@gainsnetwork/sdk 0.1.18-rc1 → 0.1.19-rc1

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

@@ -1,3 +1,4 @@
 import { Fee, PairIndex } from "../types";
 export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: PairIndex, pairFee: Fee | undefined) => number;
 export * from "./borrowing";
+export * from "./tiers";

package/lib/trade/fees/index.js

@@ -27,3 +27,4 @@ const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
 };
 exports.getClosingFee = getClosingFee;
 __exportStar(require("./borrowing"), exports);
+__exportStar(require("./tiers"), exports);

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

@@ -0,0 +1,7 @@
+import { FeeTier, TraderDailyInfo, TraderInfo } from "./types";
+export declare const TRAILING_PERIOD_DAYS = 30;
+export declare const FEE_MULTIPLIER_SCALE = 1;
+export declare const MAX_FEE_TIERS = 8;
+export declare const getCurrentDay: () => number;
+export declare const getFeeTiersCount: (feeTiers: FeeTier[]) => number;
+export declare const computeFeeMulitplier: (traderInfo: TraderInfo, traderDailyInfo: Record<number, TraderDailyInfo>, feeTiers: FeeTier[]) => number;

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

@@ -0,0 +1,47 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeFeeMulitplier = exports.getFeeTiersCount = exports.getCurrentDay = exports.MAX_FEE_TIERS = exports.FEE_MULTIPLIER_SCALE = exports.TRAILING_PERIOD_DAYS = void 0;
+exports.TRAILING_PERIOD_DAYS = 30;
+exports.FEE_MULTIPLIER_SCALE = 1;
+exports.MAX_FEE_TIERS = 8;
+const getCurrentDay = () => Math.floor(Date.now() / 1000 / 60 / 60 / 24);
+exports.getCurrentDay = getCurrentDay;
+const getFeeTiersCount = (feeTiers) => {
+    for (let i = exports.MAX_FEE_TIERS; i > 0; --i) {
+        if (feeTiers[i - 1].feeMultiplier > 0) {
+            return i;
+        }
+    }
+    return 0;
+};
+exports.getFeeTiersCount = getFeeTiersCount;
+const computeFeeMulitplier = (traderInfo, traderDailyInfo, feeTiers) => {
+    const currentDay = (0, exports.getCurrentDay)();
+    if (currentDay > traderInfo.lastDayUpdated) {
+        let curTrailingPoints = 0;
+        const earliestActiveDay = currentDay - exports.TRAILING_PERIOD_DAYS;
+        if (traderInfo.lastDayUpdated >= earliestActiveDay) {
+            curTrailingPoints =
+                traderInfo.trailingPoints +
+                    traderDailyInfo[traderInfo.lastDayUpdated].points;
+            const earliestOutdatedDay = traderInfo.lastDayUpdated - exports.TRAILING_PERIOD_DAYS;
+            const lastOutdatedDay = earliestActiveDay - 1;
+            let expiredTrailingPoints = 0;
+            for (let i = earliestOutdatedDay; i <= lastOutdatedDay; ++i) {
+                expiredTrailingPoints += traderDailyInfo[i].points;
+            }
+            curTrailingPoints -= expiredTrailingPoints;
+        }
+        let newFeeMultiplier = exports.FEE_MULTIPLIER_SCALE;
+        for (let i = (0, exports.getFeeTiersCount)(feeTiers); i > 0; --i) {
+            const feeTier = feeTiers[i - 1];
+            if (curTrailingPoints >= feeTier.pointsThreshold) {
+                newFeeMultiplier = feeTier.feeMultiplier;
+                break;
+            }
+        }
+        return newFeeMultiplier;
+    }
+    return exports.FEE_MULTIPLIER_SCALE;
+};
+exports.computeFeeMulitplier = computeFeeMulitplier;

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

@@ -0,0 +1,12 @@
+export type FeeTier = {
+    feeMultiplier: number;
+    pointsThreshold: number;
+};
+export type TraderInfo = {
+    lastDayUpdated: number;
+    trailingPoints: number;
+};
+export type TraderDailyInfo = {
+    feeMultiplierCache: number;
+    points: number;
+};

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

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/types.d.ts

@@ -2,6 +2,7 @@ import { GFarmTradingStorageV5 } from "../contracts/types/generated";
 import { IGNSTradingCallbacks } from "../contracts/types/generated/GNSTradingCallbacks";
 import { BigNumber } from "ethers";
 import { BorrowingFee } from "./fees/borrowing";
+import { FeeTier, TraderInfo } from "./fees/tiers/types";
 export type PairIndexes = {
     [key: string]: PairIndex;
 };
@@ -180,6 +181,17 @@ export type CollateralConfig = {
     precisionDelta: number;
     decimals?: number;
 };
+export type FeeTiers = {
+    tiers: FeeTier[];
+    multipliers: number[];
+    currentDay: number;
+};
+export type TraderFeeTiers = {
+    traderInfo: TraderInfo;
+    inboundPoints: number;
+    outboundPoints: number;
+    expiredPoints: number[];
+};
 export declare enum PairIndex {
     BTCUSD = 0,
     ETHUSD = 1,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.1.18-rc1",
+  "version": "0.1.19-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [