@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.
- package/README.md +11 -11
- package/lib/constants.d.ts +140 -140
- package/lib/constants.js +151 -151
- package/lib/contracts/addresses.d.ts +2 -2
- package/lib/contracts/addresses.js +15 -15
- package/lib/contracts/addresses.json +35 -35
- package/lib/contracts/index.d.ts +6 -6
- package/lib/contracts/index.js +35 -35
- package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -1911
- package/lib/contracts/types/generated/GFarmTradingStorageV5.js +2 -2
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.d.ts +979 -0
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.js +2 -0
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.d.ts +1058 -1058
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.js +2 -2
- package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +533 -533
- package/lib/contracts/types/generated/GNSNftRewardsV6.js +2 -2
- package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +613 -613
- package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +2 -2
- package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -911
- package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -2
- package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -660
- package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -2
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.d.ts +806 -0
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.js +2 -0
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.d.ts +821 -821
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.js +2 -2
- package/lib/contracts/types/generated/GTokenOpenPnlFeed.d.ts +557 -557
- package/lib/contracts/types/generated/GTokenOpenPnlFeed.js +2 -2
- package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +1838 -1838
- package/lib/contracts/types/generated/GTokenV6_3_2.js +2 -2
- package/lib/contracts/types/generated/common.d.ts +22 -22
- package/lib/contracts/types/generated/common.js +2 -2
- package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
- package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.d.ts +88 -0
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.js +1654 -0
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.d.ts +113 -113
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.js +1742 -1742
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.d.ts +100 -100
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.js +1116 -1116
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +100 -100
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +1003 -1003
- package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
- package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
- package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
- package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.d.ts +82 -0
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.js +1273 -0
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.d.ts +82 -82
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.js +1326 -1326
- package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -59
- package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -765
- package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.d.ts +110 -110
- package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.js +2682 -2682
- package/lib/contracts/types/generated/factories/index.d.ts +9 -9
- package/lib/contracts/types/generated/factories/index.js +24 -24
- package/lib/contracts/types/generated/index.d.ts +19 -19
- package/lib/contracts/types/generated/index.js +45 -45
- package/lib/contracts/types/index.d.ts +23 -23
- package/lib/contracts/types/index.js +2 -2
- package/lib/contracts/utils/borrowingFees.d.ts +8 -8
- package/lib/contracts/utils/borrowingFees.js +28 -28
- package/lib/contracts/utils/index.d.ts +4 -4
- package/lib/contracts/utils/index.js +20 -20
- package/lib/contracts/utils/openLimitOrders.d.ts +8 -8
- package/lib/contracts/utils/openLimitOrders.js +88 -88
- package/lib/contracts/utils/openTrades.d.ts +9 -9
- package/lib/contracts/utils/openTrades.js +172 -172
- package/lib/contracts/utils/pairs.d.ts +7 -7
- package/lib/contracts/utils/pairs.js +115 -115
- package/lib/index.d.ts +7 -7
- package/lib/index.js +24 -24
- package/lib/markets/commodities.d.ts +1 -1
- package/lib/markets/commodities.js +31 -31
- package/lib/markets/crypto.d.ts +1 -1
- package/lib/markets/crypto.js +6 -6
- package/lib/markets/forex.d.ts +2 -2
- package/lib/markets/forex.js +38 -38
- package/lib/markets/index.d.ts +5 -5
- package/lib/markets/index.js +21 -21
- package/lib/markets/indices.d.ts +1 -1
- package/lib/markets/indices.js +6 -6
- package/lib/markets/stocks.d.ts +3 -3
- package/lib/markets/stocks.js +54 -54
- package/lib/trade/fees/borrowing/converter.d.ts +13 -13
- package/lib/trade/fees/borrowing/converter.js +41 -41
- package/lib/trade/fees/borrowing/index.d.ts +55 -55
- package/lib/trade/fees/borrowing/index.js +171 -171
- package/lib/trade/fees/borrowing/types.d.ts +36 -36
- package/lib/trade/fees/borrowing/types.js +2 -2
- package/lib/trade/fees/index.d.ts +16 -16
- package/lib/trade/fees/index.js +60 -60
- package/lib/trade/index.d.ts +7 -7
- package/lib/trade/index.js +23 -23
- package/lib/trade/liquidation.d.ts +7 -7
- package/lib/trade/liquidation.js +18 -18
- package/lib/trade/openLimitOrder.d.ts +2 -2
- package/lib/trade/openLimitOrder.js +24 -24
- package/lib/trade/pnl.d.ts +9 -9
- package/lib/trade/pnl.js +44 -44
- package/lib/trade/spread.d.ts +3 -3
- package/lib/trade/spread.js +30 -30
- package/lib/trade/types.d.ts +176 -176
- package/lib/trade/types.js +14 -14
- package/lib/utils/index.d.ts +1 -1
- package/lib/utils/index.js +17 -17
- package/lib/utils/packing.d.ts +2 -2
- package/lib/utils/packing.js +39 -39
- package/lib/vault/index.d.ts +7 -7
- package/lib/vault/index.js +11 -11
- package/package.json +104 -104
- package/lib/trade/fees.d.ts +0 -15
- package/lib/trade/fees.js +0 -45
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@@ -1,7 +1,7 @@
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import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
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import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
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export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
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currentBlock: number;
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currentL1Block: number;
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};
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export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;
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import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
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import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
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export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
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currentBlock: number;
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currentL1Block: number;
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};
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export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;
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package/lib/trade/liquidation.js
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@@ -1,18 +1,18 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getLiquidationPrice = void 0;
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const fees_1 = require("./fees");
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const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
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const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
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const liqPriceDistance = (trade.openPrice *
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(posDai * 0.9 -
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(0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
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(0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context) -
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(0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })))) /
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posDai /
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trade.leverage;
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return trade.buy
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? Math.max(trade.openPrice - liqPriceDistance, 0)
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: Math.max(trade.openPrice + liqPriceDistance, 0);
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};
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exports.getLiquidationPrice = getLiquidationPrice;
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getLiquidationPrice = void 0;
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const fees_1 = require("./fees");
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const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
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const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
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const liqPriceDistance = (trade.openPrice *
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(posDai * 0.9 -
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(0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
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(0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context) -
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(0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })))) /
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posDai /
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trade.leverage;
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return trade.buy
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? Math.max(trade.openPrice - liqPriceDistance, 0)
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: Math.max(trade.openPrice + liqPriceDistance, 0);
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};
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exports.getLiquidationPrice = getLiquidationPrice;
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import { LimitOrder, OpenInterest, Pair, PairParams } from "./types";
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export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest) => number;
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import { LimitOrder, OpenInterest, Pair, PairParams } from "./types";
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export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest) => number;
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getFulfillmentPrice = void 0;
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const spread_1 = require("./spread");
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const types_1 = require("./types");
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const getFulfillmentPrice = (order, pair, pairParams, openInterest) => {
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if (!order || !pair) {
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return 0;
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}
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// Get spread percentage
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const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
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const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest);
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if (spreadWithPriceImpactP === 0) {
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return 0;
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}
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const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
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(!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
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? order.maxPrice
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: order.minPrice;
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return order.buy
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? askingPrice * (1 + spreadWithPriceImpactP)
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: askingPrice * (1 - spreadWithPriceImpactP);
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};
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exports.getFulfillmentPrice = getFulfillmentPrice;
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getFulfillmentPrice = void 0;
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const spread_1 = require("./spread");
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const types_1 = require("./types");
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const getFulfillmentPrice = (order, pair, pairParams, openInterest) => {
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if (!order || !pair) {
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return 0;
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}
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// Get spread percentage
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const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
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const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest);
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if (spreadWithPriceImpactP === 0) {
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return 0;
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}
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const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
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(!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
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? order.maxPrice
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: order.minPrice;
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return order.buy
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? askingPrice * (1 + spreadWithPriceImpactP)
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: askingPrice * (1 - spreadWithPriceImpactP);
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};
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exports.getFulfillmentPrice = getFulfillmentPrice;
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package/lib/trade/pnl.d.ts
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import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
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import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
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export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
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currentBlock: number;
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currentL1Block: number;
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fee: Fee | undefined;
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maxGainP: number | undefined;
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};
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export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
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import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
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import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
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export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
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currentBlock: number;
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currentL1Block: number;
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fee: Fee | undefined;
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maxGainP: number | undefined;
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};
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export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
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package/lib/trade/pnl.js
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getPnl = void 0;
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const fees_1 = require("./fees");
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const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
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if (!price) {
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return;
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}
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const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
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const { openPrice, leverage } = trade;
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const { maxGainP, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, currentL1Block, } = context;
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const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
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let pnlDai = trade.buy
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? ((price - openPrice) / openPrice) * leverage * posDai
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: ((openPrice - price) / openPrice) * leverage * posDai;
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pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
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if (useFees) {
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pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
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currentBlock: currentL1Block,
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pairParams,
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pairRolloverFees,
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});
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pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
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currentBlock: currentL1Block,
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pairParams,
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pairFundingFees,
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openInterest,
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});
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pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
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}
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let pnlPercentage = (pnlDai / posDai) * 100;
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// Can be liquidated
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if (pnlPercentage <= -90) {
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pnlPercentage = -100;
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}
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else {
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pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
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pnlPercentage = (pnlDai / posDai) * 100;
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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;
|
package/lib/trade/spread.d.ts
CHANGED
|
@@ -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;
|
package/lib/trade/spread.js
CHANGED
|
@@ -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;
|
package/lib/trade/types.d.ts
CHANGED
|
@@ -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
|
+
}
|