@gainsnetwork/sdk 0.0.0-v10.rc2 → 0.0.0-v10.rc4

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 __1 = require("..");
 /**
  * @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, __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(__1.convertPairOiToken);
     }
     catch (error) {
         console.error("Error fetching pair OIs token:", error);
@@ -61,7 +61,7 @@ exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
 const fetchPairSkewDepth = (contract, collateralIndex, pairIndex, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
-        return (0, priceImpact_1.normalizeSkewDepth)(contractDepth.toBigInt(), collateralDecimals);
+        return (0, __1.normalizeSkewDepth)(contractDepth.toBigInt(), collateralDecimals);
     }
     catch (error) {
         console.error("Error fetching skew depth:", error);
@@ -84,7 +84,7 @@ const fetchPairSkewDepths = (contract, collateralIndices, pairIndices, collatera
     }
     try {
         const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
-        return contractDepths.map((depth, i) => (0, priceImpact_1.normalizeSkewDepth)(depth.toBigInt(), collateralDecimals[i]));
+        return contractDepths.map((depth, i) => (0, __1.normalizeSkewDepth)(depth.toBigInt(), collateralDecimals[i]));
     }
     catch (error) {
         console.error("Error fetching skew depths:", error);
@@ -107,7 +107,7 @@ const fetchSkewPriceImpactContext = (contract, collateralIndices, pairIndices, c
             (0, exports.fetchPairOisAfterV10Token)(contract, collateralIndices, pairIndices),
             (0, exports.fetchPairSkewDepths)(contract, collateralIndices, pairIndices, collateralDecimals),
         ]);
-        return (0, priceImpact_1.createSkewPriceImpactContext)(collateralIndices, pairIndices, skewDepths, pairOiTokens);
+        return (0, __1.createSkewPriceImpactContext)(collateralIndices, pairIndices, skewDepths, pairOiTokens);
     }
     catch (error) {
         console.error("Error fetching skew price impact context:", error);

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

@@ -55,3 +55,4 @@ export declare const getTradeSkewPriceImpactWithChecks: (params: TradeSkewParams
  */
 export declare const calculatePartialSizeToken: (originalSizeCollateral: number, deltaCollateral: number, originalSizeToken: number) => number;
 export * as SkewPriceImpact from "./types";
+export * from "./fetcher";

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

@@ -26,6 +26,9 @@ 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");
@@ -173,3 +176,4 @@ const calculatePartialSizeToken = (originalSizeCollateral, deltaCollateral, orig
 exports.calculatePartialSizeToken = calculatePartialSizeToken;
 // Export namespace for types
 exports.SkewPriceImpact = __importStar(require("./types"));
+__exportStar(require("./fetcher"), exports);

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";

package/lib/trade/spread.js

@@ -1,108 +1,19 @@
 "use strict";
+/**
+ * @dev Pure spread calculations without price impact
+ * @dev For price impact calculations, see priceImpact module
+ */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = void 0;
-const oiWindows_1 = require("./oiWindows");
-const constants_1 = require("../constants");
-const types_1 = require("../contracts/types");
-const getProtectionCloseFactor = (spreadCtx) => {
-    var _a;
-    const protectionCloseFactor = spreadCtx === undefined ||
-        spreadCtx.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ||
-        spreadCtx.isOpen === undefined ||
-        spreadCtx.isPnlPositive === undefined ||
-        spreadCtx.protectionCloseFactor === undefined ||
-        (0, exports.isProtectionCloseFactorActive)(spreadCtx) !== true
-        ? constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR
-        : spreadCtx.protectionCloseFactor;
-    const protectionCloseFactorMultiplier = ((_a = spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.userPriceImpact) === null || _a === void 0 ? void 0 : _a.cumulVolPriceImpactMultiplier) !== undefined &&
-        spreadCtx.userPriceImpact.cumulVolPriceImpactMultiplier > 0
-        ? spreadCtx.userPriceImpact.cumulVolPriceImpactMultiplier
-        : 1;
-    return protectionCloseFactor * protectionCloseFactorMultiplier;
-};
-exports.getProtectionCloseFactor = getProtectionCloseFactor;
-const isProtectionCloseFactorActive = (spreadCtx) => {
-    if (spreadCtx === undefined ||
-        spreadCtx.currentBlock === undefined ||
-        spreadCtx.createdBlock === undefined ||
-        spreadCtx.protectionCloseFactorBlocks === undefined ||
-        spreadCtx.protectionCloseFactor === undefined) {
-        return undefined;
-    }
-    return (spreadCtx.isPnlPositive === true &&
-        spreadCtx.isOpen === false &&
-        spreadCtx.protectionCloseFactor > 0 &&
-        spreadCtx.currentBlock <=
-            spreadCtx.createdBlock + spreadCtx.protectionCloseFactorBlocks &&
-        spreadCtx.protectionCloseFactorWhitelist !== true);
-};
-exports.isProtectionCloseFactorActive = isProtectionCloseFactorActive;
-const getCumulativeFactor = (spreadCtx) => {
-    if (spreadCtx === undefined ||
-        spreadCtx.cumulativeFactor === undefined ||
-        spreadCtx.cumulativeFactor === 0) {
-        return constants_1.DEFAULT_CUMULATIVE_FACTOR;
-    }
-    return spreadCtx.cumulativeFactor;
-};
-exports.getCumulativeFactor = getCumulativeFactor;
-const getLegacyFactor = (spreadCtx) => {
-    return (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
-};
-exports.getLegacyFactor = getLegacyFactor;
-const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, spreadCtx) => {
-    if (pairSpreadP === undefined) {
-        return 0;
-    }
-    if (
-    // No spread or price impact when closing pre-v9.2 trades
-    ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === false &&
-        (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) ||
-        // No spread or price impact for opens when `pair.exemptOnOpen` is true
-        ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === true && (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.exemptOnOpen) === true) ||
-        // No spread or price impact for closes after `protectionCloseFactor` has expired
-        // when `pair.exemptAfterProtectionCloseFactor` is true
-        ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === false &&
-            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.exemptAfterProtectionCloseFactor) === true &&
-            (0, exports.isProtectionCloseFactorActive)(spreadCtx) !== true)) {
-        return 0;
-    }
-    const onePercentDepth = buy
-        ? // if `long`
-            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false // assumes it's an open unless it's explicitly false
-                ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd
-                : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
-        : // if `short`
-            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false
-                ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
-                : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd;
-    let activeOi = undefined;
-    if (oiWindowsSettings !== undefined) {
-        activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(oiWindowsSettings), oiWindowsSettings.windowsCount, oiWindows, (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false ? buy : !buy);
-    }
-    if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
-        return pairSpreadP / 2;
-    }
-    return ((0, exports.getSpreadP)(pairSpreadP, undefined, undefined, spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.userPriceImpact) +
-        ((activeOi * (0, exports.getCumulativeFactor)(spreadCtx) + (collateral * leverage) / 2) /
-            onePercentDepth /
-            100 /
-            (0, exports.getLegacyFactor)(spreadCtx)) *
-            (0, exports.getProtectionCloseFactor)(spreadCtx));
-};
-exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
-const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams, userPriceImpact) => {
-    var _a;
-    const fixedSpreadP = (_a = userPriceImpact === null || userPriceImpact === void 0 ? void 0 : userPriceImpact.fixedSpreadP) !== null && _a !== void 0 ? _a : 0;
-    if (pairSpreadP === undefined || (pairSpreadP === 0 && fixedSpreadP === 0)) {
-        return 0;
-    }
-    const spreadP = pairSpreadP / 2 + fixedSpreadP;
-    return isLiquidation === true &&
-        liquidationParams !== undefined &&
-        liquidationParams.maxLiqSpreadP > 0 &&
-        spreadP > liquidationParams.maxLiqSpreadP
-        ? liquidationParams.maxLiqSpreadP
-        : spreadP;
-};
-exports.getSpreadP = getSpreadP;
+exports.getSpreadP = exports.getFixedSpreadP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = exports.getCumulVolPriceImpact = exports.getTradeCumulVolPriceImpactP = exports.getSpreadWithCumulVolPriceImpactP = exports.getSpreadWithPriceImpactP = void 0;
+// Re-export from priceImpact/cumulVol for backward compatibility
+var cumulVol_1 = require("./priceImpact/cumulVol");
+Object.defineProperty(exports, "getSpreadWithPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getSpreadWithPriceImpactP; } });
+Object.defineProperty(exports, "getSpreadWithCumulVolPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getSpreadWithCumulVolPriceImpactP; } });
+Object.defineProperty(exports, "getTradeCumulVolPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getTradeCumulVolPriceImpactP; } });
+Object.defineProperty(exports, "getCumulVolPriceImpact", { enumerable: true, get: function () { return cumulVol_1.getCumulVolPriceImpact; } });
+Object.defineProperty(exports, "getProtectionCloseFactor", { enumerable: true, get: function () { return cumulVol_1.getProtectionCloseFactor; } });
+Object.defineProperty(exports, "isProtectionCloseFactorActive", { enumerable: true, get: function () { return cumulVol_1.isProtectionCloseFactorActive; } });
+Object.defineProperty(exports, "getCumulativeFactor", { enumerable: true, get: function () { return cumulVol_1.getCumulativeFactor; } });
+Object.defineProperty(exports, "getLegacyFactor", { enumerable: true, get: function () { return cumulVol_1.getLegacyFactor; } });
+Object.defineProperty(exports, "getFixedSpreadP", { enumerable: true, get: function () { return cumulVol_1.getFixedSpreadP; } });
+Object.defineProperty(exports, "getSpreadP", { enumerable: true, get: function () { return cumulVol_1.getSpreadP; } });

package/lib/trade/types.d.ts

@@ -13,6 +13,14 @@ export type TradeFeesData = {
     initialAccFundingFeeP: number;
     initialAccBorrowingFeeP: number;
 };
+export type UiRealizedPnlData = {
+    realizedTradingFeesCollateral: number;
+    realizedOldBorrowingFeesCollateral: number;
+    realizedNewBorrowingFeesCollateral: number;
+    realizedFundingFeesCollateral: number;
+    realizedPnlPartialCloseCollateral: number;
+    pnlWithdrawnCollateral: number;
+};
 export type CounterTradeSettings = {
     maxLeverage: number;
     feeRateMultiplier: number;
@@ -23,6 +31,7 @@ export type TradeContainer = {
     liquidationParams: LiquidationParams;
     initialAccFees: TradeInitialAccFees;
     tradeFeesData?: TradeFeesData;
+    uiRealizedPnlData?: UiRealizedPnlData;
     receivedAt?: number;
 };
 export type Trade = {
@@ -175,13 +184,6 @@ export type OiWindow = PairOi;
 export type OiWindows = {
     [key: string]: OiWindow;
 };
-export type CollateralConfig = {
-    collateral: string;
-    isActive: boolean;
-    precision: number;
-    precisionDelta: number;
-    decimals?: number;
-};
 export type FeeTiers = {
     tiers: FeeTier[];
     multipliers: number[];
@@ -617,5 +619,15 @@ export declare enum PairIndex {
     SYRUPUSD = 373,
     SIGNUSD = 374,
     ZORAUSD = 375,
-    COINUSD = 376
+    COINUSD = 376,
+    HOODUSD = 377,
+    MSTRUSD = 378,
+    NFLXUSD = 379,
+    LAUNCHCOINUSD = 380,
+    NXPCUSD = 381,
+    SOPHUSD = 382,
+    LPTUSD = 383,
+    BVIVUSD = 384,
+    EVIVUSD = 385,
+    CRCLUSD = 386
 }

package/lib/trade/types.js

@@ -406,4 +406,14 @@ var PairIndex;
     PairIndex[PairIndex["SIGNUSD"] = 374] = "SIGNUSD";
     PairIndex[PairIndex["ZORAUSD"] = 375] = "ZORAUSD";
     PairIndex[PairIndex["COINUSD"] = 376] = "COINUSD";
+    PairIndex[PairIndex["HOODUSD"] = 377] = "HOODUSD";
+    PairIndex[PairIndex["MSTRUSD"] = 378] = "MSTRUSD";
+    PairIndex[PairIndex["NFLXUSD"] = 379] = "NFLXUSD";
+    PairIndex[PairIndex["LAUNCHCOINUSD"] = 380] = "LAUNCHCOINUSD";
+    PairIndex[PairIndex["NXPCUSD"] = 381] = "NXPCUSD";
+    PairIndex[PairIndex["SOPHUSD"] = 382] = "SOPHUSD";
+    PairIndex[PairIndex["LPTUSD"] = 383] = "LPTUSD";
+    PairIndex[PairIndex["BVIVUSD"] = 384] = "BVIVUSD";
+    PairIndex[PairIndex["EVIVUSD"] = 385] = "EVIVUSD";
+    PairIndex[PairIndex["CRCLUSD"] = 386] = "CRCLUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc2",
+  "version": "0.0.0-v10.rc4",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [
@@ -98,7 +98,7 @@
   },
   "dependencies": {
     "@ethersproject/providers": "^5.7.2",
-    "build": "^0.1.4",
+    "@gainsnetwork/contests": "^0.0.1",
     "ethcall": "^4.8.13",
     "ethers": "^5.7.2",
     "luxon": "^3.2.0"

package/lib/trade/liquidation.d.ts

@@ -1,42 +0,0 @@
-import { GetBorrowingFeeContext, BorrowingFee } from "./fees";
-import { GetLiquidationFeesContext } from "./fees/trading";
-import { BorrowingFeeV2 } from "./fees/borrowingV2";
-import { Fee, LiquidationParams, Trade, TradeInfo, UserPriceImpact, TradeFeesData } from "./types";
-import { ContractsVersion } from "../contracts/types";
-export type GetLiquidationPriceContext = GetBorrowingFeeContext & BorrowingFeeV2.GetBorrowingFeeV2Context & GetLiquidationFeesContext & {
-    liquidationParams: LiquidationParams | undefined;
-    pairSpreadP: number | undefined;
-    collateralPriceUsd: number | undefined;
-    contractsVersion: ContractsVersion | undefined;
-    userPriceImpact?: UserPriceImpact | undefined;
-    currentPairPrice?: number;
-    isCounterTrade?: boolean;
-    tradeFeesData?: TradeFeesData;
-    partialCloseMultiplier?: number;
-    additionalFeeCollateral?: number;
-    beforeOpened?: boolean;
-    initialAccFees?: BorrowingFee.InitialAccFees;
-    fundingParams?: Record<number, Record<number, any>>;
-    fundingData?: Record<number, Record<number, any>>;
-    pairOiAfterV10?: Record<number, Record<number, any>>;
-    netExposureToken?: Record<number, Record<number, number>>;
-    netExposureUsd?: Record<number, Record<number, number>>;
-};
-export type TradeHoldingFees = {
-    fundingFeeCollateral: number;
-    borrowingFeeCollateral: number;
-    borrowingFeeCollateral_old: number;
-    totalFeeCollateral: number;
-};
-/**
- * @dev Calculates total holding fees for a trade (funding + borrowing fees)
- * @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 Context with fee parameters
- * @returns Object containing all holding fee components
- */
-export declare const getTradePendingHoldingFeesCollateral: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetLiquidationPriceContext) => TradeHoldingFees;
-export declare const getLiquidationPrice: (trade: Trade, fee: Fee, initialAccFees: BorrowingFee.InitialAccFees, context: GetLiquidationPriceContext) => number;
-export declare const getLiqPnlThresholdP: (liquidationParams: LiquidationParams | undefined, leverage: number | undefined) => number;

package/lib/trade/liquidation.js

@@ -1,140 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getLiqPnlThresholdP = exports.getLiquidationPrice = exports.getTradePendingHoldingFeesCollateral = void 0;
-const fees_1 = require("./fees");
-const trading_1 = require("./fees/trading");
-const borrowingV2_1 = require("./fees/borrowingV2");
-const spread_1 = require("./spread");
-const types_1 = require("../contracts/types");
-/**
- * @dev Calculates total holding fees for a trade (funding + borrowing fees)
- * @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 Context with fee parameters
- * @returns Object containing all holding fee components
- */
-const getTradePendingHoldingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
-    var _a;
-    // Calculate funding fees (v10+ only)
-    const fundingFeeCollateral = ((_a = context.contractsVersion) !== null && _a !== void 0 ? _a : tradeInfo.contractsVersion) >=
-        types_1.ContractsVersion.V10
-        ? (0, fees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, context)
-        : 0;
-    // Calculate borrowing fees v2
-    const borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
-        positionSizeCollateral: trade.collateralAmount * trade.leverage,
-        openPrice: trade.openPrice,
-        collateralIndex: trade.collateralIndex,
-        pairIndex: trade.pairIndex,
-        currentPairPrice,
-        initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
-        currentTimestamp: context.currentTimestamp,
-    }, context);
-    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
-    const borrowingFeeCollateral_old = (0, fees_1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, context.initialAccFees || { accPairFee: 0, accGroupFee: 0, block: 0 }, // Use context initial fees or empty
-    context);
-    return {
-        fundingFeeCollateral,
-        borrowingFeeCollateral,
-        borrowingFeeCollateral_old,
-        totalFeeCollateral: fundingFeeCollateral +
-            borrowingFeeCollateral +
-            borrowingFeeCollateral_old,
-    };
-};
-exports.getTradePendingHoldingFeesCollateral = getTradePendingHoldingFeesCollateral;
-const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
-    var _a, _b, _c, _d, _e, _f;
-    // Ensure initialAccFees is in context
-    if (!context.initialAccFees) {
-        context = Object.assign(Object.assign({}, context), { initialAccFees });
-    }
-    // 1. Calculate liquidation fees
-    const closingFee = (0, trading_1.getTotalTradeLiqFeesCollateral)(0, // collateralIndex not used in calculation
-    trade.user, trade.pairIndex, trade.collateralAmount, context);
-    // 2. Calculate holding fees and realized PnL
-    let holdingFeesTotal = 0;
-    let totalRealizedPnlCollateral = 0;
-    if (!context.beforeOpened &&
-        context.tradeFeesData &&
-        context.currentPairPrice) {
-        // V10 data available - calculate full holding fees
-        // Create a minimal tradeInfo from context
-        const tradeInfo = {
-            contractsVersion: (_a = context.contractsVersion) !== null && _a !== void 0 ? _a : types_1.ContractsVersion.V10,
-            createdBlock: 0,
-            tpLastUpdatedBlock: 0,
-            slLastUpdatedBlock: 0,
-            maxSlippageP: 0,
-            lastOiUpdateTs: 0,
-            collateralPriceUsd: (_b = context.collateralPriceUsd) !== null && _b !== void 0 ? _b : 0,
-            lastPosIncreaseBlock: 0,
-        };
-        const holdingFees = (0, exports.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, context.tradeFeesData, context.currentPairPrice, context);
-        holdingFeesTotal = holdingFees.totalFeeCollateral;
-        // Calculate total realized PnL (realized PnL minus realized trading fees)
-        totalRealizedPnlCollateral =
-            context.tradeFeesData.realizedPnlCollateral -
-                context.tradeFeesData.realizedTradingFeesCollateral;
-    }
-    else if (!context.beforeOpened) {
-        // Markets using v1 borrowing fees model
-        holdingFeesTotal = (0, fees_1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
-    }
-    // 3. Apply unified formula for all trades
-    const partialCloseMultiplier = (_c = context.partialCloseMultiplier) !== null && _c !== void 0 ? _c : 1;
-    const additionalFeeCollateral = (_d = context.additionalFeeCollateral) !== null && _d !== void 0 ? _d : 0;
-    const totalFeesCollateral = closingFee +
-        (holdingFeesTotal - totalRealizedPnlCollateral) * partialCloseMultiplier +
-        additionalFeeCollateral;
-    // 4. Calculate liquidation threshold
-    const liqThresholdP = (0, exports.getLiqPnlThresholdP)(context.liquidationParams, trade.leverage);
-    // 5. Calculate liquidation price distance
-    const collateralLiqNegativePnl = trade.collateralAmount * liqThresholdP;
-    let liqPriceDistance = (trade.openPrice * (collateralLiqNegativePnl - totalFeesCollateral)) /
-        trade.collateralAmount /
-        trade.leverage;
-    // 6. Apply closing spread for v9.2+
-    if ((context === null || context === void 0 ? void 0 : context.contractsVersion) !== undefined &&
-        context.contractsVersion >= types_1.ContractsVersion.V9_2 &&
-        ((((_e = context === null || context === void 0 ? void 0 : context.liquidationParams) === null || _e === void 0 ? void 0 : _e.maxLiqSpreadP) !== undefined &&
-            context.liquidationParams.maxLiqSpreadP > 0) ||
-            (((_f = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _f === void 0 ? void 0 : _f.fixedSpreadP) !== undefined &&
-                context.userPriceImpact.fixedSpreadP > 0))) {
-        const closingSpreadP = (0, spread_1.getSpreadP)(context.pairSpreadP, true, context.liquidationParams, context.userPriceImpact);
-        liqPriceDistance -= trade.openPrice * closingSpreadP;
-    }
-    // 7. Calculate final liquidation price
-    return trade.long
-        ? Math.max(trade.openPrice - liqPriceDistance, 0)
-        : Math.max(trade.openPrice + liqPriceDistance, 0);
-};
-exports.getLiquidationPrice = getLiquidationPrice;
-const getLiqPnlThresholdP = (liquidationParams, leverage) => {
-    if (liquidationParams === undefined ||
-        leverage === undefined ||
-        liquidationParams.maxLiqSpreadP === 0 ||
-        liquidationParams.startLiqThresholdP === 0 ||
-        liquidationParams.endLiqThresholdP === 0 ||
-        liquidationParams.startLeverage === 0 ||
-        liquidationParams.endLeverage === 0) {
-        return 0.9;
-    }
-    if (leverage < liquidationParams.startLeverage) {
-        return liquidationParams.startLiqThresholdP;
-    }
-    if (leverage > liquidationParams.endLeverage) {
-        return liquidationParams.endLiqThresholdP;
-    }
-    if (liquidationParams.startLiqThresholdP === liquidationParams.endLiqThresholdP) {
-        return liquidationParams.endLiqThresholdP;
-    }
-    return (liquidationParams.startLiqThresholdP -
-        ((leverage - liquidationParams.startLeverage) *
-            (liquidationParams.startLiqThresholdP -
-                liquidationParams.endLiqThresholdP)) /
-            (liquidationParams.endLeverage - liquidationParams.startLeverage));
-};
-exports.getLiqPnlThresholdP = getLiqPnlThresholdP;

package/lib/trade/pnl.d.ts

@@ -1,10 +0,0 @@
-import { GetBorrowingFeeContext } from "./fees";
-import { GetTradeFeesContext } from "./fees/trading";
-import { LiquidationParams, Trade, TradeInfo, TradeInitialAccFees } from "./types";
-import { ContractsVersion } from "../contracts/types";
-export type GetPnlContext = GetBorrowingFeeContext & GetTradeFeesContext & {
-    collateralPriceUsd: number | undefined;
-    contractsVersion: ContractsVersion | undefined;
-    feeMultiplier: number | undefined;
-};
-export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -1,38 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPnl = void 0;
-const fees_1 = require("./fees");
-const trading_1 = require("./fees/trading");
-const liquidation_1 = require("./liquidation");
-const getPnl = (price, trade, tradeInfo, initialAccFees, liquidationParams, useFees, context) => {
-    var _a;
-    if (!price) {
-        return;
-    }
-    const posCollat = trade.collateralAmount;
-    const { openPrice, leverage } = trade;
-    let pnlCollat = trade.long
-        ? ((price - openPrice) / openPrice) * leverage * posCollat
-        : ((openPrice - price) / openPrice) * leverage * posCollat;
-    if (useFees) {
-        pnlCollat -= (0, fees_1.getBorrowingFee)(posCollat * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
-    }
-    let pnlPercentage = (pnlCollat / posCollat) * 100;
-    // Can be liquidated
-    if (pnlPercentage <=
-        (0, liquidation_1.getLiqPnlThresholdP)(liquidationParams, leverage) * -100) {
-        pnlPercentage = -100;
-    }
-    else {
-        // Calculate closing fee using the same function as opening fees
-        const positionSizeCollateral = posCollat * trade.leverage;
-        const closingFee = (0, trading_1.getTotalTradeFeesCollateral)(0, // collateralIndex not used
-        trade.user, trade.pairIndex, positionSizeCollateral, (_a = trade.isCounterTrade) !== null && _a !== void 0 ? _a : false, context);
-        pnlCollat -= closingFee;
-        pnlPercentage = (pnlCollat / posCollat) * 100;
-    }
-    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
-    pnlCollat = (posCollat * pnlPercentage) / 100;
-    return [pnlCollat, pnlPercentage];
-};
-exports.getPnl = getPnl;