@gainsnetwork/sdk 0.2.67-rc7 → 0.2.68

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

@@ -0,0 +1,322 @@
+"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;
+};
+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 (if not provided, uses simple calculation)
+ * @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 we have full context, calculate current accumulated funding fee
+    if (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"));

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

@@ -0,0 +1,77 @@
+/**
+ * @dev Funding fees types for v10+ trades
+ */
+export type FundingFeeParams = {
+    skewCoefficientPerYear: number;
+    absoluteVelocityPerYearCap: number;
+    absoluteRatePerSecondCap: number;
+    thetaThresholdUsd: number;
+    fundingFeesEnabled: boolean;
+    aprMultiplierEnabled: boolean;
+};
+export type PairFundingFeeData = {
+    accFundingFeeLongP: number;
+    accFundingFeeShortP: number;
+    lastFundingRatePerSecondP: number;
+    lastFundingUpdateTs: number;
+};
+export type PairGlobalParams = {
+    maxSkewCollateral: number;
+};
+export type TradeInitialAccFundingFees = {
+    initialAccFundingFeeP: number;
+};
+export type PairAccumulatedFees = {
+    accPerOiLong: number;
+    accPerOiShort: number;
+    lastUpdateBlock: number;
+};
+export type TradeInitialAccFees = {
+    accPerOiLong: number;
+    accPerOiShort: number;
+    openBlock: number;
+};
+export type PairOiAfterV10 = {
+    oiLongToken: number;
+    oiShortToken: number;
+};
+export type FundingRateCalculation = {
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    currentVelocityPerYear: number;
+    avgFundingRatePerSecondP: number;
+    currentFundingRatePerSecondP: number;
+    secondsSinceLastUpdate: number;
+    longAprMultiplier: number;
+    shortAprMultiplier: number;
+};
+export type GetFundingFeeContext = {
+    currentTimestamp: number;
+    fundingParams: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: FundingFeeParams;
+        };
+    };
+    fundingData: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: PairFundingFeeData;
+        };
+    };
+    globalParams?: {
+        [collateralIndex: number]: {
+            [pairIndex: number]: PairGlobalParams;
+        };
+    };
+};
+export type TradeFundingFeeResult = {
+    fundingFeeCollateral: number;
+    fundingFeeP: number;
+    currentAccFundingFeeP: number;
+    initialAccFundingFeeP: number;
+};
+export type PairPendingAccFundingFeesResult = {
+    accFundingFeeLongP: number;
+    accFundingFeeShortP: number;
+    currentFundingRatePerSecondP: number;
+};

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

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Funding fees types for v10+ trades
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/fees/trading/converter.d.ts

@@ -0,0 +1,30 @@
+/**
+ * @dev Converters for trading fee data between contract and SDK formats
+ */
+import { CounterTradeSettings } from "../../types";
+import { GlobalTradeFeeParams } from "./types";
+/**
+ * @dev Converts contract counter trade settings to SDK format
+ * @param feeRateMultiplier Fee rate multiplier from contract (1e3 precision)
+ * @param maxLeverage Max leverage from contract (1e3 precision)
+ * @returns Normalized counter trade settings
+ */
+export declare const convertCounterTradeSettings: (feeRateMultiplier: number, maxLeverage: number) => CounterTradeSettings;
+/**
+ * @dev Converts array of counter trade fee rate multipliers from contract
+ * @param multipliers Array of fee rate multipliers (1e3 precision)
+ * @returns Array of normalized multipliers
+ */
+export declare const convertCounterTradeFeeRateMultipliers: (multipliers: number[]) => number[];
+/**
+ * @dev Converts global trade fee params from contract to SDK format
+ * @param contractParams Global trade fee params from contract
+ * @returns Normalized global trade fee params
+ */
+export declare const convertGlobalTradeFeeParams: (contractParams: {
+    referralFeeP: number;
+    govFeeP: number;
+    triggerOrderFeeP: number;
+    gnsOtcFeeP: number;
+    gTokenFeeP: number;
+}) => GlobalTradeFeeParams;

package/lib/trade/fees/trading/converter.js

@@ -0,0 +1,43 @@
+"use strict";
+/**
+ * @dev Converters for trading fee data between contract and SDK formats
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertGlobalTradeFeeParams = exports.convertCounterTradeFeeRateMultipliers = exports.convertCounterTradeSettings = void 0;
+/**
+ * @dev Converts contract counter trade settings to SDK format
+ * @param feeRateMultiplier Fee rate multiplier from contract (1e3 precision)
+ * @param maxLeverage Max leverage from contract (1e3 precision)
+ * @returns Normalized counter trade settings
+ */
+const convertCounterTradeSettings = (feeRateMultiplier, maxLeverage) => {
+    return {
+        feeRateMultiplier: feeRateMultiplier / 1000,
+        maxLeverage: maxLeverage / 1000, // 1e3 → float
+    };
+};
+exports.convertCounterTradeSettings = convertCounterTradeSettings;
+/**
+ * @dev Converts array of counter trade fee rate multipliers from contract
+ * @param multipliers Array of fee rate multipliers (1e3 precision)
+ * @returns Array of normalized multipliers
+ */
+const convertCounterTradeFeeRateMultipliers = (multipliers) => {
+    return multipliers.map(m => m / 1000);
+};
+exports.convertCounterTradeFeeRateMultipliers = convertCounterTradeFeeRateMultipliers;
+/**
+ * @dev Converts global trade fee params from contract to SDK format
+ * @param contractParams Global trade fee params from contract
+ * @returns Normalized global trade fee params
+ */
+const convertGlobalTradeFeeParams = (contractParams) => {
+    return {
+        referralFeeP: contractParams.referralFeeP / 1e10 / 100,
+        govFeeP: contractParams.govFeeP / 1e10 / 100,
+        triggerOrderFeeP: contractParams.triggerOrderFeeP / 1e10 / 100,
+        gnsOtcFeeP: contractParams.gnsOtcFeeP / 1e10 / 100,
+        gTokenFeeP: contractParams.gTokenFeeP / 1e10 / 100,
+    };
+};
+exports.convertGlobalTradeFeeParams = convertGlobalTradeFeeParams;

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

@@ -0,0 +1,34 @@
+/**
+ * @dev Trading fee calculations for opening and closing positions
+ */
+import { Fee, PairIndex } from "../../types";
+import { GetTradeFeesContext, GetLiquidationFeesContext, GetClosingFeeContext, TradeFeesBreakdown } from "./types";
+/**
+ * @dev Returns the total fee for a trade in collateral tokens
+ * @dev Mirrors the contract's getTotalTradeFeesCollateral function
+ * @param collateralIndex Collateral index (not used in calculation, for consistency)
+ * @param trader Trader address (for fee tier lookup)
+ * @param pairIndex Index of the trading pair
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param isCounterTrade Whether the trade is a counter trade
+ * @param context Context containing fee parameters and settings
+ * @returns Total fee in collateral tokens
+ */
+export declare const getTotalTradeFeesCollateral: (collateralIndex: number, trader: string, pairIndex: PairIndex, positionSizeCollateral: number, isCounterTrade: boolean, context: GetTradeFeesContext) => number;
+/**
+ * @dev Returns the fee breakdown for a trade
+ * @dev Mirrors the contract's getTradeFeesCollateral function
+ */
+export declare const getTradeFeesCollateral: (collateralIndex: number, trader: string, pairIndex: PairIndex, positionSizeCollateral: number, isCounterTrade: boolean, context: GetTradeFeesContext) => TradeFeesBreakdown;
+/**
+ * @dev Returns total liquidation fee for a trade in collateral tokens
+ * @dev Mirrors the contract's getTotalTradeLiqFeesCollateral function
+ */
+export declare const getTotalTradeLiqFeesCollateral: (collateralIndex: number, trader: string, pairIndex: PairIndex, collateralAmount: number, context: GetLiquidationFeesContext) => number;
+/**
+ * @dev Legacy function for backward compatibility
+ * @deprecated Use getTotalTradeFeesCollateral instead
+ */
+export declare const getClosingFee: (collateralAmount: number, leverage: number, pairIndex: PairIndex, pairFee: Fee | undefined, _collateralPriceUsd?: number | undefined, isCounterTrade?: boolean, trader?: string, context?: GetClosingFeeContext) => number;
+export * from "./types";
+export * from "./converter";

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

@@ -0,0 +1,104 @@
+"use strict";
+/**
+ * @dev Trading fee calculations for opening and closing positions
+ */
+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.getClosingFee = exports.getTotalTradeLiqFeesCollateral = exports.getTradeFeesCollateral = exports.getTotalTradeFeesCollateral = void 0;
+const tiers_1 = require("../tiers");
+/**
+ * @dev Returns the total fee for a trade in collateral tokens
+ * @dev Mirrors the contract's getTotalTradeFeesCollateral function
+ * @param collateralIndex Collateral index (not used in calculation, for consistency)
+ * @param trader Trader address (for fee tier lookup)
+ * @param pairIndex Index of the trading pair
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param isCounterTrade Whether the trade is a counter trade
+ * @param context Context containing fee parameters and settings
+ * @returns Total fee in collateral tokens
+ */
+const getTotalTradeFeesCollateral = (collateralIndex, trader, pairIndex, positionSizeCollateral, isCounterTrade, context) => {
+    var _a;
+    const { fee, collateralPriceUsd } = context;
+    const { totalPositionSizeFeeP, minPositionSizeUsd } = fee;
+    // Get counter trade fee rate multiplier (default 1 = 1x)
+    const counterTradeFeeRateMultiplier = isCounterTrade && ((_a = context.counterTradeSettings) === null || _a === void 0 ? void 0 : _a[pairIndex])
+        ? context.counterTradeSettings[pairIndex].feeRateMultiplier
+        : 1;
+    // Apply counter trade multiplier to position size
+    const adjustedPositionSizeCollateral = positionSizeCollateral * counterTradeFeeRateMultiplier;
+    // Calculate minimum position size in collateral
+    const minPositionSizeCollateral = minPositionSizeUsd / collateralPriceUsd;
+    // Use max of adjusted position size and minimum position size
+    const positionSizeBasis = Math.max(adjustedPositionSizeCollateral, minPositionSizeCollateral);
+    // Calculate raw fee
+    const rawFee = totalPositionSizeFeeP * positionSizeBasis;
+    // Apply trader fee tier if available
+    return (0, tiers_1.calculateFeeAmount)(trader, rawFee, context.traderFeeMultiplier);
+};
+exports.getTotalTradeFeesCollateral = getTotalTradeFeesCollateral;
+/**
+ * @dev Returns the fee breakdown for a trade
+ * @dev Mirrors the contract's getTradeFeesCollateral function
+ */
+const getTradeFeesCollateral = (collateralIndex, trader, pairIndex, positionSizeCollateral, isCounterTrade, context) => {
+    const totalFees = (0, exports.getTotalTradeFeesCollateral)(collateralIndex, trader, pairIndex, positionSizeCollateral, isCounterTrade, context);
+    const { globalTradeFeeParams } = context;
+    const totalP = globalTradeFeeParams.referralFeeP +
+        globalTradeFeeParams.govFeeP +
+        globalTradeFeeParams.triggerOrderFeeP +
+        globalTradeFeeParams.gnsOtcFeeP +
+        globalTradeFeeParams.gTokenFeeP;
+    // Distribute fees proportionally
+    return {
+        referralFeeCollateral: (totalFees * globalTradeFeeParams.referralFeeP) / totalP,
+        govFeeCollateral: (totalFees * globalTradeFeeParams.govFeeP) / totalP,
+        triggerFeeCollateral: (totalFees * globalTradeFeeParams.triggerOrderFeeP) / totalP,
+        gnsOtcFeeCollateral: (totalFees * globalTradeFeeParams.gnsOtcFeeP) / totalP,
+        gTokenFeeCollateral: (totalFees * globalTradeFeeParams.gTokenFeeP) / totalP,
+    };
+};
+exports.getTradeFeesCollateral = getTradeFeesCollateral;
+/**
+ * @dev Returns total liquidation fee for a trade in collateral tokens
+ * @dev Mirrors the contract's getTotalTradeLiqFeesCollateral function
+ */
+const getTotalTradeLiqFeesCollateral = (collateralIndex, trader, pairIndex, collateralAmount, context) => {
+    const { totalLiqCollateralFeeP } = context;
+    // Calculate raw liquidation fee
+    const rawFee = collateralAmount * totalLiqCollateralFeeP;
+    // Apply trader fee tier if available
+    return (0, tiers_1.calculateFeeAmount)(trader, rawFee, context.traderFeeMultiplier);
+};
+exports.getTotalTradeLiqFeesCollateral = getTotalTradeLiqFeesCollateral;
+/**
+ * @dev Legacy function for backward compatibility
+ * @deprecated Use getTotalTradeFeesCollateral instead
+ */
+const getClosingFee = (collateralAmount, leverage, pairIndex, pairFee, 
+// eslint-disable-next-line @typescript-eslint/no-unused-vars
+_collateralPriceUsd = 0, // Kept for backward compatibility
+isCounterTrade = false, trader, context) => {
+    if (!pairFee || !context)
+        return 0;
+    const positionSizeCollateral = collateralAmount * leverage;
+    return (0, exports.getTotalTradeFeesCollateral)(0, // collateralIndex not used
+    trader || "", pairIndex, positionSizeCollateral, isCounterTrade, context);
+};
+exports.getClosingFee = getClosingFee;
+// Export types
+__exportStar(require("./types"), exports);
+__exportStar(require("./converter"), exports);

package/lib/trade/fees/trading/types.d.ts

@@ -0,0 +1,39 @@
+/**
+ * @dev Types for trading fee calculations (open/close position fees)
+ */
+import { Fee, CounterTradeSettings, GlobalTradeFeeParams } from "../../types";
+/**
+ * @dev Breakdown of trading fees into components
+ */
+export type TradeFeesBreakdown = {
+    referralFeeCollateral: number;
+    govFeeCollateral: number;
+    triggerFeeCollateral: number;
+    gnsOtcFeeCollateral: number;
+    gTokenFeeCollateral: number;
+};
+/**
+ * @dev Context for calculating trading fees
+ */
+export type GetTradeFeesContext = {
+    fee: Fee;
+    collateralPriceUsd: number;
+    globalTradeFeeParams: GlobalTradeFeeParams;
+    counterTradeSettings?: {
+        [pairIndex: number]: CounterTradeSettings;
+    };
+    traderFeeMultiplier?: number;
+};
+/**
+ * @dev Context for calculating liquidation fees
+ */
+export type GetLiquidationFeesContext = {
+    totalLiqCollateralFeeP: number;
+    globalTradeFeeParams: GlobalTradeFeeParams;
+    traderFeeMultiplier?: number;
+};
+/**
+ * @dev Legacy support
+ */
+export type GetClosingFeeContext = GetTradeFeesContext;
+export type { GlobalTradeFeeParams };

package/lib/trade/fees/trading/types.js

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Types for trading fee calculations (open/close position fees)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });