@gainsnetwork/sdk 0.0.51-multi-collat-rc4 → 0.0.52

package/lib/trade/fees/borrowing/index.d.ts

@@ -1,55 +1,55 @@
-import { OpenInterest } from "../../types";
-import * as BorrowingFee from "./types";
-export type GetBorrowingFeeContext = {
-    currentBlock: number;
-    groups: BorrowingFee.Group[];
-    pairs: BorrowingFee.Pair[];
-    openInterest: OpenInterest;
-};
-export declare const getBorrowingFee: (posDai: number, pairIndex: number, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
-export declare const withinMaxGroupOi: (pairIndex: number, long: boolean, positionSizeDai: number, context: {
-    groups: BorrowingFee.Group[];
-    pairs: BorrowingFee.Pair[];
-}) => boolean;
-export declare const borrowingFeeUtils: {
-    getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: number, long: boolean, context: GetBorrowingFeeContext) => {
-        deltaGroup: number;
-        deltaPair: number;
-        beforeTradeOpen: boolean;
-    };
-    getPairPendingAccFees: (pairIndex: number, currentBlock: number, context: {
-        pairs: BorrowingFee.Pair[];
-        openInterest: OpenInterest;
-    }) => {
-        accFeeLong: number;
-        accFeeShort: number;
-        delta: number;
-    };
-    getPairPendingAccFee: (pairIndex: number, currentBlock: number, long: boolean, context: {
-        pairs: BorrowingFee.Pair[];
-        openInterest: OpenInterest;
-    }) => number;
-    getGroupPendingAccFees: (groupIndex: number, currentBlock: number, context: {
-        groups: BorrowingFee.Group[];
-    }) => {
-        accFeeLong: number;
-        accFeeShort: number;
-        delta: number;
-    };
-    getGroupPendingAccFee: (groupIndex: number, currentBlock: number, long: boolean, context: {
-        groups: BorrowingFee.Group[];
-    }) => number;
-    getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: number) => {
-        accFeeLong: number;
-        accFeeShort: number;
-        delta: number;
-    };
-    getActivePairFeePerBlock: (pair: BorrowingFee.Pair, openInterest: OpenInterest) => number;
-    getActiveGroupFeePerBlock: (group: BorrowingFee.Group) => number;
-    getActiveFeePerBlock: (pair: BorrowingFee.Pair, group: BorrowingFee.Group | undefined, pairOpenInterest: OpenInterest) => number;
-    getPairGroupIndex: (pairIndex: number, context: {
-        pairs: BorrowingFee.Pair[];
-    }) => number;
-};
-export * as BorrowingFee from "./types";
-export * from "./converter";
+import { OpenInterest } from "../../types";
+import * as BorrowingFee from "./types";
+export type GetBorrowingFeeContext = {
+    currentBlock: number;
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+    openInterest: OpenInterest;
+};
+export declare const getBorrowingFee: (posDai: number, pairIndex: number, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+export declare const withinMaxGroupOi: (pairIndex: number, long: boolean, positionSizeDai: number, context: {
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+}) => boolean;
+export declare const borrowingFeeUtils: {
+    getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: number, long: boolean, context: GetBorrowingFeeContext) => {
+        deltaGroup: number;
+        deltaPair: number;
+        beforeTradeOpen: boolean;
+    };
+    getPairPendingAccFees: (pairIndex: number, currentBlock: number, context: {
+        pairs: BorrowingFee.Pair[];
+        openInterest: OpenInterest;
+    }) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getPairPendingAccFee: (pairIndex: number, currentBlock: number, long: boolean, context: {
+        pairs: BorrowingFee.Pair[];
+        openInterest: OpenInterest;
+    }) => number;
+    getGroupPendingAccFees: (groupIndex: number, currentBlock: number, context: {
+        groups: BorrowingFee.Group[];
+    }) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getGroupPendingAccFee: (groupIndex: number, currentBlock: number, long: boolean, context: {
+        groups: BorrowingFee.Group[];
+    }) => number;
+    getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: number) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getActivePairFeePerBlock: (pair: BorrowingFee.Pair, openInterest: OpenInterest) => number;
+    getActiveGroupFeePerBlock: (group: BorrowingFee.Group) => number;
+    getActiveFeePerBlock: (pair: BorrowingFee.Pair, group: BorrowingFee.Group | undefined, pairOpenInterest: OpenInterest) => number;
+    getPairGroupIndex: (pairIndex: number, context: {
+        pairs: BorrowingFee.Pair[];
+    }) => number;
+};
+export * as BorrowingFee from "./types";
+export * from "./converter";

package/lib/trade/fees/borrowing/index.js

@@ -1,171 +1,171 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || function (mod) {
-    if (mod && mod.__esModule) return mod;
-    var result = {};
-    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
-    __setModuleDefault(result, mod);
-    return result;
-};
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = exports.getBorrowingFee = void 0;
-const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
-    if (!context.groups ||
-        !context.pairs ||
-        !context.openInterest ||
-        !context.pairs[pairIndex]) {
-        return 0;
-    }
-    const { pairs } = context;
-    const pairGroups = pairs[pairIndex].groups;
-    const firstPairGroup = (pairGroups === null || pairGroups === void 0 ? void 0 : pairGroups.length) > 0 ? pairGroups[0] : undefined;
-    let fee = 0;
-    if (!firstPairGroup || firstPairGroup.block > initialAccFees.block) {
-        fee =
-            (!firstPairGroup
-                ? getPairPendingAccFee(pairIndex, context.currentBlock, long, context)
-                : long
-                    ? firstPairGroup.pairAccFeeLong
-                    : firstPairGroup.pairAccFeeShort) - initialAccFees.accPairFee;
-    }
-    for (let i = pairGroups.length; i > 0; i--) {
-        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, context);
-        fee += Math.max(deltaGroup, deltaPair);
-        if (beforeTradeOpen) {
-            break;
-        }
-    }
-    return (posDai * fee) / 100;
-};
-exports.getBorrowingFee = getBorrowingFee;
-const withinMaxGroupOi = (pairIndex, long, positionSizeDai, context) => {
-    const { groups, pairs } = context;
-    if (!groups || !pairs) {
-        return false;
-    }
-    const g = groups[getPairGroupIndex(pairIndex, { pairs })];
-    return (g.maxOi == 0 || (long ? g.oiLong : g.oiShort) + positionSizeDai <= g.maxOi);
-};
-exports.withinMaxGroupOi = withinMaxGroupOi;
-const getPairGroupIndex = (pairIndex, context) => {
-    const { pairs } = context;
-    if (!pairs[pairIndex]) {
-        return 0;
-    }
-    const pairGroups = pairs[pairIndex].groups;
-    return pairGroups.length == 0 ? 0 : pairGroups[0].groupIndex;
-};
-const getPairPendingAccFees = (pairIndex, currentBlock, context) => {
-    const { pairs, openInterest: { long, short }, } = context;
-    const pair = pairs[pairIndex];
-    return getPendingAccFees(pair.accFeeLong, pair.accFeeShort, long, short, pair.feePerBlock, currentBlock, pair.accLastUpdatedBlock, pair.maxOi, pair.feeExponent);
-};
-const getPairPendingAccFee = (pairIndex, currentBlock, long, context) => {
-    const { accFeeLong, accFeeShort } = getPairPendingAccFees(pairIndex, currentBlock, context);
-    return long ? accFeeLong : accFeeShort;
-};
-const getGroupPendingAccFees = (groupIndex, currentBlock, context) => {
-    const { groups } = context;
-    const group = groups[groupIndex];
-    return getPendingAccFees(group.accFeeLong, group.accFeeShort, group.oiLong, group.oiShort, group.feePerBlock, currentBlock, group.accLastUpdatedBlock, group.maxOi, group.feeExponent);
-};
-const getGroupPendingAccFee = (groupIndex, currentBlock, long, context) => {
-    const { accFeeLong, accFeeShort } = getGroupPendingAccFees(groupIndex, currentBlock, context);
-    return long ? accFeeLong : accFeeShort;
-};
-const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long, context) => {
-    const group = pairGroups[i];
-    const beforeTradeOpen = group.block < initialFees.block;
-    let deltaGroup, deltaPair;
-    if (i == pairGroups.length - 1) {
-        const { currentBlock, groups, pairs, openInterest } = context;
-        deltaGroup = getGroupPendingAccFee(group.groupIndex, currentBlock, long, {
-            groups,
-        });
-        deltaPair = getPairPendingAccFee(pairIndex, currentBlock, long, {
-            pairs,
-            openInterest: openInterest,
-        });
-    }
-    else {
-        const nextGroup = pairGroups[i + 1];
-        if (beforeTradeOpen && nextGroup.block <= initialFees.block) {
-            return { deltaGroup: 0, deltaPair: 0, beforeTradeOpen };
-        }
-        deltaGroup = long
-            ? nextGroup.prevGroupAccFeeLong
-            : nextGroup.prevGroupAccFeeShort;
-        deltaPair = long ? nextGroup.pairAccFeeLong : nextGroup.pairAccFeeShort;
-    }
-    if (beforeTradeOpen) {
-        deltaGroup -= initialFees.accGroupFee;
-        deltaPair -= initialFees.accPairFee;
-    }
-    else {
-        deltaGroup -= long ? group.initialAccFeeLong : group.initialAccFeeShort;
-        deltaPair -= long ? group.pairAccFeeLong : group.pairAccFeeShort;
-    }
-    return { deltaGroup, deltaPair, beforeTradeOpen };
-};
-const getPendingAccFees = (accFeeLong, accFeeShort, oiLong, oiShort, feePerBlock, currentBlock, accLastUpdatedBlock, maxOi, feeExponent) => {
-    const moreShorts = oiLong < oiShort;
-    const netOi = Math.abs(oiLong - oiShort);
-    const delta = maxOi > 0 && feeExponent > 0
-        ? feePerBlock *
-            (currentBlock - accLastUpdatedBlock) *
-            Math.pow((netOi / maxOi), feeExponent)
-        : 0;
-    const newAccFeeLong = moreShorts ? accFeeLong : accFeeLong + delta;
-    const newAccFeeShort = moreShorts ? accFeeShort + delta : accFeeShort;
-    return { accFeeLong: newAccFeeLong, accFeeShort: newAccFeeShort, delta };
-};
-const getActivePairFeePerBlock = (pair, openInterest) => {
-    const { long, short } = openInterest;
-    const netOi = Math.abs(long - short);
-    return pair.feePerBlock * Math.pow((netOi / pair.maxOi), pair.feeExponent);
-};
-const getActiveGroupFeePerBlock = (group) => {
-    const { oiLong, oiShort } = group;
-    const netOi = Math.abs(oiLong - oiShort);
-    return group.feePerBlock * Math.pow((netOi / group.maxOi), group.feeExponent);
-};
-const getActiveFeePerBlock = (pair, group, pairOpenInterest) => {
-    const pairFeePerBlock = getActivePairFeePerBlock(pair, pairOpenInterest);
-    if (!group) {
-        return pairFeePerBlock;
-    }
-    const groupFeePerBlock = getActiveGroupFeePerBlock(group);
-    return Math.max(pairFeePerBlock, groupFeePerBlock);
-};
-exports.borrowingFeeUtils = {
-    getPairGroupAccFeesDeltas,
-    getPairPendingAccFees,
-    getPairPendingAccFee,
-    getGroupPendingAccFees,
-    getGroupPendingAccFee,
-    getPendingAccFees,
-    getActivePairFeePerBlock,
-    getActiveGroupFeePerBlock,
-    getActiveFeePerBlock,
-    getPairGroupIndex,
-};
-exports.BorrowingFee = __importStar(require("./types"));
-__exportStar(require("./converter"), exports);
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = exports.getBorrowingFee = void 0;
+const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
+    if (!context.groups ||
+        !context.pairs ||
+        !context.openInterest ||
+        !context.pairs[pairIndex]) {
+        return 0;
+    }
+    const { pairs } = context;
+    const pairGroups = pairs[pairIndex].groups;
+    const firstPairGroup = (pairGroups === null || pairGroups === void 0 ? void 0 : pairGroups.length) > 0 ? pairGroups[0] : undefined;
+    let fee = 0;
+    if (!firstPairGroup || firstPairGroup.block > initialAccFees.block) {
+        fee =
+            (!firstPairGroup
+                ? getPairPendingAccFee(pairIndex, context.currentBlock, long, context)
+                : long
+                    ? firstPairGroup.pairAccFeeLong
+                    : firstPairGroup.pairAccFeeShort) - initialAccFees.accPairFee;
+    }
+    for (let i = pairGroups.length; i > 0; i--) {
+        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, context);
+        fee += Math.max(deltaGroup, deltaPair);
+        if (beforeTradeOpen) {
+            break;
+        }
+    }
+    return (posDai * fee) / 100;
+};
+exports.getBorrowingFee = getBorrowingFee;
+const withinMaxGroupOi = (pairIndex, long, positionSizeDai, context) => {
+    const { groups, pairs } = context;
+    if (!groups || !pairs) {
+        return false;
+    }
+    const g = groups[getPairGroupIndex(pairIndex, { pairs })];
+    return (g.maxOi == 0 || (long ? g.oiLong : g.oiShort) + positionSizeDai <= g.maxOi);
+};
+exports.withinMaxGroupOi = withinMaxGroupOi;
+const getPairGroupIndex = (pairIndex, context) => {
+    const { pairs } = context;
+    if (!pairs[pairIndex]) {
+        return 0;
+    }
+    const pairGroups = pairs[pairIndex].groups;
+    return pairGroups.length == 0 ? 0 : pairGroups[0].groupIndex;
+};
+const getPairPendingAccFees = (pairIndex, currentBlock, context) => {
+    const { pairs, openInterest: { long, short }, } = context;
+    const pair = pairs[pairIndex];
+    return getPendingAccFees(pair.accFeeLong, pair.accFeeShort, long, short, pair.feePerBlock, currentBlock, pair.accLastUpdatedBlock, pair.maxOi, pair.feeExponent);
+};
+const getPairPendingAccFee = (pairIndex, currentBlock, long, context) => {
+    const { accFeeLong, accFeeShort } = getPairPendingAccFees(pairIndex, currentBlock, context);
+    return long ? accFeeLong : accFeeShort;
+};
+const getGroupPendingAccFees = (groupIndex, currentBlock, context) => {
+    const { groups } = context;
+    const group = groups[groupIndex];
+    return getPendingAccFees(group.accFeeLong, group.accFeeShort, group.oiLong, group.oiShort, group.feePerBlock, currentBlock, group.accLastUpdatedBlock, group.maxOi, group.feeExponent);
+};
+const getGroupPendingAccFee = (groupIndex, currentBlock, long, context) => {
+    const { accFeeLong, accFeeShort } = getGroupPendingAccFees(groupIndex, currentBlock, context);
+    return long ? accFeeLong : accFeeShort;
+};
+const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long, context) => {
+    const group = pairGroups[i];
+    const beforeTradeOpen = group.block < initialFees.block;
+    let deltaGroup, deltaPair;
+    if (i == pairGroups.length - 1) {
+        const { currentBlock, groups, pairs, openInterest } = context;
+        deltaGroup = getGroupPendingAccFee(group.groupIndex, currentBlock, long, {
+            groups,
+        });
+        deltaPair = getPairPendingAccFee(pairIndex, currentBlock, long, {
+            pairs,
+            openInterest: openInterest,
+        });
+    }
+    else {
+        const nextGroup = pairGroups[i + 1];
+        if (beforeTradeOpen && nextGroup.block <= initialFees.block) {
+            return { deltaGroup: 0, deltaPair: 0, beforeTradeOpen };
+        }
+        deltaGroup = long
+            ? nextGroup.prevGroupAccFeeLong
+            : nextGroup.prevGroupAccFeeShort;
+        deltaPair = long ? nextGroup.pairAccFeeLong : nextGroup.pairAccFeeShort;
+    }
+    if (beforeTradeOpen) {
+        deltaGroup -= initialFees.accGroupFee;
+        deltaPair -= initialFees.accPairFee;
+    }
+    else {
+        deltaGroup -= long ? group.initialAccFeeLong : group.initialAccFeeShort;
+        deltaPair -= long ? group.pairAccFeeLong : group.pairAccFeeShort;
+    }
+    return { deltaGroup, deltaPair, beforeTradeOpen };
+};
+const getPendingAccFees = (accFeeLong, accFeeShort, oiLong, oiShort, feePerBlock, currentBlock, accLastUpdatedBlock, maxOi, feeExponent) => {
+    const moreShorts = oiLong < oiShort;
+    const netOi = Math.abs(oiLong - oiShort);
+    const delta = maxOi > 0 && feeExponent > 0
+        ? feePerBlock *
+            (currentBlock - accLastUpdatedBlock) *
+            Math.pow((netOi / maxOi), feeExponent)
+        : 0;
+    const newAccFeeLong = moreShorts ? accFeeLong : accFeeLong + delta;
+    const newAccFeeShort = moreShorts ? accFeeShort + delta : accFeeShort;
+    return { accFeeLong: newAccFeeLong, accFeeShort: newAccFeeShort, delta };
+};
+const getActivePairFeePerBlock = (pair, openInterest) => {
+    const { long, short } = openInterest;
+    const netOi = Math.abs(long - short);
+    return pair.feePerBlock * Math.pow((netOi / pair.maxOi), pair.feeExponent);
+};
+const getActiveGroupFeePerBlock = (group) => {
+    const { oiLong, oiShort } = group;
+    const netOi = Math.abs(oiLong - oiShort);
+    return group.feePerBlock * Math.pow((netOi / group.maxOi), group.feeExponent);
+};
+const getActiveFeePerBlock = (pair, group, pairOpenInterest) => {
+    const pairFeePerBlock = getActivePairFeePerBlock(pair, pairOpenInterest);
+    if (!group) {
+        return pairFeePerBlock;
+    }
+    const groupFeePerBlock = getActiveGroupFeePerBlock(group);
+    return Math.max(pairFeePerBlock, groupFeePerBlock);
+};
+exports.borrowingFeeUtils = {
+    getPairGroupAccFeesDeltas,
+    getPairPendingAccFees,
+    getPairPendingAccFee,
+    getGroupPendingAccFees,
+    getGroupPendingAccFee,
+    getPendingAccFees,
+    getActivePairFeePerBlock,
+    getActiveGroupFeePerBlock,
+    getActiveFeePerBlock,
+    getPairGroupIndex,
+};
+exports.BorrowingFee = __importStar(require("./types"));
+__exportStar(require("./converter"), exports);

package/lib/trade/fees/borrowing/types.d.ts

@@ -1,36 +1,36 @@
-export type PairGroup = {
-    groupIndex: number;
-    initialAccFeeLong: number;
-    initialAccFeeShort: number;
-    prevGroupAccFeeLong: number;
-    prevGroupAccFeeShort: number;
-    pairAccFeeLong: number;
-    pairAccFeeShort: number;
-    block: number;
-};
-export type Pair = {
-    groups: PairGroup[];
-    feePerBlock: number;
-    accFeeLong: number;
-    accFeeShort: number;
-    accLastUpdatedBlock: number;
-    maxOi: number;
-    lastAccBlockWeightedMarketCap: number;
-    feeExponent: number;
-};
-export type Group = {
-    oiLong: number;
-    oiShort: number;
-    feePerBlock: number;
-    accFeeLong: number;
-    accFeeShort: number;
-    accLastUpdatedBlock: number;
-    maxOi: number;
-    lastAccBlockWeightedMarketCap: number;
-    feeExponent: number;
-};
-export type InitialAccFees = {
-    accPairFee: number;
-    accGroupFee: number;
-    block: number;
-};
+export type PairGroup = {
+    groupIndex: number;
+    initialAccFeeLong: number;
+    initialAccFeeShort: number;
+    prevGroupAccFeeLong: number;
+    prevGroupAccFeeShort: number;
+    pairAccFeeLong: number;
+    pairAccFeeShort: number;
+    block: number;
+};
+export type Pair = {
+    groups: PairGroup[];
+    feePerBlock: number;
+    accFeeLong: number;
+    accFeeShort: number;
+    accLastUpdatedBlock: number;
+    maxOi: number;
+    lastAccBlockWeightedMarketCap: number;
+    feeExponent: number;
+};
+export type Group = {
+    oiLong: number;
+    oiShort: number;
+    feePerBlock: number;
+    accFeeLong: number;
+    accFeeShort: number;
+    accLastUpdatedBlock: number;
+    maxOi: number;
+    lastAccBlockWeightedMarketCap: number;
+    feeExponent: number;
+};
+export type InitialAccFees = {
+    accPairFee: number;
+    accGroupFee: number;
+    block: number;
+};

package/lib/trade/fees/borrowing/types.js

@@ -1,2 +1,2 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/fees/index.d.ts

@@ -1,3 +1,16 @@
-import { Fee } from "../types";
-export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: number, pairFee: Fee | undefined) => number;
-export * from "./borrowing";
+import { Fee, OpenInterest, PairFundingFees, PairParams, PairRolloverFees } from "../types";
+export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: number, pairFee: Fee | undefined) => number;
+export type GetFundingFeeContext = {
+    currentBlock?: number;
+    pairParams?: PairParams;
+    pairFundingFees?: PairFundingFees;
+    openInterest?: OpenInterest;
+};
+export declare const getFundingFee: (leveragedPosDai: number, initialAccFundingFees: number, buy: boolean, openedAfterUpdate: boolean, context: GetFundingFeeContext) => number;
+export type GetRolloverFeeContext = {
+    currentBlock?: number;
+    pairParams?: PairParams;
+    pairRolloverFees?: PairRolloverFees;
+};
+export declare const getRolloverFee: (posDai: number, initialAccRolloverFees: number, openedAfterUpdate: boolean, context: GetRolloverFeeContext) => number;
+export * from "./borrowing";

package/lib/trade/fees/index.js

@@ -1,29 +1,60 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getClosingFee = void 0;
-const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
-    if (posDai === undefined ||
-        leverage === undefined ||
-        pairIndex === undefined ||
-        pairFee === undefined) {
-        return 0;
-    }
-    const { closeFeeP, nftLimitOrderFeeP } = pairFee;
-    return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
-};
-exports.getClosingFee = getClosingFee;
-__exportStar(require("./borrowing"), exports);
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getRolloverFee = exports.getFundingFee = exports.getClosingFee = void 0;
+const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
+    if (posDai === undefined ||
+        leverage === undefined ||
+        pairIndex === undefined ||
+        pairFee === undefined) {
+        return 0;
+    }
+    const { closeFeeP, nftLimitOrderFeeP } = pairFee;
+    return (closeFeeP + nftLimitOrderFeeP) * posDai * leverage;
+};
+exports.getClosingFee = getClosingFee;
+const getFundingFee = (leveragedPosDai, initialAccFundingFees, buy, openedAfterUpdate, context) => {
+    const { pairParams, pairFundingFees, openInterest, currentBlock } = context;
+    if (!currentBlock ||
+        !openedAfterUpdate ||
+        pairParams === undefined ||
+        pairFundingFees === undefined ||
+        openInterest === undefined)
+        return 0;
+    const { accPerOiLong, accPerOiShort, lastUpdateBlock } = pairFundingFees;
+    const { fundingFeePerBlockP } = pairParams;
+    const { long: longOi, short: shortOi } = openInterest;
+    const fundingFeesPaidByLongs = (longOi - shortOi) * fundingFeePerBlockP * (currentBlock - lastUpdateBlock);
+    const pendingAccFundingFees = buy
+        ? accPerOiLong + fundingFeesPaidByLongs / longOi
+        : accPerOiShort + (fundingFeesPaidByLongs * -1) / shortOi;
+    return leveragedPosDai * (pendingAccFundingFees - initialAccFundingFees);
+};
+exports.getFundingFee = getFundingFee;
+const getRolloverFee = (posDai, initialAccRolloverFees, openedAfterUpdate, context) => {
+    const { pairParams, pairRolloverFees, currentBlock } = context;
+    if (!currentBlock ||
+        !openedAfterUpdate ||
+        pairParams === undefined ||
+        pairRolloverFees === undefined)
+        return 0;
+    const { accPerCollateral, lastUpdateBlock } = pairRolloverFees;
+    const { rolloverFeePerBlockP } = pairParams;
+    const pendingAccRolloverFees = accPerCollateral + (currentBlock - lastUpdateBlock) * rolloverFeePerBlockP;
+    return posDai * (pendingAccRolloverFees - initialAccRolloverFees);
+};
+exports.getRolloverFee = getRolloverFee;
+__exportStar(require("./borrowing"), exports);