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

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

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

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

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

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

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

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

@@ -62,7 +62,7 @@ export declare const getPairPendingAccFundingFees: (params: FundingFeeParams, da
  * @param tradeInfo Trade info (contracts version)
  * @param tradeFeesData Trade fees data containing initial acc funding fee
  * @param currentPairPrice Current pair price
- * @param context Optional context with funding fee data (if not provided, uses simple calculation)
+ * @param context Optional context with funding fee data (full or pair-specific)
  * @returns Funding fee in collateral tokens
  */
 export declare const getTradeFundingFeesCollateral: (trade: {
@@ -92,7 +92,14 @@ export declare const getTradeFundingFeesCollateral: (trade: {
             [pairIndex: number]: number;
         };
     } | undefined;
-}) | undefined) => number;
+}) | {
+    currentTimestamp: number;
+    params: FundingFeeParams;
+    data: PairFundingFeeData;
+    pairOi?: PairOiAfterV10 | undefined;
+    netExposureToken?: number | undefined;
+    netExposureUsd?: number | undefined;
+} | undefined) => number;
 /**
  * @dev Main function to calculate funding fees for a trade within context
  * @param context Funding fee context with params and data
@@ -133,4 +140,7 @@ export declare const getTradeFundingFeesCollateralSimple: (trade: {
 }, initialAccFundingFeeP: number, currentAccFundingFeeP: number) => number;
 export * as FundingFees from "./types";
 export type { FundingFeeParams, PairFundingFeeData, PairGlobalParams, TradeInitialAccFundingFees, PairOiAfterV10, FundingRateCalculation, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairAccumulatedFees, TradeInitialAccFees, } from "./types";
+export type { GetPairFundingFeeContext } from "./pairContext";
 export * from "./fetcher";
+export * from "./pairContext";
+export * from "./builder";

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

@@ -230,7 +230,7 @@ exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;
  * @param tradeInfo Trade info (contracts version)
  * @param tradeFeesData Trade fees data containing initial acc funding fee
  * @param currentPairPrice Current pair price
- * @param context Optional context with funding fee data (if not provided, uses simple calculation)
+ * @param context Optional context with funding fee data (full or pair-specific)
  * @returns Funding fee in collateral tokens
  */
 const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
@@ -240,8 +240,26 @@ const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentP
         return 0;
     }
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
-    // If we have full context, calculate current accumulated funding fee
-    if (context &&
+    if (!context) {
+        return 0; // Cannot calculate without context
+    }
+    // Check if we have a pair-specific context
+    if ("params" in context && "data" in context) {
+        // Pair-specific context
+        const { params, data, pairOi, netExposureToken, netExposureUsd } = context;
+        if (!params.fundingFeesEnabled) {
+            return 0;
+        }
+        // Calculate pending accumulated fees
+        const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOi || { oiLongToken: 0, oiShortToken: 0 }, netExposureToken || 0, netExposureUsd || 0, context.currentTimestamp);
+        const currentAccFundingFeeP = trade.long
+            ? accFundingFeeLongP
+            : accFundingFeeShortP;
+        const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+        return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+    }
+    // Full context - original logic
+    if ("fundingParams" in context &&
         trade.collateralIndex !== undefined &&
         trade.pairIndex !== undefined) {
         const params = (_a = context.fundingParams[trade.collateralIndex]) === null || _a === void 0 ? void 0 : _a[trade.pairIndex];
@@ -324,3 +342,5 @@ exports.getTradeFundingFeesCollateralSimple = getTradeFundingFeesCollateralSimpl
 // Export namespace for types
 exports.FundingFees = __importStar(require("./types"));
 __exportStar(require("./fetcher"), exports);
+__exportStar(require("./pairContext"), exports);
+__exportStar(require("./builder"), exports);

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

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

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

@@ -0,0 +1,17 @@
+"use strict";
+/**
+ * @dev Pair-specific funding fee types and utilities
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPairPendingAccFundingFees = void 0;
+const index_1 = require("./index");
+/**
+ * @dev Calculate pending accumulated funding fees for a pair using pair-specific context
+ * @param currentPairPrice Current price of the pair
+ * @param context Pair-specific funding context
+ * @returns Pending accumulated funding fees
+ */
+const getPairPendingAccFundingFees = (currentPairPrice, context) => {
+    return (0, index_1.getPairPendingAccFundingFees)(context.params, context.data, currentPairPrice, context.pairOi || { oiLongToken: 0, oiShortToken: 0 }, context.netExposureToken || 0, context.netExposureUsd || 0, context.currentTimestamp);
+};
+exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;

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

@@ -2,7 +2,7 @@ export * from "./borrowing";
 export * from "./tiers";
 export * from "./trading";
 export { convertTradeFeesData, convertTradeFeesDataArray, convertUiRealizedPnlData, convertUiRealizedPnlDataArray, encodeTradeFeesData, encodeUiRealizedPnlData, } from "./converter";
-export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getBorrowingFee as getBorrowingFeeV2, getPairBorrowingFees as getPairBorrowingFeesV2, MAX_BORROWING_RATE_PER_SECOND as MAX_BORROWING_RATE_PER_SECOND_V2, BORROWING_V2_PRECISION, } from "./borrowingV2";
+export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getPairBorrowingFees as getPairBorrowingFeesV2, MAX_BORROWING_RATE_PER_SECOND as MAX_BORROWING_RATE_PER_SECOND_V2, BORROWING_V2_PRECISION, } from "./borrowingV2";
 export { convertBorrowingFeeParams as convertBorrowingFeeParamsV2, convertBorrowingFeeParamsArray as convertBorrowingFeeParamsArrayV2, convertPairBorrowingFeeData as convertPairBorrowingFeeDataV2, convertPairBorrowingFeeDataArray as convertPairBorrowingFeeDataArrayV2, convertTradeInitialAccFees as convertTradeInitialAccFeesV2, convertTradeInitialAccFeesArray as convertTradeInitialAccFeesArrayV2, createBorrowingV2Context, isValidBorrowingRate as isValidBorrowingRateV2, borrowingRateToAPR as borrowingRateToAPRV2, aprToBorrowingRate as aprToBorrowingRateV2, } from "./borrowingV2/converter";
 export { fetchBorrowingFeeParamsV2, fetchPairBorrowingFeeDataV2, fetchTradeBorrowingFeesCollateralV2, fetchPairPendingAccBorrowingFeesV2, fetchAllBorrowingV2Data, createBorrowingV2ContextFromContract, createBorrowingV2ContextFromArrays, fetchBorrowingV2DataForPairs, } from "./borrowingV2/fetcher";
 export { FundingFees, getCurrentFundingVelocityPerYear, getSecondsToReachZeroRate, getAvgFundingRatePerSecondP, getLongShortAprMultiplier, getPairPendingAccFundingFees, getTradeFundingFeesCollateral, getTradeFundingFeesCollateralSimple, getTradeFundingFees, } from "./fundingFees";

package/lib/trade/fees/index.js

@@ -14,8 +14,8 @@ 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.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = exports.FundingFees = exports.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = exports.aprToBorrowingRateV2 = exports.borrowingRateToAPRV2 = exports.isValidBorrowingRateV2 = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArrayV2 = exports.convertTradeInitialAccFeesV2 = exports.convertPairBorrowingFeeDataArrayV2 = exports.convertPairBorrowingFeeDataV2 = exports.convertBorrowingFeeParamsArrayV2 = exports.convertBorrowingFeeParamsV2 = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND_V2 = exports.getPairBorrowingFeesV2 = exports.getBorrowingFeeV2 = exports.getTradeBorrowingFeesCollateralV2 = exports.getPairPendingAccBorrowingFeesV2 = exports.borrowingFeeV2Utils = exports.BorrowingFeeV2 = exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
-exports.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.aprToFundingRate = exports.fundingRateToAPR = void 0;
+exports.fundingRateToAPR = exports.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = exports.FundingFees = exports.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = exports.aprToBorrowingRateV2 = exports.borrowingRateToAPRV2 = exports.isValidBorrowingRateV2 = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArrayV2 = exports.convertTradeInitialAccFeesV2 = exports.convertPairBorrowingFeeDataArrayV2 = exports.convertPairBorrowingFeeDataV2 = exports.convertBorrowingFeeParamsArrayV2 = exports.convertBorrowingFeeParamsV2 = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND_V2 = exports.getPairBorrowingFeesV2 = exports.getTradeBorrowingFeesCollateralV2 = exports.getPairPendingAccBorrowingFeesV2 = exports.borrowingFeeV2Utils = exports.BorrowingFeeV2 = exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
+exports.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.aprToFundingRate = void 0;
 __exportStar(require("./borrowing"), exports);
 __exportStar(require("./tiers"), exports);
 __exportStar(require("./trading"), exports);
@@ -33,7 +33,6 @@ Object.defineProperty(exports, "BorrowingFeeV2", { enumerable: true, get: functi
 Object.defineProperty(exports, "borrowingFeeV2Utils", { enumerable: true, get: function () { return borrowingV2_1.borrowingFeeV2Utils; } });
 Object.defineProperty(exports, "getPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairPendingAccBorrowingFees; } });
 Object.defineProperty(exports, "getTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return borrowingV2_1.getTradeBorrowingFeesCollateral; } });
-Object.defineProperty(exports, "getBorrowingFeeV2", { enumerable: true, get: function () { return borrowingV2_1.getBorrowingFee; } });
 Object.defineProperty(exports, "getPairBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairBorrowingFees; } });
 Object.defineProperty(exports, "MAX_BORROWING_RATE_PER_SECOND_V2", { enumerable: true, get: function () { return borrowingV2_1.MAX_BORROWING_RATE_PER_SECOND; } });
 Object.defineProperty(exports, "BORROWING_V2_PRECISION", { enumerable: true, get: function () { return borrowingV2_1.BORROWING_V2_PRECISION; } });

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

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

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

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

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

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

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

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

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

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

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

@@ -0,0 +1,66 @@
+"use strict";
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradePendingHoldingFeesCollateralStructured = void 0;
+const types_1 = require("../../../contracts/types");
+const borrowing_1 = require("../borrowing");
+const borrowingV2_1 = require("../borrowingV2");
+const pairContext_1 = require("../fundingFees/pairContext");
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // Calculate funding fees (v10+ only)
+    let fundingFeeCollateral = 0;
+    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
+        context.funding &&
+        tradeFeesData.initialAccFundingFeeP !== undefined) {
+        fundingFeeCollateral = (0, pairContext_1.getPairTradeFundingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            long: trade.long,
+            currentPairPrice,
+            initialAccFundingFeeP: tradeFeesData.initialAccFundingFeeP,
+        }, context.funding // TODO: Fix types once funding types are properly imported
+        );
+    }
+    // Calculate borrowing fees v2
+    let borrowingFeeCollateral = 0;
+    if (context.borrowingV2 && tradeFeesData.initialAccBorrowingFeeP !== undefined) {
+        borrowingFeeCollateral = (0, borrowingV2_1.getPairTradeBorrowingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            currentPairPrice,
+            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
+            currentTimestamp: context.currentTimestamp,
+        }, context.borrowingV2);
+    }
+    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
+    let borrowingFeeCollateral_old = 0;
+    if (context.borrowingV1) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getPairBorrowingFee)(positionSizeCollateral, trade.long, context.borrowingV1.initialAccFees || { accPairFee: 0, accGroupFee: 0, block: 0 }, {
+            currentBlock: context.borrowingV1.currentBlock,
+            group: context.borrowingV1.group,
+            pair: context.borrowingV1.pair,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
+    }
+    return {
+        fundingFeeCollateral,
+        borrowingFeeCollateral,
+        borrowingFeeCollateral_old,
+        totalFeeCollateral: fundingFeeCollateral +
+            borrowingFeeCollateral +
+            borrowingFeeCollateral_old,
+    };
+};
+exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

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

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

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

@@ -0,0 +1,66 @@
+"use strict";
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradePendingHoldingFeesCollateralStructured = void 0;
+const types_1 = require("../../../contracts/types");
+const borrowing_1 = require("../borrowing");
+const borrowingV2_1 = require("../borrowingV2");
+const fundingFees_1 = require("../fundingFees");
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // Calculate funding fees (v10+ only)
+    let fundingFeeCollateral = 0;
+    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
+        context.funding &&
+        tradeFeesData.initialAccFundingFeeP !== undefined) {
+        fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, Object.assign(Object.assign({}, context.funding), { currentTimestamp: context.currentTimestamp }) // TODO: Fix types once funding types are properly imported
+        );
+    }
+    // Calculate borrowing fees v2
+    let borrowingFeeCollateral = 0;
+    if (context.borrowingV2 &&
+        tradeFeesData.initialAccBorrowingFeeP !== undefined) {
+        borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            currentPairPrice,
+            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
+            currentTimestamp: context.currentTimestamp,
+        }, context.borrowingV2);
+    }
+    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
+    let borrowingFeeCollateral_old = 0;
+    if (context.borrowingV1) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, undefined, // pairIndex not needed for pair-specific context
+        trade.long, context.borrowingV1.initialAccFees || {
+            accPairFee: 0,
+            accGroupFee: 0,
+            block: 0,
+        }, {
+            currentBlock: context.borrowingV1.currentBlock,
+            group: context.borrowingV1.group,
+            pair: context.borrowingV1.pair,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
+    }
+    return {
+        fundingFeeCollateral,
+        borrowingFeeCollateral,
+        borrowingFeeCollateral_old,
+        totalFeeCollateral: fundingFeeCollateral +
+            borrowingFeeCollateral +
+            borrowingFeeCollateral_old,
+    };
+};
+exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

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

@@ -2,9 +2,12 @@
  * @dev Trading fee calculations for opening and closing positions
  */
 import { Fee, PairIndex, Trade, TradeInfo, TradeFeesData } from "../../types";
+import { GetBorrowingFeeContext } from "../borrowing";
+import * as BorrowingFee from "../borrowing/types";
+import { GetPairBorrowingFeeV2Context } from "../borrowingV2";
+import { GetPairFundingFeeContext } from "../fundingFees/pairContext";
 import { GetTradeFeesContext, GetLiquidationFeesContext, GetClosingFeeContext, TradeFeesBreakdown, TradeHoldingFees } from "./types";
 import { ContractsVersion } from "../../../contracts/types";
-import * as BorrowingFee from "../borrowing/types";
 /**
  * @dev Returns the total fee for a trade in collateral tokens
  * @dev Mirrors the contract's getTotalTradeFeesCollateral function
@@ -32,23 +35,28 @@ export declare const getTotalTradeLiqFeesCollateral: (collateralIndex: number, t
  * @deprecated Use getTotalTradeFeesCollateral instead
  */
 export declare const getClosingFee: (collateralAmount: number, leverage: number, pairIndex: PairIndex, pairFee: Fee | undefined, _collateralPriceUsd?: number | undefined, isCounterTrade?: boolean, trader?: string, context?: GetClosingFeeContext) => number;
+/**
+ * @dev Context for holding fees calculation with structured sub-contexts
+ */
+export type GetStructuredHoldingFeesContext = {
+    contractsVersion: ContractsVersion;
+    currentTimestamp: number;
+    collateralPriceUsd: number;
+    borrowingV1?: GetBorrowingFeeContext;
+    borrowingV2?: GetPairBorrowingFeeV2Context;
+    funding?: GetPairFundingFeeContext;
+    initialAccFees?: BorrowingFee.InitialAccFees;
+};
 /**
  * @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
+ * @param context Structured context with sub-contexts for each fee type
  * @returns Object containing all holding fee components
  */
-export declare const getTradePendingHoldingFeesCollateral: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: {
-    [key: string]: any;
-    contractsVersion?: ContractsVersion | undefined;
-    currentBlock?: number | undefined;
-    groups?: BorrowingFee.Group[] | undefined;
-    pairs?: BorrowingFee.Pair[] | undefined;
-    collateralPriceUsd?: number | undefined;
-    initialAccFees?: BorrowingFee.InitialAccFees | undefined;
-}) => TradeHoldingFees;
+export declare const getTradePendingHoldingFeesCollateral: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;
 export * from "./types";
 export * from "./converter";
+export * from "./builder";