@gainsnetwork/sdk 0.1.5 → 0.1.7

package/lib/trade/openLimitOrder.d.ts

@@ -1,2 +1,2 @@
-import { LimitOrder, Pair, PairDepth, OiWindowsSettings, OiWindows } from "./types";
-export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairDepth: PairDepth, oiWindowsSettings?: OiWindowsSettings, oiWindows?: OiWindows) => number;
+import { LimitOrder, Pair, PairDepth, OiWindowsSettings, OiWindows } from "./types";
+export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairDepth: PairDepth, oiWindowsSettings?: OiWindowsSettings, oiWindows?: OiWindows) => number;

package/lib/trade/openLimitOrder.js

@@ -1,23 +1,23 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFulfillmentPrice = void 0;
-const spread_1 = require("./spread");
-const types_1 = require("./types");
-const getFulfillmentPrice = (order, pair, pairDepth, oiWindowsSettings, oiWindows) => {
-    if (!order || !pair) {
-        return 0;
-    }
-    // Get spread percentage
-    const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(pair.spreadP, order.buy, order.positionSize, order.leverage, pairDepth, oiWindowsSettings, oiWindows);
-    if (spreadWithPriceImpactP === 0) {
-        return 0;
-    }
-    const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
-        (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
-        ? order.maxPrice
-        : order.minPrice;
-    return order.buy
-        ? askingPrice * (1 + spreadWithPriceImpactP)
-        : askingPrice * (1 - spreadWithPriceImpactP);
-};
-exports.getFulfillmentPrice = getFulfillmentPrice;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getFulfillmentPrice = void 0;
+const spread_1 = require("./spread");
+const types_1 = require("./types");
+const getFulfillmentPrice = (order, pair, pairDepth, oiWindowsSettings, oiWindows) => {
+    if (!order || !pair) {
+        return 0;
+    }
+    // Get spread percentage
+    const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(pair.spreadP, order.buy, order.positionSize, order.leverage, pairDepth, oiWindowsSettings, oiWindows);
+    if (spreadWithPriceImpactP === 0) {
+        return 0;
+    }
+    const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
+        (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
+        ? order.maxPrice
+        : order.minPrice;
+    return order.buy
+        ? askingPrice * (1 + spreadWithPriceImpactP)
+        : askingPrice * (1 - spreadWithPriceImpactP);
+};
+exports.getFulfillmentPrice = getFulfillmentPrice;

package/lib/trade/pnl.d.ts

@@ -1,7 +1,7 @@
-import { GetBorrowingFeeContext } from "./fees";
-import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
-export type GetPnlContext = GetBorrowingFeeContext & {
-    fee: Fee | undefined;
-    maxGainP: number | undefined;
-};
-export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
+import { GetBorrowingFeeContext } from "./fees";
+import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
+export type GetPnlContext = GetBorrowingFeeContext & {
+    fee: Fee | undefined;
+    maxGainP: number | undefined;
+};
+export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -1,33 +1,33 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPnl = void 0;
-const fees_1 = require("./fees");
-const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
-    if (!price) {
-        return;
-    }
-    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
-    const { openPrice, leverage } = trade;
-    const { maxGainP, fee } = context;
-    const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
-    let pnlDai = trade.buy
-        ? ((price - openPrice) / openPrice) * leverage * posDai
-        : ((openPrice - price) / openPrice) * leverage * posDai;
-    pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
-    if (useFees) {
-        pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
-    }
-    let pnlPercentage = (pnlDai / posDai) * 100;
-    // Can be liquidated
-    if (pnlPercentage <= -90) {
-        pnlPercentage = -100;
-    }
-    else {
-        pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
-        pnlPercentage = (pnlDai / posDai) * 100;
-    }
-    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
-    pnlDai = (posDai * pnlPercentage) / 100;
-    return [pnlDai, pnlPercentage];
-};
-exports.getPnl = getPnl;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPnl = void 0;
+const fees_1 = require("./fees");
+const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
+    if (!price) {
+        return;
+    }
+    const posDai = trade.initialPosToken * tradeInfo.tokenPriceDai;
+    const { openPrice, leverage } = trade;
+    const { maxGainP, fee } = context;
+    const maxGain = maxGainP === undefined ? Infinity : (maxGainP / 100) * posDai;
+    let pnlDai = trade.buy
+        ? ((price - openPrice) / openPrice) * leverage * posDai
+        : ((openPrice - price) / openPrice) * leverage * posDai;
+    pnlDai = pnlDai > maxGain ? maxGain : pnlDai;
+    if (useFees) {
+        pnlDai -= (0, fees_1.getBorrowingFee)(posDai * trade.leverage, trade.pairIndex, trade.buy, initialAccFees.borrowing, context);
+    }
+    let pnlPercentage = (pnlDai / posDai) * 100;
+    // Can be liquidated
+    if (pnlPercentage <= -90) {
+        pnlPercentage = -100;
+    }
+    else {
+        pnlDai -= (0, fees_1.getClosingFee)(posDai, trade.leverage, trade.pairIndex, fee);
+        pnlPercentage = (pnlDai / posDai) * 100;
+    }
+    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
+    pnlDai = (posDai * pnlPercentage) / 100;
+    return [pnlDai, pnlPercentage];
+};
+exports.getPnl = getPnl;

package/lib/trade/spread.d.ts

@@ -1,2 +1,2 @@
-import { OiWindows, OiWindowsSettings, PairDepth } from "./types";
-export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined) => number;
+import { OiWindows, OiWindowsSettings, PairDepth } from "./types";
+export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined) => number;

package/lib/trade/spread.js

@@ -1,22 +1,22 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadWithPriceImpactP = void 0;
-const oiWindows_1 = require("./oiWindows");
-const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows) => {
-    if (pairSpreadP === undefined) {
-        return 0;
-    }
-    const onePercentDepth = buy
-        ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd
-        : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd;
-    let activeOi = undefined;
-    if (oiWindowsSettings !== undefined && (oiWindowsSettings === null || oiWindowsSettings === void 0 ? void 0 : oiWindowsSettings.windowsCount) > 0) {
-        activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(oiWindowsSettings), oiWindowsSettings.windowsCount, oiWindows, buy);
-    }
-    if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
-        return pairSpreadP;
-    }
-    return (pairSpreadP +
-        (activeOi + (collateral * leverage) / 2) / onePercentDepth / 100);
-};
-exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSpreadWithPriceImpactP = void 0;
+const oiWindows_1 = require("./oiWindows");
+const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows) => {
+    if (pairSpreadP === undefined) {
+        return 0;
+    }
+    const onePercentDepth = buy
+        ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd
+        : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd;
+    let activeOi = undefined;
+    if (oiWindowsSettings !== undefined && (oiWindowsSettings === null || oiWindowsSettings === void 0 ? void 0 : oiWindowsSettings.windowsCount) > 0) {
+        activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(oiWindowsSettings), oiWindowsSettings.windowsCount, oiWindows, buy);
+    }
+    if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
+        return pairSpreadP;
+    }
+    return (pairSpreadP +
+        (activeOi + (collateral * leverage) / 2) / onePercentDepth / 100);
+};
+exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;