@gainsnetwork/sdk 0.2.12-rc1 → 0.2.12-rc10

package/lib/contracts/types/index.d.ts

@@ -16,4 +16,8 @@ export declare enum CollateralTypes {
     ARB = "ARB",
     USDC = "USDC"
 }
+export declare enum ContractsVersion {
+    BEFORE_V9_2 = 0,
+    V9_2 = 1
+}
 export type ContractAddressList = Record<string, Partial<Record<CollateralTypes | "global", Partial<ContractAddresses>>>>;

package/lib/contracts/types/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.CollateralTypes = void 0;
+exports.ContractsVersion = exports.CollateralTypes = void 0;
 var CollateralTypes;
 (function (CollateralTypes) {
     CollateralTypes["DAI"] = "DAI";
@@ -8,3 +8,8 @@ var CollateralTypes;
     CollateralTypes["ARB"] = "ARB";
     CollateralTypes["USDC"] = "USDC";
 })(CollateralTypes = exports.CollateralTypes || (exports.CollateralTypes = {}));
+var ContractsVersion;
+(function (ContractsVersion) {
+    ContractsVersion[ContractsVersion["BEFORE_V9_2"] = 0] = "BEFORE_V9_2";
+    ContractsVersion[ContractsVersion["V9_2"] = 1] = "V9_2";
+})(ContractsVersion = exports.ContractsVersion || (exports.ContractsVersion = {}));

package/lib/contracts/utils/openTrades.js

@@ -108,11 +108,13 @@ const _prepareTradeContainer = (trade, tradeInfo, tradeLiquidationParams, tradeI
         maxSlippageP: parseFloat(tradeInfo.maxSlippageP.toString()) / 1e3,
         lastOiUpdateTs: parseFloat(tradeInfo.lastOiUpdateTs),
         collateralPriceUsd: parseFloat(tradeInfo.collateralPriceUsd.toString()) / 1e8,
+        contractsVersion: parseInt(tradeInfo.contractsVersion.toString()),
+        lastPosIncreaseBlock: parseInt(tradeInfo.lastPosIncreaseBlock.toString()),
     },
     liquidationParams: {
-        maxLiqSpreadP: parseFloat(tradeLiquidationParams.maxLiqSpreadP.toString()) / 1e10,
-        startLiqThresholdP: parseFloat(tradeLiquidationParams.startLiqThresholdP.toString()) / 1e10,
-        endLiqThresholdP: parseFloat(tradeLiquidationParams.endLiqThresholdP.toString()) / 1e10,
+        maxLiqSpreadP: parseFloat(tradeLiquidationParams.maxLiqSpreadP.toString()) / 1e12,
+        startLiqThresholdP: parseFloat(tradeLiquidationParams.startLiqThresholdP.toString()) / 1e12,
+        endLiqThresholdP: parseFloat(tradeLiquidationParams.endLiqThresholdP.toString()) / 1e12,
         startLeverage: parseFloat(tradeLiquidationParams.startLeverage.toString()) / 1e3,
         endLeverage: parseFloat(tradeLiquidationParams.endLeverage.toString()) / 1e3,
     },

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

@@ -2,7 +2,6 @@ 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.fetchProtectionCloseFactors = exports.fetchPairDepths = exports.fetchPairs = void 0;
+exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = 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 */
@@ -60,23 +60,6 @@ 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 [];
@@ -373,4 +356,8 @@ 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/fees/index.d.ts

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

package/lib/trade/fees/index.js

@@ -15,15 +15,18 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getClosingFee = void 0;
-const getClosingFee = (posDai, leverage, pairIndex, pairFee) => {
+const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd) => {
     if (posDai === undefined ||
         leverage === undefined ||
         pairIndex === undefined ||
         pairFee === undefined) {
         return 0;
     }
-    const { closeFeeP, triggerOrderFeeP } = pairFee;
-    return (closeFeeP + triggerOrderFeeP) * posDai * leverage;
+    const { closeFeeP, triggerOrderFeeP, minPositionSizeUsd } = pairFee;
+    return ((closeFeeP + triggerOrderFeeP) *
+        Math.max(collateralPriceUsd && collateralPriceUsd > 0
+            ? minPositionSizeUsd / collateralPriceUsd
+            : 0, posDai * leverage));
 };
 exports.getClosingFee = getClosingFee;
 __exportStar(require("./borrowing"), exports);

package/lib/trade/liquidation.d.ts

@@ -1,3 +1,11 @@
 import { GetBorrowingFeeContext, BorrowingFee } from "./fees";
-import { Fee, Trade } from "./types";
-export declare const getLiquidationPrice: (trade: Trade, fee: Fee, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+import { Fee, LiquidationParams, Trade } from "./types";
+import { ContractsVersion } from "../contracts/types";
+export type GetLiquidationPriceContext = GetBorrowingFeeContext & {
+    liquidationParams: LiquidationParams | undefined;
+    pairSpreadP: number | undefined;
+    collateralPriceUsd: number | undefined;
+    contractsVersion: ContractsVersion | undefined;
+};
+export declare const getLiquidationPrice: (trade: Trade, fee: Fee, initialAccFees: BorrowingFee.InitialAccFees, context: GetLiquidationPriceContext) => number;
+export declare const getLiqPnlThresholdP: (liquidationParams: LiquidationParams | undefined, leverage: number | undefined, contractsVersion: ContractsVersion | undefined) => number;

package/lib/trade/liquidation.js

@@ -1,16 +1,50 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getLiquidationPrice = void 0;
+exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
 const fees_1 = require("./fees");
+const spread_1 = require("./spread");
+const types_1 = require("../contracts/types");
 const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
-    const closingFee = (0, fees_1.getClosingFee)(trade.collateralAmount, trade.leverage, trade.pairIndex, fee);
+    var _a;
+    const closingFee = (0, fees_1.getClosingFee)(trade.collateralAmount, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd);
     const borrowingFee = (0, fees_1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
-    const liqPriceDistance = (trade.openPrice *
-        (trade.collateralAmount * 0.9 - (borrowingFee + closingFee))) /
+    const liqThresholdP = (0, exports.getLiqPnlThresholdP)(context.liquidationParams, trade.leverage, context.contractsVersion);
+    let liqPriceDistance = (trade.openPrice *
+        (trade.collateralAmount * liqThresholdP - (borrowingFee + closingFee))) /
         trade.collateralAmount /
         trade.leverage;
+    if ((context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.V9_2 &&
+        ((_a = context === null || context === void 0 ? void 0 : context.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
+        context.liquidationParams.maxLiqSpreadP > 0) {
+        const closingSpreadP = (0, spread_1.getSpreadP)(context.pairSpreadP, true, context.liquidationParams);
+        liqPriceDistance -= trade.openPrice * closingSpreadP;
+    }
     return trade.long
         ? Math.max(trade.openPrice - liqPriceDistance, 0)
         : Math.max(trade.openPrice + liqPriceDistance, 0);
 };
 exports.getLiquidationPrice = getLiquidationPrice;
+const getLiqPnlThresholdP = (liquidationParams, leverage, contractsVersion) => {
+    if (liquidationParams === undefined ||
+        leverage === undefined ||
+        contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ||
+        liquidationParams.maxLiqSpreadP === 0 ||
+        liquidationParams.startLiqThresholdP === 0 ||
+        liquidationParams.endLiqThresholdP === 0 ||
+        liquidationParams.startLeverage === 0 ||
+        liquidationParams.endLeverage === 0) {
+        return 0.9;
+    }
+    if (leverage < liquidationParams.startLeverage) {
+        return liquidationParams.startLiqThresholdP;
+    }
+    if (leverage > liquidationParams.endLeverage) {
+        return liquidationParams.endLiqThresholdP;
+    }
+    return (liquidationParams.startLiqThresholdP -
+        ((leverage - liquidationParams.startLeverage) *
+            (liquidationParams.startLiqThresholdP -
+                liquidationParams.endLiqThresholdP)) /
+            (liquidationParams.endLeverage - liquidationParams.startLeverage));
+};
+exports.getLiqPnlThresholdP = getLiqPnlThresholdP;

package/lib/trade/pnl.d.ts

@@ -1,7 +1,10 @@
 import { GetBorrowingFeeContext } from "./fees";
-import { Fee, Trade, TradeInfo, TradeInitialAccFees } from "./types";
+import { Fee, LiquidationParams, Trade, TradeInfo, TradeInitialAccFees } from "./types";
+import { ContractsVersion } from "src/contracts/types";
 export type GetPnlContext = GetBorrowingFeeContext & {
     fee: Fee | undefined;
     maxGainP: number | undefined;
+    collateralPriceUsd: number | undefined;
+    contractsVersion: ContractsVersion | undefined;
 };
-export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, useFees: boolean, context: GetPnlContext) => number[] | undefined;
+export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -2,7 +2,8 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getPnl = void 0;
 const fees_1 = require("./fees");
-const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
+const liquidation_1 = require("./liquidation");
+const getPnl = (price, trade, tradeInfo, initialAccFees, liquidationParams, useFees, context) => {
     if (!price) {
         return;
     }
@@ -19,11 +20,13 @@ const getPnl = (price, trade, tradeInfo, initialAccFees, useFees, context) => {
     }
     let pnlPercentage = (pnlCollat / posCollat) * 100;
     // Can be liquidated
-    if (pnlPercentage <= -90) {
+    if (pnlPercentage <=
+        (0, liquidation_1.getLiqPnlThresholdP)(liquidationParams, leverage, context.contractsVersion) *
+            -100) {
         pnlPercentage = -100;
     }
     else {
-        pnlCollat -= (0, fees_1.getClosingFee)(posCollat, trade.leverage, trade.pairIndex, fee);
+        pnlCollat -= (0, fees_1.getClosingFee)(posCollat, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd);
         pnlPercentage = (pnlCollat / posCollat) * 100;
     }
     pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;

package/lib/trade/spread.d.ts

@@ -1,11 +1,15 @@
-import { OiWindows, OiWindowsSettings, PairDepth } from "./types";
+import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth } from "./types";
+import { ContractsVersion } from "src/contracts/types";
 export type SpreadContext = {
     isOpen?: boolean;
     isPnlPositive?: boolean;
     protectionCloseFactor?: number;
     protectionCloseFactorBlocks?: number;
     createdBlock?: number;
+    liquidationParams?: LiquidationParams | undefined;
     currentBlock: number | undefined;
+    contractsVersion: ContractsVersion | 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;
+export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation?: boolean | undefined, liquidationParams?: LiquidationParams | undefined) => number;

package/lib/trade/spread.js

@@ -1,10 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadWithPriceImpactP = exports.getProtectionCloseFactor = void 0;
+exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getProtectionCloseFactor = void 0;
 const oiWindows_1 = require("./oiWindows");
 const constants_1 = require("../constants");
+const types_1 = require("src/contracts/types");
 const getProtectionCloseFactor = (spreadCtx) => {
     if (spreadCtx === undefined ||
+        spreadCtx.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ||
         spreadCtx.isOpen === undefined ||
         spreadCtx.isPnlPositive === undefined ||
         spreadCtx.protectionCloseFactor === undefined ||
@@ -26,13 +28,18 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
     if (pairSpreadP === undefined) {
         return 0;
     }
+    // No spread or price impact when closing pre-v9.2 trades
+    if ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === false &&
+        (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) {
+        return 0;
+    }
     const onePercentDepth = buy
         ? // 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
+            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) !== false
                 ? pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthBelowUsd
                 : pairDepth === null || pairDepth === void 0 ? void 0 : pairDepth.onePercentDepthAboveUsd;
     let activeOi = undefined;
@@ -42,8 +49,21 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
     if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
         return pairSpreadP / 2;
     }
-    return (pairSpreadP / 2 +
+    return ((0, exports.getSpreadP)(pairSpreadP) +
         ((activeOi + (collateral * leverage) / 2) / onePercentDepth / 100 / 2) *
             (0, exports.getProtectionCloseFactor)(spreadCtx));
 };
 exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
+const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams) => {
+    if (pairSpreadP === undefined || pairSpreadP === 0) {
+        return 0;
+    }
+    const spreadP = pairSpreadP / 2;
+    return isLiquidation === true &&
+        liquidationParams !== undefined &&
+        liquidationParams.maxLiqSpreadP > 0 &&
+        spreadP > liquidationParams.maxLiqSpreadP
+        ? liquidationParams.maxLiqSpreadP
+        : spreadP;
+};
+exports.getSpreadP = getSpreadP;

package/lib/trade/types.d.ts

@@ -32,6 +32,8 @@ export type TradeInfo = {
     maxSlippageP: number;
     lastOiUpdateTs: number;
     collateralPriceUsd: number;
+    contractsVersion: number;
+    lastPosIncreaseBlock: number;
 };
 export type LiquidationParams = {
     maxLiqSpreadP: number;
@@ -165,6 +167,11 @@ export type TraderFeeTiers = {
     lastDayUpdatedPoints: number;
     expiredPoints: number[];
 };
+export type PairFactor = {
+    cumulativeFactor: number;
+    protectionCloseFactor: number;
+    protectionCloseFactorBlocks: number;
+};
 export declare enum PendingOrderType {
     MARKET_OPEN = 0,
     MARKET_CLOSE = 1,
@@ -449,5 +456,9 @@ export declare enum PairIndex {
     OMUSD = 247,
     COREUSD = 248,
     JASMYUSD = 249,
-    DARUSD = 250
+    DARUSD = 250,
+    MEWUSD = 251,
+    DEGENUSD = 252,
+    SLERFUSD = 253,
+    UXLINKUSD = 254
 }

package/lib/trade/types.js

@@ -280,4 +280,8 @@ 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": "0.2.12-rc1",
+  "version": "0.2.12-rc10",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [