@gainsnetwork/sdk 0.0.0-v10.rc16 → 0.0.0-v10.rc18

package/lib/backend/tradingVariables/converter.js

@@ -187,7 +187,7 @@ const convertTrade = (trade, collaterals) => {
         tp: parseFloat(trade.tp) / 1e10,
         isCounterTrade: trade.isCounterTrade,
         positionSizeToken: trade.positionSizeToken
-            ? parseFloat(trade.positionSizeToken) / Math.pow(10, decimals)
+            ? parseFloat(trade.positionSizeToken) / 1e18
             : undefined,
     };
 };

package/lib/markets/index.d.ts

@@ -7,3 +7,4 @@ export * from "./oi";
 export * from "./collateral";
 export * from "./price";
 export * from "./holdingFees";
+export * from "./leverage";

package/lib/markets/index.js

@@ -23,3 +23,4 @@ __exportStar(require("./oi"), exports);
 __exportStar(require("./collateral"), exports);
 __exportStar(require("./price"), exports);
 __exportStar(require("./holdingFees"), exports);
+__exportStar(require("./leverage"), exports);

package/lib/markets/leverage/builder.d.ts

@@ -0,0 +1,12 @@
+import { GlobalTradingVariablesType } from "../../backend/tradingVariables/types";
+import { GetMarketLeverageRestrictionsContext } from "./types";
+/**
+ * Builds the context needed for getMarketLeverageRestrictions from global trading variables
+ * @param globalTradingVariables Global trading variables containing pairs, groups, etc.
+ * @param pairIndex The index of the trading pair
+ * @param pairMaxLeverages Map of pair-specific max leverage overrides
+ * @returns Context for leverage restrictions calculation
+ */
+export declare const buildMarketLeverageRestrictionsContext: (globalTradingVariables: GlobalTradingVariablesType, pairIndex: number, pairMaxLeverages?: {
+    [key: number]: number;
+} | undefined) => GetMarketLeverageRestrictionsContext;

package/lib/markets/leverage/builder.js

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildMarketLeverageRestrictionsContext = void 0;
+/**
+ * Builds the context needed for getMarketLeverageRestrictions from global trading variables
+ * @param globalTradingVariables Global trading variables containing pairs, groups, etc.
+ * @param pairIndex The index of the trading pair
+ * @param pairMaxLeverages Map of pair-specific max leverage overrides
+ * @returns Context for leverage restrictions calculation
+ */
+const buildMarketLeverageRestrictionsContext = (globalTradingVariables, pairIndex, pairMaxLeverages) => {
+    const { pairs, groups, counterTradeSettings } = globalTradingVariables;
+    if (!pairs || !groups || !pairs[pairIndex]) {
+        throw new Error("Invalid global trading variables or pair index");
+    }
+    const pair = pairs[pairIndex];
+    const group = groups[pair.groupIndex];
+    return {
+        groupMinLeverage: group.minLeverage,
+        groupMaxLeverage: group.maxLeverage,
+        pairMaxLeverage: pairMaxLeverages === null || pairMaxLeverages === void 0 ? void 0 : pairMaxLeverages[pairIndex],
+        counterTradeSettings: counterTradeSettings === null || counterTradeSettings === void 0 ? void 0 : counterTradeSettings[pairIndex],
+    };
+};
+exports.buildMarketLeverageRestrictionsContext = buildMarketLeverageRestrictionsContext;

package/lib/markets/leverage/getMarketLeverageRestrictions.d.ts

@@ -0,0 +1,7 @@
+import { GetMarketLeverageRestrictionsContext, MarketLeverageRestrictions } from "./types";
+/**
+ * Gets the leverage restrictions for a trading pair, including both regular and counter trade limits
+ * @param context Context containing group limits, pair overrides, and counter trade settings
+ * @returns Object with regular and counter trade leverage restrictions
+ */
+export declare const getMarketLeverageRestrictions: (context: GetMarketLeverageRestrictionsContext) => MarketLeverageRestrictions;

package/lib/markets/leverage/getMarketLeverageRestrictions.js

@@ -0,0 +1,38 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMarketLeverageRestrictions = void 0;
+/**
+ * Gets the leverage restrictions for a trading pair, including both regular and counter trade limits
+ * @param context Context containing group limits, pair overrides, and counter trade settings
+ * @returns Object with regular and counter trade leverage restrictions
+ */
+const getMarketLeverageRestrictions = (context) => {
+    const { groupMinLeverage, groupMaxLeverage, pairMaxLeverage, counterTradeSettings, } = context;
+    // Calculate regular trade leverage limits
+    let regularMin = groupMinLeverage;
+    let regularMax = pairMaxLeverage === undefined || pairMaxLeverage === 0
+        ? groupMaxLeverage
+        : pairMaxLeverage;
+    // If max is less than min, set both to 0 (pair is effectively disabled)
+    if (regularMax < regularMin) {
+        regularMin = 0;
+        regularMax = 0;
+    }
+    // Calculate counter trade leverage limits if settings exist
+    let counterTradeLimits = null;
+    if (counterTradeSettings) {
+        // Counter trades use the group's min leverage but have their own max leverage
+        counterTradeLimits = {
+            min: groupMinLeverage,
+            max: counterTradeSettings.maxLeverage,
+        };
+    }
+    return {
+        regular: {
+            min: regularMin,
+            max: regularMax,
+        },
+        counterTrade: counterTradeLimits,
+    };
+};
+exports.getMarketLeverageRestrictions = getMarketLeverageRestrictions;

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

@@ -0,0 +1,3 @@
+export * from "./types";
+export * from "./getMarketLeverageRestrictions";
+export * from "./builder";

package/lib/markets/leverage/index.js

@@ -0,0 +1,19 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./types"), exports);
+__exportStar(require("./getMarketLeverageRestrictions"), exports);
+__exportStar(require("./builder"), exports);

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

@@ -0,0 +1,15 @@
+import { CounterTradeSettings } from "../../trade/types";
+export type LeverageRestrictions = {
+    min: number;
+    max: number;
+};
+export type MarketLeverageRestrictions = {
+    regular: LeverageRestrictions;
+    counterTrade: LeverageRestrictions | null;
+};
+export type GetMarketLeverageRestrictionsContext = {
+    groupMinLeverage: number;
+    groupMaxLeverage: number;
+    pairMaxLeverage?: number;
+    counterTradeSettings?: CounterTradeSettings;
+};

package/lib/markets/leverage/types.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/effectiveLeverage/builder.d.ts

@@ -0,0 +1,23 @@
+import { GlobalTradingVariablesType } from "../../backend/tradingVariables/types";
+import { TradeInfo } from "..";
+import { TradeEffectiveLeverageContext } from "./types";
+/**
+ * @dev Builds a complete context for effective leverage calculations
+ * @dev Uses the closing price impact context builder as a sub-context
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param tradeInfo Trade information including createdBlock
+ * @param additionalParams Additional parameters for price impact calculations
+ * @returns Complete context ready for getTradeNewEffectiveLeverage
+ */
+export declare const buildTradeEffectiveLeverageContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, tradeInfo: TradeInfo, additionalParams: {
+    currentBlock: number;
+    contractsVersion?: number;
+    isPnlPositive?: boolean;
+    userPriceImpact?: {
+        cumulVolPriceImpactMultiplier: number;
+        fixedSpreadP: number;
+    };
+    protectionCloseFactorWhitelist?: boolean;
+}) => TradeEffectiveLeverageContext | undefined;

package/lib/trade/effectiveLeverage/builder.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTradeEffectiveLeverageContext = void 0;
+const __1 = require("..");
+/**
+ * @dev Builds a complete context for effective leverage calculations
+ * @dev Uses the closing price impact context builder as a sub-context
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param tradeInfo Trade information including createdBlock
+ * @param additionalParams Additional parameters for price impact calculations
+ * @returns Complete context ready for getTradeNewEffectiveLeverage
+ */
+const buildTradeEffectiveLeverageContext = (globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams) => {
+    var _a;
+    // Build the closing price impact context which we'll use for PnL calculations
+    const closingPriceImpactContext = (0, __1.buildTradeClosingPriceImpactContext)(globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams);
+    if (!closingPriceImpactContext) {
+        return undefined;
+    }
+    // Extract base spread from pairs data
+    const pairs = globalTradingVariables.pairs;
+    const baseSpreadP = ((_a = pairs === null || pairs === void 0 ? void 0 : pairs[pairIndex]) === null || _a === void 0 ? void 0 : _a.spreadP) || 0;
+    return {
+        closingPriceImpactContext,
+        baseSpreadP,
+    };
+};
+exports.buildTradeEffectiveLeverageContext = buildTradeEffectiveLeverageContext;

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.d.ts

@@ -0,0 +1,23 @@
+/**
+ * @dev Trade effective leverage calculations
+ * @dev Mirrors contract's TradingCommonUtils.getTradeNewEffectiveLeverage
+ */
+import { TradeEffectiveLeverageInput, TradeEffectiveLeverageContext, TradeEffectiveLeverageResult } from "./types";
+export type { TradeEffectiveLeverageInput, TradeEffectiveLeverageContext, TradeEffectiveLeverageResult, };
+export { buildTradeEffectiveLeverageContext } from "./builder";
+/**
+ * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
+ * @dev Effective leverage increases when PnL is negative and decreases when positive
+ * @dev Mirrors contract's getTradeNewEffectiveLeverage function
+ * @param input Trade parameters including new position values
+ * @param context Combined context for calculations
+ * @returns Effective leverage and related values
+ */
+export declare const getTradeNewEffectiveLeverage: (input: TradeEffectiveLeverageInput, context: TradeEffectiveLeverageContext) => TradeEffectiveLeverageResult;
+/**
+ * @dev Simplified version for existing positions (no opening fees)
+ * @param input Trade parameters
+ * @param context Combined context
+ * @returns Effective leverage and related values
+ */
+export declare const getTradeEffectiveLeverage: (input: Omit<TradeEffectiveLeverageInput, "openingFeesCollateral">, context: TradeEffectiveLeverageContext) => TradeEffectiveLeverageResult;

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.js

@@ -0,0 +1,64 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = exports.buildTradeEffectiveLeverageContext = void 0;
+const __1 = require("..");
+var builder_1 = require("./builder");
+Object.defineProperty(exports, "buildTradeEffectiveLeverageContext", { enumerable: true, get: function () { return builder_1.buildTradeEffectiveLeverageContext; } });
+/**
+ * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
+ * @dev Effective leverage increases when PnL is negative and decreases when positive
+ * @dev Mirrors contract's getTradeNewEffectiveLeverage function
+ * @param input Trade parameters including new position values
+ * @param context Combined context for calculations
+ * @returns Effective leverage and related values
+ */
+const getTradeNewEffectiveLeverage = (input, context) => {
+    const { trade, newOpenPrice, newCollateralAmount, newLeverage, currentPairPrice, openingFeesCollateral, } = input;
+    const { closingPriceImpactContext } = context;
+    // Calculate new position size
+    const newPositionSize = newCollateralAmount * newLeverage;
+    // Calculate price impact for closing at current price
+    const closingPriceImpact = (0, __1.getTradeClosingPriceImpact)({
+        trade: Object.assign(Object.assign({}, trade), { openPrice: newOpenPrice, collateralAmount: newCollateralAmount, leverage: newLeverage }),
+        oraclePrice: currentPairPrice,
+        positionSizeCollateral: newPositionSize,
+        currentPairPrice: currentPairPrice,
+        useCumulativeVolPriceImpact: true,
+        collateralIndex: trade.collateralIndex,
+        pairIndex: trade.pairIndex,
+        pairSpreadP: context.baseSpreadP,
+        contractsVersion: closingPriceImpactContext.tradeInfo.contractsVersion,
+    }, closingPriceImpactContext);
+    // Calculate unrealized PnL
+    // For longs: (exitPrice - entryPrice) * positionSizeToken
+    // For shorts: (entryPrice - exitPrice) * positionSizeToken
+    const priceDiff = trade.long
+        ? closingPriceImpact.priceAfterImpact - newOpenPrice
+        : newOpenPrice - closingPriceImpact.priceAfterImpact;
+    const unrealizedPnl = priceDiff * closingPriceImpact.positionSizeToken;
+    // Calculate effective collateral (collateral + PnL - fees)
+    // Note: fees are subtracted because they reduce the effective collateral
+    const effectiveCollateral = newCollateralAmount + unrealizedPnl - openingFeesCollateral;
+    // Calculate effective leverage
+    // If effective collateral is <= 0, leverage is effectively infinite
+    const effectiveLeverage = effectiveCollateral > 0
+        ? newPositionSize / effectiveCollateral
+        : Number.MAX_SAFE_INTEGER;
+    return {
+        effectiveLeverage,
+        unrealizedPnl,
+        effectiveCollateral,
+        positionSize: newPositionSize,
+    };
+};
+exports.getTradeNewEffectiveLeverage = getTradeNewEffectiveLeverage;
+/**
+ * @dev Simplified version for existing positions (no opening fees)
+ * @param input Trade parameters
+ * @param context Combined context
+ * @returns Effective leverage and related values
+ */
+const getTradeEffectiveLeverage = (input, context) => {
+    return (0, exports.getTradeNewEffectiveLeverage)(Object.assign(Object.assign({}, input), { openingFeesCollateral: 0 }), context);
+};
+exports.getTradeEffectiveLeverage = getTradeEffectiveLeverage;

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

@@ -0,0 +1,3 @@
+export * from "./types";
+export * from "./builder";
+export { getTradeNewEffectiveLeverage, getTradeEffectiveLeverage, } from "./getTradeNewEffectiveLeverage";

package/lib/trade/effectiveLeverage/index.js

@@ -0,0 +1,22 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = void 0;
+__exportStar(require("./types"), exports);
+__exportStar(require("./builder"), exports);
+var getTradeNewEffectiveLeverage_1 = require("./getTradeNewEffectiveLeverage");
+Object.defineProperty(exports, "getTradeNewEffectiveLeverage", { enumerable: true, get: function () { return getTradeNewEffectiveLeverage_1.getTradeNewEffectiveLeverage; } });
+Object.defineProperty(exports, "getTradeEffectiveLeverage", { enumerable: true, get: function () { return getTradeNewEffectiveLeverage_1.getTradeEffectiveLeverage; } });

package/lib/trade/effectiveLeverage/types.d.ts

@@ -0,0 +1,33 @@
+/**
+ * @dev Types for trade effective leverage calculations
+ */
+import { Trade, TradeClosingPriceImpactContext } from "..";
+/**
+ * @dev Input parameters for effective leverage calculation
+ * @dev Mirrors contract's parameters for getTradeNewEffectiveLeverage
+ */
+export type TradeEffectiveLeverageInput = {
+    trade: Trade;
+    newOpenPrice: number;
+    newCollateralAmount: number;
+    newLeverage: number;
+    currentPairPrice: number;
+    openingFeesCollateral: number;
+};
+/**
+ * @dev Context for effective leverage calculation
+ * Includes closing price impact context for PnL calculations
+ */
+export type TradeEffectiveLeverageContext = {
+    closingPriceImpactContext: TradeClosingPriceImpactContext;
+    baseSpreadP: number;
+};
+/**
+ * @dev Result of effective leverage calculation
+ */
+export type TradeEffectiveLeverageResult = {
+    effectiveLeverage: number;
+    unrealizedPnl: number;
+    effectiveCollateral: number;
+    positionSize: number;
+};

package/lib/trade/effectiveLeverage/types.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/index.d.ts

@@ -6,3 +6,4 @@ export * from "./types";
 export * from "./oiWindows";
 export * from "./priceImpact";
 export * from "./utils";
+export * from "./effectiveLeverage";

package/lib/trade/index.js

@@ -22,3 +22,4 @@ __exportStar(require("./types"), exports);
 __exportStar(require("./oiWindows"), exports);
 __exportStar(require("./priceImpact"), exports);
 __exportStar(require("./utils"), exports);
+__exportStar(require("./effectiveLeverage"), exports);

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

@@ -53,6 +53,11 @@ const getTradeClosingPriceImpact = (input, context) => {
     const positionSizeToken = input.trade.positionSizeToken
         ? calculateClosingPositionSizeToken(input.positionSizeCollateral, input.trade.positionSizeToken, input.trade.collateralAmount, input.trade.leverage)
         : 0;
+    console.log("positionSizeToken", positionSizeToken);
+    console.log("input.positionSizeCollateral", input.positionSizeCollateral);
+    console.log("input.trade.positionSizeToken", input.trade.positionSizeToken);
+    console.log("input.trade.collateralAmount", input.trade.collateralAmount);
+    console.log("input.trade.leverage", input.trade.leverage);
     // Calculate fixed spread (reversed for closing)
     const fixedSpreadP = (0, cumulVol_1.getFixedSpreadP)(input.pairSpreadP, input.trade.long, false // closing
     );
@@ -74,7 +79,6 @@ const getTradeClosingPriceImpact = (input, context) => {
         );
         // 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

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

@@ -43,13 +43,6 @@ 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 &&
@@ -135,12 +128,6 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
         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/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc16",
+  "version": "0.0.0-v10.rc18",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [