@gainsnetwork/sdk 0.2.11-rc1 → 0.2.12-rc1

package/lib/contracts/utils/openTrades.js

@@ -14,7 +14,7 @@ const ethcall_1 = require("ethcall");
 const fetchOpenPairTrades = (contracts, overrides = {}) => __awaiter(void 0, void 0, void 0, function* () {
     const rawTrades = yield (0, exports.fetchOpenPairTradesRaw)(contracts, overrides);
     const collateralPrecisions = (yield contracts.gnsMultiCollatDiamond.getCollaterals()).map(({ precision }) => precision);
-    return rawTrades.map(rawTrade => _prepareTradeContainer(rawTrade.trade, rawTrade.tradeInfo, rawTrade.initialAccFees, collateralPrecisions[parseInt(rawTrade.trade.collateralIndex.toString()) - 1]));
+    return rawTrades.map(rawTrade => _prepareTradeContainer(rawTrade.trade, rawTrade.tradeInfo, rawTrade.liquidationParams, rawTrade.initialAccFees, collateralPrecisions[parseInt(rawTrade.trade.collateralIndex.toString()) - 1]));
 });
 exports.fetchOpenPairTrades = fetchOpenPairTrades;
 // @todo rename
@@ -40,6 +40,7 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
         while (running) {
             const trades = yield multiCollatDiamondContract.getAllTrades(offset, offset + batchSize);
             const tradeInfos = yield multiCollatDiamondContract.getAllTradeInfos(offset, offset + batchSize);
+            const tradeLiquidationParams = yield multiCollatDiamondContract.getAllTradesLiquidationParams(offset, offset + batchSize);
             // Array is always of length `batchSize`
             // so we need to filter out the empty trades, indexes are reliable
             const openTrades = trades
@@ -48,6 +49,7 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
                 .map((trade, ix) => ({
                 trade,
                 tradeInfo: tradeInfos[ix],
+                liquidationParams: tradeLiquidationParams[ix],
                 initialAccFees: {
                     accPairFee: 0,
                     accGroupFee: 0,
@@ -83,7 +85,7 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
     }
 });
 exports.fetchOpenPairTradesRaw = fetchOpenPairTradesRaw;
-const _prepareTradeContainer = (trade, tradeInfo, tradeInitialAccFees, collateralPrecision) => ({
+const _prepareTradeContainer = (trade, tradeInfo, tradeLiquidationParams, tradeInitialAccFees, collateralPrecision) => ({
     trade: {
         user: trade.user,
         index: parseInt(trade.index.toString()),
@@ -107,6 +109,13 @@ const _prepareTradeContainer = (trade, tradeInfo, tradeInitialAccFees, collatera
         lastOiUpdateTs: parseFloat(tradeInfo.lastOiUpdateTs),
         collateralPriceUsd: parseFloat(tradeInfo.collateralPriceUsd.toString()) / 1e8,
     },
+    liquidationParams: {
+        maxLiqSpreadP: parseFloat(tradeLiquidationParams.maxLiqSpreadP.toString()) / 1e10,
+        startLiqThresholdP: parseFloat(tradeLiquidationParams.startLiqThresholdP.toString()) / 1e10,
+        endLiqThresholdP: parseFloat(tradeLiquidationParams.endLiqThresholdP.toString()) / 1e10,
+        startLeverage: parseFloat(tradeLiquidationParams.startLeverage.toString()) / 1e3,
+        endLeverage: parseFloat(tradeLiquidationParams.endLeverage.toString()) / 1e3,
+    },
     initialAccFees: {
         accPairFee: parseFloat(tradeInitialAccFees.accPairFee.toString()) / 1e10,
         accGroupFee: parseFloat(tradeInitialAccFees.accGroupFee.toString()) / 1e10,

package/lib/contracts/utils/pairs.d.ts

@@ -2,6 +2,7 @@ import { Pair, Fee, OpenInterest, PairDepth, PairIndex } from "../../trade/types
 import { Contracts } from "../../contracts/types";
 export declare const fetchPairs: (contracts: Contracts, pairIxs: PairIndex[]) => Promise<Pair[]>;
 export declare const fetchPairDepths: (contracts: Contracts, pairIxs: number[]) => Promise<PairDepth[]>;
+export declare const fetchProtectionCloseFactors: (contracts: Contracts, pairIxs: number[]) => Promise<number[]>;
 export declare const fetchFees: (contracts: Contracts, feeIxs: PairIndex[]) => Promise<Fee[]>;
 export declare const fetchOpenInterest: (contracts: Contracts, collateralIndex: number, pairIxs: number[]) => Promise<OpenInterest[]>;
 export declare const getPairDescription: (pairIndex: PairIndex) => string;

package/lib/contracts/utils/pairs.js

@@ -9,7 +9,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchPairDepths = exports.fetchPairs = void 0;
+exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchProtectionCloseFactors = exports.fetchPairDepths = exports.fetchPairs = void 0;
 /* eslint-disable @typescript-eslint/no-unsafe-call */
 /* eslint-disable @typescript-eslint/no-unsafe-return */
 /* eslint-disable @typescript-eslint/no-unsafe-member-access */
@@ -60,6 +60,23 @@ const fetchPairDepths = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0
     }
 });
 exports.fetchPairDepths = fetchPairDepths;
+const fetchProtectionCloseFactors = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
+    if (!contracts) {
+        return [];
+    }
+    const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
+    try {
+        const protectionCloseFactors = yield multiCollatContract.getProtectionCloseFactors(pairIxs);
+        return protectionCloseFactors.map(protectionCloseFactor => {
+            return protectionCloseFactor.toNumber();
+        });
+    }
+    catch (error) {
+        console.error(`Unexpected error while fetching pairs!`);
+        throw error;
+    }
+});
+exports.fetchProtectionCloseFactors = fetchProtectionCloseFactors;
 const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
     if (!contracts) {
         return [];
@@ -356,8 +373,4 @@ const PAIR_INDEX_TO_DESCRIPTION = {
     [types_1.PairIndex.COREUSD]: "Core to US Dollar",
     [types_1.PairIndex.JASMYUSD]: "Jasmy Coin to US Dollar",
     [types_1.PairIndex.DARUSD]: "Mines of Dalarnia to US Dollar",
-    [types_1.PairIndex.MEWUSD]: "cat in a dogs world to US Dollar",
-    [types_1.PairIndex.DEGENUSD]: "Degen to US Dollar",
-    [types_1.PairIndex.SLERFUSD]: "Slerf to US Dollar",
-    [types_1.PairIndex.UXLINKUSD]: "UXLINK to US Dollar",
 };

package/lib/trade/spread.d.ts

@@ -1,2 +1,11 @@
 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;
+export type SpreadContext = {
+    isOpen?: boolean;
+    isPnlPositive?: boolean;
+    protectionCloseFactor?: number;
+    protectionCloseFactorBlocks?: number;
+    createdBlock?: number;
+    currentBlock: number | undefined;
+};
+export declare const getProtectionCloseFactor: (spreadCtx: SpreadContext | undefined) => number;
+export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, spreadCtx?: SpreadContext | undefined) => number;

package/lib/trade/spread.js

@@ -1,22 +1,49 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadWithPriceImpactP = void 0;
+exports.getSpreadWithPriceImpactP = exports.getProtectionCloseFactor = void 0;
 const oiWindows_1 = require("./oiWindows");
-const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows) => {
+const constants_1 = require("../constants");
+const getProtectionCloseFactor = (spreadCtx) => {
+    if (spreadCtx === undefined ||
+        spreadCtx.isOpen === undefined ||
+        spreadCtx.isPnlPositive === undefined ||
+        spreadCtx.protectionCloseFactor === undefined ||
+        spreadCtx.protectionCloseFactorBlocks === undefined ||
+        spreadCtx.createdBlock === undefined ||
+        spreadCtx.currentBlock === undefined)
+        return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
+    if (spreadCtx.isPnlPositive &&
+        !spreadCtx.isOpen &&
+        spreadCtx.protectionCloseFactor > 0 &&
+        spreadCtx.currentBlock <=
+            spreadCtx.createdBlock + spreadCtx.protectionCloseFactorBlocks) {
+        return spreadCtx.protectionCloseFactor;
+    }
+    return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
+};
+exports.getProtectionCloseFactor = getProtectionCloseFactor;
+const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, spreadCtx) => {
     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;
+        ? // if `long`
+            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false // assumes it's an open unless it's explicitly false
+                ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd
+                : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
+        : // if `short`
+            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false // assumes it's an open unless it's explicitly false
+                ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
+                : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd;
     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);
+        activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(oiWindowsSettings), oiWindowsSettings.windowsCount, oiWindows, (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false ? buy : !buy);
     }
     if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
-        return pairSpreadP;
+        return pairSpreadP / 2;
     }
-    return (pairSpreadP +
-        (activeOi + (collateral * leverage) / 2) / onePercentDepth / 100);
+    return (pairSpreadP / 2 +
+        ((activeOi + (collateral * leverage) / 2) / onePercentDepth / 100 / 2) *
+            (0, exports.getProtectionCloseFactor)(spreadCtx));
 };
 exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;

package/lib/trade/types.d.ts

@@ -1,4 +1,4 @@
-import { ITradingStorage, IBorrowingFees } from "../contracts/types/generated/GNSMultiCollatDiamond";
+import { ITradingStorage, IBorrowingFees, IPairsStorage } from "../contracts/types/generated/GNSMultiCollatDiamond";
 import { BorrowingFee } from "./fees/borrowing";
 import { FeeTier, TraderInfo } from "./fees/tiers/types";
 export type PairIndexes = {
@@ -7,6 +7,7 @@ export type PairIndexes = {
 export type TradeContainer = {
     trade: Trade;
     tradeInfo: TradeInfo;
+    liquidationParams: LiquidationParams;
     initialAccFees: TradeInitialAccFees;
     receivedAt?: number;
 };
@@ -32,6 +33,13 @@ export type TradeInfo = {
     lastOiUpdateTs: number;
     collateralPriceUsd: number;
 };
+export type LiquidationParams = {
+    maxLiqSpreadP: number;
+    startLiqThresholdP: number;
+    endLiqThresholdP: number;
+    startLeverage: number;
+    endLeverage: number;
+};
 export type TradingGroup = {
     maxLeverage: number;
     minLeverage: number;
@@ -122,6 +130,7 @@ export declare enum PositionType {
 export type TradeContainerRaw = {
     trade: ITradingStorage.TradeStruct;
     tradeInfo: ITradingStorage.TradeInfoStruct;
+    liquidationParams: IPairsStorage.GroupLiquidationParamsStruct;
     initialAccFees: IBorrowingFees.BorrowingInitialAccFeesStruct;
 };
 export type OiWindowsSettings = {
@@ -440,9 +449,5 @@ export declare enum PairIndex {
     OMUSD = 247,
     COREUSD = 248,
     JASMYUSD = 249,
-    DARUSD = 250,
-    MEWUSD = 251,
-    DEGENUSD = 252,
-    SLERFUSD = 253,
-    UXLINKUSD = 254
+    DARUSD = 250
 }

package/lib/trade/types.js

@@ -280,8 +280,4 @@ var PairIndex;
     PairIndex[PairIndex["COREUSD"] = 248] = "COREUSD";
     PairIndex[PairIndex["JASMYUSD"] = 249] = "JASMYUSD";
     PairIndex[PairIndex["DARUSD"] = 250] = "DARUSD";
-    PairIndex[PairIndex["MEWUSD"] = 251] = "MEWUSD";
-    PairIndex[PairIndex["DEGENUSD"] = 252] = "DEGENUSD";
-    PairIndex[PairIndex["SLERFUSD"] = 253] = "SLERFUSD";
-    PairIndex[PairIndex["UXLINKUSD"] = 254] = "UXLINKUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.2.11-rc1",
+  "version": "0.2.12-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [