@gainsnetwork/sdk 0.0.29-rc1 → 0.0.30-rc1

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

@@ -1,9 +1,8 @@
 export { GFarmTradingStorageV5__factory } from "./GFarmTradingStorageV5__factory";
-export { GNSBorrowingFeesV6_3_2__factory } from "./GNSBorrowingFeesV6_3_2__factory";
+export { GNSBorrowingFeesV6_4__factory } from "./GNSBorrowingFeesV6_4__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 { GNSTradingCallbacksV6_4__factory } from "./GNSTradingCallbacksV6_4__factory";
 export { GTokenOpenPnlFeed__factory } from "./GTokenOpenPnlFeed__factory";
-export { GTokenV6_3_2__factory } from "./GTokenV6_3_2__factory";

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

@@ -1,13 +1,13 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.GTokenV6_3_2__factory = 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;
+exports.GTokenOpenPnlFeed__factory = exports.GNSTradingCallbacksV6_4__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GNSNftRewardsV6_3_1__factory = exports.GNSNftRewardsV6__factory = exports.GNSBorrowingFeesV6_4__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 GNSBorrowingFeesV6_4__factory_1 = require("./GNSBorrowingFeesV6_4__factory");
+Object.defineProperty(exports, "GNSBorrowingFeesV6_4__factory", { enumerable: true, get: function () { return GNSBorrowingFeesV6_4__factory_1.GNSBorrowingFeesV6_4__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");
@@ -16,9 +16,7 @@ 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 GNSTradingCallbacksV6_4__factory_1 = require("./GNSTradingCallbacksV6_4__factory");
+Object.defineProperty(exports, "GNSTradingCallbacksV6_4__factory", { enumerable: true, get: function () { return GNSTradingCallbacksV6_4__factory_1.GNSTradingCallbacksV6_4__factory; } });
 var GTokenOpenPnlFeed__factory_1 = require("./GTokenOpenPnlFeed__factory");
 Object.defineProperty(exports, "GTokenOpenPnlFeed__factory", { enumerable: true, get: function () { return GTokenOpenPnlFeed__factory_1.GTokenOpenPnlFeed__factory; } });
-var GTokenV6_3_2__factory_1 = require("./GTokenV6_3_2__factory");
-Object.defineProperty(exports, "GTokenV6_3_2__factory", { enumerable: true, get: function () { return GTokenV6_3_2__factory_1.GTokenV6_3_2__factory; } });

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

@@ -1,19 +1,17 @@
 export type { GFarmTradingStorageV5 } from "./GFarmTradingStorageV5";
-export type { GNSBorrowingFeesV6_3_2 } from "./GNSBorrowingFeesV6_3_2";
+export type { GNSBorrowingFeesV6_4 } from "./GNSBorrowingFeesV6_4";
 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 { GNSTradingCallbacksV6_4 } from "./GNSTradingCallbacksV6_4";
 export type { GTokenOpenPnlFeed } from "./GTokenOpenPnlFeed";
-export type { GTokenV6_3_2 } from "./GTokenV6_3_2";
 export * as factories from "./factories";
 export { GFarmTradingStorageV5__factory } from "./factories/GFarmTradingStorageV5__factory";
-export { GNSBorrowingFeesV6_3_2__factory } from "./factories/GNSBorrowingFeesV6_3_2__factory";
+export { GNSBorrowingFeesV6_4__factory } from "./factories/GNSBorrowingFeesV6_4__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 { GNSTradingCallbacksV6_4__factory } from "./factories/GNSTradingCallbacksV6_4__factory";
 export { GTokenOpenPnlFeed__factory } from "./factories/GTokenOpenPnlFeed__factory";
-export { GTokenV6_3_2__factory } from "./factories/GTokenV6_3_2__factory";

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

@@ -23,12 +23,12 @@ var __importStar = (this && this.__importStar) || function (mod) {
     return result;
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.GTokenV6_3_2__factory = 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.GTokenOpenPnlFeed__factory = exports.GNSTradingCallbacksV6_4__factory = exports.GNSPairsStorageV6__factory = exports.GNSPairInfosV6_1__factory = exports.GNSNftRewardsV6_3_1__factory = exports.GNSNftRewardsV6__factory = exports.GNSBorrowingFeesV6_4__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 GNSBorrowingFeesV6_4__factory_1 = require("./factories/GNSBorrowingFeesV6_4__factory");
+Object.defineProperty(exports, "GNSBorrowingFeesV6_4__factory", { enumerable: true, get: function () { return GNSBorrowingFeesV6_4__factory_1.GNSBorrowingFeesV6_4__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");
@@ -37,9 +37,7 @@ 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 GNSTradingCallbacksV6_4__factory_1 = require("./factories/GNSTradingCallbacksV6_4__factory");
+Object.defineProperty(exports, "GNSTradingCallbacksV6_4__factory", { enumerable: true, get: function () { return GNSTradingCallbacksV6_4__factory_1.GNSTradingCallbacksV6_4__factory; } });
 var GTokenOpenPnlFeed__factory_1 = require("./factories/GTokenOpenPnlFeed__factory");
 Object.defineProperty(exports, "GTokenOpenPnlFeed__factory", { enumerable: true, get: function () { return GTokenOpenPnlFeed__factory_1.GTokenOpenPnlFeed__factory; } });
-var GTokenV6_3_2__factory_1 = require("./factories/GTokenV6_3_2__factory");
-Object.defineProperty(exports, "GTokenV6_3_2__factory", { enumerable: true, get: function () { return GTokenV6_3_2__factory_1.GTokenV6_3_2__factory; } });

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

@@ -1,13 +1,12 @@
-import { GFarmTradingStorageV5, GNSPairInfosV6_1, GNSPairsStorageV6, GTokenOpenPnlFeed, GNSNftRewardsV6_3_1, GNSBorrowingFeesV6_3_2, GNSTradingCallbacksV6_3_2, GTokenV6_3_2 } from "./generated";
+import { GFarmTradingStorageV5, GNSPairInfosV6_1, GNSPairsStorageV6, GTokenOpenPnlFeed, GNSNftRewardsV6_3_1, GNSBorrowingFeesV6_4, GNSTradingCallbacksV6_4 } from "./generated";
 export type Contracts = {
     gfarmTradingStorageV5: GFarmTradingStorageV5;
     gnsPairInfosV6_1: GNSPairInfosV6_1;
     gnsPairsStorageV6: GNSPairsStorageV6;
     gTokenOpenPnlFeed: GTokenOpenPnlFeed;
     gnsNftRewards: GNSNftRewardsV6_3_1;
-    gnsBorrowingFees: GNSBorrowingFeesV6_3_2;
-    gnsTradingCallbacks: GNSTradingCallbacksV6_3_2;
-    gDai: GTokenV6_3_2;
+    gnsBorrowingFees: GNSBorrowingFeesV6_4;
+    gnsTradingCallbacks: GNSTradingCallbacksV6_4;
 };
 export type ContractAddresses = {
     gfarmTradingStorageV5: string;
@@ -18,6 +17,5 @@ export type ContractAddresses = {
     gnsNftRewardsV6_3_1: string;
     gnsBorrowingFeesV6_3_2: string;
     gnsTradingCallbacksV6_3_2: string;
-    gDai: string;
 };
 export type BlockTag = number | "latest" | "pending";

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

@@ -1,4 +1,3 @@
 export * from "./openTrades";
 export * from "./pairs";
 export * from "./openLimitOrders";
-export * from "./borrowingFees";

package/lib/contracts/utils/index.js

@@ -17,4 +17,3 @@ Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./openTrades"), exports);
 __exportStar(require("./pairs"), exports);
 __exportStar(require("./openLimitOrders"), exports);
-__exportStar(require("./borrowingFees"), exports);

package/lib/contracts/utils/openLimitOrders.js

@@ -30,6 +30,7 @@ const fetchOpenLimitOrders = (contracts, overrides = {}) => __awaiter(void 0, vo
         tp: parseFloat(order.tp.toString()) / 1e10,
         trader: order.trader,
         type: parseInt(order.type.toString()),
+        maxSlippageP: parseFloat(order.maxSlippageP.toString()) / 1e10,
     }));
 });
 exports.fetchOpenLimitOrders = fetchOpenLimitOrders;
@@ -39,24 +40,33 @@ const fetchOpenLimitOrdersRaw = (contracts, overrides = {}) => __awaiter(void 0,
     }
     console.time("fetchOpenLimitOrdersRaw");
     const { useMulticall = false, blockTag = "latest" } = overrides;
-    const { gfarmTradingStorageV5: storageContract, gnsNftRewards: nftRewards } = contracts;
+    const { gfarmTradingStorageV5: storageContract, gnsNftRewards: nftRewards, gnsTradingCallbacks: callbacks, } = contracts;
     const openLimitOrders = yield storageContract.getOpenLimitOrders({
         blockTag,
     });
     let openLimitOrderTypes = [];
+    let openLimitOrderTradeData = [];
     if (useMulticall) {
         const multicallProvider = new ethcall_1.Provider();
         yield multicallProvider.init(storageContract.provider);
         const nftRewardsContractMulticall = new ethcall_1.Contract(nftRewards.address, [
             ...nftRewards.interface.fragments,
         ]);
+        const callbacksContractMulticall = new ethcall_1.Contract(callbacks.address, [
+            ...callbacks.interface.fragments,
+        ]);
         openLimitOrderTypes = yield multicallProvider.all(openLimitOrders.map(order => nftRewardsContractMulticall.openLimitOrderTypes(order.trader, order.pairIndex, order.index)), blockTag);
+        openLimitOrderTradeData = yield multicallProvider.all(openLimitOrders.map(order => callbacksContractMulticall.tradeData(order.trader, order.pairIndex, order.index, 1)), blockTag);
     }
     else {
         openLimitOrderTypes = yield Promise.all(openLimitOrders.map(order => nftRewards.openLimitOrderTypes(order.trader, order.pairIndex, order.index, { blockTag })));
+        openLimitOrderTradeData = yield Promise.all(openLimitOrders.map(order => callbacks.tradeData(order.trader, order.pairIndex, order.index, 1, {
+            blockTag,
+        })));
     }
     return openLimitOrderTypes.map((openLimitOrderType, index) => {
         const openLimitOrder = openLimitOrders[index];
+        const tradeData = openLimitOrderTradeData[index];
         return {
             trader: openLimitOrder.trader,
             pairIndex: openLimitOrder.pairIndex,
@@ -71,6 +81,7 @@ const fetchOpenLimitOrdersRaw = (contracts, overrides = {}) => __awaiter(void 0,
             maxPrice: openLimitOrder.maxPrice,
             block: openLimitOrder.block,
             type: openLimitOrderType,
+            maxSlippageP: tradeData.maxSlippageP,
         };
     });
 });

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

@@ -1,7 +1,6 @@
-import { Pair, PairParams, PairRolloverFees, Fee, OpenInterest } from "@/trade/types";
+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[]>;
-export declare const fetchOpenInterest: (contracts: Contracts, pairIxs: number[]) => Promise<OpenInterest[]>;

package/lib/contracts/utils/pairs.js

@@ -9,14 +9,14 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.fetchOpenInterest = exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
+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)));
+        const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
         return pairs.map((pair, index) => {
             return {
                 name: pair.from + "/" + pair.to,
@@ -41,8 +41,8 @@ const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void
     }
     const { gnsPairInfosV6_1: pairInfosContract } = contracts;
     try {
-        const pairParams = yield Promise.all(pairIxs.map(pairIndex => pairInfosContract.pairParams(pairIndex)));
-        return pairParams.map(pair => {
+        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()),
@@ -63,8 +63,8 @@ const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0,
     }
     const { gnsPairInfosV6_1: pairInfosContract } = contracts;
     try {
-        const pairsRolloverFees = yield Promise.all(pairIxs.map(pairIndex => pairInfosContract.pairRolloverFees(pairIndex)));
-        return pairsRolloverFees.map(pairData => {
+        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()),
@@ -83,8 +83,8 @@ const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, funct
     }
     const { gnsPairsStorageV6: pairsStorageContract } = contracts;
     try {
-        const fees = yield Promise.all(feeIxs.map(pairIndex => pairsStorageContract.fees(pairIndex)));
-        return fees.map(fee => {
+        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,
@@ -100,16 +100,3 @@ const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, funct
     }
 });
 exports.fetchFees = fetchFees;
-const fetchOpenInterest = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
-    const openInterests = yield Promise.all(pairIxs.map(pairIndex => Promise.all([
-        contracts.gfarmTradingStorageV5.openInterestDai(pairIndex, 0),
-        contracts.gfarmTradingStorageV5.openInterestDai(pairIndex, 1),
-        contracts.gfarmTradingStorageV5.openInterestDai(pairIndex, 2),
-    ])));
-    return openInterests.map(openInterest => ({
-        long: parseFloat(openInterest[0].toString()) / 1e18,
-        short: parseFloat(openInterest[1].toString()) / 1e18,
-        max: parseFloat(openInterest[2].toString()) / 1e18,
-    }));
-});
-exports.fetchOpenInterest = fetchOpenInterest;

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

@@ -2,7 +2,6 @@ import { OpenInterest } from "../../types";
 import * as BorrowingFee from "./types";
 export type GetBorrowingFeeContext = {
     currentBlock: number;
-    accBlockWeightedMarketCap: number;
     groups: BorrowingFee.Group[];
     pairs: BorrowingFee.Pair[];
     openInterest: OpenInterest;
@@ -21,7 +20,6 @@ export declare const borrowingFeeUtils: {
     getPairPendingAccFees: (pairIndex: number, currentBlock: number, context: {
         pairs: BorrowingFee.Pair[];
         openInterest: OpenInterest;
-        accBlockWeightedMarketCap: number;
     }) => {
         accFeeLong: number;
         accFeeShort: number;
@@ -30,11 +28,9 @@ export declare const borrowingFeeUtils: {
     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;
@@ -42,20 +38,17 @@ export declare const borrowingFeeUtils: {
     };
     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) => {
+    getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: 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;
+    getActivePairFeePerBlock: (pair: BorrowingFee.Pair, openInterest: OpenInterest) => number;
+    getActiveGroupFeePerBlock: (group: BorrowingFee.Group) => number;
+    getActiveFeePerBlock: (pair: BorrowingFee.Pair, group: BorrowingFee.Group | undefined, pairOpenInterest: OpenInterest) => number;
     getPairGroupIndex: (pairIndex: number, context: {
         pairs: BorrowingFee.Pair[];
     }) => number;
 };
 export * as BorrowingFee from "./types";
-export * from "./converter";

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

@@ -22,9 +22,6 @@ var __importStar = (this && this.__importStar) || function (mod) {
     __setModuleDefault(result, mod);
     return result;
 };
-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.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = exports.getBorrowingFee = void 0;
 const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
@@ -74,20 +71,18 @@ const getPairGroupIndex = (pairIndex, context) => {
     return pairGroups.length == 0 ? 0 : pairGroups[0].groupIndex;
 };
 const getPairPendingAccFees = (pairIndex, currentBlock, context) => {
-    const { pairs, openInterest: { long, short }, accBlockWeightedMarketCap, } = context;
+    const { pairs, openInterest: { long, short }, } = 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);
+    return getPendingAccFees(pair.accFeeLong, pair.accFeeShort, long, short, pair.feePerBlock, currentBlock, pair.accLastUpdatedBlock, pair.maxOi, pair.feeExponent);
 };
 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 { groups } = 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);
+    return getPendingAccFees(group.accFeeLong, group.accFeeShort, group.oiLong, group.oiShort, group.feePerBlock, currentBlock, group.accLastUpdatedBlock, group.maxOi, group.feeExponent);
 };
 const getGroupPendingAccFee = (groupIndex, currentBlock, long, context) => {
     const { accFeeLong, accFeeShort } = getGroupPendingAccFees(groupIndex, currentBlock, context);
@@ -98,15 +93,13 @@ const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long,
     const beforeTradeOpen = group.block < initialFees.block;
     let deltaGroup, deltaPair;
     if (i == pairGroups.length - 1) {
-        const { currentBlock, accBlockWeightedMarketCap, groups, pairs, openInterest, } = context;
+        const { currentBlock, groups, pairs, openInterest } = context;
         deltaGroup = getGroupPendingAccFee(group.groupIndex, currentBlock, long, {
             groups,
-            accBlockWeightedMarketCap,
         });
         deltaPair = getPairPendingAccFee(pairIndex, currentBlock, long, {
             pairs,
             openInterest: openInterest,
-            accBlockWeightedMarketCap,
         });
     }
     else {
@@ -129,36 +122,34 @@ const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long,
     }
     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;
+const getPendingAccFees = (accFeeLong, accFeeShort, oiLong, oiShort, feePerBlock, currentBlock, accLastUpdatedBlock, maxOi, feeExponent) => {
+    const moreShorts = oiLong < oiShort;
+    const netOi = Math.abs(oiLong - oiShort);
+    const delta = maxOi > 0 && feeExponent > 0
+        ? feePerBlock *
+            (currentBlock - accLastUpdatedBlock) *
+            Math.pow((netOi / maxOi), feeExponent)
+        : 0;
+    const newAccFeeLong = moreShorts ? accFeeLong : accFeeLong + delta;
+    const newAccFeeShort = moreShorts ? 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 getActivePairFeePerBlock = (pair, openInterest) => {
     const { long, short } = openInterest;
-    const vaultMarketCap = getWeightedVaultMarketCap(accBlockWeightedMarketCap, pair.lastAccBlockWeightedMarketCap, currentBlock - pair.accLastUpdatedBlock);
-    return (Math.abs(long - short) * pair.feePerBlock) / vaultMarketCap;
+    const netOi = Math.abs(long - short);
+    return pair.feePerBlock * Math.pow((netOi / pair.maxOi), pair.feeExponent);
 };
-const getActiveGroupFeePerBlock = (group, accBlockWeightedMarketCap, currentBlock) => {
+const getActiveGroupFeePerBlock = (group) => {
     const { oiLong, oiShort } = group;
-    const vaultMarketCap = getWeightedVaultMarketCap(accBlockWeightedMarketCap, group.lastAccBlockWeightedMarketCap, currentBlock - group.accLastUpdatedBlock);
-    return (Math.abs(oiLong - oiShort) * group.feePerBlock) / vaultMarketCap;
+    const netOi = Math.abs(oiLong - oiShort);
+    return group.feePerBlock * Math.pow((netOi / group.maxOi), group.feeExponent);
 };
-const getActiveFeePerBlock = (pair, group, pairOpenInterest, accBlockWeightedMarketCap, currentBlock) => {
-    const pairFeePerBlock = getActivePairFeePerBlock(pair, pairOpenInterest, accBlockWeightedMarketCap, currentBlock);
+const getActiveFeePerBlock = (pair, group, pairOpenInterest) => {
+    const pairFeePerBlock = getActivePairFeePerBlock(pair, pairOpenInterest);
     if (!group) {
         return pairFeePerBlock;
     }
-    const groupFeePerBlock = getActiveGroupFeePerBlock(group, accBlockWeightedMarketCap, currentBlock);
+    const groupFeePerBlock = getActiveGroupFeePerBlock(group);
     return Math.max(pairFeePerBlock, groupFeePerBlock);
 };
 exports.borrowingFeeUtils = {
@@ -171,8 +162,6 @@ exports.borrowingFeeUtils = {
     getActivePairFeePerBlock,
     getActiveGroupFeePerBlock,
     getActiveFeePerBlock,
-    getWeightedVaultMarketCap,
     getPairGroupIndex,
 };
 exports.BorrowingFee = __importStar(require("./types"));
-__exportStar(require("./converter"), exports);

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

@@ -14,7 +14,9 @@ export type Pair = {
     accFeeLong: number;
     accFeeShort: number;
     accLastUpdatedBlock: number;
+    maxOi: number;
     lastAccBlockWeightedMarketCap: number;
+    feeExponent: number;
 };
 export type Group = {
     oiLong: number;
@@ -25,6 +27,7 @@ export type Group = {
     accLastUpdatedBlock: number;
     maxOi: number;
     lastAccBlockWeightedMarketCap: number;
+    feeExponent: number;
 };
 export type InitialAccFees = {
     accPairFee: number;

package/lib/trade/openLimitOrder.js

@@ -18,7 +18,7 @@ const getFulfillmentPrice = (order, pair, pairParams, openInterest) => {
         ? order.maxPrice
         : order.minPrice;
     return order.buy
-        ? askingPrice * (1 - spreadWithPriceImpactP)
-        : askingPrice * (1 + spreadWithPriceImpactP);
+        ? askingPrice * (1 + spreadWithPriceImpactP)
+        : askingPrice * (1 - spreadWithPriceImpactP);
 };
 exports.getFulfillmentPrice = getFulfillmentPrice;

package/lib/trade/types.d.ts

@@ -53,9 +53,11 @@ export type LimitOrder = {
     tp: number;
     trader: string;
     type: number;
+    maxSlippageP: number;
 };
 export type LimitOrderRaw = GFarmTradingStorageV5.OpenLimitOrderStructOutput & {
     type: number;
+    maxSlippageP: BigNumber;
 };
 export type Fee = {
     closeFeeP: number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.0.29-rc1",
+  "version": "0.0.30-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [