@gainsnetwork/sdk 0.0.0-v10.rc2 → 0.0.0-v10.rc21

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

@@ -0,0 +1,73 @@
+/**
+ * @dev Consolidated OI types for unified Open Interest management
+ * @dev Represents the three OI storage systems in Gains Network v10
+ */
+/**
+ * @dev Unified pair OI structure combining all storage systems
+ */
+export interface UnifiedPairOi {
+    /**
+     * @dev Maximum allowed OI in collateral (applies to combined OI)
+     */
+    maxCollateral: number;
+    /**
+     * @dev Pre-v10 trades OI stored in collateral amounts
+     * @dev Static values from when positions were opened
+     */
+    beforeV10Collateral: {
+        long: number;
+        short: number;
+    };
+    /**
+     * @dev Post-v10 trades OI stored in collateral amounts
+     * @dev Initial collateral values when positions were opened
+     * @dev Used for administrative operations and static calculations
+     */
+    collateral: {
+        long: number;
+        short: number;
+    };
+    /**
+     * @dev Post-v10 trades OI stored in token amounts
+     * @dev Used for dynamic calculations (multiply by current price)
+     * @dev Powers skew impact and funding fees
+     */
+    token: {
+        long: number;
+        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 Helper type for computed OI values
+ */
+export interface ComputedOi {
+    /**
+     * @dev Total OI using static values: beforeV10Collateral + collateral
+     * @dev Used for administrative operations
+     */
+    totalStaticCollateral: {
+        long: number;
+        short: number;
+    };
+    /**
+     * @dev Total OI using dynamic values: beforeV10Collateral + (token * price)
+     * @dev Used for real-time calculations like fees
+     */
+    totalDynamicCollateral: {
+        long: number;
+        short: number;
+    };
+    /**
+     * @dev Net skew in tokens (v10+ only)
+     * @dev Positive = more longs, negative = more shorts
+     */
+    skewToken: number;
+}

package/lib/markets/oi/types.js

@@ -0,0 +1,6 @@
+"use strict";
+/**
+ * @dev Consolidated OI types for unified Open Interest management
+ * @dev Represents the three OI storage systems in Gains Network v10
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -0,0 +1,80 @@
+/**
+ * @dev OI Validation module
+ * @dev Provides validation functions for Open Interest limits
+ */
+import { UnifiedPairOi } from "./types";
+import * as BorrowingFee from "../../trade/fees/borrowing/types";
+import { PairIndex } from "../../trade/types";
+/**
+ * @dev Check if a position would exceed per-pair OI limits
+ * @param pairOi Current OI data for the pair
+ * @param long Whether the position is long
+ * @param positionSizeCollateral Position size in collateral
+ * @param currentPrice Current collateral price in USD (required for dynamic OI)
+ * @returns true if within limits, false if would exceed
+ */
+export declare const withinMaxPairOi: (pairOi: UnifiedPairOi, long: boolean, positionSizeCollateral: number, currentPrice: number) => boolean;
+/**
+ * @dev Calculate dynamic OI for a specific side
+ * @param pairOi OI data for the pair
+ * @param currentPrice Current collateral price in USD
+ * @param long Whether to calculate for long side
+ * @returns Dynamic OI in collateral value
+ */
+export declare const calculateDynamicOi: (pairOi: UnifiedPairOi, currentPrice: number, long: boolean) => number;
+/**
+ * @dev Calculate remaining OI capacity for a side
+ * @param pairOi OI data for the pair
+ * @param currentPrice Current collateral price in USD
+ * @param long Whether to calculate for long side
+ * @returns Remaining capacity in collateral (0 if unlimited)
+ */
+export declare const getRemainingOiCapacity: (pairOi: UnifiedPairOi, currentPrice: number, long: boolean) => number;
+/**
+ * @dev Updated group OI validation using dynamic OI
+ * @param pairIndex Index of the trading pair
+ * @param long Whether the position is long
+ * @param positionSizeCollateral Position size in collateral
+ * @param currentPrice Current collateral price in USD
+ * @param context Context with groups, pairs, and OI data
+ * @returns true if within group limits, false if would exceed
+ */
+export declare const withinMaxGroupOiDynamic: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, currentPrice: number, context: {
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+    pairOis: UnifiedPairOi[];
+}) => boolean;
+/**
+ * @dev Calculate total dynamic OI for a group
+ * @param groupIndex Index of the group
+ * @param currentPrice Current collateral price in USD
+ * @param context Context with pairs and OI data
+ * @returns Total dynamic OI for the group
+ */
+export declare const getGroupDynamicOi: (groupIndex: number, currentPrice: number, context: {
+    pairs: BorrowingFee.Pair[];
+    pairOis: UnifiedPairOi[];
+}) => {
+    long: number;
+    short: number;
+    total: number;
+};
+/**
+ * @dev Check both pair and group OI limits
+ * @param pairIndex Index of the trading pair
+ * @param long Whether the position is long
+ * @param positionSizeCollateral Position size in collateral
+ * @param currentPrice Current collateral price in USD
+ * @param context Full context with all required data
+ * @returns Object with validation results
+ */
+export declare const validateOiLimits: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, currentPrice: number, context: {
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+    pairOis: UnifiedPairOi[];
+}) => {
+    withinPairLimit: boolean;
+    withinGroupLimit: boolean;
+    pairRemainingCapacity: number;
+    groupRemainingCapacity: number;
+};

package/lib/markets/oi/validation.js

@@ -0,0 +1,172 @@
+"use strict";
+/**
+ * @dev OI Validation module
+ * @dev Provides validation functions for Open Interest limits
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.validateOiLimits = exports.getGroupDynamicOi = exports.withinMaxGroupOiDynamic = exports.getRemainingOiCapacity = exports.calculateDynamicOi = exports.withinMaxPairOi = void 0;
+const converter_1 = require("./converter");
+/**
+ * @dev Check if a position would exceed per-pair OI limits
+ * @param pairOi Current OI data for the pair
+ * @param long Whether the position is long
+ * @param positionSizeCollateral Position size in collateral
+ * @param currentPrice Current collateral price in USD (required for dynamic OI)
+ * @returns true if within limits, false if would exceed
+ */
+const withinMaxPairOi = (pairOi, long, positionSizeCollateral, currentPrice) => {
+    // If maxCollateral is 0, unlimited OI allowed
+    if (pairOi.maxCollateral === 0) {
+        return true;
+    }
+    // Calculate current dynamic OI
+    const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
+    const currentOi = long
+        ? computed.totalDynamicCollateral.long
+        : computed.totalDynamicCollateral.short;
+    // Check if adding position would exceed max
+    const newOi = currentOi + positionSizeCollateral;
+    return newOi <= pairOi.maxCollateral;
+};
+exports.withinMaxPairOi = withinMaxPairOi;
+/**
+ * @dev Calculate dynamic OI for a specific side
+ * @param pairOi OI data for the pair
+ * @param currentPrice Current collateral price in USD
+ * @param long Whether to calculate for long side
+ * @returns Dynamic OI in collateral value
+ */
+const calculateDynamicOi = (pairOi, currentPrice, long) => {
+    const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
+    return long
+        ? computed.totalDynamicCollateral.long
+        : computed.totalDynamicCollateral.short;
+};
+exports.calculateDynamicOi = calculateDynamicOi;
+/**
+ * @dev Calculate remaining OI capacity for a side
+ * @param pairOi OI data for the pair
+ * @param currentPrice Current collateral price in USD
+ * @param long Whether to calculate for long side
+ * @returns Remaining capacity in collateral (0 if unlimited)
+ */
+const getRemainingOiCapacity = (pairOi, currentPrice, long) => {
+    // If maxCollateral is 0, unlimited capacity
+    if (pairOi.maxCollateral === 0) {
+        return 0; // Indicates unlimited
+    }
+    const dynamicOi = (0, exports.calculateDynamicOi)(pairOi, currentPrice, long);
+    const remaining = pairOi.maxCollateral - dynamicOi;
+    // Return 0 if already at or over capacity
+    return Math.max(0, remaining);
+};
+exports.getRemainingOiCapacity = getRemainingOiCapacity;
+/**
+ * @dev Updated group OI validation using dynamic OI
+ * @param pairIndex Index of the trading pair
+ * @param long Whether the position is long
+ * @param positionSizeCollateral Position size in collateral
+ * @param currentPrice Current collateral price in USD
+ * @param context Context with groups, pairs, and OI data
+ * @returns true if within group limits, false if would exceed
+ */
+const withinMaxGroupOiDynamic = (pairIndex, long, positionSizeCollateral, currentPrice, context) => {
+    const pair = context.pairs[pairIndex];
+    if (!pair)
+        return false;
+    // Get group index from first group in pair's groups array
+    const groupIndex = pair.groups.length > 0 ? pair.groups[0].groupIndex : 0;
+    const group = context.groups[groupIndex];
+    if (!group)
+        return false;
+    // If maxOi is 0, unlimited OI allowed
+    if (group.oi.max === 0) {
+        return true;
+    }
+    // Calculate total dynamic OI for all pairs in group
+    let totalGroupOi = 0;
+    context.pairs.forEach((p, idx) => {
+        const pGroupIndex = p.groups.length > 0 ? p.groups[0].groupIndex : 0;
+        if (pGroupIndex === groupIndex && context.pairOis[idx]) {
+            const pairOi = context.pairOis[idx];
+            const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
+            // Add both long and short OI for the pair
+            totalGroupOi +=
+                computed.totalDynamicCollateral.long +
+                    computed.totalDynamicCollateral.short;
+        }
+    });
+    // Check if adding position would exceed group max
+    const newTotalOi = totalGroupOi + positionSizeCollateral;
+    return newTotalOi <= group.oi.max;
+};
+exports.withinMaxGroupOiDynamic = withinMaxGroupOiDynamic;
+/**
+ * @dev Calculate total dynamic OI for a group
+ * @param groupIndex Index of the group
+ * @param currentPrice Current collateral price in USD
+ * @param context Context with pairs and OI data
+ * @returns Total dynamic OI for the group
+ */
+const getGroupDynamicOi = (groupIndex, currentPrice, context) => {
+    let longOi = 0;
+    let shortOi = 0;
+    context.pairs.forEach((p, idx) => {
+        const pGroupIndex = p.groups.length > 0 ? p.groups[0].groupIndex : 0;
+        if (pGroupIndex === groupIndex && context.pairOis[idx]) {
+            const pairOi = context.pairOis[idx];
+            const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
+            longOi += computed.totalDynamicCollateral.long;
+            shortOi += computed.totalDynamicCollateral.short;
+        }
+    });
+    return {
+        long: longOi,
+        short: shortOi,
+        total: longOi + shortOi,
+    };
+};
+exports.getGroupDynamicOi = getGroupDynamicOi;
+/**
+ * @dev Check both pair and group OI limits
+ * @param pairIndex Index of the trading pair
+ * @param long Whether the position is long
+ * @param positionSizeCollateral Position size in collateral
+ * @param currentPrice Current collateral price in USD
+ * @param context Full context with all required data
+ * @returns Object with validation results
+ */
+const validateOiLimits = (pairIndex, long, positionSizeCollateral, currentPrice, context) => {
+    const pairOi = context.pairOis[pairIndex];
+    if (!pairOi) {
+        return {
+            withinPairLimit: false,
+            withinGroupLimit: false,
+            pairRemainingCapacity: 0,
+            groupRemainingCapacity: 0,
+        };
+    }
+    // Check pair limits
+    const withinPairLimit = (0, exports.withinMaxPairOi)(pairOi, long, positionSizeCollateral, currentPrice);
+    const pairRemainingCapacity = (0, exports.getRemainingOiCapacity)(pairOi, currentPrice, long);
+    // Check group limits
+    const withinGroupLimit = (0, exports.withinMaxGroupOiDynamic)(pairIndex, long, positionSizeCollateral, currentPrice, context);
+    // Calculate group remaining capacity
+    const pair = context.pairs[pairIndex];
+    let groupRemainingCapacity = 0;
+    if (pair) {
+        const groupIndex = pair.groups.length > 0 ? pair.groups[0].groupIndex : 0;
+        const group = context.groups[groupIndex];
+        if (group && group.oi.max > 0) {
+            const groupOi = (0, exports.getGroupDynamicOi)(groupIndex, currentPrice, context);
+            groupRemainingCapacity = Math.max(0, group.oi.max - groupOi.total);
+        }
+    }
+    return {
+        withinPairLimit,
+        withinGroupLimit,
+        pairRemainingCapacity,
+        groupRemainingCapacity,
+    };
+};
+exports.validateOiLimits = validateOiLimits;

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

@@ -0,0 +1,25 @@
+/**
+ * @dev Builder functions for creating market price contexts
+ */
+import { MarketPriceContext } from "./types";
+import { TradingVariablesCollateral } from "../../backend/tradingVariables/types";
+/**
+ * @dev Builds a market price context for a specific pair from trading variables
+ * @param tradingVariables Trading variables for a specific collateral
+ * @param pairIndex Pair index to create context for
+ * @returns Market price context for the pair
+ */
+export declare const buildMarketPriceContext: (tradingVariables: TradingVariablesCollateral, pairIndex: number) => MarketPriceContext;
+/**
+ * @dev Creates an empty market price context
+ * @returns Empty market price context
+ */
+export declare const createEmptyMarketPriceContext: () => MarketPriceContext;
+/**
+ * @dev Creates a market price context with custom values
+ * @param skewDepth Skew depth in tokens
+ * @param oiLongToken Long OI in tokens
+ * @param oiShortToken Short OI in tokens
+ * @returns Market price context
+ */
+export declare const createMarketPriceContext: (skewDepth: number, oiLongToken: number, oiShortToken: number) => MarketPriceContext;

package/lib/markets/price/builder.js

@@ -0,0 +1,69 @@
+"use strict";
+/**
+ * @dev Builder functions for creating market price contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMarketPriceContext = exports.createEmptyMarketPriceContext = exports.buildMarketPriceContext = void 0;
+/**
+ * @dev Builds a market price context for a specific pair from trading variables
+ * @param tradingVariables Trading variables for a specific collateral
+ * @param pairIndex Pair index to create context for
+ * @returns Market price context for the pair
+ */
+const buildMarketPriceContext = (tradingVariables, pairIndex) => {
+    // Get skew depth for the pair, default to 0 if not set
+    const skewDepth = tradingVariables.pairSkewDepths[pairIndex] || 0;
+    // Get pair OI data
+    const pairOi = tradingVariables.pairOis[pairIndex];
+    if (!pairOi) {
+        // Return default context if no OI data
+        return {
+            skewDepth,
+            pairOiToken: {
+                oiLongToken: 0,
+                oiShortToken: 0,
+            },
+        };
+    }
+    // Extract token OI from unified pair OI
+    const pairOiToken = {
+        oiLongToken: pairOi.token.long,
+        oiShortToken: pairOi.token.short,
+    };
+    return {
+        skewDepth,
+        pairOiToken,
+    };
+};
+exports.buildMarketPriceContext = buildMarketPriceContext;
+/**
+ * @dev Creates an empty market price context
+ * @returns Empty market price context
+ */
+const createEmptyMarketPriceContext = () => {
+    return {
+        skewDepth: 0,
+        pairOiToken: {
+            oiLongToken: 0,
+            oiShortToken: 0,
+        },
+    };
+};
+exports.createEmptyMarketPriceContext = createEmptyMarketPriceContext;
+/**
+ * @dev Creates a market price context with custom values
+ * @param skewDepth Skew depth in tokens
+ * @param oiLongToken Long OI in tokens
+ * @param oiShortToken Short OI in tokens
+ * @returns Market price context
+ */
+const createMarketPriceContext = (skewDepth, oiLongToken, oiShortToken) => {
+    return {
+        skewDepth,
+        pairOiToken: {
+            oiLongToken,
+            oiShortToken,
+        },
+    };
+};
+exports.createMarketPriceContext = createMarketPriceContext;

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

@@ -0,0 +1,6 @@
+/**
+ * @dev Market price module exports
+ */
+export * from "./types";
+export * from "./marketPrice";
+export * from "./builder";

package/lib/markets/price/index.js

@@ -0,0 +1,22 @@
+"use strict";
+/**
+ * @dev Market price module exports
+ */
+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("./marketPrice"), exports);
+__exportStar(require("./builder"), exports);

package/lib/markets/price/marketPrice.d.ts

@@ -0,0 +1,12 @@
+/**
+ * @dev Current market price calculation with skew impact
+ */
+import { MarketPriceResult, MarketPriceContext } from "./types";
+/**
+ * @dev Calculates the current market price adjusted for skew impact
+ * @param pairIndex Trading pair index
+ * @param oraclePrice Oracle price for the pair
+ * @param context Market price context with depths and OI data
+ * @returns Current market price with skew impact applied
+ */
+export declare const getCurrentMarketPrice: (pairIndex: number, oraclePrice: number, context: MarketPriceContext) => MarketPriceResult;

package/lib/markets/price/marketPrice.js

@@ -0,0 +1,34 @@
+"use strict";
+/**
+ * @dev Current market price calculation with skew impact
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getCurrentMarketPrice = void 0;
+const skew_1 = require("../../trade/priceImpact/skew");
+/**
+ * @dev Calculates the current market price adjusted for skew impact
+ * @param pairIndex Trading pair index
+ * @param oraclePrice Oracle price for the pair
+ * @param context Market price context with depths and OI data
+ * @returns Current market price with skew impact applied
+ */
+const getCurrentMarketPrice = (pairIndex, oraclePrice, context) => {
+    let skewImpactP = 0;
+    if (context.skewDepth > 0) {
+        const skewResult = (0, skew_1.getTradeSkewPriceImpact)({
+            collateralIndex: 0,
+            pairIndex,
+            long: true,
+            open: true,
+            positionSizeToken: 0, // Size 0 for current market price
+        }, context);
+        skewImpactP = skewResult.priceImpactP;
+    }
+    const marketPrice = oraclePrice * (1 + skewImpactP / 100);
+    return {
+        marketPrice,
+        skewImpactP,
+        oraclePrice,
+    };
+};
+exports.getCurrentMarketPrice = getCurrentMarketPrice;

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

@@ -0,0 +1,23 @@
+/**
+ * @dev Market price types for calculating price with skew impact
+ */
+export type MarketPriceInput = {
+    collateralIndex: number;
+    pairIndex: number;
+    oraclePrice: number;
+    long: boolean;
+    open: boolean;
+    positionSizeCollateral: number;
+};
+export type MarketPriceResult = {
+    marketPrice: number;
+    skewImpactP: number;
+    oraclePrice: number;
+};
+export type MarketPriceContext = {
+    skewDepth: number;
+    pairOiToken: {
+        oiLongToken: number;
+        oiShortToken: number;
+    };
+};

package/lib/markets/price/types.js

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

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

@@ -0,0 +1,2 @@
+export * from "./types";
+export * from "./validateCounterTrade";

package/lib/trade/counterTrade/index.js

@@ -0,0 +1,18 @@
+"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("./validateCounterTrade"), exports);

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

@@ -0,0 +1,7 @@
+export type ValidateCounterTradeContext = {
+    pairOiSkewCollateral: number;
+};
+export type ValidateCounterTradeResult = {
+    isValidated: boolean;
+    exceedingPositionSizeCollateral: number;
+};

package/lib/trade/counterTrade/types.js

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

package/lib/trade/counterTrade/validateCounterTrade.d.ts

@@ -0,0 +1,10 @@
+import { Trade } from "../types";
+import { ValidateCounterTradeContext, ValidateCounterTradeResult } from "./types";
+/**
+ * Validates a counter trade based on pair OI skew, matching the contract's validateCounterTrade logic
+ * @param trade Trade object
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param context Context containing the pair OI skew
+ * @returns Validation result with exceeding collateral amount if applicable
+ */
+export declare function validateCounterTrade(trade: Trade, positionSizeCollateral: number, context: ValidateCounterTradeContext): ValidateCounterTradeResult;

package/lib/trade/counterTrade/validateCounterTrade.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.validateCounterTrade = void 0;
+/**
+ * Validates a counter trade based on pair OI skew, matching the contract's validateCounterTrade logic
+ * @param trade Trade object
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param context Context containing the pair OI skew
+ * @returns Validation result with exceeding collateral amount if applicable
+ */
+function validateCounterTrade(trade, positionSizeCollateral, context) {
+    const { pairOiSkewCollateral } = context;
+    // Calculate signed position size based on trade direction
+    const positionSizeCollateralSigned = positionSizeCollateral * (trade.long ? 1 : -1);
+    // Check if position improves skew (opposite signs)
+    if (pairOiSkewCollateral === 0 ||
+        (pairOiSkewCollateral > 0 && positionSizeCollateralSigned > 0) ||
+        (pairOiSkewCollateral < 0 && positionSizeCollateralSigned < 0)) {
+        return { isValidated: false, exceedingPositionSizeCollateral: 0 };
+    }
+    // Calculate maximum position size that brings skew to 0
+    const maxPositionSizeCollateral = Math.abs(pairOiSkewCollateral);
+    // Calculate exceeding amount
+    const exceedingPositionSizeCollateral = positionSizeCollateral > maxPositionSizeCollateral
+        ? positionSizeCollateral - maxPositionSizeCollateral
+        : 0;
+    return { isValidated: true, exceedingPositionSizeCollateral };
+}
+exports.validateCounterTrade = validateCounterTrade;

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;