@gainsnetwork/sdk 0.2.67-rc7 → 0.2.67-rc8

package/lib/trade/fees/fundingFees/fetcher.js

@@ -0,0 +1,150 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.collateralToContractFormat = exports.priceToContractFormat = exports.fetchPairPendingAccFundingFeesBatch = exports.fetchTradeFeesDataBatch = exports.fetchTradeFeesData = exports.fetchTradeFundingFeesCollateral = exports.fetchPairPendingAccFundingFees = void 0;
+/**
+ * @dev Fetches pending accumulated funding fees for a specific pair
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @param currentPairPrice Current pair price (1e10)
+ * @returns Promise resolving to accumulated funding fees and current rate
+ */
+const fetchPairPendingAccFundingFees = (contract, collateralIndex, pairIndex, currentPairPrice) => __awaiter(void 0, void 0, void 0, function* () {
+    try {
+        const result = yield contract.getPairPendingAccFundingFees(collateralIndex, pairIndex, currentPairPrice);
+        return {
+            accFundingFeeLongP: Number(result.accFundingFeeLongP) / 1e20,
+            accFundingFeeShortP: Number(result.accFundingFeeShortP) / 1e20,
+            currentFundingRatePerSecondP: Number(result.currentFundingRatePerSecondP) / 1e18, // FUNDING_RATE_PER_SECOND_P precision
+        };
+    }
+    catch (error) {
+        console.error("Error fetching pair pending acc funding fees:", error);
+        throw error;
+    }
+});
+exports.fetchPairPendingAccFundingFees = fetchPairPendingAccFundingFees;
+/**
+ * @dev Fetches funding fees for a specific trade in collateral tokens
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param trader Trader address
+ * @param index Trade index
+ * @param currentPairPrice Current pair price (1e10)
+ * @returns Promise resolving to funding fee in collateral tokens
+ */
+const fetchTradeFundingFeesCollateral = (contract, trader, index, currentPairPrice) => __awaiter(void 0, void 0, void 0, function* () {
+    try {
+        const fundingFeeCollateral = yield contract.getTradeFundingFeesCollateral(trader, index, currentPairPrice);
+        // Convert from BigNumber to number (collateral precision already applied)
+        return Number(fundingFeeCollateral);
+    }
+    catch (error) {
+        console.error("Error fetching trade funding fees:", error);
+        throw error;
+    }
+});
+exports.fetchTradeFundingFeesCollateral = fetchTradeFundingFeesCollateral;
+/**
+ * @dev Fetches trade fees data for a specific trade
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param trader Trader address
+ * @param index Trade index
+ * @returns Promise resolving to trade fees data
+ */
+const fetchTradeFeesData = (contract, trader, index) => __awaiter(void 0, void 0, void 0, function* () {
+    try {
+        const feesData = yield contract.getTradeFeesData(trader, index);
+        return {
+            accPerOiLong: Number(feesData.initialAccFundingFeeP) / 1e20,
+            accPerOiShort: Number(feesData.initialAccFundingFeeP) / 1e20,
+            openBlock: 0, // Not available in this struct
+        };
+    }
+    catch (error) {
+        console.error("Error fetching trade fees data:", error);
+        throw error;
+    }
+});
+exports.fetchTradeFeesData = fetchTradeFeesData;
+/**
+ * @dev Fetches trade fees data for multiple trades
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param traders Array of trader addresses
+ * @param indices Array of trade indices
+ * @returns Promise resolving to array of trade fees data
+ */
+const fetchTradeFeesDataBatch = (contract, traders, indices) => __awaiter(void 0, void 0, void 0, function* () {
+    if (traders.length !== indices.length) {
+        throw new Error("Traders and indices arrays must have the same length");
+    }
+    try {
+        const feesDatas = yield contract.getTradeFeesDataArray(traders, indices);
+        return feesDatas.map(feesData => ({
+            accPerOiLong: Number(feesData.initialAccFundingFeeP) / 1e20,
+            accPerOiShort: Number(feesData.initialAccFundingFeeP) / 1e20,
+            openBlock: 0,
+        }));
+    }
+    catch (error) {
+        console.error("Error fetching trade fees data batch:", error);
+        throw error;
+    }
+});
+exports.fetchTradeFeesDataBatch = fetchTradeFeesDataBatch;
+/**
+ * @dev Fetches pending accumulated funding fees for multiple pairs
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndices Array of collateral indices
+ * @param pairIndices Array of pair indices
+ * @param currentPairPrices Array of current pair prices (1e10)
+ * @returns Promise resolving to array of accumulated funding fees
+ */
+const fetchPairPendingAccFundingFeesBatch = (contract, collateralIndices, pairIndices, currentPairPrices) => __awaiter(void 0, void 0, void 0, function* () {
+    if (collateralIndices.length !== pairIndices.length ||
+        pairIndices.length !== currentPairPrices.length) {
+        throw new Error("All input arrays must have the same length");
+    }
+    try {
+        // Fetch all in parallel
+        const promises = collateralIndices.map((collateralIndex, i) => contract.getPairPendingAccFundingFees(collateralIndex, pairIndices[i], currentPairPrices[i]));
+        const results = yield Promise.all(promises);
+        return results.map(result => ({
+            accFundingFeeLongP: Number(result.accFundingFeeLongP) / 1e20,
+            accFundingFeeShortP: Number(result.accFundingFeeShortP) / 1e20,
+            currentFundingRatePerSecondP: Number(result.currentFundingRatePerSecondP) / 1e18,
+        }));
+    }
+    catch (error) {
+        console.error("Error fetching pair pending acc funding fees batch:", error);
+        throw error;
+    }
+});
+exports.fetchPairPendingAccFundingFeesBatch = fetchPairPendingAccFundingFeesBatch;
+/**
+ * @dev Helper to convert price from number to contract format
+ * @param price Price as number
+ * @returns Price in contract format (1e10)
+ */
+const priceToContractFormat = (price) => {
+    return BigInt(Math.round(price * 1e10));
+};
+exports.priceToContractFormat = priceToContractFormat;
+/**
+ * @dev Helper to convert collateral amount to contract format
+ * @param amount Amount as number
+ * @param decimals Collateral decimals (6 for USDC, 18 for others)
+ * @returns Amount in contract format
+ */
+const collateralToContractFormat = (amount, decimals) => {
+    return BigInt(Math.round(amount * Math.pow(10, decimals)));
+};
+exports.collateralToContractFormat = collateralToContractFormat;

package/lib/trade/fees/fundingFees/index.d.ts

@@ -0,0 +1,146 @@
+/**
+ * @dev Funding fees calculations for v10+ trades
+ * @dev Based on skew-based funding rate model with velocity and APR multipliers
+ */
+import { FundingFeeParams, PairFundingFeeData, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairOiAfterV10 } from "./types";
+/**
+ * @dev Calculates current funding velocity per year based on skew
+ * @param netExposureToken Net exposure (long - short) in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @param skewCoefficientPerYear Skew coefficient per year from params
+ * @param absoluteVelocityPerYearCap Cap on velocity per year
+ * @param thetaThresholdUsd Minimum exposure USD to start charging funding fees
+ * @returns Current yearly funding velocity
+ */
+export declare const getCurrentFundingVelocityPerYear: (netExposureToken: number, netExposureUsd: number, skewCoefficientPerYear: number, absoluteVelocityPerYearCap: number, thetaThresholdUsd: number) => number;
+/**
+ * @dev Calculates seconds until funding rate reaches zero
+ * @param lastFundingRatePerSecondP Last funding rate per second
+ * @param currentVelocityPerYear Current velocity per year
+ * @returns Seconds until rate reaches zero
+ */
+export declare const getSecondsToReachZeroRate: (lastFundingRatePerSecondP: number, currentVelocityPerYear: number) => number;
+/**
+ * @dev Calculates average and current funding rate per second
+ * @param lastFundingRatePerSecondP Last funding rate per second
+ * @param absoluteRatePerSecondCap Absolute cap on funding rate per second
+ * @param currentVelocityPerYear Current velocity per year
+ * @param secondsSinceLastUpdate Seconds elapsed since last update
+ * @returns Average and current funding rate per second
+ */
+export declare const getAvgFundingRatePerSecondP: (lastFundingRatePerSecondP: number, absoluteRatePerSecondCap: number, currentVelocityPerYear: number, secondsSinceLastUpdate: number) => {
+    avgFundingRatePerSecondP: number;
+    currentFundingRatePerSecondP: number;
+};
+/**
+ * @dev Calculates APR multipliers for long and short sides based on OI ratio
+ * @param avgFundingRatePerSecondP Average funding rate per second
+ * @param pairOiLongToken Long OI in tokens
+ * @param pairOiShortToken Short OI in tokens
+ * @param aprMultiplierEnabled Whether APR multiplier is enabled
+ * @returns Long and short APR multipliers
+ */
+export declare const getLongShortAprMultiplier: (avgFundingRatePerSecondP: number, pairOiLongToken: number, pairOiShortToken: number, aprMultiplierEnabled: boolean) => {
+    longAprMultiplier: number;
+    shortAprMultiplier: number;
+};
+/**
+ * @dev Calculates pending accumulated funding fees for a pair
+ * @param params Funding fee parameters
+ * @param data Current funding fee data
+ * @param currentPairPrice Current pair price
+ * @param pairOiToken Pair OI after v10
+ * @param netExposureToken Net exposure in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @param currentTimestamp Current timestamp
+ * @returns Pending accumulated funding fees and current rate
+ */
+export declare const getPairPendingAccFundingFees: (params: FundingFeeParams, data: PairFundingFeeData, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number, currentTimestamp: number) => PairPendingAccFundingFeesResult;
+/**
+ * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @param tradeInfo Trade info (contracts version)
+ * @param tradeFeesData Trade fees data containing initial acc funding fee
+ * @param currentPairPrice Current pair price
+ * @param context Optional context with funding fee data (full or pair-specific)
+ * @returns Funding fee in collateral tokens
+ */
+export declare const getTradeFundingFeesCollateral: (trade: {
+    collateralAmount: number;
+    leverage: number;
+    openPrice: number;
+    long: boolean;
+    collateralIndex?: number;
+    pairIndex?: number;
+}, tradeInfo: {
+    contractsVersion: number;
+}, tradeFeesData: {
+    initialAccFundingFeeP: number;
+}, currentPairPrice: number, context?: (GetFundingFeeContext & {
+    pairOiAfterV10?: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: PairOiAfterV10;
+        };
+    } | undefined;
+    netExposureToken?: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: number;
+        };
+    } | undefined;
+    netExposureUsd?: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: number;
+        };
+    } | undefined;
+}) | {
+    currentTimestamp: number;
+    params: FundingFeeParams;
+    data: PairFundingFeeData;
+    pairOi?: PairOiAfterV10 | undefined;
+    netExposureToken?: number | undefined;
+    netExposureUsd?: number | undefined;
+} | undefined) => number;
+/**
+ * @dev Main function to calculate funding fees for a trade within context
+ * @param context Funding fee context with params and data
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @param trade Trade details
+ * @param tradeInfo Trade info (contracts version)
+ * @param initialAccFundingFeeP Initial accumulated funding fee
+ * @param currentPairPrice Current pair price
+ * @param pairOiToken Pair OI after v10
+ * @param netExposureToken Net exposure in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @returns Complete funding fee calculation result
+ */
+export declare const getTradeFundingFees: (context: GetFundingFeeContext, collateralIndex: number, pairIndex: number, trade: {
+    collateralAmount: number;
+    leverage: number;
+    openPrice: number;
+    long: boolean;
+}, tradeInfo: {
+    contractsVersion: number;
+}, initialAccFundingFeeP: number, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number) => TradeFundingFeeResult;
+/**
+ * @dev Simple version of getTradeFundingFeesCollateral for backward compatibility
+ * @param trade Trade parameters
+ * @param tradeInfo Trade info with contracts version
+ * @param initialAccFundingFeeP Initial accumulated funding fee
+ * @param currentAccFundingFeeP Current accumulated funding fee
+ * @returns Funding fee in collateral tokens
+ */
+export declare const getTradeFundingFeesCollateralSimple: (trade: {
+    collateralAmount: number;
+    leverage: number;
+    openPrice: number;
+    long: boolean;
+}, tradeInfo: {
+    contractsVersion: number;
+}, initialAccFundingFeeP: number, currentAccFundingFeeP: number) => number;
+export * as FundingFees from "./types";
+export type { FundingFeeParams, PairFundingFeeData, PairGlobalParams, TradeInitialAccFundingFees, PairOiAfterV10, FundingRateCalculation, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairAccumulatedFees, TradeInitialAccFees, } from "./types";
+export type { GetPairFundingFeeContext } from "./pairContext";
+export * from "./fetcher";
+export * from "./pairContext";
+export * from "./builder";

package/lib/trade/fees/fundingFees/index.js

@@ -0,0 +1,346 @@
+"use strict";
+/**
+ * @dev Funding fees calculations for v10+ trades
+ * @dev Based on skew-based funding rate model with velocity and APR multipliers
+ */
+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 __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+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.FundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = void 0;
+// Constants from contract
+const FUNDING_APR_MULTIPLIER_CAP = 100; // Smaller side can earn up to 100x more APR
+const ONE_YEAR = 365 * 24 * 60 * 60; // 1 year in seconds
+/**
+ * @dev Calculates current funding velocity per year based on skew
+ * @param netExposureToken Net exposure (long - short) in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @param skewCoefficientPerYear Skew coefficient per year from params
+ * @param absoluteVelocityPerYearCap Cap on velocity per year
+ * @param thetaThresholdUsd Minimum exposure USD to start charging funding fees
+ * @returns Current yearly funding velocity
+ */
+const getCurrentFundingVelocityPerYear = (netExposureToken, netExposureUsd, skewCoefficientPerYear, absoluteVelocityPerYearCap, thetaThresholdUsd) => {
+    // If no exposure or skew coefficient 0 or velocity cap 0, velocity is 0
+    if (netExposureToken === 0 ||
+        skewCoefficientPerYear === 0 ||
+        absoluteVelocityPerYearCap === 0) {
+        return 0;
+    }
+    // Check theta threshold
+    const absNetExposureUsd = Math.abs(netExposureUsd);
+    if (absNetExposureUsd < thetaThresholdUsd) {
+        return 0;
+    }
+    // Calculate absolute velocity
+    const absoluteVelocityPerYear = Math.abs(netExposureToken) * skewCoefficientPerYear;
+    // Apply cap
+    const cappedAbsoluteVelocity = Math.min(absoluteVelocityPerYear, absoluteVelocityPerYearCap);
+    // Return with proper sign
+    return netExposureToken < 0
+        ? -cappedAbsoluteVelocity
+        : cappedAbsoluteVelocity;
+};
+exports.getCurrentFundingVelocityPerYear = getCurrentFundingVelocityPerYear;
+/**
+ * @dev Calculates seconds until funding rate reaches zero
+ * @param lastFundingRatePerSecondP Last funding rate per second
+ * @param currentVelocityPerYear Current velocity per year
+ * @returns Seconds until rate reaches zero
+ */
+const getSecondsToReachZeroRate = (lastFundingRatePerSecondP, currentVelocityPerYear) => {
+    if (currentVelocityPerYear === 0) {
+        throw new Error("Velocity cannot be zero when calculating time to reach zero rate");
+    }
+    const secondsToReachZeroRate = (-lastFundingRatePerSecondP * ONE_YEAR) / currentVelocityPerYear;
+    if (secondsToReachZeroRate < 0) {
+        throw new Error("Invalid calculation: seconds to reach zero rate cannot be negative");
+    }
+    return secondsToReachZeroRate;
+};
+exports.getSecondsToReachZeroRate = getSecondsToReachZeroRate;
+/**
+ * @dev Calculates average and current funding rate per second
+ * @param lastFundingRatePerSecondP Last funding rate per second
+ * @param absoluteRatePerSecondCap Absolute cap on funding rate per second
+ * @param currentVelocityPerYear Current velocity per year
+ * @param secondsSinceLastUpdate Seconds elapsed since last update
+ * @returns Average and current funding rate per second
+ */
+const getAvgFundingRatePerSecondP = (lastFundingRatePerSecondP, absoluteRatePerSecondCap, currentVelocityPerYear, secondsSinceLastUpdate) => {
+    // If cap is 0, there are no funding fees
+    if (absoluteRatePerSecondCap === 0) {
+        return { avgFundingRatePerSecondP: 0, currentFundingRatePerSecondP: 0 };
+    }
+    // If velocity is 0 or no time elapsed, funding rate is still the same
+    if (currentVelocityPerYear === 0 || secondsSinceLastUpdate === 0) {
+        return {
+            avgFundingRatePerSecondP: lastFundingRatePerSecondP,
+            currentFundingRatePerSecondP: lastFundingRatePerSecondP,
+        };
+    }
+    const ratePerSecondCap = absoluteRatePerSecondCap * (currentVelocityPerYear < 0 ? -1 : 1);
+    // If rate is already at cap, just return it
+    if (ratePerSecondCap === lastFundingRatePerSecondP) {
+        return {
+            avgFundingRatePerSecondP: ratePerSecondCap,
+            currentFundingRatePerSecondP: ratePerSecondCap,
+        };
+    }
+    const secondsToReachCap = ((ratePerSecondCap - lastFundingRatePerSecondP) * ONE_YEAR) /
+        currentVelocityPerYear;
+    if (secondsSinceLastUpdate > secondsToReachCap) {
+        // Rate reached cap during this period
+        const currentFundingRatePerSecondP = ratePerSecondCap;
+        // Weighted average: time to cap at average rate + time at cap
+        const avgFundingRatePerSecondP_1 = (lastFundingRatePerSecondP + ratePerSecondCap) / 2;
+        const avgFundingRatePerSecondP = (avgFundingRatePerSecondP_1 * secondsToReachCap +
+            ratePerSecondCap * (secondsSinceLastUpdate - secondsToReachCap)) /
+            secondsSinceLastUpdate;
+        return { avgFundingRatePerSecondP, currentFundingRatePerSecondP };
+    }
+    else {
+        // Rate didn't reach cap
+        const currentFundingRatePerSecondP = lastFundingRatePerSecondP +
+            (secondsSinceLastUpdate * currentVelocityPerYear) / ONE_YEAR;
+        const avgFundingRatePerSecondP = (lastFundingRatePerSecondP + currentFundingRatePerSecondP) / 2;
+        return { avgFundingRatePerSecondP, currentFundingRatePerSecondP };
+    }
+};
+exports.getAvgFundingRatePerSecondP = getAvgFundingRatePerSecondP;
+/**
+ * @dev Calculates APR multipliers for long and short sides based on OI ratio
+ * @param avgFundingRatePerSecondP Average funding rate per second
+ * @param pairOiLongToken Long OI in tokens
+ * @param pairOiShortToken Short OI in tokens
+ * @param aprMultiplierEnabled Whether APR multiplier is enabled
+ * @returns Long and short APR multipliers
+ */
+const getLongShortAprMultiplier = (avgFundingRatePerSecondP, pairOiLongToken, pairOiShortToken, aprMultiplierEnabled) => {
+    // If funding rate is 0, multipliers don't matter
+    if (avgFundingRatePerSecondP === 0) {
+        return { longAprMultiplier: 1, shortAprMultiplier: 1 };
+    }
+    const longsEarned = avgFundingRatePerSecondP < 0;
+    let longAprMultiplier = 1;
+    let shortAprMultiplier = 1;
+    if (aprMultiplierEnabled) {
+        if (longsEarned && pairOiLongToken > 0) {
+            longAprMultiplier = pairOiShortToken / pairOiLongToken;
+        }
+        else if (!longsEarned && pairOiShortToken > 0) {
+            shortAprMultiplier = pairOiLongToken / pairOiShortToken;
+        }
+        // Apply cap
+        longAprMultiplier = Math.min(longAprMultiplier, FUNDING_APR_MULTIPLIER_CAP);
+        shortAprMultiplier = Math.min(shortAprMultiplier, FUNDING_APR_MULTIPLIER_CAP);
+    }
+    return { longAprMultiplier, shortAprMultiplier };
+};
+exports.getLongShortAprMultiplier = getLongShortAprMultiplier;
+/**
+ * @dev Calculates pending accumulated funding fees for a pair
+ * @param params Funding fee parameters
+ * @param data Current funding fee data
+ * @param currentPairPrice Current pair price
+ * @param pairOiToken Pair OI after v10
+ * @param netExposureToken Net exposure in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @param currentTimestamp Current timestamp
+ * @returns Pending accumulated funding fees and current rate
+ */
+const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp) => {
+    let accFundingFeeLongP = data.accFundingFeeLongP;
+    let accFundingFeeShortP = data.accFundingFeeShortP;
+    // If funding fees are disabled, return current values
+    if (!params.fundingFeesEnabled) {
+        return {
+            accFundingFeeLongP,
+            accFundingFeeShortP,
+            currentFundingRatePerSecondP: data.lastFundingRatePerSecondP,
+        };
+    }
+    const secondsSinceLastUpdate = currentTimestamp - data.lastFundingUpdateTs;
+    // Calculate current velocity
+    const currentVelocityPerYear = (0, exports.getCurrentFundingVelocityPerYear)(netExposureToken, netExposureUsd, params.skewCoefficientPerYear, params.absoluteVelocityPerYearCap, params.thetaThresholdUsd);
+    // Get average and current funding rates
+    const { avgFundingRatePerSecondP, currentFundingRatePerSecondP } = (0, exports.getAvgFundingRatePerSecondP)(data.lastFundingRatePerSecondP, params.absoluteRatePerSecondCap, currentVelocityPerYear, secondsSinceLastUpdate);
+    // Check if we need to handle rate sign change
+    const rateChangedSign = params.aprMultiplierEnabled &&
+        ((currentFundingRatePerSecondP > 0 && data.lastFundingRatePerSecondP < 0) ||
+            (currentFundingRatePerSecondP < 0 && data.lastFundingRatePerSecondP > 0));
+    if (rateChangedSign) {
+        // Split calculation into two periods: before and after sign change
+        // 1. From last update to rate = 0
+        const secondsToReachZeroRate = (0, exports.getSecondsToReachZeroRate)(data.lastFundingRatePerSecondP, currentVelocityPerYear);
+        const avgFundingRatePerSecondP_1 = data.lastFundingRatePerSecondP / 2;
+        const fundingFeesDeltaP_1 = avgFundingRatePerSecondP_1 * secondsToReachZeroRate * currentPairPrice;
+        const { longAprMultiplier: longMultiplier1, shortAprMultiplier: shortMultiplier1, } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP_1, pairOiToken.oiLongToken, pairOiToken.oiShortToken, true);
+        accFundingFeeLongP += fundingFeesDeltaP_1 * longMultiplier1;
+        accFundingFeeShortP -= fundingFeesDeltaP_1 * shortMultiplier1;
+        // 2. From rate = 0 to current rate
+        const avgFundingRatePerSecondP_2 = currentFundingRatePerSecondP / 2;
+        const fundingFeesDeltaP_2 = avgFundingRatePerSecondP_2 *
+            (secondsSinceLastUpdate - secondsToReachZeroRate) *
+            currentPairPrice;
+        const { longAprMultiplier: longMultiplier2, shortAprMultiplier: shortMultiplier2, } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP_2, pairOiToken.oiLongToken, pairOiToken.oiShortToken, true);
+        accFundingFeeLongP += fundingFeesDeltaP_2 * longMultiplier2;
+        accFundingFeeShortP -= fundingFeesDeltaP_2 * shortMultiplier2;
+    }
+    else {
+        // Single period calculation
+        const fundingFeesDeltaP = avgFundingRatePerSecondP * secondsSinceLastUpdate * currentPairPrice;
+        const { longAprMultiplier, shortAprMultiplier } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, params.aprMultiplierEnabled);
+        accFundingFeeLongP += fundingFeesDeltaP * longAprMultiplier;
+        accFundingFeeShortP -= fundingFeesDeltaP * shortAprMultiplier;
+    }
+    return {
+        accFundingFeeLongP,
+        accFundingFeeShortP,
+        currentFundingRatePerSecondP,
+    };
+};
+exports.getPairPendingAccFundingFees = getPairPendingAccFundingFees;
+/**
+ * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
+ * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
+ * @param tradeInfo Trade info (contracts version)
+ * @param tradeFeesData Trade fees data containing initial acc funding fee
+ * @param currentPairPrice Current pair price
+ * @param context Optional context with funding fee data (full or pair-specific)
+ * @returns Funding fee in collateral tokens
+ */
+const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    var _a, _b, _c, _d, _e, _f, _g, _h;
+    // Funding fees are only charged on post-v10 trades
+    if (tradeInfo.contractsVersion < 10) {
+        return 0;
+    }
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    if (!context) {
+        return 0; // Cannot calculate without context
+    }
+    // Check if we have a pair-specific context
+    if ("params" in context && "data" in context) {
+        // Pair-specific context
+        const { params, data, pairOi, netExposureToken, netExposureUsd } = context;
+        if (!params.fundingFeesEnabled) {
+            return 0;
+        }
+        // Calculate pending accumulated fees
+        const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOi || { oiLongToken: 0, oiShortToken: 0 }, netExposureToken || 0, netExposureUsd || 0, context.currentTimestamp);
+        const currentAccFundingFeeP = trade.long
+            ? accFundingFeeLongP
+            : accFundingFeeShortP;
+        const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+        return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+    }
+    // Full context - original logic
+    if ("fundingParams" in context &&
+        trade.collateralIndex !== undefined &&
+        trade.pairIndex !== undefined) {
+        const params = (_a = context.fundingParams[trade.collateralIndex]) === null || _a === void 0 ? void 0 : _a[trade.pairIndex];
+        const data = (_b = context.fundingData[trade.collateralIndex]) === null || _b === void 0 ? void 0 : _b[trade.pairIndex];
+        const pairOi = (_d = (_c = context.pairOiAfterV10) === null || _c === void 0 ? void 0 : _c[trade.collateralIndex]) === null || _d === void 0 ? void 0 : _d[trade.pairIndex];
+        const netExposureToken = ((_f = (_e = context.netExposureToken) === null || _e === void 0 ? void 0 : _e[trade.collateralIndex]) === null || _f === void 0 ? void 0 : _f[trade.pairIndex]) || 0;
+        const netExposureUsd = ((_h = (_g = context.netExposureUsd) === null || _g === void 0 ? void 0 : _g[trade.collateralIndex]) === null || _h === void 0 ? void 0 : _h[trade.pairIndex]) || 0;
+        if (params && data && pairOi) {
+            // Calculate pending accumulated fees
+            const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOi, netExposureToken, netExposureUsd, context.currentTimestamp);
+            const currentAccFundingFeeP = trade.long
+                ? accFundingFeeLongP
+                : accFundingFeeShortP;
+            const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+            return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+        }
+    }
+    return 0; // Cannot calculate without proper context
+};
+exports.getTradeFundingFeesCollateral = getTradeFundingFeesCollateral;
+/**
+ * @dev Main function to calculate funding fees for a trade within context
+ * @param context Funding fee context with params and data
+ * @param collateralIndex Collateral index
+ * @param pairIndex Pair index
+ * @param trade Trade details
+ * @param tradeInfo Trade info (contracts version)
+ * @param initialAccFundingFeeP Initial accumulated funding fee
+ * @param currentPairPrice Current pair price
+ * @param pairOiToken Pair OI after v10
+ * @param netExposureToken Net exposure in tokens
+ * @param netExposureUsd Net exposure in USD
+ * @returns Complete funding fee calculation result
+ */
+const getTradeFundingFees = (context, collateralIndex, pairIndex, trade, tradeInfo, initialAccFundingFeeP, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd) => {
+    var _a, _b;
+    // Get params and data from context
+    const params = (_a = context.fundingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const data = (_b = context.fundingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    if (!params || !data) {
+        throw new Error(`Missing funding fee data for collateral ${collateralIndex} pair ${pairIndex}`);
+    }
+    // Calculate pending accumulated fees
+    const { accFundingFeeLongP, accFundingFeeShortP } = (0, exports.getPairPendingAccFundingFees)(params, data, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, context.currentTimestamp);
+    const currentAccFundingFeeP = trade.long
+        ? accFundingFeeLongP
+        : accFundingFeeShortP;
+    // Calculate funding fee in collateral
+    const fundingFeeCollateral = (0, exports.getTradeFundingFeesCollateralSimple)(trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP);
+    // Calculate funding fee as percentage
+    const fundingFeeP = trade.collateralAmount > 0
+        ? (fundingFeeCollateral / trade.collateralAmount) * 100
+        : 0;
+    return {
+        fundingFeeCollateral,
+        fundingFeeP,
+        currentAccFundingFeeP,
+        initialAccFundingFeeP,
+    };
+};
+exports.getTradeFundingFees = getTradeFundingFees;
+/**
+ * @dev Simple version of getTradeFundingFeesCollateral for backward compatibility
+ * @param trade Trade parameters
+ * @param tradeInfo Trade info with contracts version
+ * @param initialAccFundingFeeP Initial accumulated funding fee
+ * @param currentAccFundingFeeP Current accumulated funding fee
+ * @returns Funding fee in collateral tokens
+ */
+const getTradeFundingFeesCollateralSimple = (trade, tradeInfo, initialAccFundingFeeP, currentAccFundingFeeP) => {
+    // Funding fees are only charged on post-v10 trades
+    if (tradeInfo.contractsVersion < 10) {
+        return 0;
+    }
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    const fundingFeeDelta = currentAccFundingFeeP - initialAccFundingFeeP;
+    return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice;
+};
+exports.getTradeFundingFeesCollateralSimple = getTradeFundingFeesCollateralSimple;
+// Export namespace for types
+exports.FundingFees = __importStar(require("./types"));
+__exportStar(require("./fetcher"), exports);
+__exportStar(require("./pairContext"), exports);
+__exportStar(require("./builder"), exports);

package/lib/trade/fees/fundingFees/pairContext.d.ts

@@ -0,0 +1,33 @@
+/**
+ * @dev Pair-specific funding fee types and utilities
+ */
+import { FundingFeeParams, PairFundingFeeData, PairGlobalParams, PairOiAfterV10, PairPendingAccFundingFeesResult } from "./types";
+/**
+ * @dev Context for pair-specific funding fee calculations
+ */
+export type GetPairFundingFeeContext = {
+    currentTimestamp: number;
+    params: FundingFeeParams;
+    data: PairFundingFeeData;
+    globalParams?: PairGlobalParams;
+    pairOi?: PairOiAfterV10;
+    netExposureToken?: number;
+    netExposureUsd?: number;
+};
+/**
+ * @dev Input for pair-specific trade funding fee calculation
+ */
+export type PairTradeFundingFeeInput = {
+    positionSizeCollateral: number;
+    openPrice: number;
+    long: boolean;
+    currentPairPrice: number;
+    initialAccFundingFeeP: number;
+};
+/**
+ * @dev Calculate pending accumulated funding fees for a pair using pair-specific context
+ * @param currentPairPrice Current price of the pair
+ * @param context Pair-specific funding context
+ * @returns Pending accumulated funding fees
+ */
+export declare const getPairPendingAccFundingFees: (currentPairPrice: number, context: GetPairFundingFeeContext) => PairPendingAccFundingFeesResult;