@gainsnetwork/sdk 0.0.13 → 0.0.14-rc1

package/lib/src/contracts/types/generated/factories/index.d.ts

@@ -0,0 +1,4 @@
+export { GFarmTradingStorageV5__factory } from "./GFarmTradingStorageV5__factory";
+export { GNSPairInfosV6_1__factory } from "./GNSPairInfosV6_1__factory";
+export { GNSPairsStorageV6__factory } from "./GNSPairsStorageV6__factory";
+export { GTokenOpenPnlFeed__factory } from "./GTokenOpenPnlFeed__factory";

package/lib/src/contracts/types/generated/factories/index.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.GTokenOpenPnlFeed__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GFarmTradingStorageV5__factory = void 0;
+/* Autogenerated file. Do not edit manually. */
+/* tslint:disable */
+/* eslint-disable */
+var GFarmTradingStorageV5__factory_1 = require("./GFarmTradingStorageV5__factory");
+Object.defineProperty(exports, "GFarmTradingStorageV5__factory", { enumerable: true, get: function () { return GFarmTradingStorageV5__factory_1.GFarmTradingStorageV5__factory; } });
+var GNSPairInfosV6_1__factory_1 = require("./GNSPairInfosV6_1__factory");
+Object.defineProperty(exports, "GNSPairInfosV6_1__factory", { enumerable: true, get: function () { return GNSPairInfosV6_1__factory_1.GNSPairInfosV6_1__factory; } });
+var GNSPairsStorageV6__factory_1 = require("./GNSPairsStorageV6__factory");
+Object.defineProperty(exports, "GNSPairsStorageV6__factory", { enumerable: true, get: function () { return GNSPairsStorageV6__factory_1.GNSPairsStorageV6__factory; } });
+var GTokenOpenPnlFeed__factory_1 = require("./GTokenOpenPnlFeed__factory");
+Object.defineProperty(exports, "GTokenOpenPnlFeed__factory", { enumerable: true, get: function () { return GTokenOpenPnlFeed__factory_1.GTokenOpenPnlFeed__factory; } });

package/lib/src/contracts/types/generated/index.d.ts

@@ -0,0 +1,9 @@
+export type { GFarmTradingStorageV5 } from "./GFarmTradingStorageV5";
+export type { GNSPairInfosV6_1 } from "./GNSPairInfosV6_1";
+export type { GNSPairsStorageV6 } from "./GNSPairsStorageV6";
+export type { GTokenOpenPnlFeed } from "./GTokenOpenPnlFeed";
+export * as factories from "./factories";
+export { GFarmTradingStorageV5__factory } from "./factories/GFarmTradingStorageV5__factory";
+export { GNSPairInfosV6_1__factory } from "./factories/GNSPairInfosV6_1__factory";
+export { GNSPairsStorageV6__factory } from "./factories/GNSPairsStorageV6__factory";
+export { GTokenOpenPnlFeed__factory } from "./factories/GTokenOpenPnlFeed__factory";

package/lib/src/contracts/types/generated/index.js

@@ -0,0 +1,35 @@
+"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 __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.GTokenOpenPnlFeed__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GFarmTradingStorageV5__factory = exports.factories = void 0;
+exports.factories = __importStar(require("./factories"));
+var GFarmTradingStorageV5__factory_1 = require("./factories/GFarmTradingStorageV5__factory");
+Object.defineProperty(exports, "GFarmTradingStorageV5__factory", { enumerable: true, get: function () { return GFarmTradingStorageV5__factory_1.GFarmTradingStorageV5__factory; } });
+var GNSPairInfosV6_1__factory_1 = require("./factories/GNSPairInfosV6_1__factory");
+Object.defineProperty(exports, "GNSPairInfosV6_1__factory", { enumerable: true, get: function () { return GNSPairInfosV6_1__factory_1.GNSPairInfosV6_1__factory; } });
+var GNSPairsStorageV6__factory_1 = require("./factories/GNSPairsStorageV6__factory");
+Object.defineProperty(exports, "GNSPairsStorageV6__factory", { enumerable: true, get: function () { return GNSPairsStorageV6__factory_1.GNSPairsStorageV6__factory; } });
+var GTokenOpenPnlFeed__factory_1 = require("./factories/GTokenOpenPnlFeed__factory");
+Object.defineProperty(exports, "GTokenOpenPnlFeed__factory", { enumerable: true, get: function () { return GTokenOpenPnlFeed__factory_1.GTokenOpenPnlFeed__factory; } });

package/lib/src/contracts/types/index.d.ts

@@ -0,0 +1,13 @@
+import { GFarmTradingStorageV5, GNSPairInfosV6_1, GNSPairsStorageV6, GTokenOpenPnlFeed } from "./generated";
+export type Contracts = {
+    gfarmTradingStorageV5: GFarmTradingStorageV5;
+    gnsPairInfosV6_1: GNSPairInfosV6_1;
+    gnsPairsStorageV6: GNSPairsStorageV6;
+    gTokenOpenPnlFeed: GTokenOpenPnlFeed;
+};
+export type ContractAddresses = {
+    gfarmTradingStorageV5: string;
+    gnsPairInfosV6_1: string;
+    gnsPairsStorageV6: string;
+    gTokenOpenPnlFeed: string;
+};

package/lib/src/contracts/types/index.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/src/contracts/utils/index.d.ts

@@ -0,0 +1,2 @@
+export * from "./openTrades";
+export * from "./pairs";

package/lib/src/contracts/utils/index.js

@@ -0,0 +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("./openTrades"), exports);
+__exportStar(require("./pairs"), exports);

package/lib/src/contracts/utils/openTrades.d.ts

@@ -0,0 +1,3 @@
+import { TradeContainer } from "@/trade/types";
+import { Contracts } from "@/contracts/types";
+export declare const fetchOpenPairTrades: (contracts: Contracts, pairBatchSize?: number) => Promise<TradeContainer[]>;

package/lib/src/contracts/utils/openTrades.js

@@ -0,0 +1,107 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fetchOpenPairTrades = void 0;
+/* eslint-disable @typescript-eslint/no-unsafe-call */
+/* eslint-disable @typescript-eslint/no-unsafe-return */
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
+const ethers_multicall_1 = require("ethers-multicall");
+const fetchOpenPairTrades = (contracts, pairBatchSize = 10) => __awaiter(void 0, void 0, void 0, function* () {
+    if (!contracts) {
+        return [];
+    }
+    const { gnsPairsStorageV6: pairsStorageContract } = contracts;
+    try {
+        const totalPairIndexes = (yield pairsStorageContract.pairsCount()).toNumber() - 1;
+        let allOpenPairTrades = [];
+        for (let batchStartPairIndex = 0; batchStartPairIndex < totalPairIndexes; batchStartPairIndex += pairBatchSize) {
+            const batchEndPairIndex = Math.min(batchStartPairIndex + pairBatchSize - 1, totalPairIndexes);
+            const openPairTradesBatch = yield fetchOpenPairTradesBatch(contracts, batchStartPairIndex, batchEndPairIndex);
+            allOpenPairTrades = allOpenPairTrades.concat(openPairTradesBatch);
+        }
+        console.info(`Fetched ${allOpenPairTrades.length} total open pair trade(s).`);
+        return allOpenPairTrades;
+    }
+    catch (error) {
+        console.error(`Unexpected error while fetching open pair trades!`);
+        throw error;
+    }
+});
+exports.fetchOpenPairTrades = fetchOpenPairTrades;
+const fetchOpenPairTradesBatch = (contracts, startPairIndex, endPairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+    const { gfarmTradingStorageV5: storageContract, gnsPairInfosV6_1: pairInfosContract, } = contracts;
+    // Convert to Multicall for efficient RPC usage
+    const chainId = (yield storageContract.provider.getNetwork()).chainId;
+    const multicallProvider = new ethers_multicall_1.Provider(storageContract.provider, chainId);
+    const storageContractMulticall = new ethers_multicall_1.Contract(storageContract.address, [
+        ...storageContract.interface.fragments,
+    ]);
+    const pairInfosContractMulticall = new ethers_multicall_1.Contract(pairInfosContract.address, [
+        ...pairInfosContract.interface.fragments,
+    ]);
+    const maxTradesPerPair = (yield storageContract.maxTradesPerPair()).toNumber();
+    const pairIndexesToFetch = Array.from({ length: endPairIndex - startPairIndex + 1 }, (_, i) => i + startPairIndex);
+    const mcPairTraderAddresses = yield multicallProvider.all(pairIndexesToFetch.map(pairIndex => storageContractMulticall.pairTradersArray(pairIndex)));
+    const mcFlatOpenTrades = yield multicallProvider.all(mcPairTraderAddresses
+        .map((pairTraderAddress, pairIndex) => {
+        const openTradesCalls = new Array(maxTradesPerPair);
+        for (let pairTradeIndex = 0; pairTradeIndex < maxTradesPerPair; pairTradeIndex++) {
+            openTradesCalls[pairTradeIndex] = storageContractMulticall.openTrades(pairTraderAddress, pairIndex, pairTradeIndex);
+        }
+        return openTradesCalls;
+    })
+        .reduce((acc, val) => acc.concat(val), []));
+    const openTrades = mcFlatOpenTrades.filter(openTrade => openTrade[0] !== "0x0000000000000000000000000000000000000000");
+    const [openTradesTradeInfos, openTradesInitialAccFees] = yield Promise.all([
+        multicallProvider.all(openTrades.map(openTrade => storageContractMulticall.openTradesInfo(openTrade.trader, openTrade.pairIndex, openTrade.index))),
+        multicallProvider.all(openTrades.map(openTrade => pairInfosContractMulticall.tradeInitialAccFees(openTrade.trader, openTrade.pairIndex, openTrade.index))),
+    ]);
+    const finalTrades = new Array(openTrades.length);
+    for (let tradeIndex = 0; tradeIndex < openTradesTradeInfos.length; tradeIndex++) {
+        const tradeInfo = openTradesTradeInfos[tradeIndex];
+        if (tradeInfo === undefined) {
+            console.error("No trade info found for open trade while fetching open trades!", { trade: openTradesTradeInfos[tradeIndex] });
+            continue;
+        }
+        const tradeInitialAccFees = openTradesInitialAccFees[tradeIndex];
+        if (tradeInitialAccFees === undefined) {
+            console.error("No initial fees found for open trade while fetching open trades!", { trade: openTrades[tradeIndex] });
+            continue;
+        }
+        const trade = openTrades[tradeIndex];
+        finalTrades[tradeIndex] = {
+            trade: {
+                trader: trade.trader,
+                pairIndex: parseInt(trade.pairIndex.toString()),
+                index: parseInt(trade.index.toString()),
+                initialPosToken: parseFloat(trade.initialPosToken.toString()) / 1e18,
+                openPrice: parseFloat(trade.openPrice.toString()) / 1e10,
+                buy: trade.buy.toString() === "true",
+                leverage: parseInt(trade.leverage.toString()),
+                tp: parseFloat(trade.tp.toString()) / 1e10,
+                sl: parseFloat(trade.sl.toString()) / 1e10,
+            },
+            tradeInfo: {
+                beingMarketClosed: tradeInfo.beingMarketClosed.toString() === "true",
+                tokenPriceDai: parseFloat(tradeInfo.tokenPriceDai.toString()) / 1e10,
+                openInterestDai: parseFloat(tradeInfo.openInterestDai.toString()) / 1e18,
+                tpLastUpdated: tradeInfo.tpLastUpdated,
+                slLastUpdated: tradeInfo.slLastUpdated,
+            },
+            initialAccFees: {
+                rollover: parseFloat(tradeInitialAccFees.rollover.toString()) / 1e18,
+                funding: parseFloat(tradeInitialAccFees.funding.toString()) / 1e18,
+                openedAfterUpdate: tradeInitialAccFees.openedAfterUpdate.toString() === "true",
+            },
+        };
+    }
+    return finalTrades.filter(trade => trade !== undefined);
+});

package/lib/src/contracts/utils/pairs.d.ts

@@ -0,0 +1,6 @@
+import { Pair, PairParams, PairRolloverFees, Fee } from "@/trade/types";
+import { Contracts } from "@/contracts/types";
+export declare const fetchPairs: (contracts: Contracts, pairIxs: number[]) => Promise<Pair[]>;
+export declare const fetchPairsParams: (contracts: Contracts, pairIxs: number[]) => Promise<PairParams[]>;
+export declare const fetchPairsRolloverFees: (contracts: Contracts, pairIxs: number[]) => Promise<PairRolloverFees[]>;
+export declare const fetchFees: (contracts: Contracts, feeIxs: number[]) => Promise<Fee[]>;

package/lib/src/contracts/utils/pairs.js

@@ -0,0 +1,102 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
+const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
+    if (!contracts) {
+        return [];
+    }
+    const { gnsPairsStorageV6: pairsStorageContract } = contracts;
+    try {
+        const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
+        return pairs.map((pair, index) => {
+            return {
+                name: pair.from + "/" + pair.to,
+                from: pair.from,
+                to: pair.to,
+                feeIndex: parseInt(pair.feeIndex.toString()),
+                groupIndex: parseInt(pair.groupIndex.toString()),
+                pairIndex: pairIxs[index],
+                spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
+            };
+        });
+    }
+    catch (error) {
+        console.error(`Unexpected error while fetching pairs!`);
+        throw error;
+    }
+});
+exports.fetchPairs = fetchPairs;
+const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
+    if (!contracts) {
+        return [];
+    }
+    const { gnsPairInfosV6_1: pairInfosContract } = contracts;
+    try {
+        const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
+        return pairParams.map((pair) => {
+            return {
+                onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
+                onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
+                rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
+                fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
+            };
+        });
+    }
+    catch (error) {
+        console.error(`Unexpected error while fetching pairs!`);
+        throw error;
+    }
+});
+exports.fetchPairsParams = fetchPairsParams;
+const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
+    if (!contracts) {
+        return [];
+    }
+    const { gnsPairInfosV6_1: pairInfosContract } = contracts;
+    try {
+        const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
+        return pairsRolloverFees.map((pairData) => {
+            return {
+                accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
+                lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
+            };
+        });
+    }
+    catch (error) {
+        console.error(`Unexpected error while fetching pairs!`);
+        throw error;
+    }
+});
+exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
+const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
+    if (!contracts) {
+        return [];
+    }
+    const { gnsPairsStorageV6: pairsStorageContract } = contracts;
+    try {
+        const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
+        return fees.map((fee) => {
+            return {
+                closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
+                minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
+                nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
+                openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
+                referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
+            };
+        });
+    }
+    catch (error) {
+        console.error(`Unexpected error while fetching pairs!`);
+        throw error;
+    }
+});
+exports.fetchFees = fetchFees;

package/lib/src/index.d.ts

@@ -0,0 +1,3 @@
+export * from "./trade";
+export * from "./contracts";
+export * from "./markets";

package/lib/src/index.js

@@ -0,0 +1,19 @@
+"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("./trade"), exports);
+__exportStar(require("./contracts"), exports);
+__exportStar(require("./markets"), exports);

package/lib/src/markets/commodities.d.ts

@@ -0,0 +1 @@
+export declare const isCommoditiesOpen: (dateToCheck: Date) => boolean;

package/lib/src/markets/commodities.js

@@ -0,0 +1,31 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isCommoditiesOpen = void 0;
+/* eslint-disable @typescript-eslint/no-unsafe-call */
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
+// @ts-ignore-file
+const luxon_1 = require("luxon");
+const COMMODITIES_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
+const isCommoditiesOpen = (dateToCheck) => {
+    const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(COMMODITIES_MARKETS_TIME_ZONE_IANA);
+    const weekday = now.weekday;
+    const hour = now.hour;
+    const dayOfMonth = now.day;
+    const month = now.month;
+    const minute = now.minute;
+    const isClosed = 
+    // Christmas 2023
+    (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
+        // New Year's Eve 2023
+        (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
+        // Friday Closing
+        (weekday === 5 && hour >= 17) ||
+        // Saturday Closed
+        weekday === 6 ||
+        // Saturday Opening
+        (weekday === 7 && hour <= 18) ||
+        // Daily Closing
+        hour === 17;
+    return !isClosed;
+};
+exports.isCommoditiesOpen = isCommoditiesOpen;

package/lib/src/markets/crypto.d.ts

@@ -0,0 +1 @@
+export declare const isCryptoOpen: (dateToCheck: Date) => boolean;

package/lib/src/markets/crypto.js

@@ -0,0 +1,6 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isCryptoOpen = void 0;
+// eslint-disable-next-line @typescript-eslint/no-unused-vars
+const isCryptoOpen = (dateToCheck) => true;
+exports.isCryptoOpen = isCryptoOpen;

package/lib/src/markets/forex.d.ts

@@ -0,0 +1,2 @@
+export declare const isForexOpen: (dateToCheck: Date) => boolean;
+export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;

package/lib/src/markets/forex.js

@@ -0,0 +1,38 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isForexLowLiquidity = exports.isForexOpen = void 0;
+/* eslint-disable @typescript-eslint/no-unsafe-call */
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
+// @ts-ignore-file
+const luxon_1 = require("luxon");
+const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
+const isForexOpen = (dateToCheck) => {
+    const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
+    const weekday = now.weekday;
+    const hour = now.hour;
+    const dayOfMonth = now.day;
+    const month = now.month;
+    const isInDST = now.isInDST;
+    const isClosed = 
+    // Christmas 2023
+    (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
+        // New Year's Eve 2023
+        (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
+        // Friday after 4PM (DST) and 5PM (non-DST)
+        (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
+        // Saturday
+        weekday === 6 ||
+        // Sunday before 4PM (DST) and 5PM (non-DST)
+        (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
+    return !isClosed;
+};
+exports.isForexOpen = isForexOpen;
+const isForexLowLiquidity = (timestampToCheck) => {
+    const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
+    const hour = now.hour;
+    const minute = now.minute;
+    const isInDST = now.isInDST;
+    return (isInDST && (hour == 15 && minute >= 45) || (hour >= 16 && hour < 18)) ||
+        (!isInDST && (hour == 16 && minute >= 45) || (hour >= 17 && hour < 19));
+};
+exports.isForexLowLiquidity = isForexLowLiquidity;

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

@@ -0,0 +1,5 @@
+export * from "./crypto";
+export * from "./forex";
+export * from "./stocks";
+export * from "./indices";
+export * from "./commodities";

package/lib/src/markets/index.js

@@ -0,0 +1,21 @@
+"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("./crypto"), exports);
+__exportStar(require("./forex"), exports);
+__exportStar(require("./stocks"), exports);
+__exportStar(require("./indices"), exports);
+__exportStar(require("./commodities"), exports);

package/lib/src/markets/indices.d.ts

@@ -0,0 +1 @@
+export declare const isIndicesOpen: (dateToCheck: Date) => boolean;

package/lib/src/markets/indices.js

@@ -0,0 +1,6 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isIndicesOpen = void 0;
+const stocks_1 = require("./stocks");
+const isIndicesOpen = (dateToCheck) => (0, stocks_1.isStocksOpen)(dateToCheck);
+exports.isIndicesOpen = isIndicesOpen;

package/lib/src/markets/stocks.d.ts

@@ -0,0 +1,3 @@
+import { DateTime } from "luxon";
+export declare const isStocksOpen: (dateToCheck: Date) => boolean;
+export declare const getUSMarketsNow: () => DateTime;

package/lib/src/markets/stocks.js

@@ -0,0 +1,54 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getUSMarketsNow = exports.isStocksOpen = void 0;
+/* eslint-disable @typescript-eslint/no-unsafe-call */
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
+// @ts-ignore-file
+const luxon_1 = require("luxon");
+const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
+const isStocksOpen = (dateToCheck) => {
+    const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
+    const weekday = now.weekday;
+    const hour = now.hour;
+    const dayOfMonth = now.day;
+    const month = now.month;
+    const minute = now.minute;
+    const isClosed = 
+    // New Year's  2023
+    (month === 1 && dayOfMonth === 2) ||
+        // Martin Luther King, Jr. Day 2023
+        (month === 1 && dayOfMonth === 16) ||
+        // Washington's Birthday 2023
+        (month === 2 && dayOfMonth === 20) ||
+        // Good Friday 2023
+        (month === 4 && dayOfMonth === 7) ||
+        // Memorial Day 2023
+        (month === 5 && dayOfMonth === 29) ||
+        // Juneteenth National Independence Day 2023
+        (month === 6 && dayOfMonth === 19) ||
+        // Independence Day 2023
+        (month === 7 && dayOfMonth === 4) ||
+        // Labor Day 2023
+        (month === 9 && dayOfMonth === 4) ||
+        // Thanksgiving Day 2022
+        (month === 11 && dayOfMonth === 23) ||
+        // Friday after Thanksgiving Day 2023 (closes early at 1PM)
+        (month === 11 && dayOfMonth === 24 && hour >= 13) ||
+        // Christmas Day 2023
+        (month === 12 && dayOfMonth === 25) ||
+        // Saturday
+        weekday === 6 ||
+        // Sunday
+        weekday === 7 ||
+        // Mo-Fr Daily Opening
+        hour < 9 ||
+        (hour === 9 && minute < 30) ||
+        // Mo-Fr Daily Closing
+        hour >= 16;
+    return !isClosed;
+};
+exports.isStocksOpen = isStocksOpen;
+const getUSMarketsNow = () => {
+    return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
+};
+exports.getUSMarketsNow = getUSMarketsNow;

package/lib/src/trade/fees.d.ts

@@ -0,0 +1,15 @@
+import { Fee, OpenInterest, PairFundingFees, PairParams, PairRolloverFees } from "./types";
+export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: number, pairFee: Fee | undefined) => number;
+export type GetFundingFeeContext = {
+    currentBlock?: number;
+    pairParams?: PairParams;
+    pairFundingFees?: PairFundingFees;
+    openInterest?: OpenInterest;
+};
+export declare const getFundingFee: (leveragedPosDai: number, initialAccFundingFees: number, buy: boolean, openedAfterUpdate: boolean, context: GetFundingFeeContext) => number;
+export type GetRolloverFeeContext = {
+    currentBlock?: number;
+    pairParams?: PairParams;
+    pairRolloverFees?: PairRolloverFees;
+};
+export declare const getRolloverFee: (posDai: number, initialAccRolloverFees: number, openedAfterUpdate: boolean, context: GetRolloverFeeContext) => number;

package/lib/src/trade/fees.js

@@ -0,0 +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;

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

@@ -0,0 +1,2 @@
+export * from "./fees";
+export * from "./pnl";

package/lib/src/trade/index.js

@@ -0,0 +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);

package/lib/src/trade/pnl.d.ts

@@ -0,0 +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;