@gainsnetwork/sdk 0.2.12-rc11 → 0.2.12-rc13

package/lib/constants.d.ts

@@ -254,6 +254,8 @@ export declare const pairs: {
     "DEGEN/USD": string;
     "SLERF/USD": string;
     "UXLINK/USD": string;
+    "AVAIL/USD": string;
+    "BANANA/USD": string;
 };
 export declare const getAssetClassFromGroupIndex: (groupIndex: number) => string | undefined;
 export declare const tickerChanges: {
@@ -283,3 +285,4 @@ 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";
@@ -262,10 +262,13 @@ exports.pairs = {
     "DEGEN/USD": CRYPTO,
     "SLERF/USD": CRYPTO,
     "UXLINK/USD": CRYPTO,
+    "AVAIL/USD": CRYPTO,
+    "BANANA/USD": CRYPTO,
 };
 const getAssetClassFromGroupIndex = (groupIndex) => {
     switch (groupIndex) {
         case 0:
+        case 10:
             return CRYPTO;
         case 1:
         case 8:
@@ -296,7 +299,8 @@ exports.delistedPairIxs = new Set([
     6, 31, 36, 42, 45, 48, 51, 54, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69,
     70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 88,
     89, 97, 99, 101, 106, 108, 52, 131, 147, 160, 179, 182, 183, 190, 229, 163,
-    155, 15, 170, 239, 251, 252, 253, 254,
+    155, 15, 170, 239, 254, 230,
 ]);
 exports.delistedGroupsIxs = new Set([6, 7]);
 exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;
+exports.DEFAULT_CUMULATIVE_FACTOR = 1;

package/lib/contracts/utils/pairs.js

@@ -360,4 +360,6 @@ const PAIR_INDEX_TO_DESCRIPTION = {
     [types_1.PairIndex.DEGENUSD]: "Degen to US Dollar",
     [types_1.PairIndex.SLERFUSD]: "Slerf to US Dollar",
     [types_1.PairIndex.UXLINKUSD]: "UXLINK to US Dollar",
+    [types_1.PairIndex.AVAILUSD]: "Avail to US Dollar",
+    [types_1.PairIndex.BANANAUSD]: "Banana Gun to US Dollar",
 };

package/lib/markets/forex.js

@@ -36,8 +36,8 @@ const isForexLowLiquidity = (timestampToCheck, pair) => {
     const groupIndex = pair === null || pair === void 0 ? void 0 : pair.groupIndex;
     if (groupIndex && extendedLowLiqGroupIds.includes(+groupIndex)) {
         return ((isInDST &&
-            ((hour == 15 && minute >= 15) || (hour >= 16 && hour < 21))) ||
-            (!isInDST && ((hour == 16 && minute >= 15) || (hour >= 17 && hour < 22))));
+            ((hour == 14 && minute >= 45) || (hour >= 15 && hour < 21))) ||
+            (!isInDST && ((hour == 15 && minute >= 45) || (hour >= 16 && hour < 22))));
     }
     return ((isInDST && ((hour == 15 && minute >= 45) || (hour >= 16 && hour < 19))) ||
         (!isInDST && ((hour == 16 && minute >= 45) || (hour >= 17 && hour < 20))));

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, collateralPriceUsd?: number) => number;
+export declare const getClosingFee: (posDai: number, leverage: number, pairIndex: PairIndex, pairFee: Fee | undefined, collateralPriceUsd?: number | undefined, feeMultiplier?: number | undefined) => number;
 export * from "./borrowing";
 export * from "./tiers";

package/lib/trade/fees/index.js

@@ -15,7 +15,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getClosingFee = void 0;
-const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd) => {
+const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd = 0, feeMultiplier = 1) => {
     if (posDai === undefined ||
         leverage === undefined ||
         pairIndex === undefined ||
@@ -24,6 +24,7 @@ const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd)
     }
     const { closeFeeP, triggerOrderFeeP, minPositionSizeUsd } = pairFee;
     return ((closeFeeP + triggerOrderFeeP) *
+        feeMultiplier *
         Math.max(collateralPriceUsd && collateralPriceUsd > 0
             ? minPositionSizeUsd / collateralPriceUsd
             : 0, posDai * leverage));

package/lib/trade/pnl.d.ts

@@ -6,5 +6,6 @@ export type GetPnlContext = GetBorrowingFeeContext & {
     maxGainP: number | undefined;
     collateralPriceUsd: number | undefined;
     contractsVersion: ContractsVersion | undefined;
+    feeMultiplier: 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

@@ -26,7 +26,7 @@ const getPnl = (price, trade, tradeInfo, initialAccFees, liquidationParams, useF
         pnlPercentage = -100;
     }
     else {
-        pnlCollat -= (0, fees_1.getClosingFee)(posCollat, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd);
+        pnlCollat -= (0, fees_1.getClosingFee)(posCollat, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd, context.feeMultiplier);
         pnlPercentage = (pnlCollat / posCollat) * 100;
     }
     pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;

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/lib/trade/types.d.ts

@@ -460,5 +460,7 @@ export declare enum PairIndex {
     MEWUSD = 251,
     DEGENUSD = 252,
     SLERFUSD = 253,
-    UXLINKUSD = 254
+    UXLINKUSD = 254,
+    AVAILUSD = 255,
+    BANANAUSD = 256
 }

package/lib/trade/types.js

@@ -284,4 +284,6 @@ var PairIndex;
     PairIndex[PairIndex["DEGENUSD"] = 252] = "DEGENUSD";
     PairIndex[PairIndex["SLERFUSD"] = 253] = "SLERFUSD";
     PairIndex[PairIndex["UXLINKUSD"] = 254] = "UXLINKUSD";
+    PairIndex[PairIndex["AVAILUSD"] = 255] = "AVAILUSD";
+    PairIndex[PairIndex["BANANAUSD"] = 256] = "BANANAUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.2.12-rc11",
+  "version": "0.2.12-rc13",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [