@gainsnetwork/sdk 0.2.33-rc2 → 0.2.33-rc4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/constants.js +2 -2
- package/lib/trade/spread.d.ts +3 -5
- package/lib/trade/spread.js +4 -1
- package/package.json +1 -1
package/lib/constants.js
CHANGED
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@@ -327,8 +327,8 @@ exports.stockSplits = {
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327
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exports.delistedPairIxs = new Set([
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328
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6, 31, 36, 45, 48, 51, 54, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70,
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329
329
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71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89,
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330
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-
97, 99, 101, 106, 108, 52, 131, 147, 160, 179, 182, 183, 190, 229, 163,
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331
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-
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330
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+
97, 99, 101, 106, 108, 52, 131, 147, 160, 179, 182, 183, 190, 229, 163, 15,
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331
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+
170, 239, 254, 230, 4, 275,
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332
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]);
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exports.delistedGroupsIxs = new Set([6, 7]);
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exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;
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package/lib/trade/spread.d.ts
CHANGED
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@@ -1,16 +1,14 @@
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1
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-
import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth } from "./types";
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1
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+
import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor } from "./types";
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2
2
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import { ContractsVersion } from "../contracts/types";
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3
3
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export type SpreadContext = {
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4
4
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isOpen?: boolean;
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5
5
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isPnlPositive?: boolean;
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6
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-
protectionCloseFactor?: number;
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7
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-
protectionCloseFactorBlocks?: number;
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8
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-
cumulativeFactor?: number;
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9
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createdBlock?: number;
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10
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liquidationParams?: LiquidationParams | undefined;
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11
8
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currentBlock?: number | undefined;
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12
9
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contractsVersion?: ContractsVersion | undefined;
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13
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-
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10
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+
protectionCloseFactorWhitelist?: boolean;
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11
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+
} & Partial<PairFactor>;
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12
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export declare const getProtectionCloseFactor: (spreadCtx: SpreadContext | undefined) => number;
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13
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export declare const getCumulativeFactor: (spreadCtx: SpreadContext | undefined) => number;
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14
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export declare const getLegacyFactor: (spreadCtx: SpreadContext | undefined) => number;
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package/lib/trade/spread.js
CHANGED
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@@ -12,7 +12,8 @@ const getProtectionCloseFactor = (spreadCtx) => {
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12
12
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spreadCtx.protectionCloseFactor === undefined ||
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spreadCtx.protectionCloseFactorBlocks === undefined ||
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14
14
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spreadCtx.createdBlock === undefined ||
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15
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-
spreadCtx.currentBlock === undefined
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15
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+
spreadCtx.currentBlock === undefined ||
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16
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+
spreadCtx.protectionCloseFactorWhitelist === true)
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return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
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if (spreadCtx.isPnlPositive &&
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!spreadCtx.isOpen &&
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@@ -37,6 +38,7 @@ const getLegacyFactor = (spreadCtx) => {
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return (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
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};
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exports.getLegacyFactor = getLegacyFactor;
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41
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+
// @todo
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const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, spreadCtx) => {
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if (pairSpreadP === undefined) {
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return 0;
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@@ -62,6 +64,7 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
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62
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if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
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63
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return pairSpreadP / 2;
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64
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}
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67
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+
// @todo implement exemptOnOpen && exemptAfterProtectionCloseFactor
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65
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return ((0, exports.getSpreadP)(pairSpreadP) +
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66
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((activeOi * (0, exports.getCumulativeFactor)(spreadCtx) + (collateral * leverage) / 2) /
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67
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onePercentDepth /
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