@gainsnetwork/sdk 0.0.0-v10.rc14 → 0.0.0-v10.rc15

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.rc14",
+  "version": "0.0.0-v10.rc15",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [