@gainsnetwork/sdk 0.0.10 → 0.0.11

package/lib/trade/fees.js

@@ -1,45 +1,45 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
-const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
-    if (posDai === undefined ||
-        leverage === undefined ||
-        pairIndex === undefined ||
-        pairFee === undefined) {
-        return 0;
-    }
-    const { closeFeeP, nftLimitOrderFeeP } = pairFee;
-    return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
-};
-exports.getClosingFee = getClosingFee;
-const getFundingFee = (leveragedPosDai, initialAccFundingFees, buy, openedAfterUpdate, context) => {
-    const { pairParams, pairFundingFees, openInterest, currentBlock } = context;
-    if (!currentBlock ||
-        !openedAfterUpdate ||
-        pairParams === undefined ||
-        pairFundingFees === undefined ||
-        openInterest === undefined)
-        return 0;
-    const { accPerOiLong, accPerOiShort, lastUpdateBlock } = pairFundingFees;
-    const { fundingFeePerBlockP } = pairParams;
-    const { long: longOi, short: shortOi } = openInterest;
-    const fundingFeesPaidByLongs = (longOi - shortOi) * fundingFeePerBlockP * (currentBlock - lastUpdateBlock);
-    const pendingAccFundingFees = buy
-        ? accPerOiLong + fundingFeesPaidByLongs / longOi
-        : accPerOiShort + (fundingFeesPaidByLongs * -1) / shortOi;
-    return leveragedPosDai * (pendingAccFundingFees - initialAccFundingFees);
-};
-exports.getFundingFee = getFundingFee;
-const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, context) => {
-    const { pairParams, pairRolloverFees, currentBlock } = context;
-    if (!currentBlock ||
-        !openedAfterUpdate ||
-        pairParams === undefined ||
-        pairRolloverFees === undefined)
-        return 0;
-    const { accPerCollateral, lastUpdateBlock } = pairRolloverFees;
-    const { rolloverFeePerBlockP } = pairParams;
-    const pendingAccRolloverFees = accPerCollateral + (currentBlock - lastUpdateBlock) * rolloverFeePerBlockP;
-    return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
-};
-exports.getRolloverFee = getRolloverFee;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
+const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
+    if (posDai === undefined ||
+        leverage === undefined ||
+        pairIndex === undefined ||
+        pairFee === undefined) {
+        return 0;
+    }
+    const { closeFeeP, nftLimitOrderFeeP } = pairFee;
+    return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
+};
+exports.getClosingFee = getClosingFee;
+const getFundingFee = (leveragedPosDai, initialAccFundingFees, buy, openedAfterUpdate, context) => {
+    const { pairParams, pairFundingFees, openInterest, currentBlock } = context;
+    if (!currentBlock ||
+        !openedAfterUpdate ||
+        pairParams === undefined ||
+        pairFundingFees === undefined ||
+        openInterest === undefined)
+        return 0;
+    const { accPerOiLong, accPerOiShort, lastUpdateBlock } = pairFundingFees;
+    const { fundingFeePerBlockP } = pairParams;
+    const { long: longOi, short: shortOi } = openInterest;
+    const fundingFeesPaidByLongs = (longOi - shortOi) * fundingFeePerBlockP * (currentBlock - lastUpdateBlock);
+    const pendingAccFundingFees = buy
+        ? accPerOiLong + fundingFeesPaidByLongs / longOi
+        : accPerOiShort + (fundingFeesPaidByLongs * -1) / shortOi;
+    return leveragedPosDai * (pendingAccFundingFees - initialAccFundingFees);
+};
+exports.getFundingFee = getFundingFee;
+const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, context) => {
+    const { pairParams, pairRolloverFees, currentBlock } = context;
+    if (!currentBlock ||
+        !openedAfterUpdate ||
+        pairParams === undefined ||
+        pairRolloverFees === undefined)
+        return 0;
+    const { accPerCollateral, lastUpdateBlock } = pairRolloverFees;
+    const { rolloverFeePerBlockP } = pairParams;
+    const pendingAccRolloverFees = accPerCollateral + (currentBlock - lastUpdateBlock) * rolloverFeePerBlockP;
+    return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
+};
+exports.getRolloverFee = getRolloverFee;

package/lib/trade/index.d.ts

@@ -1,2 +1,2 @@
-export * from "./fees";
-export * from "./pnl";
+export * from "./fees";
+export * from "./pnl";

package/lib/trade/index.js

@@ -1,18 +1,18 @@
-"use strict";
-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("./fees"), exports);
-__exportStar(require("./pnl"), exports);
+"use strict";
+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("./fees"), exports);
+__exportStar(require("./pnl"), exports);

package/lib/trade/pnl.d.ts

@@ -1,7 +1,7 @@
-import { GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
-import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
-export type GetPnlContext = {
-    fee: Fee | undefined;
-    maxGainP: number | undefined;
-} & GetRolloverFeeContext & GetFundingFeeContext;
-export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
+import { GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
+import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
+export type GetPnlContext = {
+    fee: Fee | undefined;
+    maxGainP: number | undefined;
+} & GetRolloverFeeContext & GetFundingFeeContext;
+export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -1,43 +1,43 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPnl = void 0;
-const fees_1 = require("./fees");
-const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
-    if (!price) {
-        return;
-    }
-    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
-    const { openPrice, leverage } = trade;
-    const { maxGainP, currentBlock, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, } = context;
-    const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
-    let pnlDai = trade.buy
-        ? ((price - openPrice) / openPrice) * leverage * posDai
-        : ((openPrice - price) / openPrice) * leverage * posDai;
-    pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
-    if (useFees) {
-        pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
-            currentBlock,
-            pairParams,
-            pairRolloverFees,
-        });
-        pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
-            currentBlock,
-            pairParams,
-            pairFundingFees,
-            openInterest,
-        });
-    }
-    let pnlPercentage = (pnlDai / posDai) * 100;
-    // Can be liquidated
-    if (pnlPercentage <= -90) {
-        pnlPercentage = -100;
-    }
-    else {
-        pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
-        pnlPercentage = (pnlDai / posDai) * 100;
-    }
-    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
-    pnlDai = (posDai * pnlPercentage) / 100;
-    return [pnlDai, pnlPercentage];
-};
-exports.getPnl = getPnl;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPnl = void 0;
+const fees_1 = require("./fees");
+const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
+    if (!price) {
+        return;
+    }
+    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
+    const { openPrice, leverage } = trade;
+    const { maxGainP, currentBlock, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, } = context;
+    const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
+    let pnlDai = trade.buy
+        ? ((price - openPrice) / openPrice) * leverage * posDai
+        : ((openPrice - price) / openPrice) * leverage * posDai;
+    pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
+    if (useFees) {
+        pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
+            currentBlock,
+            pairParams,
+            pairRolloverFees,
+        });
+        pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
+            currentBlock,
+            pairParams,
+            pairFundingFees,
+            openInterest,
+        });
+    }
+    let pnlPercentage = (pnlDai / posDai) * 100;
+    // Can be liquidated
+    if (pnlPercentage <= -90) {
+        pnlPercentage = -100;
+    }
+    else {
+        pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
+        pnlPercentage = (pnlDai / posDai) * 100;
+    }
+    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
+    pnlDai = (posDai * pnlPercentage) / 100;
+    return [pnlDai, pnlPercentage];
+};
+exports.getPnl = getPnl;

package/lib/trade/types.d.ts

@@ -1,143 +1,143 @@
-export type PairIndexes = {
-    [key: string]: number;
-};
-export type TradeContainer = {
-    trade: Trade;
-    tradeInfo: TradeInfo;
-    initialAccFees: TradeInitialAccFees;
-};
-export type Trade = {
-    buy: boolean;
-    index: number;
-    initialPosToken: number;
-    leverage: number;
-    openPrice: number;
-    pairIndex: number;
-    sl: number;
-    tp: number;
-    trader: string;
-};
-export type TradeInfo = {
-    openInterestDai: number;
-    slLastUpdated: number;
-    tokenPriceDai: number;
-    tpLastUpdated: number;
-};
-export type TradeInitialAccFees = {
-    rollover: number;
-    funding: number;
-    openedAfterUpdate: boolean;
-};
-export type TradingGroup = {
-    maxCollateralP: number;
-    maxLeverage: number;
-    minLeverage: number;
-    name: string;
-};
-export type LimitOrder = {
-    block: number;
-    buy: boolean;
-    index: number;
-    leverage: number;
-    maxPrice: number;
-    minPrice: number;
-    pairIndex: number;
-    positionSize: number;
-    sl: number;
-    spreadReductionP: number;
-    tp: number;
-    trader: string;
-    type: number;
-};
-export type Fee = {
-    closeFeeP: number;
-    minLevPosDai: number;
-    nftLimitOrderFeeP: number;
-    openFeeP: number;
-    referralFeeP: number;
-};
-export type OpenInterest = {
-    long: number;
-    max: number;
-    short: number;
-};
-export type OpenCollateral = {
-    long: number;
-    short: number;
-};
-export type PairParams = {
-    onePercentDepthAbove: number;
-    onePercentDepthBelow: number;
-    rolloverFeePerBlockP: number;
-    fundingFeePerBlockP: number;
-};
-export type PairRolloverFees = {
-    accPerCollateral: number;
-    lastUpdateBlock: number;
-};
-export type PairFundingFees = {
-    accPerOiLong: number;
-    accPerOiShort: number;
-    lastUpdateBlock: number;
-};
-export type Pair = {
-    name: string;
-    from: string;
-    to: string;
-    feeIndex: number;
-    groupIndex: number;
-    pairIndex: number;
-    spreadP: number;
-};
-export type TradeHistoryRecord = {
-    action: string;
-    address: string;
-    buy: number;
-    date: string;
-    leverage: number;
-    pair: string;
-    pnl_net: number;
-    price: number;
-    size: number;
-    tx: string;
-};
-export type MarketOrder = {
-    trader: string;
-    pairIndex: number;
-    index: number;
-    block: number;
-    open: boolean;
-};
-export type ChartBar = {
-    close: number;
-    high: number;
-    isBarClosed: boolean;
-    isLastBar: boolean;
-    low: number;
-    open: number;
-    time: number;
-};
-export type LeaderboardTrader = {
-    address: string;
-    tradesCount: number;
-    winrate: number;
-    pnl: number;
-    volume: number;
-    score: number;
-};
-export type OpenTradeParams = [
-    address: string,
-    pairIndex: number,
-    x1: number,
-    x2: number,
-    wei: number,
-    price: string,
-    buy: boolean,
-    leverage: number,
-    takeProfit: string,
-    stopLoss: string
-];
-export declare enum PositionType {
-    LONG = "LONG",
-    SHORT = "SHORT"
-}
+export type PairIndexes = {
+    [key: string]: number;
+};
+export type TradeContainer = {
+    trade: Trade;
+    tradeInfo: TradeInfo;
+    initialAccFees: TradeInitialAccFees;
+};
+export type Trade = {
+    buy: boolean;
+    index: number;
+    initialPosToken: number;
+    leverage: number;
+    openPrice: number;
+    pairIndex: number;
+    sl: number;
+    tp: number;
+    trader: string;
+};
+export type TradeInfo = {
+    openInterestDai: number;
+    slLastUpdated: number;
+    tokenPriceDai: number;
+    tpLastUpdated: number;
+};
+export type TradeInitialAccFees = {
+    rollover: number;
+    funding: number;
+    openedAfterUpdate: boolean;
+};
+export type TradingGroup = {
+    maxCollateralP: number;
+    maxLeverage: number;
+    minLeverage: number;
+    name: string;
+};
+export type LimitOrder = {
+    block: number;
+    buy: boolean;
+    index: number;
+    leverage: number;
+    maxPrice: number;
+    minPrice: number;
+    pairIndex: number;
+    positionSize: number;
+    sl: number;
+    spreadReductionP: number;
+    tp: number;
+    trader: string;
+    type: number;
+};
+export type Fee = {
+    closeFeeP: number;
+    minLevPosDai: number;
+    nftLimitOrderFeeP: number;
+    openFeeP: number;
+    referralFeeP: number;
+};
+export type OpenInterest = {
+    long: number;
+    max: number;
+    short: number;
+};
+export type OpenCollateral = {
+    long: number;
+    short: number;
+};
+export type PairParams = {
+    onePercentDepthAbove: number;
+    onePercentDepthBelow: number;
+    rolloverFeePerBlockP: number;
+    fundingFeePerBlockP: number;
+};
+export type PairRolloverFees = {
+    accPerCollateral: number;
+    lastUpdateBlock: number;
+};
+export type PairFundingFees = {
+    accPerOiLong: number;
+    accPerOiShort: number;
+    lastUpdateBlock: number;
+};
+export type Pair = {
+    name: string;
+    from: string;
+    to: string;
+    feeIndex: number;
+    groupIndex: number;
+    pairIndex: number;
+    spreadP: number;
+};
+export type TradeHistoryRecord = {
+    action: string;
+    address: string;
+    buy: number;
+    date: string;
+    leverage: number;
+    pair: string;
+    pnl_net: number;
+    price: number;
+    size: number;
+    tx: string;
+};
+export type MarketOrder = {
+    trader: string;
+    pairIndex: number;
+    index: number;
+    block: number;
+    open: boolean;
+};
+export type ChartBar = {
+    close: number;
+    high: number;
+    isBarClosed: boolean;
+    isLastBar: boolean;
+    low: number;
+    open: number;
+    time: number;
+};
+export type LeaderboardTrader = {
+    address: string;
+    tradesCount: number;
+    winrate: number;
+    pnl: number;
+    volume: number;
+    score: number;
+};
+export type OpenTradeParams = [
+    address: string,
+    pairIndex: number,
+    x1: number,
+    x2: number,
+    wei: number,
+    price: string,
+    buy: boolean,
+    leverage: number,
+    takeProfit: string,
+    stopLoss: string
+];
+export declare enum PositionType {
+    LONG = "LONG",
+    SHORT = "SHORT"
+}

package/lib/trade/types.js

@@ -1,8 +1,8 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PositionType = void 0;
-var PositionType;
-(function (PositionType) {
-    PositionType["LONG"] = "LONG";
-    PositionType["SHORT"] = "SHORT";
-})(PositionType = exports.PositionType || (exports.PositionType = {}));
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PositionType = void 0;
+var PositionType;
+(function (PositionType) {
+    PositionType["LONG"] = "LONG";
+    PositionType["SHORT"] = "SHORT";
+})(PositionType = exports.PositionType || (exports.PositionType = {}));