@gainsnetwork/sdk 0.0.25-rc3 → 0.0.26-rc1

package/lib/contracts/utils/openTrades.js

@@ -164,8 +164,8 @@ const _prepareTradeContainer = (trade, tradeInfo, tradeInitialAccFees) => ({
         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,
+            accPairFee: parseFloat(tradeInitialAccFees.borrowing.accPairFee.toString()) / 1e10,
+            accGroupFee: parseFloat(tradeInitialAccFees.borrowing.accGroupFee.toString()) / 1e10,
             block: parseFloat(tradeInitialAccFees.borrowing.block.toString()),
         },
     },

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

@@ -8,6 +8,10 @@ export type GetBorrowingFeeContext = {
     openInterest: OpenInterest;
 };
 export declare const getBorrowingFee: (posDai: number, pairIndex: number, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+export declare const withinMaxGroupOi: (pairIndex: number, long: boolean, positionSizeDai: number, context: {
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+}) => boolean;
 export declare const borrowingFeeUtils: {
     getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: number, long: boolean, context: GetBorrowingFeeContext) => {
         deltaGroup: number;
@@ -49,5 +53,8 @@ export declare const borrowingFeeUtils: {
     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;
+    getPairGroupIndex: (pairIndex: number, context: {
+        pairs: BorrowingFee.Pair[];
+    }) => number;
 };
 export * as BorrowingFee from "./types";

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

@@ -23,7 +23,7 @@ var __importStar = (this && this.__importStar) || function (mod) {
     return result;
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BorrowingFee = exports.borrowingFeeUtils = exports.getBorrowingFee = void 0;
+exports.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = exports.getBorrowingFee = void 0;
 const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
     if (!context.groups ||
         !context.pairs ||
@@ -53,6 +53,23 @@ const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
     return (posDai * fee) / 100;
 };
 exports.getBorrowingFee = getBorrowingFee;
+const withinMaxGroupOi = (pairIndex, long, positionSizeDai, context) => {
+    const { groups, pairs } = context;
+    if (!groups || !pairs) {
+        return false;
+    }
+    const g = groups[getPairGroupIndex(pairIndex, { pairs })];
+    return (g.maxOi == 0 || (long ? g.oiLong : g.oiShort) + positionSizeDai <= g.maxOi);
+};
+exports.withinMaxGroupOi = withinMaxGroupOi;
+const getPairGroupIndex = (pairIndex, context) => {
+    const { pairs } = context;
+    if (!pairs[pairIndex]) {
+        return 0;
+    }
+    const pairGroups = pairs[pairIndex].groups;
+    return pairGroups.length == 0 ? 0 : pairGroups[0].groupIndex;
+};
 const getPairPendingAccFees = (pairIndex, currentBlock, context) => {
     const { pairs, openInterest: { long, short }, accBlockWeightedMarketCap, } = context;
     const pair = pairs[pairIndex];
@@ -139,7 +156,7 @@ const getActiveFeePerBlock = (pair, group, pairOpenInterest, accBlockWeightedMar
         return pairFeePerBlock;
     }
     const groupFeePerBlock = getActiveGroupFeePerBlock(group, accBlockWeightedMarketCap, currentBlock);
-    return Math.max(pairFeePerBlock + groupFeePerBlock);
+    return Math.max(pairFeePerBlock, groupFeePerBlock);
 };
 exports.borrowingFeeUtils = {
     getPairGroupAccFeesDeltas,
@@ -152,5 +169,6 @@ exports.borrowingFeeUtils = {
     getActiveGroupFeePerBlock,
     getActiveFeePerBlock,
     getWeightedVaultMarketCap,
+    getPairGroupIndex,
 };
 exports.BorrowingFee = __importStar(require("./types"));

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

@@ -23,6 +23,7 @@ export type Group = {
     accFeeLong: number;
     accFeeShort: number;
     accLastUpdatedBlock: number;
+    maxOi: number;
     lastAccBlockWeightedMarketCap: number;
 };
 export type InitialAccFees = {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.25-rc3",
+  "version": "0.0.26-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [