@gainsnetwork/sdk 0.2.67-rc8 → 0.2.69

package/lib/trade/priceImpact/open/index.js

@@ -1,76 +0,0 @@
-"use strict";
-/**
- * @dev Trade opening price impact calculations
- * @dev Mirrors contract's TradingCommonUtils.getTradeOpeningPriceImpact
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTradeOpeningPriceImpactAtMarket = exports.getTradeOpeningPriceImpact = void 0;
-const cumulVol_1 = require("../cumulVol");
-const skew_1 = require("../skew");
-/**
- * @dev Calculates all price impacts for trade opening
- * @dev Mirrors contract's getTradeOpeningPriceImpact function
- * @param input Trade parameters
- * @param context Combined context for calculations
- * @returns Price impact breakdown and final price
- */
-const getTradeOpeningPriceImpact = (input, context) => {
-    const positionSizeCollateral = input.collateralAmount * input.leverage;
-    // Calculate fixed spread
-    const spreadP = (0, cumulVol_1.getFixedSpreadP)(input.pairSpreadP, input.long, true // opening
-    );
-    // Calculate position size in USD
-    const positionSizeUsd = positionSizeCollateral * context.collateralPriceUsd;
-    // Calculate cumulative volume price impact
-    const cumulVolPriceImpactP = (0, cumulVol_1.getTradeCumulVolPriceImpactP)("", // trader - not needed for calculation
-    input.pairIndex, input.long, positionSizeUsd, false, // isPnlPositive - not relevant for opening
-    true, // open
-    0, // lastPosIncreaseBlock - not relevant for opening
-    context);
-    // Calculate skew price impact (v10+ only)
-    const skewPriceImpactP = (0, skew_1.getTradeSkewPriceImpactWithChecks)({
-        collateralIndex: input.collateralIndex,
-        pairIndex: input.pairIndex,
-        long: input.long,
-        open: true,
-        positionSizeCollateral,
-        currentPrice: input.openPrice,
-        contractsVersion: input.contractsVersion,
-        isCounterTrade: input.isCounterTrade,
-    }, context.skewContext);
-    // Total price impact (signed - can be positive or negative)
-    // Spread is always positive, impacts can be negative
-    const totalPriceImpactP = spreadP + cumulVolPriceImpactP + skewPriceImpactP;
-    // Calculate final price after impact
-    // For longs: price increases with positive impact
-    // For shorts: price decreases with positive impact
-    const priceImpactFactor = 1 + totalPriceImpactP / 100;
-    const priceAfterImpact = input.long
-        ? input.openPrice * priceImpactFactor
-        : input.openPrice / priceImpactFactor;
-    // Calculate percent profit from impact
-    // Positive when trader benefits, negative when trader loses
-    const percentProfitP = input.long
-        ? -totalPriceImpactP // Long loses when price goes up
-        : totalPriceImpactP; // Short gains when price goes up
-    return {
-        priceAfterImpact,
-        priceImpactP: Math.abs(totalPriceImpactP),
-        percentProfitP,
-        cumulVolPriceImpactP,
-        skewPriceImpactP,
-        totalPriceImpactP,
-    };
-};
-exports.getTradeOpeningPriceImpact = getTradeOpeningPriceImpact;
-/**
- * @dev Simplified version using current market price
- * @param input Trade parameters
- * @param context Combined context
- * @param currentMarketPrice Current market price to use as open price
- * @returns Price impact breakdown and final price
- */
-const getTradeOpeningPriceImpactAtMarket = (input, context, currentMarketPrice) => {
-    return (0, exports.getTradeOpeningPriceImpact)(Object.assign(Object.assign({}, input), { openPrice: currentMarketPrice }), context);
-};
-exports.getTradeOpeningPriceImpactAtMarket = getTradeOpeningPriceImpactAtMarket;

package/lib/trade/priceImpact/open/types.d.ts

@@ -1,41 +0,0 @@
-/**
- * @dev Types for trade opening price impact calculations
- */
-import { CumulVolContext } from "../cumulVol";
-import { SkewPriceImpactContext } from "../skew/types";
-import { Fee, PairIndex } from "../../types";
-/**
- * @dev Input parameters for trade opening price impact
- */
-export type TradeOpeningPriceImpactInput = {
-    collateralIndex: number;
-    pairIndex: PairIndex;
-    long: boolean;
-    collateralAmount: number;
-    leverage: number;
-    openPrice: number;
-    pairSpreadP: number;
-    fee: Fee;
-    contractsVersion: number;
-    isCounterTrade?: boolean;
-};
-/**
- * @dev Context for trade opening price impact calculation
- * Combines contexts from spread, cumul vol, and skew
- */
-export type TradeOpeningPriceImpactContext = CumulVolContext & {
-    skewContext: SkewPriceImpactContext;
-    collateralPriceUsd: number;
-};
-/**
- * @dev Result of trade opening price impact calculation
- * Mirrors contract's PriceImpact struct
- */
-export type TradeOpeningPriceImpactResult = {
-    priceAfterImpact: number;
-    priceImpactP: number;
-    percentProfitP: number;
-    cumulVolPriceImpactP: number;
-    skewPriceImpactP: number;
-    totalPriceImpactP: number;
-};

package/lib/trade/priceImpact/open/types.js

@@ -1,5 +0,0 @@
-"use strict";
-/**
- * @dev Types for trade opening price impact calculations
- */
-Object.defineProperty(exports, "__esModule", { value: true });