@gainsnetwork/sdk 0.0.30-rc6 → 0.0.30-rc7

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 (113) hide show
  1. package/README.md +11 -11
  2. package/lib/constants.d.ts +140 -140
  3. package/lib/constants.js +151 -151
  4. package/lib/contracts/addresses.d.ts +2 -2
  5. package/lib/contracts/addresses.js +15 -15
  6. package/lib/contracts/addresses.json +35 -35
  7. package/lib/contracts/index.d.ts +6 -6
  8. package/lib/contracts/index.js +35 -35
  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/GNSBorrowingFeesV6_3_2.d.ts +979 -0
  12. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.js +2 -0
  13. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.d.ts +1058 -1058
  14. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.js +2 -2
  15. package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +533 -533
  16. package/lib/contracts/types/generated/GNSNftRewardsV6.js +2 -2
  17. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +613 -613
  18. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +2 -2
  19. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -911
  20. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -2
  21. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -660
  22. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -2
  23. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.d.ts +806 -0
  24. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.js +2 -0
  25. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.d.ts +821 -821
  26. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.js +2 -2
  27. package/lib/contracts/types/generated/GTokenOpenPnlFeed.d.ts +557 -557
  28. package/lib/contracts/types/generated/GTokenOpenPnlFeed.js +2 -2
  29. package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +1838 -1838
  30. package/lib/contracts/types/generated/GTokenV6_3_2.js +2 -2
  31. package/lib/contracts/types/generated/common.d.ts +22 -22
  32. package/lib/contracts/types/generated/common.js +2 -2
  33. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
  34. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
  35. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.d.ts +88 -0
  36. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.js +1654 -0
  37. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.d.ts +113 -113
  38. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.js +1742 -1742
  39. package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.d.ts +100 -100
  40. package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.js +1116 -1116
  41. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +100 -100
  42. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +1003 -1003
  43. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
  44. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
  45. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
  46. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
  47. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.d.ts +82 -0
  48. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.js +1273 -0
  49. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.d.ts +82 -82
  50. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.js +1326 -1326
  51. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -59
  52. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -765
  53. package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.d.ts +110 -110
  54. package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.js +2682 -2682
  55. package/lib/contracts/types/generated/factories/index.d.ts +9 -9
  56. package/lib/contracts/types/generated/factories/index.js +24 -24
  57. package/lib/contracts/types/generated/index.d.ts +19 -19
  58. package/lib/contracts/types/generated/index.js +45 -45
  59. package/lib/contracts/types/index.d.ts +23 -23
  60. package/lib/contracts/types/index.js +2 -2
  61. package/lib/contracts/utils/borrowingFees.d.ts +8 -8
  62. package/lib/contracts/utils/borrowingFees.js +28 -28
  63. package/lib/contracts/utils/index.d.ts +4 -4
  64. package/lib/contracts/utils/index.js +20 -20
  65. package/lib/contracts/utils/openLimitOrders.d.ts +8 -8
  66. package/lib/contracts/utils/openLimitOrders.js +88 -88
  67. package/lib/contracts/utils/openTrades.d.ts +9 -9
  68. package/lib/contracts/utils/openTrades.js +172 -172
  69. package/lib/contracts/utils/pairs.d.ts +7 -7
  70. package/lib/contracts/utils/pairs.js +115 -115
  71. package/lib/index.d.ts +7 -7
  72. package/lib/index.js +24 -24
  73. package/lib/markets/commodities.d.ts +1 -1
  74. package/lib/markets/commodities.js +31 -31
  75. package/lib/markets/crypto.d.ts +1 -1
  76. package/lib/markets/crypto.js +6 -6
  77. package/lib/markets/forex.d.ts +2 -2
  78. package/lib/markets/forex.js +38 -38
  79. package/lib/markets/index.d.ts +5 -5
  80. package/lib/markets/index.js +21 -21
  81. package/lib/markets/indices.d.ts +1 -1
  82. package/lib/markets/indices.js +6 -6
  83. package/lib/markets/stocks.d.ts +3 -3
  84. package/lib/markets/stocks.js +54 -54
  85. package/lib/trade/fees/borrowing/converter.d.ts +13 -13
  86. package/lib/trade/fees/borrowing/converter.js +41 -41
  87. package/lib/trade/fees/borrowing/index.d.ts +55 -55
  88. package/lib/trade/fees/borrowing/index.js +171 -171
  89. package/lib/trade/fees/borrowing/types.d.ts +36 -36
  90. package/lib/trade/fees/borrowing/types.js +2 -2
  91. package/lib/trade/fees/index.d.ts +16 -16
  92. package/lib/trade/fees/index.js +60 -60
  93. package/lib/trade/index.d.ts +7 -7
  94. package/lib/trade/index.js +23 -23
  95. package/lib/trade/liquidation.d.ts +7 -7
  96. package/lib/trade/liquidation.js +18 -18
  97. package/lib/trade/openLimitOrder.d.ts +2 -2
  98. package/lib/trade/openLimitOrder.js +24 -24
  99. package/lib/trade/pnl.d.ts +9 -9
  100. package/lib/trade/pnl.js +44 -44
  101. package/lib/trade/spread.d.ts +3 -3
  102. package/lib/trade/spread.js +30 -30
  103. package/lib/trade/types.d.ts +176 -176
  104. package/lib/trade/types.js +14 -14
  105. package/lib/utils/index.d.ts +1 -1
  106. package/lib/utils/index.js +17 -17
  107. package/lib/utils/packing.d.ts +2 -2
  108. package/lib/utils/packing.js +39 -39
  109. package/lib/vault/index.d.ts +7 -7
  110. package/lib/vault/index.js +11 -11
  111. package/package.json +104 -104
  112. package/lib/trade/fees.d.ts +0 -15
  113. package/lib/trade/fees.js +0 -45
@@ -1,7 +1,7 @@
1
- import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
2
- import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
3
- export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
4
- currentBlock: number;
5
- currentL1Block: number;
6
- };
7
- export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;
1
+ import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
2
+ import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
3
+ export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
4
+ currentBlock: number;
5
+ currentL1Block: number;
6
+ };
7
+ export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;
@@ -1,18 +1,18 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getLiquidationPrice = void 0;
4
- const fees_1 = require("./fees");
5
- const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
6
- const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
7
- const liqPriceDistance = (trade.openPrice *
8
- (posDai * 0.9 -
9
- (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
10
- (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context) -
11
- (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })))) /
12
- posDai /
13
- trade.leverage;
14
- return trade.buy
15
- ? Math.max(trade.openPrice - liqPriceDistance, 0)
16
- : Math.max(trade.openPrice + liqPriceDistance, 0);
17
- };
18
- exports.getLiquidationPrice = getLiquidationPrice;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getLiquidationPrice = void 0;
4
+ const fees_1 = require("./fees");
5
+ const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
6
+ const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
7
+ const liqPriceDistance = (trade.openPrice *
8
+ (posDai * 0.9 -
9
+ (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
10
+ (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context) -
11
+ (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })))) /
12
+ posDai /
13
+ trade.leverage;
14
+ return trade.buy
15
+ ? Math.max(trade.openPrice - liqPriceDistance, 0)
16
+ : Math.max(trade.openPrice + liqPriceDistance, 0);
17
+ };
18
+ exports.getLiquidationPrice = getLiquidationPrice;
@@ -1,2 +1,2 @@
1
- import { LimitOrder, OpenInterest, Pair, PairParams } from "./types";
2
- export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest) => number;
1
+ import { LimitOrder, OpenInterest, Pair, PairParams } from "./types";
2
+ export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest) => number;
@@ -1,24 +1,24 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getFulfillmentPrice = void 0;
4
- const spread_1 = require("./spread");
5
- const types_1 = require("./types");
6
- const getFulfillmentPrice = (order, pair, pairParams, openInterest) => {
7
- if (!order || !pair) {
8
- return 0;
9
- }
10
- // Get spread percentage
11
- const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
12
- const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest);
13
- if (spreadWithPriceImpactP === 0) {
14
- return 0;
15
- }
16
- const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
17
- (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
18
- ? order.maxPrice
19
- : order.minPrice;
20
- return order.buy
21
- ? askingPrice * (1 + spreadWithPriceImpactP)
22
- : askingPrice * (1 - spreadWithPriceImpactP);
23
- };
24
- exports.getFulfillmentPrice = getFulfillmentPrice;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getFulfillmentPrice = void 0;
4
+ const spread_1 = require("./spread");
5
+ const types_1 = require("./types");
6
+ const getFulfillmentPrice = (order, pair, pairParams, openInterest) => {
7
+ if (!order || !pair) {
8
+ return 0;
9
+ }
10
+ // Get spread percentage
11
+ const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
12
+ const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest);
13
+ if (spreadWithPriceImpactP === 0) {
14
+ return 0;
15
+ }
16
+ const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
17
+ (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
18
+ ? order.maxPrice
19
+ : order.minPrice;
20
+ return order.buy
21
+ ? askingPrice * (1 + spreadWithPriceImpactP)
22
+ : askingPrice * (1 - spreadWithPriceImpactP);
23
+ };
24
+ exports.getFulfillmentPrice = getFulfillmentPrice;
@@ -1,9 +1,9 @@
1
- import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
2
- import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
3
- export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
4
- currentBlock: number;
5
- currentL1Block: number;
6
- fee: Fee | undefined;
7
- maxGainP: number | undefined;
8
- };
9
- export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
1
+ import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
2
+ import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
3
+ export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
4
+ currentBlock: number;
5
+ currentL1Block: number;
6
+ fee: Fee | undefined;
7
+ maxGainP: number | undefined;
8
+ };
9
+ export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
package/lib/trade/pnl.js CHANGED
@@ -1,44 +1,44 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getPnl = void 0;
4
- const fees_1 = require("./fees");
5
- const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
6
- if (!price) {
7
- return;
8
- }
9
- const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
10
- const { openPrice, leverage } = trade;
11
- const { maxGainP, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, currentL1Block, } = context;
12
- const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
13
- let pnlDai = trade.buy
14
- ? ((price - openPrice) / openPrice) * leverage * posDai
15
- : ((openPrice - price) / openPrice) * leverage * posDai;
16
- pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
17
- if (useFees) {
18
- pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
19
- currentBlock: currentL1Block,
20
- pairParams,
21
- pairRolloverFees,
22
- });
23
- pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
24
- currentBlock: currentL1Block,
25
- pairParams,
26
- pairFundingFees,
27
- openInterest,
28
- });
29
- pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
30
- }
31
- let pnlPercentage = (pnlDai / posDai) * 100;
32
- // Can be liquidated
33
- if (pnlPercentage <= -90) {
34
- pnlPercentage = -100;
35
- }
36
- else {
37
- pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
38
- pnlPercentage = (pnlDai / posDai) * 100;
39
- }
40
- pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
41
- pnlDai = (posDai * pnlPercentage) / 100;
42
- return [pnlDai, pnlPercentage];
43
- };
44
- exports.getPnl = getPnl;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getPnl = void 0;
4
+ const fees_1 = require("./fees");
5
+ const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
6
+ if (!price) {
7
+ return;
8
+ }
9
+ const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
10
+ const { openPrice, leverage } = trade;
11
+ const { maxGainP, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, currentL1Block, } = context;
12
+ const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
13
+ let pnlDai = trade.buy
14
+ ? ((price - openPrice) / openPrice) * leverage * posDai
15
+ : ((openPrice - price) / openPrice) * leverage * posDai;
16
+ pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
17
+ if (useFees) {
18
+ pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
19
+ currentBlock: currentL1Block,
20
+ pairParams,
21
+ pairRolloverFees,
22
+ });
23
+ pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
24
+ currentBlock: currentL1Block,
25
+ pairParams,
26
+ pairFundingFees,
27
+ openInterest,
28
+ });
29
+ pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
30
+ }
31
+ let pnlPercentage = (pnlDai / posDai) * 100;
32
+ // Can be liquidated
33
+ if (pnlPercentage <= -90) {
34
+ pnlPercentage = -100;
35
+ }
36
+ else {
37
+ pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
38
+ pnlPercentage = (pnlDai / posDai) * 100;
39
+ }
40
+ pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
41
+ pnlDai = (posDai * pnlPercentage) / 100;
42
+ return [pnlDai, pnlPercentage];
43
+ };
44
+ exports.getPnl = getPnl;
@@ -1,3 +1,3 @@
1
- import { OpenInterest, PairParams } from "./types";
2
- export declare const getBaseSpreadP: (pairSpreadP: number | undefined, spreadReductionP: number | undefined) => number;
3
- export declare const getSpreadWithPriceImpactP: (baseSpreadP: number, buy: boolean, collateral: number, leverage: number, pairParams: PairParams | undefined, openInterest: OpenInterest | undefined) => number;
1
+ import { OpenInterest, PairParams } from "./types";
2
+ export declare const getBaseSpreadP: (pairSpreadP: number | undefined, spreadReductionP: number | undefined) => number;
3
+ export declare const getSpreadWithPriceImpactP: (baseSpreadP: number, buy: boolean, collateral: number, leverage: number, pairParams: PairParams | undefined, openInterest: OpenInterest | undefined) => number;
@@ -1,30 +1,30 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getSpreadWithPriceImpactP = exports.getBaseSpreadP = void 0;
4
- const getBaseSpreadP = (pairSpreadP, spreadReductionP) => {
5
- if (!pairSpreadP) {
6
- return 0;
7
- }
8
- if (!spreadReductionP) {
9
- return pairSpreadP;
10
- }
11
- return (pairSpreadP * (100 - spreadReductionP)) / 100;
12
- };
13
- exports.getBaseSpreadP = getBaseSpreadP;
14
- const getSpreadWithPriceImpactP = (baseSpreadP, buy, collateral, leverage, pairParams, openInterest) => {
15
- if (baseSpreadP === undefined) {
16
- return 0;
17
- }
18
- const onePercentDepth = buy
19
- ? pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthAbove
20
- : pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthBelow;
21
- const existingOi = buy ? openInterest === null || openInterest === void 0 ? void 0 : openInterest.long : openInterest === null || openInterest === void 0 ? void 0 : openInterest.short;
22
- if (!onePercentDepth ||
23
- existingOi === undefined ||
24
- collateral === undefined) {
25
- return baseSpreadP;
26
- }
27
- return (baseSpreadP +
28
- (existingOi + (collateral * leverage) / 2) / onePercentDepth / 100);
29
- };
30
- exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getSpreadWithPriceImpactP = exports.getBaseSpreadP = void 0;
4
+ const getBaseSpreadP = (pairSpreadP, spreadReductionP) => {
5
+ if (!pairSpreadP) {
6
+ return 0;
7
+ }
8
+ if (!spreadReductionP) {
9
+ return pairSpreadP;
10
+ }
11
+ return (pairSpreadP * (100 - spreadReductionP)) / 100;
12
+ };
13
+ exports.getBaseSpreadP = getBaseSpreadP;
14
+ const getSpreadWithPriceImpactP = (baseSpreadP, buy, collateral, leverage, pairParams, openInterest) => {
15
+ if (baseSpreadP === undefined) {
16
+ return 0;
17
+ }
18
+ const onePercentDepth = buy
19
+ ? pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthAbove
20
+ : pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthBelow;
21
+ const existingOi = buy ? openInterest === null || openInterest === void 0 ? void 0 : openInterest.long : openInterest === null || openInterest === void 0 ? void 0 : openInterest.short;
22
+ if (!onePercentDepth ||
23
+ existingOi === undefined ||
24
+ collateral === undefined) {
25
+ return baseSpreadP;
26
+ }
27
+ return (baseSpreadP +
28
+ (existingOi + (collateral * leverage) / 2) / onePercentDepth / 100);
29
+ };
30
+ exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
@@ -1,176 +1,176 @@
1
- import { GFarmTradingStorageV5 } from "@/contracts/types/generated";
2
- import { BigNumber } from "ethers";
3
- import { BorrowingFee } from "./fees/borrowing";
4
- export type PairIndexes = {
5
- [key: string]: number;
6
- };
7
- export type TradeContainer = {
8
- trade: Trade;
9
- tradeInfo: TradeInfo;
10
- initialAccFees: TradeInitialAccFees;
11
- receivedAt?: number;
12
- };
13
- export type Trade = {
14
- buy: boolean;
15
- index: number;
16
- initialPosToken: number;
17
- leverage: number;
18
- openPrice: number;
19
- pairIndex: number;
20
- sl: number;
21
- tp: number;
22
- trader: string;
23
- };
24
- export type TradeInfo = {
25
- openInterestDai: number;
26
- slLastUpdated: number;
27
- tokenPriceDai: number;
28
- tpLastUpdated: number;
29
- };
30
- export type TradeInitialAccFees = {
31
- rollover: number;
32
- funding: number;
33
- openedAfterUpdate: boolean;
34
- borrowing: BorrowingFee.InitialAccFees;
35
- };
36
- export type TradingGroup = {
37
- maxCollateralP: number;
38
- maxLeverage: number;
39
- minLeverage: number;
40
- name: string;
41
- };
42
- export type LimitOrder = {
43
- block: number;
44
- buy: boolean;
45
- index: number;
46
- leverage: number;
47
- maxPrice: number;
48
- minPrice: number;
49
- pairIndex: number;
50
- positionSize: number;
51
- sl: number;
52
- spreadReductionP: number;
53
- tp: number;
54
- trader: string;
55
- type: number;
56
- maxSlippageP: number;
57
- };
58
- export type LimitOrderRaw = GFarmTradingStorageV5.OpenLimitOrderStructOutput & {
59
- type: number;
60
- maxSlippageP: BigNumber;
61
- };
62
- export type Fee = {
63
- closeFeeP: number;
64
- minLevPosDai: number;
65
- nftLimitOrderFeeP: number;
66
- openFeeP: number;
67
- referralFeeP: number;
68
- };
69
- export type OpenInterest = {
70
- long: number;
71
- max: number;
72
- short: number;
73
- };
74
- export type OpenCollateral = {
75
- long: number;
76
- short: number;
77
- };
78
- export type PairParams = {
79
- onePercentDepthAbove: number;
80
- onePercentDepthBelow: number;
81
- rolloverFeePerBlockP: number;
82
- fundingFeePerBlockP: number;
83
- };
84
- export type PairRolloverFees = {
85
- accPerCollateral: number;
86
- lastUpdateBlock: number;
87
- };
88
- export type PairFundingFees = {
89
- accPerOiLong: number;
90
- accPerOiShort: number;
91
- lastUpdateBlock: number;
92
- };
93
- export type PairParamsBorrowingFees = {
94
- pairs: BorrowingFee.Pair[];
95
- groups: BorrowingFee.Group[];
96
- };
97
- export type Pair = {
98
- name: string;
99
- from: string;
100
- to: string;
101
- feeIndex: number;
102
- groupIndex: number;
103
- pairIndex: number;
104
- spreadP: number;
105
- };
106
- export type TradeHistoryRecord = {
107
- action: string;
108
- address: string;
109
- buy: number;
110
- date: string;
111
- leverage: number;
112
- pair: string;
113
- pnl_net: number;
114
- price: number;
115
- size: number;
116
- tx: string;
117
- };
118
- export type MarketOrder = {
119
- trader: string;
120
- pairIndex: number;
121
- index: number;
122
- block: number;
123
- open: boolean;
124
- };
125
- export type ChartBar = {
126
- close: number;
127
- high: number;
128
- isBarClosed: boolean;
129
- isLastBar: boolean;
130
- low: number;
131
- open: number;
132
- time: number;
133
- };
134
- export type LeaderboardTrader = {
135
- address: string;
136
- tradesCount: number;
137
- winrate: number;
138
- pnl: number;
139
- volume: number;
140
- score: number;
141
- };
142
- export type OpenTradeParams = [
143
- address: string,
144
- pairIndex: number,
145
- x1: number,
146
- x2: number,
147
- wei: number,
148
- price: string,
149
- buy: boolean,
150
- leverage: number,
151
- takeProfit: string,
152
- stopLoss: string
153
- ];
154
- export declare enum PositionType {
155
- LONG = "LONG",
156
- SHORT = "SHORT"
157
- }
158
- export type TradeContainerRaw = {
159
- trade: GFarmTradingStorageV5.TradeStruct;
160
- tradeInfo: GFarmTradingStorageV5.TradeInfoStruct;
161
- initialAccFees: {
162
- rollover: BigNumber;
163
- funding: BigNumber;
164
- openedAfterUpdate: boolean;
165
- borrowing: {
166
- accPairFee: number;
167
- accGroupFee: number;
168
- block: number;
169
- };
170
- };
171
- };
172
- export declare enum OpenLimitOrderType {
173
- LEGACY = 0,
174
- REVERSAL = 1,
175
- MOMENTUM = 2
176
- }
1
+ import { GFarmTradingStorageV5 } from "@/contracts/types/generated";
2
+ import { BigNumber } from "ethers";
3
+ import { BorrowingFee } from "./fees/borrowing";
4
+ export type PairIndexes = {
5
+ [key: string]: number;
6
+ };
7
+ export type TradeContainer = {
8
+ trade: Trade;
9
+ tradeInfo: TradeInfo;
10
+ initialAccFees: TradeInitialAccFees;
11
+ receivedAt?: number;
12
+ };
13
+ export type Trade = {
14
+ buy: boolean;
15
+ index: number;
16
+ initialPosToken: number;
17
+ leverage: number;
18
+ openPrice: number;
19
+ pairIndex: number;
20
+ sl: number;
21
+ tp: number;
22
+ trader: string;
23
+ };
24
+ export type TradeInfo = {
25
+ openInterestDai: number;
26
+ slLastUpdated: number;
27
+ tokenPriceDai: number;
28
+ tpLastUpdated: number;
29
+ };
30
+ export type TradeInitialAccFees = {
31
+ rollover: number;
32
+ funding: number;
33
+ openedAfterUpdate: boolean;
34
+ borrowing: BorrowingFee.InitialAccFees;
35
+ };
36
+ export type TradingGroup = {
37
+ maxCollateralP: number;
38
+ maxLeverage: number;
39
+ minLeverage: number;
40
+ name: string;
41
+ };
42
+ export type LimitOrder = {
43
+ block: number;
44
+ buy: boolean;
45
+ index: number;
46
+ leverage: number;
47
+ maxPrice: number;
48
+ minPrice: number;
49
+ pairIndex: number;
50
+ positionSize: number;
51
+ sl: number;
52
+ spreadReductionP: number;
53
+ tp: number;
54
+ trader: string;
55
+ type: number;
56
+ maxSlippageP: number;
57
+ };
58
+ export type LimitOrderRaw = GFarmTradingStorageV5.OpenLimitOrderStructOutput & {
59
+ type: number;
60
+ maxSlippageP: BigNumber;
61
+ };
62
+ export type Fee = {
63
+ closeFeeP: number;
64
+ minLevPosDai: number;
65
+ nftLimitOrderFeeP: number;
66
+ openFeeP: number;
67
+ referralFeeP: number;
68
+ };
69
+ export type OpenInterest = {
70
+ long: number;
71
+ max: number;
72
+ short: number;
73
+ };
74
+ export type OpenCollateral = {
75
+ long: number;
76
+ short: number;
77
+ };
78
+ export type PairParams = {
79
+ onePercentDepthAbove: number;
80
+ onePercentDepthBelow: number;
81
+ rolloverFeePerBlockP: number;
82
+ fundingFeePerBlockP: number;
83
+ };
84
+ export type PairRolloverFees = {
85
+ accPerCollateral: number;
86
+ lastUpdateBlock: number;
87
+ };
88
+ export type PairFundingFees = {
89
+ accPerOiLong: number;
90
+ accPerOiShort: number;
91
+ lastUpdateBlock: number;
92
+ };
93
+ export type PairParamsBorrowingFees = {
94
+ pairs: BorrowingFee.Pair[];
95
+ groups: BorrowingFee.Group[];
96
+ };
97
+ export type Pair = {
98
+ name: string;
99
+ from: string;
100
+ to: string;
101
+ feeIndex: number;
102
+ groupIndex: number;
103
+ pairIndex: number;
104
+ spreadP: number;
105
+ };
106
+ export type TradeHistoryRecord = {
107
+ action: string;
108
+ address: string;
109
+ buy: number;
110
+ date: string;
111
+ leverage: number;
112
+ pair: string;
113
+ pnl_net: number;
114
+ price: number;
115
+ size: number;
116
+ tx: string;
117
+ };
118
+ export type MarketOrder = {
119
+ trader: string;
120
+ pairIndex: number;
121
+ index: number;
122
+ block: number;
123
+ open: boolean;
124
+ };
125
+ export type ChartBar = {
126
+ close: number;
127
+ high: number;
128
+ isBarClosed: boolean;
129
+ isLastBar: boolean;
130
+ low: number;
131
+ open: number;
132
+ time: number;
133
+ };
134
+ export type LeaderboardTrader = {
135
+ address: string;
136
+ tradesCount: number;
137
+ winrate: number;
138
+ pnl: number;
139
+ volume: number;
140
+ score: number;
141
+ };
142
+ export type OpenTradeParams = [
143
+ address: string,
144
+ pairIndex: number,
145
+ x1: number,
146
+ x2: number,
147
+ wei: number,
148
+ price: string,
149
+ buy: boolean,
150
+ leverage: number,
151
+ takeProfit: string,
152
+ stopLoss: string
153
+ ];
154
+ export declare enum PositionType {
155
+ LONG = "LONG",
156
+ SHORT = "SHORT"
157
+ }
158
+ export type TradeContainerRaw = {
159
+ trade: GFarmTradingStorageV5.TradeStruct;
160
+ tradeInfo: GFarmTradingStorageV5.TradeInfoStruct;
161
+ initialAccFees: {
162
+ rollover: BigNumber;
163
+ funding: BigNumber;
164
+ openedAfterUpdate: boolean;
165
+ borrowing: {
166
+ accPairFee: number;
167
+ accGroupFee: number;
168
+ block: number;
169
+ };
170
+ };
171
+ };
172
+ export declare enum OpenLimitOrderType {
173
+ LEGACY = 0,
174
+ REVERSAL = 1,
175
+ MOMENTUM = 2
176
+ }