@gainsnetwork/sdk 0.0.40 → 0.0.41-rc2

package/lib/trade/liquidation.d.ts

@@ -1,7 +1,7 @@
-import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
-import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
-export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
-    currentBlock: number;
-    currentL1Block: number;
-};
-export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;
+import { GetFundingFeeContext, GetRolloverFeeContext, GetBorrowingFeeContext } from "./fees";
+import { Trade, TradeInfo, TradeInitialAccFees } from "./types";
+export type GetLiqPriceContext = GetFundingFeeContext & GetRolloverFeeContext & GetBorrowingFeeContext & {
+    currentBlock: number;
+    currentL1Block: number;
+};
+export declare const getLiquidationPrice: (trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, context: GetLiqPriceContext) => number;

package/lib/trade/liquidation.js

@@ -1,18 +1,18 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getLiquidationPrice = void 0;
-const fees_1 = require("./fees");
-const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
-    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
-    const liqPriceDistance = (trade.openPrice *
-        (posDai * 0.9 -
-            (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
-            (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context) -
-            (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })))) /
-        posDai /
-        trade.leverage;
-    return trade.buy
-        ? Math.max(trade.openPrice - liqPriceDistance, 0)
-        : Math.max(trade.openPrice + liqPriceDistance, 0);
-};
-exports.getLiquidationPrice = getLiquidationPrice;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getLiquidationPrice = void 0;
+const fees_1 = require("./fees");
+const getLiquidationPrice = (trade, tradeInfo, initialAccFees, context) => {
+    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
+    const liqPriceDistance = (trade.openPrice *
+        (posDai * 0.9 -
+            (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })) -
+            (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context) -
+            (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, Object.assign(Object.assign({}, context), { currentBlock: context.currentL1Block })))) /
+        posDai /
+        trade.leverage;
+    return trade.buy
+        ? Math.max(trade.openPrice - liqPriceDistance, 0)
+        : Math.max(trade.openPrice + liqPriceDistance, 0);
+};
+exports.getLiquidationPrice = getLiquidationPrice;

package/lib/trade/oiWindows.d.ts

@@ -0,0 +1,3 @@
+import { OiWindows, OiWindowsSettings } from "@/trade/types";
+export declare const getCurrentOiWindowId: (oiWindowSettings: OiWindowsSettings) => number;
+export declare const getActiveOi: (currentOiWindowId: number, windowsCount: number, oiWindows: OiWindows | undefined, buy: boolean) => number;

package/lib/trade/oiWindows.js

@@ -0,0 +1,19 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getActiveOi = exports.getCurrentOiWindowId = void 0;
+const getCurrentOiWindowId = (oiWindowSettings) => {
+    return Math.floor((Math.floor(Date.now() / 1000) - oiWindowSettings.startTs) /
+        oiWindowSettings.windowsDuration);
+};
+exports.getCurrentOiWindowId = getCurrentOiWindowId;
+const getActiveOi = (currentOiWindowId, windowsCount, oiWindows, buy) => {
+    var _a, _b;
+    if (oiWindows === undefined)
+        return 0;
+    let activeOi = 0;
+    for (let id = currentOiWindowId - windowsCount; id <= currentOiWindowId; id++) {
+        activeOi += (buy ? (_a = oiWindows === null || oiWindows === void 0 ? void 0 : oiWindows[id]) === null || _a === void 0 ? void 0 : _a.long : (_b = oiWindows === null || oiWindows === void 0 ? void 0 : oiWindows[id]) === null || _b === void 0 ? void 0 : _b.short) || 0;
+    }
+    return activeOi;
+};
+exports.getActiveOi = getActiveOi;

package/lib/trade/openLimitOrder.d.ts

@@ -1,2 +1,2 @@
-import { LimitOrder, OpenInterest, Pair, PairParams } from "./types";
-export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest) => number;
+import { LimitOrder, OpenInterest, Pair, PairParams, OiWindowsSettings, OiWindows } from "./types";
+export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairParams: PairParams, openInterest: OpenInterest, oiWindowsSettings?: OiWindowsSettings, oiWindows?: OiWindows) => number;

package/lib/trade/openLimitOrder.js

@@ -1,24 +1,24 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFulfillmentPrice = void 0;
-const spread_1 = require("./spread");
-const types_1 = require("./types");
-const getFulfillmentPrice = (order, pair, pairParams, openInterest) => {
-    if (!order || !pair) {
-        return 0;
-    }
-    // Get spread percentage
-    const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
-    const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest);
-    if (spreadWithPriceImpactP === 0) {
-        return 0;
-    }
-    const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
-        (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
-        ? order.maxPrice
-        : order.minPrice;
-    return order.buy
-        ? askingPrice * (1 + spreadWithPriceImpactP)
-        : askingPrice * (1 - spreadWithPriceImpactP);
-};
-exports.getFulfillmentPrice = getFulfillmentPrice;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getFulfillmentPrice = void 0;
+const spread_1 = require("./spread");
+const types_1 = require("./types");
+const getFulfillmentPrice = (order, pair, pairParams, openInterest, oiWindowsSettings, oiWindows) => {
+    if (!order || !pair) {
+        return 0;
+    }
+    // Get spread percentage
+    const baseSpreadP = (0, spread_1.getBaseSpreadP)(pair.spreadP, order.spreadReductionP);
+    const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(baseSpreadP, order.buy, order.positionSize, order.leverage, pairParams, openInterest, oiWindowsSettings, oiWindows);
+    if (spreadWithPriceImpactP === 0) {
+        return 0;
+    }
+    const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
+        (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
+        ? order.maxPrice
+        : order.minPrice;
+    return order.buy
+        ? askingPrice * (1 + spreadWithPriceImpactP)
+        : askingPrice * (1 - spreadWithPriceImpactP);
+};
+exports.getFulfillmentPrice = getFulfillmentPrice;

package/lib/trade/pnl.d.ts

@@ -1,9 +1,9 @@
-import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
-import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
-export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
-    currentBlock: number;
-    currentL1Block: number;
-    fee: Fee | undefined;
-    maxGainP: number | undefined;
-};
-export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
+import { GetBorrowingFeeContext, GetFundingFeeContext, GetRolloverFeeContext } from "./fees";
+import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
+export type GetPnlContext = GetRolloverFeeContext & GetFundingFeeContext & GetBorrowingFeeContext & {
+    currentBlock: number;
+    currentL1Block: number;
+    fee: Fee | undefined;
+    maxGainP: number | undefined;
+};
+export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -1,44 +1,44 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPnl = void 0;
-const fees_1 = require("./fees");
-const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
-    if (!price) {
-        return;
-    }
-    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
-    const { openPrice, leverage } = trade;
-    const { maxGainP, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, currentL1Block, } = context;
-    const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
-    let pnlDai = trade.buy
-        ? ((price - openPrice) / openPrice) * leverage * posDai
-        : ((openPrice - price) / openPrice) * leverage * posDai;
-    pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
-    if (useFees) {
-        pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
-            currentBlock: currentL1Block,
-            pairParams,
-            pairRolloverFees,
-        });
-        pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
-            currentBlock: currentL1Block,
-            pairParams,
-            pairFundingFees,
-            openInterest,
-        });
-        pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
-    }
-    let pnlPercentage = (pnlDai / posDai) * 100;
-    // Can be liquidated
-    if (pnlPercentage <= -90) {
-        pnlPercentage = -100;
-    }
-    else {
-        pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
-        pnlPercentage = (pnlDai / posDai) * 100;
-    }
-    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
-    pnlDai = (posDai * pnlPercentage) / 100;
-    return [pnlDai, pnlPercentage];
-};
-exports.getPnl = getPnl;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPnl = void 0;
+const fees_1 = require("./fees");
+const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
+    if (!price) {
+        return;
+    }
+    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
+    const { openPrice, leverage } = trade;
+    const { maxGainP, pairParams, pairRolloverFees, pairFundingFees, openInterest, fee, currentL1Block, } = context;
+    const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
+    let pnlDai = trade.buy
+        ? ((price - openPrice) / openPrice) * leverage * posDai
+        : ((openPrice - price) / openPrice) * leverage * posDai;
+    pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
+    if (useFees) {
+        pnlDai -= (0, fees_1.getRolloverFee)(posDai, initialAccFees.rollover, initialAccFees.openedAfterUpdate, {
+            currentBlock: currentL1Block,
+            pairParams,
+            pairRolloverFees,
+        });
+        pnlDai -= (0, fees_1.getFundingFee)(posDai * trade.leverage, initialAccFees.funding, trade.buy, initialAccFees.openedAfterUpdate, {
+            currentBlock: currentL1Block,
+            pairParams,
+            pairFundingFees,
+            openInterest,
+        });
+        pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
+    }
+    let pnlPercentage = (pnlDai / posDai) * 100;
+    // Can be liquidated
+    if (pnlPercentage <= -90) {
+        pnlPercentage = -100;
+    }
+    else {
+        pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
+        pnlPercentage = (pnlDai / posDai) * 100;
+    }
+    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
+    pnlDai = (posDai * pnlPercentage) / 100;
+    return [pnlDai, pnlPercentage];
+};
+exports.getPnl = getPnl;

package/lib/trade/spread.d.ts

@@ -1,3 +1,3 @@
-import { OpenInterest, PairParams } from "./types";
-export declare const getBaseSpreadP: (pairSpreadP: number | undefined, spreadReductionP: number | undefined) => number;
-export declare const getSpreadWithPriceImpactP: (baseSpreadP: number, buy: boolean, collateral: number, leverage: number, pairParams: PairParams | undefined, openInterest: OpenInterest | undefined) => number;
+import { OiWindows, OiWindowsSettings, OpenInterest, PairParams } from "./types";
+export declare const getBaseSpreadP: (pairSpreadP: number | undefined, spreadReductionP: number | undefined) => number;
+export declare const getSpreadWithPriceImpactP: (baseSpreadP: number, buy: boolean, collateral: number, leverage: number, pairParams: PairParams | undefined, openInterest: OpenInterest | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined) => number;

package/lib/trade/spread.js

@@ -1,30 +1,32 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadWithPriceImpactP = exports.getBaseSpreadP = void 0;
-const getBaseSpreadP = (pairSpreadP, spreadReductionP) => {
-    if (!pairSpreadP) {
-        return 0;
-    }
-    if (!spreadReductionP) {
-        return pairSpreadP;
-    }
-    return (pairSpreadP * (100 - spreadReductionP)) / 100;
-};
-exports.getBaseSpreadP = getBaseSpreadP;
-const getSpreadWithPriceImpactP = (baseSpreadP, buy, collateral, leverage, pairParams, openInterest) => {
-    if (baseSpreadP === undefined) {
-        return 0;
-    }
-    const onePercentDepth = buy
-        ? pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthAbove
-        : pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthBelow;
-    const existingOi = buy ? openInterest === null || openInterest === void 0 ? void 0 : openInterest.long : openInterest === null || openInterest === void 0 ? void 0 : openInterest.short;
-    if (!onePercentDepth ||
-        existingOi === undefined ||
-        collateral === undefined) {
-        return baseSpreadP;
-    }
-    return (baseSpreadP +
-        (existingOi + (collateral * leverage) / 2) / onePercentDepth / 100);
-};
-exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSpreadWithPriceImpactP = exports.getBaseSpreadP = void 0;
+const oiWindows_1 = require("./oiWindows");
+const getBaseSpreadP = (pairSpreadP, spreadReductionP) => {
+    if (!pairSpreadP) {
+        return 0;
+    }
+    if (!spreadReductionP) {
+        return pairSpreadP;
+    }
+    return (pairSpreadP * (100 - spreadReductionP)) / 100;
+};
+exports.getBaseSpreadP = getBaseSpreadP;
+const getSpreadWithPriceImpactP = (baseSpreadP, buy, collateral, leverage, pairParams, openInterest, oiWindowsSettings, oiWindows) => {
+    if (baseSpreadP === undefined) {
+        return 0;
+    }
+    const onePercentDepth = buy
+        ? pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthAbove
+        : pairParams === null || pairParams === void 0 ? void 0 : pairParams.onePercentDepthBelow;
+    let activeOi = buy ? openInterest === null || openInterest === void 0 ? void 0 : openInterest.long : openInterest === null || openInterest === void 0 ? void 0 : openInterest.short;
+    if (oiWindowsSettings !== undefined && (oiWindowsSettings === null || oiWindowsSettings === void 0 ? void 0 : oiWindowsSettings.windowsCount) > 0) {
+        activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(oiWindowsSettings), oiWindowsSettings.windowsCount, oiWindows, buy);
+    }
+    if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
+        return baseSpreadP;
+    }
+    return (baseSpreadP +
+        (activeOi + (collateral * leverage) / 2) / onePercentDepth / 100);
+};
+exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;