@gainsnetwork/sdk 0.1.4 → 0.1.6

package/lib/markets/index.js

@@ -1,21 +1,21 @@
-"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 });
-__exportStar(require("./crypto"), exports);
-__exportStar(require("./forex"), exports);
-__exportStar(require("./stocks"), exports);
-__exportStar(require("./indices"), exports);
-__exportStar(require("./commodities"), 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 });
+__exportStar(require("./crypto"), exports);
+__exportStar(require("./forex"), exports);
+__exportStar(require("./stocks"), exports);
+__exportStar(require("./indices"), exports);
+__exportStar(require("./commodities"), exports);

package/lib/markets/indices.d.ts

@@ -1 +1 @@
-export declare const isIndicesOpen: (dateToCheck: Date) => boolean;
+export declare const isIndicesOpen: (dateToCheck: Date) => boolean;

package/lib/markets/indices.js

@@ -1,6 +1,6 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.isIndicesOpen = void 0;
-const stocks_1 = require("./stocks");
-const isIndicesOpen = (dateToCheck) => (0, stocks_1.isStocksOpen)(dateToCheck);
-exports.isIndicesOpen = isIndicesOpen;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isIndicesOpen = void 0;
+const stocks_1 = require("./stocks");
+const isIndicesOpen = (dateToCheck) => (0, stocks_1.isStocksOpen)(dateToCheck);
+exports.isIndicesOpen = isIndicesOpen;

package/lib/markets/stocks.d.ts

@@ -1,3 +1,3 @@
-import { DateTime } from "luxon";
-export declare const isStocksOpen: (dateToCheck: Date) => boolean;
-export declare const getUSMarketsNow: () => DateTime;
+import { DateTime } from "luxon";
+export declare const isStocksOpen: (dateToCheck: Date) => boolean;
+export declare const getUSMarketsNow: () => DateTime;

package/lib/markets/stocks.js

@@ -1,54 +1,54 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getUSMarketsNow = exports.isStocksOpen = void 0;
-/* eslint-disable @typescript-eslint/no-unsafe-call */
-/* eslint-disable @typescript-eslint/no-unsafe-member-access */
-// @ts-ignore-file
-const luxon_1 = require("luxon");
-const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
-const isStocksOpen = (dateToCheck) => {
-    const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
-    const weekday = now.weekday;
-    const hour = now.hour;
-    const dayOfMonth = now.day;
-    const month = now.month;
-    const minute = now.minute;
-    const isClosed = 
-    // New Year's  2023
-    (month === 1 && dayOfMonth === 2) ||
-        // Martin Luther King, Jr. Day 2023
-        (month === 1 && dayOfMonth === 16) ||
-        // Washington's Birthday 2023
-        (month === 2 && dayOfMonth === 20) ||
-        // Good Friday 2023
-        (month === 4 && dayOfMonth === 7) ||
-        // Memorial Day 2023
-        (month === 5 && dayOfMonth === 29) ||
-        // Juneteenth National Independence Day 2023
-        (month === 6 && dayOfMonth === 19) ||
-        // Independence Day 2023
-        (month === 7 && dayOfMonth === 4) ||
-        // Labor Day 2023
-        (month === 9 && dayOfMonth === 4) ||
-        // Thanksgiving Day 2022
-        (month === 11 && dayOfMonth === 23) ||
-        // Friday after Thanksgiving Day 2023 (closes early at 1PM)
-        (month === 11 && dayOfMonth === 24 && hour >= 13) ||
-        // Christmas Day 2023
-        (month === 12 && dayOfMonth === 25) ||
-        // Saturday
-        weekday === 6 ||
-        // Sunday
-        weekday === 7 ||
-        // Mo-Fr Daily Opening
-        hour < 9 ||
-        (hour === 9 && minute < 30) ||
-        // Mo-Fr Daily Closing
-        hour >= 16;
-    return !isClosed;
-};
-exports.isStocksOpen = isStocksOpen;
-const getUSMarketsNow = () => {
-    return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
-};
-exports.getUSMarketsNow = getUSMarketsNow;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getUSMarketsNow = exports.isStocksOpen = void 0;
+/* eslint-disable @typescript-eslint/no-unsafe-call */
+/* eslint-disable @typescript-eslint/no-unsafe-member-access */
+// @ts-ignore-file
+const luxon_1 = require("luxon");
+const STOCKS_MARKETS_TIME_ZONE_IANA = luxon_1.IANAZone.create("America/New_York");
+const isStocksOpen = (dateToCheck) => {
+    const now = luxon_1.DateTime.fromJSDate(dateToCheck).setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
+    const weekday = now.weekday;
+    const hour = now.hour;
+    const dayOfMonth = now.day;
+    const month = now.month;
+    const minute = now.minute;
+    const isClosed = 
+    // New Year's  2023
+    (month === 1 && dayOfMonth === 2) ||
+        // Martin Luther King, Jr. Day 2023
+        (month === 1 && dayOfMonth === 16) ||
+        // Washington's Birthday 2023
+        (month === 2 && dayOfMonth === 20) ||
+        // Good Friday 2023
+        (month === 4 && dayOfMonth === 7) ||
+        // Memorial Day 2023
+        (month === 5 && dayOfMonth === 29) ||
+        // Juneteenth National Independence Day 2023
+        (month === 6 && dayOfMonth === 19) ||
+        // Independence Day 2023
+        (month === 7 && dayOfMonth === 4) ||
+        // Labor Day 2023
+        (month === 9 && dayOfMonth === 4) ||
+        // Thanksgiving Day 2022
+        (month === 11 && dayOfMonth === 23) ||
+        // Friday after Thanksgiving Day 2023 (closes early at 1PM)
+        (month === 11 && dayOfMonth === 24 && hour >= 13) ||
+        // Christmas Day 2023
+        (month === 12 && dayOfMonth === 25) ||
+        // Saturday
+        weekday === 6 ||
+        // Sunday
+        weekday === 7 ||
+        // Mo-Fr Daily Opening
+        hour < 9 ||
+        (hour === 9 && minute < 30) ||
+        // Mo-Fr Daily Closing
+        hour >= 16;
+    return !isClosed;
+};
+exports.isStocksOpen = isStocksOpen;
+const getUSMarketsNow = () => {
+    return luxon_1.DateTime.now().setZone(STOCKS_MARKETS_TIME_ZONE_IANA);
+};
+exports.getUSMarketsNow = getUSMarketsNow;

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

@@ -1,13 +1,13 @@
-import { IGNSBorrowingFees } from "@/contracts/types/generated/GNSBorrowingFees";
-import { BorrowingFee } from ".";
-export declare const convertPairGroupBorrowingFee: (pairGroup: IGNSBorrowingFees.PairGroupStructOutput) => BorrowingFee.PairGroup;
-export declare const convertPairBorrowingFee: (pair: IGNSBorrowingFees.PairStructOutput, pairOi: IGNSBorrowingFees.PairOiStructOutput) => BorrowingFee.Pair;
-export declare const convertPairBorrowingFees: ([pairs, pairOi]: [
-    IGNSBorrowingFees.PairStructOutput[],
-    IGNSBorrowingFees.PairOiStructOutput[]
-]) => BorrowingFee.Pair[];
-export declare const convertGroupBorrowingFee: (group: IGNSBorrowingFees.GroupStructOutput, groupFeeExponent: number) => BorrowingFee.Group;
-export declare const convertGroupBorrowingFees: ([groups, groupFeeExponents]: [
-    IGNSBorrowingFees.GroupStructOutput[],
-    number[]
-]) => BorrowingFee.Group[];
+import { IGNSBorrowingFees } from "../../../contracts/types/generated/GNSBorrowingFees";
+import { BorrowingFee } from ".";
+export declare const convertPairGroupBorrowingFee: (pairGroup: IGNSBorrowingFees.PairGroupStructOutput) => BorrowingFee.PairGroup;
+export declare const convertPairBorrowingFee: (pair: IGNSBorrowingFees.PairStructOutput, pairOi: IGNSBorrowingFees.PairOiStructOutput) => BorrowingFee.Pair;
+export declare const convertPairBorrowingFees: ([pairs, pairOi]: [
+    IGNSBorrowingFees.PairStructOutput[],
+    IGNSBorrowingFees.PairOiStructOutput[]
+]) => BorrowingFee.Pair[];
+export declare const convertGroupBorrowingFee: (group: IGNSBorrowingFees.GroupStructOutput, groupFeeExponent: number) => BorrowingFee.Group;
+export declare const convertGroupBorrowingFees: ([groups, groupFeeExponents]: [
+    IGNSBorrowingFees.GroupStructOutput[],
+    number[]
+]) => BorrowingFee.Group[];

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

@@ -1,41 +1,41 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertGroupBorrowingFees = exports.convertGroupBorrowingFee = exports.convertPairBorrowingFees = exports.convertPairBorrowingFee = exports.convertPairGroupBorrowingFee = void 0;
-const convertPairGroupBorrowingFee = (pairGroup) => ({
-    groupIndex: pairGroup.groupIndex,
-    initialAccFeeLong: parseFloat(pairGroup.initialAccFeeLong.toString()) / 1e10,
-    initialAccFeeShort: parseFloat(pairGroup.initialAccFeeShort.toString()) / 1e10,
-    prevGroupAccFeeLong: parseFloat(pairGroup.prevGroupAccFeeLong.toString()) / 1e10,
-    prevGroupAccFeeShort: parseFloat(pairGroup.prevGroupAccFeeShort.toString()) / 1e10,
-    pairAccFeeLong: parseFloat(pairGroup.pairAccFeeLong.toString()) / 1e10,
-    pairAccFeeShort: parseFloat(pairGroup.pairAccFeeShort.toString()) / 1e10,
-    block: pairGroup.block,
-});
-exports.convertPairGroupBorrowingFee = convertPairGroupBorrowingFee;
-const convertPairBorrowingFee = (pair, pairOi) => ({
-    feePerBlock: pair.feePerBlock / 1e10,
-    accFeeLong: parseFloat(pair.accFeeLong.toString()) / 1e10,
-    accFeeShort: parseFloat(pair.accFeeShort.toString()) / 1e10,
-    accLastUpdatedBlock: pair.accLastUpdatedBlock,
-    lastAccBlockWeightedMarketCap: parseFloat(pair.lastAccBlockWeightedMarketCap.toString()) / 1e40,
-    groups: pair.groups.map(value => (0, exports.convertPairGroupBorrowingFee)(value)),
-    feeExponent: pair.feeExponent,
-    maxOi: parseFloat(pairOi.max.toString()) / 1e10,
-});
-exports.convertPairBorrowingFee = convertPairBorrowingFee;
-const convertPairBorrowingFees = ([pairs, pairOi]) => pairs.map((value, ix) => (0, exports.convertPairBorrowingFee)(value, pairOi[ix]));
-exports.convertPairBorrowingFees = convertPairBorrowingFees;
-const convertGroupBorrowingFee = (group, groupFeeExponent) => ({
-    oiLong: parseFloat(group.oiLong.toString()) / 1e10,
-    oiShort: parseFloat(group.oiShort.toString()) / 1e10,
-    feePerBlock: group.feePerBlock / 1e10,
-    accFeeLong: parseFloat(group.accFeeLong.toString()) / 1e10,
-    accFeeShort: parseFloat(group.accFeeShort.toString()) / 1e10,
-    accLastUpdatedBlock: group.accLastUpdatedBlock,
-    lastAccBlockWeightedMarketCap: parseFloat(group.lastAccBlockWeightedMarketCap.toString()) / 1e40,
-    maxOi: parseFloat(group.maxOi.toString()) / 1e10,
-    feeExponent: groupFeeExponent,
-});
-exports.convertGroupBorrowingFee = convertGroupBorrowingFee;
-const convertGroupBorrowingFees = ([groups, groupFeeExponents]) => groups.map((value, ix) => (0, exports.convertGroupBorrowingFee)(value, groupFeeExponents[ix]));
-exports.convertGroupBorrowingFees = convertGroupBorrowingFees;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertGroupBorrowingFees = exports.convertGroupBorrowingFee = exports.convertPairBorrowingFees = exports.convertPairBorrowingFee = exports.convertPairGroupBorrowingFee = void 0;
+const convertPairGroupBorrowingFee = (pairGroup) => ({
+    groupIndex: pairGroup.groupIndex,
+    initialAccFeeLong: parseFloat(pairGroup.initialAccFeeLong.toString()) / 1e10,
+    initialAccFeeShort: parseFloat(pairGroup.initialAccFeeShort.toString()) / 1e10,
+    prevGroupAccFeeLong: parseFloat(pairGroup.prevGroupAccFeeLong.toString()) / 1e10,
+    prevGroupAccFeeShort: parseFloat(pairGroup.prevGroupAccFeeShort.toString()) / 1e10,
+    pairAccFeeLong: parseFloat(pairGroup.pairAccFeeLong.toString()) / 1e10,
+    pairAccFeeShort: parseFloat(pairGroup.pairAccFeeShort.toString()) / 1e10,
+    block: pairGroup.block,
+});
+exports.convertPairGroupBorrowingFee = convertPairGroupBorrowingFee;
+const convertPairBorrowingFee = (pair, pairOi) => ({
+    feePerBlock: pair.feePerBlock / 1e10,
+    accFeeLong: parseFloat(pair.accFeeLong.toString()) / 1e10,
+    accFeeShort: parseFloat(pair.accFeeShort.toString()) / 1e10,
+    accLastUpdatedBlock: pair.accLastUpdatedBlock,
+    lastAccBlockWeightedMarketCap: parseFloat(pair.lastAccBlockWeightedMarketCap.toString()) / 1e40,
+    groups: pair.groups.map(value => (0, exports.convertPairGroupBorrowingFee)(value)),
+    feeExponent: pair.feeExponent,
+    maxOi: parseFloat(pairOi.max.toString()) / 1e10,
+});
+exports.convertPairBorrowingFee = convertPairBorrowingFee;
+const convertPairBorrowingFees = ([pairs, pairOi]) => pairs.map((value, ix) => (0, exports.convertPairBorrowingFee)(value, pairOi[ix]));
+exports.convertPairBorrowingFees = convertPairBorrowingFees;
+const convertGroupBorrowingFee = (group, groupFeeExponent) => ({
+    oiLong: parseFloat(group.oiLong.toString()) / 1e10,
+    oiShort: parseFloat(group.oiShort.toString()) / 1e10,
+    feePerBlock: group.feePerBlock / 1e10,
+    accFeeLong: parseFloat(group.accFeeLong.toString()) / 1e10,
+    accFeeShort: parseFloat(group.accFeeShort.toString()) / 1e10,
+    accLastUpdatedBlock: group.accLastUpdatedBlock,
+    lastAccBlockWeightedMarketCap: parseFloat(group.lastAccBlockWeightedMarketCap.toString()) / 1e40,
+    maxOi: parseFloat(group.maxOi.toString()) / 1e10,
+    feeExponent: groupFeeExponent,
+});
+exports.convertGroupBorrowingFee = convertGroupBorrowingFee;
+const convertGroupBorrowingFees = ([groups, groupFeeExponents]) => groups.map((value, ix) => (0, exports.convertGroupBorrowingFee)(value, groupFeeExponents[ix]));
+exports.convertGroupBorrowingFees = convertGroupBorrowingFees;

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, PairIndex } 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: PairIndex, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+export declare const withinMaxGroupOi: (pairIndex: PairIndex, 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: PairIndex, long: boolean, context: GetBorrowingFeeContext) => {
+        deltaGroup: number;
+        deltaPair: number;
+        beforeTradeOpen: boolean;
+    };
+    getPairPendingAccFees: (pairIndex: PairIndex, currentBlock: number, context: {
+        pairs: BorrowingFee.Pair[];
+        openInterest: OpenInterest;
+    }) => {
+        accFeeLong: number;
+        accFeeShort: number;
+        delta: number;
+    };
+    getPairPendingAccFee: (pairIndex: PairIndex, 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: PairIndex, context: {
+        pairs: BorrowingFee.Pair[];
+    }) => number;
+};
+export * as BorrowingFee from "./types";
+export * from "./converter";