@gainsnetwork/sdk 0.0.23-rc3 → 0.0.24-rc1

package/lib/constants.d.ts

@@ -135,3 +135,4 @@ export declare const stockSplits: {
         split: number;
     };
 };
+export declare const defaultSpreadReductionsP100: number[];

package/lib/constants.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.stockSplits = exports.tickerChanges = exports.getAssetClassFromGroupIndex = exports.pairs = void 0;
+exports.defaultSpreadReductionsP100 = exports.stockSplits = exports.tickerChanges = exports.getAssetClassFromGroupIndex = exports.pairs = void 0;
 exports.pairs = {
     "BTC/USD": "crypto",
     "ETH/USD": "crypto",
@@ -142,3 +142,4 @@ exports.stockSplits = {
     "GME_1/USD": { date: "7/22/2022", split: 4 },
     "TSLA_1/USD": { date: "8/25/2022", split: 3 },
 };
+exports.defaultSpreadReductionsP100 = [15, 20, 25, 30, 35];

package/lib/contracts/utils/tradeLastUpdated.d.ts

@@ -0,0 +1,6 @@
+import { BlockTag } from "@/contracts/types";
+export type FetchTradesLastUpdated = {
+    pairBatchSize?: number;
+    useMulticall?: boolean;
+    blockTag?: BlockTag;
+};

package/lib/contracts/utils/tradeLastUpdated.js

@@ -0,0 +1,25 @@
+"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 });
+const ethcall_1 = require("ethcall");
+function populateTradesLastUpdated(openLimitOrders, pairTrades) {
+    return __awaiter(this, void 0, void 0, function* () {
+        appLogger.info("Fetching last updated info...");
+        const ethersProvider = new ethers.providers.WebSocketProvider(currentlySelectedWeb3Client.currentProvider.connection._url);
+        const multicallProvider = new ethcall_1.Provider();
+        yield multicallProvider.init(ethersProvider);
+        const callbacksContractMulticall = new ethcall_1.Contract(callbacksContract.options.address, abis.CALLBACKS);
+        const olLastUpdated = yield multicallProvider.all(openLimitOrders.map(order => callbacksContractMulticall.tradeLastUpdated(order.trader, order.pairIndex, order.index, TRADE_TYPE.LIMIT)), "latest");
+        const tLastUpdated = yield multicallProvider.all(pairTrades.map(order => callbacksContractMulticall.tradeLastUpdated(order.trader, order.pairIndex, order.index, TRADE_TYPE.MARKET)), "latest");
+        appLogger.info(`Fetched last updated info for ${tLastUpdated.length + olLastUpdated.length} trade(s).`);
+        return transformLastUpdated(openLimitOrders, olLastUpdated, pairTrades, tLastUpdated);
+    });
+}

package/lib/trade/index.d.ts

@@ -1,2 +1,4 @@
 export * from "./fees";
 export * from "./pnl";
+export * from "./spread";
+export * from "./openLimitOrder";

package/lib/trade/index.js

@@ -16,3 +16,5 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./fees"), exports);
 __exportStar(require("./pnl"), exports);
+__exportStar(require("./spread"), exports);
+__exportStar(require("./openLimitOrder"), exports);

package/lib/trade/openLimitOrder.d.ts

@@ -0,0 +1,2 @@
+import { LimitOrder, OpenInterest, Pair, PairParams } from "./types";
+export declare const getTriggerPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest) => number;

package/lib/trade/openLimitOrder.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTriggerPrice = void 0;
+const spread_1 = require("./spread");
+const types_1 = require("./types");
+const getTriggerPrice = (order, pair, pairParams, openInterest) => {
+    if (!order || !pair) {
+        return 0;
+    }
+    // Get spread percentage
+    const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
+    const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest);
+    if (spreadWithPriceImpactP === 0) {
+        return 0;
+    }
+    const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
+        (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
+        ? order.maxPrice
+        : order.minPrice;
+    return order.buy
+        ? askingPrice * (1 + spreadWithPriceImpactP)
+        : askingPrice * (1 - spreadWithPriceImpactP);
+};
+exports.getTriggerPrice = getTriggerPrice;

package/lib/trade/spread.d.ts

@@ -0,0 +1,3 @@
+import { OpenInterest, PairParams } from "./types";
+export declare const getBaseSpreadP: (pairSpreadP: number | undefined, spreadReductionP: number | undefined) => number;
+export declare const getSpreadWithPriceImpactP: (baseSpreadP: number, buy: boolean, collateral: number, leverage: number, pairParams: PairParams | undefined, openInterest: OpenInterest | undefined) => number;

package/lib/trade/spread.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSpreadWithPriceImpactP = exports.getBaseSpreadP = void 0;
+const getBaseSpreadP = (pairSpreadP, spreadReductionP) => {
+    if (!pairSpreadP) {
+        return 0;
+    }
+    if (!spreadReductionP) {
+        return pairSpreadP;
+    }
+    return (pairSpreadP * (100 - spreadReductionP)) / 100;
+};
+exports.getBaseSpreadP = getBaseSpreadP;
+const getSpreadWithPriceImpactP = (baseSpreadP, buy, collateral, leverage, pairParams, openInterest) => {
+    if (baseSpreadP === undefined) {
+        return 0;
+    }
+    const onePercentDepth = buy
+        ? pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthAbove
+        : pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthBelow;
+    const existingOi = buy ? openInterest === null || openInterest === void 0 ? void 0 : openInterest.long : openInterest === null || openInterest === void 0 ? void 0 : openInterest.short;
+    if (!onePercentDepth ||
+        existingOi === undefined ||
+        collateral === undefined) {
+        return baseSpreadP;
+    }
+    return (baseSpreadP +
+        (existingOi + (collateral * leverage) / 2) / onePercentDepth / 100);
+};
+exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;

package/lib/trade/types.d.ts

@@ -155,3 +155,8 @@ export type TradeContainerRaw = {
         openedAfterUpdate: boolean;
     };
 };
+export declare enum OpenLimitOrderType {
+    LEGACY = 0,
+    REVERSAL = 1,
+    MOMENTUM = 2
+}

package/lib/trade/types.js

@@ -1,8 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PositionType = void 0;
+exports.OpenLimitOrderType = exports.PositionType = void 0;
 var PositionType;
 (function (PositionType) {
     PositionType["LONG"] = "LONG";
     PositionType["SHORT"] = "SHORT";
 })(PositionType = exports.PositionType || (exports.PositionType = {}));
+var OpenLimitOrderType;
+(function (OpenLimitOrderType) {
+    OpenLimitOrderType[OpenLimitOrderType["LEGACY"] = 0] = "LEGACY";
+    OpenLimitOrderType[OpenLimitOrderType["REVERSAL"] = 1] = "REVERSAL";
+    OpenLimitOrderType[OpenLimitOrderType["MOMENTUM"] = 2] = "MOMENTUM";
+})(OpenLimitOrderType = exports.OpenLimitOrderType || (exports.OpenLimitOrderType = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.23-rc3",
+  "version": "0.0.24-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [