@gainsnetwork/sdk 0.2.12-rc7 → 0.2.12-rc9

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/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

@@ -1,8 +1,11 @@
 import { GetBorrowingFeeContext, BorrowingFee } from "./fees";
 import { Fee, LiquidationParams, Trade } from "./types";
+import { ContractsVersion } from "src/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) => number;
+export declare const getLiqPnlThresholdP: (liquidationParams: LiquidationParams | undefined, leverage: number | undefined, contractsVersion: ContractsVersion | undefined) => number;

package/lib/trade/liquidation.js

@@ -3,16 +3,18 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
 const fees_1 = require("./fees");
 const spread_1 = require("./spread");
+const types_1 = require("src/contracts/types");
 const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
     var _a;
-    const closingFee = (0, fees_1.getClosingFee)(trade.collateralAmount, trade.leverage, trade.pairIndex, fee);
+    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 liqThresholdP = (0, exports.getLiqPnlThresholdP)(context.liquidationParams, trade.leverage);
+    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 (((_a = context === null || context === void 0 ? void 0 : context.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
+    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;
@@ -22,9 +24,10 @@ const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
         : Math.max(trade.openPrice + liqPriceDistance, 0);
 };
 exports.getLiquidationPrice = getLiquidationPrice;
-const getLiqPnlThresholdP = (liquidationParams, leverage) => {
+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 ||

package/lib/trade/pnl.d.ts

@@ -1,7 +1,10 @@
 import { GetBorrowingFeeContext } from "./fees";
 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, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -21,11 +21,12 @@ const getPnl = (price, trade, tradeInfo, initialAccFees, liquidationParams, useF
     let pnlPercentage = (pnlCollat / posCollat) * 100;
     // Can be liquidated
     if (pnlPercentage <=
-        (0, liquidation_1.getLiqPnlThresholdP)(liquidationParams, leverage) * -100) {
+        (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

@@ -1,4 +1,5 @@
 import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth } from "./types";
+import { ContractsVersion } from "src/contracts/types";
 export type SpreadContext = {
     isOpen?: boolean;
     isPnlPositive?: boolean;
@@ -7,6 +8,7 @@ export type SpreadContext = {
     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;

package/lib/trade/spread.js

@@ -3,8 +3,10 @@ Object.defineProperty(exports, "__esModule", { value: true });
 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 ||
@@ -28,8 +30,7 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
     }
     // 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.liquidationParams) !== undefined &&
-        spreadCtx.liquidationParams.maxLiqSpreadP === 0) {
+        (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) {
         return 0;
     }
     const onePercentDepth = buy

package/lib/trade/types.d.ts

@@ -167,6 +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,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.2.12-rc7",
+  "version": "0.2.12-rc9",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [