@gainsnetwork/sdk 0.2.62-rc1 → 0.2.63-rc1

package/lib/trade/liquidation.d.ts

@@ -1,11 +1,12 @@
 import { GetBorrowingFeeContext, BorrowingFee } from "./fees";
-import { Fee, LiquidationParams, Trade } from "./types";
+import { Fee, LiquidationParams, Trade, UserPriceImpact } from "./types";
 import { ContractsVersion } from "../contracts/types";
 export type GetLiquidationPriceContext = GetBorrowingFeeContext & {
     liquidationParams: LiquidationParams | undefined;
     pairSpreadP: number | undefined;
     collateralPriceUsd: number | undefined;
     contractsVersion: ContractsVersion | undefined;
+    userPriceImpact?: UserPriceImpact | 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;

package/lib/trade/liquidation.js

@@ -5,7 +5,7 @@ const fees_1 = require("./fees");
 const spread_1 = require("./spread");
 const types_1 = require("../contracts/types");
 const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
-    var _a;
+    var _a, _b;
     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);
@@ -15,9 +15,11 @@ const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
         trade.leverage;
     if ((context === null || context === void 0 ? void 0 : context.contractsVersion) !== undefined &&
         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);
+        ((((_a = context === null || context === void 0 ? void 0 : context.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
+            context.liquidationParams.maxLiqSpreadP > 0) ||
+            (((_b = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _b === void 0 ? void 0 : _b.fixedSpreadP) !== undefined &&
+                context.userPriceImpact.fixedSpreadP > 0))) {
+        const closingSpreadP = (0, spread_1.getSpreadP)(context.pairSpreadP, true, context.liquidationParams, context.userPriceImpact);
         liqPriceDistance -= trade.openPrice * closingSpreadP;
     }
     return trade.long

package/lib/trade/spread.d.ts

@@ -1,4 +1,4 @@
-import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor } from "./types";
+import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor, UserPriceImpact } from "./types";
 import { ContractsVersion } from "../contracts/types";
 export type SpreadContext = {
     isOpen?: boolean;
@@ -8,10 +8,11 @@ export type SpreadContext = {
     currentBlock?: number | undefined;
     contractsVersion?: ContractsVersion | undefined;
     protectionCloseFactorWhitelist?: boolean;
+    userPriceImpact?: UserPriceImpact | undefined;
 } & 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;
-export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation?: boolean | undefined, liquidationParams?: LiquidationParams | undefined) => number;
+export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation?: boolean | undefined, liquidationParams?: LiquidationParams | undefined, userPriceImpact?: UserPriceImpact | undefined) => number;

package/lib/trade/spread.js

@@ -5,14 +5,20 @@ const oiWindows_1 = require("./oiWindows");
 const constants_1 = require("../constants");
 const types_1 = require("../contracts/types");
 const getProtectionCloseFactor = (spreadCtx) => {
-    if (spreadCtx === undefined ||
+    var _a;
+    const protectionCloseFactor = spreadCtx === undefined ||
         spreadCtx.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ||
         spreadCtx.isOpen === undefined ||
         spreadCtx.isPnlPositive === undefined ||
-        (0, exports.isProtectionCloseFactorActive)(spreadCtx) !== true)
-        return constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR;
-    // eslint-disable-next-line @typescript-eslint/no-non-null-assertion
-    return spreadCtx.protectionCloseFactor;
+        spreadCtx.protectionCloseFactor === undefined ||
+        (0, exports.isProtectionCloseFactorActive)(spreadCtx) !== true
+        ? constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR
+        : spreadCtx.protectionCloseFactor;
+    const protectionCloseFactorMultiplier = ((_a = spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.userPriceImpact) === null || _a === void 0 ? void 0 : _a.cumulVolPriceImpactMultiplier) !== undefined &&
+        spreadCtx.userPriceImpact.cumulVolPriceImpactMultiplier > 0
+        ? spreadCtx.userPriceImpact.cumulVolPriceImpactMultiplier
+        : 1;
+    return protectionCloseFactor * protectionCloseFactorMultiplier;
 };
 exports.getProtectionCloseFactor = getProtectionCloseFactor;
 const isProtectionCloseFactorActive = (spreadCtx) => {
@@ -77,7 +83,7 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
     if (!onePercentDepth || activeOi === undefined || collateral === undefined) {
         return pairSpreadP / 2;
     }
-    return ((0, exports.getSpreadP)(pairSpreadP) +
+    return ((0, exports.getSpreadP)(pairSpreadP, undefined, undefined, spreadCtx === null || spreadCtx === void 0 ? void 0 : spreadCtx.userPriceImpact) +
         ((activeOi * (0, exports.getCumulativeFactor)(spreadCtx) + (collateral * leverage) / 2) /
             onePercentDepth /
             100 /
@@ -85,11 +91,13 @@ const getSpreadWithPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairD
             (0, exports.getProtectionCloseFactor)(spreadCtx));
 };
 exports.getSpreadWithPriceImpactP = getSpreadWithPriceImpactP;
-const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams) => {
-    if (pairSpreadP === undefined || pairSpreadP === 0) {
+const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams, userPriceImpact) => {
+    var _a;
+    const fixedSpreadP = (_a = userPriceImpact === null || userPriceImpact === void 0 ? void 0 : userPriceImpact.fixedSpreadP) !== null && _a !== void 0 ? _a : 0;
+    if (pairSpreadP === undefined || (pairSpreadP === 0 && fixedSpreadP === 0)) {
         return 0;
     }
-    const spreadP = pairSpreadP / 2;
+    const spreadP = pairSpreadP / 2 + fixedSpreadP;
     return isLiquidation === true &&
         liquidationParams !== undefined &&
         liquidationParams.maxLiqSpreadP > 0 &&

package/lib/trade/types.d.ts

@@ -185,6 +185,10 @@ export type PairFactor = {
     exemptOnOpen: boolean;
     exemptAfterProtectionCloseFactor: boolean;
 };
+export type UserPriceImpact = {
+    cumulVolPriceImpactMultiplier: number;
+    fixedSpreadP: number;
+};
 export declare enum PendingOrderType {
     MARKET_OPEN = 0,
     MARKET_CLOSE = 1,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "0.2.62-rc1",
+  "version": "0.2.63-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [