@gainsnetwork/sdk 0.0.0-v10.rc6 → 0.0.0-v10.rc8

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

@@ -235,6 +235,7 @@ export interface CollateralBackend {
     };
     fundingFees: FundingFeesBackend;
     pairOis: OpenInterestBackend[];
+    pairSkewDepths?: string[];
 }
 export interface PairInfosBackend {
     maxLeverages: string[];

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

@@ -6,6 +6,9 @@ export declare const convertFees: (fees: FeeBackend[]) => Fee[];
 export declare const convertCollaterals: (collaterals: CollateralBackend[]) => TradingVariablesCollateral[];
 export declare const convertOpenInterests: (interests: OpenInterestBackend[]) => OpenInterest[];
 export declare const convertPairDepths: (pairDepths: PairDepthBackend[]) => PairDepth[];
+export declare const convertPairSkewDepths: (pairSkewDepths: string[] | undefined) => {
+    [pairIndex: number]: number;
+};
 export declare const convertPairBorrowingFees: (pairParams: PairParamsBorrowingFeesBackend) => BorrowingFee.Pair[];
 export declare const convertGroupBorrowingFees: (pairParams: PairParamsBorrowingFeesBackend) => BorrowingFee.Group[];
 export declare const convertTradingGroups: (groups: TradingGroupBackend[]) => TradingGroup[];

package/lib/backend/tradingVariables/converter.js

@@ -1,8 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-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;
+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.convertPairSkewDepths = 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 converter_1 = require("../../trade/priceImpact/skew/converter");
 const convertFees = (fees) => fees === null || fees === void 0 ? void 0 : fees.map(fee => convertFee(fee));
 exports.convertFees = convertFees;
 const convertCollateral = (collateral) => {
@@ -30,7 +31,8 @@ const convertCollateral = (collateral) => {
             params: (0, __1.convertFundingFeeParamsArray)((_h = collateral.fundingFees) === null || _h === void 0 ? void 0 : _h.pairParams),
             data: (0, __1.convertPairFundingFeeDataArray)((_j = collateral.fundingFees) === null || _j === void 0 ? void 0 : _j.pairData),
         },
-        pairOis: (0, __1.convertPairOiArray)(collateral.pairOis, collateral.collateralConfig.decimals),
+        pairOis: (0, __1.convertPairOiArray)(collateral.pairOis, parseInt(collateral.collateralConfig.precision)),
+        pairSkewDepths: (0, exports.convertPairSkewDepths)(collateral.pairSkewDepths),
     });
 };
 const convertCollaterals = (collaterals) => collaterals === null || collaterals === void 0 ? void 0 : collaterals.map(collateral => convertCollateral(collateral));
@@ -54,6 +56,12 @@ const convertPairDepth = (pairDepth) => ({
     onePercentDepthAboveUsd: parseInt(pairDepth.onePercentDepthAboveUsd),
     onePercentDepthBelowUsd: parseInt(pairDepth.onePercentDepthBelowUsd),
 });
+const convertPairSkewDepths = (pairSkewDepths) => {
+    if (!pairSkewDepths)
+        return {};
+    return (0, converter_1.convertPairSkewDepths)(pairSkewDepths);
+};
+exports.convertPairSkewDepths = convertPairSkewDepths;
 const convertPairBorrowingFees = (pairParams) => pairParams === null || pairParams === void 0 ? void 0 : pairParams.pairs.map(pairParam => convertPairBorrowingFee(pairParam));
 exports.convertPairBorrowingFees = convertPairBorrowingFees;
 const convertPairGroupBorrowingFee = (pairParam) => ({

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

@@ -36,6 +36,9 @@ export type TradingVariablesCollateral = {
     prices: TokenPrices;
     symbol: string;
     pairOis: UnifiedPairOi[];
+    pairSkewDepths: {
+        [pairIndex: number]: number;
+    };
 };
 export type TokenPrices = {
     collateralPriceUsd: number;

package/lib/markets/index.d.ts

@@ -5,3 +5,4 @@ export * from "./indices";
 export * from "./commodities";
 export * from "./oi";
 export * from "./collateral";
+export * from "./price";

package/lib/markets/index.js

@@ -21,3 +21,4 @@ __exportStar(require("./indices"), exports);
 __exportStar(require("./commodities"), exports);
 __exportStar(require("./oi"), exports);
 __exportStar(require("./collateral"), exports);
+__exportStar(require("./price"), exports);

package/lib/markets/price/builder.d.ts

@@ -0,0 +1,25 @@
+/**
+ * @dev Builder functions for creating market price contexts
+ */
+import { MarketPriceContext } from "./types";
+import { TradingVariablesCollateral } from "../../backend/tradingVariables/types";
+/**
+ * @dev Builds a market price context for a specific pair from trading variables
+ * @param tradingVariables Trading variables for a specific collateral
+ * @param pairIndex Pair index to create context for
+ * @returns Market price context for the pair
+ */
+export declare const buildMarketPriceContext: (tradingVariables: TradingVariablesCollateral, pairIndex: number) => MarketPriceContext;
+/**
+ * @dev Creates an empty market price context
+ * @returns Empty market price context
+ */
+export declare const createEmptyMarketPriceContext: () => MarketPriceContext;
+/**
+ * @dev Creates a market price context with custom values
+ * @param skewDepth Skew depth in tokens
+ * @param oiLongToken Long OI in tokens
+ * @param oiShortToken Short OI in tokens
+ * @returns Market price context
+ */
+export declare const createMarketPriceContext: (skewDepth: number, oiLongToken: number, oiShortToken: number) => MarketPriceContext;

package/lib/markets/price/builder.js

@@ -0,0 +1,69 @@
+"use strict";
+/**
+ * @dev Builder functions for creating market price contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMarketPriceContext = exports.createEmptyMarketPriceContext = exports.buildMarketPriceContext = void 0;
+/**
+ * @dev Builds a market price context for a specific pair from trading variables
+ * @param tradingVariables Trading variables for a specific collateral
+ * @param pairIndex Pair index to create context for
+ * @returns Market price context for the pair
+ */
+const buildMarketPriceContext = (tradingVariables, pairIndex) => {
+    // Get skew depth for the pair, default to 0 if not set
+    const skewDepth = tradingVariables.pairSkewDepths[pairIndex] || 0;
+    // Get pair OI data
+    const pairOi = tradingVariables.pairOis[pairIndex];
+    if (!pairOi) {
+        // Return default context if no OI data
+        return {
+            skewDepth,
+            pairOiToken: {
+                oiLongToken: 0,
+                oiShortToken: 0,
+            },
+        };
+    }
+    // Extract token OI from unified pair OI
+    const pairOiToken = {
+        oiLongToken: pairOi.token.long,
+        oiShortToken: pairOi.token.short,
+    };
+    return {
+        skewDepth,
+        pairOiToken,
+    };
+};
+exports.buildMarketPriceContext = buildMarketPriceContext;
+/**
+ * @dev Creates an empty market price context
+ * @returns Empty market price context
+ */
+const createEmptyMarketPriceContext = () => {
+    return {
+        skewDepth: 0,
+        pairOiToken: {
+            oiLongToken: 0,
+            oiShortToken: 0,
+        },
+    };
+};
+exports.createEmptyMarketPriceContext = createEmptyMarketPriceContext;
+/**
+ * @dev Creates a market price context with custom values
+ * @param skewDepth Skew depth in tokens
+ * @param oiLongToken Long OI in tokens
+ * @param oiShortToken Short OI in tokens
+ * @returns Market price context
+ */
+const createMarketPriceContext = (skewDepth, oiLongToken, oiShortToken) => {
+    return {
+        skewDepth,
+        pairOiToken: {
+            oiLongToken,
+            oiShortToken,
+        },
+    };
+};
+exports.createMarketPriceContext = createMarketPriceContext;

package/lib/markets/price/index.d.ts

@@ -0,0 +1,6 @@
+/**
+ * @dev Market price module exports
+ */
+export * from "./types";
+export * from "./marketPrice";
+export * from "./builder";

package/lib/markets/price/index.js

@@ -0,0 +1,22 @@
+"use strict";
+/**
+ * @dev Market price module exports
+ */
+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 });
+__exportStar(require("./types"), exports);
+__exportStar(require("./marketPrice"), exports);
+__exportStar(require("./builder"), exports);

package/lib/markets/price/marketPrice.d.ts

@@ -0,0 +1,12 @@
+/**
+ * @dev Current market price calculation with skew impact
+ */
+import { MarketPriceResult, MarketPriceContext } from "./types";
+/**
+ * @dev Calculates the current market price adjusted for skew impact
+ * @param pairIndex Trading pair index
+ * @param oraclePrice Oracle price for the pair
+ * @param context Market price context with depths and OI data
+ * @returns Current market price with skew impact applied
+ */
+export declare const getCurrentMarketPrice: (pairIndex: number, oraclePrice: number, context: MarketPriceContext) => MarketPriceResult;

package/lib/markets/price/marketPrice.js

@@ -0,0 +1,34 @@
+"use strict";
+/**
+ * @dev Current market price calculation with skew impact
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getCurrentMarketPrice = void 0;
+const skew_1 = require("../../trade/priceImpact/skew");
+/**
+ * @dev Calculates the current market price adjusted for skew impact
+ * @param pairIndex Trading pair index
+ * @param oraclePrice Oracle price for the pair
+ * @param context Market price context with depths and OI data
+ * @returns Current market price with skew impact applied
+ */
+const getCurrentMarketPrice = (pairIndex, oraclePrice, context) => {
+    let skewImpactP = 0;
+    if (context.skewDepth > 0) {
+        const skewResult = (0, skew_1.getTradeSkewPriceImpact)({
+            collateralIndex: 0,
+            pairIndex,
+            long: true,
+            open: true,
+            positionSizeToken: 0, // Size 0 for current market price
+        }, context);
+        skewImpactP = skewResult.priceImpactP;
+    }
+    const marketPrice = oraclePrice * (1 + skewImpactP / 100);
+    return {
+        marketPrice,
+        skewImpactP,
+        oraclePrice,
+    };
+};
+exports.getCurrentMarketPrice = getCurrentMarketPrice;

package/lib/markets/price/types.d.ts

@@ -0,0 +1,23 @@
+/**
+ * @dev Market price types for calculating price with skew impact
+ */
+export type MarketPriceInput = {
+    collateralIndex: number;
+    pairIndex: number;
+    oraclePrice: number;
+    long: boolean;
+    open: boolean;
+    positionSizeCollateral: number;
+};
+export type MarketPriceResult = {
+    marketPrice: number;
+    skewImpactP: number;
+    oraclePrice: number;
+};
+export type MarketPriceContext = {
+    skewDepth: number;
+    pairOiToken: {
+        oiLongToken: number;
+        oiShortToken: number;
+    };
+};

package/lib/markets/price/types.js

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Market price types for calculating price with skew impact
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -3,6 +3,7 @@
  * @dev Based on skew-based funding rate model with velocity and APR multipliers
  */
 import { FundingFeeParams, PairFundingFeeData, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairOiAfterV10 } from "./types";
+import { GetPairFundingFeeContext } from "./pairContext";
 /**
  * @dev Calculates current funding velocity per year based on skew
  * @param netExposureToken Net exposure (long - short) in tokens
@@ -57,12 +58,12 @@ export declare const getLongShortAprMultiplier: (avgFundingRatePerSecondP: numbe
  */
 export declare const getPairPendingAccFundingFees: (params: FundingFeeParams, data: PairFundingFeeData, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number, currentTimestamp: number) => PairPendingAccFundingFeesResult;
 /**
- * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
- * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @dev Calculates funding fees for a specific trade
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short)
  * @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 (full or pair-specific)
+ * @param context Pair-specific funding fee context
  * @returns Funding fee in collateral tokens
  */
 export declare const getTradeFundingFeesCollateral: (trade: {
@@ -70,58 +71,35 @@ export declare const getTradeFundingFeesCollateral: (trade: {
     leverage: number;
     openPrice: number;
     long: boolean;
-    collateralIndex?: number;
-    pairIndex?: number;
 }, tradeInfo: {
     contractsVersion: number;
 }, tradeFeesData: {
     initialAccFundingFeeP: number;
-}, currentPairPrice: number, context?: (GetFundingFeeContext & {
-    pairOiAfterV10?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: PairOiAfterV10;
-        };
-    } | undefined;
-    netExposureToken?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    } | undefined;
-    netExposureUsd?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    } | undefined;
-}) | {
-    currentTimestamp: number;
-    params: FundingFeeParams;
-    data: PairFundingFeeData;
-    pairOi?: PairOiAfterV10 | undefined;
-    netExposureToken?: number | undefined;
-    netExposureUsd?: number | undefined;
-} | undefined) => number;
+}, currentPairPrice: number, context: GetPairFundingFeeContext) => number;
 /**
  * @dev Main function to calculate funding fees for a trade within context
+ * @param input Trade funding fee input parameters
  * @param context Funding fee context with params and data
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param trade Trade details
- * @param tradeInfo Trade info (contracts version)
- * @param initialAccFundingFeeP Initial accumulated funding fee
- * @param currentPairPrice Current pair price
- * @param pairOiToken Pair OI after v10
- * @param netExposureToken Net exposure in tokens
- * @param netExposureUsd Net exposure in USD
  * @returns Complete funding fee calculation result
  */
-export declare const getTradeFundingFees: (context: GetFundingFeeContext, collateralIndex: number, pairIndex: number, trade: {
-    collateralAmount: number;
-    leverage: number;
-    openPrice: number;
-    long: boolean;
-}, tradeInfo: {
-    contractsVersion: number;
-}, initialAccFundingFeeP: number, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number) => TradeFundingFeeResult;
+export declare const getTradeFundingFees: (input: {
+    collateralIndex: number;
+    pairIndex: number;
+    trade: {
+        collateralAmount: number;
+        leverage: number;
+        openPrice: number;
+        long: boolean;
+    };
+    tradeInfo: {
+        contractsVersion: number;
+    };
+    initialAccFundingFeeP: number;
+    currentPairPrice: number;
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+}, context: GetFundingFeeContext) => TradeFundingFeeResult;
 /**
  * @dev Simple version of getTradeFundingFeesCollateral for backward compatibility
  * @param trade Trade parameters

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

@@ -31,6 +31,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.FundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = void 0;
+const types_1 = require("../../../contracts/types");
 // Constants from contract
 const FUNDING_APR_MULTIPLIER_CAP = 100; // Smaller side can earn up to 100x more APR
 const ONE_YEAR = 365 * 24 * 60 * 60; // 1 year in seconds
@@ -225,99 +226,61 @@ const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToke
 };
 exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;
 /**
- * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
- * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @dev Calculates funding fees for a specific trade
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short)
  * @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 (full or pair-specific)
+ * @param context Pair-specific funding fee context
  * @returns Funding fee in collateral tokens
  */
 const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
-    var _a, _b, _c, _d, _e, _f, _g, _h;
-    // Funding fees are only charged on post-v10 trades
-    if (tradeInfo.contractsVersion < 10) {
+    if (tradeInfo.contractsVersion < types_1.ContractsVersion.V10) {
         return 0;
     }
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
-    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];
-        const data = (_b = context.fundingData[trade.collateralIndex]) === null || _b === void 0 ? void 0 : _b[trade.pairIndex];
-        const pairOi = (_d = (_c = context.pairOiAfterV10) === null || _c === void 0 ? void 0 : _c[trade.collateralIndex]) === null || _d === void 0 ? void 0 : _d[trade.pairIndex];
-        const netExposureToken = ((_f = (_e = context.netExposureToken) === null || _e === void 0 ? void 0 : _e[trade.collateralIndex]) === null || _f === void 0 ? void 0 : _f[trade.pairIndex]) || 0;
-        const netExposureUsd = ((_h = (_g = context.netExposureUsd) === null || _g === void 0 ? void 0 : _g[trade.collateralIndex]) === null || _h === void 0 ? void 0 : _h[trade.pairIndex]) || 0;
-        if (params && data && pairOi) {
-            // Calculate pending accumulated fees
-            const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOi, netExposureToken, netExposureUsd, context.currentTimestamp);
-            const currentAccFundingFeeP = trade.long
-                ? accFundingFeeLongP
-                : accFundingFeeShortP;
-            const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
-            return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
-        }
+    if (!context.params.fundingFeesEnabled) {
+        return 0;
     }
-    return 0; // Cannot calculate without proper context
+    // Calculate pending accumulated fees
+    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(context.params, context.data, currentPairPrice, context.pairOi || { oiLongToken: 0, oiShortToken: 0 }, context.netExposureToken || 0, context.netExposureUsd || 0, context.currentTimestamp);
+    const currentAccFundingFeeP = trade.long
+        ? accFundingFeeLongP
+        : accFundingFeeShortP;
+    const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice / 100;
 };
 exports.getTradeFundingFeesCollateral = getTradeFundingFeesCollateral;
 /**
  * @dev Main function to calculate funding fees for a trade within context
+ * @param input Trade funding fee input parameters
  * @param context Funding fee context with params and data
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param trade Trade details
- * @param tradeInfo Trade info (contracts version)
- * @param initialAccFundingFeeP Initial accumulated funding fee
- * @param currentPairPrice Current pair price
- * @param pairOiToken Pair OI after v10
- * @param netExposureToken Net exposure in tokens
- * @param netExposureUsd Net exposure in USD
  * @returns Complete funding fee calculation result
  */
-const getTradeFundingFees = (context, collateralIndex, pairIndex, trade, tradeInfo, initialAccFundingFeeP, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd) => {
+const getTradeFundingFees = (input, context) => {
     var _a, _b;
     // Get params and data from context
-    const params = (_a = context.fundingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const data = (_b = context.fundingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const params = (_a = context.fundingParams[input.collateralIndex]) === null || _a === void 0 ? void 0 : _a[input.pairIndex];
+    const data = (_b = context.fundingData[input.collateralIndex]) === null || _b === void 0 ? void 0 : _b[input.pairIndex];
     if (!params || !data) {
-        throw new Error(`Missing funding fee data for collateral ${collateralIndex} pair ${pairIndex}`);
+        throw new Error(`Missing funding fee data for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
     }
     // Calculate pending accumulated fees
-    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, context.currentTimestamp);
-    const currentAccFundingFeeP = trade.long
+    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, input.currentPairPrice, input.pairOiToken, input.netExposureToken, input.netExposureUsd, context.currentTimestamp);
+    const currentAccFundingFeeP = input.trade.long
         ? accFundingFeeLongP
         : accFundingFeeShortP;
     // Calculate funding fee in collateral
-    const fundingFeeCollateral = (0, exports.getTradeFundingFeesCollateralSimple)(trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP);
+    const fundingFeeCollateral = (0, exports.getTradeFundingFeesCollateralSimple)(input.trade, input.tradeInfo, input.initialAccFundingFeeP, currentAccFundingFeeP);
     // Calculate funding fee as percentage
-    const fundingFeeP = trade.collateralAmount > 0
-        ? (fundingFeeCollateral / trade.collateralAmount) * 100
+    const fundingFeeP = input.trade.collateralAmount > 0
+        ? (fundingFeeCollateral / input.trade.collateralAmount) * 100
         : 0;
     return {
         fundingFeeCollateral,
         fundingFeeP,
         currentAccFundingFeeP,
-        initialAccFundingFeeP,
+        initialAccFundingFeeP: input.initialAccFundingFeeP,
     };
 };
 exports.getTradeFundingFees = getTradeFundingFees;
@@ -331,12 +294,12 @@ exports.getTradeFundingFees = getTradeFundingFees;
  */
 const getTradeFundingFeesCollateralSimple = (trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP) => {
     // Funding fees are only charged on post-v10 trades
-    if (tradeInfo.contractsVersion < 10) {
+    if (tradeInfo.contractsVersion < types_1.ContractsVersion.V10) {
         return 0;
     }
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
     const fundingFeeDelta = currentAccFundingFeeP - initialAccFundingFeeP;
-    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice / 100;
 };
 exports.getTradeFundingFeesCollateralSimple = getTradeFundingFeesCollateralSimple;
 // Export namespace for types

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

@@ -126,12 +126,6 @@ const getTradePendingHoldingFeesCollateral = (trade, tradeInfo, tradeFeesData, c
     if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
         context.borrowingV2 &&
         tradeFeesData.initialAccBorrowingFeeP !== undefined) {
-        console.log("initialAccBorrowingFeeP", tradeFeesData.initialAccBorrowingFeeP);
-        console.log("positionSizeCollateral", positionSizeCollateral);
-        console.log("openPrice", trade.openPrice);
-        console.log("currentPairPrice", currentPairPrice);
-        console.log("currentTimestamp", context.currentTimestamp);
-        console.log("borrowingv2", context.borrowingV2);
         borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
             positionSizeCollateral,
             openPrice: trade.openPrice,

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

@@ -8,5 +8,6 @@ export { getTradeCumulVolPriceImpactP, getCumulVolPriceImpact, // Convenience fu
 getSpreadWithCumulVolPriceImpactP, getSpreadWithPriceImpactP, // Legacy alias
 getProtectionCloseFactor, isProtectionCloseFactorActive, getCumulativeFactor, getLegacyFactor, getFixedSpreadP, getSpreadP, convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, CumulVolContext, } from "./cumulVol";
 export { getNetSkewToken, getNetSkewCollateral, getTradeSkewDirection, calculateSkewPriceImpactP, getTradeSkewPriceImpact, getTradeSkewPriceImpactWithChecks, calculatePartialSizeToken, SkewPriceImpact, } from "./skew";
-export { convertPairOiToken, convertPairOiTokenArray, convertPairOiCollateral, convertPairOiCollateralArray, normalizeSkewDepth, createSkewDepth, createSkewPriceImpactContext, isValidSkewDepth, convertSkewDepthsArray, mergeSkewPriceImpactContexts, } from "./skew/converter";
-export type { PairOiToken, PairOiCollateral, SkewDepth, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpactContext, TradeSkewParams, PositionSizeResult, } from "./skew/types";
+export { convertPairOiToken, convertPairOiTokenArray, convertPairOiCollateral, convertPairOiCollateralArray, convertSkewDepth, convertPairSkewDepths, } from "./skew/converter";
+export { buildSkewPriceImpactContext } from "./skew/builder";
+export type { PairOiToken, PairOiCollateral, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpactContext, TradeSkewParams, PositionSizeResult, } from "./skew/types";

package/lib/trade/priceImpact/index.js

@@ -4,7 +4,7 @@
  * @dev Exports cumulative volume, skew, and combined opening/closing price impact functionality
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.mergeSkewPriceImpactContexts = exports.convertSkewDepthsArray = exports.isValidSkewDepth = exports.createSkewPriceImpactContext = exports.createSkewDepth = exports.normalizeSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = exports.getSpreadP = exports.getFixedSpreadP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = exports.getSpreadWithPriceImpactP = exports.getSpreadWithCumulVolPriceImpactP = exports.getCumulVolPriceImpact = exports.getTradeCumulVolPriceImpactP = exports.getTradeClosingPriceImpactAtOracle = exports.getTradeClosingPriceImpact = exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = void 0;
+exports.buildSkewPriceImpactContext = exports.convertPairSkewDepths = exports.convertSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = exports.getSpreadP = exports.getFixedSpreadP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = exports.getSpreadWithPriceImpactP = exports.getSpreadWithCumulVolPriceImpactP = exports.getCumulVolPriceImpact = exports.getTradeCumulVolPriceImpactP = exports.getTradeClosingPriceImpactAtOracle = exports.getTradeClosingPriceImpact = exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = void 0;
 // Export trade opening price impact functionality
 var open_1 = require("./open");
 // Core functions
@@ -51,9 +51,8 @@ Object.defineProperty(exports, "convertPairOiToken", { enumerable: true, get: fu
 Object.defineProperty(exports, "convertPairOiTokenArray", { enumerable: true, get: function () { return converter_1.convertPairOiTokenArray; } });
 Object.defineProperty(exports, "convertPairOiCollateral", { enumerable: true, get: function () { return converter_1.convertPairOiCollateral; } });
 Object.defineProperty(exports, "convertPairOiCollateralArray", { enumerable: true, get: function () { return converter_1.convertPairOiCollateralArray; } });
-Object.defineProperty(exports, "normalizeSkewDepth", { enumerable: true, get: function () { return converter_1.normalizeSkewDepth; } });
-Object.defineProperty(exports, "createSkewDepth", { enumerable: true, get: function () { return converter_1.createSkewDepth; } });
-Object.defineProperty(exports, "createSkewPriceImpactContext", { enumerable: true, get: function () { return converter_1.createSkewPriceImpactContext; } });
-Object.defineProperty(exports, "isValidSkewDepth", { enumerable: true, get: function () { return converter_1.isValidSkewDepth; } });
-Object.defineProperty(exports, "convertSkewDepthsArray", { enumerable: true, get: function () { return converter_1.convertSkewDepthsArray; } });
-Object.defineProperty(exports, "mergeSkewPriceImpactContexts", { enumerable: true, get: function () { return converter_1.mergeSkewPriceImpactContexts; } });
+Object.defineProperty(exports, "convertSkewDepth", { enumerable: true, get: function () { return converter_1.convertSkewDepth; } });
+Object.defineProperty(exports, "convertPairSkewDepths", { enumerable: true, get: function () { return converter_1.convertPairSkewDepths; } });
+// Export builders
+var builder_1 = require("./skew/builder");
+Object.defineProperty(exports, "buildSkewPriceImpactContext", { enumerable: true, get: function () { return builder_1.buildSkewPriceImpactContext; } });

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

@@ -0,0 +1,12 @@
+/**
+ * @dev Builders for skew price impact contexts
+ */
+import { TradingVariablesCollateral } from "../../../backend/tradingVariables/types";
+import { SkewPriceImpactContext } from "./types";
+/**
+ * @dev Builds skew price impact context from trading variables for a specific pair
+ * @param tradingVariables Trading variables containing collateral data
+ * @param pairIndex Index of the pair to build context for
+ * @returns Skew price impact context for the pair
+ */
+export declare const buildSkewPriceImpactContext: (tradingVariables: TradingVariablesCollateral, pairIndex: number) => SkewPriceImpactContext;

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

@@ -0,0 +1,28 @@
+"use strict";
+/**
+ * @dev Builders for skew price impact contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildSkewPriceImpactContext = void 0;
+/**
+ * @dev Builds skew price impact context from trading variables for a specific pair
+ * @param tradingVariables Trading variables containing collateral data
+ * @param pairIndex Index of the pair to build context for
+ * @returns Skew price impact context for the pair
+ */
+const buildSkewPriceImpactContext = (tradingVariables, pairIndex) => {
+    var _a, _b, _c;
+    const skewDepth = (_b = (_a = tradingVariables.pairSkewDepths) === null || _a === void 0 ? void 0 : _a[pairIndex]) !== null && _b !== void 0 ? _b : 0;
+    const pairOi = (_c = tradingVariables.pairOis) === null || _c === void 0 ? void 0 : _c[pairIndex];
+    if (!pairOi) {
+        throw new Error(`Pair OI data not found for pair index ${pairIndex}`);
+    }
+    return {
+        skewDepth,
+        pairOiToken: {
+            oiLongToken: pairOi.token.long,
+            oiShortToken: pairOi.token.short,
+        },
+    };
+};
+exports.buildSkewPriceImpactContext = buildSkewPriceImpactContext;

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

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

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

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

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

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

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

@@ -10,7 +10,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.calculateTradeSkewPriceImpact = exports.fetchCollateralDecimals = exports.fetchSkewPriceImpactContext = exports.fetchPairSkewDepths = exports.fetchPairSkewDepth = exports.fetchPairOisAfterV10Token = exports.fetchPairOiAfterV10Token = void 0;
-const __1 = require("..");
+const converter_1 = require("./converter");
 /**
  * @dev Fetches pair open interest in tokens for a specific pair
  * @param contract GNSMultiCollatDiamond contract instance
@@ -21,7 +21,7 @@ const __1 = require("..");
 const fetchPairOiAfterV10Token = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         const contractData = yield contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
-        return (0, __1.convertPairOiToken)(contractData);
+        return (0, converter_1.convertPairOiToken)(contractData);
     }
     catch (error) {
         console.error("Error fetching pair OI token:", error);
@@ -42,7 +42,7 @@ const fetchPairOisAfterV10Token = (contract, collateralIndices, pairIndices) =>
     }
     try {
         const contractDataArray = yield contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
-        return contractDataArray.map(__1.convertPairOiToken);
+        return contractDataArray.map(converter_1.convertPairOiToken);
     }
     catch (error) {
         console.error("Error fetching pair OIs token:", error);
@@ -55,13 +55,13 @@ exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
  * @param contract GNSMultiCollatDiamond contract instance
  * @param collateralIndex Collateral index
  * @param pairIndex Pair index
- * @param collateralDecimals Number of decimals for the collateral
  * @returns Promise resolving to normalized skew depth
  */
-const fetchPairSkewDepth = (contract, collateralIndex, pairIndex, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
-        return (0, __1.normalizeSkewDepth)(contractDepth.toBigInt(), collateralDecimals);
+        // Token depths are always 1e18 precision
+        return (0, converter_1.convertSkewDepth)(contractDepth.toString());
     }
     catch (error) {
         console.error("Error fetching skew depth:", error);
@@ -74,17 +74,16 @@ exports.fetchPairSkewDepth = fetchPairSkewDepth;
  * @param contract GNSMultiCollatDiamond contract instance
  * @param collateralIndices Array of collateral indices
  * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
  * @returns Promise resolving to array of normalized skew depths
  */
-const fetchPairSkewDepths = (contract, collateralIndices, pairIndices, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
-    if (collateralIndices.length !== pairIndices.length ||
-        pairIndices.length !== collateralDecimals.length) {
+const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+    if (collateralIndices.length !== pairIndices.length) {
         throw new Error("All input arrays must have the same length");
     }
     try {
         const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
-        return contractDepths.map((depth, i) => (0, __1.normalizeSkewDepth)(depth.toBigInt(), collateralDecimals[i]));
+        // Token depths are always 1e18 precision
+        return contractDepths.map(depth => (0, converter_1.convertSkewDepth)(depth.toString()));
     }
     catch (error) {
         console.error("Error fetching skew depths:", error);
@@ -93,21 +92,23 @@ const fetchPairSkewDepths = (contract, collateralIndices, pairIndices, collatera
 });
 exports.fetchPairSkewDepths = fetchPairSkewDepths;
 /**
- * @dev Fetches complete skew price impact context for multiple pairs
+ * @dev Fetches skew price impact context for a single pair
  * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to complete skew price impact context
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @returns Promise resolving to skew price impact context
  */
-const fetchSkewPriceImpactContext = (contract, collateralIndices, pairIndices, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchSkewPriceImpactContext = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        // Fetch OI data and skew depths in parallel
-        const [pairOiTokens, skewDepths] = yield Promise.all([
-            (0, exports.fetchPairOisAfterV10Token)(contract, collateralIndices, pairIndices),
-            (0, exports.fetchPairSkewDepths)(contract, collateralIndices, pairIndices, collateralDecimals),
+        // Fetch OI data and skew depth in parallel
+        const [pairOiToken, skewDepth] = yield Promise.all([
+            (0, exports.fetchPairOiAfterV10Token)(contract, collateralIndex, pairIndex),
+            (0, exports.fetchPairSkewDepth)(contract, collateralIndex, pairIndex),
         ]);
-        return (0, __1.createSkewPriceImpactContext)(collateralIndices, pairIndices, skewDepths, pairOiTokens);
+        return {
+            skewDepth,
+            pairOiToken,
+        };
     }
     catch (error) {
         console.error("Error fetching skew price impact context:", error);

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

@@ -10,10 +10,10 @@ import { PairOiToken, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpa
  */
 export declare const getNetSkewToken: (pairOi: PairOiToken) => number;
 /**
- * @dev Calculates net skew in collateral tokens
+ * @dev Calculates net skew in collateral
  * @param netSkewToken Net skew in tokens
  * @param currentPrice Current pair price
- * @returns Net skew in collateral tokens
+ * @returns Net skew in collateral
  */
 export declare const getNetSkewCollateral: (netSkewToken: number, currentPrice: number) => number;
 /**
@@ -27,18 +27,18 @@ export declare const getTradeSkewDirection: (long: boolean, open: boolean) => bo
  * @dev Core skew price impact calculation
  * @param existingSkewToken Current net skew in tokens (signed)
  * @param tradeSizeToken Trade size in tokens (always positive)
- * @param skewDepth Skew depth in collateral tokens
+ * @param skewDepth Skew depth in tokens
  * @param tradeIncreasesSkew Whether trade increases skew in its direction
  * @returns Price impact percentage (can be positive or negative)
  */
 export declare const calculateSkewPriceImpactP: (existingSkewToken: number, tradeSizeToken: number, skewDepth: number, tradeIncreasesSkew: boolean) => number;
 /**
  * @dev Main function to calculate skew price impact for a trade
- * @param context Skew price impact context with depths and OI data
  * @param input Trade parameters
+ * @param context Skew price impact context with depths and OI data
  * @returns Skew price impact result
  */
-export declare const getTradeSkewPriceImpact: (context: SkewPriceImpactContext, input: SkewPriceImpactInput) => SkewPriceImpactResult;
+export declare const getTradeSkewPriceImpact: (input: SkewPriceImpactInput, context: SkewPriceImpactContext) => SkewPriceImpactResult;
 /**
  * @dev Calculate skew price impact for a trade with all parameters
  * @param params Trade parameters including price and version checks
@@ -55,4 +55,6 @@ export declare const getTradeSkewPriceImpactWithChecks: (params: TradeSkewParams
  */
 export declare const calculatePartialSizeToken: (originalSizeCollateral: number, deltaCollateral: number, originalSizeToken: number) => number;
 export * as SkewPriceImpact from "./types";
+export * from "./converter";
+export * from "./builder";
 export * from "./fetcher";

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

@@ -32,6 +32,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = void 0;
 const utils_1 = require("../../utils");
+const types_1 = require("../../../contracts/types");
 // Constants
 const PRICE_IMPACT_DIVIDER = 2; // Half price impact to match cumulative volume impact scale
 /**
@@ -44,10 +45,10 @@ const getNetSkewToken = (pairOi) => {
 };
 exports.getNetSkewToken = getNetSkewToken;
 /**
- * @dev Calculates net skew in collateral tokens
+ * @dev Calculates net skew in collateral
  * @param netSkewToken Net skew in tokens
  * @param currentPrice Current pair price
- * @returns Net skew in collateral tokens
+ * @returns Net skew in collateral
  */
 const getNetSkewCollateral = (netSkewToken, currentPrice) => {
     return netSkewToken * currentPrice;
@@ -69,7 +70,7 @@ exports.getTradeSkewDirection = getTradeSkewDirection;
  * @dev Core skew price impact calculation
  * @param existingSkewToken Current net skew in tokens (signed)
  * @param tradeSizeToken Trade size in tokens (always positive)
- * @param skewDepth Skew depth in collateral tokens
+ * @param skewDepth Skew depth in tokens
  * @param tradeIncreasesSkew Whether trade increases skew in its direction
  * @returns Price impact percentage (can be positive or negative)
  */
@@ -90,22 +91,13 @@ const calculateSkewPriceImpactP = (existingSkewToken, tradeSizeToken, skewDepth,
 exports.calculateSkewPriceImpactP = calculateSkewPriceImpactP;
 /**
  * @dev Main function to calculate skew price impact for a trade
- * @param context Skew price impact context with depths and OI data
  * @param input Trade parameters
+ * @param context Skew price impact context with depths and OI data
  * @returns Skew price impact result
  */
-const getTradeSkewPriceImpact = (context, input) => {
-    var _a, _b;
-    // Get skew depth for the pair
-    const skewDepth = (_a = context.skewDepths[input.collateralIndex]) === null || _a === void 0 ? void 0 : _a[input.pairIndex];
-    if (skewDepth === undefined) {
-        throw new Error(`Missing skew depth for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
-    }
-    // Get pair OI data
-    const pairOi = (_b = context.pairOiTokens[input.collateralIndex]) === null || _b === void 0 ? void 0 : _b[input.pairIndex];
-    if (!pairOi) {
-        throw new Error(`Missing pair OI data for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
-    }
+const getTradeSkewPriceImpact = (input, context) => {
+    // Get skew depth and pair OI from simplified context
+    const { skewDepth, pairOiToken: pairOi } = context;
     // Calculate net skew
     const netSkewToken = (0, exports.getNetSkewToken)(pairOi);
     // Determine trade direction impact
@@ -139,7 +131,7 @@ exports.getTradeSkewPriceImpact = getTradeSkewPriceImpact;
  */
 const getTradeSkewPriceImpactWithChecks = (params, context) => {
     // v10+ trades only
-    if (params.contractsVersion < 10) {
+    if (params.contractsVersion < types_1.ContractsVersion.V10) {
         return 0;
     }
     // Counter trades don't pay skew impact
@@ -149,13 +141,13 @@ const getTradeSkewPriceImpactWithChecks = (params, context) => {
     // Calculate position size in tokens
     const positionSizeToken = (0, utils_1.calculatePositionSizeToken)(params.positionSizeCollateral, params.currentPrice);
     // Get skew price impact
-    const result = (0, exports.getTradeSkewPriceImpact)(context, {
+    const result = (0, exports.getTradeSkewPriceImpact)({
         collateralIndex: params.collateralIndex,
         pairIndex: params.pairIndex,
         long: params.long,
         open: params.open,
         positionSizeToken,
-    });
+    }, context);
     return result.priceImpactP;
 };
 exports.getTradeSkewPriceImpactWithChecks = getTradeSkewPriceImpactWithChecks;
@@ -176,4 +168,6 @@ const calculatePartialSizeToken = (originalSizeCollateral, deltaCollateral, orig
 exports.calculatePartialSizeToken = calculatePartialSizeToken;
 // Export namespace for types
 exports.SkewPriceImpact = __importStar(require("./types"));
+__exportStar(require("./converter"), exports);
+__exportStar(require("./builder"), exports);
 __exportStar(require("./fetcher"), exports);

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

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

package/lib/vault/index.d.ts

@@ -4,5 +4,7 @@ type GetPendingAccBlockWeightedMarketCap = {
     accBlockWeightedMarketCapLastStored: number;
     marketCapPrecision?: number;
 };
-export declare const getPendingAccBlockWeightedMarketCap: (currentBlock: number, context: GetPendingAccBlockWeightedMarketCap) => number;
+export declare const getPendingAccBlockWeightedMarketCap: (input: {
+    currentBlock: number;
+}, context: GetPendingAccBlockWeightedMarketCap) => number;
 export {};

package/lib/vault/index.js

@@ -1,10 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getPendingAccBlockWeightedMarketCap = void 0;
-const getPendingAccBlockWeightedMarketCap = (currentBlock, context) => {
+const getPendingAccBlockWeightedMarketCap = (input, context) => {
     const { marketCap, accBlockWeightedMarketCap, accBlockWeightedMarketCapLastStored, marketCapPrecision, } = context;
     return (accBlockWeightedMarketCap +
-        (currentBlock - accBlockWeightedMarketCapLastStored) /
+        (input.currentBlock - accBlockWeightedMarketCapLastStored) /
             Math.max(marketCap * (marketCapPrecision || 1e18), 1));
 };
 exports.getPendingAccBlockWeightedMarketCap = getPendingAccBlockWeightedMarketCap;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc6",
+  "version": "0.0.0-v10.rc8",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [