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

package/lib/trade/fees/borrowingV2/index.js

@@ -26,7 +26,7 @@ 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.BorrowingFeeV2 = exports.borrowingFeeV2Utils = exports.getPairBorrowingFees = exports.getBorrowingFee = exports.getTradeBorrowingFeesCollateral = exports.getPairPendingAccBorrowingFees = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND = void 0;
+exports.BorrowingFeeV2 = exports.borrowingFeeV2Utils = exports.getPairBorrowingFees = exports.getTradeBorrowingFeesCollateral = exports.getPairPendingAccBorrowingFees = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND = void 0;
 /**
  * @dev Maximum borrowing rate per second (1,000% APR)
  */
@@ -63,21 +63,18 @@ const getPairPendingAccBorrowingFees = (params, data, currentPairPrice, currentT
 exports.getPairPendingAccBorrowingFees = getPairPendingAccBorrowingFees;
 /**
  * @dev Calculates borrowing fees owed by a specific trade
- * @param input Trade borrowing fee calculation input
- * @param context Context containing borrowing parameters and data
+ * @param input Trade borrowing fee calculation input (without pairIndex)
+ * @param context Pair-specific borrowing context
  * @returns Borrowing fees in collateral tokens
  */
 const getTradeBorrowingFeesCollateral = (input, context) => {
-    var _a, _b;
-    const { positionSizeCollateral, openPrice, collateralIndex, pairIndex, currentPairPrice, initialAccBorrowingFeeP, currentTimestamp, } = input;
-    // Get borrowing parameters and data for the pair
-    const params = (_a = context.borrowingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const data = (_b = context.borrowingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const { positionSizeCollateral, openPrice, currentPairPrice, initialAccBorrowingFeeP, currentTimestamp, } = input;
+    const { params, data } = context;
     if (!params || !data) {
         return 0;
     }
     // Calculate current accumulated borrowing fees
-    const currentAccBorrowingFeeP = (0, exports.getPairPendingAccBorrowingFees)(params, data, currentPairPrice, currentTimestamp);
+    const currentAccBorrowingFeeP = (0, exports.getPairPendingAccBorrowingFees)(params, data, currentPairPrice, currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : context.currentTimestamp);
     // Calculate borrowing fees for this trade
     // Formula: (positionSizeCollateral * (currentAccFee - initialAccFee)) / openPrice / 100
     const feeDeltaP = currentAccBorrowingFeeP - initialAccBorrowingFeeP;
@@ -86,29 +83,6 @@ const getTradeBorrowingFeesCollateral = (input, context) => {
         exports.BORROWING_V2_PRECISION.PERCENTAGE);
 };
 exports.getTradeBorrowingFeesCollateral = getTradeBorrowingFeesCollateral;
-/**
- * @dev Convenience function to calculate borrowing fees for a trade using individual parameters
- * @param positionSizeCollateral Position size in collateral tokens
- * @param pairIndex Index of the trading pair
- * @param collateralIndex Index of the collateral
- * @param openPrice Price at which the trade was opened
- * @param currentPairPrice Current price of the trading pair
- * @param initialAccBorrowingFeeP Initial accumulated borrowing fee when trade was opened
- * @param context Context containing borrowing parameters and data
- * @returns Borrowing fees in collateral tokens
- */
-const getBorrowingFee = (positionSizeCollateral, pairIndex, collateralIndex, openPrice, currentPairPrice, initialAccBorrowingFeeP, context) => {
-    return (0, exports.getTradeBorrowingFeesCollateral)({
-        positionSizeCollateral,
-        openPrice,
-        collateralIndex,
-        pairIndex,
-        currentPairPrice,
-        initialAccBorrowingFeeP,
-        currentTimestamp: context.currentTimestamp,
-    }, context);
-};
-exports.getBorrowingFee = getBorrowingFee;
 /**
  * @dev Utility function to get pending accumulated borrowing fees for a pair using context
  * @param input Pair borrowing fee calculation input
@@ -116,10 +90,9 @@ exports.getBorrowingFee = getBorrowingFee;
  * @returns Updated accumulated borrowing fee (1e20 precision)
  */
 const getPairBorrowingFees = (input, context) => {
-    var _a, _b;
-    const { collateralIndex, pairIndex, currentPairPrice, currentTimestamp } = input;
-    const params = (_a = context.borrowingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const data = (_b = context.borrowingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const { pairIndex, currentPairPrice, currentTimestamp } = input;
+    const params = context.borrowingParams[pairIndex];
+    const data = context.borrowingData[pairIndex];
     if (!params || !data) {
         return 0;
     }
@@ -133,7 +106,7 @@ exports.borrowingFeeV2Utils = {
     getPairPendingAccBorrowingFees: exports.getPairPendingAccBorrowingFees,
     getTradeBorrowingFeesCollateral: exports.getTradeBorrowingFeesCollateral,
     getPairBorrowingFees: exports.getPairBorrowingFees,
-    getBorrowingFee: exports.getBorrowingFee,
 };
 exports.BorrowingFeeV2 = __importStar(require("./types"));
 __exportStar(require("./converter"), exports);
+__exportStar(require("./fetcher"), exports);

package/lib/trade/fees/borrowingV2/types.d.ts

@@ -39,6 +39,7 @@ export type TradeInitialAccFees = {
 };
 /**
  * @dev Context required for borrowing v2 fee calculations
+ * @dev Context is already scoped to a specific collateral
  */
 export type GetBorrowingFeeV2Context = {
     /**
@@ -47,20 +48,36 @@ export type GetBorrowingFeeV2Context = {
     currentTimestamp?: number;
     /**
      * @dev Borrowing fee parameters for pairs
-     * @dev Indexed by: params[collateralIndex][pairIndex]
+     * @dev Indexed by: params[pairIndex]
      */
-    borrowingParams: Record<number, Record<number, BorrowingFeeParams>>;
+    borrowingParams: Record<number, BorrowingFeeParams>;
     /**
      * @dev Borrowing fee data for pairs
-     * @dev Indexed by: data[collateralIndex][pairIndex]
+     * @dev Indexed by: data[pairIndex]
      */
-    borrowingData: Record<number, Record<number, PairBorrowingFeeData>>;
+    borrowingData: Record<number, PairBorrowingFeeData>;
+};
+/**
+ * @dev Context for pair-specific borrowing v2 fee calculations
+ */
+export type GetPairBorrowingFeeV2Context = {
+    /**
+     * @dev Current timestamp (defaults to Date.now() / 1000)
+     */
+    currentTimestamp?: number;
+    /**
+     * @dev Borrowing fee parameters for this specific pair
+     */
+    params: BorrowingFeeParams;
+    /**
+     * @dev Borrowing fee data for this specific pair
+     */
+    data: PairBorrowingFeeData;
 };
 /**
  * @dev Input for calculating pending borrowing fees for a pair
  */
 export type PairBorrowingFeeInput = {
-    collateralIndex: number;
     pairIndex: number;
     currentPairPrice: number;
     currentTimestamp?: number;
@@ -71,7 +88,6 @@ export type PairBorrowingFeeInput = {
 export type TradeBorrowingFeeInput = {
     positionSizeCollateral: number;
     openPrice: number;
-    collateralIndex: number;
     pairIndex: number;
     currentPairPrice: number;
     initialAccBorrowingFeeP: number;

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

@@ -0,0 +1,48 @@
+/**
+ * @dev Converters for fee data between contract and SDK formats
+ */
+import { IFundingFees } from "../../contracts/types/generated/GNSMultiCollatDiamond";
+import { TradeFeesData, UiRealizedPnlData } from "../types";
+import { CollateralConfig } from "../../markets/collateral/types";
+/**
+ * @dev Converts contract TradeFeesData to SDK format
+ * @param data Trade fees data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized trade fees data
+ */
+export declare const convertTradeFeesData: (data: IFundingFees.TradeFeesDataStructOutput, collateralConfig: CollateralConfig) => TradeFeesData;
+/**
+ * @dev Converts array of TradeFeesData from contract
+ * @param dataArray Array of trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized trade fees data
+ */
+export declare const convertTradeFeesDataArray: (dataArray: IFundingFees.TradeFeesDataStructOutput[], collateralConfig: CollateralConfig) => TradeFeesData[];
+/**
+ * @dev Converts contract UiRealizedPnlData to SDK format
+ * @param data UI realized PnL data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized UI realized PnL data
+ */
+export declare const convertUiRealizedPnlData: (data: IFundingFees.UiRealizedPnlDataStructOutput, collateralConfig: CollateralConfig) => UiRealizedPnlData;
+/**
+ * @dev Converts array of UiRealizedPnlData from contract
+ * @param dataArray Array of UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized UI realized PnL data
+ */
+export declare const convertUiRealizedPnlDataArray: (dataArray: IFundingFees.UiRealizedPnlDataStructOutput[], collateralConfig: CollateralConfig) => UiRealizedPnlData[];
+/**
+ * @dev Converts TradeFeesData to contract format (for encoding)
+ * @param data SDK trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted trade fees data
+ */
+export declare const encodeTradeFeesData: (data: TradeFeesData, collateralConfig: CollateralConfig) => IFundingFees.TradeFeesDataStruct;
+/**
+ * @dev Converts UiRealizedPnlData to contract format (for encoding)
+ * @param data SDK UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted UI realized PnL data
+ */
+export declare const encodeUiRealizedPnlData: (data: UiRealizedPnlData, collateralConfig: CollateralConfig) => IFundingFees.UiRealizedPnlDataStruct;

package/lib/trade/fees/converter.js

@@ -0,0 +1,114 @@
+"use strict";
+/**
+ * @dev Converters for fee data between contract and SDK formats
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
+const borrowingV2_1 = require("./borrowingV2");
+const converter_1 = require("./fundingFees/converter");
+/**
+ * @dev Converts contract TradeFeesData to SDK format
+ * @param data Trade fees data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized trade fees data
+ */
+const convertTradeFeesData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: parseFloat(data.realizedTradingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedPnlCollateral: parseFloat(data.realizedPnlCollateral.toString()) / Math.pow(10, decimals),
+        manuallyRealizedNegativePnlCollateral: parseFloat(data.manuallyRealizedNegativePnlCollateral.toString()) /
+            Math.pow(10, decimals),
+        alreadyTransferredNegativePnlCollateral: parseFloat(data.alreadyTransferredNegativePnlCollateral.toString()) /
+            Math.pow(10, decimals),
+        virtualAvailableCollateralInDiamond: parseFloat(data.virtualAvailableCollateralInDiamond.toString()) /
+            Math.pow(10, decimals),
+        initialAccFundingFeeP: parseFloat(data.initialAccFundingFeeP.toString()) /
+            converter_1.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P,
+        initialAccBorrowingFeeP: parseFloat(data.initialAccBorrowingFeeP.toString()) /
+            borrowingV2_1.BORROWING_V2_PRECISION.ACC_FEE,
+    };
+};
+exports.convertTradeFeesData = convertTradeFeesData;
+/**
+ * @dev Converts array of TradeFeesData from contract
+ * @param dataArray Array of trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized trade fees data
+ */
+const convertTradeFeesDataArray = (dataArray, collateralConfig) => {
+    return dataArray.map(data => (0, exports.convertTradeFeesData)(data, collateralConfig));
+};
+exports.convertTradeFeesDataArray = convertTradeFeesDataArray;
+/**
+ * @dev Converts contract UiRealizedPnlData to SDK format
+ * @param data UI realized PnL data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized UI realized PnL data
+ */
+const convertUiRealizedPnlData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: parseFloat(data.realizedTradingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedOldBorrowingFeesCollateral: parseFloat(data.realizedOldBorrowingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedNewBorrowingFeesCollateral: parseFloat(data.realizedNewBorrowingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedFundingFeesCollateral: parseFloat(data.realizedFundingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedPnlPartialCloseCollateral: parseFloat(data.realizedPnlPartialCloseCollateral.toString()) /
+            Math.pow(10, decimals),
+        pnlWithdrawnCollateral: parseFloat(data.pnlWithdrawnCollateral.toString()) / Math.pow(10, decimals),
+    };
+};
+exports.convertUiRealizedPnlData = convertUiRealizedPnlData;
+/**
+ * @dev Converts array of UiRealizedPnlData from contract
+ * @param dataArray Array of UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized UI realized PnL data
+ */
+const convertUiRealizedPnlDataArray = (dataArray, collateralConfig) => {
+    return dataArray.map(data => (0, exports.convertUiRealizedPnlData)(data, collateralConfig));
+};
+exports.convertUiRealizedPnlDataArray = convertUiRealizedPnlDataArray;
+/**
+ * @dev Converts TradeFeesData to contract format (for encoding)
+ * @param data SDK trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted trade fees data
+ */
+const encodeTradeFeesData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: Math.round(data.realizedTradingFeesCollateral * Math.pow(10, decimals)),
+        realizedPnlCollateral: Math.round(data.realizedPnlCollateral * Math.pow(10, decimals)),
+        manuallyRealizedNegativePnlCollateral: Math.round(data.manuallyRealizedNegativePnlCollateral * Math.pow(10, decimals)),
+        alreadyTransferredNegativePnlCollateral: Math.round(data.alreadyTransferredNegativePnlCollateral * Math.pow(10, decimals)),
+        virtualAvailableCollateralInDiamond: Math.round(data.virtualAvailableCollateralInDiamond * Math.pow(10, decimals)),
+        __placeholder: 0,
+        initialAccFundingFeeP: Math.round(data.initialAccFundingFeeP * converter_1.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P),
+        initialAccBorrowingFeeP: Math.round(data.initialAccBorrowingFeeP * borrowingV2_1.BORROWING_V2_PRECISION.ACC_FEE),
+    };
+};
+exports.encodeTradeFeesData = encodeTradeFeesData;
+/**
+ * @dev Converts UiRealizedPnlData to contract format (for encoding)
+ * @param data SDK UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted UI realized PnL data
+ */
+const encodeUiRealizedPnlData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: Math.round(data.realizedTradingFeesCollateral * Math.pow(10, decimals)),
+        realizedOldBorrowingFeesCollateral: Math.round(data.realizedOldBorrowingFeesCollateral * Math.pow(10, decimals)),
+        realizedNewBorrowingFeesCollateral: Math.round(data.realizedNewBorrowingFeesCollateral * Math.pow(10, decimals)),
+        realizedFundingFeesCollateral: Math.round(data.realizedFundingFeesCollateral * Math.pow(10, decimals)),
+        realizedPnlPartialCloseCollateral: Math.round(data.realizedPnlPartialCloseCollateral * Math.pow(10, decimals)),
+        pnlWithdrawnCollateral: Math.round(data.pnlWithdrawnCollateral * Math.pow(10, decimals)),
+    };
+};
+exports.encodeUiRealizedPnlData = encodeUiRealizedPnlData;

package/lib/trade/fees/fundingFees/builder.d.ts

@@ -0,0 +1,9 @@
+/**
+ * @dev Builder functions for funding fees context
+ */
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { GetPairFundingFeeContext } from "./pairContext";
+/**
+ * @dev Builds funding fees sub-context for a specific pair
+ */
+export declare const buildFundingContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, currentTimestamp: number) => GetPairFundingFeeContext | undefined;

package/lib/trade/fees/fundingFees/builder.js

@@ -0,0 +1,35 @@
+"use strict";
+/**
+ * @dev Builder functions for funding fees context
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildFundingContext = void 0;
+/**
+ * @dev Builds funding fees sub-context for a specific pair
+ */
+const buildFundingContext = (globalTradingVariables, collateralIndex, pairIndex, currentTimestamp) => {
+    var _a, _b, _c, _d, _e;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!(collateral === null || collateral === void 0 ? void 0 : collateral.pairFundingFees)) {
+        return undefined;
+    }
+    const params = (_a = collateral.pairFundingFees.params) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const data = (_b = collateral.pairFundingFees.data) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const pairOi = (_c = collateral.pairOis) === null || _c === void 0 ? void 0 : _c[pairIndex];
+    if (!params || !data) {
+        return undefined;
+    }
+    return {
+        params,
+        data,
+        pairOi: pairOi
+            ? {
+                oiLongToken: ((_d = pairOi.token) === null || _d === void 0 ? void 0 : _d.long) || 0,
+                oiShortToken: ((_e = pairOi.token) === null || _e === void 0 ? void 0 : _e.short) || 0,
+            }
+            : undefined,
+        currentTimestamp,
+        // TODO: Add net exposure when available
+    };
+};
+exports.buildFundingContext = buildFundingContext;

package/lib/{contracts/fetch/fees/fundingFees.d.ts → trade/fees/fundingFees/fetcher.d.ts}

@@ -1,5 +1,5 @@
-import type { GNSMultiCollatDiamond } from "../../types/generated";
-import type { TradeInitialAccFees } from "../../../trade/fees/fundingFees";
+import type { GNSMultiCollatDiamond } from "../../../contracts/types/generated";
+import type { TradeInitialAccFees } from ".";
 /**
  * @dev Fetches pending accumulated funding fees for a specific pair
  * @param contract GNSMultiCollatDiamond contract instance

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

@@ -3,6 +3,7 @@
  * @dev Based on skew-based funding rate model with velocity and APR multipliers
  */
 import { FundingFeeParams, PairFundingFeeData, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairOiAfterV10 } from "./types";
+import { GetPairFundingFeeContext } from "./pairContext";
 /**
  * @dev Calculates current funding velocity per year based on skew
  * @param netExposureToken Net exposure (long - short) in tokens
@@ -57,12 +58,12 @@ export declare const getLongShortAprMultiplier: (avgFundingRatePerSecondP: numbe
  */
 export declare const getPairPendingAccFundingFees: (params: FundingFeeParams, data: PairFundingFeeData, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number, currentTimestamp: number) => PairPendingAccFundingFeesResult;
 /**
- * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
- * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @dev Calculates funding fees for a specific trade
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short)
  * @param tradeInfo Trade info (contracts version)
  * @param tradeFeesData Trade fees data containing initial acc funding fee
  * @param currentPairPrice Current pair price
- * @param context Optional context with funding fee data (if not provided, uses simple calculation)
+ * @param context Pair-specific funding fee context
  * @returns Funding fee in collateral tokens
  */
 export declare const getTradeFundingFeesCollateral: (trade: {
@@ -70,51 +71,35 @@ export declare const getTradeFundingFeesCollateral: (trade: {
     leverage: number;
     openPrice: number;
     long: boolean;
-    collateralIndex?: number;
-    pairIndex?: number;
 }, tradeInfo: {
     contractsVersion: number;
 }, tradeFeesData: {
     initialAccFundingFeeP: number;
-}, currentPairPrice: number, context?: (GetFundingFeeContext & {
-    pairOiAfterV10?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: PairOiAfterV10;
-        };
-    } | undefined;
-    netExposureToken?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    } | undefined;
-    netExposureUsd?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    } | undefined;
-}) | undefined) => number;
+}, currentPairPrice: number, context: GetPairFundingFeeContext) => number;
 /**
  * @dev Main function to calculate funding fees for a trade within context
+ * @param input Trade funding fee input parameters
  * @param context Funding fee context with params and data
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param trade Trade details
- * @param tradeInfo Trade info (contracts version)
- * @param initialAccFundingFeeP Initial accumulated funding fee
- * @param currentPairPrice Current pair price
- * @param pairOiToken Pair OI after v10
- * @param netExposureToken Net exposure in tokens
- * @param netExposureUsd Net exposure in USD
  * @returns Complete funding fee calculation result
  */
-export declare const getTradeFundingFees: (context: GetFundingFeeContext, collateralIndex: number, pairIndex: number, trade: {
-    collateralAmount: number;
-    leverage: number;
-    openPrice: number;
-    long: boolean;
-}, tradeInfo: {
-    contractsVersion: number;
-}, initialAccFundingFeeP: number, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number) => TradeFundingFeeResult;
+export declare const getTradeFundingFees: (input: {
+    collateralIndex: number;
+    pairIndex: number;
+    trade: {
+        collateralAmount: number;
+        leverage: number;
+        openPrice: number;
+        long: boolean;
+    };
+    tradeInfo: {
+        contractsVersion: number;
+    };
+    initialAccFundingFeeP: number;
+    currentPairPrice: number;
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+}, context: GetFundingFeeContext) => TradeFundingFeeResult;
 /**
  * @dev Simple version of getTradeFundingFeesCollateral for backward compatibility
  * @param trade Trade parameters
@@ -133,3 +118,7 @@ export declare const getTradeFundingFeesCollateralSimple: (trade: {
 }, initialAccFundingFeeP: number, currentAccFundingFeeP: number) => number;
 export * as FundingFees from "./types";
 export type { FundingFeeParams, PairFundingFeeData, PairGlobalParams, TradeInitialAccFundingFees, PairOiAfterV10, FundingRateCalculation, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairAccumulatedFees, TradeInitialAccFees, } from "./types";
+export type { GetPairFundingFeeContext } from "./pairContext";
+export * from "./fetcher";
+export * from "./pairContext";
+export * from "./builder";

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

@@ -26,8 +26,12 @@ var __importStar = (this && this.__importStar) || function (mod) {
     __setModuleDefault(result, mod);
     return result;
 };
+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.FundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = void 0;
+const types_1 = require("../../../contracts/types");
 // Constants from contract
 const FUNDING_APR_MULTIPLIER_CAP = 100; // Smaller side can earn up to 100x more APR
 const ONE_YEAR = 365 * 24 * 60 * 60; // 1 year in seconds
@@ -222,81 +226,61 @@ const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToke
 };
 exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;
 /**
- * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
- * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @dev Calculates funding fees for a specific trade
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short)
  * @param tradeInfo Trade info (contracts version)
  * @param tradeFeesData Trade fees data containing initial acc funding fee
  * @param currentPairPrice Current pair price
- * @param context Optional context with funding fee data (if not provided, uses simple calculation)
+ * @param context Pair-specific funding fee context
  * @returns Funding fee in collateral tokens
  */
 const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
-    var _a, _b, _c, _d, _e, _f, _g, _h;
-    // Funding fees are only charged on post-v10 trades
-    if (tradeInfo.contractsVersion < 10) {
+    if (tradeInfo.contractsVersion < types_1.ContractsVersion.V10) {
         return 0;
     }
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
-    // If we have full context, calculate current accumulated funding fee
-    if (context &&
-        trade.collateralIndex !== undefined &&
-        trade.pairIndex !== undefined) {
-        const params = (_a = context.fundingParams[trade.collateralIndex]) === null || _a === void 0 ? void 0 : _a[trade.pairIndex];
-        const data = (_b = context.fundingData[trade.collateralIndex]) === null || _b === void 0 ? void 0 : _b[trade.pairIndex];
-        const pairOi = (_d = (_c = context.pairOiAfterV10) === null || _c === void 0 ? void 0 : _c[trade.collateralIndex]) === null || _d === void 0 ? void 0 : _d[trade.pairIndex];
-        const netExposureToken = ((_f = (_e = context.netExposureToken) === null || _e === void 0 ? void 0 : _e[trade.collateralIndex]) === null || _f === void 0 ? void 0 : _f[trade.pairIndex]) || 0;
-        const netExposureUsd = ((_h = (_g = context.netExposureUsd) === null || _g === void 0 ? void 0 : _g[trade.collateralIndex]) === null || _h === void 0 ? void 0 : _h[trade.pairIndex]) || 0;
-        if (params && data && pairOi) {
-            // Calculate pending accumulated fees
-            const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOi, netExposureToken, netExposureUsd, context.currentTimestamp);
-            const currentAccFundingFeeP = trade.long
-                ? accFundingFeeLongP
-                : accFundingFeeShortP;
-            const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
-            return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
-        }
+    if (!context.params.fundingFeesEnabled) {
+        return 0;
     }
-    return 0; // Cannot calculate without proper context
+    // Calculate pending accumulated fees
+    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(context.params, context.data, currentPairPrice, context.pairOi || { oiLongToken: 0, oiShortToken: 0 }, context.netExposureToken || 0, context.netExposureUsd || 0, context.currentTimestamp);
+    const currentAccFundingFeeP = trade.long
+        ? accFundingFeeLongP
+        : accFundingFeeShortP;
+    const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice / 100;
 };
 exports.getTradeFundingFeesCollateral = getTradeFundingFeesCollateral;
 /**
  * @dev Main function to calculate funding fees for a trade within context
+ * @param input Trade funding fee input parameters
  * @param context Funding fee context with params and data
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param trade Trade details
- * @param tradeInfo Trade info (contracts version)
- * @param initialAccFundingFeeP Initial accumulated funding fee
- * @param currentPairPrice Current pair price
- * @param pairOiToken Pair OI after v10
- * @param netExposureToken Net exposure in tokens
- * @param netExposureUsd Net exposure in USD
  * @returns Complete funding fee calculation result
  */
-const getTradeFundingFees = (context, collateralIndex, pairIndex, trade, tradeInfo, initialAccFundingFeeP, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd) => {
+const getTradeFundingFees = (input, context) => {
     var _a, _b;
     // Get params and data from context
-    const params = (_a = context.fundingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const data = (_b = context.fundingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const params = (_a = context.fundingParams[input.collateralIndex]) === null || _a === void 0 ? void 0 : _a[input.pairIndex];
+    const data = (_b = context.fundingData[input.collateralIndex]) === null || _b === void 0 ? void 0 : _b[input.pairIndex];
     if (!params || !data) {
-        throw new Error(`Missing funding fee data for collateral ${collateralIndex} pair ${pairIndex}`);
+        throw new Error(`Missing funding fee data for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
     }
     // Calculate pending accumulated fees
-    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, context.currentTimestamp);
-    const currentAccFundingFeeP = trade.long
+    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, input.currentPairPrice, input.pairOiToken, input.netExposureToken, input.netExposureUsd, context.currentTimestamp);
+    const currentAccFundingFeeP = input.trade.long
         ? accFundingFeeLongP
         : accFundingFeeShortP;
     // Calculate funding fee in collateral
-    const fundingFeeCollateral = (0, exports.getTradeFundingFeesCollateralSimple)(trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP);
+    const fundingFeeCollateral = (0, exports.getTradeFundingFeesCollateralSimple)(input.trade, input.tradeInfo, input.initialAccFundingFeeP, currentAccFundingFeeP);
     // Calculate funding fee as percentage
-    const fundingFeeP = trade.collateralAmount > 0
-        ? (fundingFeeCollateral / trade.collateralAmount) * 100
+    const fundingFeeP = input.trade.collateralAmount > 0
+        ? (fundingFeeCollateral / input.trade.collateralAmount) * 100
         : 0;
     return {
         fundingFeeCollateral,
         fundingFeeP,
         currentAccFundingFeeP,
-        initialAccFundingFeeP,
+        initialAccFundingFeeP: input.initialAccFundingFeeP,
     };
 };
 exports.getTradeFundingFees = getTradeFundingFees;
@@ -310,13 +294,16 @@ exports.getTradeFundingFees = getTradeFundingFees;
  */
 const getTradeFundingFeesCollateralSimple = (trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP) => {
     // Funding fees are only charged on post-v10 trades
-    if (tradeInfo.contractsVersion < 10) {
+    if (tradeInfo.contractsVersion < types_1.ContractsVersion.V10) {
         return 0;
     }
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
     const fundingFeeDelta = currentAccFundingFeeP - initialAccFundingFeeP;
-    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice / 100;
 };
 exports.getTradeFundingFeesCollateralSimple = getTradeFundingFeesCollateralSimple;
 // Export namespace for types
 exports.FundingFees = __importStar(require("./types"));
+__exportStar(require("./fetcher"), exports);
+__exportStar(require("./pairContext"), exports);
+__exportStar(require("./builder"), exports);

package/lib/trade/fees/fundingFees/pairContext.d.ts

@@ -0,0 +1,33 @@
+/**
+ * @dev Pair-specific funding fee types and utilities
+ */
+import { FundingFeeParams, PairFundingFeeData, PairGlobalParams, PairOiAfterV10, PairPendingAccFundingFeesResult } from "./types";
+/**
+ * @dev Context for pair-specific funding fee calculations
+ */
+export type GetPairFundingFeeContext = {
+    currentTimestamp: number;
+    params: FundingFeeParams;
+    data: PairFundingFeeData;
+    globalParams?: PairGlobalParams;
+    pairOi?: PairOiAfterV10;
+    netExposureToken?: number;
+    netExposureUsd?: number;
+};
+/**
+ * @dev Input for pair-specific trade funding fee calculation
+ */
+export type PairTradeFundingFeeInput = {
+    positionSizeCollateral: number;
+    openPrice: number;
+    long: boolean;
+    currentPairPrice: number;
+    initialAccFundingFeeP: number;
+};
+/**
+ * @dev Calculate pending accumulated funding fees for a pair using pair-specific context
+ * @param currentPairPrice Current price of the pair
+ * @param context Pair-specific funding context
+ * @returns Pending accumulated funding fees
+ */
+export declare const getPairPendingAccFundingFees: (currentPairPrice: number, context: GetPairFundingFeeContext) => PairPendingAccFundingFeesResult;