@gainsnetwork/sdk 0.0.18 → 0.0.19

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 (146) hide show
  1. package/README.md +11 -11
  2. package/lib/constants.d.ts +135 -0
  3. package/lib/constants.js +123 -0
  4. package/lib/contracts/addresses.d.ts +2 -2
  5. package/lib/contracts/addresses.js +15 -15
  6. package/lib/contracts/addresses.json +23 -23
  7. package/lib/contracts/index.d.ts +6 -6
  8. package/lib/contracts/index.js +32 -32
  9. package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -1911
  10. package/lib/contracts/types/generated/GFarmTradingStorageV5.js +2 -2
  11. package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +533 -533
  12. package/lib/contracts/types/generated/GNSNftRewardsV6.js +2 -2
  13. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -911
  14. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -2
  15. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -660
  16. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -2
  17. package/lib/contracts/types/generated/GTokenOpenPnlFeed.d.ts +557 -557
  18. package/lib/contracts/types/generated/GTokenOpenPnlFeed.js +2 -2
  19. package/lib/contracts/types/generated/common.d.ts +22 -22
  20. package/lib/contracts/types/generated/common.js +2 -2
  21. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
  22. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
  23. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +100 -100
  24. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +1003 -1003
  25. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
  26. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
  27. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
  28. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
  29. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -59
  30. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -765
  31. package/lib/contracts/types/generated/factories/index.d.ts +5 -5
  32. package/lib/contracts/types/generated/factories/index.js +16 -16
  33. package/lib/contracts/types/generated/index.d.ts +11 -11
  34. package/lib/contracts/types/generated/index.js +37 -37
  35. package/lib/contracts/types/index.d.ts +16 -16
  36. package/lib/contracts/types/index.js +2 -2
  37. package/lib/contracts/utils/index.d.ts +3 -3
  38. package/lib/contracts/utils/index.js +19 -19
  39. package/lib/contracts/utils/openLimitOrders.d.ts +8 -8
  40. package/lib/contracts/utils/openLimitOrders.js +77 -77
  41. package/lib/contracts/utils/openTrades.d.ts +9 -9
  42. package/lib/contracts/utils/openTrades.js +193 -169
  43. package/lib/contracts/utils/pairs.d.ts +6 -6
  44. package/lib/contracts/utils/pairs.js +102 -102
  45. package/lib/index.d.ts +4 -3
  46. package/lib/index.js +20 -19
  47. package/lib/markets/commodities.d.ts +1 -1
  48. package/lib/markets/commodities.js +31 -31
  49. package/lib/markets/crypto.d.ts +1 -1
  50. package/lib/markets/crypto.js +6 -6
  51. package/lib/markets/forex.d.ts +2 -2
  52. package/lib/markets/forex.js +38 -38
  53. package/lib/markets/index.d.ts +5 -5
  54. package/lib/markets/index.js +21 -21
  55. package/lib/markets/indices.d.ts +1 -1
  56. package/lib/markets/indices.js +6 -6
  57. package/lib/markets/stocks.d.ts +3 -3
  58. package/lib/markets/stocks.js +54 -54
  59. package/lib/trade/fees.d.ts +15 -15
  60. package/lib/trade/fees.js +45 -45
  61. package/lib/trade/index.d.ts +2 -2
  62. package/lib/trade/index.js +18 -18
  63. package/lib/trade/pnl.d.ts +7 -7
  64. package/lib/trade/pnl.js +43 -43
  65. package/lib/trade/types.d.ts +157 -157
  66. package/lib/trade/types.js +8 -8
  67. package/package.json +104 -104
  68. package/lib/contracts/types/GFarmTradingStorageV5.d.ts +0 -1911
  69. package/lib/contracts/types/GFarmTradingStorageV5.js +0 -2
  70. package/lib/contracts/types/GNSPairInfosV6_1.d.ts +0 -911
  71. package/lib/contracts/types/GNSPairInfosV6_1.js +0 -2
  72. package/lib/contracts/types/GNSPairsStorageV6.d.ts +0 -660
  73. package/lib/contracts/types/GNSPairsStorageV6.js +0 -2
  74. package/lib/contracts/types/common.d.ts +0 -22
  75. package/lib/contracts/types/common.js +0 -2
  76. package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.d.ts +0 -83
  77. package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.js +0 -2691
  78. package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.d.ts +0 -98
  79. package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.js +0 -1485
  80. package/lib/contracts/types/factories/GNSPairsStorageV6__factory.d.ts +0 -117
  81. package/lib/contracts/types/factories/GNSPairsStorageV6__factory.js +0 -1265
  82. package/lib/contracts/types/factories/index.d.ts +0 -3
  83. package/lib/contracts/types/factories/index.js +0 -12
  84. package/lib/contracts/utils/openTradesOriginal.d.ts +0 -3
  85. package/lib/contracts/utils/openTradesOriginal.js +0 -134
  86. package/lib/src/contracts/addresses.d.ts +0 -2
  87. package/lib/src/contracts/addresses.js +0 -15
  88. package/lib/src/contracts/addresses.json +0 -20
  89. package/lib/src/contracts/index.d.ts +0 -6
  90. package/lib/src/contracts/index.js +0 -31
  91. package/lib/src/contracts/types/generated/GFarmTradingStorageV5.d.ts +0 -1911
  92. package/lib/src/contracts/types/generated/GFarmTradingStorageV5.js +0 -2
  93. package/lib/src/contracts/types/generated/GNSPairInfosV6_1.d.ts +0 -911
  94. package/lib/src/contracts/types/generated/GNSPairInfosV6_1.js +0 -2
  95. package/lib/src/contracts/types/generated/GNSPairsStorageV6.d.ts +0 -660
  96. package/lib/src/contracts/types/generated/GNSPairsStorageV6.js +0 -2
  97. package/lib/src/contracts/types/generated/GTokenOpenPnlFeed.d.ts +0 -557
  98. package/lib/src/contracts/types/generated/GTokenOpenPnlFeed.js +0 -2
  99. package/lib/src/contracts/types/generated/common.d.ts +0 -22
  100. package/lib/src/contracts/types/generated/common.js +0 -2
  101. package/lib/src/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +0 -83
  102. package/lib/src/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +0 -2691
  103. package/lib/src/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +0 -98
  104. package/lib/src/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +0 -1485
  105. package/lib/src/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +0 -117
  106. package/lib/src/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +0 -1265
  107. package/lib/src/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +0 -59
  108. package/lib/src/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +0 -765
  109. package/lib/src/contracts/types/generated/factories/index.d.ts +0 -4
  110. package/lib/src/contracts/types/generated/factories/index.js +0 -14
  111. package/lib/src/contracts/types/generated/index.d.ts +0 -9
  112. package/lib/src/contracts/types/generated/index.js +0 -35
  113. package/lib/src/contracts/types/index.d.ts +0 -13
  114. package/lib/src/contracts/types/index.js +0 -2
  115. package/lib/src/contracts/utils/index.d.ts +0 -2
  116. package/lib/src/contracts/utils/index.js +0 -18
  117. package/lib/src/contracts/utils/openTrades.d.ts +0 -3
  118. package/lib/src/contracts/utils/openTrades.js +0 -107
  119. package/lib/src/contracts/utils/pairs.d.ts +0 -6
  120. package/lib/src/contracts/utils/pairs.js +0 -102
  121. package/lib/src/index.d.ts +0 -3
  122. package/lib/src/index.js +0 -19
  123. package/lib/src/markets/commodities.d.ts +0 -1
  124. package/lib/src/markets/commodities.js +0 -31
  125. package/lib/src/markets/crypto.d.ts +0 -1
  126. package/lib/src/markets/crypto.js +0 -6
  127. package/lib/src/markets/forex.d.ts +0 -2
  128. package/lib/src/markets/forex.js +0 -38
  129. package/lib/src/markets/index.d.ts +0 -5
  130. package/lib/src/markets/index.js +0 -21
  131. package/lib/src/markets/indices.d.ts +0 -1
  132. package/lib/src/markets/indices.js +0 -6
  133. package/lib/src/markets/stocks.d.ts +0 -3
  134. package/lib/src/markets/stocks.js +0 -54
  135. package/lib/src/trade/fees.d.ts +0 -15
  136. package/lib/src/trade/fees.js +0 -45
  137. package/lib/src/trade/index.d.ts +0 -2
  138. package/lib/src/trade/index.js +0 -18
  139. package/lib/src/trade/pnl.d.ts +0 -7
  140. package/lib/src/trade/pnl.js +0 -43
  141. package/lib/src/trade/types.d.ts +0 -143
  142. package/lib/src/trade/types.js +0 -8
  143. package/lib/test/index.d.ts +0 -1
  144. package/lib/test/index.js +0 -22
  145. package/lib/test.d.ts +0 -1
  146. package/lib/test.js +0 -37
@@ -1,4 +0,0 @@
1
- export { GFarmTradingStorageV5__factory } from "./GFarmTradingStorageV5__factory";
2
- export { GNSPairInfosV6_1__factory } from "./GNSPairInfosV6_1__factory";
3
- export { GNSPairsStorageV6__factory } from "./GNSPairsStorageV6__factory";
4
- export { GTokenOpenPnlFeed__factory } from "./GTokenOpenPnlFeed__factory";
@@ -1,14 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.GTokenOpenPnlFeed__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GFarmTradingStorageV5__factory = void 0;
4
- /* Autogenerated file. Do not edit manually. */
5
- /* tslint:disable */
6
- /* eslint-disable */
7
- var GFarmTradingStorageV5__factory_1 = require("./GFarmTradingStorageV5__factory");
8
- Object.defineProperty(exports, "GFarmTradingStorageV5__factory", { enumerable: true, get: function () { return GFarmTradingStorageV5__factory_1.GFarmTradingStorageV5__factory; } });
9
- var GNSPairInfosV6_1__factory_1 = require("./GNSPairInfosV6_1__factory");
10
- Object.defineProperty(exports, "GNSPairInfosV6_1__factory", { enumerable: true, get: function () { return GNSPairInfosV6_1__factory_1.GNSPairInfosV6_1__factory; } });
11
- var GNSPairsStorageV6__factory_1 = require("./GNSPairsStorageV6__factory");
12
- Object.defineProperty(exports, "GNSPairsStorageV6__factory", { enumerable: true, get: function () { return GNSPairsStorageV6__factory_1.GNSPairsStorageV6__factory; } });
13
- var GTokenOpenPnlFeed__factory_1 = require("./GTokenOpenPnlFeed__factory");
14
- Object.defineProperty(exports, "GTokenOpenPnlFeed__factory", { enumerable: true, get: function () { return GTokenOpenPnlFeed__factory_1.GTokenOpenPnlFeed__factory; } });
@@ -1,9 +0,0 @@
1
- export type { GFarmTradingStorageV5 } from "./GFarmTradingStorageV5";
2
- export type { GNSPairInfosV6_1 } from "./GNSPairInfosV6_1";
3
- export type { GNSPairsStorageV6 } from "./GNSPairsStorageV6";
4
- export type { GTokenOpenPnlFeed } from "./GTokenOpenPnlFeed";
5
- export * as factories from "./factories";
6
- export { GFarmTradingStorageV5__factory } from "./factories/GFarmTradingStorageV5__factory";
7
- export { GNSPairInfosV6_1__factory } from "./factories/GNSPairInfosV6_1__factory";
8
- export { GNSPairsStorageV6__factory } from "./factories/GNSPairsStorageV6__factory";
9
- export { GTokenOpenPnlFeed__factory } from "./factories/GTokenOpenPnlFeed__factory";
@@ -1,35 +0,0 @@
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 __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
14
- Object.defineProperty(o, "default", { enumerable: true, value: v });
15
- }) : function(o, v) {
16
- o["default"] = v;
17
- });
18
- var __importStar = (this && this.__importStar) || function (mod) {
19
- if (mod && mod.__esModule) return mod;
20
- var result = {};
21
- if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
22
- __setModuleDefault(result, mod);
23
- return result;
24
- };
25
- Object.defineProperty(exports, "__esModule", { value: true });
26
- exports.GTokenOpenPnlFeed__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GFarmTradingStorageV5__factory = exports.factories = void 0;
27
- exports.factories = __importStar(require("./factories"));
28
- var GFarmTradingStorageV5__factory_1 = require("./factories/GFarmTradingStorageV5__factory");
29
- Object.defineProperty(exports, "GFarmTradingStorageV5__factory", { enumerable: true, get: function () { return GFarmTradingStorageV5__factory_1.GFarmTradingStorageV5__factory; } });
30
- var GNSPairInfosV6_1__factory_1 = require("./factories/GNSPairInfosV6_1__factory");
31
- Object.defineProperty(exports, "GNSPairInfosV6_1__factory", { enumerable: true, get: function () { return GNSPairInfosV6_1__factory_1.GNSPairInfosV6_1__factory; } });
32
- var GNSPairsStorageV6__factory_1 = require("./factories/GNSPairsStorageV6__factory");
33
- Object.defineProperty(exports, "GNSPairsStorageV6__factory", { enumerable: true, get: function () { return GNSPairsStorageV6__factory_1.GNSPairsStorageV6__factory; } });
34
- var GTokenOpenPnlFeed__factory_1 = require("./factories/GTokenOpenPnlFeed__factory");
35
- Object.defineProperty(exports, "GTokenOpenPnlFeed__factory", { enumerable: true, get: function () { return GTokenOpenPnlFeed__factory_1.GTokenOpenPnlFeed__factory; } });
@@ -1,13 +0,0 @@
1
- import { GFarmTradingStorageV5, GNSPairInfosV6_1, GNSPairsStorageV6, GTokenOpenPnlFeed } from "./generated";
2
- export type Contracts = {
3
- gfarmTradingStorageV5: GFarmTradingStorageV5;
4
- gnsPairInfosV6_1: GNSPairInfosV6_1;
5
- gnsPairsStorageV6: GNSPairsStorageV6;
6
- gTokenOpenPnlFeed: GTokenOpenPnlFeed;
7
- };
8
- export type ContractAddresses = {
9
- gfarmTradingStorageV5: string;
10
- gnsPairInfosV6_1: string;
11
- gnsPairsStorageV6: string;
12
- gTokenOpenPnlFeed: string;
13
- };
@@ -1,2 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
@@ -1,2 +0,0 @@
1
- export * from "./openTrades";
2
- export * from "./pairs";
@@ -1,18 +0,0 @@
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("./openTrades"), exports);
18
- __exportStar(require("./pairs"), exports);
@@ -1,3 +0,0 @@
1
- import { TradeContainer } from "@/trade/types";
2
- import { Contracts } from "@/contracts/types";
3
- export declare const fetchOpenPairTrades: (contracts: Contracts, pairBatchSize?: number) => Promise<TradeContainer[]>;
@@ -1,107 +0,0 @@
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.fetchOpenPairTrades = void 0;
13
- /* eslint-disable @typescript-eslint/no-unsafe-call */
14
- /* eslint-disable @typescript-eslint/no-unsafe-return */
15
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
16
- const ethers_multicall_1 = require("ethers-multicall");
17
- const fetchOpenPairTrades = (contracts, pairBatchSize = 10) => __awaiter(void 0, void 0, void 0, function* () {
18
- if (!contracts) {
19
- return [];
20
- }
21
- const { gnsPairsStorageV6: pairsStorageContract } = contracts;
22
- try {
23
- const totalPairIndexes = (yield pairsStorageContract.pairsCount()).toNumber() - 1;
24
- let allOpenPairTrades = [];
25
- for (let batchStartPairIndex = 0; batchStartPairIndex < totalPairIndexes; batchStartPairIndex += pairBatchSize) {
26
- const batchEndPairIndex = Math.min(batchStartPairIndex + pairBatchSize - 1, totalPairIndexes);
27
- const openPairTradesBatch = yield fetchOpenPairTradesBatch(contracts, batchStartPairIndex, batchEndPairIndex);
28
- allOpenPairTrades = allOpenPairTrades.concat(openPairTradesBatch);
29
- }
30
- console.info(`Fetched ${allOpenPairTrades.length} total open pair trade(s).`);
31
- return allOpenPairTrades;
32
- }
33
- catch (error) {
34
- console.error(`Unexpected error while fetching open pair trades!`);
35
- throw error;
36
- }
37
- });
38
- exports.fetchOpenPairTrades = fetchOpenPairTrades;
39
- const fetchOpenPairTradesBatch = (contracts, startPairIndex, endPairIndex) => __awaiter(void 0, void 0, void 0, function* () {
40
- const { gfarmTradingStorageV5: storageContract, gnsPairInfosV6_1: pairInfosContract, } = contracts;
41
- // Convert to Multicall for efficient RPC usage
42
- const chainId = (yield storageContract.provider.getNetwork()).chainId;
43
- const multicallProvider = new ethers_multicall_1.Provider(storageContract.provider, chainId);
44
- const storageContractMulticall = new ethers_multicall_1.Contract(storageContract.address, [
45
- ...storageContract.interface.fragments,
46
- ]);
47
- const pairInfosContractMulticall = new ethers_multicall_1.Contract(pairInfosContract.address, [
48
- ...pairInfosContract.interface.fragments,
49
- ]);
50
- const maxTradesPerPair = (yield storageContract.maxTradesPerPair()).toNumber();
51
- const pairIndexesToFetch = Array.from({ length: endPairIndex - startPairIndex + 1 }, (_, i) => i + startPairIndex);
52
- const mcPairTraderAddresses = yield multicallProvider.all(pairIndexesToFetch.map(pairIndex => storageContractMulticall.pairTradersArray(pairIndex)));
53
- const mcFlatOpenTrades = yield multicallProvider.all(mcPairTraderAddresses
54
- .map((pairTraderAddress, pairIndex) => {
55
- const openTradesCalls = new Array(maxTradesPerPair);
56
- for (let pairTradeIndex = 0; pairTradeIndex < maxTradesPerPair; pairTradeIndex++) {
57
- openTradesCalls[pairTradeIndex] = storageContractMulticall.openTrades(pairTraderAddress, pairIndex, pairTradeIndex);
58
- }
59
- return openTradesCalls;
60
- })
61
- .reduce((acc, val) => acc.concat(val), []));
62
- const openTrades = mcFlatOpenTrades.filter(openTrade => openTrade[0] !== "0x0000000000000000000000000000000000000000");
63
- const [openTradesTradeInfos, openTradesInitialAccFees] = yield Promise.all([
64
- multicallProvider.all(openTrades.map(openTrade => storageContractMulticall.openTradesInfo(openTrade.trader, openTrade.pairIndex, openTrade.index))),
65
- multicallProvider.all(openTrades.map(openTrade => pairInfosContractMulticall.tradeInitialAccFees(openTrade.trader, openTrade.pairIndex, openTrade.index))),
66
- ]);
67
- const finalTrades = new Array(openTrades.length);
68
- for (let tradeIndex = 0; tradeIndex < openTradesTradeInfos.length; tradeIndex++) {
69
- const tradeInfo = openTradesTradeInfos[tradeIndex];
70
- if (tradeInfo === undefined) {
71
- console.error("No trade info found for open trade while fetching open trades!", { trade: openTradesTradeInfos[tradeIndex] });
72
- continue;
73
- }
74
- const tradeInitialAccFees = openTradesInitialAccFees[tradeIndex];
75
- if (tradeInitialAccFees === undefined) {
76
- console.error("No initial fees found for open trade while fetching open trades!", { trade: openTrades[tradeIndex] });
77
- continue;
78
- }
79
- const trade = openTrades[tradeIndex];
80
- finalTrades[tradeIndex] = {
81
- trade: {
82
- trader: trade.trader,
83
- pairIndex: parseInt(trade.pairIndex.toString()),
84
- index: parseInt(trade.index.toString()),
85
- initialPosToken: parseFloat(trade.initialPosToken.toString()) / 1e18,
86
- openPrice: parseFloat(trade.openPrice.toString()) / 1e10,
87
- buy: trade.buy.toString() === "true",
88
- leverage: parseInt(trade.leverage.toString()),
89
- tp: parseFloat(trade.tp.toString()) / 1e10,
90
- sl: parseFloat(trade.sl.toString()) / 1e10,
91
- },
92
- tradeInfo: {
93
- beingMarketClosed: tradeInfo.beingMarketClosed.toString() === "true",
94
- tokenPriceDai: parseFloat(tradeInfo.tokenPriceDai.toString()) / 1e10,
95
- openInterestDai: parseFloat(tradeInfo.openInterestDai.toString()) / 1e18,
96
- tpLastUpdated: tradeInfo.tpLastUpdated,
97
- slLastUpdated: tradeInfo.slLastUpdated,
98
- },
99
- initialAccFees: {
100
- rollover: parseFloat(tradeInitialAccFees.rollover.toString()) / 1e18,
101
- funding: parseFloat(tradeInitialAccFees.funding.toString()) / 1e18,
102
- openedAfterUpdate: tradeInitialAccFees.openedAfterUpdate.toString() === "true",
103
- },
104
- };
105
- }
106
- return finalTrades.filter(trade => trade !== undefined);
107
- });
@@ -1,6 +0,0 @@
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 +0,0 @@
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;
@@ -1,3 +0,0 @@
1
- export * from "./trade";
2
- export * from "./contracts";
3
- export * from "./markets";
package/lib/src/index.js DELETED
@@ -1,19 +0,0 @@
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 +0,0 @@
1
- export declare const isCommoditiesOpen: (dateToCheck: Date) => boolean;
@@ -1,31 +0,0 @@
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 +0,0 @@
1
- export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
@@ -1,6 +0,0 @@
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 +0,0 @@
1
- export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
- export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
@@ -1,38 +0,0 @@
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 +0,0 @@
1
- export * from "./crypto";
2
- export * from "./forex";
3
- export * from "./stocks";
4
- export * from "./indices";
5
- export * from "./commodities";
@@ -1,21 +0,0 @@
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 +0,0 @@
1
- export declare const isIndicesOpen: (dateToCheck: Date) => boolean;
@@ -1,6 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isIndicesOpen = void 0;
4
- const stocks_1 = require("./stocks");
5
- const isIndicesOpen = (dateToCheck) => (0, stocks_1.isStocksOpen)(dateToCheck);
6
- exports.isIndicesOpen = isIndicesOpen;
@@ -1,3 +0,0 @@
1
- import { DateTime } from "luxon";
2
- export declare const isStocksOpen: (dateToCheck: Date) => boolean;
3
- export declare const getUSMarketsNow: () => DateTime;
@@ -1,54 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getUSMarketsNow = exports.isStocksOpen = 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 STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isStocksOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_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
- // New Year's 2023
18
- (month === 1 && dayOfMonth === 2) ||
19
- // Martin Luther King, Jr. Day 2023
20
- (month === 1 && dayOfMonth === 16) ||
21
- // Washington's Birthday 2023
22
- (month === 2 && dayOfMonth === 20) ||
23
- // Good Friday 2023
24
- (month === 4 && dayOfMonth === 7) ||
25
- // Memorial Day 2023
26
- (month === 5 && dayOfMonth === 29) ||
27
- // Juneteenth National Independence Day 2023
28
- (month === 6 && dayOfMonth === 19) ||
29
- // Independence Day 2023
30
- (month === 7 && dayOfMonth === 4) ||
31
- // Labor Day 2023
32
- (month === 9 && dayOfMonth === 4) ||
33
- // Thanksgiving Day 2022
34
- (month === 11 && dayOfMonth === 23) ||
35
- // Friday after Thanksgiving Day 2023 (closes early at 1PM)
36
- (month === 11 && dayOfMonth === 24 && hour >= 13) ||
37
- // Christmas Day 2023
38
- (month === 12 && dayOfMonth === 25) ||
39
- // Saturday
40
- weekday === 6 ||
41
- // Sunday
42
- weekday === 7 ||
43
- // Mo-Fr Daily Opening
44
- hour < 9 ||
45
- (hour === 9 && minute < 30) ||
46
- // Mo-Fr Daily Closing
47
- hour >= 16;
48
- return !isClosed;
49
- };
50
- exports.isStocksOpen = isStocksOpen;
51
- const getUSMarketsNow = () => {
52
- return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
53
- };
54
- exports.getUSMarketsNow = getUSMarketsNow;
@@ -1,15 +0,0 @@
1
- import { Fee, OpenInterest, PairFundingFees, PairParams, PairRolloverFees } from "./types";
2
- export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: number, pairFee: Fee | undefined) => number;
3
- export type GetFundingFeeContext = {
4
- currentBlock?: number;
5
- pairParams?: PairParams;
6
- pairFundingFees?: PairFundingFees;
7
- openInterest?: OpenInterest;
8
- };
9
- export declare const getFundingFee: (leveragedPosDai: number, initialAccFundingFees: number, buy: boolean, openedAfterUpdate: boolean, context: GetFundingFeeContext) => number;
10
- export type GetRolloverFeeContext = {
11
- currentBlock?: number;
12
- pairParams?: PairParams;
13
- pairRolloverFees?: PairRolloverFees;
14
- };
15
- export declare const getRolloverFee: (posDai: number, initialAccRolloverFees: number, openedAfterUpdate: boolean, context: GetRolloverFeeContext) => number;
@@ -1,45 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
4
- const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
5
- if (posDai === undefined ||
6
- leverage === undefined ||
7
- pairIndex === undefined ||
8
- pairFee === undefined) {
9
- return 0;
10
- }
11
- const { closeFeeP, nftLimitOrderFeeP } = pairFee;
12
- return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
13
- };
14
- exports.getClosingFee = getClosingFee;
15
- const getFundingFee = (leveragedPosDai, initialAccFundingFees, buy, openedAfterUpdate, context) => {
16
- const { pairParams, pairFundingFees, openInterest, currentBlock } = context;
17
- if (!currentBlock ||
18
- !openedAfterUpdate ||
19
- pairParams === undefined ||
20
- pairFundingFees === undefined ||
21
- openInterest === undefined)
22
- return 0;
23
- const { accPerOiLong, accPerOiShort, lastUpdateBlock } = pairFundingFees;
24
- const { fundingFeePerBlockP } = pairParams;
25
- const { long: longOi, short: shortOi } = openInterest;
26
- const fundingFeesPaidByLongs = (longOi - shortOi) * fundingFeePerBlockP * (currentBlock - lastUpdateBlock);
27
- const pendingAccFundingFees = buy
28
- ? accPerOiLong + fundingFeesPaidByLongs / longOi
29
- : accPerOiShort + (fundingFeesPaidByLongs * -1) / shortOi;
30
- return leveragedPosDai * (pendingAccFundingFees - initialAccFundingFees);
31
- };
32
- exports.getFundingFee = getFundingFee;
33
- const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, context) => {
34
- const { pairParams, pairRolloverFees, currentBlock } = context;
35
- if (!currentBlock ||
36
- !openedAfterUpdate ||
37
- pairParams === undefined ||
38
- pairRolloverFees === undefined)
39
- return 0;
40
- const { accPerCollateral, lastUpdateBlock } = pairRolloverFees;
41
- const { rolloverFeePerBlockP } = pairParams;
42
- const pendingAccRolloverFees = accPerCollateral + (currentBlock - lastUpdateBlock) * rolloverFeePerBlockP;
43
- return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
44
- };
45
- exports.getRolloverFee = getRolloverFee;
@@ -1,2 +0,0 @@
1
- export * from "./fees";
2
- export * from "./pnl";
@@ -1,18 +0,0 @@
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("./fees"), exports);
18
- __exportStar(require("./pnl"), exports);