@gainsnetwork/sdk 0.0.13 → 0.0.14-rc1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (138) hide show
  1. package/README.md +11 -11
  2. package/lib/contracts/addresses.d.ts +2 -2
  3. package/lib/contracts/addresses.js +15 -15
  4. package/lib/contracts/addresses.json +20 -20
  5. package/lib/contracts/index.d.ts +6 -6
  6. package/lib/contracts/index.js +31 -31
  7. package/lib/contracts/types/GFarmTradingStorageV5.d.ts +1911 -0
  8. package/lib/contracts/types/GFarmTradingStorageV5.js +2 -0
  9. package/lib/contracts/types/GNSPairInfosV6_1.d.ts +911 -0
  10. package/lib/contracts/types/GNSPairInfosV6_1.js +2 -0
  11. package/lib/contracts/types/GNSPairsStorageV6.d.ts +660 -0
  12. package/lib/contracts/types/GNSPairsStorageV6.js +2 -0
  13. package/lib/contracts/types/common.d.ts +22 -0
  14. package/lib/contracts/types/common.js +2 -0
  15. package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.d.ts +83 -0
  16. package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.js +2691 -0
  17. package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.d.ts +98 -0
  18. package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.js +1485 -0
  19. package/lib/contracts/types/factories/GNSPairsStorageV6__factory.d.ts +117 -0
  20. package/lib/contracts/types/factories/GNSPairsStorageV6__factory.js +1265 -0
  21. package/lib/contracts/types/factories/index.d.ts +3 -0
  22. package/lib/contracts/types/factories/index.js +12 -0
  23. package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -1911
  24. package/lib/contracts/types/generated/GFarmTradingStorageV5.js +2 -2
  25. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -911
  26. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -2
  27. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -660
  28. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -2
  29. package/lib/contracts/types/generated/GTokenOpenPnlFeed.d.ts +557 -557
  30. package/lib/contracts/types/generated/GTokenOpenPnlFeed.js +2 -2
  31. package/lib/contracts/types/generated/common.d.ts +22 -22
  32. package/lib/contracts/types/generated/common.js +2 -2
  33. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
  34. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
  35. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
  36. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
  37. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
  38. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
  39. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -59
  40. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -765
  41. package/lib/contracts/types/generated/factories/index.d.ts +4 -4
  42. package/lib/contracts/types/generated/factories/index.js +14 -14
  43. package/lib/contracts/types/generated/index.d.ts +9 -9
  44. package/lib/contracts/types/generated/index.js +35 -35
  45. package/lib/contracts/types/index.d.ts +13 -13
  46. package/lib/contracts/types/index.js +2 -2
  47. package/lib/contracts/utils/index.d.ts +2 -2
  48. package/lib/contracts/utils/index.js +18 -18
  49. package/lib/contracts/utils/openTrades.d.ts +3 -3
  50. package/lib/contracts/utils/openTrades.js +202 -116
  51. package/lib/contracts/utils/openTradesOriginal.d.ts +3 -0
  52. package/lib/contracts/utils/openTradesOriginal.js +134 -0
  53. package/lib/contracts/utils/pairs.d.ts +6 -6
  54. package/lib/contracts/utils/pairs.js +102 -102
  55. package/lib/index.d.ts +3 -3
  56. package/lib/index.js +19 -19
  57. package/lib/markets/commodities.d.ts +1 -1
  58. package/lib/markets/commodities.js +31 -31
  59. package/lib/markets/crypto.d.ts +1 -1
  60. package/lib/markets/crypto.js +6 -6
  61. package/lib/markets/forex.d.ts +2 -2
  62. package/lib/markets/forex.js +38 -38
  63. package/lib/markets/index.d.ts +5 -5
  64. package/lib/markets/index.js +21 -21
  65. package/lib/markets/indices.d.ts +1 -1
  66. package/lib/markets/indices.js +6 -6
  67. package/lib/markets/stocks.d.ts +3 -3
  68. package/lib/markets/stocks.js +54 -54
  69. package/lib/src/contracts/addresses.d.ts +2 -0
  70. package/lib/src/contracts/addresses.js +15 -0
  71. package/lib/src/contracts/addresses.json +20 -0
  72. package/lib/src/contracts/index.d.ts +6 -0
  73. package/lib/src/contracts/index.js +31 -0
  74. package/lib/src/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -0
  75. package/lib/src/contracts/types/generated/GFarmTradingStorageV5.js +2 -0
  76. package/lib/src/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -0
  77. package/lib/src/contracts/types/generated/GNSPairInfosV6_1.js +2 -0
  78. package/lib/src/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -0
  79. package/lib/src/contracts/types/generated/GNSPairsStorageV6.js +2 -0
  80. package/lib/src/contracts/types/generated/GTokenOpenPnlFeed.d.ts +557 -0
  81. package/lib/src/contracts/types/generated/GTokenOpenPnlFeed.js +2 -0
  82. package/lib/src/contracts/types/generated/common.d.ts +22 -0
  83. package/lib/src/contracts/types/generated/common.js +2 -0
  84. package/lib/src/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -0
  85. package/lib/src/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -0
  86. package/lib/src/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -0
  87. package/lib/src/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -0
  88. package/lib/src/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -0
  89. package/lib/src/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -0
  90. package/lib/src/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -0
  91. package/lib/src/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -0
  92. package/lib/src/contracts/types/generated/factories/index.d.ts +4 -0
  93. package/lib/src/contracts/types/generated/factories/index.js +14 -0
  94. package/lib/src/contracts/types/generated/index.d.ts +9 -0
  95. package/lib/src/contracts/types/generated/index.js +35 -0
  96. package/lib/src/contracts/types/index.d.ts +13 -0
  97. package/lib/src/contracts/types/index.js +2 -0
  98. package/lib/src/contracts/utils/index.d.ts +2 -0
  99. package/lib/src/contracts/utils/index.js +18 -0
  100. package/lib/src/contracts/utils/openTrades.d.ts +3 -0
  101. package/lib/src/contracts/utils/openTrades.js +107 -0
  102. package/lib/src/contracts/utils/pairs.d.ts +6 -0
  103. package/lib/src/contracts/utils/pairs.js +102 -0
  104. package/lib/src/index.d.ts +3 -0
  105. package/lib/src/index.js +19 -0
  106. package/lib/src/markets/commodities.d.ts +1 -0
  107. package/lib/src/markets/commodities.js +31 -0
  108. package/lib/src/markets/crypto.d.ts +1 -0
  109. package/lib/src/markets/crypto.js +6 -0
  110. package/lib/src/markets/forex.d.ts +2 -0
  111. package/lib/src/markets/forex.js +38 -0
  112. package/lib/src/markets/index.d.ts +5 -0
  113. package/lib/src/markets/index.js +21 -0
  114. package/lib/src/markets/indices.d.ts +1 -0
  115. package/lib/src/markets/indices.js +6 -0
  116. package/lib/src/markets/stocks.d.ts +3 -0
  117. package/lib/src/markets/stocks.js +54 -0
  118. package/lib/src/trade/fees.d.ts +15 -0
  119. package/lib/src/trade/fees.js +45 -0
  120. package/lib/src/trade/index.d.ts +2 -0
  121. package/lib/src/trade/index.js +18 -0
  122. package/lib/src/trade/pnl.d.ts +7 -0
  123. package/lib/src/trade/pnl.js +43 -0
  124. package/lib/src/trade/types.d.ts +143 -0
  125. package/lib/src/trade/types.js +8 -0
  126. package/lib/test/index.d.ts +1 -0
  127. package/lib/test/index.js +22 -0
  128. package/lib/test.d.ts +1 -0
  129. package/lib/test.js +27 -0
  130. package/lib/trade/fees.d.ts +15 -15
  131. package/lib/trade/fees.js +45 -45
  132. package/lib/trade/index.d.ts +2 -2
  133. package/lib/trade/index.js +18 -18
  134. package/lib/trade/pnl.d.ts +7 -7
  135. package/lib/trade/pnl.js +43 -43
  136. package/lib/trade/types.d.ts +143 -143
  137. package/lib/trade/types.js +8 -8
  138. package/package.json +104 -103
@@ -0,0 +1,134 @@
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.fetchOpenPairTradesOriginal = void 0;
13
+ const fetchOpenPairTradesOriginal = (contracts, pairBatchSize = 10) => __awaiter(void 0, void 0, void 0, function* () {
14
+ if (!contracts) {
15
+ return [];
16
+ }
17
+ const { gnsPairsStorageV6: pairsStorageContract } = contracts;
18
+ try {
19
+ const totalPairIndexes = (yield pairsStorageContract.pairsCount()).toNumber() - 1;
20
+ let allOpenPairTrades = [];
21
+ for (let batchStartPairIndex = 0; batchStartPairIndex < totalPairIndexes; batchStartPairIndex += pairBatchSize) {
22
+ const batchEndPairIndex = Math.min(batchStartPairIndex + pairBatchSize - 1, totalPairIndexes);
23
+ const openPairTradesBatch = yield fetchOpenPairTradesBatchOriginal(contracts, batchStartPairIndex, batchEndPairIndex);
24
+ console.log("openPairTradesBatch", openPairTradesBatch.length);
25
+ allOpenPairTrades = allOpenPairTrades.concat(openPairTradesBatch);
26
+ }
27
+ return allOpenPairTrades;
28
+ }
29
+ catch (error) {
30
+ console.error(`Unexpected error while fetching open pair trades!`);
31
+ throw error;
32
+ }
33
+ });
34
+ exports.fetchOpenPairTradesOriginal = fetchOpenPairTradesOriginal;
35
+ const fetchOpenPairTradesBatchOriginal = (contracts, startPairIndex, endPairIndex) => __awaiter(void 0, void 0, void 0, function* () {
36
+ const { gfarmTradingStorageV5: storageContract, gnsPairInfosV6_1: pairInfosContract, } = contracts;
37
+ const maxTradesPerPair = (yield storageContract.maxTradesPerPair()).toNumber();
38
+ const pairIndexesToFetch = Array.from({ length: endPairIndex - startPairIndex + 1 }, (_, i) => i + startPairIndex);
39
+ const rawTrades = yield Promise.all(pairIndexesToFetch.map((pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
40
+ // console.debug(`Fetching pair traders for pairIndex ${pairIndex}...`);
41
+ const pairTradersCallStartTime = performance.now();
42
+ const pairTraderAddresses = yield storageContract.pairTradersArray(pairIndex);
43
+ if (pairTraderAddresses.length === 0) {
44
+ // console.debug(
45
+ // `No pair traders found for pairIndex ${pairIndex}; no processing left to do!`
46
+ // );
47
+ return [];
48
+ }
49
+ // console.debug(
50
+ // `Fetched ${
51
+ // pairTraderAddresses.length
52
+ // } pair traders for pairIndex ${pairIndex} in ${
53
+ // performance.now() - pairTradersCallStartTime
54
+ // }ms; now fetching all open trades...`
55
+ // );
56
+ const openTradesForPairTraders = yield Promise.all(pairTraderAddresses.map((pairTraderAddress) => __awaiter(void 0, void 0, void 0, function* () {
57
+ const openTradesCalls = new Array(maxTradesPerPair);
58
+ const traderOpenTradesCallsStartTime = performance.now();
59
+ for (let pairTradeIndex = 0; pairTradeIndex < maxTradesPerPair; pairTradeIndex++) {
60
+ openTradesCalls[pairTradeIndex] = storageContract.openTrades(pairTraderAddress, pairIndex, pairTradeIndex);
61
+ }
62
+ /*console.debug(
63
+ `Waiting on ${openTradesCalls.length} StorageContract::openTrades calls for trader ${pairTraderAddress}...`
64
+ );*/
65
+ const openTradesForTraderAddress = yield Promise.all(openTradesCalls);
66
+ // console.debug(
67
+ // `Received all trades for trader ${pairTraderAddress} and pair ${pairIndex} in ${
68
+ // performance.now() - traderOpenTradesCallsStartTime
69
+ // }ms.`
70
+ // );
71
+ // Filter out any of the trades that aren't *really* open (NOTE: these will have an empty trader address, so just test against that)
72
+ const actualOpenTradesForTrader = openTradesForTraderAddress.filter(openTrade => openTrade.trader === pairTraderAddress);
73
+ /*console.debug(
74
+ `Filtered down to ${actualOpenTradesForTrader.length} actual open trades for trader ${pairTraderAddress} and pair ${pairIndex}; fetching corresponding trade info and initial fees...`
75
+ );*/
76
+ const [actualOpenTradesTradeInfos, actualOpenTradesInitialAccFees] = yield Promise.all([
77
+ Promise.all(actualOpenTradesForTrader.map(aot => storageContract.openTradesInfo(aot.trader, aot.pairIndex, aot.index))),
78
+ Promise.all(actualOpenTradesForTrader.map(aot => pairInfosContract.tradeInitialAccFees(aot.trader, aot.pairIndex, aot.index))),
79
+ ]);
80
+ const finalOpenTradesForTrader = new Array(actualOpenTradesForTrader.length);
81
+ for (let tradeIndex = 0; tradeIndex < actualOpenTradesForTrader.length; tradeIndex++) {
82
+ const tradeInfo = actualOpenTradesTradeInfos[tradeIndex];
83
+ if (tradeInfo === undefined) {
84
+ // console.error(
85
+ // "No trade info found for open trade while fetching open trades!",
86
+ // { trade: actualOpenTradesForTrader[tradeIndex] }
87
+ // );
88
+ continue;
89
+ }
90
+ const tradeInitialAccFees = actualOpenTradesInitialAccFees[tradeIndex];
91
+ if (tradeInitialAccFees === undefined) {
92
+ // console.error(
93
+ // "No initial fees found for open trade while fetching open trades!",
94
+ // { trade: actualOpenTradesForTrader[tradeIndex] }
95
+ // );
96
+ continue;
97
+ }
98
+ const trade = actualOpenTradesForTrader[tradeIndex];
99
+ finalOpenTradesForTrader[tradeIndex] = {
100
+ trade: {
101
+ trader: trade.trader,
102
+ pairIndex: parseInt(trade.pairIndex.toString()),
103
+ index: parseInt(trade.index.toString()),
104
+ initialPosToken: parseFloat(trade.initialPosToken.toString()) / 1e18,
105
+ openPrice: parseFloat(trade.openPrice.toString()) / 1e10,
106
+ buy: trade.buy.toString() === "true",
107
+ leverage: parseInt(trade.leverage.toString()),
108
+ tp: parseFloat(trade.tp.toString()) / 1e10,
109
+ sl: parseFloat(trade.sl.toString()) / 1e10,
110
+ },
111
+ tradeInfo: {
112
+ beingMarketClosed: tradeInfo.beingMarketClosed.toString() === "true",
113
+ tokenPriceDai: parseFloat(tradeInfo.tokenPriceDai.toString()) / 1e10,
114
+ openInterestDai: parseFloat(tradeInfo.openInterestDai.toString()) / 1e18,
115
+ tpLastUpdated: tradeInfo.tpLastUpdated,
116
+ slLastUpdated: tradeInfo.slLastUpdated,
117
+ },
118
+ initialAccFees: {
119
+ rollover: parseFloat(tradeInitialAccFees.rollover.toString()) / 1e18,
120
+ funding: parseFloat(tradeInitialAccFees.funding.toString()) / 1e18,
121
+ openedAfterUpdate: tradeInitialAccFees.openedAfterUpdate.toString() === "true",
122
+ },
123
+ };
124
+ }
125
+ /*console.debug(
126
+ `Trade info and initial fees fetched for ${finalOpenTradesForTrader.length} trades for trader ${pairTraderAddress} and pair ${pairIndex}; done!`
127
+ );*/
128
+ return finalOpenTradesForTrader;
129
+ })));
130
+ return openTradesForPairTraders;
131
+ })));
132
+ const perPairTrades = rawTrades.reduce((a, b) => a.concat(b), []);
133
+ return perPairTrades.reduce((a, b) => a.concat(b), []);
134
+ });
@@ -1,6 +1,6 @@
1
- import { Pair, PairParams, PairRolloverFees, Fee } from "@/trade/types";
2
- import { Contracts } from "@/contracts/types";
3
- export declare const fetchPairs: (contracts: Contracts, pairIxs: number[]) => Promise<Pair[]>;
4
- export declare const fetchPairsParams: (contracts: Contracts, pairIxs: number[]) => Promise<PairParams[]>;
5
- export declare const fetchPairsRolloverFees: (contracts: Contracts, pairIxs: number[]) => Promise<PairRolloverFees[]>;
6
- export declare const fetchFees: (contracts: Contracts, feeIxs: number[]) => Promise<Fee[]>;
1
+ import { Pair, PairParams, PairRolloverFees, Fee } from "@/trade/types";
2
+ import { Contracts } from "@/contracts/types";
3
+ export declare const fetchPairs: (contracts: Contracts, pairIxs: number[]) => Promise<Pair[]>;
4
+ export declare const fetchPairsParams: (contracts: Contracts, pairIxs: number[]) => Promise<PairParams[]>;
5
+ export declare const fetchPairsRolloverFees: (contracts: Contracts, pairIxs: number[]) => Promise<PairRolloverFees[]>;
6
+ export declare const fetchFees: (contracts: Contracts, feeIxs: number[]) => Promise<Fee[]>;
@@ -1,102 +1,102 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
13
- const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
14
- if (!contracts) {
15
- return [];
16
- }
17
- const { gnsPairsStorageV6: pairsStorageContract } = contracts;
18
- try {
19
- const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
20
- return pairs.map((pair, index) => {
21
- return {
22
- name: pair.from + "/" + pair.to,
23
- from: pair.from,
24
- to: pair.to,
25
- feeIndex: parseInt(pair.feeIndex.toString()),
26
- groupIndex: parseInt(pair.groupIndex.toString()),
27
- pairIndex: pairIxs[index],
28
- spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
29
- };
30
- });
31
- }
32
- catch (error) {
33
- console.error(`Unexpected error while fetching pairs!`);
34
- throw error;
35
- }
36
- });
37
- exports.fetchPairs = fetchPairs;
38
- const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
39
- if (!contracts) {
40
- return [];
41
- }
42
- const { gnsPairInfosV6_1: pairInfosContract } = contracts;
43
- try {
44
- const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
45
- return pairParams.map((pair) => {
46
- return {
47
- onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
48
- onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
49
- rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
50
- fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
51
- };
52
- });
53
- }
54
- catch (error) {
55
- console.error(`Unexpected error while fetching pairs!`);
56
- throw error;
57
- }
58
- });
59
- exports.fetchPairsParams = fetchPairsParams;
60
- const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
61
- if (!contracts) {
62
- return [];
63
- }
64
- const { gnsPairInfosV6_1: pairInfosContract } = contracts;
65
- try {
66
- const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
67
- return pairsRolloverFees.map((pairData) => {
68
- return {
69
- accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
70
- lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
71
- };
72
- });
73
- }
74
- catch (error) {
75
- console.error(`Unexpected error while fetching pairs!`);
76
- throw error;
77
- }
78
- });
79
- exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
80
- const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
81
- if (!contracts) {
82
- return [];
83
- }
84
- const { gnsPairsStorageV6: pairsStorageContract } = contracts;
85
- try {
86
- const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
87
- return fees.map((fee) => {
88
- return {
89
- closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
90
- minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
91
- nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
92
- openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
93
- referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
94
- };
95
- });
96
- }
97
- catch (error) {
98
- console.error(`Unexpected error while fetching pairs!`);
99
- throw error;
100
- }
101
- });
102
- exports.fetchFees = fetchFees;
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
13
+ const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
14
+ if (!contracts) {
15
+ return [];
16
+ }
17
+ const { gnsPairsStorageV6: pairsStorageContract } = contracts;
18
+ try {
19
+ const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
20
+ return pairs.map((pair, index) => {
21
+ return {
22
+ name: pair.from + "/" + pair.to,
23
+ from: pair.from,
24
+ to: pair.to,
25
+ feeIndex: parseInt(pair.feeIndex.toString()),
26
+ groupIndex: parseInt(pair.groupIndex.toString()),
27
+ pairIndex: pairIxs[index],
28
+ spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
29
+ };
30
+ });
31
+ }
32
+ catch (error) {
33
+ console.error(`Unexpected error while fetching pairs!`);
34
+ throw error;
35
+ }
36
+ });
37
+ exports.fetchPairs = fetchPairs;
38
+ const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
39
+ if (!contracts) {
40
+ return [];
41
+ }
42
+ const { gnsPairInfosV6_1: pairInfosContract } = contracts;
43
+ try {
44
+ const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
45
+ return pairParams.map((pair) => {
46
+ return {
47
+ onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
48
+ onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
49
+ rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
50
+ fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
51
+ };
52
+ });
53
+ }
54
+ catch (error) {
55
+ console.error(`Unexpected error while fetching pairs!`);
56
+ throw error;
57
+ }
58
+ });
59
+ exports.fetchPairsParams = fetchPairsParams;
60
+ const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
61
+ if (!contracts) {
62
+ return [];
63
+ }
64
+ const { gnsPairInfosV6_1: pairInfosContract } = contracts;
65
+ try {
66
+ const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
67
+ return pairsRolloverFees.map((pairData) => {
68
+ return {
69
+ accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
70
+ lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
71
+ };
72
+ });
73
+ }
74
+ catch (error) {
75
+ console.error(`Unexpected error while fetching pairs!`);
76
+ throw error;
77
+ }
78
+ });
79
+ exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
80
+ const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
81
+ if (!contracts) {
82
+ return [];
83
+ }
84
+ const { gnsPairsStorageV6: pairsStorageContract } = contracts;
85
+ try {
86
+ const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
87
+ return fees.map((fee) => {
88
+ return {
89
+ closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
90
+ minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
91
+ nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
92
+ openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
93
+ referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
94
+ };
95
+ });
96
+ }
97
+ catch (error) {
98
+ console.error(`Unexpected error while fetching pairs!`);
99
+ throw error;
100
+ }
101
+ });
102
+ exports.fetchFees = fetchFees;
package/lib/index.d.ts CHANGED
@@ -1,3 +1,3 @@
1
- export * from "./trade";
2
- export * from "./contracts";
3
- export * from "./markets";
1
+ export * from "./trade";
2
+ export * from "./contracts";
3
+ export * from "./markets";
package/lib/index.js CHANGED
@@ -1,19 +1,19 @@
1
- "use strict";
2
- var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
- if (k2 === undefined) k2 = k;
4
- var desc = Object.getOwnPropertyDescriptor(m, k);
5
- if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
- desc = { enumerable: true, get: function() { return m[k]; } };
7
- }
8
- Object.defineProperty(o, k2, desc);
9
- }) : (function(o, m, k, k2) {
10
- if (k2 === undefined) k2 = k;
11
- o[k2] = m[k];
12
- }));
13
- var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
- for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
- };
16
- Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("./trade"), exports);
18
- __exportStar(require("./contracts"), exports);
19
- __exportStar(require("./markets"), exports);
1
+ "use strict";
2
+ var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
+ if (k2 === undefined) k2 = k;
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
8
+ Object.defineProperty(o, k2, desc);
9
+ }) : (function(o, m, k, k2) {
10
+ if (k2 === undefined) k2 = k;
11
+ o[k2] = m[k];
12
+ }));
13
+ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
+ for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
+ };
16
+ Object.defineProperty(exports, "__esModule", { value: true });
17
+ __exportStar(require("./trade"), exports);
18
+ __exportStar(require("./contracts"), exports);
19
+ __exportStar(require("./markets"), exports);
@@ -1 +1 @@
1
- export declare const isCommoditiesOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isCommoditiesOpen: (dateToCheck: Date) => boolean;
@@ -1,31 +1,31 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isCommoditiesOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const COMMODITIES_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isCommoditiesOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(COMMODITIES_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dayOfMonth = now.day;
14
- const month = now.month;
15
- const minute = now.minute;
16
- const isClosed =
17
- // Christmas 2023
18
- (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
- // New Year's Eve 2023
20
- (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
- // Friday Closing
22
- (weekday === 5 && hour >= 17) ||
23
- // Saturday Closed
24
- weekday === 6 ||
25
- // Saturday Opening
26
- (weekday === 7 && hour <= 18) ||
27
- // Daily Closing
28
- hour === 17;
29
- return !isClosed;
30
- };
31
- exports.isCommoditiesOpen = isCommoditiesOpen;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isCommoditiesOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const COMMODITIES_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isCommoditiesOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(COMMODITIES_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dayOfMonth = now.day;
14
+ const month = now.month;
15
+ const minute = now.minute;
16
+ const isClosed =
17
+ // Christmas 2023
18
+ (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
+ // New Year's Eve 2023
20
+ (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
+ // Friday Closing
22
+ (weekday === 5 && hour >= 17) ||
23
+ // Saturday Closed
24
+ weekday === 6 ||
25
+ // Saturday Opening
26
+ (weekday === 7 && hour <= 18) ||
27
+ // Daily Closing
28
+ hour === 17;
29
+ return !isClosed;
30
+ };
31
+ exports.isCommoditiesOpen = isCommoditiesOpen;
@@ -1 +1 @@
1
- export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
@@ -1,6 +1,6 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isCryptoOpen = void 0;
4
- // eslint-disable-next-line @typescript-eslint/no-unused-vars
5
- const isCryptoOpen = (dateToCheck) => true;
6
- exports.isCryptoOpen = isCryptoOpen;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isCryptoOpen = void 0;
4
+ // eslint-disable-next-line @typescript-eslint/no-unused-vars
5
+ const isCryptoOpen = (dateToCheck) => true;
6
+ exports.isCryptoOpen = isCryptoOpen;
@@ -1,2 +1,2 @@
1
- export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
- export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
1
+ export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
+ export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
@@ -1,38 +1,38 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isForexLowLiquidity = exports.isForexOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isForexOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dayOfMonth = now.day;
14
- const month = now.month;
15
- const isInDST = now.isInDST;
16
- const isClosed =
17
- // Christmas 2023
18
- (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
- // New Year's Eve 2023
20
- (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
- // Friday after 4PM (DST) and 5PM (non-DST)
22
- (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
23
- // Saturday
24
- weekday === 6 ||
25
- // Sunday before 4PM (DST) and 5PM (non-DST)
26
- (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
27
- return !isClosed;
28
- };
29
- exports.isForexOpen = isForexOpen;
30
- const isForexLowLiquidity = (timestampToCheck) => {
31
- const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
32
- const hour = now.hour;
33
- const minute = now.minute;
34
- const isInDST = now.isInDST;
35
- return (isInDST && (hour == 15 && minute >= 45) || (hour >= 16 && hour < 18)) ||
36
- (!isInDST && (hour == 16 && minute >= 45) || (hour >= 17 && hour < 19));
37
- };
38
- exports.isForexLowLiquidity = isForexLowLiquidity;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isForexLowLiquidity = exports.isForexOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isForexOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dayOfMonth = now.day;
14
+ const month = now.month;
15
+ const isInDST = now.isInDST;
16
+ const isClosed =
17
+ // Christmas 2023
18
+ (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
+ // New Year's Eve 2023
20
+ (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
+ // Friday after 4PM (DST) and 5PM (non-DST)
22
+ (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
23
+ // Saturday
24
+ weekday === 6 ||
25
+ // Sunday before 4PM (DST) and 5PM (non-DST)
26
+ (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
27
+ return !isClosed;
28
+ };
29
+ exports.isForexOpen = isForexOpen;
30
+ const isForexLowLiquidity = (timestampToCheck) => {
31
+ const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
32
+ const hour = now.hour;
33
+ const minute = now.minute;
34
+ const isInDST = now.isInDST;
35
+ return (isInDST && (hour == 15 && minute >= 45) || (hour >= 16 && hour < 18)) ||
36
+ (!isInDST && (hour == 16 && minute >= 45) || (hour >= 17 && hour < 19));
37
+ };
38
+ exports.isForexLowLiquidity = isForexLowLiquidity;
@@ -1,5 +1,5 @@
1
- export * from "./crypto";
2
- export * from "./forex";
3
- export * from "./stocks";
4
- export * from "./indices";
5
- export * from "./commodities";
1
+ export * from "./crypto";
2
+ export * from "./forex";
3
+ export * from "./stocks";
4
+ export * from "./indices";
5
+ export * from "./commodities";
@@ -1,21 +1,21 @@
1
- "use strict";
2
- var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
- if (k2 === undefined) k2 = k;
4
- var desc = Object.getOwnPropertyDescriptor(m, k);
5
- if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
- desc = { enumerable: true, get: function() { return m[k]; } };
7
- }
8
- Object.defineProperty(o, k2, desc);
9
- }) : (function(o, m, k, k2) {
10
- if (k2 === undefined) k2 = k;
11
- o[k2] = m[k];
12
- }));
13
- var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
- for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
- };
16
- Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("./crypto"), exports);
18
- __exportStar(require("./forex"), exports);
19
- __exportStar(require("./stocks"), exports);
20
- __exportStar(require("./indices"), exports);
21
- __exportStar(require("./commodities"), exports);
1
+ "use strict";
2
+ var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
+ if (k2 === undefined) k2 = k;
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
8
+ Object.defineProperty(o, k2, desc);
9
+ }) : (function(o, m, k, k2) {
10
+ if (k2 === undefined) k2 = k;
11
+ o[k2] = m[k];
12
+ }));
13
+ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
+ for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
+ };
16
+ Object.defineProperty(exports, "__esModule", { value: true });
17
+ __exportStar(require("./crypto"), exports);
18
+ __exportStar(require("./forex"), exports);
19
+ __exportStar(require("./stocks"), exports);
20
+ __exportStar(require("./indices"), exports);
21
+ __exportStar(require("./commodities"), exports);
@@ -1 +1 @@
1
- export declare const isIndicesOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isIndicesOpen: (dateToCheck: Date) => boolean;