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

package/lib/trade/priceImpact/skew/converter.d.ts

@@ -3,7 +3,7 @@
  * @dev All BigNumber values are normalized to floats with appropriate precision
  */
 import { IPriceImpact } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
-import { PairOiToken, PairOiCollateral, SkewDepth, SkewPriceImpactContext } from "./types";
+import { PairOiToken, PairOiCollateral } from "./types";
 /**
  * @dev Converts contract pair OI token data to SDK format
  * @param contractData Contract pair OI token struct
@@ -31,47 +31,16 @@ export declare const convertPairOiCollateral: (contractData: IPriceImpact.PairOi
  */
 export declare const convertPairOiCollateralArray: (contractDataArray: IPriceImpact.PairOiCollateralStruct[], collateralDecimals: number[]) => PairOiCollateral[];
 /**
- * @dev Normalizes skew depth from contract format
- * @param depth Skew depth from contract (in collateral wei)
- * @param collateralDecimals Number of decimals for the collateral
- * @returns Normalized skew depth
+ * @dev Converts skew depth from contract format to SDK format
+ * @param depth Skew depth from contract (in token units with 1e18 precision)
+ * @returns Normalized skew depth in tokens
  */
-export declare const normalizeSkewDepth: (depth: bigint | number | string, collateralDecimals: number) => number;
+export declare const convertSkewDepth: (depth: string) => number;
 /**
- * @dev Creates a skew depth object
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param depth Normalized depth value
- * @returns Skew depth object
+ * @dev Converts array of skew depths from contract format to SDK format
+ * @param depths Array of skew depths from contract (in token units with 1e18 precision)
+ * @returns Object mapping pair index to normalized depth
  */
-export declare const createSkewDepth: (collateralIndex: number, pairIndex: number, depth: number) => SkewDepth;
-/**
- * @dev Creates skew price impact context from arrays of data
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param skewDepths Array of normalized skew depths
- * @param pairOiTokens Array of pair OI token data
- * @returns Complete skew price impact context
- */
-export declare const createSkewPriceImpactContext: (collateralIndices: number[], pairIndices: number[], skewDepths: number[], pairOiTokens: PairOiToken[]) => SkewPriceImpactContext;
-/**
- * @dev Validates skew depth is within reasonable bounds
- * @param depth Normalized skew depth
- * @param minDepth Minimum allowed depth (default: 0)
- * @param maxDepth Maximum allowed depth (default: 1e12)
- * @returns Whether depth is valid
- */
-export declare const isValidSkewDepth: (depth: number, minDepth?: number, maxDepth?: number) => boolean;
-/**
- * @dev Converts contract skew depths array to normalized values
- * @param contractDepths Array of depths from contract
- * @param collateralDecimals Array of decimals for each collateral
- * @returns Array of normalized depths
- */
-export declare const convertSkewDepthsArray: (contractDepths: Array<bigint | number | string>, collateralDecimals: number[]) => number[];
-/**
- * @dev Merges multiple contexts into one
- * @param contexts Array of contexts to merge
- * @returns Merged context
- */
-export declare const mergeSkewPriceImpactContexts: (contexts: SkewPriceImpactContext[]) => SkewPriceImpactContext;
+export declare const convertPairSkewDepths: (depths: string[]) => {
+    [pairIndex: number]: number;
+};

package/lib/trade/priceImpact/skew/converter.js

@@ -4,7 +4,7 @@
  * @dev All BigNumber values are normalized to floats with appropriate precision
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.mergeSkewPriceImpactContexts = exports.convertSkewDepthsArray = exports.isValidSkewDepth = exports.createSkewPriceImpactContext = exports.createSkewDepth = exports.normalizeSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = void 0;
+exports.convertPairSkewDepths = exports.convertSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = void 0;
 /**
  * @dev Converts contract pair OI token data to SDK format
  * @param contractData Contract pair OI token struct
@@ -55,117 +55,27 @@ const convertPairOiCollateralArray = (contractDataArray, collateralDecimals) =>
 };
 exports.convertPairOiCollateralArray = convertPairOiCollateralArray;
 /**
- * @dev Normalizes skew depth from contract format
- * @param depth Skew depth from contract (in collateral wei)
- * @param collateralDecimals Number of decimals for the collateral
- * @returns Normalized skew depth
+ * @dev Converts skew depth from contract format to SDK format
+ * @param depth Skew depth from contract (in token units with 1e18 precision)
+ * @returns Normalized skew depth in tokens
  */
-const normalizeSkewDepth = (depth, collateralDecimals) => {
-    const divisor = Math.pow(10, collateralDecimals);
-    return Number(depth) / divisor;
-};
-exports.normalizeSkewDepth = normalizeSkewDepth;
-/**
- * @dev Creates a skew depth object
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param depth Normalized depth value
- * @returns Skew depth object
- */
-const createSkewDepth = (collateralIndex, pairIndex, depth) => {
-    return {
-        collateralIndex,
-        pairIndex,
-        depth,
-    };
-};
-exports.createSkewDepth = createSkewDepth;
-/**
- * @dev Creates skew price impact context from arrays of data
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param skewDepths Array of normalized skew depths
- * @param pairOiTokens Array of pair OI token data
- * @returns Complete skew price impact context
- */
-const createSkewPriceImpactContext = (collateralIndices, pairIndices, skewDepths, pairOiTokens) => {
-    if (collateralIndices.length !== pairIndices.length ||
-        pairIndices.length !== skewDepths.length ||
-        skewDepths.length !== pairOiTokens.length) {
-        throw new Error("All input arrays must have the same length");
-    }
-    const context = {
-        skewDepths: {},
-        pairOiTokens: {},
-    };
-    // Build nested objects indexed by collateralIndex and pairIndex
-    for (let i = 0; i < collateralIndices.length; i++) {
-        const collateralIndex = collateralIndices[i];
-        const pairIndex = pairIndices[i];
-        // Initialize collateral index objects if they don't exist
-        if (!context.skewDepths[collateralIndex]) {
-            context.skewDepths[collateralIndex] = {};
-        }
-        if (!context.pairOiTokens[collateralIndex]) {
-            context.pairOiTokens[collateralIndex] = {};
-        }
-        // Store data
-        context.skewDepths[collateralIndex][pairIndex] = skewDepths[i];
-        context.pairOiTokens[collateralIndex][pairIndex] = pairOiTokens[i];
-    }
-    return context;
-};
-exports.createSkewPriceImpactContext = createSkewPriceImpactContext;
-/**
- * @dev Validates skew depth is within reasonable bounds
- * @param depth Normalized skew depth
- * @param minDepth Minimum allowed depth (default: 0)
- * @param maxDepth Maximum allowed depth (default: 1e12)
- * @returns Whether depth is valid
- */
-const isValidSkewDepth = (depth, minDepth = 0, maxDepth = 1e12) => {
-    return depth >= minDepth && depth <= maxDepth;
-};
-exports.isValidSkewDepth = isValidSkewDepth;
-/**
- * @dev Converts contract skew depths array to normalized values
- * @param contractDepths Array of depths from contract
- * @param collateralDecimals Array of decimals for each collateral
- * @returns Array of normalized depths
- */
-const convertSkewDepthsArray = (contractDepths, collateralDecimals) => {
-    if (contractDepths.length !== collateralDecimals.length) {
-        throw new Error("Contract depths array and collateral decimals array must have the same length");
-    }
-    return contractDepths.map((depth, index) => (0, exports.normalizeSkewDepth)(depth, collateralDecimals[index]));
+const convertSkewDepth = (depth) => {
+    // Token depths are always stored with 1e18 precision in the contract
+    return Number(depth) / 1e18;
 };
-exports.convertSkewDepthsArray = convertSkewDepthsArray;
+exports.convertSkewDepth = convertSkewDepth;
 /**
- * @dev Merges multiple contexts into one
- * @param contexts Array of contexts to merge
- * @returns Merged context
+ * @dev Converts array of skew depths from contract format to SDK format
+ * @param depths Array of skew depths from contract (in token units with 1e18 precision)
+ * @returns Object mapping pair index to normalized depth
  */
-const mergeSkewPriceImpactContexts = (contexts) => {
-    const merged = {
-        skewDepths: {},
-        pairOiTokens: {},
-    };
-    for (const context of contexts) {
-        // Merge skew depths
-        for (const collateralIndex in context.skewDepths) {
-            if (!merged.skewDepths[collateralIndex]) {
-                merged.skewDepths[collateralIndex] = {};
-            }
-            Object.assign(merged.skewDepths[collateralIndex], context.skewDepths[collateralIndex]);
-        }
-        // Merge pair OI tokens
-        for (const collateralIndex in context.pairOiTokens) {
-            if (!merged.pairOiTokens[collateralIndex]) {
-                merged.pairOiTokens[collateralIndex] = {};
-            }
-            Object.assign(merged.pairOiTokens[collateralIndex], context.pairOiTokens[collateralIndex]);
+const convertPairSkewDepths = (depths) => {
+    const result = {};
+    depths.forEach((depth, index) => {
+        if (depth && depth !== "0") {
+            result[index] = (0, exports.convertSkewDepth)(depth);
         }
-    }
-    return merged;
+    });
+    return result;
 };
-exports.mergeSkewPriceImpactContexts = mergeSkewPriceImpactContexts;
+exports.convertPairSkewDepths = convertPairSkewDepths;

package/lib/{contracts/fetch/priceImpact/skew.d.ts → trade/priceImpact/skew/fetcher.d.ts}

@@ -1,5 +1,5 @@
-import type { GNSMultiCollatDiamond } from "../../types/generated";
-import type { PairOiToken, SkewPriceImpactContext } from "../../../trade/priceImpact";
+import type { GNSMultiCollatDiamond } from "../../../contracts/types/generated";
+import type { PairOiToken, SkewPriceImpactContext } from "./types";
 /**
  * @dev Fetches pair open interest in tokens for a specific pair
  * @param contract GNSMultiCollatDiamond contract instance
@@ -21,28 +21,25 @@ export declare const fetchPairOisAfterV10Token: (contract: GNSMultiCollatDiamond
  * @param contract GNSMultiCollatDiamond contract instance
  * @param collateralIndex Collateral index
  * @param pairIndex Pair index
- * @param collateralDecimals Number of decimals for the collateral
  * @returns Promise resolving to normalized skew depth
  */
-export declare const fetchPairSkewDepth: (contract: GNSMultiCollatDiamond, collateralIndex: number, pairIndex: number, collateralDecimals: number) => Promise<number>;
+export declare const fetchPairSkewDepth: (contract: GNSMultiCollatDiamond, collateralIndex: number, pairIndex: number) => Promise<number>;
 /**
  * @dev Fetches skew depths for multiple pairs
  * @param contract GNSMultiCollatDiamond contract instance
  * @param collateralIndices Array of collateral indices
  * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
  * @returns Promise resolving to array of normalized skew depths
  */
-export declare const fetchPairSkewDepths: (contract: GNSMultiCollatDiamond, collateralIndices: number[], pairIndices: number[], collateralDecimals: number[]) => Promise<number[]>;
+export declare const fetchPairSkewDepths: (contract: GNSMultiCollatDiamond, collateralIndices: number[], pairIndices: number[]) => Promise<number[]>;
 /**
- * @dev Fetches complete skew price impact context for multiple pairs
+ * @dev Fetches skew price impact context for a single pair
  * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to complete skew price impact context
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @returns Promise resolving to skew price impact context
  */
-export declare const fetchSkewPriceImpactContext: (contract: GNSMultiCollatDiamond, collateralIndices: number[], pairIndices: number[], collateralDecimals: number[]) => Promise<SkewPriceImpactContext>;
+export declare const fetchSkewPriceImpactContext: (contract: GNSMultiCollatDiamond, collateralIndex: number, pairIndex: number) => Promise<SkewPriceImpactContext>;
 /**
  * @dev Fetches collateral decimals for given collateral indices
  * @param contract GNSMultiCollatDiamond contract instance

package/lib/{contracts/fetch/priceImpact/skew.js → trade/priceImpact/skew/fetcher.js}

@@ -10,7 +10,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.calculateTradeSkewPriceImpact = exports.fetchCollateralDecimals = exports.fetchSkewPriceImpactContext = exports.fetchPairSkewDepths = exports.fetchPairSkewDepth = exports.fetchPairOisAfterV10Token = exports.fetchPairOiAfterV10Token = void 0;
-const priceImpact_1 = require("../../../trade/priceImpact");
+const converter_1 = require("./converter");
 /**
  * @dev Fetches pair open interest in tokens for a specific pair
  * @param contract GNSMultiCollatDiamond contract instance
@@ -21,7 +21,7 @@ const priceImpact_1 = require("../../../trade/priceImpact");
 const fetchPairOiAfterV10Token = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         const contractData = yield contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
-        return (0, priceImpact_1.convertPairOiToken)(contractData);
+        return (0, converter_1.convertPairOiToken)(contractData);
     }
     catch (error) {
         console.error("Error fetching pair OI token:", error);
@@ -42,7 +42,7 @@ const fetchPairOisAfterV10Token = (contract, collateralIndices, pairIndices) =>
     }
     try {
         const contractDataArray = yield contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
-        return contractDataArray.map(priceImpact_1.convertPairOiToken);
+        return contractDataArray.map(converter_1.convertPairOiToken);
     }
     catch (error) {
         console.error("Error fetching pair OIs token:", error);
@@ -55,13 +55,13 @@ exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
  * @param contract GNSMultiCollatDiamond contract instance
  * @param collateralIndex Collateral index
  * @param pairIndex Pair index
- * @param collateralDecimals Number of decimals for the collateral
  * @returns Promise resolving to normalized skew depth
  */
-const fetchPairSkewDepth = (contract, collateralIndex, pairIndex, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
-        return (0, priceImpact_1.normalizeSkewDepth)(contractDepth.toBigInt(), collateralDecimals);
+        // Token depths are always 1e18 precision
+        return (0, converter_1.convertSkewDepth)(contractDepth.toString());
     }
     catch (error) {
         console.error("Error fetching skew depth:", error);
@@ -74,17 +74,16 @@ exports.fetchPairSkewDepth = fetchPairSkewDepth;
  * @param contract GNSMultiCollatDiamond contract instance
  * @param collateralIndices Array of collateral indices
  * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
  * @returns Promise resolving to array of normalized skew depths
  */
-const fetchPairSkewDepths = (contract, collateralIndices, pairIndices, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
-    if (collateralIndices.length !== pairIndices.length ||
-        pairIndices.length !== collateralDecimals.length) {
+const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+    if (collateralIndices.length !== pairIndices.length) {
         throw new Error("All input arrays must have the same length");
     }
     try {
         const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
-        return contractDepths.map((depth, i) => (0, priceImpact_1.normalizeSkewDepth)(depth.toBigInt(), collateralDecimals[i]));
+        // Token depths are always 1e18 precision
+        return contractDepths.map(depth => (0, converter_1.convertSkewDepth)(depth.toString()));
     }
     catch (error) {
         console.error("Error fetching skew depths:", error);
@@ -93,21 +92,23 @@ const fetchPairSkewDepths = (contract, collateralIndices, pairIndices, collatera
 });
 exports.fetchPairSkewDepths = fetchPairSkewDepths;
 /**
- * @dev Fetches complete skew price impact context for multiple pairs
+ * @dev Fetches skew price impact context for a single pair
  * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to complete skew price impact context
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @returns Promise resolving to skew price impact context
  */
-const fetchSkewPriceImpactContext = (contract, collateralIndices, pairIndices, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchSkewPriceImpactContext = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        // Fetch OI data and skew depths in parallel
-        const [pairOiTokens, skewDepths] = yield Promise.all([
-            (0, exports.fetchPairOisAfterV10Token)(contract, collateralIndices, pairIndices),
-            (0, exports.fetchPairSkewDepths)(contract, collateralIndices, pairIndices, collateralDecimals),
+        // Fetch OI data and skew depth in parallel
+        const [pairOiToken, skewDepth] = yield Promise.all([
+            (0, exports.fetchPairOiAfterV10Token)(contract, collateralIndex, pairIndex),
+            (0, exports.fetchPairSkewDepth)(contract, collateralIndex, pairIndex),
         ]);
-        return (0, priceImpact_1.createSkewPriceImpactContext)(collateralIndices, pairIndices, skewDepths, pairOiTokens);
+        return {
+            skewDepth,
+            pairOiToken,
+        };
     }
     catch (error) {
         console.error("Error fetching skew price impact context:", error);

package/lib/trade/priceImpact/skew/index.d.ts

@@ -2,7 +2,7 @@
  * @dev Skew price impact calculations for v10+ trades
  * @dev Based on formula: (existingSkew + tradeSize/2) / skewDepth
  */
-import { PairOiToken, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpactContext, TradeSkewParams } from "./types";
+import { PairOiToken, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpactContext } from "./types";
 /**
  * @dev Calculates net skew in tokens (long - short)
  * @param pairOi Pair OI data with long and short token amounts
@@ -10,10 +10,10 @@ import { PairOiToken, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpa
  */
 export declare const getNetSkewToken: (pairOi: PairOiToken) => number;
 /**
- * @dev Calculates net skew in collateral tokens
+ * @dev Calculates net skew in collateral
  * @param netSkewToken Net skew in tokens
  * @param currentPrice Current pair price
- * @returns Net skew in collateral tokens
+ * @returns Net skew in collateral
  */
 export declare const getNetSkewCollateral: (netSkewToken: number, currentPrice: number) => number;
 /**
@@ -27,25 +27,18 @@ export declare const getTradeSkewDirection: (long: boolean, open: boolean) => bo
  * @dev Core skew price impact calculation
  * @param existingSkewToken Current net skew in tokens (signed)
  * @param tradeSizeToken Trade size in tokens (always positive)
- * @param skewDepth Skew depth in collateral tokens
- * @param tradeIncreasesSkew Whether trade increases skew in its direction
+ * @param skewDepth Skew depth in tokens
+ * @param tradePositiveSkew Whether trade increases skew in its direction
  * @returns Price impact percentage (can be positive or negative)
  */
-export declare const calculateSkewPriceImpactP: (existingSkewToken: number, tradeSizeToken: number, skewDepth: number, tradeIncreasesSkew: boolean) => number;
+export declare const calculateSkewPriceImpactP: (existingSkewToken: number, tradeSizeToken: number, skewDepth: number, tradePositiveSkew: boolean) => number;
 /**
  * @dev Main function to calculate skew price impact for a trade
- * @param context Skew price impact context with depths and OI data
  * @param input Trade parameters
+ * @param context Skew price impact context with depths and OI data
  * @returns Skew price impact result
  */
-export declare const getTradeSkewPriceImpact: (context: SkewPriceImpactContext, input: SkewPriceImpactInput) => SkewPriceImpactResult;
-/**
- * @dev Calculate skew price impact for a trade with all parameters
- * @param params Trade parameters including price and version checks
- * @param context Skew price impact context
- * @returns Price impact percentage or 0 if not applicable
- */
-export declare const getTradeSkewPriceImpactWithChecks: (params: TradeSkewParams, context: SkewPriceImpactContext) => number;
+export declare const getTradeSkewPriceImpact: (input: SkewPriceImpactInput, context: SkewPriceImpactContext) => SkewPriceImpactResult;
 /**
  * @dev Calculate position sizes for partial operations
  * @param originalSizeCollateral Original position size in collateral
@@ -55,3 +48,6 @@ export declare const getTradeSkewPriceImpactWithChecks: (params: TradeSkewParams
  */
 export declare const calculatePartialSizeToken: (originalSizeCollateral: number, deltaCollateral: number, originalSizeToken: number) => number;
 export * as SkewPriceImpact from "./types";
+export * from "./converter";
+export * from "./builder";
+export * from "./fetcher";

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

@@ -26,9 +26,11 @@ 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.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = void 0;
-const utils_1 = require("../../utils");
+exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = void 0;
 // Constants
 const PRICE_IMPACT_DIVIDER = 2; // Half price impact to match cumulative volume impact scale
 /**
@@ -41,10 +43,10 @@ const getNetSkewToken = (pairOi) => {
 };
 exports.getNetSkewToken = getNetSkewToken;
 /**
- * @dev Calculates net skew in collateral tokens
+ * @dev Calculates net skew in collateral
  * @param netSkewToken Net skew in tokens
  * @param currentPrice Current pair price
- * @returns Net skew in collateral tokens
+ * @returns Net skew in collateral
  */
 const getNetSkewCollateral = (netSkewToken, currentPrice) => {
     return netSkewToken * currentPrice;
@@ -66,49 +68,40 @@ exports.getTradeSkewDirection = getTradeSkewDirection;
  * @dev Core skew price impact calculation
  * @param existingSkewToken Current net skew in tokens (signed)
  * @param tradeSizeToken Trade size in tokens (always positive)
- * @param skewDepth Skew depth in collateral tokens
- * @param tradeIncreasesSkew Whether trade increases skew in its direction
+ * @param skewDepth Skew depth in tokens
+ * @param tradePositiveSkew Whether trade increases skew in its direction
  * @returns Price impact percentage (can be positive or negative)
  */
-const calculateSkewPriceImpactP = (existingSkewToken, tradeSizeToken, skewDepth, tradeIncreasesSkew) => {
+const calculateSkewPriceImpactP = (existingSkewToken, tradeSizeToken, skewDepth, tradePositiveSkew) => {
     if (skewDepth === 0) {
         return 0; // No impact if depth is 0
     }
     // Convert signed values based on trade direction
-    const tradeSkewMultiplier = tradeIncreasesSkew ? 1 : -1;
+    const tradeSkewMultiplier = tradePositiveSkew ? 1 : -1;
     const signedExistingSkew = existingSkewToken;
     const signedTradeSize = tradeSizeToken * tradeSkewMultiplier;
-    // Formula: (existingSkew + tradeSize/2) / skewDepth
+    // (existingSkew + tradeSize/2) / skewDepth
     const numerator = signedExistingSkew + signedTradeSize / 2;
-    const priceImpactP = (numerator / skewDepth) * 100; // Convert to percentage
+    const priceImpactP = numerator / skewDepth;
     // Apply divider to match cumulative volume impact scale
     return priceImpactP / PRICE_IMPACT_DIVIDER;
 };
 exports.calculateSkewPriceImpactP = calculateSkewPriceImpactP;
 /**
  * @dev Main function to calculate skew price impact for a trade
- * @param context Skew price impact context with depths and OI data
  * @param input Trade parameters
+ * @param context Skew price impact context with depths and OI data
  * @returns Skew price impact result
  */
-const getTradeSkewPriceImpact = (context, input) => {
-    var _a, _b;
-    // Get skew depth for the pair
-    const skewDepth = (_a = context.skewDepths[input.collateralIndex]) === null || _a === void 0 ? void 0 : _a[input.pairIndex];
-    if (skewDepth === undefined) {
-        throw new Error(`Missing skew depth for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
-    }
-    // Get pair OI data
-    const pairOi = (_b = context.pairOiTokens[input.collateralIndex]) === null || _b === void 0 ? void 0 : _b[input.pairIndex];
-    if (!pairOi) {
-        throw new Error(`Missing pair OI data for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
-    }
+const getTradeSkewPriceImpact = (input, context) => {
+    // Get skew depth and pair OI from simplified context
+    const { skewDepth, pairOiToken: pairOi } = context;
     // Calculate net skew
     const netSkewToken = (0, exports.getNetSkewToken)(pairOi);
-    // Determine trade direction impact
-    const tradeIncreasesSkew = (0, exports.getTradeSkewDirection)(input.long, input.open);
+    // Determine trade direction
+    const tradePositiveSkew = (0, exports.getTradeSkewDirection)(input.long, input.open);
     // Calculate price impact
-    const priceImpactP = (0, exports.calculateSkewPriceImpactP)(netSkewToken, input.positionSizeToken, skewDepth, tradeIncreasesSkew);
+    const priceImpactP = (0, exports.calculateSkewPriceImpactP)(netSkewToken, input.positionSizeToken, skewDepth, tradePositiveSkew);
     // Determine trade direction relative to skew
     let tradeDirection;
     if (priceImpactP > 0) {
@@ -128,34 +121,6 @@ const getTradeSkewPriceImpact = (context, input) => {
     };
 };
 exports.getTradeSkewPriceImpact = getTradeSkewPriceImpact;
-/**
- * @dev Calculate skew price impact for a trade with all parameters
- * @param params Trade parameters including price and version checks
- * @param context Skew price impact context
- * @returns Price impact percentage or 0 if not applicable
- */
-const getTradeSkewPriceImpactWithChecks = (params, context) => {
-    // v10+ trades only
-    if (params.contractsVersion < 10) {
-        return 0;
-    }
-    // Counter trades don't pay skew impact
-    if (params.isCounterTrade) {
-        return 0;
-    }
-    // Calculate position size in tokens
-    const positionSizeToken = (0, utils_1.calculatePositionSizeToken)(params.positionSizeCollateral, params.currentPrice);
-    // Get skew price impact
-    const result = (0, exports.getTradeSkewPriceImpact)(context, {
-        collateralIndex: params.collateralIndex,
-        pairIndex: params.pairIndex,
-        long: params.long,
-        open: params.open,
-        positionSizeToken,
-    });
-    return result.priceImpactP;
-};
-exports.getTradeSkewPriceImpactWithChecks = getTradeSkewPriceImpactWithChecks;
 /**
  * @dev Calculate position sizes for partial operations
  * @param originalSizeCollateral Original position size in collateral
@@ -173,3 +138,6 @@ const calculatePartialSizeToken = (originalSizeCollateral, deltaCollateral, orig
 exports.calculatePartialSizeToken = calculatePartialSizeToken;
 // Export namespace for types
 exports.SkewPriceImpact = __importStar(require("./types"));
+__exportStar(require("./converter"), exports);
+__exportStar(require("./builder"), exports);
+__exportStar(require("./fetcher"), exports);

package/lib/trade/priceImpact/skew/types.d.ts

@@ -9,11 +9,6 @@ export type PairOiCollateral = {
     oiLongCollateral: number;
     oiShortCollateral: number;
 };
-export type SkewDepth = {
-    collateralIndex: number;
-    pairIndex: number;
-    depth: number;
-};
 export type SkewPriceImpactInput = {
     collateralIndex: number;
     pairIndex: number;
@@ -28,16 +23,8 @@ export type SkewPriceImpactResult = {
     tradeDirection: "increase" | "decrease" | "neutral";
 };
 export type SkewPriceImpactContext = {
-    skewDepths: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    };
-    pairOiTokens: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: PairOiToken;
-        };
-    };
+    skewDepth: number;
+    pairOiToken: PairOiToken;
 };
 export type TradeSkewParams = {
     collateralIndex: number;

package/lib/trade/spread.d.ts

@@ -1,18 +1,5 @@
-import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor, UserPriceImpact } from "./types";
-import { ContractsVersion } from "../contracts/types";
-export type SpreadContext = {
-    isOpen?: boolean;
-    isPnlPositive?: boolean;
-    createdBlock?: number;
-    liquidationParams?: LiquidationParams | undefined;
-    currentBlock?: number | undefined;
-    contractsVersion?: ContractsVersion | undefined;
-    protectionCloseFactorWhitelist?: boolean;
-    userPriceImpact?: UserPriceImpact | undefined;
-} & Partial<PairFactor>;
-export declare const getProtectionCloseFactor: (spreadCtx: SpreadContext | undefined) => number;
-export declare const isProtectionCloseFactorActive: (spreadCtx: SpreadContext | undefined) => boolean | undefined;
-export declare const getCumulativeFactor: (spreadCtx: SpreadContext | undefined) => number;
-export declare const getLegacyFactor: (spreadCtx: SpreadContext | undefined) => number;
-export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, spreadCtx?: SpreadContext | undefined) => number;
-export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation?: boolean | undefined, liquidationParams?: LiquidationParams | undefined, userPriceImpact?: UserPriceImpact | undefined) => number;
+/**
+ * @dev Pure spread calculations without price impact
+ * @dev For price impact calculations, see priceImpact module
+ */
+export { getSpreadWithPriceImpactP, getSpreadWithCumulVolPriceImpactP, getTradeCumulVolPriceImpactP, getCumulVolPriceImpact, getProtectionCloseFactor, isProtectionCloseFactorActive, getCumulativeFactor, getLegacyFactor, getFixedSpreadP, getSpreadP, CumulVolContext as SpreadContext, } from "./priceImpact/cumulVol";