@gainsnetwork/sdk 0.0.0-v10.rc4 → 0.0.0-v10.rc5

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/index.js

@@ -50,6 +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)

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/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/index.d.ts

@@ -45,7 +45,7 @@ export type GetStructuredHoldingFeesContext = {
     borrowingV1?: GetBorrowingFeeContext;
     borrowingV2?: GetPairBorrowingFeeV2Context;
     funding?: GetPairFundingFeeContext;
-    initialAccFeesV1?: BorrowingFee.InitialAccFees;
+    initialAccFees?: BorrowingFee.InitialAccFees;
 };
 /**
  * @dev Calculates total holding fees for a trade (funding + borrowing fees)

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

@@ -136,8 +136,8 @@ const getTradePendingHoldingFeesCollateral = (trade, tradeInfo, tradeFeesData, c
     }
     // Calculate v1 borrowing fees (some markets use v1 indefinitely)
     let borrowingFeeCollateral_old = 0;
-    if (context.borrowingV1 && context.initialAccFeesV1) {
-        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, trade.pairIndex, trade.long, context.initialAccFeesV1, context.borrowingV1);
+    if (context.borrowingV1 && context.initialAccFees) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, trade.pairIndex, trade.long, context.initialAccFees, context.borrowingV1);
     }
     return {
         fundingFeeCollateral,

package/lib/trade/liquidation/builder.js

@@ -37,13 +37,13 @@ const buildLiquidationPriceContext = (globalTradingVariables, tradeContainer, ad
         borrowingV1: (0, builder_1.buildBorrowingV1Context)(globalTradingVariables, collateralIndex, additionalParams.currentBlock),
         borrowingV2: (0, builder_2.buildBorrowingV2Context)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
         funding: (0, builder_3.buildFundingContext)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
-        trading: (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier),
+        trading: Object.assign(Object.assign({}, (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier)), { counterTradeSettings: globalTradingVariables.counterTradeSettings, userPriceImpact: additionalParams.userPriceImpact }),
         // Trade-specific data
         tradeData: {
             tradeInfo,
             tradeFeesData: tradeContainer.tradeFeesData,
             liquidationParams: tradeContainer.liquidationParams,
-            initialAccFeesV1: tradeContainer.initialAccFees,
+            initialAccFees: tradeContainer.initialAccFees,
         },
         // Additional parameters for liquidation calculation
         liquidationSpecific: {

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

@@ -11,16 +11,6 @@ import { GetLiquidationPriceContext } from "./types";
  */
 export declare const getLiquidationPrice: (trade: Trade, context: GetLiquidationPriceContext) => number;
 export declare const getLiqPnlThresholdP: (liquidationParams: LiquidationParams | undefined, leverage: number | undefined) => number;
-/**
- * @dev Simplified wrapper for getTradeLiquidationPrice
- * @dev Mirrors the contract's simplified overload
- * @param trade The trade to calculate liquidation price for
- * @param additionalFeeCollateral Additional fees to consider
- * @param currentPairPrice Current pair price
- * @param context Context with all required data
- * @returns Liquidation price
- */
-export declare const getTradeLiquidationPriceSimple: (trade: Trade, additionalFeeCollateral: number, currentPairPrice: number, context: GetLiquidationPriceContext) => number;
 export { convertLiquidationParams, convertLiquidationParamsArray, encodeLiquidationParams, } from "./converter";
 export * from "./types";
 export * from "./builder";

package/lib/trade/liquidation/index.js

@@ -17,7 +17,7 @@ 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.encodeLiquidationParams = exports.convertLiquidationParamsArray = exports.convertLiquidationParams = exports.getTradeLiquidationPriceSimple = exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
+exports.encodeLiquidationParams = exports.convertLiquidationParamsArray = exports.convertLiquidationParams = exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
 const types_1 = require("../../contracts/types");
 const __1 = require("..");
 /**
@@ -27,20 +27,23 @@ const __1 = require("..");
  * @returns Liquidation price
  */
 const getLiquidationPrice = (trade, context) => {
-    var _a, _b, _c;
-    // Extract legacy parameters from structured context
-    const { currentPairPrice, additionalFeeCollateral, partialCloseMultiplier, beforeOpened, } = context.liquidationSpecific;
-    // 1. Calculate liquidation fees
-    const closingFee = (0, __1.getTotalTradeLiqFeesCollateral)(trade.collateralIndex, trade.user, trade.pairIndex, trade.collateralAmount, {
-        totalLiqCollateralFeeP: ((_a = context.tradeData.liquidationParams) === null || _a === void 0 ? void 0 : _a.endLiqThresholdP) || 0.9,
+    var _a, _b;
+    // Extract parameters from structured context
+    const { currentPairPrice, additionalFeeCollateral = 0, partialCloseMultiplier = 1, beforeOpened = false, isCounterTrade = false, } = context.liquidationSpecific;
+    // 1. Calculate closing fees
+    const closingFee = (0, __1.getTotalTradeFeesCollateral)(trade.collateralIndex, "", // No fee tiers applied for liquidation calculation
+    trade.pairIndex, trade.collateralAmount * trade.leverage, isCounterTrade, {
+        fee: context.trading.fee,
+        collateralPriceUsd: context.core.collateralPriceUsd,
         globalTradeFeeParams: context.trading.globalTradeFeeParams,
-        traderFeeMultiplier: context.trading.traderFeeMultiplier,
+        traderFeeMultiplier: 1,
+        counterTradeSettings: context.trading.counterTradeSettings,
     });
-    // 2. Calculate holding fees and realized PnL
+    // 2. Calculate holding fees and realized PnL for opened trades
     let holdingFeesTotal = 0;
     let totalRealizedPnlCollateral = 0;
-    if (!beforeOpened && context.tradeData.tradeFeesData && currentPairPrice) {
-        // V10 data available - calculate full holding fees
+    if (!beforeOpened) {
+        // Calculate holding fees
         const holdingFees = (0, __1.getTradePendingHoldingFeesCollateral)(trade, context.tradeData.tradeInfo, context.tradeData.tradeFeesData, currentPairPrice, {
             contractsVersion: context.core.contractsVersion,
             currentTimestamp: context.core.currentTimestamp,
@@ -48,7 +51,7 @@ const getLiquidationPrice = (trade, context) => {
             borrowingV1: context.borrowingV1,
             borrowingV2: context.borrowingV2,
             funding: context.funding,
-            initialAccFeesV1: context.tradeData.initialAccFeesV1,
+            initialAccFees: context.tradeData.initialAccFees,
         });
         holdingFeesTotal = holdingFees.totalFeeCollateral;
         // Calculate total realized PnL (realized PnL minus realized trading fees)
@@ -56,12 +59,6 @@ const getLiquidationPrice = (trade, context) => {
             context.tradeData.tradeFeesData.realizedPnlCollateral -
                 context.tradeData.tradeFeesData.realizedTradingFeesCollateral;
     }
-    else if (!beforeOpened &&
-        context.borrowingV1 &&
-        context.tradeData.initialAccFeesV1) {
-        // Markets using v1 borrowing fees model
-        holdingFeesTotal = (0, __1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, context.tradeData.initialAccFeesV1, context.borrowingV1);
-    }
     // 3. Apply unified formula for all trades
     const totalFeesCollateral = closingFee +
         (holdingFeesTotal - totalRealizedPnlCollateral) * partialCloseMultiplier +
@@ -75,9 +72,9 @@ const getLiquidationPrice = (trade, context) => {
         trade.leverage;
     // 6. Apply closing spread for v9.2+
     if (context.core.contractsVersion >= types_1.ContractsVersion.V9_2 &&
-        ((((_b = context.tradeData.liquidationParams) === null || _b === void 0 ? void 0 : _b.maxLiqSpreadP) !== undefined &&
+        ((((_a = context.tradeData.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
             context.tradeData.liquidationParams.maxLiqSpreadP > 0) ||
-            (((_c = context.liquidationSpecific.userPriceImpact) === null || _c === void 0 ? void 0 : _c.fixedSpreadP) !==
+            (((_b = context.liquidationSpecific.userPriceImpact) === null || _b === void 0 ? void 0 : _b.fixedSpreadP) !==
                 undefined &&
                 context.liquidationSpecific.userPriceImpact.fixedSpreadP > 0))) {
         const closingSpreadP = (0, __1.getSpreadP)(context.core.spreadP, true, context.tradeData.liquidationParams, context.liquidationSpecific.userPriceImpact);
@@ -115,22 +112,6 @@ const getLiqPnlThresholdP = (liquidationParams, leverage) => {
             (liquidationParams.endLeverage - liquidationParams.startLeverage));
 };
 exports.getLiqPnlThresholdP = getLiqPnlThresholdP;
-/**
- * @dev Simplified wrapper for getTradeLiquidationPrice
- * @dev Mirrors the contract's simplified overload
- * @param trade The trade to calculate liquidation price for
- * @param additionalFeeCollateral Additional fees to consider
- * @param currentPairPrice Current pair price
- * @param context Context with all required data
- * @returns Liquidation price
- */
-const getTradeLiquidationPriceSimple = (trade, additionalFeeCollateral, currentPairPrice, context) => {
-    // Build complete context with additional parameters
-    const fullContext = Object.assign(Object.assign({}, context), { liquidationSpecific: Object.assign(Object.assign({}, context.liquidationSpecific), { currentPairPrice,
-            additionalFeeCollateral, partialCloseMultiplier: 1, beforeOpened: false, isCounterTrade: trade.isCounterTrade || false }) });
-    return (0, exports.getLiquidationPrice)(trade, fullContext);
-};
-exports.getTradeLiquidationPriceSimple = getTradeLiquidationPriceSimple;
 // Converters
 var converter_1 = require("./converter");
 Object.defineProperty(exports, "convertLiquidationParams", { enumerable: true, get: function () { return converter_1.convertLiquidationParams; } });

package/lib/trade/liquidation/types.d.ts

@@ -1,29 +1,9 @@
 import { GetBorrowingFeeContext, BorrowingFee } from "./../fees";
-import { LiquidationParams, UserPriceImpact, TradeFeesData, TradeInfo } from "./../types";
+import { LiquidationParams, UserPriceImpact, TradeFeesData, TradeInfo, CounterTradeSettings } from "./../types";
 import { ContractsVersion } from "../../contracts/types";
 import { GetPairBorrowingFeeV2Context } from "../fees/borrowingV2";
 import { GetPairFundingFeeContext } from "../fees/fundingFees";
 import { TradingFeesSubContext } from "../fees/trading/builder";
-/**
- * @dev Input parameters for getTradeLiquidationPrice
- * @dev Mirrors the contract's LiqPriceInput struct
- */
-export type LiqPriceInput = {
-    collateralIndex: number;
-    trader: string;
-    pairIndex: number;
-    index: number;
-    openPrice: number;
-    long: boolean;
-    collateral: number;
-    leverage: number;
-    additionalFeeCollateral: number;
-    liquidationParams: LiquidationParams;
-    currentPairPrice: number;
-    isCounterTrade: boolean;
-    partialCloseMultiplier: number;
-    beforeOpened: boolean;
-};
 /**
  * @dev Structured context for liquidation price calculations
  * @dev Follows the same pattern as GetComprehensivePnlContext
@@ -41,12 +21,15 @@ export type GetLiquidationPriceContext = {
     funding?: GetPairFundingFeeContext;
     trading: TradingFeesSubContext & {
         userPriceImpact?: UserPriceImpact;
+        counterTradeSettings?: {
+            [pairIndex: number]: CounterTradeSettings;
+        };
     };
     tradeData: {
         tradeInfo: TradeInfo;
         tradeFeesData: TradeFeesData;
         liquidationParams: LiquidationParams;
-        initialAccFeesV1?: BorrowingFee.InitialAccFees;
+        initialAccFees?: BorrowingFee.InitialAccFees;
     };
     liquidationSpecific: {
         currentPairPrice: number;

package/lib/trade/pnl/builder.js

@@ -36,7 +36,7 @@ const buildComprehensivePnlContext = (globalTradingVariables, tradeContainer, ad
             ? {
                 tradeFeesData: tradeContainer.tradeFeesData,
                 liquidationParams: tradeContainer.liquidationParams,
-                initialAccFeesV1: tradeContainer.initialAccFees,
+                initialAccFees: tradeContainer.initialAccFees,
             }
             : undefined,
     };

package/lib/trade/pnl/index.js

@@ -80,7 +80,7 @@ const getComprehensivePnl = (trade, currentPrice, tradeInfo, context) => {
         borrowingV1: context.borrowingV1,
         borrowingV2: context.borrowingV2,
         funding: context.funding,
-        initialAccFeesV1: context.tradeData.initialAccFeesV1,
+        initialAccFees: context.tradeData.initialAccFees,
     });
     const borrowingFeeV1 = pendingHoldingFees.borrowingFeeCollateral_old;
     const borrowingFeeV2 = pendingHoldingFees.borrowingFeeCollateral;
@@ -236,7 +236,7 @@ const getPriceForTargetPnlPercentage = (targetPnlPercent, trade, tradeInfo, cont
         borrowingV1: context.borrowingV1,
         borrowingV2: context.borrowingV2,
         funding: context.funding,
-        initialAccFeesV1: (_b = context.tradeData) === null || _b === void 0 ? void 0 : _b.initialAccFeesV1,
+        initialAccFees: (_b = context.tradeData) === null || _b === void 0 ? void 0 : _b.initialAccFees,
     });
     const totalHoldingFees = fees.fundingFeeCollateral +
         fees.borrowingFeeCollateral +

package/lib/trade/pnl/types.d.ts

@@ -5,21 +5,7 @@ import { ContractsVersion } from "src/contracts/types";
 import { BorrowingFee, GetBorrowingFeeContext, TradingFeesSubContext } from "../fees";
 import { GetPairBorrowingFeeV2Context } from "../fees/borrowingV2";
 import { GetPairFundingFeeContext } from "../fees/fundingFees";
-import { Trade, TradeInfo, TradeFeesData, LiquidationParams } from "../types";
-/**
- * @dev Input for trade value calculation with all fees
- * @dev Mirrors contract's TradeValueInput struct
- */
-export type TradeValueInput = {
-    trade: Trade;
-    currentPrice: number;
-    collateralPriceUsd: number;
-    fees: {
-        openingFeeCollateral: number;
-        closingFeeCollateral: number;
-        holdingFeesCollateral: number;
-    };
-};
+import { TradeFeesData, LiquidationParams } from "../types";
 /**
  * @dev Result of trade value calculation
  */
@@ -68,30 +54,6 @@ export type ComprehensivePnlResult = {
     leveragedPositionSize: number;
     netPnlAfterFees: number;
 };
-/**
- * @dev Simple PnL result for backward compatibility
- */
-export type SimplePnlResult = [pnlCollateral: number, pnlPercent: number];
-/**
- * @dev Input for PnL calculation with price impact
- */
-export type PnlWithPriceImpactInput = {
-    trade: Trade;
-    tradeInfo: TradeInfo;
-    oraclePrice: number;
-    currentPairPrice: number;
-    usePriceImpact: boolean;
-    includeOpeningFees?: boolean;
-};
-/**
- * @dev Context for v10 PnL calculations
- */
-export type V10PnlContext = {
-    tradeFeesData: TradeFeesData;
-    priceImpactContext?: any;
-    skewContext?: any;
-    cumulVolContext?: any;
-};
 /**
  * @dev Context for comprehensive PnL calculations with nested sub-contexts
  */
@@ -109,6 +71,6 @@ export type GetComprehensivePnlContext = {
     tradeData?: {
         tradeFeesData: TradeFeesData;
         liquidationParams: LiquidationParams;
-        initialAccFeesV1?: BorrowingFee.InitialAccFees;
+        initialAccFees?: BorrowingFee.InitialAccFees;
     };
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc4",
+  "version": "0.0.0-v10.rc5",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [