImpactP;
 };
 exports.getTradeCumulVolPriceImpactP = getTradeCumulVolPriceImpactP;

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

@@ -2,6 +2,14 @@
  * @dev Main price impact module
  * @dev Exports cumulative volume, skew, and combined opening/closing price impact functionality
  */
+/**
+ * @dev Calculates price after impact using the same formula as the Solidity contract
+ * @dev Mirrors contract's getPriceAfterImpact function
+ * @param oraclePrice Base oracle price (no decimals requirement)
+ * @param totalPriceImpactP Total price impact percentage (can be positive or negative)
+ * @returns Price after impact has been applied
+ */
+export declare const getPriceAfterImpact: (oraclePrice: number, totalPriceImpactP: number) => number;
 export { getTradeOpeningPriceImpact, getTradeOpeningPriceImpactAtMarket, buildTradeOpeningPriceImpactContext, TradeOpeningPriceImpactInput, TradeOpeningPriceImpactContext, TradeOpeningPriceImpactResult, } from "./open";
 export { getTradeClosingPriceImpact, getTradeClosingPriceImpactAtOracle, buildTradeClosingPriceImpactContext, TradeClosingPriceImpactInput, TradeClosingPriceImpactContext, TradeClosingPriceImpactResult, } from "./close";
 export { getTradeCumulVolPriceImpactP, getCumulVolPriceImpact, // Convenience function

package/lib/trade/priceImpact/index.js

@@ -4,7 +4,23 @@
  * @dev Exports cumulative volume, skew, and combined opening/closing price impact functionality
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildSkewPriceImpactContext = exports.convertPairSkewDepths = exports.convertSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = exports.buildCumulVolContext = exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = exports.getSpreadP = exports.getFixedSpreadP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = exports.getSpreadWithPriceImpactP = exports.getSpreadWithCumulVolPriceImpactP = exports.getCumulVolPriceImpact = exports.getTradeCumulVolPriceImpactP = exports.buildTradeClosingPriceImpactContext = exports.getTradeClosingPriceImpactAtOracle = exports.getTradeClosingPriceImpact = exports.buildTradeOpeningPriceImpactContext = exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = void 0;
+exports.buildSkewPriceImpactContext = exports.convertPairSkewDepths = exports.convertSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = exports.buildCumulVolContext = exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = exports.getSpreadP = exports.getFixedSpreadP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = exports.getSpreadWithPriceImpactP = exports.getSpreadWithCumulVolPriceImpactP = exports.getCumulVolPriceImpact = exports.getTradeCumulVolPriceImpactP = exports.buildTradeClosingPriceImpactContext = exports.getTradeClosingPriceImpactAtOracle = exports.getTradeClosingPriceImpact = exports.buildTradeOpeningPriceImpactContext = exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = exports.getPriceAfterImpact = void 0;
+/**
+ * @dev Calculates price after impact using the same formula as the Solidity contract
+ * @dev Mirrors contract's getPriceAfterImpact function
+ * @param oraclePrice Base oracle price (no decimals requirement)
+ * @param totalPriceImpactP Total price impact percentage (can be positive or negative)
+ * @returns Price after impact has been applied
+ */
+const getPriceAfterImpact = (oraclePrice, totalPriceImpactP) => {
+    // Match Solidity: price = oraclePrice + (oraclePrice * totalPriceImpactP / 100)
+    const priceAfterImpact = oraclePrice * (1 + totalPriceImpactP / 100);
+    if (priceAfterImpact <= 0) {
+        throw new Error("Price after impact must be positive");
+    }
+    return priceAfterImpact;
+};
+exports.getPriceAfterImpact = getPriceAfterImpact;
 // Export trade opening price impact functionality
 var open_1 = require("./open");
 // Core functions

package/lib/trade/priceImpact/open/index.js

@@ -7,6 +7,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = exports.buildTradeOpeningPriceImpactContext = void 0;
 const cumulVol_1 = require("../cumulVol");
 const skew_1 = require("../skew");
+const __1 = require("../");
 // Export builder
 var builder_1 = require("./builder");
 Object.defineProperty(exports, "buildTradeOpeningPriceImpactContext", { enumerable: true, get: function () { return builder_1.buildTradeOpeningPriceImpactContext; } });
@@ -44,18 +45,12 @@ const getTradeOpeningPriceImpact = (input, context) => {
     // Total price impact (signed - can be positive or negative)
     // Spread is always positive, impacts can be negative
     const totalPriceImpactP = spreadP + cumulVolPriceImpactP + skewPriceImpactP;
-    // Calculate final price after impact
-    // For longs: price increases with positive impact
-    // For shorts: price decreases with positive impact
-    const priceImpactFactor = 1 + totalPriceImpactP / 100;
-    const priceAfterImpact = input.long
-        ? input.openPrice * priceImpactFactor
-        : input.openPrice / priceImpactFactor;
+    // Calculate final price after impact using the same formula as Solidity
+    const priceAfterImpact = (0, __1.getPriceAfterImpact)(input.openPrice, totalPriceImpactP);
     // Calculate percent profit from impact
-    // Positive when trader benefits, negative when trader loses
-    const percentProfitP = input.long
-        ? -totalPriceImpactP // Long loses when price goes up
-        : totalPriceImpactP; // Short gains when price goes up
+    // For longs: negative impact = profit (price goes down, good for buyer)
+    // For shorts: positive impact = profit (price goes up, good for seller)
+    const percentProfitP = -totalPriceImpactP;
     return {
         priceAfterImpact,
         priceImpactP: Math.abs(totalPriceImpactP),

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc11",
+  "version": "0.0.0-v10.rc15",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [