@gainsnetwork/sdk 0.0.4 → 0.0.5-rc.1

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 (59) hide show
  1. package/README.md +11 -11
  2. package/lib/contracts/addresses.d.ts +2 -2
  3. package/lib/contracts/addresses.js +15 -15
  4. package/lib/contracts/addresses.json +17 -17
  5. package/lib/contracts/index.d.ts +6 -6
  6. package/lib/contracts/index.js +30 -30
  7. package/lib/contracts/types/GFarmTradingStorageV5.d.ts +1911 -0
  8. package/lib/contracts/types/GFarmTradingStorageV5.js +2 -0
  9. package/lib/contracts/types/GNSPairInfosV6_1.d.ts +911 -0
  10. package/lib/contracts/types/GNSPairInfosV6_1.js +2 -0
  11. package/lib/contracts/types/GNSPairsStorageV6.d.ts +660 -0
  12. package/lib/contracts/types/GNSPairsStorageV6.js +2 -0
  13. package/lib/contracts/types/common.d.ts +22 -0
  14. package/lib/contracts/types/common.js +2 -0
  15. package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.d.ts +83 -0
  16. package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.js +2691 -0
  17. package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.d.ts +98 -0
  18. package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.js +1485 -0
  19. package/lib/contracts/types/factories/GNSPairsStorageV6__factory.d.ts +117 -0
  20. package/lib/contracts/types/factories/GNSPairsStorageV6__factory.js +1265 -0
  21. package/lib/contracts/types/factories/index.d.ts +3 -0
  22. package/lib/contracts/types/factories/index.js +12 -0
  23. package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -1911
  24. package/lib/contracts/types/generated/GFarmTradingStorageV5.js +2 -2
  25. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -911
  26. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -2
  27. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -660
  28. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -2
  29. package/lib/contracts/types/generated/common.d.ts +22 -22
  30. package/lib/contracts/types/generated/common.js +2 -2
  31. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
  32. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
  33. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
  34. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
  35. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
  36. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
  37. package/lib/contracts/types/generated/factories/index.d.ts +3 -3
  38. package/lib/contracts/types/generated/factories/index.js +12 -12
  39. package/lib/contracts/types/generated/index.d.ts +7 -7
  40. package/lib/contracts/types/generated/index.js +33 -33
  41. package/lib/contracts/types/index.d.ts +11 -11
  42. package/lib/contracts/types/index.js +2 -2
  43. package/lib/contracts/utils/index.d.ts +2 -2
  44. package/lib/contracts/utils/index.js +18 -18
  45. package/lib/contracts/utils/openTrades.d.ts +3 -3
  46. package/lib/contracts/utils/openTrades.js +116 -116
  47. package/lib/contracts/utils/pairs.d.ts +6 -6
  48. package/lib/contracts/utils/pairs.js +102 -102
  49. package/lib/index.d.ts +2 -2
  50. package/lib/index.js +18 -18
  51. package/lib/trade/fees.d.ts +15 -15
  52. package/lib/trade/fees.js +45 -45
  53. package/lib/trade/index.d.ts +2 -2
  54. package/lib/trade/index.js +18 -18
  55. package/lib/trade/pnl.d.ts +7 -7
  56. package/lib/trade/pnl.js +43 -43
  57. package/lib/trade/types.d.ts +143 -143
  58. package/lib/trade/types.js +8 -8
  59. package/package.json +103 -101
@@ -1,102 +1,102 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
13
- const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
14
- if (!contracts) {
15
- return [];
16
- }
17
- const { gnsPairsStorageV6: pairsStorageContract } = contracts;
18
- try {
19
- const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
20
- return pairs.map((pair, index) => {
21
- return {
22
- name: pair.from + "/" + pair.to,
23
- from: pair.from,
24
- to: pair.to,
25
- feeIndex: parseInt(pair.feeIndex.toString()),
26
- groupIndex: parseInt(pair.groupIndex.toString()),
27
- pairIndex: pairIxs[index],
28
- spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
29
- };
30
- });
31
- }
32
- catch (error) {
33
- console.error(`Unexpected error while fetching pairs!`);
34
- throw error;
35
- }
36
- });
37
- exports.fetchPairs = fetchPairs;
38
- const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
39
- if (!contracts) {
40
- return [];
41
- }
42
- const { gnsPairInfosV6_1: pairInfosContract } = contracts;
43
- try {
44
- const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
45
- return pairParams.map((pair) => {
46
- return {
47
- onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
48
- onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
49
- rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
50
- fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
51
- };
52
- });
53
- }
54
- catch (error) {
55
- console.error(`Unexpected error while fetching pairs!`);
56
- throw error;
57
- }
58
- });
59
- exports.fetchPairsParams = fetchPairsParams;
60
- const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
61
- if (!contracts) {
62
- return [];
63
- }
64
- const { gnsPairInfosV6_1: pairInfosContract } = contracts;
65
- try {
66
- const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
67
- return pairsRolloverFees.map((pairData) => {
68
- return {
69
- accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
70
- lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
71
- };
72
- });
73
- }
74
- catch (error) {
75
- console.error(`Unexpected error while fetching pairs!`);
76
- throw error;
77
- }
78
- });
79
- exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
80
- const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
81
- if (!contracts) {
82
- return [];
83
- }
84
- const { gnsPairsStorageV6: pairsStorageContract } = contracts;
85
- try {
86
- const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
87
- return fees.map((fee) => {
88
- return {
89
- closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
90
- minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
91
- nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
92
- openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
93
- referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
94
- };
95
- });
96
- }
97
- catch (error) {
98
- console.error(`Unexpected error while fetching pairs!`);
99
- throw error;
100
- }
101
- });
102
- exports.fetchFees = fetchFees;
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
13
+ const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
14
+ if (!contracts) {
15
+ return [];
16
+ }
17
+ const { gnsPairsStorageV6: pairsStorageContract } = contracts;
18
+ try {
19
+ const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
20
+ return pairs.map((pair, index) => {
21
+ return {
22
+ name: pair.from + "/" + pair.to,
23
+ from: pair.from,
24
+ to: pair.to,
25
+ feeIndex: parseInt(pair.feeIndex.toString()),
26
+ groupIndex: parseInt(pair.groupIndex.toString()),
27
+ pairIndex: pairIxs[index],
28
+ spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
29
+ };
30
+ });
31
+ }
32
+ catch (error) {
33
+ console.error(`Unexpected error while fetching pairs!`);
34
+ throw error;
35
+ }
36
+ });
37
+ exports.fetchPairs = fetchPairs;
38
+ const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
39
+ if (!contracts) {
40
+ return [];
41
+ }
42
+ const { gnsPairInfosV6_1: pairInfosContract } = contracts;
43
+ try {
44
+ const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
45
+ return pairParams.map((pair) => {
46
+ return {
47
+ onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
48
+ onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
49
+ rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
50
+ fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
51
+ };
52
+ });
53
+ }
54
+ catch (error) {
55
+ console.error(`Unexpected error while fetching pairs!`);
56
+ throw error;
57
+ }
58
+ });
59
+ exports.fetchPairsParams = fetchPairsParams;
60
+ const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
61
+ if (!contracts) {
62
+ return [];
63
+ }
64
+ const { gnsPairInfosV6_1: pairInfosContract } = contracts;
65
+ try {
66
+ const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
67
+ return pairsRolloverFees.map((pairData) => {
68
+ return {
69
+ accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
70
+ lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
71
+ };
72
+ });
73
+ }
74
+ catch (error) {
75
+ console.error(`Unexpected error while fetching pairs!`);
76
+ throw error;
77
+ }
78
+ });
79
+ exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
80
+ const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
81
+ if (!contracts) {
82
+ return [];
83
+ }
84
+ const { gnsPairsStorageV6: pairsStorageContract } = contracts;
85
+ try {
86
+ const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
87
+ return fees.map((fee) => {
88
+ return {
89
+ closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
90
+ minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
91
+ nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
92
+ openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
93
+ referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
94
+ };
95
+ });
96
+ }
97
+ catch (error) {
98
+ console.error(`Unexpected error while fetching pairs!`);
99
+ throw error;
100
+ }
101
+ });
102
+ exports.fetchFees = fetchFees;
package/lib/index.d.ts CHANGED
@@ -1,2 +1,2 @@
1
- export * from "./trade";
2
- export * from "./contracts";
1
+ export * from "./trade";
2
+ export * from "./contracts";
package/lib/index.js CHANGED
@@ -1,18 +1,18 @@
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);
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);
@@ -1,15 +1,15 @@
1
- import { Fee, OpenInterest, PairFundingFees, PairParams, PairRolloverFees } from "./types";
2
- export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: number, pairFee: Fee | undefined) => number;
3
- export type GetFundingFeeContext = {
4
- currentBlock?: number;
5
- pairParams?: PairParams;
6
- pairFundingFees?: PairFundingFees;
7
- openInterest?: OpenInterest;
8
- };
9
- export declare const getFundingFee: (leveragedPosDai: number, initialAccFundingFees: number, buy: boolean, openedAfterUpdate: boolean, context: GetFundingFeeContext) => number;
10
- export type GetRolloverFeeContext = {
11
- currentBlock?: number;
12
- pairParams?: PairParams;
13
- pairRolloverFees?: PairRolloverFees;
14
- };
15
- export declare const getRolloverFee: (posDai: number, initialAccRolloverFees: number, openedAfterUpdate: boolean, context: GetRolloverFeeContext) => number;
1
+ import { Fee, OpenInterest, PairFundingFees, PairParams, PairRolloverFees } from "./types";
2
+ export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: number, pairFee: Fee | undefined) => number;
3
+ export type GetFundingFeeContext = {
4
+ currentBlock?: number;
5
+ pairParams?: PairParams;
6
+ pairFundingFees?: PairFundingFees;
7
+ openInterest?: OpenInterest;
8
+ };
9
+ export declare const getFundingFee: (leveragedPosDai: number, initialAccFundingFees: number, buy: boolean, openedAfterUpdate: boolean, context: GetFundingFeeContext) => number;
10
+ export type GetRolloverFeeContext = {
11
+ currentBlock?: number;
12
+ pairParams?: PairParams;
13
+ pairRolloverFees?: PairRolloverFees;
14
+ };
15
+ export declare const getRolloverFee: (posDai: number, initialAccRolloverFees: number, openedAfterUpdate: boolean, context: GetRolloverFeeContext) => number;
package/lib/trade/fees.js CHANGED
@@ -1,45 +1,45 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
4
- const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
5
- if (posDai === undefined ||
6
- leverage === undefined ||
7
- pairIndex === undefined ||
8
- pairFee === undefined) {
9
- return 0;
10
- }
11
- const { closeFeeP, nftLimitOrderFeeP } = pairFee;
12
- return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
13
- };
14
- exports.getClosingFee = getClosingFee;
15
- const getFundingFee = (leveragedPosDai, initialAccFundingFees, buy, openedAfterUpdate, context) => {
16
- const { pairParams, pairFundingFees, openInterest, currentBlock } = context;
17
- if (!currentBlock ||
18
- !openedAfterUpdate ||
19
- pairParams === undefined ||
20
- pairFundingFees === undefined ||
21
- openInterest === undefined)
22
- return 0;
23
- const { accPerOiLong, accPerOiShort, lastUpdateBlock } = pairFundingFees;
24
- const { fundingFeePerBlockP } = pairParams;
25
- const { long: longOi, short: shortOi } = openInterest;
26
- const fundingFeesPaidByLongs = (longOi - shortOi) * fundingFeePerBlockP * (currentBlock - lastUpdateBlock);
27
- const pendingAccFundingFees = buy
28
- ? accPerOiLong + fundingFeesPaidByLongs / longOi
29
- : accPerOiShort + (fundingFeesPaidByLongs * -1) / shortOi;
30
- return leveragedPosDai * (pendingAccFundingFees - initialAccFundingFees);
31
- };
32
- exports.getFundingFee = getFundingFee;
33
- const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, context) => {
34
- const { pairParams, pairRolloverFees, currentBlock } = context;
35
- if (!currentBlock ||
36
- !openedAfterUpdate ||
37
- pairParams === undefined ||
38
- pairRolloverFees === undefined)
39
- return 0;
40
- const { accPerCollateral, lastUpdateBlock } = pairRolloverFees;
41
- const { rolloverFeePerBlockP } = pairParams;
42
- const pendingAccRolloverFees = accPerCollateral + (currentBlock - lastUpdateBlock) * rolloverFeePerBlockP;
43
- return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
44
- };
45
- exports.getRolloverFee = getRolloverFee;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
4
+ const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
5
+ if (posDai === undefined ||
6
+ leverage === undefined ||
7
+ pairIndex === undefined ||
8
+ pairFee === undefined) {
9
+ return 0;
10
+ }
11
+ const { closeFeeP, nftLimitOrderFeeP } = pairFee;
12
+ return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
13
+ };
14
+ exports.getClosingFee = getClosingFee;
15
+ const getFundingFee = (leveragedPosDai, initialAccFundingFees, buy, openedAfterUpdate, context) => {
16
+ const { pairParams, pairFundingFees, openInterest, currentBlock } = context;
17
+ if (!currentBlock ||
18
+ !openedAfterUpdate ||
19
+ pairParams === undefined ||
20
+ pairFundingFees === undefined ||
21
+ openInterest === undefined)
22
+ return 0;
23
+ const { accPerOiLong, accPerOiShort, lastUpdateBlock } = pairFundingFees;
24
+ const { fundingFeePerBlockP } = pairParams;
25
+ const { long: longOi, short: shortOi } = openInterest;
26
+ const fundingFeesPaidByLongs = (longOi - shortOi) * fundingFeePerBlockP * (currentBlock - lastUpdateBlock);
27
+ const pendingAccFundingFees = buy
28
+ ? accPerOiLong + fundingFeesPaidByLongs / longOi
29
+ : accPerOiShort + (fundingFeesPaidByLongs * -1) / shortOi;
30
+ return leveragedPosDai * (pendingAccFundingFees - initialAccFundingFees);
31
+ };
32
+ exports.getFundingFee = getFundingFee;
33
+ const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, context) => {
34
+ const { pairParams, pairRolloverFees, currentBlock } = context;
35
+ if (!currentBlock ||
36
+ !openedAfterUpdate ||
37
+ pairParams === undefined ||
38
+ pairRolloverFees === undefined)
39
+ return 0;
40
+ const { accPerCollateral, lastUpdateBlock } = pairRolloverFees;
41
+ const { rolloverFeePerBlockP } = pairParams;
42
+ const pendingAccRolloverFees = accPerCollateral + (currentBlock - lastUpdateBlock) * rolloverFeePerBlockP;
43
+ return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
44
+ };
45
+ exports.getRolloverFee = getRolloverFee;
@@ -1,2 +1,2 @@
1
- export * from "./fees";
2
- export * from "./pnl";
1
+ export * from "./fees";
2
+ export * from "./pnl";
@@ -1,18 +1,18 @@
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("./fees"), exports);
18
- __exportStar(require("./pnl"), 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
+ };
16
+ Object.defineProperty(exports, "__esModule", { value: true });
17
+ __exportStar(require("./fees"), exports);
18
+ __exportStar(require("./pnl"), exports);
@@ -1,7 +1,7 @@
1
- import { GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
2
- import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
3
- export type GetPnlContext = {
4
- fee: Fee | undefined;
5
- maxGainP: number | undefined;
6
- } & GetRolloverFeeContext & GetFundingFeeContext;
7
- export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
1
+ import { GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
2
+ import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
3
+ export type GetPnlContext = {
4
+ fee: Fee | undefined;
5
+ maxGainP: number | undefined;
6
+ } & GetRolloverFeeContext & GetFundingFeeContext;
7
+ 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
@@ -1,43 +1,43 @@
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, currentBlock, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, } = 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,
20
- pairParams,
21
- pairRolloverFees,
22
- });
23
- pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
24
- currentBlock,
25
- pairParams,
26
- pairFundingFees,
27
- openInterest,
28
- });
29
- }
30
- let pnlPercentage = (pnlDai / posDai) * 100;
31
- // Can be liquidated
32
- if (pnlPercentage <= -90) {
33
- pnlPercentage = -100;
34
- }
35
- else {
36
- pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
37
- pnlPercentage = (pnlDai / posDai) * 100;
38
- }
39
- pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
40
- pnlDai = (posDai * pnlPercentage) / 100;
41
- return [pnlDai, pnlPercentage];
42
- };
43
- 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, currentBlock, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, } = 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,
20
+ pairParams,
21
+ pairRolloverFees,
22
+ });
23
+ pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
24
+ currentBlock,
25
+ pairParams,
26
+ pairFundingFees,
27
+ openInterest,
28
+ });
29
+ }
30
+ let pnlPercentage = (pnlDai / posDai) * 100;
31
+ // Can be liquidated
32
+ if (pnlPercentage <= -90) {
33
+ pnlPercentage = -100;
34
+ }
35
+ else {
36
+ pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
37
+ pnlPercentage = (pnlDai / posDai) * 100;
38
+ }
39
+ pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
40
+ pnlDai = (posDai * pnlPercentage) / 100;
41
+ return [pnlDai, pnlPercentage];
42
+ };
43
+ exports.getPnl = getPnl;