@gainsnetwork/sdk 0.0.8 → 0.0.9-rc2

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 (71) 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 +20 -17
  5. package/lib/contracts/index.d.ts +6 -6
  6. package/lib/contracts/index.js +31 -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/GTokenOpenPnlFeed.d.ts +557 -0
  30. package/lib/contracts/types/generated/GTokenOpenPnlFeed.js +2 -0
  31. package/lib/contracts/types/generated/common.d.ts +22 -22
  32. package/lib/contracts/types/generated/common.js +2 -2
  33. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -83
  34. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -2691
  35. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -98
  36. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -1485
  37. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -117
  38. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -1265
  39. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.d.ts +59 -0
  40. package/lib/contracts/types/generated/factories/GTokenOpenPnlFeed__factory.js +765 -0
  41. package/lib/contracts/types/generated/factories/index.d.ts +4 -3
  42. package/lib/contracts/types/generated/factories/index.js +14 -12
  43. package/lib/contracts/types/generated/index.d.ts +9 -7
  44. package/lib/contracts/types/generated/index.js +35 -33
  45. package/lib/contracts/types/index.d.ts +13 -11
  46. package/lib/contracts/types/index.js +2 -2
  47. package/lib/contracts/utils/index.d.ts +2 -2
  48. package/lib/contracts/utils/index.js +18 -18
  49. package/lib/contracts/utils/openTrades.d.ts +3 -3
  50. package/lib/contracts/utils/openTrades.js +116 -116
  51. package/lib/contracts/utils/pairs.d.ts +6 -6
  52. package/lib/contracts/utils/pairs.js +102 -102
  53. package/lib/index.d.ts +3 -3
  54. package/lib/index.js +19 -19
  55. package/lib/markets/crypto.d.ts +1 -1
  56. package/lib/markets/crypto.js +6 -6
  57. package/lib/markets/forex.d.ts +2 -2
  58. package/lib/markets/forex.js +38 -38
  59. package/lib/markets/index.d.ts +3 -3
  60. package/lib/markets/index.js +19 -19
  61. package/lib/markets/stocks.d.ts +3 -3
  62. package/lib/markets/stocks.js +54 -54
  63. package/lib/trade/fees.d.ts +15 -15
  64. package/lib/trade/fees.js +45 -45
  65. package/lib/trade/index.d.ts +2 -2
  66. package/lib/trade/index.js +18 -18
  67. package/lib/trade/pnl.d.ts +7 -7
  68. package/lib/trade/pnl.js +43 -43
  69. package/lib/trade/types.d.ts +143 -143
  70. package/lib/trade/types.js +8 -8
  71. package/package.json +103 -103
@@ -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
@@ -1,3 +1,3 @@
1
- export * from "./trade";
2
- export * from "./contracts";
3
- export * from "./markets";
1
+ export * from "./trade";
2
+ export * from "./contracts";
3
+ export * from "./markets";
package/lib/index.js CHANGED
@@ -1,19 +1,19 @@
1
- "use strict";
2
- var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
- if (k2 === undefined) k2 = k;
4
- var desc = Object.getOwnPropertyDescriptor(m, k);
5
- if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
- desc = { enumerable: true, get: function() { return m[k]; } };
7
- }
8
- Object.defineProperty(o, k2, desc);
9
- }) : (function(o, m, k, k2) {
10
- if (k2 === undefined) k2 = k;
11
- o[k2] = m[k];
12
- }));
13
- var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
- for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
- };
16
- Object.defineProperty(exports, "__esModule", { value: true });
17
- __exportStar(require("./trade"), exports);
18
- __exportStar(require("./contracts"), exports);
19
- __exportStar(require("./markets"), exports);
1
+ "use strict";
2
+ var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
+ if (k2 === undefined) k2 = k;
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
8
+ Object.defineProperty(o, k2, desc);
9
+ }) : (function(o, m, k, k2) {
10
+ if (k2 === undefined) k2 = k;
11
+ o[k2] = m[k];
12
+ }));
13
+ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
+ for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
+ };
16
+ Object.defineProperty(exports, "__esModule", { value: true });
17
+ __exportStar(require("./trade"), exports);
18
+ __exportStar(require("./contracts"), exports);
19
+ __exportStar(require("./markets"), exports);
@@ -1 +1 @@
1
- export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
1
+ export declare const isCryptoOpen: (dateToCheck: Date) => boolean;
@@ -1,6 +1,6 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isCryptoOpen = void 0;
4
- // eslint-disable-next-line @typescript-eslint/no-unused-vars
5
- const isCryptoOpen = (dateToCheck) => true;
6
- exports.isCryptoOpen = isCryptoOpen;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isCryptoOpen = void 0;
4
+ // eslint-disable-next-line @typescript-eslint/no-unused-vars
5
+ const isCryptoOpen = (dateToCheck) => true;
6
+ exports.isCryptoOpen = isCryptoOpen;
@@ -1,2 +1,2 @@
1
- export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
- export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
1
+ export declare const isForexOpen: (dateToCheck: Date) => boolean;
2
+ export declare const isForexLowLiquidity: (timestampToCheck: number) => boolean;
@@ -1,38 +1,38 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.isForexLowLiquidity = exports.isForexOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isForexOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dateOfMonth = now.day;
14
- const month = now.month;
15
- const isInDST = now.isInDST;
16
- const isClosed =
17
- // Christmas 2023
18
- (month === 12 && dateOfMonth >= 25 && dateOfMonth <= 27) ||
19
- // New Year's Eve 2023
20
- (month === 1 && dateOfMonth >= 1 && dateOfMonth <= 2) ||
21
- // Friday after 4PM (DST) and 5PM (non-DST)
22
- (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
23
- // Saturday
24
- weekday === 6 ||
25
- // Sunday before 4PM (DST) and 5PM (non-DST)
26
- (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
27
- return !isClosed;
28
- };
29
- exports.isForexOpen = isForexOpen;
30
- const isForexLowLiquidity = (timestampToCheck) => {
31
- const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
32
- const hour = now.hour;
33
- const minute = now.minute;
34
- const isInDST = now.isInDST;
35
- return (isInDST && (hour == 15 && minute >= 45) || (hour >= 16 && hour < 18)) ||
36
- (!isInDST && (hour == 16 && minute >= 45) || (hour >= 17 && hour < 19));
37
- };
38
- exports.isForexLowLiquidity = isForexLowLiquidity;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isForexLowLiquidity = exports.isForexOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const FOREX_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isForexOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dateOfMonth = now.day;
14
+ const month = now.month;
15
+ const isInDST = now.isInDST;
16
+ const isClosed =
17
+ // Christmas 2023
18
+ (month === 12 && dateOfMonth >= 25 && dateOfMonth <= 27) ||
19
+ // New Year's Eve 2023
20
+ (month === 1 && dateOfMonth >= 1 && dateOfMonth <= 2) ||
21
+ // Friday after 4PM (DST) and 5PM (non-DST)
22
+ (weekday === 5 && ((isInDST && hour >= 16) || hour >= 17)) ||
23
+ // Saturday
24
+ weekday === 6 ||
25
+ // Sunday before 4PM (DST) and 5PM (non-DST)
26
+ (weekday === 7 && ((isInDST && hour < 16) || hour < 17));
27
+ return !isClosed;
28
+ };
29
+ exports.isForexOpen = isForexOpen;
30
+ const isForexLowLiquidity = (timestampToCheck) => {
31
+ const now = luxon_1.DateTime.fromMillis(timestampToCheck).setZone(FOREX_MARKETS_TIME_ZONE_IANA);
32
+ const hour = now.hour;
33
+ const minute = now.minute;
34
+ const isInDST = now.isInDST;
35
+ return (isInDST && (hour == 15 && minute >= 45) || (hour >= 16 && hour < 18)) ||
36
+ (!isInDST && (hour == 16 && minute >= 45) || (hour >= 17 && hour < 19));
37
+ };
38
+ exports.isForexLowLiquidity = isForexLowLiquidity;
@@ -1,3 +1,3 @@
1
- export * from "./stocks";
2
- export * from "./forex";
3
- export * from "./crypto";
1
+ export * from "./stocks";
2
+ export * from "./forex";
3
+ export * from "./crypto";
@@ -1,19 +1,19 @@
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("./stocks"), exports);
18
- __exportStar(require("./forex"), exports);
19
- __exportStar(require("./crypto"), 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("./stocks"), exports);
18
+ __exportStar(require("./forex"), exports);
19
+ __exportStar(require("./crypto"), exports);
@@ -1,3 +1,3 @@
1
- import { DateTime } from "luxon";
2
- export declare const isStocksOpen: (dateToCheck: Date) => boolean;
3
- export declare const getUSMarketsNow: () => DateTime;
1
+ import { DateTime } from "luxon";
2
+ export declare const isStocksOpen: (dateToCheck: Date) => boolean;
3
+ export declare const getUSMarketsNow: () => DateTime;
@@ -1,54 +1,54 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getUSMarketsNow = exports.isStocksOpen = void 0;
4
- /* eslint-disable @typescript-eslint/no-unsafe-call */
5
- /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
- // @ts-ignore-file
7
- const luxon_1 = require("luxon");
8
- const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
- const isStocksOpen = (dateToCheck) => {
10
- const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
11
- const weekday = now.weekday;
12
- const hour = now.hour;
13
- const dayOfMonth = now.day;
14
- const month = now.month;
15
- const minute = now.minute;
16
- const isClosed =
17
- // New Year's 2023
18
- (month === 1 && dayOfMonth === 2) ||
19
- // Martin Luther King, Jr. Day 2023
20
- (month === 1 && dayOfMonth === 16) ||
21
- // Washington's Birthday 2023
22
- (month === 2 && dayOfMonth === 20) ||
23
- // Good Friday 2023
24
- (month === 4 && dayOfMonth === 7) ||
25
- // Memorial Day 2023
26
- (month === 5 && dayOfMonth === 29) ||
27
- // Juneteenth National Independence Day 2023
28
- (month === 6 && dayOfMonth === 19) ||
29
- // Independence Day 2023
30
- (month === 7 && dayOfMonth === 4) ||
31
- // Labor Day 2023
32
- (month === 9 && dayOfMonth === 4) ||
33
- // Thanksgiving Day 2022
34
- (month === 11 && dayOfMonth === 23) ||
35
- // Friday after Thanksgiving Day 2023 (closes early at 1PM)
36
- (month === 11 && dayOfMonth === 24 && hour >= 13) ||
37
- // Christmas Day 2023
38
- (month === 12 && dayOfMonth === 25) ||
39
- // Saturday
40
- weekday === 6 ||
41
- // Sunday
42
- weekday === 7 ||
43
- // Mo-Fr Daily Opening
44
- hour < 9 ||
45
- (hour === 9 && minute < 30) ||
46
- // Mo-Fr Daily Closing
47
- hour >= 16;
48
- return !isClosed;
49
- };
50
- exports.isStocksOpen = isStocksOpen;
51
- const getUSMarketsNow = () => {
52
- return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
53
- };
54
- exports.getUSMarketsNow = getUSMarketsNow;
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getUSMarketsNow = exports.isStocksOpen = void 0;
4
+ /* eslint-disable @typescript-eslint/no-unsafe-call */
5
+ /* eslint-disable @typescript-eslint/no-unsafe-member-access */
6
+ // @ts-ignore-file
7
+ const luxon_1 = require("luxon");
8
+ const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
9
+ const isStocksOpen = (dateToCheck) => {
10
+ const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
11
+ const weekday = now.weekday;
12
+ const hour = now.hour;
13
+ const dayOfMonth = now.day;
14
+ const month = now.month;
15
+ const minute = now.minute;
16
+ const isClosed =
17
+ // New Year's 2023
18
+ (month === 1 && dayOfMonth === 2) ||
19
+ // Martin Luther King, Jr. Day 2023
20
+ (month === 1 && dayOfMonth === 16) ||
21
+ // Washington's Birthday 2023
22
+ (month === 2 && dayOfMonth === 20) ||
23
+ // Good Friday 2023
24
+ (month === 4 && dayOfMonth === 7) ||
25
+ // Memorial Day 2023
26
+ (month === 5 && dayOfMonth === 29) ||
27
+ // Juneteenth National Independence Day 2023
28
+ (month === 6 && dayOfMonth === 19) ||
29
+ // Independence Day 2023
30
+ (month === 7 && dayOfMonth === 4) ||
31
+ // Labor Day 2023
32
+ (month === 9 && dayOfMonth === 4) ||
33
+ // Thanksgiving Day 2022
34
+ (month === 11 && dayOfMonth === 23) ||
35
+ // Friday after Thanksgiving Day 2023 (closes early at 1PM)
36
+ (month === 11 && dayOfMonth === 24 && hour >= 13) ||
37
+ // Christmas Day 2023
38
+ (month === 12 && dayOfMonth === 25) ||
39
+ // Saturday
40
+ weekday === 6 ||
41
+ // Sunday
42
+ weekday === 7 ||
43
+ // Mo-Fr Daily Opening
44
+ hour < 9 ||
45
+ (hour === 9 && minute < 30) ||
46
+ // Mo-Fr Daily Closing
47
+ hour >= 16;
48
+ return !isClosed;
49
+ };
50
+ exports.isStocksOpen = isStocksOpen;
51
+ const getUSMarketsNow = () => {
52
+ return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
53
+ };
54
+ exports.getUSMarketsNow = getUSMarketsNow;
@@ -1,15 +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;