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

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

@@ -0,0 +1,17 @@
+"use strict";
+/**
+ * @dev Pair-specific funding fee types and utilities
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPairPendingAccFundingFees = void 0;
+const index_1 = require("./index");
+/**
+ * @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
+ */
+const getPairPendingAccFundingFees = (currentPairPrice, context) => {
+    return (0, index_1.getPairPendingAccFundingFees)(context.params, context.data, currentPairPrice, context.pairOi || { oiLongToken: 0, oiShortToken: 0 }, context.netExposureToken || 0, context.netExposureUsd || 0, context.currentTimestamp);
+};
+exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;

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

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

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

@@ -0,0 +1,105 @@
+"use strict";
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.HoldingFees = exports.formatHoldingFeeRate = exports.convertRatePerSecondToAPR = exports.getPairHoldingFeeRates = void 0;
+const fundingFees_1 = require("../fundingFees");
+const SECONDS_PER_HOUR = 3600;
+const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
+const PERCENTAGE_PRECISION = 100;
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+const getPairHoldingFeeRates = (input) => {
+    const { fundingParams, fundingData, pairOiToken, netExposureToken, netExposureUsd, borrowingParams, borrowingData, currentPairPrice, currentTimestamp, } = input;
+    // Calculate funding fee rates
+    let fundingFeeLongHourlyRate = 0;
+    let fundingFeeShortHourlyRate = 0;
+    let currentFundingRatePerSecondP = 0;
+    if (fundingParams.fundingFeesEnabled) {
+        // Get current funding rate
+        const pendingFunding = (0, fundingFees_1.getPairPendingAccFundingFees)(fundingParams, fundingData, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp);
+        currentFundingRatePerSecondP = pendingFunding.currentFundingRatePerSecondP;
+        // Get APR multipliers
+        const { longAprMultiplier, shortAprMultiplier } = (0, fundingFees_1.getLongShortAprMultiplier)(currentFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, fundingParams.aprMultiplierEnabled);
+        // Calculate hourly rates
+        // Funding rate * seconds per hour * current price * APR multiplier / 100
+        const baseHourlyRate = (currentFundingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+            PERCENTAGE_PRECISION;
+        // Long side pays when rate is positive, earns when negative
+        fundingFeeLongHourlyRate = baseHourlyRate * longAprMultiplier;
+        // Short side is opposite
+        fundingFeeShortHourlyRate = -baseHourlyRate * shortAprMultiplier;
+    }
+    // Calculate borrowing v2 rates
+    let borrowingFeeHourlyRate = 0;
+    let currentBorrowingRatePerSecondP = 0;
+    if (borrowingParams && borrowingData) {
+        currentBorrowingRatePerSecondP = borrowingParams.borrowingRatePerSecondP;
+        // Borrowing rate * seconds per hour * current price / 100
+        borrowingFeeHourlyRate =
+            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+                PERCENTAGE_PRECISION;
+    }
+    // Total holding fees (funding can be negative/positive, borrowing always positive cost)
+    const longHourlyRate = fundingFeeLongHourlyRate + borrowingFeeHourlyRate;
+    const shortHourlyRate = fundingFeeShortHourlyRate + borrowingFeeHourlyRate;
+    return {
+        longHourlyRate,
+        shortHourlyRate,
+        fundingFeeLongHourlyRate,
+        fundingFeeShortHourlyRate,
+        borrowingFeeHourlyRate,
+        currentFundingRatePerSecondP,
+        currentBorrowingRatePerSecondP,
+    };
+};
+exports.getPairHoldingFeeRates = getPairHoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+const convertRatePerSecondToAPR = (ratePerSecond) => {
+    return ratePerSecond * SECONDS_PER_YEAR * PERCENTAGE_PRECISION;
+};
+exports.convertRatePerSecondToAPR = convertRatePerSecondToAPR;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+const formatHoldingFeeRate = (rate, decimals = 4) => {
+    const sign = rate > 0 ? "+" : "";
+    return `${sign}${rate.toFixed(decimals)}%`;
+};
+exports.formatHoldingFeeRate = formatHoldingFeeRate;
+exports.HoldingFees = __importStar(require("./types"));

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

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

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

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

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

@@ -1,8 +1,10 @@
 export * from "./borrowing";
 export * from "./tiers";
 export * from "./trading";
-export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getBorrowingFee as getBorrowingFeeV2, getPairBorrowingFees as getPairBorrowingFeesV2, MAX_BORROWING_RATE_PER_SECOND as MAX_BORROWING_RATE_PER_SECOND_V2, BORROWING_V2_PRECISION, } from "./borrowingV2";
+export * from "../../markets/holdingFees";
+export { convertTradeFeesData, convertTradeFeesDataArray, convertUiRealizedPnlData, convertUiRealizedPnlDataArray, encodeTradeFeesData, encodeUiRealizedPnlData, } from "./converter";
+export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getPairBorrowingFees as getPairBorrowingFeesV2, MAX_BORROWING_RATE_PER_SECOND as MAX_BORROWING_RATE_PER_SECOND_V2, BORROWING_V2_PRECISION, } from "./borrowingV2";
 export { convertBorrowingFeeParams as convertBorrowingFeeParamsV2, convertBorrowingFeeParamsArray as convertBorrowingFeeParamsArrayV2, convertPairBorrowingFeeData as convertPairBorrowingFeeDataV2, convertPairBorrowingFeeDataArray as convertPairBorrowingFeeDataArrayV2, convertTradeInitialAccFees as convertTradeInitialAccFeesV2, convertTradeInitialAccFeesArray as convertTradeInitialAccFeesArrayV2, createBorrowingV2Context, isValidBorrowingRate as isValidBorrowingRateV2, borrowingRateToAPR as borrowingRateToAPRV2, aprToBorrowingRate as aprToBorrowingRateV2, } from "./borrowingV2/converter";
-export { fetchBorrowingFeeParamsV2, fetchPairBorrowingFeeDataV2, fetchTradeBorrowingFeesCollateralV2, fetchPairPendingAccBorrowingFeesV2, fetchAllBorrowingV2Data, createBorrowingV2ContextFromContract, createBorrowingV2ContextFromArrays, fetchBorrowingV2DataForPairs, } from "../../contracts/fetch/fees/borrowingFeesV2";
+export { fetchBorrowingFeeParamsV2, fetchPairBorrowingFeeDataV2, fetchTradeBorrowingFeesCollateralV2, fetchPairPendingAccBorrowingFeesV2, fetchAllBorrowingV2Data, createBorrowingV2ContextFromContract, createBorrowingV2ContextFromArrays, fetchBorrowingV2DataForPairs, } from "./borrowingV2/fetcher";
 export { FundingFees, getCurrentFundingVelocityPerYear, getSecondsToReachZeroRate, getAvgFundingRatePerSecondP, getLongShortAprMultiplier, getPairPendingAccFundingFees, getTradeFundingFeesCollateral, getTradeFundingFeesCollateralSimple, getTradeFundingFees, } from "./fundingFees";
 export { convertFundingFeeParams, convertFundingFeeParamsArray, convertPairFundingFeeData, convertPairFundingFeeDataArray, convertPairGlobalParams, convertPairGlobalParamsArray, convertTradeInitialAccFundingFees, createFundingFeeContext, isValidFundingRate, fundingRateToAPR, aprToFundingRate, calculateVelocityFromSkew, FUNDING_FEES_PRECISION, } from "./fundingFees/converter";

package/lib/trade/fees/index.js

@@ -14,41 +14,50 @@ 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.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.aprToFundingRate = exports.fundingRateToAPR = exports.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = exports.FundingFees = exports.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = exports.aprToBorrowingRateV2 = exports.borrowingRateToAPRV2 = exports.isValidBorrowingRateV2 = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArrayV2 = exports.convertTradeInitialAccFeesV2 = exports.convertPairBorrowingFeeDataArrayV2 = exports.convertPairBorrowingFeeDataV2 = exports.convertBorrowingFeeParamsArrayV2 = exports.convertBorrowingFeeParamsV2 = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND_V2 = exports.getPairBorrowingFeesV2 = exports.getBorrowingFeeV2 = exports.getTradeBorrowingFeesCollateralV2 = exports.getPairPendingAccBorrowingFeesV2 = exports.borrowingFeeV2Utils = exports.BorrowingFeeV2 = void 0;
+exports.fundingRateToAPR = exports.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = exports.FundingFees = exports.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = exports.aprToBorrowingRateV2 = exports.borrowingRateToAPRV2 = exports.isValidBorrowingRateV2 = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArrayV2 = exports.convertTradeInitialAccFeesV2 = exports.convertPairBorrowingFeeDataArrayV2 = exports.convertPairBorrowingFeeDataV2 = exports.convertBorrowingFeeParamsArrayV2 = exports.convertBorrowingFeeParamsV2 = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND_V2 = exports.getPairBorrowingFeesV2 = exports.getTradeBorrowingFeesCollateralV2 = exports.getPairPendingAccBorrowingFeesV2 = exports.borrowingFeeV2Utils = exports.BorrowingFeeV2 = exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
+exports.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.aprToFundingRate = void 0;
 __exportStar(require("./borrowing"), exports);
 __exportStar(require("./tiers"), exports);
 __exportStar(require("./trading"), exports);
+__exportStar(require("../../markets/holdingFees"), exports);
+// TradeFeesData and UiRealizedPnlData converters
+var converter_1 = require("./converter");
+Object.defineProperty(exports, "convertTradeFeesData", { enumerable: true, get: function () { return converter_1.convertTradeFeesData; } });
+Object.defineProperty(exports, "convertTradeFeesDataArray", { enumerable: true, get: function () { return converter_1.convertTradeFeesDataArray; } });
+Object.defineProperty(exports, "convertUiRealizedPnlData", { enumerable: true, get: function () { return converter_1.convertUiRealizedPnlData; } });
+Object.defineProperty(exports, "convertUiRealizedPnlDataArray", { enumerable: true, get: function () { return converter_1.convertUiRealizedPnlDataArray; } });
+Object.defineProperty(exports, "encodeTradeFeesData", { enumerable: true, get: function () { return converter_1.encodeTradeFeesData; } });
+Object.defineProperty(exports, "encodeUiRealizedPnlData", { enumerable: true, get: function () { return converter_1.encodeUiRealizedPnlData; } });
 // Borrowing V2 exports with explicit naming to avoid conflicts
 var borrowingV2_1 = require("./borrowingV2");
 Object.defineProperty(exports, "BorrowingFeeV2", { enumerable: true, get: function () { return borrowingV2_1.BorrowingFeeV2; } });
 Object.defineProperty(exports, "borrowingFeeV2Utils", { enumerable: true, get: function () { return borrowingV2_1.borrowingFeeV2Utils; } });
 Object.defineProperty(exports, "getPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairPendingAccBorrowingFees; } });
 Object.defineProperty(exports, "getTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return borrowingV2_1.getTradeBorrowingFeesCollateral; } });
-Object.defineProperty(exports, "getBorrowingFeeV2", { enumerable: true, get: function () { return borrowingV2_1.getBorrowingFee; } });
 Object.defineProperty(exports, "getPairBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairBorrowingFees; } });
 Object.defineProperty(exports, "MAX_BORROWING_RATE_PER_SECOND_V2", { enumerable: true, get: function () { return borrowingV2_1.MAX_BORROWING_RATE_PER_SECOND; } });
 Object.defineProperty(exports, "BORROWING_V2_PRECISION", { enumerable: true, get: function () { return borrowingV2_1.BORROWING_V2_PRECISION; } });
-var converter_1 = require("./borrowingV2/converter");
-Object.defineProperty(exports, "convertBorrowingFeeParamsV2", { enumerable: true, get: function () { return converter_1.convertBorrowingFeeParams; } });
-Object.defineProperty(exports, "convertBorrowingFeeParamsArrayV2", { enumerable: true, get: function () { return converter_1.convertBorrowingFeeParamsArray; } });
-Object.defineProperty(exports, "convertPairBorrowingFeeDataV2", { enumerable: true, get: function () { return converter_1.convertPairBorrowingFeeData; } });
-Object.defineProperty(exports, "convertPairBorrowingFeeDataArrayV2", { enumerable: true, get: function () { return converter_1.convertPairBorrowingFeeDataArray; } });
-Object.defineProperty(exports, "convertTradeInitialAccFeesV2", { enumerable: true, get: function () { return converter_1.convertTradeInitialAccFees; } });
-Object.defineProperty(exports, "convertTradeInitialAccFeesArrayV2", { enumerable: true, get: function () { return converter_1.convertTradeInitialAccFeesArray; } });
-Object.defineProperty(exports, "createBorrowingV2Context", { enumerable: true, get: function () { return converter_1.createBorrowingV2Context; } });
-Object.defineProperty(exports, "isValidBorrowingRateV2", { enumerable: true, get: function () { return converter_1.isValidBorrowingRate; } });
-Object.defineProperty(exports, "borrowingRateToAPRV2", { enumerable: true, get: function () { return converter_1.borrowingRateToAPR; } });
-Object.defineProperty(exports, "aprToBorrowingRateV2", { enumerable: true, get: function () { return converter_1.aprToBorrowingRate; } });
+var converter_2 = require("./borrowingV2/converter");
+Object.defineProperty(exports, "convertBorrowingFeeParamsV2", { enumerable: true, get: function () { return converter_2.convertBorrowingFeeParams; } });
+Object.defineProperty(exports, "convertBorrowingFeeParamsArrayV2", { enumerable: true, get: function () { return converter_2.convertBorrowingFeeParamsArray; } });
+Object.defineProperty(exports, "convertPairBorrowingFeeDataV2", { enumerable: true, get: function () { return converter_2.convertPairBorrowingFeeData; } });
+Object.defineProperty(exports, "convertPairBorrowingFeeDataArrayV2", { enumerable: true, get: function () { return converter_2.convertPairBorrowingFeeDataArray; } });
+Object.defineProperty(exports, "convertTradeInitialAccFeesV2", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFees; } });
+Object.defineProperty(exports, "convertTradeInitialAccFeesArrayV2", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFeesArray; } });
+Object.defineProperty(exports, "createBorrowingV2Context", { enumerable: true, get: function () { return converter_2.createBorrowingV2Context; } });
+Object.defineProperty(exports, "isValidBorrowingRateV2", { enumerable: true, get: function () { return converter_2.isValidBorrowingRate; } });
+Object.defineProperty(exports, "borrowingRateToAPRV2", { enumerable: true, get: function () { return converter_2.borrowingRateToAPR; } });
+Object.defineProperty(exports, "aprToBorrowingRateV2", { enumerable: true, get: function () { return converter_2.aprToBorrowingRate; } });
 // Contract utilities re-exported for convenience
-var borrowingFeesV2_1 = require("../../contracts/fetch/fees/borrowingFeesV2");
-Object.defineProperty(exports, "fetchBorrowingFeeParamsV2", { enumerable: true, get: function () { return borrowingFeesV2_1.fetchBorrowingFeeParamsV2; } });
-Object.defineProperty(exports, "fetchPairBorrowingFeeDataV2", { enumerable: true, get: function () { return borrowingFeesV2_1.fetchPairBorrowingFeeDataV2; } });
-Object.defineProperty(exports, "fetchTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return borrowingFeesV2_1.fetchTradeBorrowingFeesCollateralV2; } });
-Object.defineProperty(exports, "fetchPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return borrowingFeesV2_1.fetchPairPendingAccBorrowingFeesV2; } });
-Object.defineProperty(exports, "fetchAllBorrowingV2Data", { enumerable: true, get: function () { return borrowingFeesV2_1.fetchAllBorrowingV2Data; } });
-Object.defineProperty(exports, "createBorrowingV2ContextFromContract", { enumerable: true, get: function () { return borrowingFeesV2_1.createBorrowingV2ContextFromContract; } });
-Object.defineProperty(exports, "createBorrowingV2ContextFromArrays", { enumerable: true, get: function () { return borrowingFeesV2_1.createBorrowingV2ContextFromArrays; } });
-Object.defineProperty(exports, "fetchBorrowingV2DataForPairs", { enumerable: true, get: function () { return borrowingFeesV2_1.fetchBorrowingV2DataForPairs; } });
+var fetcher_1 = require("./borrowingV2/fetcher");
+Object.defineProperty(exports, "fetchBorrowingFeeParamsV2", { enumerable: true, get: function () { return fetcher_1.fetchBorrowingFeeParamsV2; } });
+Object.defineProperty(exports, "fetchPairBorrowingFeeDataV2", { enumerable: true, get: function () { return fetcher_1.fetchPairBorrowingFeeDataV2; } });
+Object.defineProperty(exports, "fetchTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return fetcher_1.fetchTradeBorrowingFeesCollateralV2; } });
+Object.defineProperty(exports, "fetchPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return fetcher_1.fetchPairPendingAccBorrowingFeesV2; } });
+Object.defineProperty(exports, "fetchAllBorrowingV2Data", { enumerable: true, get: function () { return fetcher_1.fetchAllBorrowingV2Data; } });
+Object.defineProperty(exports, "createBorrowingV2ContextFromContract", { enumerable: true, get: function () { return fetcher_1.createBorrowingV2ContextFromContract; } });
+Object.defineProperty(exports, "createBorrowingV2ContextFromArrays", { enumerable: true, get: function () { return fetcher_1.createBorrowingV2ContextFromArrays; } });
+Object.defineProperty(exports, "fetchBorrowingV2DataForPairs", { enumerable: true, get: function () { return fetcher_1.fetchBorrowingV2DataForPairs; } });
 // Funding Fees exports
 var fundingFees_1 = require("./fundingFees");
 Object.defineProperty(exports, "FundingFees", { enumerable: true, get: function () { return fundingFees_1.FundingFees; } });
@@ -60,17 +69,17 @@ Object.defineProperty(exports, "getPairPendingAccFundingFees", { enumerable: tru
 Object.defineProperty(exports, "getTradeFundingFeesCollateral", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFeesCollateral; } });
 Object.defineProperty(exports, "getTradeFundingFeesCollateralSimple", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFeesCollateralSimple; } });
 Object.defineProperty(exports, "getTradeFundingFees", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFees; } });
-var converter_2 = require("./fundingFees/converter");
-Object.defineProperty(exports, "convertFundingFeeParams", { enumerable: true, get: function () { return converter_2.convertFundingFeeParams; } });
-Object.defineProperty(exports, "convertFundingFeeParamsArray", { enumerable: true, get: function () { return converter_2.convertFundingFeeParamsArray; } });
-Object.defineProperty(exports, "convertPairFundingFeeData", { enumerable: true, get: function () { return converter_2.convertPairFundingFeeData; } });
-Object.defineProperty(exports, "convertPairFundingFeeDataArray", { enumerable: true, get: function () { return converter_2.convertPairFundingFeeDataArray; } });
-Object.defineProperty(exports, "convertPairGlobalParams", { enumerable: true, get: function () { return converter_2.convertPairGlobalParams; } });
-Object.defineProperty(exports, "convertPairGlobalParamsArray", { enumerable: true, get: function () { return converter_2.convertPairGlobalParamsArray; } });
-Object.defineProperty(exports, "convertTradeInitialAccFundingFees", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFundingFees; } });
-Object.defineProperty(exports, "createFundingFeeContext", { enumerable: true, get: function () { return converter_2.createFundingFeeContext; } });
-Object.defineProperty(exports, "isValidFundingRate", { enumerable: true, get: function () { return converter_2.isValidFundingRate; } });
-Object.defineProperty(exports, "fundingRateToAPR", { enumerable: true, get: function () { return converter_2.fundingRateToAPR; } });
-Object.defineProperty(exports, "aprToFundingRate", { enumerable: true, get: function () { return converter_2.aprToFundingRate; } });
-Object.defineProperty(exports, "calculateVelocityFromSkew", { enumerable: true, get: function () { return converter_2.calculateVelocityFromSkew; } });
-Object.defineProperty(exports, "FUNDING_FEES_PRECISION", { enumerable: true, get: function () { return converter_2.FUNDING_FEES_PRECISION; } });
+var converter_3 = require("./fundingFees/converter");
+Object.defineProperty(exports, "convertFundingFeeParams", { enumerable: true, get: function () { return converter_3.convertFundingFeeParams; } });
+Object.defineProperty(exports, "convertFundingFeeParamsArray", { enumerable: true, get: function () { return converter_3.convertFundingFeeParamsArray; } });
+Object.defineProperty(exports, "convertPairFundingFeeData", { enumerable: true, get: function () { return converter_3.convertPairFundingFeeData; } });
+Object.defineProperty(exports, "convertPairFundingFeeDataArray", { enumerable: true, get: function () { return converter_3.convertPairFundingFeeDataArray; } });
+Object.defineProperty(exports, "convertPairGlobalParams", { enumerable: true, get: function () { return converter_3.convertPairGlobalParams; } });
+Object.defineProperty(exports, "convertPairGlobalParamsArray", { enumerable: true, get: function () { return converter_3.convertPairGlobalParamsArray; } });
+Object.defineProperty(exports, "convertTradeInitialAccFundingFees", { enumerable: true, get: function () { return converter_3.convertTradeInitialAccFundingFees; } });
+Object.defineProperty(exports, "createFundingFeeContext", { enumerable: true, get: function () { return converter_3.createFundingFeeContext; } });
+Object.defineProperty(exports, "isValidFundingRate", { enumerable: true, get: function () { return converter_3.isValidFundingRate; } });
+Object.defineProperty(exports, "fundingRateToAPR", { enumerable: true, get: function () { return converter_3.fundingRateToAPR; } });
+Object.defineProperty(exports, "aprToFundingRate", { enumerable: true, get: function () { return converter_3.aprToFundingRate; } });
+Object.defineProperty(exports, "calculateVelocityFromSkew", { enumerable: true, get: function () { return converter_3.calculateVelocityFromSkew; } });
+Object.defineProperty(exports, "FUNDING_FEES_PRECISION", { enumerable: true, get: function () { return converter_3.FUNDING_FEES_PRECISION; } });

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

@@ -0,0 +1,54 @@
+/**
+ * @dev Converters for fee tier data between contract and SDK formats
+ * @dev All BigNumber values are normalized to floats with appropriate precision
+ */
+import { IFeeTiers } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
+import { FeeTier, TraderInfo, TraderEnrollment } from "./types";
+/**
+ * @dev Converts contract fee tier data to SDK format
+ * @param contractData Contract FeeTier struct
+ * @returns Normalized fee tier data
+ */
+export declare const convertFeeTier: (contractData: IFeeTiers.FeeTierStructOutput) => FeeTier;
+/**
+ * @dev Converts array of fee tiers from contract format
+ * @param contractDataArray Array of contract FeeTier structs
+ * @returns Array of normalized fee tiers
+ */
+export declare const convertFeeTierArray: (contractDataArray: IFeeTiers.FeeTierStructOutput[]) => FeeTier[];
+/**
+ * @dev Converts contract trader info to SDK format
+ * @param contractData Contract TraderInfo struct
+ * @returns Normalized trader info
+ */
+export declare const convertTraderInfo: (contractData: IFeeTiers.TraderInfoStructOutput) => TraderInfo;
+/**
+ * @dev Converts contract trader enrollment to SDK format
+ * @param contractData Contract TraderEnrollment struct
+ * @returns Normalized trader enrollment
+ */
+export declare const convertTraderEnrollment: (contractData: IFeeTiers.TraderEnrollmentStructOutput) => TraderEnrollment;
+/**
+ * @dev Converts the complete fee tiers configuration from contract format
+ * @param tiers Array of fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @returns Complete fee tiers configuration
+ */
+export declare const convertFeeTiersConfig: (tiers: IFeeTiers.FeeTierStructOutput[], groupVolumeMultipliers: readonly bigint[], currentDay: bigint) => {
+    tiers: FeeTier[];
+    groupVolumeMultipliers: number[];
+    currentDay: number;
+};
+/**
+ * @dev Converts trader's fee tier data from contract format
+ * @param traderInfo Trader info from contract
+ * @param traderDailyInfo Array of daily points info
+ * @param traderEnrollment Enrollment status from contract
+ * @returns Complete trader fee tier data
+ */
+export declare const convertTraderFeeTiersData: (traderInfo: IFeeTiers.TraderInfoStructOutput, traderDailyInfo: readonly bigint[], traderEnrollment: IFeeTiers.TraderEnrollmentStructOutput) => {
+    traderInfo: TraderInfo;
+    dailyPoints: number[];
+    traderEnrollment: TraderEnrollment;
+};

package/lib/trade/fees/tiers/converter.js

@@ -0,0 +1,81 @@
+"use strict";
+/**
+ * @dev Converters for fee tier data between contract and SDK formats
+ * @dev All BigNumber values are normalized to floats with appropriate precision
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertTraderFeeTiersData = exports.convertFeeTiersConfig = exports.convertTraderEnrollment = exports.convertTraderInfo = exports.convertFeeTierArray = exports.convertFeeTier = void 0;
+/**
+ * @dev Converts contract fee tier data to SDK format
+ * @param contractData Contract FeeTier struct
+ * @returns Normalized fee tier data
+ */
+const convertFeeTier = (contractData) => {
+    return {
+        feeMultiplier: Number(contractData.feeMultiplier) / 1e3,
+        pointsThreshold: Number(contractData.pointsThreshold) / 1e18, // Points in 1e18 precision
+    };
+};
+exports.convertFeeTier = convertFeeTier;
+/**
+ * @dev Converts array of fee tiers from contract format
+ * @param contractDataArray Array of contract FeeTier structs
+ * @returns Array of normalized fee tiers
+ */
+const convertFeeTierArray = (contractDataArray) => {
+    return contractDataArray.map(exports.convertFeeTier);
+};
+exports.convertFeeTierArray = convertFeeTierArray;
+/**
+ * @dev Converts contract trader info to SDK format
+ * @param contractData Contract TraderInfo struct
+ * @returns Normalized trader info
+ */
+const convertTraderInfo = (contractData) => {
+    return {
+        lastDayUpdated: Number(contractData.lastDayUpdated),
+        trailingPoints: Number(contractData.trailingPoints) / 1e18, // Points in 1e18 precision
+    };
+};
+exports.convertTraderInfo = convertTraderInfo;
+/**
+ * @dev Converts contract trader enrollment to SDK format
+ * @param contractData Contract TraderEnrollment struct
+ * @returns Normalized trader enrollment
+ */
+const convertTraderEnrollment = (contractData) => {
+    return {
+        status: Number(contractData.status),
+    };
+};
+exports.convertTraderEnrollment = convertTraderEnrollment;
+/**
+ * @dev Converts the complete fee tiers configuration from contract format
+ * @param tiers Array of fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @returns Complete fee tiers configuration
+ */
+const convertFeeTiersConfig = (tiers, groupVolumeMultipliers, currentDay) => {
+    return {
+        tiers: (0, exports.convertFeeTierArray)(tiers),
+        groupVolumeMultipliers: groupVolumeMultipliers.map(m => Number(m) / 1e3),
+        currentDay: Number(currentDay),
+    };
+};
+exports.convertFeeTiersConfig = convertFeeTiersConfig;
+/**
+ * @dev Converts trader's fee tier data from contract format
+ * @param traderInfo Trader info from contract
+ * @param traderDailyInfo Array of daily points info
+ * @param traderEnrollment Enrollment status from contract
+ * @returns Complete trader fee tier data
+ */
+const convertTraderFeeTiersData = (traderInfo, traderDailyInfo, traderEnrollment) => {
+    return {
+        traderInfo: (0, exports.convertTraderInfo)(traderInfo),
+        dailyPoints: traderDailyInfo.map(points => Number(points) / 1e18),
+        traderEnrollment: (0, exports.convertTraderEnrollment)(traderEnrollment),
+    };
+};
+exports.convertTraderFeeTiersData = convertTraderFeeTiersData;

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

@@ -1,6 +1,7 @@
 import { FeeTiers, TraderFeeTiers } from "../../types";
 import { FeeTier } from "./types";
 export * from "./types";
+export * from "./converter";
 export declare const TRAILING_PERIOD_DAYS = 30;
 export declare const FEE_MULTIPLIER_SCALE = 1;
 export declare const MAX_FEE_TIERS = 8;

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

@@ -17,6 +17,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getTraderFeeMultiplier = exports.calculateFeeAmount = exports.computeFeeMultiplier = exports.getFeeMultiplier = exports.getFeeTiersCount = exports.getCurrentDay = exports.MAX_FEE_TIERS = exports.FEE_MULTIPLIER_SCALE = exports.TRAILING_PERIOD_DAYS = void 0;
 const types_1 = require("./types");
 __exportStar(require("./types"), exports);
+__exportStar(require("./converter"), exports);
 exports.TRAILING_PERIOD_DAYS = 30;
 exports.FEE_MULTIPLIER_SCALE = 1;
 exports.MAX_FEE_TIERS = 8;

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

@@ -0,0 +1,18 @@
+/**
+ * @dev Trading fees context builder module
+ * @dev Provides builder functions for creating trading fee contexts
+ */
+import { Fee, GlobalTradeFeeParams } from "../../types";
+import { GlobalTradingVariablesType } from "src/backend/tradingVariables/types";
+/**
+ * @dev Sub-context for trading fees
+ */
+export type TradingFeesSubContext = {
+    fee: Fee;
+    globalTradeFeeParams: GlobalTradeFeeParams;
+    traderFeeMultiplier?: number;
+};
+/**
+ * @dev Builds trading fees sub-context
+ */
+export declare const buildTradingFeesContext: (globalTradingVariables: GlobalTradingVariablesType, pairIndex: number, traderFeeMultiplier?: number) => TradingFeesSubContext;

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

@@ -0,0 +1,20 @@
+"use strict";
+/**
+ * @dev Trading fees context builder module
+ * @dev Provides builder functions for creating trading fee contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTradingFeesContext = void 0;
+/**
+ * @dev Builds trading fees sub-context
+ */
+const buildTradingFeesContext = (globalTradingVariables, pairIndex, traderFeeMultiplier) => {
+    const { fees, pairs, globalTradeFeeParams } = globalTradingVariables;
+    const feeIndex = pairs[pairIndex].feeIndex;
+    return {
+        fee: fees[feeIndex],
+        globalTradeFeeParams: globalTradeFeeParams,
+        traderFeeMultiplier,
+    };
+};
+exports.buildTradingFeesContext = buildTradingFeesContext;

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

@@ -1,6 +1,7 @@
 /**
  * @dev Converters for trading fee data between contract and SDK formats
  */
+import { CounterTradeSettingsBackend } from "src/backend";
 import { CounterTradeSettings } from "../../types";
 import { GlobalTradeFeeParams } from "./types";
 /**
@@ -10,6 +11,7 @@ import { GlobalTradeFeeParams } from "./types";
  * @returns Normalized counter trade settings
  */
 export declare const convertCounterTradeSettings: (feeRateMultiplier: number, maxLeverage: number) => CounterTradeSettings;
+export declare const convertCounterTradeSettingsArray: (settings: CounterTradeSettingsBackend[]) => CounterTradeSettings[];
 /**
  * @dev Converts array of counter trade fee rate multipliers from contract
  * @param multipliers Array of fee rate multipliers (1e3 precision)

package/lib/trade/fees/trading/converter.js

@@ -3,7 +3,7 @@
  * @dev Converters for trading fee data between contract and SDK formats
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertGlobalTradeFeeParams = exports.convertCounterTradeFeeRateMultipliers = exports.convertCounterTradeSettings = void 0;
+exports.convertGlobalTradeFeeParams = exports.convertCounterTradeFeeRateMultipliers = exports.convertCounterTradeSettingsArray = exports.convertCounterTradeSettings = void 0;
 /**
  * @dev Converts contract counter trade settings to SDK format
  * @param feeRateMultiplier Fee rate multiplier from contract (1e3 precision)
@@ -17,6 +17,10 @@ const convertCounterTradeSettings = (feeRateMultiplier, maxLeverage) => {
     };
 };
 exports.convertCounterTradeSettings = convertCounterTradeSettings;
+const convertCounterTradeSettingsArray = (settings) => {
+    return settings.map(setting => (0, exports.convertCounterTradeSettings)(Number(setting.feeRateMultiplier), Number(setting.maxLeverage)));
+};
+exports.convertCounterTradeSettingsArray = convertCounterTradeSettingsArray;
 /**
  * @dev Converts array of counter trade fee rate multipliers from contract
  * @param multipliers Array of fee rate multipliers (1e3 precision)

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

@@ -0,0 +1,28 @@
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+import { Trade, TradeInfo, TradeFeesData } from "../../types";
+import { TradeHoldingFees } from "./types";
+import { ContractsVersion } from "../../../contracts/types";
+import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
+/**
+ * @dev Context for holding fees calculation with structured sub-contexts
+ */
+export type GetStructuredHoldingFeesContext = {
+    contractsVersion: ContractsVersion;
+    currentTimestamp: number;
+    collateralPriceUsd: number;
+    borrowingV1?: BorrowingV1SubContext;
+    borrowingV2?: BorrowingV2SubContext;
+    funding?: FundingFeesSubContext;
+};
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;