@gainsnetwork/sdk 0.0.0-v10.rc7 → 0.0.0-v10.rc9

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

@@ -78,26 +78,28 @@ export declare const getTradeFundingFeesCollateral: (trade: {
 }, 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

@@ -253,42 +253,34 @@ const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentP
 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;

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

@@ -0,0 +1,22 @@
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { CumulVolContext } from "./index";
+/**
+ * @dev Builds cumulative volume price impact sub-context for a specific pair
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Cumulative volume context ready for getTradeCumulVolPriceImpactP
+ */
+export declare const buildCumulVolContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, additionalParams: {
+    currentBlock: number;
+    contractsVersion?: number;
+    isPnlPositive?: boolean;
+    isOpen?: boolean;
+    createdBlock?: number;
+    userPriceImpact?: {
+        cumulVolPriceImpactMultiplier: number;
+        fixedSpreadP: number;
+    };
+    protectionCloseFactorWhitelist?: boolean;
+}) => CumulVolContext | undefined;

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

@@ -0,0 +1,43 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildCumulVolContext = void 0;
+/**
+ * @dev Builds cumulative volume price impact sub-context for a specific pair
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Cumulative volume context ready for getTradeCumulVolPriceImpactP
+ */
+const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex, additionalParams) => {
+    var _a, _b, _c, _d, _e, _f, _g, _h;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!collateral) {
+        return undefined;
+    }
+    // Get pair-specific data from global variables
+    const pairDepth = (_a = globalTradingVariables.pairDepths) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const pairFactor = (_b = globalTradingVariables.pairFactors) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const oiWindows = (_c = globalTradingVariables.oiWindows) === null || _c === void 0 ? void 0 : _c[pairIndex];
+    // Get OI windows settings (same for all pairs)
+    // OI windows settings from global trading variables are already in SDK format
+    const oiWindowsSettings = globalTradingVariables.oiWindowsSettings;
+    // Get user-specific parameters from additionalParams
+    const userPriceImpact = additionalParams.userPriceImpact;
+    const protectionCloseFactorWhitelist = additionalParams.protectionCloseFactorWhitelist;
+    // Get liquidation params - check both pair and group level
+    const liquidationParams = ((_e = (_d = globalTradingVariables.liquidationParams) === null || _d === void 0 ? void 0 : _d.pairs) === null || _e === void 0 ? void 0 : _e[pairIndex]) ||
+        ((_g = (_f = globalTradingVariables.liquidationParams) === null || _f === void 0 ? void 0 : _f.groups) === null || _g === void 0 ? void 0 : _g[0]); // fallback to first group
+    return Object.assign({ 
+        // Trade state
+        isOpen: additionalParams.isOpen, isPnlPositive: additionalParams.isPnlPositive, createdBlock: additionalParams.createdBlock, 
+        // Protection factors
+        liquidationParams, currentBlock: additionalParams.currentBlock, contractsVersion: additionalParams.contractsVersion, protectionCloseFactorWhitelist,
+        // Price impact data
+        pairDepth,
+        oiWindowsSettings,
+        oiWindows,
+        // User/collateral specific
+        userPriceImpact, collateralPriceUsd: ((_h = collateral.prices) === null || _h === void 0 ? void 0 : _h.collateralPriceUsd) || 1 }, pairFactor);
+};
+exports.buildCumulVolContext = buildCumulVolContext;

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

@@ -105,3 +105,4 @@ export declare const getCumulVolPriceImpact: (buy: boolean, collateral: number,
 }) => number;
 export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, context?: CumulVolContext | undefined) => number;
 export { convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, } from "./converter";
+export { buildCumulVolContext } from "./builder";

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

@@ -4,7 +4,7 @@
  * @dev Mirrors contract's getTradeCumulVolPriceImpactP functionality
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = exports.getSpreadWithPriceImpactP = exports.getCumulVolPriceImpact = exports.getSpreadWithCumulVolPriceImpactP = exports.getSpreadP = exports.getFixedSpreadP = exports.getTradeCumulVolPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = void 0;
+exports.buildCumulVolContext = exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = exports.getSpreadWithPriceImpactP = exports.getCumulVolPriceImpact = exports.getSpreadWithCumulVolPriceImpactP = exports.getSpreadP = exports.getFixedSpreadP = exports.getTradeCumulVolPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = void 0;
 const oiWindows_1 = require("../../oiWindows");
 const constants_1 = require("../../../constants");
 const types_1 = require("../../../contracts/types");
@@ -119,12 +119,12 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
     if (!onePercentDepth || activeOi === undefined) {
         return 0;
     }
-    return (((activeOi * (0, exports.getCumulativeFactor)(updatedContext) +
+    const finalPriceImpactP = ((activeOi * (0, exports.getCumulativeFactor)(updatedContext) +
         tradeOpenInterestUsd / 2) /
         onePercentDepth /
-        100 /
         (0, exports.getLegacyFactor)(updatedContext)) *
-        (0, exports.getProtectionCloseFactor)(updatedContext));
+        (0, exports.getProtectionCloseFactor)(updatedContext);
+    return finalPriceImpactP;
 };
 exports.getTradeCumulVolPriceImpactP = getTradeCumulVolPriceImpactP;
 /**
@@ -226,3 +226,6 @@ Object.defineProperty(exports, "convertOiWindowsSettings", { enumerable: true, g
 Object.defineProperty(exports, "convertOiWindow", { enumerable: true, get: function () { return converter_1.convertOiWindow; } });
 Object.defineProperty(exports, "convertOiWindows", { enumerable: true, get: function () { return converter_1.convertOiWindows; } });
 Object.defineProperty(exports, "convertOiWindowsSettingsArray", { enumerable: true, get: function () { return converter_1.convertOiWindowsSettingsArray; } });
+// Export builder
+var builder_1 = require("./builder");
+Object.defineProperty(exports, "buildCumulVolContext", { enumerable: true, get: function () { return builder_1.buildCumulVolContext; } });

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

@@ -2,11 +2,12 @@
  * @dev Main price impact module
  * @dev Exports cumulative volume, skew, and combined opening/closing price impact functionality
  */
-export { getTradeOpeningPriceImpact, getTradeOpeningPriceImpactAtMarket, TradeOpeningPriceImpactInput, TradeOpeningPriceImpactContext, TradeOpeningPriceImpactResult, } from "./open";
+export { getTradeOpeningPriceImpact, getTradeOpeningPriceImpactAtMarket, buildTradeOpeningPriceImpactContext, TradeOpeningPriceImpactInput, TradeOpeningPriceImpactContext, TradeOpeningPriceImpactResult, } from "./open";
 export { getTradeClosingPriceImpact, getTradeClosingPriceImpactAtOracle, TradeClosingPriceImpactInput, TradeClosingPriceImpactContext, TradeClosingPriceImpactResult, } from "./close";
 export { getTradeCumulVolPriceImpactP, getCumulVolPriceImpact, // Convenience function
 getSpreadWithCumulVolPriceImpactP, getSpreadWithPriceImpactP, // Legacy alias
-getProtectionCloseFactor, isProtectionCloseFactorActive, getCumulativeFactor, getLegacyFactor, getFixedSpreadP, getSpreadP, convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, CumulVolContext, } from "./cumulVol";
+getProtectionCloseFactor, isProtectionCloseFactorActive, getCumulativeFactor, getLegacyFactor, getFixedSpreadP, getSpreadP, convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, buildCumulVolContext, 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

@@ -4,12 +4,14 @@
  * @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.buildCumulVolContext = 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.buildTradeOpeningPriceImpactContext = exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = void 0;
 // Export trade opening price impact functionality
 var open_1 = require("./open");
 // Core functions
 Object.defineProperty(exports, "getTradeOpeningPriceImpact", { enumerable: true, get: function () { return open_1.getTradeOpeningPriceImpact; } });
 Object.defineProperty(exports, "getTradeOpeningPriceImpactAtMarket", { enumerable: true, get: function () { return open_1.getTradeOpeningPriceImpactAtMarket; } });
+// Builder
+Object.defineProperty(exports, "buildTradeOpeningPriceImpactContext", { enumerable: true, get: function () { return open_1.buildTradeOpeningPriceImpactContext; } });
 // Export trade closing price impact functionality
 var close_1 = require("./close");
 // Core functions
@@ -33,6 +35,8 @@ Object.defineProperty(exports, "convertOiWindowsSettings", { enumerable: true, g
 Object.defineProperty(exports, "convertOiWindow", { enumerable: true, get: function () { return cumulVol_1.convertOiWindow; } });
 Object.defineProperty(exports, "convertOiWindows", { enumerable: true, get: function () { return cumulVol_1.convertOiWindows; } });
 Object.defineProperty(exports, "convertOiWindowsSettingsArray", { enumerable: true, get: function () { return cumulVol_1.convertOiWindowsSettingsArray; } });
+// Builder
+Object.defineProperty(exports, "buildCumulVolContext", { enumerable: true, get: function () { return cumulVol_1.buildCumulVolContext; } });
 // Export skew price impact functionality
 var skew_1 = require("./skew");
 // Core functions
@@ -51,9 +55,8 @@ 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/open/builder.d.ts

@@ -0,0 +1,21 @@
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { TradeOpeningPriceImpactContext } from "./types";
+/**
+ * @dev Builds a complete context for trade opening price impact calculations
+ * @dev Uses sub-context builders to create properly scoped contexts
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Complete context ready for getTradeOpeningPriceImpact
+ */
+export declare const buildTradeOpeningPriceImpactContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, additionalParams: {
+    currentBlock: number;
+    contractsVersion?: number;
+    trader?: string;
+    userPriceImpact?: {
+        cumulVolPriceImpactMultiplier: number;
+        fixedSpreadP: number;
+    };
+    protectionCloseFactorWhitelist?: boolean;
+}) => TradeOpeningPriceImpactContext | undefined;

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

@@ -0,0 +1,43 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTradeOpeningPriceImpactContext = void 0;
+const builder_1 = require("../cumulVol/builder");
+const builder_2 = require("../skew/builder");
+/**
+ * @dev Builds a complete context for trade opening price impact calculations
+ * @dev Uses sub-context builders to create properly scoped contexts
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Complete context ready for getTradeOpeningPriceImpact
+ */
+const buildTradeOpeningPriceImpactContext = (globalTradingVariables, collateralIndex, pairIndex, additionalParams) => {
+    var _a;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!collateral) {
+        return undefined;
+    }
+    // Build cumulative volume subcontext
+    const cumulVolContext = (0, builder_1.buildCumulVolContext)(globalTradingVariables, collateralIndex, pairIndex, {
+        currentBlock: additionalParams.currentBlock,
+        contractsVersion: additionalParams.contractsVersion,
+        isPnlPositive: false,
+        isOpen: true,
+        createdBlock: undefined,
+        userPriceImpact: additionalParams.userPriceImpact,
+        protectionCloseFactorWhitelist: additionalParams.protectionCloseFactorWhitelist,
+    });
+    // Build skew price impact subcontext
+    const skewContext = (0, builder_2.buildSkewPriceImpactContext)(collateral, pairIndex);
+    if (!cumulVolContext || !skewContext) {
+        return undefined;
+    }
+    // Return structured context with proper subcontexts
+    return {
+        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+        cumulVolContext,
+        skewContext,
+    };
+};
+exports.buildTradeOpeningPriceImpactContext = buildTradeOpeningPriceImpactContext;

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

@@ -4,6 +4,7 @@
  */
 import { TradeOpeningPriceImpactInput, TradeOpeningPriceImpactContext, TradeOpeningPriceImpactResult } from "./types";
 export type { TradeOpeningPriceImpactInput, TradeOpeningPriceImpactContext, TradeOpeningPriceImpactResult, };
+export { buildTradeOpeningPriceImpactContext } from "./builder";
 /**
  * @dev Calculates all price impacts for trade opening
  * @dev Mirrors contract's getTradeOpeningPriceImpact function