@gainsnetwork/sdk 0.0.0-v10.rc8 → 0.0.0-v10.rc9

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 +2,11 @@
  * @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, convertSkewDepth, convertPairSkewDepths, } from "./skew/converter";
 export { buildSkewPriceImpactContext } from "./skew/builder";

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.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;
+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

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

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

@@ -4,9 +4,12 @@
  * @dev Mirrors contract's TradingCommonUtils.getTradeOpeningPriceImpact
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = void 0;
+exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = exports.buildTradeOpeningPriceImpactContext = void 0;
 const cumulVol_1 = require("../cumulVol");
 const skew_1 = require("../skew");
+// Export builder
+var builder_1 = require("./builder");
+Object.defineProperty(exports, "buildTradeOpeningPriceImpactContext", { enumerable: true, get: function () { return builder_1.buildTradeOpeningPriceImpactContext; } });
 /**
  * @dev Calculates all price impacts for trade opening
  * @dev Mirrors contract's getTradeOpeningPriceImpact function
@@ -26,7 +29,7 @@ const getTradeOpeningPriceImpact = (input, context) => {
     input.pairIndex, input.long, positionSizeUsd, false, // isPnlPositive - not relevant for opening
     true, // open
     0, // lastPosIncreaseBlock - not relevant for opening
-    context);
+    context.cumulVolContext);
     // Calculate skew price impact (v10+ only)
     const skewPriceImpactP = (0, skew_1.getTradeSkewPriceImpactWithChecks)({
         collateralIndex: input.collateralIndex,

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

@@ -23,9 +23,10 @@ export type TradeOpeningPriceImpactInput = {
  * @dev Context for trade opening price impact calculation
  * Combines contexts from spread, cumul vol, and skew
  */
-export type TradeOpeningPriceImpactContext = CumulVolContext & {
-    skewContext: SkewPriceImpactContext;
+export type TradeOpeningPriceImpactContext = {
     collateralPriceUsd: number;
+    cumulVolContext: CumulVolContext;
+    skewContext: SkewPriceImpactContext;
 };
 /**
  * @dev Result of trade opening price impact calculation

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

@@ -84,7 +84,7 @@ const calculateSkewPriceImpactP = (existingSkewToken, tradeSizeToken, skewDepth,
     const signedTradeSize = tradeSizeToken * tradeSkewMultiplier;
     // Formula: (existingSkew + tradeSize/2) / skewDepth
     const numerator = signedExistingSkew + signedTradeSize / 2;
-    const priceImpactP = (numerator / skewDepth) * 100; // Convert to percentage
+    const priceImpactP = numerator / skewDepth;
     // Apply divider to match cumulative volume impact scale
     return priceImpactP / PRICE_IMPACT_DIVIDER;
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.0-v10.rc8",
+  "version": "0.0.0-v10.rc9",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [