@gainsnetwork/sdk 0.0.24 → 0.0.25-rc1

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

@@ -1,5 +1,8 @@
 export { GFarmTradingStorageV5__factory } from "./GFarmTradingStorageV5__factory";
+export { GNSBorrowingFeesV6_3_2__factory } from "./GNSBorrowingFeesV6_3_2__factory";
 export { GNSNftRewardsV6__factory } from "./GNSNftRewardsV6__factory";
+export { GNSNftRewardsV6_3_1__factory } from "./GNSNftRewardsV6_3_1__factory";
 export { GNSPairInfosV6_1__factory } from "./GNSPairInfosV6_1__factory";
 export { GNSPairsStorageV6__factory } from "./GNSPairsStorageV6__factory";
+export { GNSTradingCallbacksV6_3_2__factory } from "./GNSTradingCallbacksV6_3_2__factory";
 export { GTokenOpenPnlFeed__factory } from "./GTokenOpenPnlFeed__factory";

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

@@ -1,16 +1,22 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.GTokenOpenPnlFeed__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GNSNftRewardsV6__factory = exports.GFarmTradingStorageV5__factory = void 0;
+exports.GTokenOpenPnlFeed__factory = exports.GNSTradingCallbacksV6_3_2__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GNSNftRewardsV6_3_1__factory = exports.GNSNftRewardsV6__factory = exports.GNSBorrowingFeesV6_3_2__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 GNSBorrowingFeesV6_3_2__factory_1 = require("./GNSBorrowingFeesV6_3_2__factory");
+Object.defineProperty(exports, "GNSBorrowingFeesV6_3_2__factory", { enumerable: true, get: function () { return GNSBorrowingFeesV6_3_2__factory_1.GNSBorrowingFeesV6_3_2__factory; } });
 var GNSNftRewardsV6__factory_1 = require("./GNSNftRewardsV6__factory");
 Object.defineProperty(exports, "GNSNftRewardsV6__factory", { enumerable: true, get: function () { return GNSNftRewardsV6__factory_1.GNSNftRewardsV6__factory; } });
+var GNSNftRewardsV6_3_1__factory_1 = require("./GNSNftRewardsV6_3_1__factory");
+Object.defineProperty(exports, "GNSNftRewardsV6_3_1__factory", { enumerable: true, get: function () { return GNSNftRewardsV6_3_1__factory_1.GNSNftRewardsV6_3_1__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 GNSTradingCallbacksV6_3_2__factory_1 = require("./GNSTradingCallbacksV6_3_2__factory");
+Object.defineProperty(exports, "GNSTradingCallbacksV6_3_2__factory", { enumerable: true, get: function () { return GNSTradingCallbacksV6_3_2__factory_1.GNSTradingCallbacksV6_3_2__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/contracts/types/generated/index.d.ts

@@ -1,11 +1,17 @@
 export type { GFarmTradingStorageV5 } from "./GFarmTradingStorageV5";
+export type { GNSBorrowingFeesV6_3_2 } from "./GNSBorrowingFeesV6_3_2";
 export type { GNSNftRewardsV6 } from "./GNSNftRewardsV6";
+export type { GNSNftRewardsV6_3_1 } from "./GNSNftRewardsV6_3_1";
 export type { GNSPairInfosV6_1 } from "./GNSPairInfosV6_1";
 export type { GNSPairsStorageV6 } from "./GNSPairsStorageV6";
+export type { GNSTradingCallbacksV6_3_2 } from "./GNSTradingCallbacksV6_3_2";
 export type { GTokenOpenPnlFeed } from "./GTokenOpenPnlFeed";
 export * as factories from "./factories";
 export { GFarmTradingStorageV5__factory } from "./factories/GFarmTradingStorageV5__factory";
+export { GNSBorrowingFeesV6_3_2__factory } from "./factories/GNSBorrowingFeesV6_3_2__factory";
 export { GNSNftRewardsV6__factory } from "./factories/GNSNftRewardsV6__factory";
+export { GNSNftRewardsV6_3_1__factory } from "./factories/GNSNftRewardsV6_3_1__factory";
 export { GNSPairInfosV6_1__factory } from "./factories/GNSPairInfosV6_1__factory";
 export { GNSPairsStorageV6__factory } from "./factories/GNSPairsStorageV6__factory";
+export { GNSTradingCallbacksV6_3_2__factory } from "./factories/GNSTradingCallbacksV6_3_2__factory";
 export { GTokenOpenPnlFeed__factory } from "./factories/GTokenOpenPnlFeed__factory";

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

@@ -23,15 +23,21 @@ var __importStar = (this && this.__importStar) || function (mod) {
     return result;
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.GTokenOpenPnlFeed__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GNSNftRewardsV6__factory = exports.GFarmTradingStorageV5__factory = exports.factories = void 0;
+exports.GTokenOpenPnlFeed__factory = exports.GNSTradingCallbacksV6_3_2__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GNSNftRewardsV6_3_1__factory = exports.GNSNftRewardsV6__factory = exports.GNSBorrowingFeesV6_3_2__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 GNSBorrowingFeesV6_3_2__factory_1 = require("./factories/GNSBorrowingFeesV6_3_2__factory");
+Object.defineProperty(exports, "GNSBorrowingFeesV6_3_2__factory", { enumerable: true, get: function () { return GNSBorrowingFeesV6_3_2__factory_1.GNSBorrowingFeesV6_3_2__factory; } });
 var GNSNftRewardsV6__factory_1 = require("./factories/GNSNftRewardsV6__factory");
 Object.defineProperty(exports, "GNSNftRewardsV6__factory", { enumerable: true, get: function () { return GNSNftRewardsV6__factory_1.GNSNftRewardsV6__factory; } });
+var GNSNftRewardsV6_3_1__factory_1 = require("./factories/GNSNftRewardsV6_3_1__factory");
+Object.defineProperty(exports, "GNSNftRewardsV6_3_1__factory", { enumerable: true, get: function () { return GNSNftRewardsV6_3_1__factory_1.GNSNftRewardsV6_3_1__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 GNSTradingCallbacksV6_3_2__factory_1 = require("./factories/GNSTradingCallbacksV6_3_2__factory");
+Object.defineProperty(exports, "GNSTradingCallbacksV6_3_2__factory", { enumerable: true, get: function () { return GNSTradingCallbacksV6_3_2__factory_1.GNSTradingCallbacksV6_3_2__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/contracts/types/index.d.ts

@@ -1,10 +1,12 @@
-import { GFarmTradingStorageV5, GNSPairInfosV6_1, GNSPairsStorageV6, GTokenOpenPnlFeed, GNSNftRewardsV6 } from "./generated";
+import { GFarmTradingStorageV5, GNSPairInfosV6_1, GNSPairsStorageV6, GTokenOpenPnlFeed, GNSNftRewardsV6_3_1, GNSBorrowingFeesV6_3_2, GNSTradingCallbacksV6_3_2 } from "./generated";
 export type Contracts = {
     gfarmTradingStorageV5: GFarmTradingStorageV5;
     gnsPairInfosV6_1: GNSPairInfosV6_1;
     gnsPairsStorageV6: GNSPairsStorageV6;
     gTokenOpenPnlFeed: GTokenOpenPnlFeed;
-    gnsNftRewardsV6: GNSNftRewardsV6;
+    gnsNftRewards: GNSNftRewardsV6_3_1;
+    gnsBorrowingFees: GNSBorrowingFeesV6_3_2;
+    gnsTradingCallbacks: GNSTradingCallbacksV6_3_2;
 };
 export type ContractAddresses = {
     gfarmTradingStorageV5: string;
@@ -12,5 +14,8 @@ export type ContractAddresses = {
     gnsPairsStorageV6: string;
     gTokenOpenPnlFeed: string;
     gnsNftRewardsV6: string;
+    gnsNftRewardsV6_3_1: string;
+    gnsBorrowingFeesV6_3_2: string;
+    gnsTradingCallbacksV6_3_2: string;
 };
 export type BlockTag = number | "latest" | "pending";

package/lib/contracts/utils/openLimitOrders.js

@@ -39,7 +39,7 @@ const fetchOpenLimitOrdersRaw = (contracts, overrides = {}) => __awaiter(void 0,
     }
     console.time("fetchOpenLimitOrdersRaw");
     const { useMulticall = false, blockTag = "latest" } = overrides;
-    const { gfarmTradingStorageV5: storageContract, gnsNftRewardsV6: nftRewards, } = contracts;
+    const { gfarmTradingStorageV5: storageContract, gnsNftRewards: nftRewards } = contracts;
     const openLimitOrders = yield storageContract.getOpenLimitOrders({
         blockTag,
     });

package/lib/contracts/utils/openTrades.js

@@ -44,7 +44,7 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
 });
 exports.fetchOpenPairTradesRaw = fetchOpenPairTradesRaw;
 const fetchOpenPairTradesBatch = (contracts, startPairIndex, endPairIndex) => __awaiter(void 0, void 0, void 0, function* () {
-    const { gfarmTradingStorageV5: storageContract, gnsPairInfosV6_1: pairInfosContract, } = contracts;
+    const { gfarmTradingStorageV5: storageContract, gnsBorrowingFees: borrowingFeesContract, } = contracts;
     const maxTradesPerPair = (yield storageContract.maxTradesPerPair()).toNumber();
     const pairIndexesToFetch = Array.from({ length: endPairIndex - startPairIndex + 1 }, (_, i) => i + startPairIndex);
     const rawTrades = yield Promise.all(pairIndexesToFetch.map((pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
@@ -62,7 +62,7 @@ const fetchOpenPairTradesBatch = (contracts, startPairIndex, endPairIndex) => __
             const actualOpenTradesForTrader = openTradesForTraderAddress.filter(openTrade => openTrade.trader === pairTraderAddress);
             const [actualOpenTradesTradeInfos, actualOpenTradesInitialAccFees] = yield Promise.all([
                 Promise.all(actualOpenTradesForTrader.map(aot => storageContract.openTradesInfo(aot.trader, aot.pairIndex, aot.index))),
-                Promise.all(actualOpenTradesForTrader.map(aot => pairInfosContract.tradeInitialAccFees(aot.trader, aot.pairIndex, aot.index))),
+                Promise.all(actualOpenTradesForTrader.map(aot => borrowingFeesContract.getTradeInitialAccFees(aot.trader, aot.pairIndex, aot.index))),
             ]);
             const finalOpenTradesForTrader = new Array(actualOpenTradesForTrader.length);
             for (let tradeIndex = 0; tradeIndex < actualOpenTradesForTrader.length; tradeIndex++) {
@@ -70,10 +70,10 @@ const fetchOpenPairTradesBatch = (contracts, startPairIndex, endPairIndex) => __
                 if (tradeInfo === undefined) {
                     continue;
                 }
-                const tradeInitialAccFees = actualOpenTradesInitialAccFees[tradeIndex];
-                if (tradeInitialAccFees === undefined) {
+                if (actualOpenTradesInitialAccFees[tradeIndex] === undefined) {
                     continue;
                 }
+                const tradeInitialAccFees = Object.assign(Object.assign({}, actualOpenTradesInitialAccFees[tradeIndex].otherFees), { borrowing: actualOpenTradesInitialAccFees[tradeIndex].borrowingFees });
                 const trade = actualOpenTradesForTrader[tradeIndex];
                 finalOpenTradesForTrader[tradeIndex] = {
                     trade,
@@ -89,16 +89,14 @@ const fetchOpenPairTradesBatch = (contracts, startPairIndex, endPairIndex) => __
     return perPairTrades.reduce((a, b) => a.concat(b), []);
 });
 const fetchOpenPairTradesBatchMulticall = (contracts, startPairIndex, endPairIndex, blockTag) => __awaiter(void 0, void 0, void 0, function* () {
-    const { gfarmTradingStorageV5: storageContract, gnsPairInfosV6_1: pairInfosContract, } = contracts;
+    const { gfarmTradingStorageV5: storageContract, gnsBorrowingFees: borrowingFeesContract, } = contracts;
     // Convert to Multicall for efficient RPC usage
     const multicallProvider = new ethcall_1.Provider();
     yield multicallProvider.init(storageContract.provider);
     const storageContractMulticall = new ethcall_1.Contract(storageContract.address, [
         ...storageContract.interface.fragments,
     ]);
-    const pairInfosContractMulticall = new ethcall_1.Contract(pairInfosContract.address, [
-        ...pairInfosContract.interface.fragments,
-    ]);
+    const borrowingFeesContractMulticall = new ethcall_1.Contract(borrowingFeesContract.address, [...borrowingFeesContract.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)), blockTag);
@@ -119,7 +117,7 @@ const fetchOpenPairTradesBatchMulticall = (contracts, startPairIndex, endPairInd
     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)), blockTag),
-        multicallProvider.all(openTrades.map(openTrade => pairInfosContractMulticall.tradeInitialAccFees(openTrade.trader, openTrade.pairIndex, openTrade.index)), blockTag),
+        multicallProvider.all(openTrades.map(openTrade => borrowingFeesContractMulticall.getTradeInitialAccFees(openTrade.trader, openTrade.pairIndex, openTrade.index)), blockTag),
     ]);
     const finalTrades = new Array(openTrades.length);
     for (let tradeIndex = 0; tradeIndex < openTradesTradeInfos.length; tradeIndex++) {
@@ -128,11 +126,11 @@ const fetchOpenPairTradesBatchMulticall = (contracts, startPairIndex, endPairInd
             console.error("No trade info found for open trade while fetching open trades!", { trade: openTradesTradeInfos[tradeIndex] });
             continue;
         }
-        const tradeInitialAccFees = openTradesInitialAccFees[tradeIndex];
-        if (tradeInitialAccFees === undefined) {
+        if (openTradesInitialAccFees[tradeIndex] === undefined) {
             console.error("No initial fees found for open trade while fetching open trades!", { trade: openTrades[tradeIndex] });
             continue;
         }
+        const tradeInitialAccFees = Object.assign(Object.assign({}, openTradesInitialAccFees[tradeIndex].otherFees), { borrowing: openTradesInitialAccFees[tradeIndex].borrowingFees });
         const trade = openTrades[tradeIndex];
         finalTrades[tradeIndex] = {
             trade,
@@ -165,5 +163,10 @@ const _prepareTradeContainer = (trade, tradeInfo, tradeInitialAccFees) => ({
         rollover: parseFloat(tradeInitialAccFees.rollover.toString()) / 1e18,
         funding: parseFloat(tradeInitialAccFees.funding.toString()) / 1e18,
         openedAfterUpdate: tradeInitialAccFees.openedAfterUpdate.toString() === "true",
+        borrowing: {
+            accPairFee: parseFloat(tradeInitialAccFees.borrowing.accPairFee.toString()) / 1e4,
+            accGroupFee: parseFloat(tradeInitialAccFees.borrowing.accGroupFee.toString()) / 1e4,
+            block: parseFloat(tradeInitialAccFees.borrowing.block.toString()),
+        },
     },
 });

package/lib/index.d.ts

@@ -3,3 +3,5 @@ export * from "./contracts";
 export * from "./markets";
 export * from "./constants";
 export * from "./utils";
+export * from "./vault";
+export * from "./trade/fees/borrowing/index";

package/lib/index.js

@@ -19,3 +19,6 @@ __exportStar(require("./contracts"), exports);
 __exportStar(require("./markets"), exports);
 __exportStar(require("./constants"), exports);
 __exportStar(require("./utils"), exports);
+__exportStar(require("./vault"), exports);
+// Not sure why this is needed, but it is. Barrel imports are not working.
+__exportStar(require("./trade/fees/borrowing/index"), exports);

package/lib/trade/fees/borrowing/index.d.ts

@@ -0,0 +1,53 @@
+import { OpenInterest } from "../../types";
+import * as BorrowingFee from "./types";
+export type GetBorrowingFeeContext = {
+    currentBlock: number;
+    accBlockWeightedMarketCap: number;
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+    openInterest: OpenInterest;
+};
+export declare const getBorrowingFee: (posDai: number, pairIndex: number, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+export declare const borrowingFeeUtils: {
+    getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: number, long: boolean, context: GetBorrowingFeeContext) => {
+        deltaGroup: number;
+        deltaPair: number;
+        beforeTradeOpen: boolean;
+    };
+    getPairPendingAccFees: (pairIndex: number, currentBlock: number, context: {
+        pairs: BorrowingFee.Pair[];
+        openInterest: OpenInterest;
+        accBlockWeightedMarketCap: number;
+    }) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getPairPendingAccFee: (pairIndex: number, currentBlock: number, long: boolean, context: {
+        pairs: BorrowingFee.Pair[];
+        openInterest: OpenInterest;
+        accBlockWeightedMarketCap: number;
+    }) => number;
+    getGroupPendingAccFees: (groupIndex: number, currentBlock: number, context: {
+        groups: BorrowingFee.Group[];
+        accBlockWeightedMarketCap: number;
+    }) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getGroupPendingAccFee: (groupIndex: number, currentBlock: number, long: boolean, context: {
+        groups: BorrowingFee.Group[];
+        accBlockWeightedMarketCap: number;
+    }) => number;
+    getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, vaultMarketCap: number) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getActivePairFeePerBlock: (pair: BorrowingFee.Pair, openInterest: OpenInterest, accBlockWeightedMarketCap: number, currentBlock: number) => number;
+    getActiveGroupFeePerBlock: (group: BorrowingFee.Group, accBlockWeightedMarketCap: number, currentBlock: number) => number;
+    getActiveFeePerBlock: (pair: BorrowingFee.Pair, group: BorrowingFee.Group | undefined, pairOpenInterest: OpenInterest, accBlockWeightedMarketCap: number, currentBlock: number) => number;
+    getWeightedVaultMarketCap: (accBlockWeightedMarketCap: number, lastAccBlockWeightedMarketCap: number, blockDelta: number) => number;
+};
+export * as BorrowingFee from "./types";

package/lib/trade/fees/borrowing/index.js

@@ -0,0 +1,156 @@
+"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.BorrowingFee = exports.borrowingFeeUtils = exports.getBorrowingFee = void 0;
+const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
+    if (!context.groups ||
+        !context.pairs ||
+        !context.openInterest ||
+        !context.pairs[pairIndex]) {
+        return 0;
+    }
+    const { pairs } = context;
+    const pairGroups = pairs[pairIndex].groups;
+    const firstPairGroup = (pairGroups === null || pairGroups === void 0 ? void 0 : pairGroups.length) > 0 ? pairGroups[0] : undefined;
+    let fee = 0;
+    if (!firstPairGroup || firstPairGroup.block > initialAccFees.block) {
+        fee =
+            (!firstPairGroup
+                ? getPairPendingAccFee(pairIndex, context.currentBlock, long, context)
+                : long
+                    ? firstPairGroup.pairAccFeeLong
+                    : firstPairGroup.pairAccFeeShort) - initialAccFees.accPairFee;
+    }
+    for (let i = pairGroups.length; i > 0; i--) {
+        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, context);
+        fee += Math.max(deltaGroup, deltaPair);
+        if (beforeTradeOpen) {
+            break;
+        }
+    }
+    return (posDai * fee) / 100;
+};
+exports.getBorrowingFee = getBorrowingFee;
+const getPairPendingAccFees = (pairIndex, currentBlock, context) => {
+    const { pairs, openInterest: { long, short }, accBlockWeightedMarketCap, } = context;
+    const pair = pairs[pairIndex];
+    const vaultMarketCap = getWeightedVaultMarketCap(accBlockWeightedMarketCap, pair.lastAccBlockWeightedMarketCap, currentBlock - pair.accLastUpdatedBlock);
+    return getPendingAccFees(pair.accFeeLong, pair.accFeeShort, long, short, pair.feePerBlock, currentBlock, pair.accLastUpdatedBlock, vaultMarketCap);
+};
+const getPairPendingAccFee = (pairIndex, currentBlock, long, context) => {
+    const { accFeeLong, accFeeShort } = getPairPendingAccFees(pairIndex, currentBlock, context);
+    return long ? accFeeLong : accFeeShort;
+};
+const getGroupPendingAccFees = (groupIndex, currentBlock, context) => {
+    const { groups, accBlockWeightedMarketCap } = context;
+    const group = groups[groupIndex];
+    const vaultMarketCap = getWeightedVaultMarketCap(accBlockWeightedMarketCap, group.lastAccBlockWeightedMarketCap, currentBlock - group.accLastUpdatedBlock);
+    return getPendingAccFees(group.accFeeLong, group.accFeeShort, group.oiLong, group.oiShort, group.feePerBlock, currentBlock, group.accLastUpdatedBlock, vaultMarketCap);
+};
+const getGroupPendingAccFee = (groupIndex, currentBlock, long, context) => {
+    const { accFeeLong, accFeeShort } = getGroupPendingAccFees(groupIndex, currentBlock, context);
+    return long ? accFeeLong : accFeeShort;
+};
+const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long, context) => {
+    const group = pairGroups[i];
+    const beforeTradeOpen = group.block < initialFees.block;
+    let deltaGroup, deltaPair;
+    if (i == pairGroups.length - 1) {
+        const { currentBlock, accBlockWeightedMarketCap, groups, pairs, openInterest, } = context;
+        deltaGroup = getGroupPendingAccFee(group.groupIndex, currentBlock, long, {
+            groups,
+            accBlockWeightedMarketCap,
+        });
+        deltaPair = getPairPendingAccFee(pairIndex, currentBlock, long, {
+            pairs,
+            openInterest: openInterest,
+            accBlockWeightedMarketCap,
+        });
+    }
+    else {
+        const nextGroup = pairGroups[i + 1];
+        if (beforeTradeOpen && nextGroup.block <= initialFees.block) {
+            return { deltaGroup: 0, deltaPair: 0, beforeTradeOpen };
+        }
+        deltaGroup = long
+            ? nextGroup.prevGroupAccFeeLong
+            : nextGroup.prevGroupAccFeeShort;
+        deltaPair = long ? nextGroup.pairAccFeeLong : nextGroup.pairAccFeeShort;
+    }
+    if (beforeTradeOpen) {
+        deltaGroup -= initialFees.accGroupFee;
+        deltaPair -= initialFees.accPairFee;
+    }
+    else {
+        deltaGroup -= long ? group.initialAccFeeLong : group.initialAccFeeShort;
+        deltaPair -= long ? group.pairAccFeeLong : group.pairAccFeeShort;
+    }
+    return { deltaGroup, deltaPair, beforeTradeOpen };
+};
+const getPendingAccFees = (accFeeLong, accFeeShort, oiLong, oiShort, feePerBlock, currentBlock, accLastUpdatedBlock, vaultMarketCap) => {
+    const delta = ((oiLong - oiShort) * feePerBlock * (currentBlock - accLastUpdatedBlock)) /
+        vaultMarketCap;
+    const newAccFeeLong = delta > 0 ? accFeeLong + delta : accFeeLong;
+    const newAccFeeShort = delta < 0 ? accFeeShort - delta : accFeeShort;
+    return { accFeeLong: newAccFeeLong, accFeeShort: newAccFeeShort, delta };
+};
+const getWeightedVaultMarketCap = (accBlockWeightedMarketCap, lastAccBlockWeightedMarketCap, blockDelta) => {
+    return blockDelta > 0
+        ? blockDelta /
+            (accBlockWeightedMarketCap - lastAccBlockWeightedMarketCap) /
+            1e18
+        : 1;
+};
+const getActivePairFeePerBlock = (pair, openInterest, accBlockWeightedMarketCap, currentBlock) => {
+    const { long, short } = openInterest;
+    const vaultMarketCap = getWeightedVaultMarketCap(accBlockWeightedMarketCap, pair.lastAccBlockWeightedMarketCap, currentBlock - pair.accLastUpdatedBlock);
+    return (Math.abs(long - short) * pair.feePerBlock) / vaultMarketCap;
+};
+const getActiveGroupFeePerBlock = (group, accBlockWeightedMarketCap, currentBlock) => {
+    const { oiLong, oiShort } = group;
+    const vaultMarketCap = getWeightedVaultMarketCap(accBlockWeightedMarketCap, group.lastAccBlockWeightedMarketCap, currentBlock - group.accLastUpdatedBlock);
+    return (Math.abs(oiLong - oiShort) * group.feePerBlock) / vaultMarketCap;
+};
+const getActiveFeePerBlock = (pair, group, pairOpenInterest, accBlockWeightedMarketCap, currentBlock) => {
+    const pairFeePerBlock = getActivePairFeePerBlock(pair, pairOpenInterest, accBlockWeightedMarketCap, currentBlock);
+    if (!group) {
+        return pairFeePerBlock;
+    }
+    const groupFeePerBlock = getActiveGroupFeePerBlock(group, accBlockWeightedMarketCap, currentBlock);
+    return Math.max(pairFeePerBlock + groupFeePerBlock);
+};
+exports.borrowingFeeUtils = {
+    getPairGroupAccFeesDeltas,
+    getPairPendingAccFees,
+    getPairPendingAccFee,
+    getGroupPendingAccFees,
+    getGroupPendingAccFee,
+    getPendingAccFees,
+    getActivePairFeePerBlock,
+    getActiveGroupFeePerBlock,
+    getActiveFeePerBlock,
+    getWeightedVaultMarketCap,
+};
+exports.BorrowingFee = __importStar(require("./types"));

package/lib/trade/fees/borrowing/types.d.ts

@@ -0,0 +1,32 @@
+export type PairGroup = {
+    groupIndex: number;
+    initialAccFeeLong: number;
+    initialAccFeeShort: number;
+    prevGroupAccFeeLong: number;
+    prevGroupAccFeeShort: number;
+    pairAccFeeLong: number;
+    pairAccFeeShort: number;
+    block: number;
+};
+export type Pair = {
+    groups: PairGroup[];
+    feePerBlock: number;
+    accFeeLong: number;
+    accFeeShort: number;
+    accLastUpdatedBlock: number;
+    lastAccBlockWeightedMarketCap: number;
+};
+export type Group = {
+    oiLong: number;
+    oiShort: number;
+    feePerBlock: number;
+    accFeeLong: number;
+    accFeeShort: number;
+    accLastUpdatedBlock: number;
+    lastAccBlockWeightedMarketCap: number;
+};
+export type InitialAccFees = {
+    accPairFee: number;
+    accGroupFee: number;
+    block: number;
+};

package/lib/trade/fees/borrowing/types.js

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

package/lib/trade/{fees.d.ts → fees/index.d.ts}

@@ -1,4 +1,4 @@
-import { Fee, OpenInterest, PairFundingFees, PairParams, PairRolloverFees } from "./types";
+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;
@@ -13,3 +13,4 @@ export type GetRolloverFeeContext = {
     pairRolloverFees?: PairRolloverFees;
 };
 export declare const getRolloverFee: (posDai: number, initialAccRolloverFees: number, openedAfterUpdate: boolean, context: GetRolloverFeeContext) => number;
+export * from "./borrowing";

package/lib/trade/{fees.js → fees/index.js}

@@ -1,4 +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 });
 exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
 const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
@@ -43,3 +57,4 @@ const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, conte
     return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
 };
 exports.getRolloverFee = getRolloverFee;
+__exportStar(require("./borrowing"), exports);

package/lib/trade/index.d.ts

@@ -2,3 +2,6 @@ export * from "./fees";
 export * from "./pnl";
 export * from "./spread";
 export * from "./openLimitOrder";
+export * from "./liquidation";
+export * from "./fees";
+export * from "./types";

package/lib/trade/index.js

@@ -18,3 +18,6 @@ __exportStar(require("./fees"), exports);
 __exportStar(require("./pnl"), exports);
 __exportStar(require("./spread"), exports);
 __exportStar(require("./openLimitOrder"), exports);
+__exportStar(require("./liquidation"), exports);
+__exportStar(require("./fees"), exports);
+__exportStar(require("./types"), exports);

package/lib/trade/liquidation.d.ts

@@ -0,0 +1,7 @@
+import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
+import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
+export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
+    currentBlock: number;
+    currentL1Block: number;
+};
+export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;

package/lib/trade/liquidation.js

@@ -0,0 +1,18 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getLiquidationPrice = void 0;
+const fees_1 = require("./fees");
+const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
+    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
+    const liqPriceDistance = (trade.openPrice *
+        (posDai * 0.9 -
+            (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
+            (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
+            (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, context))) /
+        posDai /
+        trade.leverage;
+    return trade.buy
+        ? Math.max(trade.openPrice - liqPriceDistance, 0)
+        : Math.max(trade.openPrice + liqPriceDistance, 0);
+};
+exports.getLiquidationPrice = getLiquidationPrice;

package/lib/trade/pnl.d.ts

@@ -1,7 +1,9 @@
-import { GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
+import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
 import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
-export type GetPnlContext = {
+export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
+    currentBlock: number;
+    currentL1Block: number;
     fee: Fee | undefined;
     maxGainP: number | undefined;
-} & GetRolloverFeeContext & GetFundingFeeContext;
+};
 export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -8,7 +8,7 @@ const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
     }
     const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
     const { openPrice, leverage } = trade;
-    const { maxGainP, currentBlock, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, } = context;
+    const { maxGainP, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, currentL1Block, } = context;
     const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
     let pnlDai = trade.buy
         ? ((price - openPrice) / openPrice) * leverage * posDai
@@ -16,16 +16,17 @@ const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
     pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
     if (useFees) {
         pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
-            currentBlock,
+            currentBlock: currentL1Block,
             pairParams,
             pairRolloverFees,
         });
         pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
-            currentBlock,
+            currentBlock: currentL1Block,
             pairParams,
             pairFundingFees,
             openInterest,
         });
+        pnlDai -= (0, fees_1.getBorrowingFee)(posDai, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
     }
     let pnlPercentage = (pnlDai / posDai) * 100;
     // Can be liquidated

package/lib/trade/types.d.ts

@@ -1,5 +1,6 @@
 import { GFarmTradingStorageV5 } from "@/contracts/types/generated";
 import { BigNumber } from "ethers";
+import { BorrowingFee } from "./fees/borrowing";
 export type PairIndexes = {
     [key: string]: number;
 };
@@ -7,6 +8,7 @@ export type TradeContainer = {
     trade: Trade;
     tradeInfo: TradeInfo;
     initialAccFees: TradeInitialAccFees;
+    receivedAt?: number;
 };
 export type Trade = {
     buy: boolean;
@@ -29,6 +31,7 @@ export type TradeInitialAccFees = {
     rollover: number;
     funding: number;
     openedAfterUpdate: boolean;
+    borrowing: BorrowingFee.InitialAccFees;
 };
 export type TradingGroup = {
     maxCollateralP: number;
@@ -85,6 +88,10 @@ export type PairFundingFees = {
     accPerOiShort: number;
     lastUpdateBlock: number;
 };
+export type PairParamsBorrowingFees = {
+    pairs: BorrowingFee.Pair[];
+    groups: BorrowingFee.Group[];
+};
 export type Pair = {
     name: string;
     from: string;
@@ -153,6 +160,11 @@ export type TradeContainerRaw = {
         rollover: BigNumber;
         funding: BigNumber;
         openedAfterUpdate: boolean;
+        borrowing: {
+            accPairFee: number;
+            accGroupFee: number;
+            block: number;
+        };
     };
 };
 export declare enum OpenLimitOrderType {

package/lib/vault/index.d.ts

@@ -0,0 +1,7 @@
+type GetPendingAccBlockWeightedMarketCap = {
+    marketCap: number;
+    accBlockWeightedMarketCap: number;
+    accBlockWeightedMarketCapLastStored: number;
+};
+export declare const getPendingAccBlockWeightedMarketCap: (currentBlock: number, context: GetPendingAccBlockWeightedMarketCap) => number;
+export {};