@gainsnetwork/sdk 0.0.5-rc.2 → 0.0.5
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/contracts/addresses.d.ts +2 -2
- package/lib/contracts/addresses.js +15 -15
- package/lib/contracts/addresses.json +17 -17
- package/lib/contracts/index.d.ts +6 -6
- package/lib/contracts/index.js +30 -30
- package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -1911
- package/lib/contracts/types/generated/GFarmTradingStorageV5.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/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/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/index.d.ts +3 -3
- package/lib/contracts/types/generated/factories/index.js +12 -12
- package/lib/contracts/types/generated/index.d.ts +7 -7
- package/lib/contracts/types/generated/index.js +33 -33
- package/lib/contracts/types/index.d.ts +11 -11
- package/lib/contracts/types/index.js +2 -2
- package/lib/contracts/utils/index.d.ts +2 -2
- package/lib/contracts/utils/index.js +18 -18
- package/lib/contracts/utils/openTrades.d.ts +3 -3
- package/lib/contracts/utils/openTrades.js +116 -116
- package/lib/contracts/utils/pairs.d.ts +6 -6
- package/lib/contracts/utils/pairs.js +102 -102
- package/lib/index.d.ts +2 -3
- package/lib/index.js +18 -19
- package/lib/trade/fees.d.ts +15 -15
- package/lib/trade/fees.js +45 -45
- package/lib/trade/index.d.ts +2 -2
- package/lib/trade/index.js +18 -18
- package/lib/trade/pnl.d.ts +7 -7
- package/lib/trade/pnl.js +43 -43
- package/lib/trade/types.d.ts +143 -143
- package/lib/trade/types.js +8 -8
- package/package.json +103 -103
- package/lib/contracts/types/GFarmTradingStorageV5.d.ts +0 -1911
- package/lib/contracts/types/GFarmTradingStorageV5.js +0 -2
- package/lib/contracts/types/GNSPairInfosV6_1.d.ts +0 -911
- package/lib/contracts/types/GNSPairInfosV6_1.js +0 -2
- package/lib/contracts/types/GNSPairsStorageV6.d.ts +0 -660
- package/lib/contracts/types/GNSPairsStorageV6.js +0 -2
- package/lib/contracts/types/common.d.ts +0 -22
- package/lib/contracts/types/common.js +0 -2
- package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.d.ts +0 -83
- package/lib/contracts/types/factories/GFarmTradingStorageV5__factory.js +0 -2691
- package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.d.ts +0 -98
- package/lib/contracts/types/factories/GNSPairInfosV6_1__factory.js +0 -1485
- package/lib/contracts/types/factories/GNSPairsStorageV6__factory.d.ts +0 -117
- package/lib/contracts/types/factories/GNSPairsStorageV6__factory.js +0 -1265
- package/lib/contracts/types/factories/index.d.ts +0 -3
- package/lib/contracts/types/factories/index.js +0 -12
- package/lib/markets/crypto.d.ts +0 -1
- package/lib/markets/crypto.js +0 -6
- package/lib/markets/forex.d.ts +0 -1
- package/lib/markets/forex.js +0 -29
- package/lib/markets/index.d.ts +0 -3
- package/lib/markets/index.js +0 -19
- package/lib/markets/stocks.d.ts +0 -1
- package/lib/markets/stocks.js +0 -50
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@@ -1,102 +1,102 @@
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
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const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
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if (!contracts) {
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return [];
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}
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const { gnsPairsStorageV6: pairsStorageContract } = contracts;
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try {
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const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
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return pairs.map((pair, index) => {
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return {
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name: pair.from + "/" + pair.to,
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from: pair.from,
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to: pair.to,
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feeIndex: parseInt(pair.feeIndex.toString()),
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groupIndex: parseInt(pair.groupIndex.toString()),
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pairIndex: pairIxs[index],
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spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
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};
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});
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}
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catch (error) {
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchPairs = fetchPairs;
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const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
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if (!contracts) {
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return [];
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}
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const { gnsPairInfosV6_1: pairInfosContract } = contracts;
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try {
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const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
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return pairParams.map((pair) => {
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return {
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onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
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onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
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rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
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fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
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};
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});
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}
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catch (error) {
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchPairsParams = fetchPairsParams;
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const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
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if (!contracts) {
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return [];
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}
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const { gnsPairInfosV6_1: pairInfosContract } = contracts;
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try {
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const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
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return pairsRolloverFees.map((pairData) => {
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return {
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accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
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lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
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};
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});
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}
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catch (error) {
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
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const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
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return [];
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}
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const { gnsPairsStorageV6: pairsStorageContract } = contracts;
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try {
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const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
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return fees.map((fee) => {
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return {
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closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
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minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
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nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
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openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
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referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
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};
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});
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}
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchFees = fetchFees;
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.fetchFees = exports.fetchPairsRolloverFees = exports.fetchPairsParams = exports.fetchPairs = void 0;
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const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
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if (!contracts) {
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return [];
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const { gnsPairsStorageV6: pairsStorageContract } = contracts;
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try {
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const pairs = yield Promise.all(pairIxs.map((pairIndex) => pairsStorageContract.pairs(pairIndex)));
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return pairs.map((pair, index) => {
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return {
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name: pair.from + "/" + pair.to,
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from: pair.from,
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to: pair.to,
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feeIndex: parseInt(pair.feeIndex.toString()),
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groupIndex: parseInt(pair.groupIndex.toString()),
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pairIndex: pairIxs[index],
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spreadP: parseFloat(pair.spreadP.toString()) / 1e12,
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};
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});
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}
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchPairs = fetchPairs;
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const fetchPairsParams = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
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return [];
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}
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const { gnsPairInfosV6_1: pairInfosContract } = contracts;
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try {
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const pairParams = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairParams(pairIndex)));
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return pairParams.map((pair) => {
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onePercentDepthAbove: parseFloat(pair.onePercentDepthAbove.toString()),
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onePercentDepthBelow: parseFloat(pair.onePercentDepthBelow.toString()),
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rolloverFeePerBlockP: parseFloat(pair.rolloverFeePerBlockP.toString()) / 1e12,
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fundingFeePerBlockP: parseFloat(pair.fundingFeePerBlockP.toString()) / 1e12,
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};
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});
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}
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catch (error) {
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchPairsParams = fetchPairsParams;
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const fetchPairsRolloverFees = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
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return [];
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}
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const { gnsPairInfosV6_1: pairInfosContract } = contracts;
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try {
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const pairsRolloverFees = yield Promise.all(pairIxs.map((pairIndex) => pairInfosContract.pairRolloverFees(pairIndex)));
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return pairsRolloverFees.map((pairData) => {
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return {
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accPerCollateral: parseFloat(pairData.accPerCollateral.toString()) / 1e18,
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lastUpdateBlock: parseInt(pairData.lastUpdateBlock.toString()),
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};
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});
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}
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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});
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exports.fetchPairsRolloverFees = fetchPairsRolloverFees;
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const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
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}
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const { gnsPairsStorageV6: pairsStorageContract } = contracts;
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try {
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const fees = yield Promise.all(feeIxs.map((pairIndex) => pairsStorageContract.fees(pairIndex)));
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return fees.map((fee) => {
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return {
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closeFeeP: parseFloat(fee.closeFeeP.toString()) / 1e12,
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minLevPosDai: parseFloat(fee.minLevPosDai.toString()) / 1e12,
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nftLimitOrderFeeP: parseFloat(fee.nftLimitOrderFeeP.toString()) / 1e12,
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openFeeP: parseFloat(fee.openFeeP.toString()) / 1e12,
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referralFeeP: parseFloat(fee.referralFeeP.toString()) / 1e12,
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};
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});
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}
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catch (error) {
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console.error(`Unexpected error while fetching pairs!`);
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throw error;
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}
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});
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exports.fetchFees = fetchFees;
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package/lib/index.d.ts
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export * from "./trade";
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export * from "./contracts";
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export * from "./markets";
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export * from "./trade";
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export * from "./contracts";
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package/lib/index.js
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var __exportStar = (this && this.__exportStar) || function(m, exports) {
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__exportStar(require("./trade"), exports);
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__exportStar(require("./contracts"), exports);
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__exportStar(require("./markets"), exports);
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"use strict";
|
|
2
|
+
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
|
|
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|
+
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
|
+
}
|
|
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) {
|
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14
|
+
for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
|
|
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|
+
};
|
|
16
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
17
|
+
__exportStar(require("./trade"), exports);
|
|
18
|
+
__exportStar(require("./contracts"), exports);
|
package/lib/trade/fees.d.ts
CHANGED
|
@@ -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;
|
package/lib/trade/index.d.ts
CHANGED
|
@@ -1,2 +1,2 @@
|
|
|
1
|
-
export * from "./fees";
|
|
2
|
-
export * from "./pnl";
|
|
1
|
+
export * from "./fees";
|
|
2
|
+
export * from "./pnl";
|
package/lib/trade/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("./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);
|
package/lib/trade/pnl.d.ts
CHANGED
|
@@ -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;
|