@gainsnetwork/sdk 0.2.12-rc11 → 0.2.12-rc12

package/lib/constants.d.ts

@@ -283,3 +283,4 @@ export declare const stockSplits: {
 export declare const delistedPairIxs: Set<number>;
 export declare const delistedGroupsIxs: Set<number>;
 export declare const DEFAULT_PROTECTION_CLOSE_FACTOR = 1;
+export declare const DEFAULT_CUMULATIVE_FACTOR = 1;

package/lib/constants.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DEFAULT_PROTECTION_CLOSE_FACTOR = exports.delistedGroupsIxs = exports.delistedPairIxs = exports.stockSplits = exports.tickerChanges = exports.getAssetClassFromGroupIndex = exports.pairs = void 0;
+exports.DEFAULT_CUMULATIVE_FACTOR = exports.DEFAULT_PROTECTION_CLOSE_FACTOR = exports.delistedGroupsIxs = exports.delistedPairIxs = exports.stockSplits = exports.tickerChanges = exports.getAssetClassFromGroupIndex = exports.pairs = void 0;
 const CRYPTO = "crypto";
 const FOREX = "forex";
 const STOCKS = "stocks";
@@ -300,3 +300,4 @@ exports.delistedPairIxs = new Set([
 ]);
 exports.delistedGroupsIxs = new Set([6, 7]);
 exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;
+exports.DEFAULT_CUMULATIVE_FACTOR = 1;

package/lib/trade/spread.d.ts

@@ -5,11 +5,14 @@ export type SpreadContext = {
     isPnlPositive?: boolean;
     protectionCloseFactor?: number;
     protectionCloseFactorBlocks?: number;
+    cumulativeFactor?: number;
     createdBlock?: number;
     liquidationParams?: LiquidationParams | undefined;
-    currentBlock: number | undefined;
-    contractsVersion: ContractsVersion | undefined;
+    currentBlock?: number | undefined;
+    contractsVersion?: ContractsVersion | undefined;
 };
 export declare const getProtectionCloseFactor: (spreadCtx: SpreadContext | undefined) => number;
+export declare const getCumulativeFactor: (spreadCtx: SpreadContext | undefined) => number;
+export declare const getLegacyFactor: (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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getProtectionCloseFactor = void 0;
+exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.getProtectionCloseFactor = void 0;
 const oiWindows_1 = require("./oiWindows");
 const constants_1 = require("../constants");
 const types_1 = require("../contracts/types");
@@ -24,6 +24,17 @@ const getProtectionCloseFactor = (spreadCtx) => {
     return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
 };
 exports.getProtectionCloseFactor = getProtectionCloseFactor;
+const getCumulativeFactor = (spreadCtx) => {
+    if (spreadCtx === undefined || spreadCtx.cumulativeFactor === undefined) {
+        return constants_1.DEFAULT_CUMULATIVE_FACTOR;
+    }
+    return spreadCtx.cumulativeFactor;
+};
+exports.getCumulativeFactor = getCumulativeFactor;
+const getLegacyFactor = (spreadCtx) => {
+    return (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
+};
+exports.getLegacyFactor = getLegacyFactor;
 const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, spreadCtx) => {
     if (pairSpreadP === undefined) {
         return 0;
@@ -50,7 +61,10 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
         return pairSpreadP / 2;
     }
     return ((0, exports.getSpreadP)(pairSpreadP) +
-        ((activeOi + (collateral * leverage) / 2) / onePercentDepth / 100 / 2) *
+        ((activeOi * (0, exports.getCumulativeFactor)(spreadCtx) + (collateral * leverage) / 2) /
+            onePercentDepth /
+            100 /
+            (0, exports.getLegacyFactor)(spreadCtx)) *
             (0, exports.getProtectionCloseFactor)(spreadCtx));
 };
 exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.2.12-rc11",
+  "version": "0.2.12-rc12",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [