@gainsnetwork/sdk 0.0.39 → 0.0.41-rc1

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 (119) hide show
  1. package/README.md +11 -11
  2. package/lib/constants.d.ts +174 -167
  3. package/lib/constants.js +186 -178
  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/GNSBorrowingFees.d.ts +1341 -0
  12. package/lib/contracts/types/generated/GNSBorrowingFees.js +2 -0
  13. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.d.ts +979 -0
  14. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.js +2 -0
  15. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.d.ts +1058 -1058
  16. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.js +2 -2
  17. package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +533 -533
  18. package/lib/contracts/types/generated/GNSNftRewardsV6.js +2 -2
  19. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +613 -613
  20. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +2 -2
  21. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -911
  22. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -2
  23. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -660
  24. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -2
  25. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.d.ts +806 -0
  26. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.js +2 -0
  27. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.d.ts +821 -821
  28. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.js +2 -2
  29. package/lib/contracts/types/generated/GTokenOpenPnlFeed.d.ts +557 -557
  30. package/lib/contracts/types/generated/GTokenOpenPnlFeed.js +2 -2
  31. package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +1838 -1838
  32. package/lib/contracts/types/generated/GTokenV6_3_2.js +2 -2
  33. package/lib/contracts/types/generated/common.d.ts +22 -22
  34. package/lib/contracts/types/generated/common.js +2 -2
  35. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
  36. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
  37. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.d.ts +88 -0
  38. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.js +1654 -0
  39. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.d.ts +113 -113
  40. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.js +1742 -1742
  41. package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.d.ts +128 -0
  42. package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.js +2206 -0
  43. package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.d.ts +100 -100
  44. package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.js +1116 -1116
  45. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +100 -100
  46. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +1003 -1003
  47. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
  48. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
  49. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
  50. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
  51. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.d.ts +82 -0
  52. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.js +1273 -0
  53. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.d.ts +82 -82
  54. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.js +1326 -1326
  55. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -59
  56. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -765
  57. package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.d.ts +110 -110
  58. package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.js +2682 -2682
  59. package/lib/contracts/types/generated/factories/index.d.ts +9 -9
  60. package/lib/contracts/types/generated/factories/index.js +24 -24
  61. package/lib/contracts/types/generated/index.d.ts +19 -19
  62. package/lib/contracts/types/generated/index.js +45 -45
  63. package/lib/contracts/types/index.d.ts +23 -23
  64. package/lib/contracts/types/index.js +2 -2
  65. package/lib/contracts/utils/borrowingFees.d.ts +8 -8
  66. package/lib/contracts/utils/borrowingFees.js +28 -28
  67. package/lib/contracts/utils/index.d.ts +4 -4
  68. package/lib/contracts/utils/index.js +20 -20
  69. package/lib/contracts/utils/openLimitOrders.d.ts +8 -8
  70. package/lib/contracts/utils/openLimitOrders.js +88 -88
  71. package/lib/contracts/utils/openTrades.d.ts +9 -9
  72. package/lib/contracts/utils/openTrades.js +172 -172
  73. package/lib/contracts/utils/pairs.d.ts +7 -7
  74. package/lib/contracts/utils/pairs.js +115 -115
  75. package/lib/index.d.ts +7 -7
  76. package/lib/index.js +24 -24
  77. package/lib/markets/commodities.d.ts +1 -1
  78. package/lib/markets/commodities.js +31 -31
  79. package/lib/markets/crypto.d.ts +1 -1
  80. package/lib/markets/crypto.js +6 -6
  81. package/lib/markets/forex.d.ts +2 -2
  82. package/lib/markets/forex.js +38 -38
  83. package/lib/markets/index.d.ts +5 -5
  84. package/lib/markets/index.js +21 -21
  85. package/lib/markets/indices.d.ts +1 -1
  86. package/lib/markets/indices.js +6 -6
  87. package/lib/markets/stocks.d.ts +3 -3
  88. package/lib/markets/stocks.js +54 -54
  89. package/lib/trade/fees/borrowing/converter.d.ts +13 -13
  90. package/lib/trade/fees/borrowing/converter.js +41 -41
  91. package/lib/trade/fees/borrowing/index.d.ts +55 -55
  92. package/lib/trade/fees/borrowing/index.js +171 -171
  93. package/lib/trade/fees/borrowing/types.d.ts +36 -36
  94. package/lib/trade/fees/borrowing/types.js +2 -2
  95. package/lib/trade/fees/index.d.ts +16 -16
  96. package/lib/trade/fees/index.js +60 -60
  97. package/lib/trade/index.d.ts +8 -7
  98. package/lib/trade/index.js +24 -23
  99. package/lib/trade/liquidation.d.ts +7 -7
  100. package/lib/trade/liquidation.js +18 -18
  101. package/lib/trade/oiWindows.d.ts +3 -0
  102. package/lib/trade/oiWindows.js +19 -0
  103. package/lib/trade/openLimitOrder.d.ts +2 -2
  104. package/lib/trade/openLimitOrder.js +24 -24
  105. package/lib/trade/pnl.d.ts +9 -9
  106. package/lib/trade/pnl.js +44 -44
  107. package/lib/trade/spread.d.ts +3 -3
  108. package/lib/trade/spread.js +33 -30
  109. package/lib/trade/types.d.ts +185 -176
  110. package/lib/trade/types.js +14 -14
  111. package/lib/utils/index.d.ts +1 -1
  112. package/lib/utils/index.js +17 -17
  113. package/lib/utils/packing.d.ts +2 -2
  114. package/lib/utils/packing.js +39 -39
  115. package/lib/vault/index.d.ts +7 -7
  116. package/lib/vault/index.js +11 -11
  117. package/package.json +104 -104
  118. package/lib/trade/fees.d.ts +0 -15
  119. package/lib/trade/fees.js +0 -45
package/lib/index.js CHANGED
@@ -1,24 +1,24 @@
1
- "use strict";
2
- var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
- if (k2 === undefined) k2 = k;
4
- var desc = Object.getOwnPropertyDescriptor(m, k);
5
- if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
- desc = { enumerable: true, get: function() { return m[k]; } };
7
- }
8
- Object.defineProperty(o, k2, desc);
9
- }) : (function(o, m, k, k2) {
10
- if (k2 === undefined) k2 = k;
11
- o[k2] = m[k];
12
- }));
13
- var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
- for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
- };
16
- Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("./trade"), exports);
18
- __exportStar(require("./contracts"), exports);
19
- __exportStar(require("./markets"), exports);
20
- __exportStar(require("./constants"), exports);
21
- __exportStar(require("./utils"), exports);
22
- __exportStar(require("./vault"), exports);
23
- // Not sure why this is needed, but it is. Barrel imports are not working.
24
- __exportStar(require("./trade/fees/borrowing/index"), exports);
1
+ "use strict";
2
+ var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
+ if (k2 === undefined) k2 = k;
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
8
+ Object.defineProperty(o, k2, desc);
9
+ }) : (function(o, m, k, k2) {
10
+ if (k2 === undefined) k2 = k;
11
+ o[k2] = m[k];
12
+ }));
13
+ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
+ for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
+ };
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+ Object.defineProperty(exports, "__esModule", { value: true });
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+ __exportStar(require("./trade"), exports);
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+ __exportStar(require("./contracts"), exports);
19
+ __exportStar(require("./markets"), exports);
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+ __exportStar(require("./constants"), exports);
21
+ __exportStar(require("./utils"), exports);
22
+ __exportStar(require("./vault"), exports);
23
+ // Not sure why this is needed, but it is. Barrel imports are not working.
24
+ __exportStar(require("./trade/fees/borrowing/index"), exports);
@@ -1 +1 @@
1
- export declare const isCommoditiesOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isCommoditiesOpen: (dateToCheck: Date) => boolean;
@@ -1,31 +1,31 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isCommoditiesOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const COMMODITIES_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isCommoditiesOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(COMMODITIES_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dayOfMonth = now.day;
14
- const month = now.month;
15
- const minute = now.minute;
16
- const isClosed =
17
- // Christmas 2023
18
- (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
- // New Year's Eve 2023
20
- (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
- // Friday Closing
22
- (weekday === 5 && hour >= 17) ||
23
- // Saturday Closed
24
- weekday === 6 ||
25
- // Saturday Opening
26
- (weekday === 7 && hour <= 18) ||
27
- // Daily Closing
28
- hour === 17;
29
- return !isClosed;
30
- };
31
- exports.isCommoditiesOpen = isCommoditiesOpen;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isCommoditiesOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const COMMODITIES_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isCommoditiesOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(COMMODITIES_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dayOfMonth = now.day;
14
+ const month = now.month;
15
+ const minute = now.minute;
16
+ const isClosed =
17
+ // Christmas 2023
18
+ (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
+ // New Year's Eve 2023
20
+ (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
+ // Friday Closing
22
+ (weekday === 5 && hour >= 17) ||
23
+ // Saturday Closed
24
+ weekday === 6 ||
25
+ // Saturday Opening
26
+ (weekday === 7 && hour <= 18) ||
27
+ // Daily Closing
28
+ hour === 17;
29
+ return !isClosed;
30
+ };
31
+ exports.isCommoditiesOpen = isCommoditiesOpen;
@@ -1 +1 @@
1
- export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
@@ -1,6 +1,6 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isCryptoOpen = void 0;
4
- // eslint-disable-next-line @typescript-eslint/no-unused-vars
5
- const isCryptoOpen = (dateToCheck) => true;
6
- exports.isCryptoOpen = isCryptoOpen;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isCryptoOpen = void 0;
4
+ // eslint-disable-next-line @typescript-eslint/no-unused-vars
5
+ const isCryptoOpen = (dateToCheck) => true;
6
+ exports.isCryptoOpen = isCryptoOpen;
@@ -1,2 +1,2 @@
1
- export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
- export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
1
+ export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
+ export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
@@ -1,38 +1,38 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isForexLowLiquidity = exports.isForexOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isForexOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dayOfMonth = now.day;
14
- const month = now.month;
15
- const isInDST = now.isInDST;
16
- const isClosed =
17
- // Christmas 2023
18
- (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
- // New Year's Eve 2023
20
- (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
- // Friday after 4PM (DST) and 5PM (non-DST)
22
- (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
23
- // Saturday
24
- weekday === 6 ||
25
- // Sunday before 4PM (DST) and 5PM (non-DST)
26
- (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
27
- return !isClosed;
28
- };
29
- exports.isForexOpen = isForexOpen;
30
- const isForexLowLiquidity = (timestampToCheck) => {
31
- const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
32
- const hour = now.hour;
33
- const minute = now.minute;
34
- const isInDST = now.isInDST;
35
- return ((isInDST && ((hour == 15 && minute >= 45) || (hour >= 16 && hour < 19))) ||
36
- (!isInDST && ((hour == 16 && minute >= 45) || (hour >= 17 && hour < 20))));
37
- };
38
- exports.isForexLowLiquidity = isForexLowLiquidity;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isForexLowLiquidity = exports.isForexOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isForexOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dayOfMonth = now.day;
14
+ const month = now.month;
15
+ const isInDST = now.isInDST;
16
+ const isClosed =
17
+ // Christmas 2023
18
+ (month === 12 && dayOfMonth >= 25 && dayOfMonth <= 27) ||
19
+ // New Year's Eve 2023
20
+ (month === 1 && dayOfMonth >= 1 && dayOfMonth <= 2) ||
21
+ // Friday after 4PM (DST) and 5PM (non-DST)
22
+ (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
23
+ // Saturday
24
+ weekday === 6 ||
25
+ // Sunday before 4PM (DST) and 5PM (non-DST)
26
+ (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
27
+ return !isClosed;
28
+ };
29
+ exports.isForexOpen = isForexOpen;
30
+ const isForexLowLiquidity = (timestampToCheck) => {
31
+ const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
32
+ const hour = now.hour;
33
+ const minute = now.minute;
34
+ const isInDST = now.isInDST;
35
+ return ((isInDST && ((hour == 15 && minute >= 45) || (hour >= 16 && hour < 19))) ||
36
+ (!isInDST && ((hour == 16 && minute >= 45) || (hour >= 17 && hour < 20))));
37
+ };
38
+ exports.isForexLowLiquidity = isForexLowLiquidity;
@@ -1,5 +1,5 @@
1
- export * from "./crypto";
2
- export * from "./forex";
3
- export * from "./stocks";
4
- export * from "./indices";
5
- export * from "./commodities";
1
+ export * from "./crypto";
2
+ export * from "./forex";
3
+ export * from "./stocks";
4
+ export * from "./indices";
5
+ export * from "./commodities";
@@ -1,21 +1,21 @@
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- "use strict";
2
- var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
- if (k2 === undefined) k2 = k;
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- var desc = Object.getOwnPropertyDescriptor(m, k);
5
- if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
- desc = { enumerable: true, get: function() { return m[k]; } };
7
- }
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- Object.defineProperty(o, k2, desc);
9
- }) : (function(o, m, k, k2) {
10
- if (k2 === undefined) k2 = k;
11
- o[k2] = m[k];
12
- }));
13
- var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
- for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
- };
16
- Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("./crypto"), exports);
18
- __exportStar(require("./forex"), exports);
19
- __exportStar(require("./stocks"), exports);
20
- __exportStar(require("./indices"), exports);
21
- __exportStar(require("./commodities"), exports);
1
+ "use strict";
2
+ var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
+ if (k2 === undefined) k2 = k;
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
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+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
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+ Object.defineProperty(o, k2, desc);
9
+ }) : (function(o, m, k, k2) {
10
+ if (k2 === undefined) k2 = k;
11
+ o[k2] = m[k];
12
+ }));
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+ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
+ for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
+ };
16
+ Object.defineProperty(exports, "__esModule", { value: true });
17
+ __exportStar(require("./crypto"), exports);
18
+ __exportStar(require("./forex"), exports);
19
+ __exportStar(require("./stocks"), exports);
20
+ __exportStar(require("./indices"), exports);
21
+ __exportStar(require("./commodities"), exports);
@@ -1 +1 @@
1
- export declare const isIndicesOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isIndicesOpen: (dateToCheck: Date) => boolean;
@@ -1,6 +1,6 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isIndicesOpen = void 0;
4
- const stocks_1 = require("./stocks");
5
- const isIndicesOpen = (dateToCheck) => (0, stocks_1.isStocksOpen)(dateToCheck);
6
- exports.isIndicesOpen = isIndicesOpen;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isIndicesOpen = void 0;
4
+ const stocks_1 = require("./stocks");
5
+ const isIndicesOpen = (dateToCheck) => (0, stocks_1.isStocksOpen)(dateToCheck);
6
+ exports.isIndicesOpen = isIndicesOpen;
@@ -1,3 +1,3 @@
1
- import { DateTime } from "luxon";
2
- export declare const isStocksOpen: (dateToCheck: Date) => boolean;
3
- export declare const getUSMarketsNow: () => DateTime;
1
+ import { DateTime } from "luxon";
2
+ export declare const isStocksOpen: (dateToCheck: Date) => boolean;
3
+ export declare const getUSMarketsNow: () => DateTime;
@@ -1,54 +1,54 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getUSMarketsNow = exports.isStocksOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isStocksOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dayOfMonth = now.day;
14
- const month = now.month;
15
- const minute = now.minute;
16
- const isClosed =
17
- // New Year's 2023
18
- (month === 1 && dayOfMonth === 2) ||
19
- // Martin Luther King, Jr. Day 2023
20
- (month === 1 && dayOfMonth === 16) ||
21
- // Washington's Birthday 2023
22
- (month === 2 && dayOfMonth === 20) ||
23
- // Good Friday 2023
24
- (month === 4 && dayOfMonth === 7) ||
25
- // Memorial Day 2023
26
- (month === 5 && dayOfMonth === 29) ||
27
- // Juneteenth National Independence Day 2023
28
- (month === 6 && dayOfMonth === 19) ||
29
- // Independence Day 2023
30
- (month === 7 && dayOfMonth === 4) ||
31
- // Labor Day 2023
32
- (month === 9 && dayOfMonth === 4) ||
33
- // Thanksgiving Day 2022
34
- (month === 11 && dayOfMonth === 23) ||
35
- // Friday after Thanksgiving Day 2023 (closes early at 1PM)
36
- (month === 11 && dayOfMonth === 24 && hour >= 13) ||
37
- // Christmas Day 2023
38
- (month === 12 && dayOfMonth === 25) ||
39
- // Saturday
40
- weekday === 6 ||
41
- // Sunday
42
- weekday === 7 ||
43
- // Mo-Fr Daily Opening
44
- hour < 9 ||
45
- (hour === 9 && minute < 30) ||
46
- // Mo-Fr Daily Closing
47
- hour >= 16;
48
- return !isClosed;
49
- };
50
- exports.isStocksOpen = isStocksOpen;
51
- const getUSMarketsNow = () => {
52
- return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
53
- };
54
- exports.getUSMarketsNow = getUSMarketsNow;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getUSMarketsNow = exports.isStocksOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isStocksOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dayOfMonth = now.day;
14
+ const month = now.month;
15
+ const minute = now.minute;
16
+ const isClosed =
17
+ // New Year's 2023
18
+ (month === 1 && dayOfMonth === 2) ||
19
+ // Martin Luther King, Jr. Day 2023
20
+ (month === 1 && dayOfMonth === 16) ||
21
+ // Washington's Birthday 2023
22
+ (month === 2 && dayOfMonth === 20) ||
23
+ // Good Friday 2023
24
+ (month === 4 && dayOfMonth === 7) ||
25
+ // Memorial Day 2023
26
+ (month === 5 && dayOfMonth === 29) ||
27
+ // Juneteenth National Independence Day 2023
28
+ (month === 6 && dayOfMonth === 19) ||
29
+ // Independence Day 2023
30
+ (month === 7 && dayOfMonth === 4) ||
31
+ // Labor Day 2023
32
+ (month === 9 && dayOfMonth === 4) ||
33
+ // Thanksgiving Day 2022
34
+ (month === 11 && dayOfMonth === 23) ||
35
+ // Friday after Thanksgiving Day 2023 (closes early at 1PM)
36
+ (month === 11 && dayOfMonth === 24 && hour >= 13) ||
37
+ // Christmas Day 2023
38
+ (month === 12 && dayOfMonth === 25) ||
39
+ // Saturday
40
+ weekday === 6 ||
41
+ // Sunday
42
+ weekday === 7 ||
43
+ // Mo-Fr Daily Opening
44
+ hour < 9 ||
45
+ (hour === 9 && minute < 30) ||
46
+ // Mo-Fr Daily Closing
47
+ hour >= 16;
48
+ return !isClosed;
49
+ };
50
+ exports.isStocksOpen = isStocksOpen;
51
+ const getUSMarketsNow = () => {
52
+ return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
53
+ };
54
+ exports.getUSMarketsNow = getUSMarketsNow;
@@ -1,13 +1,13 @@
1
- import { GNSBorrowingFeesInterfaceV6_4 } from "@/contracts/types/generated/GNSBorrowingFeesV6_4";
2
- import { BorrowingFee } from ".";
3
- export declare const convertPairGroupBorrowingFee: (pairGroup: GNSBorrowingFeesInterfaceV6_4.PairGroupStructOutput) => BorrowingFee.PairGroup;
4
- export declare const convertPairBorrowingFee: (pair: GNSBorrowingFeesInterfaceV6_4.PairStructOutput, pairOi: GNSBorrowingFeesInterfaceV6_4.PairOiStructOutput) => BorrowingFee.Pair;
5
- export declare const convertPairBorrowingFees: ([pairs, pairOi]: [
6
- GNSBorrowingFeesInterfaceV6_4.PairStructOutput[],
7
- GNSBorrowingFeesInterfaceV6_4.PairOiStructOutput[]
8
- ]) => BorrowingFee.Pair[];
9
- export declare const convertGroupBorrowingFee: (group: GNSBorrowingFeesInterfaceV6_4.GroupStructOutput, groupFeeExponent: number) => BorrowingFee.Group;
10
- export declare const convertGroupBorrowingFees: ([groups, groupFeeExponents]: [
11
- GNSBorrowingFeesInterfaceV6_4.GroupStructOutput[],
12
- number[]
13
- ]) => BorrowingFee.Group[];
1
+ import { IGNSBorrowingFees } from "@/contracts/types/generated/GNSBorrowingFees";
2
+ import { BorrowingFee } from ".";
3
+ export declare const convertPairGroupBorrowingFee: (pairGroup: IGNSBorrowingFees.PairGroupStructOutput) => BorrowingFee.PairGroup;
4
+ export declare const convertPairBorrowingFee: (pair: IGNSBorrowingFees.PairStructOutput, pairOi: IGNSBorrowingFees.PairOiStructOutput) => BorrowingFee.Pair;
5
+ export declare const convertPairBorrowingFees: ([pairs, pairOi]: [
6
+ IGNSBorrowingFees.PairStructOutput[],
7
+ IGNSBorrowingFees.PairOiStructOutput[]
8
+ ]) => BorrowingFee.Pair[];
9
+ export declare const convertGroupBorrowingFee: (group: IGNSBorrowingFees.GroupStructOutput, groupFeeExponent: number) => BorrowingFee.Group;
10
+ export declare const convertGroupBorrowingFees: ([groups, groupFeeExponents]: [
11
+ IGNSBorrowingFees.GroupStructOutput[],
12
+ number[]
13
+ ]) => BorrowingFee.Group[];
@@ -1,41 +1,41 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.convertGroupBorrowingFees = exports.convertGroupBorrowingFee = exports.convertPairBorrowingFees = exports.convertPairBorrowingFee = exports.convertPairGroupBorrowingFee = void 0;
4
- const convertPairGroupBorrowingFee = (pairGroup) => ({
5
- groupIndex: pairGroup.groupIndex,
6
- initialAccFeeLong: parseFloat(pairGroup.initialAccFeeLong.toString()) / 1e10,
7
- initialAccFeeShort: parseFloat(pairGroup.initialAccFeeShort.toString()) / 1e10,
8
- prevGroupAccFeeLong: parseFloat(pairGroup.prevGroupAccFeeLong.toString()) / 1e10,
9
- prevGroupAccFeeShort: parseFloat(pairGroup.prevGroupAccFeeShort.toString()) / 1e10,
10
- pairAccFeeLong: parseFloat(pairGroup.pairAccFeeLong.toString()) / 1e10,
11
- pairAccFeeShort: parseFloat(pairGroup.pairAccFeeShort.toString()) / 1e10,
12
- block: pairGroup.block,
13
- });
14
- exports.convertPairGroupBorrowingFee = convertPairGroupBorrowingFee;
15
- const convertPairBorrowingFee = (pair, pairOi) => ({
16
- feePerBlock: pair.feePerBlock / 1e10,
17
- accFeeLong: parseFloat(pair.accFeeLong.toString()) / 1e10,
18
- accFeeShort: parseFloat(pair.accFeeShort.toString()) / 1e10,
19
- accLastUpdatedBlock: pair.accLastUpdatedBlock,
20
- lastAccBlockWeightedMarketCap: parseFloat(pair.lastAccBlockWeightedMarketCap.toString()) / 1e40,
21
- groups: pair.groups.map(value => (0, exports.convertPairGroupBorrowingFee)(value)),
22
- feeExponent: pair.feeExponent,
23
- maxOi: parseFloat(pairOi.max.toString()) / 1e10,
24
- });
25
- exports.convertPairBorrowingFee = convertPairBorrowingFee;
26
- const convertPairBorrowingFees = ([pairs, pairOi]) => pairs.map((value, ix) => (0, exports.convertPairBorrowingFee)(value, pairOi[ix]));
27
- exports.convertPairBorrowingFees = convertPairBorrowingFees;
28
- const convertGroupBorrowingFee = (group, groupFeeExponent) => ({
29
- oiLong: parseFloat(group.oiLong.toString()) / 1e10,
30
- oiShort: parseFloat(group.oiShort.toString()) / 1e10,
31
- feePerBlock: group.feePerBlock / 1e10,
32
- accFeeLong: parseFloat(group.accFeeLong.toString()) / 1e10,
33
- accFeeShort: parseFloat(group.accFeeShort.toString()) / 1e10,
34
- accLastUpdatedBlock: group.accLastUpdatedBlock,
35
- lastAccBlockWeightedMarketCap: parseFloat(group.lastAccBlockWeightedMarketCap.toString()) / 1e40,
36
- maxOi: parseFloat(group.maxOi.toString()) / 1e10,
37
- feeExponent: groupFeeExponent,
38
- });
39
- exports.convertGroupBorrowingFee = convertGroupBorrowingFee;
40
- const convertGroupBorrowingFees = ([groups, groupFeeExponents]) => groups.map((value, ix) => (0, exports.convertGroupBorrowingFee)(value, groupFeeExponents[ix]));
41
- exports.convertGroupBorrowingFees = convertGroupBorrowingFees;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.convertGroupBorrowingFees = exports.convertGroupBorrowingFee = exports.convertPairBorrowingFees = exports.convertPairBorrowingFee = exports.convertPairGroupBorrowingFee = void 0;
4
+ const convertPairGroupBorrowingFee = (pairGroup) => ({
5
+ groupIndex: pairGroup.groupIndex,
6
+ initialAccFeeLong: parseFloat(pairGroup.initialAccFeeLong.toString()) / 1e10,
7
+ initialAccFeeShort: parseFloat(pairGroup.initialAccFeeShort.toString()) / 1e10,
8
+ prevGroupAccFeeLong: parseFloat(pairGroup.prevGroupAccFeeLong.toString()) / 1e10,
9
+ prevGroupAccFeeShort: parseFloat(pairGroup.prevGroupAccFeeShort.toString()) / 1e10,
10
+ pairAccFeeLong: parseFloat(pairGroup.pairAccFeeLong.toString()) / 1e10,
11
+ pairAccFeeShort: parseFloat(pairGroup.pairAccFeeShort.toString()) / 1e10,
12
+ block: pairGroup.block,
13
+ });
14
+ exports.convertPairGroupBorrowingFee = convertPairGroupBorrowingFee;
15
+ const convertPairBorrowingFee = (pair, pairOi) => ({
16
+ feePerBlock: pair.feePerBlock / 1e10,
17
+ accFeeLong: parseFloat(pair.accFeeLong.toString()) / 1e10,
18
+ accFeeShort: parseFloat(pair.accFeeShort.toString()) / 1e10,
19
+ accLastUpdatedBlock: pair.accLastUpdatedBlock,
20
+ lastAccBlockWeightedMarketCap: parseFloat(pair.lastAccBlockWeightedMarketCap.toString()) / 1e40,
21
+ groups: pair.groups.map(value => (0, exports.convertPairGroupBorrowingFee)(value)),
22
+ feeExponent: pair.feeExponent,
23
+ maxOi: parseFloat(pairOi.max.toString()) / 1e10,
24
+ });
25
+ exports.convertPairBorrowingFee = convertPairBorrowingFee;
26
+ const convertPairBorrowingFees = ([pairs, pairOi]) => pairs.map((value, ix) => (0, exports.convertPairBorrowingFee)(value, pairOi[ix]));
27
+ exports.convertPairBorrowingFees = convertPairBorrowingFees;
28
+ const convertGroupBorrowingFee = (group, groupFeeExponent) => ({
29
+ oiLong: parseFloat(group.oiLong.toString()) / 1e10,
30
+ oiShort: parseFloat(group.oiShort.toString()) / 1e10,
31
+ feePerBlock: group.feePerBlock / 1e10,
32
+ accFeeLong: parseFloat(group.accFeeLong.toString()) / 1e10,
33
+ accFeeShort: parseFloat(group.accFeeShort.toString()) / 1e10,
34
+ accLastUpdatedBlock: group.accLastUpdatedBlock,
35
+ lastAccBlockWeightedMarketCap: parseFloat(group.lastAccBlockWeightedMarketCap.toString()) / 1e40,
36
+ maxOi: parseFloat(group.maxOi.toString()) / 1e10,
37
+ feeExponent: groupFeeExponent,
38
+ });
39
+ exports.convertGroupBorrowingFee = convertGroupBorrowingFee;
40
+ const convertGroupBorrowingFees = ([groups, groupFeeExponents]) => groups.map((value, ix) => (0, exports.convertGroupBorrowingFee)(value, groupFeeExponents[ix]));
41
+ exports.convertGroupBorrowingFees = convertGroupBorrowingFees;
@@ -1,55 +1,55 @@
1
- import { OpenInterest } from "../../types";
2
- import * as BorrowingFee from "./types";
3
- export type GetBorrowingFeeContext = {
4
- currentBlock: number;
5
- groups: BorrowingFee.Group[];
6
- pairs: BorrowingFee.Pair[];
7
- openInterest: OpenInterest;
8
- };
9
- export declare const getBorrowingFee: (posDai: number, pairIndex: number, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
10
- export declare const withinMaxGroupOi: (pairIndex: number, long: boolean, positionSizeDai: number, context: {
11
- groups: BorrowingFee.Group[];
12
- pairs: BorrowingFee.Pair[];
13
- }) => boolean;
14
- export declare const borrowingFeeUtils: {
15
- getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: number, long: boolean, context: GetBorrowingFeeContext) => {
16
- deltaGroup: number;
17
- deltaPair: number;
18
- beforeTradeOpen: boolean;
19
- };
20
- getPairPendingAccFees: (pairIndex: number, currentBlock: number, context: {
21
- pairs: BorrowingFee.Pair[];
22
- openInterest: OpenInterest;
23
- }) => {
24
- accFeeLong: number;
25
- accFeeShort: number;
26
- delta: number;
27
- };
28
- getPairPendingAccFee: (pairIndex: number, currentBlock: number, long: boolean, context: {
29
- pairs: BorrowingFee.Pair[];
30
- openInterest: OpenInterest;
31
- }) => number;
32
- getGroupPendingAccFees: (groupIndex: number, currentBlock: number, context: {
33
- groups: BorrowingFee.Group[];
34
- }) => {
35
- accFeeLong: number;
36
- accFeeShort: number;
37
- delta: number;
38
- };
39
- getGroupPendingAccFee: (groupIndex: number, currentBlock: number, long: boolean, context: {
40
- groups: BorrowingFee.Group[];
41
- }) => number;
42
- getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: number) => {
43
- accFeeLong: number;
44
- accFeeShort: number;
45
- delta: number;
46
- };
47
- getActivePairFeePerBlock: (pair: BorrowingFee.Pair, openInterest: OpenInterest) => number;
48
- getActiveGroupFeePerBlock: (group: BorrowingFee.Group) => number;
49
- getActiveFeePerBlock: (pair: BorrowingFee.Pair, group: BorrowingFee.Group | undefined, pairOpenInterest: OpenInterest) => number;
50
- getPairGroupIndex: (pairIndex: number, context: {
51
- pairs: BorrowingFee.Pair[];
52
- }) => number;
53
- };
54
- export * as BorrowingFee from "./types";
55
- export * from "./converter";
1
+ import { OpenInterest } from "../../types";
2
+ import * as BorrowingFee from "./types";
3
+ export type GetBorrowingFeeContext = {
4
+ currentBlock: number;
5
+ groups: BorrowingFee.Group[];
6
+ pairs: BorrowingFee.Pair[];
7
+ openInterest: OpenInterest;
8
+ };
9
+ export declare const getBorrowingFee: (posDai: number, pairIndex: number, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
10
+ export declare const withinMaxGroupOi: (pairIndex: number, long: boolean, positionSizeDai: number, context: {
11
+ groups: BorrowingFee.Group[];
12
+ pairs: BorrowingFee.Pair[];
13
+ }) => boolean;
14
+ export declare const borrowingFeeUtils: {
15
+ getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: number, long: boolean, context: GetBorrowingFeeContext) => {
16
+ deltaGroup: number;
17
+ deltaPair: number;
18
+ beforeTradeOpen: boolean;
19
+ };
20
+ getPairPendingAccFees: (pairIndex: number, currentBlock: number, context: {
21
+ pairs: BorrowingFee.Pair[];
22
+ openInterest: OpenInterest;
23
+ }) => {
24
+ accFeeLong: number;
25
+ accFeeShort: number;
26
+ delta: number;
27
+ };
28
+ getPairPendingAccFee: (pairIndex: number, currentBlock: number, long: boolean, context: {
29
+ pairs: BorrowingFee.Pair[];
30
+ openInterest: OpenInterest;
31
+ }) => number;
32
+ getGroupPendingAccFees: (groupIndex: number, currentBlock: number, context: {
33
+ groups: BorrowingFee.Group[];
34
+ }) => {
35
+ accFeeLong: number;
36
+ accFeeShort: number;
37
+ delta: number;
38
+ };
39
+ getGroupPendingAccFee: (groupIndex: number, currentBlock: number, long: boolean, context: {
40
+ groups: BorrowingFee.Group[];
41
+ }) => number;
42
+ getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: number) => {
43
+ accFeeLong: number;
44
+ accFeeShort: number;
45
+ delta: number;
46
+ };
47
+ getActivePairFeePerBlock: (pair: BorrowingFee.Pair, openInterest: OpenInterest) => number;
48
+ getActiveGroupFeePerBlock: (group: BorrowingFee.Group) => number;
49
+ getActiveFeePerBlock: (pair: BorrowingFee.Pair, group: BorrowingFee.Group | undefined, pairOpenInterest: OpenInterest) => number;
50
+ getPairGroupIndex: (pairIndex: number, context: {
51
+ pairs: BorrowingFee.Pair[];
52
+ }) => number;
53
+ };
54
+ export * as BorrowingFee from "./types";
55
+ export * from "./converter";