@gainsnetwork/sdk 0.2.67-rc6 → 0.2.67-rc8

package/lib/trade/liquidation/builder.js

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+"use strict";
+/**
+ * @dev Liquidation price context builder module
+ * @dev Provides builder functions for creating liquidation price contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildLiquidationPriceContext = void 0;
+const builder_1 = require("../fees/borrowing/builder");
+const builder_2 = require("../fees/borrowingV2/builder");
+const builder_3 = require("../fees/fundingFees/builder");
+const builder_4 = require("../fees/trading/builder");
+/**
+ * @dev Builds a complete context for liquidation price calculations
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param tradeContainer Full trade container with trade, tradeInfo, fees data and liquidation params
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Complete context ready for getLiquidationPrice
+ */
+const buildLiquidationPriceContext = (globalTradingVariables, tradeContainer, additionalParams) => {
+    var _a;
+    const { trade, tradeInfo } = tradeContainer;
+    const collateralIndex = trade.collateralIndex || 1;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!tradeContainer.liquidationParams) {
+        throw new Error("Liquidation params are required for liquidation price calculation");
+    }
+    return {
+        // Core shared context
+        core: {
+            currentBlock: additionalParams.currentBlock,
+            currentTimestamp: additionalParams.currentTimestamp,
+            collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+            contractsVersion: tradeInfo.contractsVersion,
+            spreadP: additionalParams.spreadP,
+        },
+        // Build sub-contexts using dedicated builders
+        borrowingV1: (0, builder_1.buildBorrowingV1Context)(globalTradingVariables, collateralIndex, additionalParams.currentBlock),
+        borrowingV2: (0, builder_2.buildBorrowingV2Context)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
+        funding: (0, builder_3.buildFundingContext)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
+        trading: (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier),
+        // Trade-specific data
+        tradeData: {
+            tradeInfo,
+            tradeFeesData: tradeContainer.tradeFeesData,
+            liquidationParams: tradeContainer.liquidationParams,
+            initialAccFeesV1: tradeContainer.initialAccFees,
+        },
+        // Additional parameters for liquidation calculation
+        liquidationSpecific: {
+            currentPairPrice: additionalParams.currentPairPrice,
+            additionalFeeCollateral: additionalParams.additionalFeeCollateral || 0,
+            partialCloseMultiplier: additionalParams.partialCloseMultiplier || 1,
+            beforeOpened: additionalParams.beforeOpened || false,
+            isCounterTrade: trade.isCounterTrade || false,
+            userPriceImpact: additionalParams.userPriceImpact,
+        },
+    };
+};
+exports.buildLiquidationPriceContext = buildLiquidationPriceContext;

package/lib/trade/liquidation/converter.d.ts

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+/**
+ * @dev Converters for liquidation data between contract and SDK formats
+ */
+import { IPairsStorage } from "../../contracts/types/generated/GNSMultiCollatDiamond";
+import { LiquidationParams } from "../types";
+/**
+ * @dev Converts contract liquidation params to SDK format
+ * @param params Group liquidation params from contract
+ * @returns Normalized liquidation params
+ */
+export declare const convertLiquidationParams: (params: IPairsStorage.GroupLiquidationParamsStructOutput) => LiquidationParams;
+/**
+ * @dev Converts array of liquidation params from contract
+ * @param paramsArray Array of group liquidation params
+ * @returns Array of normalized liquidation params
+ */
+export declare const convertLiquidationParamsArray: (paramsArray: IPairsStorage.GroupLiquidationParamsStructOutput[]) => LiquidationParams[];
+/**
+ * @dev Converts liquidation params to contract format (for encoding)
+ * @param params SDK liquidation params
+ * @returns Contract-formatted liquidation params
+ */
+export declare const encodeLiquidationParams: (params: LiquidationParams) => IPairsStorage.GroupLiquidationParamsStruct;

package/lib/trade/liquidation/converter.js

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+"use strict";
+/**
+ * @dev Converters for liquidation data between contract and SDK formats
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.encodeLiquidationParams = exports.convertLiquidationParamsArray = exports.convertLiquidationParams = void 0;
+/**
+ * @dev Converts contract liquidation params to SDK format
+ * @param params Group liquidation params from contract
+ * @returns Normalized liquidation params
+ */
+const convertLiquidationParams = (params) => {
+    const ONCHAIN_LIQ_THRESHOLD = 0.9;
+    return {
+        maxLiqSpreadP: Number(params.maxLiqSpreadP) / 1e10 / 100,
+        startLiqThresholdP: Number(params.startLiqThresholdP) / 1e10 / 100 || ONCHAIN_LIQ_THRESHOLD,
+        endLiqThresholdP: Number(params.endLiqThresholdP) / 1e10 / 100 || ONCHAIN_LIQ_THRESHOLD,
+        startLeverage: Number(params.startLeverage) / 1e3,
+        endLeverage: Number(params.endLeverage) / 1e3, // 1e3 → float
+    };
+};
+exports.convertLiquidationParams = convertLiquidationParams;
+/**
+ * @dev Converts array of liquidation params from contract
+ * @param paramsArray Array of group liquidation params
+ * @returns Array of normalized liquidation params
+ */
+const convertLiquidationParamsArray = (paramsArray) => {
+    return paramsArray.map(exports.convertLiquidationParams);
+};
+exports.convertLiquidationParamsArray = convertLiquidationParamsArray;
+/**
+ * @dev Converts liquidation params to contract format (for encoding)
+ * @param params SDK liquidation params
+ * @returns Contract-formatted liquidation params
+ */
+const encodeLiquidationParams = (params) => {
+    return {
+        maxLiqSpreadP: Math.round(params.maxLiqSpreadP * 100 * 1e10),
+        startLiqThresholdP: Math.round(params.startLiqThresholdP * 100 * 1e10),
+        endLiqThresholdP: Math.round(params.endLiqThresholdP * 100 * 1e10),
+        startLeverage: Math.round(params.startLeverage * 1e3),
+        endLeverage: Math.round(params.endLeverage * 1e3), // float → 1e3
+    };
+};
+exports.encodeLiquidationParams = encodeLiquidationParams;

package/lib/trade/liquidation/index.d.ts

@@ -0,0 +1,26 @@
+/**
+ * @dev Main export file for liquidation module
+ */
+import { Trade, LiquidationParams } from "..";
+import { GetLiquidationPriceContext } from "./types";
+/**
+ * @dev Calculate liquidation price with structured context
+ * @param trade The trade to calculate liquidation price for
+ * @param context Structured context with all required data
+ * @returns Liquidation price
+ */
+export declare const getLiquidationPrice: (trade: Trade, context: GetLiquidationPriceContext) => number;
+export declare const getLiqPnlThresholdP: (liquidationParams: LiquidationParams | undefined, leverage: number | undefined) => number;
+/**
+ * @dev Simplified wrapper for getTradeLiquidationPrice
+ * @dev Mirrors the contract's simplified overload
+ * @param trade The trade to calculate liquidation price for
+ * @param additionalFeeCollateral Additional fees to consider
+ * @param currentPairPrice Current pair price
+ * @param context Context with all required data
+ * @returns Liquidation price
+ */
+export declare const getTradeLiquidationPriceSimple: (trade: Trade, additionalFeeCollateral: number, currentPairPrice: number, context: GetLiquidationPriceContext) => number;
+export { convertLiquidationParams, convertLiquidationParamsArray, encodeLiquidationParams, } from "./converter";
+export * from "./types";
+export * from "./builder";

package/lib/trade/liquidation/index.js

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+"use strict";
+/**
+ * @dev Main export file for liquidation module
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.encodeLiquidationParams = exports.convertLiquidationParamsArray = exports.convertLiquidationParams = exports.getTradeLiquidationPriceSimple = exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
+const types_1 = require("../../contracts/types");
+const __1 = require("..");
+/**
+ * @dev Calculate liquidation price with structured context
+ * @param trade The trade to calculate liquidation price for
+ * @param context Structured context with all required data
+ * @returns Liquidation price
+ */
+const getLiquidationPrice = (trade, context) => {
+    var _a, _b, _c;
+    // Extract legacy parameters from structured context
+    const { currentPairPrice, additionalFeeCollateral, partialCloseMultiplier, beforeOpened, } = context.liquidationSpecific;
+    // 1. Calculate liquidation fees
+    const closingFee = (0, __1.getTotalTradeLiqFeesCollateral)(trade.collateralIndex, trade.user, trade.pairIndex, trade.collateralAmount, {
+        totalLiqCollateralFeeP: ((_a = context.tradeData.liquidationParams) === null || _a === void 0 ? void 0 : _a.endLiqThresholdP) || 0.9,
+        globalTradeFeeParams: context.trading.globalTradeFeeParams,
+        traderFeeMultiplier: context.trading.traderFeeMultiplier,
+    });
+    // 2. Calculate holding fees and realized PnL
+    let holdingFeesTotal = 0;
+    let totalRealizedPnlCollateral = 0;
+    if (!beforeOpened && context.tradeData.tradeFeesData && currentPairPrice) {
+        // V10 data available - calculate full holding fees
+        const holdingFees = (0, __1.getTradePendingHoldingFeesCollateral)(trade, context.tradeData.tradeInfo, context.tradeData.tradeFeesData, currentPairPrice, {
+            contractsVersion: context.core.contractsVersion,
+            currentTimestamp: context.core.currentTimestamp,
+            collateralPriceUsd: context.core.collateralPriceUsd,
+            borrowingV1: context.borrowingV1,
+            borrowingV2: context.borrowingV2,
+            funding: context.funding,
+            initialAccFeesV1: context.tradeData.initialAccFeesV1,
+        });
+        holdingFeesTotal = holdingFees.totalFeeCollateral;
+        // Calculate total realized PnL (realized PnL minus realized trading fees)
+        totalRealizedPnlCollateral =
+            context.tradeData.tradeFeesData.realizedPnlCollateral -
+                context.tradeData.tradeFeesData.realizedTradingFeesCollateral;
+    }
+    else if (!beforeOpened &&
+        context.borrowingV1 &&
+        context.tradeData.initialAccFeesV1) {
+        // Markets using v1 borrowing fees model
+        holdingFeesTotal = (0, __1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, context.tradeData.initialAccFeesV1, context.borrowingV1);
+    }
+    // 3. Apply unified formula for all trades
+    const totalFeesCollateral = closingFee +
+        (holdingFeesTotal - totalRealizedPnlCollateral) * partialCloseMultiplier +
+        additionalFeeCollateral;
+    // 4. Calculate liquidation threshold
+    const liqThresholdP = (0, exports.getLiqPnlThresholdP)(context.tradeData.liquidationParams, trade.leverage);
+    // 5. Calculate liquidation price distance
+    const collateralLiqNegativePnl = trade.collateralAmount * liqThresholdP;
+    let liqPriceDistance = (trade.openPrice * (collateralLiqNegativePnl - totalFeesCollateral)) /
+        trade.collateralAmount /
+        trade.leverage;
+    // 6. Apply closing spread for v9.2+
+    if (context.core.contractsVersion >= types_1.ContractsVersion.V9_2 &&
+        ((((_b = context.tradeData.liquidationParams) === null || _b === void 0 ? void 0 : _b.maxLiqSpreadP) !== undefined &&
+            context.tradeData.liquidationParams.maxLiqSpreadP > 0) ||
+            (((_c = context.liquidationSpecific.userPriceImpact) === null || _c === void 0 ? void 0 : _c.fixedSpreadP) !==
+                undefined &&
+                context.liquidationSpecific.userPriceImpact.fixedSpreadP > 0))) {
+        const closingSpreadP = (0, __1.getSpreadP)(context.core.spreadP, true, context.tradeData.liquidationParams, context.liquidationSpecific.userPriceImpact);
+        liqPriceDistance -= trade.openPrice * closingSpreadP;
+    }
+    // 7. Calculate final liquidation price
+    return trade.long
+        ? Math.max(trade.openPrice - liqPriceDistance, 0)
+        : Math.max(trade.openPrice + liqPriceDistance, 0);
+};
+exports.getLiquidationPrice = getLiquidationPrice;
+const getLiqPnlThresholdP = (liquidationParams, leverage) => {
+    if (liquidationParams === undefined ||
+        leverage === undefined ||
+        liquidationParams.maxLiqSpreadP === 0 ||
+        liquidationParams.startLiqThresholdP === 0 ||
+        liquidationParams.endLiqThresholdP === 0 ||
+        liquidationParams.startLeverage === 0 ||
+        liquidationParams.endLeverage === 0) {
+        return 0.9;
+    }
+    if (leverage < liquidationParams.startLeverage) {
+        return liquidationParams.startLiqThresholdP;
+    }
+    if (leverage > liquidationParams.endLeverage) {
+        return liquidationParams.endLiqThresholdP;
+    }
+    if (liquidationParams.startLiqThresholdP === liquidationParams.endLiqThresholdP) {
+        return liquidationParams.endLiqThresholdP;
+    }
+    return (liquidationParams.startLiqThresholdP -
+        ((leverage - liquidationParams.startLeverage) *
+            (liquidationParams.startLiqThresholdP -
+                liquidationParams.endLiqThresholdP)) /
+            (liquidationParams.endLeverage - liquidationParams.startLeverage));
+};
+exports.getLiqPnlThresholdP = getLiqPnlThresholdP;
+/**
+ * @dev Simplified wrapper for getTradeLiquidationPrice
+ * @dev Mirrors the contract's simplified overload
+ * @param trade The trade to calculate liquidation price for
+ * @param additionalFeeCollateral Additional fees to consider
+ * @param currentPairPrice Current pair price
+ * @param context Context with all required data
+ * @returns Liquidation price
+ */
+const getTradeLiquidationPriceSimple = (trade, additionalFeeCollateral, currentPairPrice, context) => {
+    // Build complete context with additional parameters
+    const fullContext = Object.assign(Object.assign({}, context), { liquidationSpecific: Object.assign(Object.assign({}, context.liquidationSpecific), { currentPairPrice,
+            additionalFeeCollateral, partialCloseMultiplier: 1, beforeOpened: false, isCounterTrade: trade.isCounterTrade || false }) });
+    return (0, exports.getLiquidationPrice)(trade, fullContext);
+};
+exports.getTradeLiquidationPriceSimple = getTradeLiquidationPriceSimple;
+// Converters
+var converter_1 = require("./converter");
+Object.defineProperty(exports, "convertLiquidationParams", { enumerable: true, get: function () { return converter_1.convertLiquidationParams; } });
+Object.defineProperty(exports, "convertLiquidationParamsArray", { enumerable: true, get: function () { return converter_1.convertLiquidationParamsArray; } });
+Object.defineProperty(exports, "encodeLiquidationParams", { enumerable: true, get: function () { return converter_1.encodeLiquidationParams; } });
+// Types
+__exportStar(require("./types"), exports);
+// Builder
+__exportStar(require("./builder"), exports);

package/lib/trade/liquidation/types.d.ts

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+import { GetBorrowingFeeContext, BorrowingFee } from "./../fees";
+import { LiquidationParams, UserPriceImpact, TradeFeesData, TradeInfo } from "./../types";
+import { ContractsVersion } from "../../contracts/types";
+import { GetPairBorrowingFeeV2Context } from "../fees/borrowingV2";
+import { GetPairFundingFeeContext } from "../fees/fundingFees";
+import { TradingFeesSubContext } from "../fees/trading/builder";
+/**
+ * @dev Input parameters for getTradeLiquidationPrice
+ * @dev Mirrors the contract's LiqPriceInput struct
+ */
+export type LiqPriceInput = {
+    collateralIndex: number;
+    trader: string;
+    pairIndex: number;
+    index: number;
+    openPrice: number;
+    long: boolean;
+    collateral: number;
+    leverage: number;
+    additionalFeeCollateral: number;
+    liquidationParams: LiquidationParams;
+    currentPairPrice: number;
+    isCounterTrade: boolean;
+    partialCloseMultiplier: number;
+    beforeOpened: boolean;
+};
+/**
+ * @dev Structured context for liquidation price calculations
+ * @dev Follows the same pattern as GetComprehensivePnlContext
+ */
+export type GetLiquidationPriceContext = {
+    core: {
+        currentBlock: number;
+        currentTimestamp: number;
+        collateralPriceUsd: number;
+        contractsVersion: ContractsVersion;
+        spreadP: number;
+    };
+    borrowingV1?: GetBorrowingFeeContext;
+    borrowingV2?: GetPairBorrowingFeeV2Context;
+    funding?: GetPairFundingFeeContext;
+    trading: TradingFeesSubContext & {
+        userPriceImpact?: UserPriceImpact;
+    };
+    tradeData: {
+        tradeInfo: TradeInfo;
+        tradeFeesData: TradeFeesData;
+        liquidationParams: LiquidationParams;
+        initialAccFeesV1?: BorrowingFee.InitialAccFees;
+    };
+    liquidationSpecific: {
+        currentPairPrice: number;
+        additionalFeeCollateral: number;
+        partialCloseMultiplier: number;
+        beforeOpened: boolean;
+        isCounterTrade: boolean;
+        userPriceImpact?: UserPriceImpact;
+    };
+};

package/lib/trade/liquidation/types.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/openLimitOrder.d.ts

@@ -0,0 +1,2 @@
+import { LimitOrder, Pair, PairDepth, OiWindowsSettings, OiWindows } from "./types";
+export declare const getFulfillmentPrice: (order: LimitOrder, pair: Pair, pairDepth: PairDepth, oiWindowsSettings?: OiWindowsSettings, oiWindows?: OiWindows) => number;

package/lib/trade/openLimitOrder.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getFulfillmentPrice = void 0;
+const spread_1 = require("./spread");
+const types_1 = require("./types");
+const getFulfillmentPrice = (order, pair, pairDepth, oiWindowsSettings, oiWindows) => {
+    if (!order || !pair) {
+        return 0;
+    }
+    // Get spread percentage
+    const spreadWithPriceImpactP = (0, spread_1.getSpreadWithPriceImpactP)(pair.spreadP, order.buy, order.positionSize, order.leverage, pairDepth, oiWindowsSettings, oiWindows);
+    if (spreadWithPriceImpactP === 0) {
+        return 0;
+    }
+    const askingPrice = (order.buy && order.type === types_1.OpenLimitOrderType.REVERSAL) ||
+        (!order.buy && order.type === types_1.OpenLimitOrderType.MOMENTUM)
+        ? order.maxPrice
+        : order.minPrice;
+    return order.buy
+        ? askingPrice * (1 + spreadWithPriceImpactP)
+        : askingPrice * (1 - spreadWithPriceImpactP);
+};
+exports.getFulfillmentPrice = getFulfillmentPrice;

package/lib/trade/pnl/builder.d.ts

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+import { TradeContainer } from "../types";
+import { GlobalTradingVariablesType } from "src/backend/tradingVariables/types";
+import { GetComprehensivePnlContext } from "./types";
+/**
+ * @dev Builds a complete context for comprehensive PnL calculations
+ * @dev Uses sub-context builders to create properly scoped contexts
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param tradeContainer Full trade container with trade, tradeInfo, fees data and liquidation params
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Complete context ready for getComprehensivePnl
+ */
+export declare const buildComprehensivePnlContext: (globalTradingVariables: GlobalTradingVariablesType, tradeContainer: TradeContainer, additionalParams: {
+    currentBlock: number;
+    currentTimestamp: number;
+    traderFeeMultiplier?: number;
+}) => GetComprehensivePnlContext;

package/lib/trade/pnl/builder.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildComprehensivePnlContext = void 0;
+const builder_1 = require("../fees/borrowingV2/builder");
+const builder_2 = require("../fees/fundingFees/builder");
+const builder_3 = require("../fees/borrowing/builder");
+const builder_4 = require("../fees/trading/builder");
+/**
+ * @dev Builds a complete context for comprehensive PnL calculations
+ * @dev Uses sub-context builders to create properly scoped contexts
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param tradeContainer Full trade container with trade, tradeInfo, fees data and liquidation params
+ * @param additionalParams Additional parameters not available in trading variables
+ * @returns Complete context ready for getComprehensivePnl
+ */
+const buildComprehensivePnlContext = (globalTradingVariables, tradeContainer, additionalParams) => {
+    var _a;
+    const { trade, tradeInfo } = tradeContainer;
+    const collateralIndex = trade.collateralIndex || 1;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    return {
+        // Core shared context
+        core: {
+            currentBlock: additionalParams.currentBlock,
+            currentTimestamp: additionalParams.currentTimestamp,
+            collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+            contractsVersion: tradeInfo.contractsVersion,
+        },
+        // Build sub-contexts using dedicated builders
+        borrowingV1: (0, builder_3.buildBorrowingV1Context)(globalTradingVariables, collateralIndex, additionalParams.currentBlock),
+        borrowingV2: (0, builder_1.buildBorrowingV2Context)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
+        funding: (0, builder_2.buildFundingContext)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
+        trading: (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier),
+        // Trade-specific data
+        tradeData: tradeContainer.tradeFeesData && tradeContainer.liquidationParams
+            ? {
+                tradeFeesData: tradeContainer.tradeFeesData,
+                liquidationParams: tradeContainer.liquidationParams,
+                initialAccFeesV1: tradeContainer.initialAccFees,
+            }
+            : undefined,
+    };
+};
+exports.buildComprehensivePnlContext = buildComprehensivePnlContext;

package/lib/trade/pnl/converter.d.ts

@@ -0,0 +1,47 @@
+/**
+ * @dev Converters for PnL data between contract and SDK formats
+ */
+/**
+ * @dev Convert PnL percentage from contract precision to SDK format
+ * @param pnlPercentContract PnL percentage with 1e10 precision
+ * @returns PnL percentage as regular number (e.g., 10 = 10%)
+ */
+export declare const convertPnlPercent: (pnlPercentContract: bigint | number) => number;
+/**
+ * @dev Convert PnL percentage from SDK format to contract precision
+ * @param pnlPercent PnL percentage as regular number
+ * @returns PnL percentage with 1e10 precision
+ */
+export declare const encodePnlPercent: (pnlPercent: number) => bigint;
+/**
+ * @dev Convert collateral amount considering precision
+ * @param amount Amount in contract format
+ * @param collateralDecimals Collateral token decimals (6 or 18)
+ * @returns Amount as SDK float
+ */
+export declare const convertCollateralAmount: (amount: bigint | number, collateralDecimals: number) => number;
+/**
+ * @dev Convert price from contract format to SDK format
+ * @param price Price with 1e10 precision
+ * @returns Price as SDK float
+ */
+export declare const convertPrice: (price: bigint | number) => number;
+/**
+ * @dev Convert leverage from contract format to SDK format
+ * @param leverage Leverage with 1e3 precision
+ * @returns Leverage as SDK float (e.g., 10 = 10x)
+ */
+export declare const convertLeverage: (leverage: bigint | number) => number;
+/**
+ * @dev Batch convert PnL results from contract format
+ * @param results Array of PnL results from contract
+ * @param collateralDecimals Collateral token decimals
+ * @returns Array of converted PnL results
+ */
+export declare const convertPnlResults: (results: Array<{
+    pnlCollateral: bigint;
+    pnlPercent: bigint;
+}>, collateralDecimals: number) => Array<{
+    pnlCollateral: number;
+    pnlPercent: number;
+}>;

package/lib/trade/pnl/converter.js

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+"use strict";
+/**
+ * @dev Converters for PnL data between contract and SDK formats
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertPnlResults = exports.convertLeverage = exports.convertPrice = exports.convertCollateralAmount = exports.encodePnlPercent = exports.convertPnlPercent = void 0;
+/**
+ * @dev Convert PnL percentage from contract precision to SDK format
+ * @param pnlPercentContract PnL percentage with 1e10 precision
+ * @returns PnL percentage as regular number (e.g., 10 = 10%)
+ */
+const convertPnlPercent = (pnlPercentContract) => {
+    const value = typeof pnlPercentContract === "bigint"
+        ? Number(pnlPercentContract)
+        : pnlPercentContract;
+    // Contract uses 1e10 precision for percentages
+    return value / 1e10;
+};
+exports.convertPnlPercent = convertPnlPercent;
+/**
+ * @dev Convert PnL percentage from SDK format to contract precision
+ * @param pnlPercent PnL percentage as regular number
+ * @returns PnL percentage with 1e10 precision
+ */
+const encodePnlPercent = (pnlPercent) => {
+    return BigInt(Math.round(pnlPercent * 1e10));
+};
+exports.encodePnlPercent = encodePnlPercent;
+/**
+ * @dev Convert collateral amount considering precision
+ * @param amount Amount in contract format
+ * @param collateralDecimals Collateral token decimals (6 or 18)
+ * @returns Amount as SDK float
+ */
+const convertCollateralAmount = (amount, collateralDecimals) => {
+    const value = typeof amount === "bigint" ? Number(amount) : amount;
+    return value / Math.pow(10, collateralDecimals);
+};
+exports.convertCollateralAmount = convertCollateralAmount;
+/**
+ * @dev Convert price from contract format to SDK format
+ * @param price Price with 1e10 precision
+ * @returns Price as SDK float
+ */
+const convertPrice = (price) => {
+    const value = typeof price === "bigint" ? Number(price) : price;
+    return value / 1e10;
+};
+exports.convertPrice = convertPrice;
+/**
+ * @dev Convert leverage from contract format to SDK format
+ * @param leverage Leverage with 1e3 precision
+ * @returns Leverage as SDK float (e.g., 10 = 10x)
+ */
+const convertLeverage = (leverage) => {
+    const value = typeof leverage === "bigint" ? Number(leverage) : leverage;
+    return value / 1e3;
+};
+exports.convertLeverage = convertLeverage;
+/**
+ * @dev Batch convert PnL results from contract format
+ * @param results Array of PnL results from contract
+ * @param collateralDecimals Collateral token decimals
+ * @returns Array of converted PnL results
+ */
+const convertPnlResults = (results, collateralDecimals) => {
+    return results.map(result => ({
+        pnlCollateral: (0, exports.convertCollateralAmount)(result.pnlCollateral, collateralDecimals),
+        pnlPercent: (0, exports.convertPnlPercent)(result.pnlPercent),
+    }));
+};
+exports.convertPnlResults = convertPnlResults;

package/lib/trade/pnl/index.d.ts

@@ -0,0 +1,77 @@
+/**
+ * @dev PnL calculation module
+ * @dev Provides functions matching v10 contract implementations
+ */
+import { Trade, TradeInfo, LiquidationParams, Fee, GlobalTradeFeeParams } from "../types";
+import { ComprehensivePnlResult, GetComprehensivePnlContext } from "./types";
+import { BorrowingFee } from "../fees/borrowing";
+import { ContractsVersion } from "../../contracts/types";
+/**
+ * @dev Calculates PnL percentage for a position
+ * @dev Mirrors contract's getPnlPercent function
+ * @param openPrice Trade open price
+ * @param currentPrice Current market price
+ * @param long Whether position is long
+ * @param leverage Position leverage
+ * @returns PnL percentage (e.g., 10 = 10% profit, -50 = 50% loss)
+ */
+export declare const getPnlPercent: (openPrice: number, currentPrice: number, long: boolean, leverage: number) => number;
+/**
+ * @dev Calculates trade value from collateral and PnL
+ * @dev Mirrors contract's getTradeValuePure function
+ * @param collateral Trade collateral amount
+ * @param pnlPercent PnL percentage
+ * @param totalFees Total fees to deduct
+ * @returns Trade value after PnL and fees
+ */
+export declare const getTradeValue: (collateral: number, pnlPercent: number, totalFees: number) => number;
+/**
+ * @dev Comprehensive PnL calculation including all fees
+ * @param trade The trade to calculate PnL for
+ * @param currentPrice Current market price
+ * @param tradeInfo Trade info with version and timestamps
+ * @param context Context with all fee parameters
+ * @returns Detailed PnL breakdown
+ */
+export declare const getComprehensivePnl: (trade: Trade, currentPrice: number, tradeInfo: TradeInfo, context: GetComprehensivePnlContext) => ComprehensivePnlResult;
+/**
+ * @dev Legacy getPnl function for backward compatibility
+ * @deprecated Use getComprehensivePnl for new implementations
+ */
+export type GetPnlContext = {
+    currentBlock: number;
+    groups: BorrowingFee.Group[];
+    pairs: BorrowingFee.Pair[];
+    collateralPriceUsd: number | undefined;
+    contractsVersion: ContractsVersion | undefined;
+    feeMultiplier: number | undefined;
+    fee: Fee;
+    globalTradeFeeParams: GlobalTradeFeeParams;
+    traderFeeMultiplier?: number;
+};
+/**
+ * @dev Legacy PnL calculation function
+ * @deprecated Use getComprehensivePnl for more comprehensive calculations
+ * @param price Current price
+ * @param trade Trade object
+ * @param tradeInfo Trade info (not used in legacy implementation)
+ * @param initialAccFees Initial accumulated fees
+ * @param liquidationParams Liquidation parameters
+ * @param useFees Whether to include fees
+ * @param context Context with fee calculation parameters
+ * @returns [pnlCollateral, pnlPercentage] or undefined if no price
+ */
+export declare const getPnl: (price: number | undefined, trade: Trade, _tradeInfo: TradeInfo, initialAccFees: BorrowingFee.InitialAccFees, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;
+/**
+ * @dev Calculates the price needed to achieve a target PnL percentage
+ * @param targetPnlPercent The target PnL percentage (e.g., 50 for 50% profit, -25 for 25% loss)
+ * @param trade The trade to calculate for
+ * @param tradeInfo Trade info with timestamps
+ * @param context Context with fee calculation parameters
+ * @param netPnl Whether to include closing fees in the calculation
+ * @returns The price that would result in the target PnL percentage
+ */
+export declare const getPriceForTargetPnlPercentage: (targetPnlPercent: number, trade: Trade, tradeInfo: TradeInfo, context: GetComprehensivePnlContext, netPnl?: boolean) => number;
+export * from "./types";
+export * from "./converter";
+export * from "./builder";