@gainsnetwork/sdk 0.0.0-v10.rc3 → 0.0.0-v10.rc5

package/lib/backend/index.d.ts

@@ -1,2 +1,3 @@
 export * from "./tradingVariables";
 export * from "./globalTrades";
+export { convertTradeContainer as convertTradeContainerBackend, convertPairOi as convertPairOiBackend, convertOiWindows as convertOiWindowsBackend, convertOiWindowsSettings as convertOiWindowsSettingsBackend, convertTraderFeeTiers as convertTraderFeeTiersBackend, convertTradingPairs as convertTradingPairsBackend, convertCollaterals as convertCollateralsBackend, } from "./tradingVariables/converter";

package/lib/backend/index.js

@@ -14,5 +14,15 @@ 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.convertCollateralsBackend = exports.convertTradingPairsBackend = exports.convertTraderFeeTiersBackend = exports.convertOiWindowsSettingsBackend = exports.convertOiWindowsBackend = exports.convertPairOiBackend = exports.convertTradeContainerBackend = void 0;
 __exportStar(require("./tradingVariables"), exports);
 __exportStar(require("./globalTrades"), exports);
+// Re-export backend-specific converters with "Backend" suffix to avoid conflicts
+var converter_1 = require("./tradingVariables/converter");
+Object.defineProperty(exports, "convertTradeContainerBackend", { enumerable: true, get: function () { return converter_1.convertTradeContainer; } });
+Object.defineProperty(exports, "convertPairOiBackend", { enumerable: true, get: function () { return converter_1.convertPairOi; } });
+Object.defineProperty(exports, "convertOiWindowsBackend", { enumerable: true, get: function () { return converter_1.convertOiWindows; } });
+Object.defineProperty(exports, "convertOiWindowsSettingsBackend", { enumerable: true, get: function () { return converter_1.convertOiWindowsSettings; } });
+Object.defineProperty(exports, "convertTraderFeeTiersBackend", { enumerable: true, get: function () { return converter_1.convertTraderFeeTiers; } });
+Object.defineProperty(exports, "convertTradingPairsBackend", { enumerable: true, get: function () { return converter_1.convertTradingPairs; } });
+Object.defineProperty(exports, "convertCollateralsBackend", { enumerable: true, get: function () { return converter_1.convertCollaterals; } });

package/lib/backend/tradingVariables/backend.types.d.ts

@@ -180,6 +180,7 @@ export interface GlobalTradingVariablesBackend {
         groups: LiquidationParamsBackend[];
         pairs: LiquidationParamsBackend[];
     };
+    counterTradeSettings: CounterTradeSettingsBackend[];
     globalTradeFeeParams: GlobalTradeFeeParamsBackend;
     negPnlCumulVolMultiplier: string;
     congestionLevels: {
@@ -310,3 +311,7 @@ export type GlobalTradeFeeParamsBackend = {
     gnsOtcFeeP: string;
     gTokenFeeP: string;
 };
+export type CounterTradeSettingsBackend = {
+    maxLeverage: string;
+    feeRateMultiplier: string;
+};

package/lib/backend/tradingVariables/converter.d.ts

@@ -1,5 +1,5 @@
 import { ContestLeaderboardBackendEntry, ContestLeaderboardEntry } from "@gainsnetwork/contests";
-import { BorrowingFee, CollateralConfig, Fee, FeeTiers, GlobalTradeFeeParams, OiWindows, OiWindowsSettings, OpenInterest, Pair, PairDepth, PairOi, Trade, TradeContainer, TradeInfo, TradeInitialAccFees, TraderFeeTiers, TradingGroup, PairFactor } from "../../";
+import { BorrowingFee, CollateralConfig, Fee, FeeTiers, GlobalTradeFeeParams, OiWindows, OiWindowsSettings, OpenInterest, Pair, PairDepth, PairOi, Trade, TradeContainer, TradeInfo, TradeInitialAccFees, TraderFeeTiers, TradingGroup, PairFactor, convertLiquidationParams } from "../../";
 import { BorrowingFeePerBlockCapBackend, CollateralBackend, FeeBackend, FeeTiersBackend, GlobalTradeFeeParamsBackend, OiWindowsBackend, OiWindowsSettingsBackend, OpenInterestBackend, PairBackend, PairDepthBackend, PairFactorBackend, PairOiBackend, PairParamsBorrowingFeesBackend, TradeBackend, TradeContainerBackend, TradeInfoBackend, TradeInitialAccFeesBackend, TraderFeeTiersBackend, TradingGroupBackend } from "./backend.types";
 import { TradingVariablesCollateral } from "./types";
 export declare const convertFees: (fees: FeeBackend[]) => Fee[];
@@ -28,3 +28,4 @@ export declare const convertGlobalTradeFeeParams: (fee: GlobalTradeFeeParamsBack
 export declare const convertMaxLeverages: (maxLeverages: string[]) => number[];
 export declare const convertFeePerBlockCap: (feeCap: BorrowingFeePerBlockCapBackend | undefined) => BorrowingFee.BorrowingFeePerBlockCap;
 export declare const convertPairName: (pair?: PairBackend) => string;
+export { convertLiquidationParams };

package/lib/backend/tradingVariables/converter.js

@@ -1,7 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertPairName = exports.convertFeePerBlockCap = exports.convertMaxLeverages = exports.convertGlobalTradeFeeParams = exports.convertTraderFeeTiers = exports.convertFeeTiers = exports.convertCollateralConfig = exports.convertOiWindowsSettings = exports.convertOiWindows = exports.convertPairOi = exports.convertContestLeaderboardEntry = exports.generateStockPairToActiveStockSplit = exports.convertTradeInitialAccFees = exports.convertTradeInfo = exports.convertTrade = exports.convertPairFactor = exports.convertTradeContainer = exports.convertTradesAndLimitOrders = exports.convertTradingPairs = exports.convertTradingGroups = exports.convertGroupBorrowingFees = exports.convertPairBorrowingFees = exports.convertPairDepths = exports.convertOpenInterests = exports.convertCollaterals = exports.convertFees = void 0;
+exports.convertLiquidationParams = exports.convertPairName = exports.convertFeePerBlockCap = exports.convertMaxLeverages = exports.convertGlobalTradeFeeParams = exports.convertTraderFeeTiers = exports.convertFeeTiers = exports.convertCollateralConfig = exports.convertOiWindowsSettings = exports.convertOiWindows = exports.convertPairOi = exports.convertContestLeaderboardEntry = exports.generateStockPairToActiveStockSplit = exports.convertTradeInitialAccFees = exports.convertTradeInfo = exports.convertTrade = exports.convertPairFactor = exports.convertTradeContainer = exports.convertTradesAndLimitOrders = exports.convertTradingPairs = exports.convertTradingGroups = exports.convertGroupBorrowingFees = exports.convertPairBorrowingFees = exports.convertPairDepths = exports.convertOpenInterests = exports.convertCollaterals = exports.convertFees = void 0;
 const __1 = require("../../");
+Object.defineProperty(exports, "convertLiquidationParams", { enumerable: true, get: function () { return __1.convertLiquidationParams; } });
 const convertFees = (fees) => fees === null || fees === void 0 ? void 0 : fees.map(fee => convertFee(fee));
 exports.convertFees = convertFees;
 const convertCollateral = (collateral) => {

package/lib/backend/tradingVariables/index.d.ts

@@ -1,3 +1,5 @@
 import { TransformedGlobalTradingVariables } from "./types";
 import { GlobalTradingVariablesBackend } from "./backend.types";
 export declare const transformGlobalTradingVariables: (rawData: GlobalTradingVariablesBackend) => TransformedGlobalTradingVariables;
+export * from "./backend.types";
+export * from "./types";

package/lib/backend/tradingVariables/index.js

@@ -1,4 +1,18 @@
 "use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.transformGlobalTradingVariables = void 0;
 const converter_1 = require("./converter");
@@ -36,6 +50,7 @@ const transformGlobalTradingVariables = (rawData) => {
             groups: ((_c = rawData.liquidationParams) === null || _c === void 0 ? void 0 : _c.groups.map(liqParams => (0, trade_1.convertLiquidationParams)(liqParams))) || [],
             pairs: ((_d = rawData.liquidationParams) === null || _d === void 0 ? void 0 : _d.pairs.map(liqParams => (0, trade_1.convertLiquidationParams)(liqParams))) || [],
         },
+        counterTradeSettings: (0, trade_1.convertCounterTradeSettingsArray)(rawData.counterTradeSettings),
         pairFactors: ((_f = (_e = rawData.pairInfos) === null || _e === void 0 ? void 0 : _e.pairFactors) === null || _f === void 0 ? void 0 : _f.map(factor => (0, converter_1.convertPairFactor)(factor))) || [],
         globalTradeFeeParams: rawData.globalTradeFeeParams
             ? (0, converter_1.convertGlobalTradeFeeParams)(rawData.globalTradeFeeParams)
@@ -76,3 +91,6 @@ const getTradingPairs = (pairs, collaterals) => {
     }
     return tradingPairs;
 };
+// Re-export everything from backend.types
+__exportStar(require("./backend.types"), exports);
+__exportStar(require("./types"), exports);

package/lib/backend/tradingVariables/types.d.ts

@@ -1,5 +1,5 @@
 import { CollateralConfig } from "src/markets/collateral";
-import { BorrowingFee, BorrowingFeeV2, Fee, FeeTiers, FundingFees, GlobalTradeFeeParams, LeaderboardTrader, LiquidationParams, OiWindows, OiWindowsSettings, Pair, PairDepth, PairFactor, PairIndexes, TradingGroup } from "../../trade";
+import { BorrowingFee, BorrowingFeeV2, CounterTradeSettings, Fee, FeeTiers, FundingFees, GlobalTradeFeeParams, LeaderboardTrader, LiquidationParams, OiWindows, OiWindowsSettings, Pair, PairDepth, PairFactor, PairIndexes, TradingGroup } from "../../trade";
 import { UnifiedPairOi } from "src/markets";
 export type TransformedGlobalTradingVariables = {
     globalTradingVariables: GlobalTradingVariablesType;
@@ -71,6 +71,7 @@ export type GlobalTradingVariablesType = {
         groups: LiquidationParams[];
         pairs: LiquidationParams[];
     };
+    counterTradeSettings: CounterTradeSettings[];
     pairFactors: PairFactor[];
     globalTradeFeeParams?: GlobalTradeFeeParams;
     congestionLevels: {

package/lib/constants.d.ts

@@ -376,6 +376,16 @@ export declare const pairs: {
     "SIGN/USD": string;
     "ZORA/USD": string;
     "COIN/USD": string;
+    "HOOD/USD": string;
+    "MSTR/USD": string;
+    "NFLX/USD": string;
+    "LAUNCHCOIN/USD": string;
+    "NXPC/USD": string;
+    "SOPH/USD": string;
+    "LPT/USD": string;
+    "BVIV/USD": string;
+    "EVIV/USD": string;
+    "CRCL/USD": string;
 };
 export declare const syntheticPairs: Set<string>;
 export declare const parentToSyntheticPairMap: Map<string, string>;

package/lib/constants.js

@@ -384,6 +384,16 @@ exports.pairs = {
     "SIGN/USD": CRYPTO,
     "ZORA/USD": CRYPTO,
     "COIN/USD": STOCKS,
+    "HOOD/USD": STOCKS,
+    "MSTR/USD": STOCKS,
+    "NFLX/USD": STOCKS,
+    "LAUNCHCOIN/USD": CRYPTO,
+    "NXPC/USD": CRYPTO,
+    "SOPH/USD": CRYPTO,
+    "LPT/USD": CRYPTO,
+    "BVIV/USD": CRYPTO,
+    "EVIV/USD": CRYPTO,
+    "CRCL/USD": STOCKS,
 };
 exports.syntheticPairs = new Set([
     "BTCDEGEN/USD",
@@ -436,7 +446,7 @@ exports.delistedPairIxs = new Set([
     99, 101, 106, 111, 113, 114, 116, 118, 120, 122, 123, 125, 127, 130, 147, 152,
     160, 163, 170, 179, 182, 183, 187, 188, 189, 190, 208, 209, 225, 229, 230,
     231, 238, 239, 241, 250, 253, 254, 258, 270, 275, 276, 278, 279, 282, 285,
-    290, 294, 296, 305, 330, 349, 352, 353, 354, 355, 357, 365, 366,
+    290, 294, 296, 305, 330, 349, 352, 353, 354, 355, 357, 365, 366, 384, 385,
 ]);
 exports.delistedGroupsIxs = new Set([]);
 exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;

package/lib/contracts/utils/pairs.js

@@ -482,4 +482,14 @@ const PAIR_INDEX_TO_DESCRIPTION = {
     [types_1.PairIndex.SIGNUSD]: "Sign to US Dollar",
     [types_1.PairIndex.ZORAUSD]: "ZORA to US Dollar",
     [types_1.PairIndex.COINUSD]: "Coinbase to US Dollar",
+    [types_1.PairIndex.HOODUSD]: "Robinhood Markets to US Dollar",
+    [types_1.PairIndex.MSTRUSD]: "MicroStrategy Inc  to US Dollar",
+    [types_1.PairIndex.NFLXUSD]: "Netflix to US Dollar",
+    [types_1.PairIndex.LAUNCHCOINUSD]: "Launch Coin on Believe to US Dollar",
+    [types_1.PairIndex.NXPCUSD]: "NEXPACE to US Dollar",
+    [types_1.PairIndex.SOPHUSD]: "Sophon to US Dollar",
+    [types_1.PairIndex.LPTUSD]: "Livepeer to US Dollar",
+    [types_1.PairIndex.BVIVUSD]: "Bitcoin Volmex Implied Volatility 30 Day Index to US Dollar",
+    [types_1.PairIndex.EVIVUSD]: "Ethereum Volmex Implied Volatility 30 Day Index to US Dollar",
+    [types_1.PairIndex.CRCLUSD]: "Circle Internet Group to US Dollar",
 };

package/lib/index.d.ts

@@ -6,3 +6,4 @@ export * from "./utils";
 export * from "./vault";
 export * from "./backend";
 export * from "./trade/fees/borrowing/index";
+export { ContractsVersion } from "./contracts/types";

package/lib/index.js

@@ -14,6 +14,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.ContractsVersion = void 0;
 __exportStar(require("./trade"), exports);
 __exportStar(require("./contracts"), exports);
 __exportStar(require("./markets"), exports);
@@ -23,3 +24,6 @@ __exportStar(require("./vault"), exports);
 __exportStar(require("./backend"), exports);
 // Not sure why this is needed, but it is. Barrel imports are not working.
 __exportStar(require("./trade/fees/borrowing/index"), exports);
+// Export ContractsVersion for frontend usage
+var types_1 = require("./contracts/types");
+Object.defineProperty(exports, "ContractsVersion", { enumerable: true, get: function () { return types_1.ContractsVersion; } });

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

@@ -0,0 +1,14 @@
+/**
+ * @dev Context builder for borrowing v1 fees
+ */
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { GetBorrowingFeeContext } from "./index";
+/**
+ * @dev Builds borrowing v1 context from global trading variables
+ * @dev Returns full array-based context required for v1 borrowing fee calculations
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex Collateral index (1-based)
+ * @param currentBlock Current block number
+ * @returns Full borrowing context with all pairs and groups or undefined if data not available
+ */
+export declare const buildBorrowingV1Context: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, currentBlock: number) => GetBorrowingFeeContext | undefined;

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

@@ -0,0 +1,33 @@
+"use strict";
+/**
+ * @dev Context builder for borrowing v1 fees
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildBorrowingV1Context = void 0;
+/**
+ * @dev Builds borrowing v1 context from global trading variables
+ * @dev Returns full array-based context required for v1 borrowing fee calculations
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex Collateral index (1-based)
+ * @param currentBlock Current block number
+ * @returns Full borrowing context with all pairs and groups or undefined if data not available
+ */
+const buildBorrowingV1Context = (globalTradingVariables, collateralIndex, currentBlock) => {
+    var _a;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!(collateral === null || collateral === void 0 ? void 0 : collateral.pairBorrowingFees) || !(collateral === null || collateral === void 0 ? void 0 : collateral.groupBorrowingFees)) {
+        return undefined;
+    }
+    const pairs = collateral.pairBorrowingFees;
+    const groups = collateral.groupBorrowingFees;
+    if (pairs.length === 0 || groups.length === 0) {
+        return undefined;
+    }
+    return {
+        currentBlock,
+        pairs,
+        groups,
+        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+    };
+};
+exports.buildBorrowingV1Context = buildBorrowingV1Context;

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

@@ -11,13 +11,13 @@ export type GetBorrowingFeeContext = {
  * @dev Still actively used by markets that haven't migrated to v2
  * @dev Uses dynamic collateral OI - converts OI to USD for fee calculations
  * @param posDai Position size in collateral
- * @param pairIndex Trading pair index
+ * @param pairIndex Trading pair index (required)
  * @param long Whether position is long
  * @param initialAccFees Initial accumulated fees when trade was opened
  * @param context Context with current block, fee data, and collateral price
  * @returns Borrowing fee in collateral tokens
  */
-export declare const getBorrowingFee: (posDai: number, pairIndex: PairIndex, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+export declare const getBorrowingFee: (posDai: number, pairIndex: PairIndex | undefined, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
 /**
  * @deprecated Use withinMaxGroupOiDynamic from @gains-network/sdk/markets/oi instead
  * @dev This function uses static OI which doesn't reflect current market values
@@ -77,3 +77,4 @@ export declare const borrowingFeeUtils: {
 };
 export * as BorrowingFee from "./types";
 export * from "./converter";
+export * from "./builder";

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

@@ -32,17 +32,20 @@ exports.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = ex
  * @dev Still actively used by markets that haven't migrated to v2
  * @dev Uses dynamic collateral OI - converts OI to USD for fee calculations
  * @param posDai Position size in collateral
- * @param pairIndex Trading pair index
+ * @param pairIndex Trading pair index (required)
  * @param long Whether position is long
  * @param initialAccFees Initial accumulated fees when trade was opened
  * @param context Context with current block, fee data, and collateral price
  * @returns Borrowing fee in collateral tokens
  */
 const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
-    if (!context.groups || !context.pairs || !context.pairs[pairIndex]) {
+    if (pairIndex === undefined) {
+        throw new Error("pairIndex is required for borrowing fee calculations");
+    }
+    const { pairs, groups } = context;
+    if (!groups || !pairs || !pairs[pairIndex]) {
         return 0;
     }
-    const { pairs } = context;
     const pairGroups = pairs[pairIndex].groups;
     const firstPairGroup = (pairGroups === null || pairGroups === void 0 ? void 0 : pairGroups.length) > 0 ? pairGroups[0] : undefined;
     let fee = 0;
@@ -60,7 +63,12 @@ const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
                     : firstPairGroup.pairAccFeeShort) - initialAccFees.accPairFee;
     }
     for (let i = pairGroups.length; i > 0; i--) {
-        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, context);
+        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, {
+            currentBlock: context.currentBlock,
+            groups,
+            pairs,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
         fee += Math.max(deltaGroup, deltaPair);
         if (beforeTradeOpen) {
             break;
@@ -233,3 +241,4 @@ exports.borrowingFeeUtils = {
 };
 exports.BorrowingFee = __importStar(require("./types"));
 __exportStar(require("./converter"), exports);
+__exportStar(require("./builder"), exports);

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

@@ -0,0 +1,6 @@
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { GetPairBorrowingFeeV2Context } from "./types";
+/**
+ * @dev Builds borrowing v2 sub-context for a specific pair
+ */
+export declare const buildBorrowingV2Context: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, currentTimestamp: number) => GetPairBorrowingFeeV2Context | undefined;

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

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildBorrowingV2Context = void 0;
+/**
+ * @dev Builds borrowing v2 sub-context for a specific pair
+ */
+const buildBorrowingV2Context = (globalTradingVariables, collateralIndex, pairIndex, currentTimestamp) => {
+    var _a, _b;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!(collateral === null || collateral === void 0 ? void 0 : collateral.pairBorrowingFeesV2)) {
+        return undefined;
+    }
+    const params = (_a = collateral.pairBorrowingFeesV2.params) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const data = (_b = collateral.pairBorrowingFeesV2.data) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    if (!params || !data) {
+        return undefined;
+    }
+    return {
+        params,
+        data,
+        currentTimestamp,
+    };
+};
+exports.buildBorrowingV2Context = buildBorrowingV2Context;

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

@@ -38,14 +38,13 @@ export declare const convertTradeInitialAccFees: (contractTradeData: IFundingFee
 export declare const convertTradeInitialAccFeesArray: (contractTradeDataArray: IFundingFees.TradeFeesDataStructOutput[]) => BorrowingFeeV2.TradeInitialAccFees[];
 /**
  * @dev Creates a context object from contract data arrays
- * @param collateralIndices Array of collateral indices
  * @param pairIndices Array of pair indices
  * @param borrowingParams Array of borrowing fee params from contract
  * @param borrowingData Array of pair borrowing fee data from contract
  * @param currentTimestamp Optional current timestamp
- * @returns Complete SDK context for borrowing v2 calculations
+ * @returns Complete SDK context for borrowing v2 calculations (collateral-scoped)
  */
-export declare const createBorrowingV2Context: (collateralIndices: number[], pairIndices: number[], borrowingParams: IFundingFees.BorrowingFeeParamsStructOutput[], borrowingData: IFundingFees.PairBorrowingFeeDataStructOutput[], currentTimestamp?: number) => BorrowingFeeV2.GetBorrowingFeeV2Context;
+export declare const createBorrowingV2Context: (pairIndices: number[], borrowingParams: IFundingFees.BorrowingFeeParamsStructOutput[], borrowingData: IFundingFees.PairBorrowingFeeDataStructOutput[], currentTimestamp?: number) => BorrowingFeeV2.GetBorrowingFeeV2Context;
 /**
  * @dev Helper function to validate borrowing rate per second
  * @param borrowingRatePerSecondP Borrowing rate per second (normalized float)
@@ -64,3 +63,13 @@ export declare const borrowingRateToAPR: (borrowingRatePerSecondP: number) => nu
  * @returns Borrowing rate per second (normalized float)
  */
 export declare const aprToBorrowingRate: (aprPercentage: number) => number;
+/**
+ * @dev Creates a collateral-scoped context from frontend data structure
+ * @param collateralBorrowingData Data structure from frontend (params and data arrays)
+ * @param currentTimestamp Optional current timestamp
+ * @returns Collateral-scoped borrowing fee v2 context
+ */
+export declare const createCollateralScopedBorrowingContext: (collateralBorrowingData: {
+    params: BorrowingFeeV2.BorrowingFeeParams[];
+    data: BorrowingFeeV2.PairBorrowingFeeData[];
+}, currentTimestamp?: number) => BorrowingFeeV2.GetBorrowingFeeV2Context;

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.aprToBorrowingRate = exports.borrowingRateToAPR = exports.isValidBorrowingRate = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArray = exports.convertTradeInitialAccFees = exports.convertPairBorrowingFeeDataArray = exports.convertPairBorrowingFeeData = exports.convertBorrowingFeeParamsArray = exports.convertBorrowingFeeParams = void 0;
+exports.createCollateralScopedBorrowingContext = exports.aprToBorrowingRate = exports.borrowingRateToAPR = exports.isValidBorrowingRate = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArray = exports.convertTradeInitialAccFees = exports.convertPairBorrowingFeeDataArray = exports.convertPairBorrowingFeeData = exports.convertBorrowingFeeParamsArray = exports.convertBorrowingFeeParams = void 0;
 const index_1 = require("./index");
 /**
  * @dev Converts contract BorrowingFeeParams to SDK type
@@ -56,35 +56,24 @@ const convertTradeInitialAccFeesArray = (contractTradeDataArray) => contractTrad
 exports.convertTradeInitialAccFeesArray = convertTradeInitialAccFeesArray;
 /**
  * @dev Creates a context object from contract data arrays
- * @param collateralIndices Array of collateral indices
  * @param pairIndices Array of pair indices
  * @param borrowingParams Array of borrowing fee params from contract
  * @param borrowingData Array of pair borrowing fee data from contract
  * @param currentTimestamp Optional current timestamp
- * @returns Complete SDK context for borrowing v2 calculations
+ * @returns Complete SDK context for borrowing v2 calculations (collateral-scoped)
  */
-const createBorrowingV2Context = (collateralIndices, pairIndices, borrowingParams, borrowingData, currentTimestamp) => {
+const createBorrowingV2Context = (pairIndices, borrowingParams, borrowingData, currentTimestamp) => {
     const context = {
         currentTimestamp,
         borrowingParams: {},
         borrowingData: {},
     };
-    // Build nested objects indexed by collateralIndex and pairIndex
-    for (let i = 0; i < collateralIndices.length; i++) {
-        const collateralIndex = collateralIndices[i];
+    // Build objects indexed by pairIndex
+    for (let i = 0; i < pairIndices.length; i++) {
         const pairIndex = pairIndices[i];
-        // Initialize collateral index objects if they don't exist
-        if (!context.borrowingParams[collateralIndex]) {
-            context.borrowingParams[collateralIndex] = {};
-        }
-        if (!context.borrowingData[collateralIndex]) {
-            context.borrowingData[collateralIndex] = {};
-        }
         // Store converted data
-        context.borrowingParams[collateralIndex][pairIndex] =
-            (0, exports.convertBorrowingFeeParams)(borrowingParams[i]);
-        context.borrowingData[collateralIndex][pairIndex] =
-            (0, exports.convertPairBorrowingFeeData)(borrowingData[i]);
+        context.borrowingParams[pairIndex] = (0, exports.convertBorrowingFeeParams)(borrowingParams[i]);
+        context.borrowingData[pairIndex] = (0, exports.convertPairBorrowingFeeData)(borrowingData[i]);
     }
     return context;
 };
@@ -119,3 +108,25 @@ const aprToBorrowingRate = (aprPercentage) => {
     return aprPercentage / SECONDS_PER_YEAR;
 };
 exports.aprToBorrowingRate = aprToBorrowingRate;
+/**
+ * @dev Creates a collateral-scoped context from frontend data structure
+ * @param collateralBorrowingData Data structure from frontend (params and data arrays)
+ * @param currentTimestamp Optional current timestamp
+ * @returns Collateral-scoped borrowing fee v2 context
+ */
+const createCollateralScopedBorrowingContext = (collateralBorrowingData, currentTimestamp) => {
+    const context = {
+        currentTimestamp: currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : Math.floor(Date.now() / 1000),
+        borrowingParams: {},
+        borrowingData: {},
+    };
+    // Map arrays to objects indexed by array position (pairIndex)
+    collateralBorrowingData.params.forEach((param, index) => {
+        context.borrowingParams[index] = param;
+    });
+    collateralBorrowingData.data.forEach((data, index) => {
+        context.borrowingData[index] = data;
+    });
+    return context;
+};
+exports.createCollateralScopedBorrowingContext = createCollateralScopedBorrowingContext;

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

@@ -147,20 +147,12 @@ const createBorrowingV2ContextFromArrays = (collateralIndices, pairIndices, para
         borrowingParams: {},
         borrowingData: {},
     };
-    // Build nested objects indexed by collateralIndex and pairIndex
-    for (let i = 0; i < collateralIndices.length; i++) {
-        const collateralIndex = collateralIndices[i];
+    // Build objects indexed by pairIndex (collateral-scoped)
+    for (let i = 0; i < pairIndices.length; i++) {
         const pairIndex = pairIndices[i];
-        // Initialize collateral index objects if they don't exist
-        if (!context.borrowingParams[collateralIndex]) {
-            context.borrowingParams[collateralIndex] = {};
-        }
-        if (!context.borrowingData[collateralIndex]) {
-            context.borrowingData[collateralIndex] = {};
-        }
-        // Store data
-        context.borrowingParams[collateralIndex][pairIndex] = params[i];
-        context.borrowingData[collateralIndex][pairIndex] = data[i];
+        // Store data indexed by pairIndex
+        context.borrowingParams[pairIndex] = params[i];
+        context.borrowingData[pairIndex] = data[i];
     }
     return context;
 };

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

@@ -22,23 +22,11 @@ export declare const BORROWING_V2_PRECISION: {
 export declare const getPairPendingAccBorrowingFees: (params: BorrowingFeeV2.BorrowingFeeParams, data: BorrowingFeeV2.PairBorrowingFeeData, currentPairPrice: number, currentTimestamp?: number) => number;
 /**
  * @dev Calculates borrowing fees owed by a specific trade
- * @param input Trade borrowing fee calculation input
- * @param context Context containing borrowing parameters and data
- * @returns Borrowing fees in collateral tokens
- */
-export declare const getTradeBorrowingFeesCollateral: (input: BorrowingFeeV2.TradeBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-/**
- * @dev Convenience function to calculate borrowing fees for a trade using individual parameters
- * @param positionSizeCollateral Position size in collateral tokens
- * @param pairIndex Index of the trading pair
- * @param collateralIndex Index of the collateral
- * @param openPrice Price at which the trade was opened
- * @param currentPairPrice Current price of the trading pair
- * @param initialAccBorrowingFeeP Initial accumulated borrowing fee when trade was opened
- * @param context Context containing borrowing parameters and data
+ * @param input Trade borrowing fee calculation input (without pairIndex)
+ * @param context Pair-specific borrowing context
  * @returns Borrowing fees in collateral tokens
  */
-export declare const getBorrowingFee: (positionSizeCollateral: number, pairIndex: number, collateralIndex: number, openPrice: number, currentPairPrice: number, initialAccBorrowingFeeP: number, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
+export declare const getTradeBorrowingFeesCollateral: (input: Omit<BorrowingFeeV2.TradeBorrowingFeeInput, "pairIndex">, context: BorrowingFeeV2.GetPairBorrowingFeeV2Context) => number;
 /**
  * @dev Utility function to get pending accumulated borrowing fees for a pair using context
  * @param input Pair borrowing fee calculation input
@@ -51,10 +39,10 @@ export declare const getPairBorrowingFees: (input: BorrowingFeeV2.PairBorrowingF
  */
 export declare const borrowingFeeV2Utils: {
     getPairPendingAccBorrowingFees: (params: BorrowingFeeV2.BorrowingFeeParams, data: BorrowingFeeV2.PairBorrowingFeeData, currentPairPrice: number, currentTimestamp?: number) => number;
-    getTradeBorrowingFeesCollateral: (input: BorrowingFeeV2.TradeBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
+    getTradeBorrowingFeesCollateral: (input: Omit<BorrowingFeeV2.TradeBorrowingFeeInput, "pairIndex">, context: BorrowingFeeV2.GetPairBorrowingFeeV2Context) => number;
     getPairBorrowingFees: (input: BorrowingFeeV2.PairBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-    getBorrowingFee: (positionSizeCollateral: number, pairIndex: number, collateralIndex: number, openPrice: number, currentPairPrice: number, initialAccBorrowingFeeP: number, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
 };
 export * as BorrowingFeeV2 from "./types";
+export { GetPairBorrowingFeeV2Context } from "./types";
 export * from "./converter";
 export * from "./fetcher";

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

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