@gainsnetwork/sdk 0.2.33-rc3 → 0.2.33-rc5

package/lib/constants.js

@@ -327,8 +327,8 @@ exports.stockSplits = {
 exports.delistedPairIxs = new Set([
     6, 31, 36, 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, 254, 230, 4, 275, 282, 283, 284, 285,
+    97, 99, 101, 106, 108, 52, 131, 147, 160, 179, 182, 183, 190, 229, 163, 15,
+    170, 239, 254, 230, 4, 275,
 ]);
 exports.delistedGroupsIxs = new Set([6, 7]);
 exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;

package/lib/trade/fees/index.js

@@ -22,7 +22,6 @@ const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd
         pairFee === undefined) {
         return 0;
     }
-    // @todo check
     const { totalPositionSizeFeeP, minPositionSizeUsd } = pairFee;
     return (totalPositionSizeFeeP *
         feeMultiplier *

package/lib/trade/spread.d.ts

@@ -10,6 +10,7 @@ export type SpreadContext = {
     protectionCloseFactorWhitelist?: boolean;
 } & Partial<PairFactor>;
 export declare const getProtectionCloseFactor: (spreadCtx: SpreadContext | undefined) => number;
+export declare const isProtectionCloseFactorActive: (spreadCtx: SpreadContext | undefined) => boolean | undefined;
 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;

package/lib/trade/spread.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.getProtectionCloseFactor = void 0;
+exports.getSpreadP = exports.getSpreadWithPriceImpactP = exports.getLegacyFactor = exports.getCumulativeFactor = exports.isProtectionCloseFactorActive = exports.getProtectionCloseFactor = void 0;
 const oiWindows_1 = require("./oiWindows");
 const constants_1 = require("../constants");
 const types_1 = require("../contracts/types");
@@ -13,18 +13,29 @@ const getProtectionCloseFactor = (spreadCtx) => {
         spreadCtx.protectionCloseFactorBlocks === undefined ||
         spreadCtx.createdBlock === undefined ||
         spreadCtx.currentBlock === undefined ||
-        spreadCtx.protectionCloseFactorWhitelist === true)
+        spreadCtx.protectionCloseFactorWhitelist === true // if trader is whitelisted, protection close factor is always 1
+    )
         return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
     if (spreadCtx.isPnlPositive &&
         !spreadCtx.isOpen &&
         spreadCtx.protectionCloseFactor > 0 &&
-        spreadCtx.currentBlock <=
-            spreadCtx.createdBlock + spreadCtx.protectionCloseFactorBlocks) {
+        (0, exports.isProtectionCloseFactorActive)(spreadCtx) === true) {
         return spreadCtx.protectionCloseFactor;
     }
     return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
 };
 exports.getProtectionCloseFactor = getProtectionCloseFactor;
+const isProtectionCloseFactorActive = (spreadCtx) => {
+    if (spreadCtx === undefined ||
+        spreadCtx.currentBlock === undefined ||
+        spreadCtx.createdBlock === undefined ||
+        spreadCtx.protectionCloseFactorBlocks === undefined) {
+        return undefined;
+    }
+    return (spreadCtx.currentBlock <=
+        spreadCtx.createdBlock + spreadCtx.protectionCloseFactorBlocks);
+};
+exports.isProtectionCloseFactorActive = isProtectionCloseFactorActive;
 const getCumulativeFactor = (spreadCtx) => {
     if (spreadCtx === undefined ||
         spreadCtx.cumulativeFactor === undefined ||
@@ -38,14 +49,21 @@ const getLegacyFactor = (spreadCtx) => {
     return (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
 };
 exports.getLegacyFactor = getLegacyFactor;
-// @todo
 const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, spreadCtx) => {
     if (pairSpreadP === undefined) {
         return 0;
     }
+    if (
     // 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) {
+    ((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) ||
+        // No spread or price impact for opens when `pair.exemptOnOpen` is true
+        ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === true && (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.exemptOnOpen) === true) ||
+        // No spread or price impact for closes after `protectionCloseFactor` has expired
+        // when `pair.exemptAfterProtectionCloseFactor` is true
+        ((spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.isOpen) === false &&
+            (spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.exemptAfterProtectionCloseFactor) === true &&
+            (0, exports.isProtectionCloseFactorActive)(spreadCtx) === false)) {
         return 0;
     }
     const onePercentDepth = buy
@@ -64,7 +82,6 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
     if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
         return pairSpreadP / 2;
     }
-    // @todo implement exemptOnOpen && exemptAfterProtectionCloseFactor
     return ((0, exports.getSpreadP)(pairSpreadP) +
         ((activeOi * (0, exports.getCumulativeFactor)(spreadCtx) + (collateral * leverage) / 2) /
             onePercentDepth /

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.2.33-rc3",
+  "version": "0.2.33-rc5",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [