@gainsnetwork/sdk 0.2.67-rc8 → 0.2.69
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/contracts/addresses.json +20 -0
- package/lib/{trade/fees/borrowingV2/fetcher.d.ts → contracts/fetch/fees/borrowingFeesV2.d.ts} +3 -2
- package/lib/{trade/fees/borrowingV2/fetcher.js → contracts/fetch/fees/borrowingFeesV2.js} +14 -6
- package/lib/{trade/fees/fundingFees/fetcher.d.ts → contracts/fetch/fees/fundingFees.d.ts} +2 -2
- package/lib/{trade/priceImpact/skew/fetcher.d.ts → contracts/fetch/priceImpact/skew.d.ts} +2 -2
- package/lib/{trade/priceImpact/skew/fetcher.js → contracts/fetch/priceImpact/skew.js} +6 -6
- package/lib/contracts/index.js +3 -1
- package/lib/contracts/types/generated/GNSMultiCollatDiamond.d.ts +258 -2112
- package/lib/contracts/types/generated/GToken.d.ts +107 -78
- package/lib/contracts/types/generated/factories/GNSMultiCollatDiamond__factory.d.ts +53 -90
- package/lib/contracts/types/generated/factories/GNSMultiCollatDiamond__factory.js +421 -4496
- package/lib/contracts/types/generated/factories/GToken__factory.js +142 -65
- package/lib/contracts/types/index.d.ts +2 -1
- package/lib/contracts/types/index.js +1 -0
- package/lib/trade/fees/borrowingV2/converter.d.ts +3 -12
- package/lib/trade/fees/borrowingV2/converter.js +18 -29
- package/lib/trade/fees/borrowingV2/index.d.ts +17 -6
- package/lib/trade/fees/borrowingV2/index.js +37 -10
- package/lib/trade/fees/borrowingV2/types.d.ts +6 -22
- package/lib/trade/fees/fundingFees/index.d.ts +2 -13
- package/lib/trade/fees/fundingFees/index.js +3 -27
- package/lib/trade/fees/trading/index.d.ts +2 -30
- package/lib/trade/fees/trading/index.js +1 -52
- package/lib/trade/fees/trading/types.d.ts +0 -9
- package/lib/trade/priceImpact/index.d.ts +2 -6
- package/lib/trade/priceImpact/index.js +3 -30
- package/lib/trade/priceImpact/skew/index.d.ts +0 -1
- package/lib/trade/priceImpact/skew/index.js +0 -4
- package/package.json +1 -1
- package/lib/backend/globalTrades/index.d.ts +0 -11
- package/lib/backend/globalTrades/index.js +0 -69
- package/lib/backend/index.d.ts +0 -3
- package/lib/backend/index.js +0 -28
- package/lib/backend/tradingVariables/backend.types.d.ts +0 -312
- package/lib/backend/tradingVariables/backend.types.js +0 -2
- package/lib/backend/tradingVariables/converter.d.ts +0 -31
- package/lib/backend/tradingVariables/converter.js +0 -330
- package/lib/backend/tradingVariables/index.d.ts +0 -5
- package/lib/backend/tradingVariables/index.js +0 -95
- package/lib/backend/tradingVariables/types.d.ts +0 -109
- package/lib/backend/tradingVariables/types.js +0 -14
- package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +0 -1911
- package/lib/contracts/types/generated/GFarmTradingStorageV5.js +0 -2
- package/lib/contracts/types/generated/GNSBorrowingFees.d.ts +0 -1067
- package/lib/contracts/types/generated/GNSBorrowingFees.js +0 -2
- package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +0 -533
- package/lib/contracts/types/generated/GNSNftRewardsV6.js +0 -2
- package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +0 -613
- package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +0 -2
- package/lib/contracts/types/generated/GNSTrading.d.ts +0 -758
- package/lib/contracts/types/generated/GNSTrading.js +0 -2
- package/lib/contracts/types/generated/GNSTradingCallbacks.d.ts +0 -875
- package/lib/contracts/types/generated/GNSTradingCallbacks.js +0 -2
- package/lib/contracts/types/generated/GNSTradingStorage.d.ts +0 -1387
- package/lib/contracts/types/generated/GNSTradingStorage.js +0 -2
- package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +0 -1838
- package/lib/contracts/types/generated/GTokenV6_3_2.js +0 -2
- package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +0 -83
- package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +0 -2691
- package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.d.ts +0 -124
- package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.js +0 -1784
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.d.ts +0 -100
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.js +0 -1116
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +0 -100
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +0 -1003
- package/lib/contracts/types/generated/factories/GNSTradingCallbacks__factory.d.ts +0 -113
- package/lib/contracts/types/generated/factories/GNSTradingCallbacks__factory.js +0 -1428
- package/lib/contracts/types/generated/factories/GNSTradingStorage__factory.d.ts +0 -96
- package/lib/contracts/types/generated/factories/GNSTradingStorage__factory.js +0 -2241
- package/lib/contracts/types/generated/factories/GNSTrading__factory.d.ts +0 -95
- package/lib/contracts/types/generated/factories/GNSTrading__factory.js +0 -1071
- package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.d.ts +0 -110
- package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.js +0 -2682
- package/lib/contracts/utils/openLimitOrders.d.ts +0 -8
- package/lib/contracts/utils/openLimitOrders.js +0 -88
- package/lib/markets/collateral/converter.d.ts +0 -5
- package/lib/markets/collateral/converter.js +0 -11
- package/lib/markets/collateral/index.d.ts +0 -1
- package/lib/markets/collateral/index.js +0 -17
- package/lib/markets/collateral/types.d.ts +0 -7
- package/lib/markets/collateral/types.js +0 -2
- package/lib/markets/oi/converter.d.ts +0 -63
- package/lib/markets/oi/converter.js +0 -103
- package/lib/markets/oi/fetcher.d.ts +0 -58
- package/lib/markets/oi/fetcher.js +0 -181
- package/lib/markets/oi/index.d.ts +0 -10
- package/lib/markets/oi/index.js +0 -37
- package/lib/markets/oi/types.d.ts +0 -82
- package/lib/markets/oi/types.js +0 -6
- package/lib/markets/oi/validation.d.ts +0 -80
- package/lib/markets/oi/validation.js +0 -172
- package/lib/trade/fees/borrowing/builder.d.ts +0 -14
- package/lib/trade/fees/borrowing/builder.js +0 -33
- package/lib/trade/fees/borrowingV2/builder.d.ts +0 -6
- package/lib/trade/fees/borrowingV2/builder.js +0 -24
- package/lib/trade/fees/converter.d.ts +0 -48
- package/lib/trade/fees/converter.js +0 -110
- package/lib/trade/fees/fundingFees/builder.d.ts +0 -9
- package/lib/trade/fees/fundingFees/builder.js +0 -35
- package/lib/trade/fees/fundingFees/pairContext.d.ts +0 -33
- package/lib/trade/fees/fundingFees/pairContext.js +0 -17
- package/lib/trade/fees/tiers/converter.d.ts +0 -54
- package/lib/trade/fees/tiers/converter.js +0 -81
- package/lib/trade/fees/trading/builder.d.ts +0 -18
- package/lib/trade/fees/trading/builder.js +0 -20
- package/lib/trade/liquidation/builder.d.ts +0 -25
- package/lib/trade/liquidation/builder.js +0 -59
- package/lib/trade/liquidation/converter.d.ts +0 -23
- package/lib/trade/liquidation/converter.js +0 -46
- package/lib/trade/liquidation/index.d.ts +0 -26
- package/lib/trade/liquidation/index.js +0 -142
- package/lib/trade/liquidation/types.d.ts +0 -59
- package/lib/trade/liquidation/types.js +0 -2
- package/lib/trade/openLimitOrder.d.ts +0 -2
- package/lib/trade/openLimitOrder.js +0 -23
- package/lib/trade/pnl/builder.d.ts +0 -16
- package/lib/trade/pnl/builder.js +0 -44
- package/lib/trade/pnl/converter.d.ts +0 -47
- package/lib/trade/pnl/converter.js +0 -72
- package/lib/trade/pnl/index.d.ts +0 -77
- package/lib/trade/pnl/index.js +0 -270
- package/lib/trade/pnl/types.d.ts +0 -114
- package/lib/trade/pnl/types.js +0 -5
- package/lib/trade/priceImpact/close/index.d.ts +0 -21
- package/lib/trade/priceImpact/close/index.js +0 -131
- package/lib/trade/priceImpact/close/types.d.ts +0 -43
- package/lib/trade/priceImpact/close/types.js +0 -5
- package/lib/trade/priceImpact/cumulVol/converter.d.ts +0 -31
- package/lib/trade/priceImpact/cumulVol/converter.js +0 -59
- package/lib/trade/priceImpact/cumulVol/index.d.ts +0 -107
- package/lib/trade/priceImpact/cumulVol/index.js +0 -228
- package/lib/trade/priceImpact/open/index.d.ts +0 -22
- package/lib/trade/priceImpact/open/index.js +0 -76
- package/lib/trade/priceImpact/open/types.d.ts +0 -41
- package/lib/trade/priceImpact/open/types.js +0 -5
- /package/lib/{trade/fees/fundingFees/fetcher.js → contracts/fetch/fees/fundingFees.js} +0 -0
package/lib/trade/pnl/builder.js
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.buildComprehensivePnlContext = void 0;
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const builder_1 = require("../fees/borrowingV2/builder");
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const builder_2 = require("../fees/fundingFees/builder");
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const builder_3 = require("../fees/borrowing/builder");
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const builder_4 = require("../fees/trading/builder");
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/**
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* @dev Builds a complete context for comprehensive PnL calculations
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* @dev Uses sub-context builders to create properly scoped contexts
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* @param globalTradingVariables The transformed global trading variables from backend
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* @param tradeContainer Full trade container with trade, tradeInfo, fees data and liquidation params
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* @param additionalParams Additional parameters not available in trading variables
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* @returns Complete context ready for getComprehensivePnl
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*/
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const buildComprehensivePnlContext = (globalTradingVariables, tradeContainer, additionalParams) => {
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var _a;
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const { trade, tradeInfo } = tradeContainer;
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const collateralIndex = trade.collateralIndex || 1;
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const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
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return {
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// Core shared context
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core: {
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currentBlock: additionalParams.currentBlock,
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currentTimestamp: additionalParams.currentTimestamp,
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collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
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contractsVersion: tradeInfo.contractsVersion,
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},
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// Build sub-contexts using dedicated builders
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borrowingV1: (0, builder_3.buildBorrowingV1Context)(globalTradingVariables, collateralIndex, additionalParams.currentBlock),
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borrowingV2: (0, builder_1.buildBorrowingV2Context)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
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funding: (0, builder_2.buildFundingContext)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
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trading: (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier),
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// Trade-specific data
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tradeData: tradeContainer.tradeFeesData && tradeContainer.liquidationParams
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? {
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tradeFeesData: tradeContainer.tradeFeesData,
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liquidationParams: tradeContainer.liquidationParams,
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initialAccFeesV1: tradeContainer.initialAccFees,
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}
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: undefined,
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};
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};
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exports.buildComprehensivePnlContext = buildComprehensivePnlContext;
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/**
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* @dev Converters for PnL data between contract and SDK formats
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/**
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* @dev Convert PnL percentage from contract precision to SDK format
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* @param pnlPercentContract PnL percentage with 1e10 precision
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* @returns PnL percentage as regular number (e.g., 10 = 10%)
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*/
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export declare const convertPnlPercent: (pnlPercentContract: bigint | number) => number;
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/**
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* @dev Convert PnL percentage from SDK format to contract precision
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* @param pnlPercent PnL percentage as regular number
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* @returns PnL percentage with 1e10 precision
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*/
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export declare const encodePnlPercent: (pnlPercent: number) => bigint;
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/**
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* @dev Convert collateral amount considering precision
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* @param amount Amount in contract format
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* @param collateralDecimals Collateral token decimals (6 or 18)
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* @returns Amount as SDK float
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*/
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export declare const convertCollateralAmount: (amount: bigint | number, collateralDecimals: number) => number;
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/**
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* @dev Convert price from contract format to SDK format
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* @param price Price with 1e10 precision
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* @returns Price as SDK float
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export declare const convertPrice: (price: bigint | number) => number;
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/**
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* @dev Convert leverage from contract format to SDK format
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* @param leverage Leverage with 1e3 precision
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* @returns Leverage as SDK float (e.g., 10 = 10x)
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*/
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export declare const convertLeverage: (leverage: bigint | number) => number;
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/**
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* @dev Batch convert PnL results from contract format
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* @param results Array of PnL results from contract
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* @param collateralDecimals Collateral token decimals
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* @returns Array of converted PnL results
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export declare const convertPnlResults: (results: Array<{
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pnlCollateral: bigint;
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pnlPercent: bigint;
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}>, collateralDecimals: number) => Array<{
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pnlCollateral: number;
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pnlPercent: number;
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}>;
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/**
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* @dev Converters for PnL data between contract and SDK formats
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*/
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exports.convertPnlResults = exports.convertLeverage = exports.convertPrice = exports.convertCollateralAmount = exports.encodePnlPercent = exports.convertPnlPercent = void 0;
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/**
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* @dev Convert PnL percentage from contract precision to SDK format
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* @param pnlPercentContract PnL percentage with 1e10 precision
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*/
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const convertPnlPercent = (pnlPercentContract) => {
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const value = typeof pnlPercentContract === "bigint"
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? Number(pnlPercentContract)
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: pnlPercentContract;
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// Contract uses 1e10 precision for percentages
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return value / 1e10;
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};
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exports.convertPnlPercent = convertPnlPercent;
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/**
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* @dev Convert PnL percentage from SDK format to contract precision
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* @param pnlPercent PnL percentage as regular number
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*/
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const encodePnlPercent = (pnlPercent) => {
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return BigInt(Math.round(pnlPercent * 1e10));
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exports.encodePnlPercent = encodePnlPercent;
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* @dev Convert collateral amount considering precision
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const value = typeof amount === "bigint" ? Number(amount) : amount;
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exports.convertCollateralAmount = convertCollateralAmount;
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* @param price Price with 1e10 precision
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exports.convertPrice = convertPrice;
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exports.convertLeverage = convertLeverage;
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* @dev Batch convert PnL results from contract format
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* @param results Array of PnL results from contract
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const convertPnlResults = (results, collateralDecimals) => {
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return results.map(result => ({
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pnlCollateral: (0, exports.convertCollateralAmount)(result.pnlCollateral, collateralDecimals),
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pnlPercent: (0, exports.convertPnlPercent)(result.pnlPercent),
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}));
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};
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exports.convertPnlResults = convertPnlResults;
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package/lib/trade/pnl/index.d.ts
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*/
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import { Trade, TradeInfo, LiquidationParams, Fee, GlobalTradeFeeParams } from "../types";
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6
|
-
import { ComprehensivePnlResult, GetComprehensivePnlContext } from "./types";
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import { BorrowingFee } from "../fees/borrowing";
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|
-
import { ContractsVersion } from "../../contracts/types";
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/**
|
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10
|
-
* @dev Calculates PnL percentage for a position
|
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11
|
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* @dev Mirrors contract's getPnlPercent function
|
|
12
|
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* @param openPrice Trade open price
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13
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* @param currentPrice Current market price
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* @param long Whether position is long
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|
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* @param leverage Position leverage
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* @returns PnL percentage (e.g., 10 = 10% profit, -50 = 50% loss)
|
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*/
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export declare const getPnlPercent: (openPrice: number, currentPrice: number, long: boolean, leverage: number) => number;
|
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19
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/**
|
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20
|
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* @dev Calculates trade value from collateral and PnL
|
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21
|
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* @dev Mirrors contract's getTradeValuePure function
|
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* @param collateral Trade collateral amount
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23
|
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* @param pnlPercent PnL percentage
|
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|
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* @param totalFees Total fees to deduct
|
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* @returns Trade value after PnL and fees
|
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*/
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export declare const getTradeValue: (collateral: number, pnlPercent: number, totalFees: number) => number;
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28
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/**
|
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29
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-
* @dev Comprehensive PnL calculation including all fees
|
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* @param trade The trade to calculate PnL for
|
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* @param currentPrice Current market price
|
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|
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* @param tradeInfo Trade info with version and timestamps
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* @param context Context with all fee parameters
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* @returns Detailed PnL breakdown
|
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|
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*/
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|
-
export declare const getComprehensivePnl: (trade: Trade, currentPrice: number, tradeInfo: TradeInfo, context: GetComprehensivePnlContext) => ComprehensivePnlResult;
|
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37
|
-
/**
|
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38
|
-
* @dev Legacy getPnl function for backward compatibility
|
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39
|
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* @deprecated Use getComprehensivePnl for new implementations
|
|
40
|
-
*/
|
|
41
|
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export type GetPnlContext = {
|
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42
|
-
currentBlock: number;
|
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43
|
-
groups: BorrowingFee.Group[];
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pairs: BorrowingFee.Pair[];
|
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collateralPriceUsd: number | undefined;
|
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|
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contractsVersion: ContractsVersion | undefined;
|
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feeMultiplier: number | undefined;
|
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|
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fee: Fee;
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|
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globalTradeFeeParams: GlobalTradeFeeParams;
|
|
50
|
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traderFeeMultiplier?: number;
|
|
51
|
-
};
|
|
52
|
-
/**
|
|
53
|
-
* @dev Legacy PnL calculation function
|
|
54
|
-
* @deprecated Use getComprehensivePnl for more comprehensive calculations
|
|
55
|
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* @param price Current price
|
|
56
|
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* @param trade Trade object
|
|
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|
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* @param tradeInfo Trade info (not used in legacy implementation)
|
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|
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* @param initialAccFees Initial accumulated fees
|
|
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|
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* @param liquidationParams Liquidation parameters
|
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60
|
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* @param useFees Whether to include fees
|
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61
|
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* @param context Context with fee calculation parameters
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* @returns [pnlCollateral, pnlPercentage] or undefined if no price
|
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*/
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|
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export declare const getPnl: (price: number | undefined, trade: Trade, _tradeInfo: TradeInfo, initialAccFees: BorrowingFee.InitialAccFees, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;
|
|
65
|
-
/**
|
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66
|
-
* @dev Calculates the price needed to achieve a target PnL percentage
|
|
67
|
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* @param targetPnlPercent The target PnL percentage (e.g., 50 for 50% profit, -25 for 25% loss)
|
|
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|
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* @param trade The trade to calculate for
|
|
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|
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* @param tradeInfo Trade info with timestamps
|
|
70
|
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* @param context Context with fee calculation parameters
|
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71
|
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* @param netPnl Whether to include closing fees in the calculation
|
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72
|
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* @returns The price that would result in the target PnL percentage
|
|
73
|
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*/
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export declare const getPriceForTargetPnlPercentage: (targetPnlPercent: number, trade: Trade, tradeInfo: TradeInfo, context: GetComprehensivePnlContext, netPnl?: boolean) => number;
|
|
75
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export * from "./types";
|
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|
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export * from "./converter";
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export * from "./builder";
|
package/lib/trade/pnl/index.js
DELETED
|
@@ -1,270 +0,0 @@
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"use strict";
|
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/**
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* @dev PnL calculation module
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* @dev Provides functions matching v10 contract implementations
|
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*/
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var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
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if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
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desc = { enumerable: true, get: function() { return m[k]; } };
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}
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Object.defineProperty(o, k2, desc);
|
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}) : (function(o, m, k, k2) {
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|
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if (k2 === undefined) k2 = k;
|
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|
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o[k2] = m[k];
|
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|
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}));
|
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17
|
-
var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
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for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
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};
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|
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Object.defineProperty(exports, "__esModule", { value: true });
|
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-
exports.getPriceForTargetPnlPercentage = exports.getPnl = exports.getComprehensivePnl = exports.getTradeValue = exports.getPnlPercent = void 0;
|
|
22
|
-
const borrowing_1 = require("../fees/borrowing");
|
|
23
|
-
const trading_1 = require("../fees/trading");
|
|
24
|
-
const liquidation_1 = require("../liquidation");
|
|
25
|
-
/**
|
|
26
|
-
* @dev Calculates PnL percentage for a position
|
|
27
|
-
* @dev Mirrors contract's getPnlPercent function
|
|
28
|
-
* @param openPrice Trade open price
|
|
29
|
-
* @param currentPrice Current market price
|
|
30
|
-
* @param long Whether position is long
|
|
31
|
-
* @param leverage Position leverage
|
|
32
|
-
* @returns PnL percentage (e.g., 10 = 10% profit, -50 = 50% loss)
|
|
33
|
-
*/
|
|
34
|
-
const getPnlPercent = (openPrice, currentPrice, long, leverage) => {
|
|
35
|
-
if (openPrice === 0)
|
|
36
|
-
return -100;
|
|
37
|
-
const priceDiff = long ? currentPrice - openPrice : openPrice - currentPrice;
|
|
38
|
-
const pnlPercent = (priceDiff / openPrice) * 100 * leverage;
|
|
39
|
-
// Cap at -100% loss
|
|
40
|
-
return Math.max(pnlPercent, -100);
|
|
41
|
-
};
|
|
42
|
-
exports.getPnlPercent = getPnlPercent;
|
|
43
|
-
/**
|
|
44
|
-
* @dev Calculates trade value from collateral and PnL
|
|
45
|
-
* @dev Mirrors contract's getTradeValuePure function
|
|
46
|
-
* @param collateral Trade collateral amount
|
|
47
|
-
* @param pnlPercent PnL percentage
|
|
48
|
-
* @param totalFees Total fees to deduct
|
|
49
|
-
* @returns Trade value after PnL and fees
|
|
50
|
-
*/
|
|
51
|
-
const getTradeValue = (collateral, pnlPercent, totalFees) => {
|
|
52
|
-
const pnlCollateral = collateral * (pnlPercent / 100);
|
|
53
|
-
const value = collateral + pnlCollateral - totalFees;
|
|
54
|
-
return Math.max(0, value);
|
|
55
|
-
};
|
|
56
|
-
exports.getTradeValue = getTradeValue;
|
|
57
|
-
/**
|
|
58
|
-
* @dev Comprehensive PnL calculation including all fees
|
|
59
|
-
* @param trade The trade to calculate PnL for
|
|
60
|
-
* @param currentPrice Current market price
|
|
61
|
-
* @param tradeInfo Trade info with version and timestamps
|
|
62
|
-
* @param context Context with all fee parameters
|
|
63
|
-
* @returns Detailed PnL breakdown
|
|
64
|
-
*/
|
|
65
|
-
const getComprehensivePnl = (trade, currentPrice, tradeInfo, context) => {
|
|
66
|
-
var _a;
|
|
67
|
-
// Calculate base PnL percentage
|
|
68
|
-
let pnlPercent = (0, exports.getPnlPercent)(trade.openPrice, currentPrice, trade.long, trade.leverage);
|
|
69
|
-
if (!context.tradeData) {
|
|
70
|
-
throw new Error("Trade data is undefined");
|
|
71
|
-
}
|
|
72
|
-
// Calculate position size
|
|
73
|
-
const positionSizeCollateral = trade.collateralAmount * trade.leverage;
|
|
74
|
-
// Calculate holding fees - always use getTradePendingHoldingFeesCollateral
|
|
75
|
-
// This mirrors the contract's getTradeValueCollateral which always calls this function
|
|
76
|
-
const pendingHoldingFees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, context.tradeData.tradeFeesData, currentPrice, {
|
|
77
|
-
contractsVersion: context.core.contractsVersion,
|
|
78
|
-
currentTimestamp: context.core.currentTimestamp,
|
|
79
|
-
collateralPriceUsd: context.core.collateralPriceUsd,
|
|
80
|
-
borrowingV1: context.borrowingV1,
|
|
81
|
-
borrowingV2: context.borrowingV2,
|
|
82
|
-
funding: context.funding,
|
|
83
|
-
initialAccFeesV1: context.tradeData.initialAccFeesV1,
|
|
84
|
-
});
|
|
85
|
-
const borrowingFeeV1 = pendingHoldingFees.borrowingFeeCollateral_old;
|
|
86
|
-
const borrowingFeeV2 = pendingHoldingFees.borrowingFeeCollateral;
|
|
87
|
-
const fundingFee = pendingHoldingFees.fundingFeeCollateral;
|
|
88
|
-
// Calculate closing fees
|
|
89
|
-
const closingFee = (0, trading_1.getTotalTradeFeesCollateral)(trade.collateralIndex, trade.user, trade.pairIndex, positionSizeCollateral, trade.isCounterTrade || false, {
|
|
90
|
-
fee: context.trading.fee,
|
|
91
|
-
globalTradeFeeParams: context.trading.globalTradeFeeParams,
|
|
92
|
-
collateralPriceUsd: context.core.collateralPriceUsd,
|
|
93
|
-
traderFeeMultiplier: context.trading.traderFeeMultiplier,
|
|
94
|
-
});
|
|
95
|
-
// Total fees
|
|
96
|
-
const totalFees = borrowingFeeV1 + borrowingFeeV2 + fundingFee + closingFee;
|
|
97
|
-
// Check liquidation
|
|
98
|
-
const liquidationThreshold = ((_a = context.tradeData) === null || _a === void 0 ? void 0 : _a.liquidationParams)
|
|
99
|
-
? (0, liquidation_1.getLiqPnlThresholdP)(context.tradeData.liquidationParams, trade.leverage) *
|
|
100
|
-
-100
|
|
101
|
-
: -90; // Default 90% loss
|
|
102
|
-
const isLiquidated = pnlPercent <= liquidationThreshold;
|
|
103
|
-
// If liquidated, set PnL to -100%
|
|
104
|
-
if (isLiquidated) {
|
|
105
|
-
pnlPercent = -100;
|
|
106
|
-
}
|
|
107
|
-
// Calculate final trade value
|
|
108
|
-
const tradeValue = (0, exports.getTradeValue)(trade.collateralAmount, pnlPercent, totalFees);
|
|
109
|
-
// Calculate PnL in collateral
|
|
110
|
-
const pnlCollateral = trade.collateralAmount * (pnlPercent / 100);
|
|
111
|
-
// Calculate leveraged position size
|
|
112
|
-
const leveragedPositionSize = trade.collateralAmount * trade.leverage;
|
|
113
|
-
// Calculate net PnL after fees
|
|
114
|
-
const netPnlAfterFees = pnlCollateral - totalFees;
|
|
115
|
-
// Calculate unrealized PnL (before closing fee, after holding fees)
|
|
116
|
-
const totalHoldingFees = borrowingFeeV1 + borrowingFeeV2 + fundingFee;
|
|
117
|
-
const uPnlCollateral = pnlCollateral - totalHoldingFees;
|
|
118
|
-
const uPnlPercent = (uPnlCollateral / trade.collateralAmount) * 100;
|
|
119
|
-
// Realized PnL (after all fees including closing)
|
|
120
|
-
const realizedPnlCollateral = pnlCollateral - totalFees;
|
|
121
|
-
const realizedPnlPercent = (realizedPnlCollateral / trade.collateralAmount) * 100;
|
|
122
|
-
return {
|
|
123
|
-
// Core PnL values
|
|
124
|
-
pnlPercent,
|
|
125
|
-
pnlCollateral,
|
|
126
|
-
tradeValue,
|
|
127
|
-
// Unrealized PnL (after holding fees, before closing fee)
|
|
128
|
-
uPnlCollateral,
|
|
129
|
-
uPnlPercent,
|
|
130
|
-
// Realized PnL (after all fees)
|
|
131
|
-
realizedPnlCollateral,
|
|
132
|
-
realizedPnlPercent,
|
|
133
|
-
// Fee breakdown
|
|
134
|
-
fees: {
|
|
135
|
-
borrowingV1: borrowingFeeV1,
|
|
136
|
-
borrowingV2: borrowingFeeV2,
|
|
137
|
-
funding: fundingFee,
|
|
138
|
-
closing: closingFee,
|
|
139
|
-
total: totalFees,
|
|
140
|
-
},
|
|
141
|
-
// Status flags
|
|
142
|
-
isLiquidated,
|
|
143
|
-
isProfitable: pnlPercent > 0,
|
|
144
|
-
// Additional info
|
|
145
|
-
leveragedPositionSize,
|
|
146
|
-
netPnlAfterFees,
|
|
147
|
-
};
|
|
148
|
-
};
|
|
149
|
-
exports.getComprehensivePnl = getComprehensivePnl;
|
|
150
|
-
/**
|
|
151
|
-
* @dev Legacy PnL calculation function
|
|
152
|
-
* @deprecated Use getComprehensivePnl for more comprehensive calculations
|
|
153
|
-
* @param price Current price
|
|
154
|
-
* @param trade Trade object
|
|
155
|
-
* @param tradeInfo Trade info (not used in legacy implementation)
|
|
156
|
-
* @param initialAccFees Initial accumulated fees
|
|
157
|
-
* @param liquidationParams Liquidation parameters
|
|
158
|
-
* @param useFees Whether to include fees
|
|
159
|
-
* @param context Context with fee calculation parameters
|
|
160
|
-
* @returns [pnlCollateral, pnlPercentage] or undefined if no price
|
|
161
|
-
*/
|
|
162
|
-
const getPnl = (price, trade, _tradeInfo, initialAccFees, liquidationParams, useFees, context) => {
|
|
163
|
-
var _a;
|
|
164
|
-
if (!price) {
|
|
165
|
-
return;
|
|
166
|
-
}
|
|
167
|
-
const posCollat = trade.collateralAmount;
|
|
168
|
-
const { openPrice, leverage } = trade;
|
|
169
|
-
let pnlCollat = trade.long
|
|
170
|
-
? ((price - openPrice) / openPrice) * leverage * posCollat
|
|
171
|
-
: ((openPrice - price) / openPrice) * leverage * posCollat;
|
|
172
|
-
if (useFees &&
|
|
173
|
-
context.pairs &&
|
|
174
|
-
context.groups &&
|
|
175
|
-
context.currentBlock !== undefined &&
|
|
176
|
-
context.collateralPriceUsd !== undefined) {
|
|
177
|
-
pnlCollat -= (0, borrowing_1.getBorrowingFee)(posCollat * trade.leverage, trade.pairIndex, trade.long, initialAccFees, {
|
|
178
|
-
currentBlock: context.currentBlock,
|
|
179
|
-
groups: context.groups,
|
|
180
|
-
pairs: context.pairs,
|
|
181
|
-
collateralPriceUsd: context.collateralPriceUsd,
|
|
182
|
-
});
|
|
183
|
-
}
|
|
184
|
-
let pnlPercentage = (pnlCollat / posCollat) * 100;
|
|
185
|
-
// Can be liquidated
|
|
186
|
-
if (pnlPercentage <=
|
|
187
|
-
(0, liquidation_1.getLiqPnlThresholdP)(liquidationParams, leverage) * -100) {
|
|
188
|
-
pnlPercentage = -100;
|
|
189
|
-
}
|
|
190
|
-
else {
|
|
191
|
-
// Calculate closing fee using the same function as opening fees
|
|
192
|
-
const positionSizeCollateral = posCollat * trade.leverage;
|
|
193
|
-
const closingFee = (0, trading_1.getTotalTradeFeesCollateral)(0, // collateralIndex not used
|
|
194
|
-
trade.user, trade.pairIndex, positionSizeCollateral, (_a = trade.isCounterTrade) !== null && _a !== void 0 ? _a : false, {
|
|
195
|
-
fee: context.fee,
|
|
196
|
-
globalTradeFeeParams: context.globalTradeFeeParams,
|
|
197
|
-
collateralPriceUsd: context.collateralPriceUsd || 1,
|
|
198
|
-
traderFeeMultiplier: context.traderFeeMultiplier,
|
|
199
|
-
});
|
|
200
|
-
pnlCollat -= closingFee;
|
|
201
|
-
pnlPercentage = (pnlCollat / posCollat) * 100;
|
|
202
|
-
}
|
|
203
|
-
pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
|
|
204
|
-
pnlCollat = (posCollat * pnlPercentage) / 100;
|
|
205
|
-
return [pnlCollat, pnlPercentage];
|
|
206
|
-
};
|
|
207
|
-
exports.getPnl = getPnl;
|
|
208
|
-
/**
|
|
209
|
-
* @dev Calculates the price needed to achieve a target PnL percentage
|
|
210
|
-
* @param targetPnlPercent The target PnL percentage (e.g., 50 for 50% profit, -25 for 25% loss)
|
|
211
|
-
* @param trade The trade to calculate for
|
|
212
|
-
* @param tradeInfo Trade info with timestamps
|
|
213
|
-
* @param context Context with fee calculation parameters
|
|
214
|
-
* @param netPnl Whether to include closing fees in the calculation
|
|
215
|
-
* @returns The price that would result in the target PnL percentage
|
|
216
|
-
*/
|
|
217
|
-
const getPriceForTargetPnlPercentage = (targetPnlPercent, trade, tradeInfo, context, netPnl = false) => {
|
|
218
|
-
var _a, _b;
|
|
219
|
-
const { leverage, openPrice, long, collateralAmount } = trade;
|
|
220
|
-
const positionSizeCollateral = collateralAmount * leverage;
|
|
221
|
-
// Calculate holding fees - always use getTradePendingHoldingFeesCollateral
|
|
222
|
-
// This mirrors the contract's getTradeValueCollateral which always calls this function
|
|
223
|
-
const fees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, ((_a = context.tradeData) === null || _a === void 0 ? void 0 : _a.tradeFeesData) || {
|
|
224
|
-
realizedTradingFeesCollateral: 0,
|
|
225
|
-
realizedPnlCollateral: 0,
|
|
226
|
-
manuallyRealizedNegativePnlCollateral: 0,
|
|
227
|
-
alreadyTransferredNegativePnlCollateral: 0,
|
|
228
|
-
virtualAvailableCollateralInDiamond: 0,
|
|
229
|
-
initialAccFundingFeeP: 0,
|
|
230
|
-
initialAccBorrowingFeeP: 0,
|
|
231
|
-
}, openPrice, // Use open price as a baseline
|
|
232
|
-
{
|
|
233
|
-
contractsVersion: context.core.contractsVersion,
|
|
234
|
-
currentTimestamp: context.core.currentTimestamp,
|
|
235
|
-
collateralPriceUsd: context.core.collateralPriceUsd,
|
|
236
|
-
borrowingV1: context.borrowingV1,
|
|
237
|
-
borrowingV2: context.borrowingV2,
|
|
238
|
-
funding: context.funding,
|
|
239
|
-
initialAccFeesV1: (_b = context.tradeData) === null || _b === void 0 ? void 0 : _b.initialAccFeesV1,
|
|
240
|
-
});
|
|
241
|
-
const totalHoldingFees = fees.fundingFeeCollateral +
|
|
242
|
-
fees.borrowingFeeCollateral +
|
|
243
|
-
fees.borrowingFeeCollateral_old;
|
|
244
|
-
const targetPnlInCollateral = (collateralAmount * targetPnlPercent) / 100;
|
|
245
|
-
let targetPnlGross = targetPnlInCollateral + totalHoldingFees;
|
|
246
|
-
if (netPnl) {
|
|
247
|
-
// Include closing fees
|
|
248
|
-
const closingFee = (0, trading_1.getTotalTradeFeesCollateral)(trade.collateralIndex, trade.user, trade.pairIndex, positionSizeCollateral, trade.isCounterTrade || false, {
|
|
249
|
-
fee: context.trading.fee,
|
|
250
|
-
globalTradeFeeParams: context.trading.globalTradeFeeParams,
|
|
251
|
-
collateralPriceUsd: context.core.collateralPriceUsd,
|
|
252
|
-
traderFeeMultiplier: context.trading.traderFeeMultiplier,
|
|
253
|
-
});
|
|
254
|
-
targetPnlGross += closingFee;
|
|
255
|
-
}
|
|
256
|
-
// Calculate the price
|
|
257
|
-
let price;
|
|
258
|
-
if (long) {
|
|
259
|
-
price = openPrice + (targetPnlGross * openPrice) / positionSizeCollateral;
|
|
260
|
-
}
|
|
261
|
-
else {
|
|
262
|
-
price = openPrice - (targetPnlGross * openPrice) / positionSizeCollateral;
|
|
263
|
-
}
|
|
264
|
-
return price;
|
|
265
|
-
};
|
|
266
|
-
exports.getPriceForTargetPnlPercentage = getPriceForTargetPnlPercentage;
|
|
267
|
-
// Re-export types
|
|
268
|
-
__exportStar(require("./types"), exports);
|
|
269
|
-
__exportStar(require("./converter"), exports);
|
|
270
|
-
__exportStar(require("./builder"), exports);
|
package/lib/trade/pnl/types.d.ts
DELETED
|
@@ -1,114 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @dev Types for PnL calculations
|
|
3
|
-
*/
|
|
4
|
-
import { ContractsVersion } from "src/contracts/types";
|
|
5
|
-
import { BorrowingFee, GetBorrowingFeeContext, TradingFeesSubContext } from "../fees";
|
|
6
|
-
import { GetPairBorrowingFeeV2Context } from "../fees/borrowingV2";
|
|
7
|
-
import { GetPairFundingFeeContext } from "../fees/fundingFees";
|
|
8
|
-
import { Trade, TradeInfo, TradeFeesData, LiquidationParams } from "../types";
|
|
9
|
-
/**
|
|
10
|
-
* @dev Input for trade value calculation with all fees
|
|
11
|
-
* @dev Mirrors contract's TradeValueInput struct
|
|
12
|
-
*/
|
|
13
|
-
export type TradeValueInput = {
|
|
14
|
-
trade: Trade;
|
|
15
|
-
currentPrice: number;
|
|
16
|
-
collateralPriceUsd: number;
|
|
17
|
-
fees: {
|
|
18
|
-
openingFeeCollateral: number;
|
|
19
|
-
closingFeeCollateral: number;
|
|
20
|
-
holdingFeesCollateral: number;
|
|
21
|
-
};
|
|
22
|
-
};
|
|
23
|
-
/**
|
|
24
|
-
* @dev Result of trade value calculation
|
|
25
|
-
*/
|
|
26
|
-
export type TradeValueResult = {
|
|
27
|
-
tradeValue: number;
|
|
28
|
-
pnlPercent: number;
|
|
29
|
-
pnlCollateral: number;
|
|
30
|
-
totalFees: number;
|
|
31
|
-
};
|
|
32
|
-
/**
|
|
33
|
-
* @dev Detailed fee breakdown
|
|
34
|
-
*/
|
|
35
|
-
export type FeeBreakdown = {
|
|
36
|
-
borrowingV1: number;
|
|
37
|
-
borrowingV2: number;
|
|
38
|
-
funding: number;
|
|
39
|
-
closing: number;
|
|
40
|
-
opening?: number;
|
|
41
|
-
total: number;
|
|
42
|
-
};
|
|
43
|
-
/**
|
|
44
|
-
* @dev Price impact breakdown for v10
|
|
45
|
-
*/
|
|
46
|
-
export type PriceImpactBreakdown = {
|
|
47
|
-
fixedSpread: number;
|
|
48
|
-
skewImpact: number;
|
|
49
|
-
cumulVolImpact: number;
|
|
50
|
-
total: number;
|
|
51
|
-
priceAfterImpact: number;
|
|
52
|
-
};
|
|
53
|
-
/**
|
|
54
|
-
* @dev Comprehensive PnL result with all details
|
|
55
|
-
*/
|
|
56
|
-
export type ComprehensivePnlResult = {
|
|
57
|
-
pnlPercent: number;
|
|
58
|
-
pnlCollateral: number;
|
|
59
|
-
tradeValue: number;
|
|
60
|
-
uPnlCollateral: number;
|
|
61
|
-
uPnlPercent: number;
|
|
62
|
-
realizedPnlCollateral: number;
|
|
63
|
-
realizedPnlPercent: number;
|
|
64
|
-
fees: FeeBreakdown;
|
|
65
|
-
priceImpact?: PriceImpactBreakdown;
|
|
66
|
-
isLiquidated: boolean;
|
|
67
|
-
isProfitable: boolean;
|
|
68
|
-
leveragedPositionSize: number;
|
|
69
|
-
netPnlAfterFees: number;
|
|
70
|
-
};
|
|
71
|
-
/**
|
|
72
|
-
* @dev Simple PnL result for backward compatibility
|
|
73
|
-
*/
|
|
74
|
-
export type SimplePnlResult = [pnlCollateral: number, pnlPercent: number];
|
|
75
|
-
/**
|
|
76
|
-
* @dev Input for PnL calculation with price impact
|
|
77
|
-
*/
|
|
78
|
-
export type PnlWithPriceImpactInput = {
|
|
79
|
-
trade: Trade;
|
|
80
|
-
tradeInfo: TradeInfo;
|
|
81
|
-
oraclePrice: number;
|
|
82
|
-
currentPairPrice: number;
|
|
83
|
-
usePriceImpact: boolean;
|
|
84
|
-
includeOpeningFees?: boolean;
|
|
85
|
-
};
|
|
86
|
-
/**
|
|
87
|
-
* @dev Context for v10 PnL calculations
|
|
88
|
-
*/
|
|
89
|
-
export type V10PnlContext = {
|
|
90
|
-
tradeFeesData: TradeFeesData;
|
|
91
|
-
priceImpactContext?: any;
|
|
92
|
-
skewContext?: any;
|
|
93
|
-
cumulVolContext?: any;
|
|
94
|
-
};
|
|
95
|
-
/**
|
|
96
|
-
* @dev Context for comprehensive PnL calculations with nested sub-contexts
|
|
97
|
-
*/
|
|
98
|
-
export type GetComprehensivePnlContext = {
|
|
99
|
-
core: {
|
|
100
|
-
currentBlock: number;
|
|
101
|
-
currentTimestamp: number;
|
|
102
|
-
collateralPriceUsd: number;
|
|
103
|
-
contractsVersion: ContractsVersion;
|
|
104
|
-
};
|
|
105
|
-
borrowingV1?: GetBorrowingFeeContext;
|
|
106
|
-
borrowingV2?: GetPairBorrowingFeeV2Context;
|
|
107
|
-
funding?: GetPairFundingFeeContext;
|
|
108
|
-
trading: TradingFeesSubContext;
|
|
109
|
-
tradeData?: {
|
|
110
|
-
tradeFeesData: TradeFeesData;
|
|
111
|
-
liquidationParams: LiquidationParams;
|
|
112
|
-
initialAccFeesV1?: BorrowingFee.InitialAccFees;
|
|
113
|
-
};
|
|
114
|
-
};
|
package/lib/trade/pnl/types.js
DELETED
|
@@ -1,21 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @dev Trade closing price impact calculations
|
|
3
|
-
* @dev Mirrors contract's TradingCommonUtils.getTradeClosingPriceImpact
|
|
4
|
-
*/
|
|
5
|
-
import { TradeClosingPriceImpactInput, TradeClosingPriceImpactContext, TradeClosingPriceImpactResult } from "./types";
|
|
6
|
-
export type { TradeClosingPriceImpactInput, TradeClosingPriceImpactContext, TradeClosingPriceImpactResult, };
|
|
7
|
-
/**
|
|
8
|
-
* @dev Calculates all price impacts for trade closing
|
|
9
|
-
* @dev Mirrors contract's getTradeClosingPriceImpact function
|
|
10
|
-
* @param input Trade parameters
|
|
11
|
-
* @param context Combined context for calculations
|
|
12
|
-
* @returns Price impact breakdown and trade value
|
|
13
|
-
*/
|
|
14
|
-
export declare const getTradeClosingPriceImpact: (input: TradeClosingPriceImpactInput, context: TradeClosingPriceImpactContext) => TradeClosingPriceImpactResult;
|
|
15
|
-
/**
|
|
16
|
-
* @dev Simplified version using oracle price as current price
|
|
17
|
-
* @param input Trade parameters (without currentPairPrice)
|
|
18
|
-
* @param context Combined context
|
|
19
|
-
* @returns Price impact breakdown and trade value
|
|
20
|
-
*/
|
|
21
|
-
export declare const getTradeClosingPriceImpactAtOracle: (input: Omit<TradeClosingPriceImpactInput, "currentPairPrice">, context: TradeClosingPriceImpactContext) => TradeClosingPriceImpactResult;
|