@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
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/**
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* @dev Trading fee calculations for opening and closing positions
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*/
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import { Fee, PairIndex
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import {
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import * as BorrowingFee from "../borrowing/types";
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import { GetPairBorrowingFeeV2Context } from "../borrowingV2";
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import { GetPairFundingFeeContext } from "../fundingFees/pairContext";
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import { GetTradeFeesContext, GetLiquidationFeesContext, GetClosingFeeContext, TradeFeesBreakdown, TradeHoldingFees } from "./types";
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import { ContractsVersion } from "../../../contracts/types";
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import { Fee, PairIndex } from "../../types";
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import { GetTradeFeesContext, GetLiquidationFeesContext, GetClosingFeeContext, TradeFeesBreakdown } from "./types";
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/**
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* @dev Returns the total fee for a trade in collateral tokens
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* @dev Mirrors the contract's getTotalTradeFeesCollateral function
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@@ -35,28 +30,5 @@ export declare const getTotalTradeLiqFeesCollateral: (collateralIndex: number, t
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* @deprecated Use getTotalTradeFeesCollateral instead
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*/
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export declare const getClosingFee: (collateralAmount: number, leverage: number, pairIndex: PairIndex, pairFee: Fee | undefined, _collateralPriceUsd?: number | undefined, isCounterTrade?: boolean, trader?: string, context?: GetClosingFeeContext) => number;
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/**
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* @dev Context for holding fees calculation with structured sub-contexts
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*/
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export type GetStructuredHoldingFeesContext = {
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contractsVersion: ContractsVersion;
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currentTimestamp: number;
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collateralPriceUsd: number;
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borrowingV1?: GetBorrowingFeeContext;
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borrowingV2?: GetPairBorrowingFeeV2Context;
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funding?: GetPairFundingFeeContext;
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initialAccFeesV1?: BorrowingFee.InitialAccFees;
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};
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/**
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* @dev Calculates total holding fees for a trade (funding + borrowing fees)
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* @param trade The trade to calculate fees for
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* @param tradeInfo Trade info containing contracts version
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* @param tradeFeesData Trade fees data containing initial acc fees
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* @param currentPairPrice Current pair price
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* @param context Structured context with sub-contexts for each fee type
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* @returns Object containing all holding fee components
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*/
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export declare const getTradePendingHoldingFeesCollateral: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;
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export * from "./types";
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export * from "./converter";
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export * from "./builder";
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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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Object.defineProperty(exports, "__esModule", { value: true });
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exports.
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const borrowing_1 = require("../borrowing");
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const borrowingV2_1 = require("../borrowingV2");
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const fundingFees_1 = require("../fundingFees");
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exports.getClosingFee = exports.getTotalTradeLiqFeesCollateral = exports.getTradeFeesCollateral = exports.getTotalTradeFeesCollateral = void 0;
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const tiers_1 = require("../tiers");
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const types_1 = require("../../../contracts/types");
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/**
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* @dev Returns the total fee for a trade in collateral tokens
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trader || "", pairIndex, positionSizeCollateral, isCounterTrade, context);
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};
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exports.getClosingFee = getClosingFee;
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* @dev Calculates total holding fees for a trade (funding + borrowing fees)
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* @param tradeInfo Trade info containing contracts version
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* @param tradeFeesData Trade fees data containing initial acc fees
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* @param currentPairPrice Current pair price
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* @param context Structured context with sub-contexts for each fee type
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* @returns Object containing all holding fee components
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*/
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const getTradePendingHoldingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
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const positionSizeCollateral = trade.collateralAmount * trade.leverage;
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// Calculate funding fees (v10+ only)
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let fundingFeeCollateral = 0;
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context.funding &&
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tradeFeesData.initialAccFundingFeeP !== undefined) {
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fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, Object.assign(Object.assign({}, context.funding), { currentTimestamp: context.currentTimestamp }));
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}
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let borrowingFeeCollateral = 0;
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context.borrowingV2 &&
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tradeFeesData.initialAccBorrowingFeeP !== undefined) {
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borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
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openPrice: trade.openPrice,
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initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
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currentTimestamp: context.currentTimestamp,
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}, context.borrowingV2);
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}
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if (context.borrowingV1 && context.initialAccFeesV1) {
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borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, trade.pairIndex, trade.long, context.initialAccFeesV1, context.borrowingV1);
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}
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return {
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borrowingFeeCollateral,
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borrowingFeeCollateral_old,
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totalFeeCollateral: fundingFeeCollateral +
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borrowingFeeCollateral +
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borrowingFeeCollateral_old,
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};
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};
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exports.getTradePendingHoldingFeesCollateral = getTradePendingHoldingFeesCollateral;
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__exportStar(require("./types"), exports);
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__exportStar(require("./converter"), exports);
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__exportStar(require("./builder"), exports);
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*/
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export type GetClosingFeeContext = GetTradeFeesContext;
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/**
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export { getTradeOpeningPriceImpact, getTradeOpeningPriceImpactAtMarket, TradeOpeningPriceImpactInput, TradeOpeningPriceImpactContext, TradeOpeningPriceImpactResult, } from "./open";
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export { getTradeClosingPriceImpact, getTradeClosingPriceImpactAtOracle, TradeClosingPriceImpactInput, TradeClosingPriceImpactContext, TradeClosingPriceImpactResult, } from "./close";
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export { getTradeCumulVolPriceImpactP, getCumulVolPriceImpact, // Convenience function
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getSpreadWithCumulVolPriceImpactP, getSpreadWithPriceImpactP, // Legacy alias
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getProtectionCloseFactor, isProtectionCloseFactorActive, getCumulativeFactor, getLegacyFactor, getFixedSpreadP, getSpreadP, convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, CumulVolContext, } from "./cumulVol";
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export { getNetSkewToken, getNetSkewCollateral, getTradeSkewDirection, calculateSkewPriceImpactP, getTradeSkewPriceImpact, getTradeSkewPriceImpactWithChecks, calculatePartialSizeToken, SkewPriceImpact, } from "./skew";
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export { convertPairOiToken, convertPairOiTokenArray, convertPairOiCollateral, convertPairOiCollateralArray, normalizeSkewDepth, createSkewDepth, createSkewPriceImpactContext, isValidSkewDepth, convertSkewDepthsArray, mergeSkewPriceImpactContexts, } from "./skew/converter";
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export type { PairOiToken, PairOiCollateral, SkewDepth, SkewPriceImpactInput, SkewPriceImpactResult, SkewPriceImpactContext, TradeSkewParams, PositionSizeResult, } from "./skew/types";
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7
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
7
|
-
exports.mergeSkewPriceImpactContexts = exports.convertSkewDepthsArray = exports.isValidSkewDepth = exports.createSkewPriceImpactContext = exports.createSkewDepth = exports.normalizeSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken =
|
|
8
|
-
// Export trade opening price impact functionality
|
|
9
|
-
var open_1 = require("./open");
|
|
10
|
-
// Core functions
|
|
11
|
-
Object.defineProperty(exports, "getTradeOpeningPriceImpact", { enumerable: true, get: function () { return open_1.getTradeOpeningPriceImpact; } });
|
|
12
|
-
Object.defineProperty(exports, "getTradeOpeningPriceImpactAtMarket", { enumerable: true, get: function () { return open_1.getTradeOpeningPriceImpactAtMarket; } });
|
|
13
|
-
// Export trade closing price impact functionality
|
|
14
|
-
var close_1 = require("./close");
|
|
15
|
-
// Core functions
|
|
16
|
-
Object.defineProperty(exports, "getTradeClosingPriceImpact", { enumerable: true, get: function () { return close_1.getTradeClosingPriceImpact; } });
|
|
17
|
-
Object.defineProperty(exports, "getTradeClosingPriceImpactAtOracle", { enumerable: true, get: function () { return close_1.getTradeClosingPriceImpactAtOracle; } });
|
|
18
|
-
// Export cumulative volume price impact functionality
|
|
19
|
-
var cumulVol_1 = require("./cumulVol");
|
|
20
|
-
// Core functions
|
|
21
|
-
Object.defineProperty(exports, "getTradeCumulVolPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getTradeCumulVolPriceImpactP; } });
|
|
22
|
-
Object.defineProperty(exports, "getCumulVolPriceImpact", { enumerable: true, get: function () { return cumulVol_1.getCumulVolPriceImpact; } });
|
|
23
|
-
Object.defineProperty(exports, "getSpreadWithCumulVolPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getSpreadWithCumulVolPriceImpactP; } });
|
|
24
|
-
Object.defineProperty(exports, "getSpreadWithPriceImpactP", { enumerable: true, get: function () { return cumulVol_1.getSpreadWithPriceImpactP; } });
|
|
25
|
-
Object.defineProperty(exports, "getProtectionCloseFactor", { enumerable: true, get: function () { return cumulVol_1.getProtectionCloseFactor; } });
|
|
26
|
-
Object.defineProperty(exports, "isProtectionCloseFactorActive", { enumerable: true, get: function () { return cumulVol_1.isProtectionCloseFactorActive; } });
|
|
27
|
-
Object.defineProperty(exports, "getCumulativeFactor", { enumerable: true, get: function () { return cumulVol_1.getCumulativeFactor; } });
|
|
28
|
-
Object.defineProperty(exports, "getLegacyFactor", { enumerable: true, get: function () { return cumulVol_1.getLegacyFactor; } });
|
|
29
|
-
Object.defineProperty(exports, "getFixedSpreadP", { enumerable: true, get: function () { return cumulVol_1.getFixedSpreadP; } });
|
|
30
|
-
Object.defineProperty(exports, "getSpreadP", { enumerable: true, get: function () { return cumulVol_1.getSpreadP; } });
|
|
31
|
-
// Converters
|
|
32
|
-
Object.defineProperty(exports, "convertOiWindowsSettings", { enumerable: true, get: function () { return cumulVol_1.convertOiWindowsSettings; } });
|
|
33
|
-
Object.defineProperty(exports, "convertOiWindow", { enumerable: true, get: function () { return cumulVol_1.convertOiWindow; } });
|
|
34
|
-
Object.defineProperty(exports, "convertOiWindows", { enumerable: true, get: function () { return cumulVol_1.convertOiWindows; } });
|
|
35
|
-
Object.defineProperty(exports, "convertOiWindowsSettingsArray", { enumerable: true, get: function () { return cumulVol_1.convertOiWindowsSettingsArray; } });
|
|
8
|
+
exports.mergeSkewPriceImpactContexts = exports.convertSkewDepthsArray = exports.isValidSkewDepth = exports.createSkewPriceImpactContext = exports.createSkewDepth = exports.normalizeSkewDepth = exports.convertPairOiCollateralArray = exports.convertPairOiCollateral = exports.convertPairOiTokenArray = exports.convertPairOiToken = exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = void 0;
|
|
36
9
|
// Export skew price impact functionality
|
|
37
10
|
var skew_1 = require("./skew");
|
|
38
11
|
// Core functions
|
|
@@ -55,4 +55,3 @@ export declare const getTradeSkewPriceImpactWithChecks: (params: TradeSkewParams
|
|
|
55
55
|
*/
|
|
56
56
|
export declare const calculatePartialSizeToken: (originalSizeCollateral: number, deltaCollateral: number, originalSizeToken: number) => number;
|
|
57
57
|
export * as SkewPriceImpact from "./types";
|
|
58
|
-
export * from "./fetcher";
|
|
@@ -26,9 +26,6 @@ var __importStar = (this && this.__importStar) || function (mod) {
|
|
|
26
26
|
__setModuleDefault(result, mod);
|
|
27
27
|
return result;
|
|
28
28
|
};
|
|
29
|
-
var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
30
|
-
for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
|
|
31
|
-
};
|
|
32
29
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
33
30
|
exports.SkewPriceImpact = exports.calculatePartialSizeToken = exports.getTradeSkewPriceImpactWithChecks = exports.getTradeSkewPriceImpact = exports.calculateSkewPriceImpactP = exports.getTradeSkewDirection = exports.getNetSkewCollateral = exports.getNetSkewToken = void 0;
|
|
34
31
|
const utils_1 = require("../../utils");
|
|
@@ -176,4 +173,3 @@ const calculatePartialSizeToken = (originalSizeCollateral, deltaCollateral, orig
|
|
|
176
173
|
exports.calculatePartialSizeToken = calculatePartialSizeToken;
|
|
177
174
|
// Export namespace for types
|
|
178
175
|
exports.SkewPriceImpact = __importStar(require("./types"));
|
|
179
|
-
__exportStar(require("./fetcher"), exports);
|
package/package.json
CHANGED
|
@@ -1,11 +0,0 @@
|
|
|
1
|
-
import { Pair, TradeContainer } from "../../trade";
|
|
2
|
-
import { TradeContainerBackend } from "./../tradingVariables/backend.types";
|
|
3
|
-
import { TradingVariablesCollateral } from "./../tradingVariables/types";
|
|
4
|
-
export interface ITransformedGlobalTradingVariables {
|
|
5
|
-
allTrades: Map<string, NestedTrade>;
|
|
6
|
-
allLimitOrders: Map<string, NestedTrade>;
|
|
7
|
-
trades: NestedTrade;
|
|
8
|
-
limitOrders: NestedTrade;
|
|
9
|
-
}
|
|
10
|
-
export type NestedTrade = Map<number, Map<number, TradeContainer>>;
|
|
11
|
-
export declare const transformGlobalTrades: (rawTrades: TradeContainerBackend[], pairs: Pair[], currentAddress: string | undefined, collaterals: TradingVariablesCollateral[]) => ITransformedGlobalTradingVariables | undefined;
|
|
@@ -1,69 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.transformGlobalTrades = void 0;
|
|
4
|
-
const trade_1 = require("../../trade");
|
|
5
|
-
const converter_1 = require("./../tradingVariables/converter");
|
|
6
|
-
const transformGlobalTrades = (rawTrades, pairs, currentAddress, collaterals) => {
|
|
7
|
-
if (rawTrades === undefined)
|
|
8
|
-
return;
|
|
9
|
-
const r = (0, converter_1.convertTradesAndLimitOrders)(rawTrades, collaterals);
|
|
10
|
-
const returnObject = {
|
|
11
|
-
allTrades: new Map(),
|
|
12
|
-
allLimitOrders: new Map(),
|
|
13
|
-
trades: new Map(),
|
|
14
|
-
limitOrders: new Map(),
|
|
15
|
-
};
|
|
16
|
-
currentAddress = currentAddress === undefined ? "" : currentAddress;
|
|
17
|
-
const _trades = new Map();
|
|
18
|
-
const _limitOrders = new Map();
|
|
19
|
-
const _allTrades = new Map();
|
|
20
|
-
const _allLimitOrders = new Map();
|
|
21
|
-
for (let s = 0; s < r.length; s++) {
|
|
22
|
-
if (r[s].trade.tradeType !== trade_1.TradeType.TRADE) {
|
|
23
|
-
const t = r[s];
|
|
24
|
-
if (_allLimitOrders.get(t.trade.user) === undefined) {
|
|
25
|
-
_allLimitOrders.set(t.trade.user, new Map());
|
|
26
|
-
}
|
|
27
|
-
const traderMap_all = _allLimitOrders.get(t.trade.user);
|
|
28
|
-
if ((traderMap_all === null || traderMap_all === void 0 ? void 0 : traderMap_all.get(t.trade.pairIndex)) === undefined) {
|
|
29
|
-
traderMap_all === null || traderMap_all === void 0 ? void 0 : traderMap_all.set(t.trade.pairIndex, new Map());
|
|
30
|
-
}
|
|
31
|
-
const traderPairMap_all = traderMap_all === null || traderMap_all === void 0 ? void 0 : traderMap_all.get(t.trade.pairIndex);
|
|
32
|
-
traderPairMap_all === null || traderPairMap_all === void 0 ? void 0 : traderPairMap_all.set(t.trade.index, t);
|
|
33
|
-
if (t.trade.user.toUpperCase() !== currentAddress.toUpperCase()) {
|
|
34
|
-
continue;
|
|
35
|
-
}
|
|
36
|
-
if (_limitOrders.get(t.trade.pairIndex) === undefined) {
|
|
37
|
-
_limitOrders.set(t.trade.pairIndex, new Map());
|
|
38
|
-
}
|
|
39
|
-
const traderPairMap = _limitOrders.get(t.trade.pairIndex);
|
|
40
|
-
traderPairMap === null || traderPairMap === void 0 ? void 0 : traderPairMap.set(t.trade.index, t);
|
|
41
|
-
}
|
|
42
|
-
else {
|
|
43
|
-
const t = r[s];
|
|
44
|
-
if (_allTrades.get(t.trade.user) === undefined) {
|
|
45
|
-
_allTrades.set(t.trade.user, new Map());
|
|
46
|
-
}
|
|
47
|
-
const traderMap_all = _allTrades.get(t.trade.user);
|
|
48
|
-
if ((traderMap_all === null || traderMap_all === void 0 ? void 0 : traderMap_all.get(t.trade.pairIndex)) === undefined) {
|
|
49
|
-
traderMap_all === null || traderMap_all === void 0 ? void 0 : traderMap_all.set(t.trade.pairIndex, new Map());
|
|
50
|
-
}
|
|
51
|
-
const traderPairMap_all = traderMap_all === null || traderMap_all === void 0 ? void 0 : traderMap_all.get(t.trade.pairIndex);
|
|
52
|
-
traderPairMap_all === null || traderPairMap_all === void 0 ? void 0 : traderPairMap_all.set(t.trade.index, t);
|
|
53
|
-
if (t.trade.user.toUpperCase() !== currentAddress.toUpperCase()) {
|
|
54
|
-
continue;
|
|
55
|
-
}
|
|
56
|
-
if (_trades.get(t.trade.pairIndex) === undefined) {
|
|
57
|
-
_trades.set(t.trade.pairIndex, new Map());
|
|
58
|
-
}
|
|
59
|
-
const traderPairMap = _trades.get(t.trade.pairIndex);
|
|
60
|
-
traderPairMap === null || traderPairMap === void 0 ? void 0 : traderPairMap.set(t.trade.index, t);
|
|
61
|
-
}
|
|
62
|
-
}
|
|
63
|
-
returnObject.trades = _trades;
|
|
64
|
-
returnObject.limitOrders = _limitOrders;
|
|
65
|
-
returnObject.allTrades = _allTrades;
|
|
66
|
-
returnObject.allLimitOrders = _allLimitOrders;
|
|
67
|
-
return returnObject;
|
|
68
|
-
};
|
|
69
|
-
exports.transformGlobalTrades = transformGlobalTrades;
|
package/lib/backend/index.d.ts
DELETED
|
@@ -1,3 +0,0 @@
|
|
|
1
|
-
export * from "./tradingVariables";
|
|
2
|
-
export * from "./globalTrades";
|
|
3
|
-
export { convertTradeContainer as convertTradeContainerBackend, convertPairOi as convertPairOiBackend, convertOiWindows as convertOiWindowsBackend, convertOiWindowsSettings as convertOiWindowsSettingsBackend, convertTraderFeeTiers as convertTraderFeeTiersBackend, convertTradingPairs as convertTradingPairsBackend, convertCollaterals as convertCollateralsBackend, } from "./tradingVariables/converter";
|
package/lib/backend/index.js
DELETED
|
@@ -1,28 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
|
|
3
|
-
if (k2 === undefined) k2 = k;
|
|
4
|
-
var desc = Object.getOwnPropertyDescriptor(m, k);
|
|
5
|
-
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
|
|
6
|
-
desc = { enumerable: true, get: function() { return m[k]; } };
|
|
7
|
-
}
|
|
8
|
-
Object.defineProperty(o, k2, desc);
|
|
9
|
-
}) : (function(o, m, k, k2) {
|
|
10
|
-
if (k2 === undefined) k2 = k;
|
|
11
|
-
o[k2] = m[k];
|
|
12
|
-
}));
|
|
13
|
-
var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
14
|
-
for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
|
|
15
|
-
};
|
|
16
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
17
|
-
exports.convertCollateralsBackend = exports.convertTradingPairsBackend = exports.convertTraderFeeTiersBackend = exports.convertOiWindowsSettingsBackend = exports.convertOiWindowsBackend = exports.convertPairOiBackend = exports.convertTradeContainerBackend = void 0;
|
|
18
|
-
__exportStar(require("./tradingVariables"), exports);
|
|
19
|
-
__exportStar(require("./globalTrades"), exports);
|
|
20
|
-
// Re-export backend-specific converters with "Backend" suffix to avoid conflicts
|
|
21
|
-
var converter_1 = require("./tradingVariables/converter");
|
|
22
|
-
Object.defineProperty(exports, "convertTradeContainerBackend", { enumerable: true, get: function () { return converter_1.convertTradeContainer; } });
|
|
23
|
-
Object.defineProperty(exports, "convertPairOiBackend", { enumerable: true, get: function () { return converter_1.convertPairOi; } });
|
|
24
|
-
Object.defineProperty(exports, "convertOiWindowsBackend", { enumerable: true, get: function () { return converter_1.convertOiWindows; } });
|
|
25
|
-
Object.defineProperty(exports, "convertOiWindowsSettingsBackend", { enumerable: true, get: function () { return converter_1.convertOiWindowsSettings; } });
|
|
26
|
-
Object.defineProperty(exports, "convertTraderFeeTiersBackend", { enumerable: true, get: function () { return converter_1.convertTraderFeeTiers; } });
|
|
27
|
-
Object.defineProperty(exports, "convertTradingPairsBackend", { enumerable: true, get: function () { return converter_1.convertTradingPairs; } });
|
|
28
|
-
Object.defineProperty(exports, "convertCollateralsBackend", { enumerable: true, get: function () { return converter_1.convertCollaterals; } });
|
|
@@ -1,312 +0,0 @@
|
|
|
1
|
-
import { TokenPrices } from "./types";
|
|
2
|
-
export interface TradeContainerBackend {
|
|
3
|
-
trade: TradeBackend;
|
|
4
|
-
tradeInfo: TradeInfoBackend;
|
|
5
|
-
initialAccFees: TradeInitialAccFeesBackend;
|
|
6
|
-
liquidationParams: LiquidationParamsBackend;
|
|
7
|
-
tradeFeesData?: TradeFeesDataBackend;
|
|
8
|
-
uiRealizedPnlData?: UiRealizedPnlDataBackend;
|
|
9
|
-
}
|
|
10
|
-
export interface TradeBackend {
|
|
11
|
-
user: string;
|
|
12
|
-
index: string;
|
|
13
|
-
pairIndex: string;
|
|
14
|
-
leverage: string;
|
|
15
|
-
long: boolean;
|
|
16
|
-
isOpen: boolean;
|
|
17
|
-
collateralIndex: string;
|
|
18
|
-
tradeType: string;
|
|
19
|
-
collateralAmount: string;
|
|
20
|
-
openPrice: string;
|
|
21
|
-
tp: string;
|
|
22
|
-
sl: string;
|
|
23
|
-
isCounterTrade?: boolean;
|
|
24
|
-
positionSizeToken?: string;
|
|
25
|
-
}
|
|
26
|
-
export interface TradeInfoBackend {
|
|
27
|
-
createdBlock: string;
|
|
28
|
-
tpLastUpdatedBlock: string;
|
|
29
|
-
slLastUpdatedBlock: string;
|
|
30
|
-
maxSlippageP: string;
|
|
31
|
-
lastOiUpdateTs: number;
|
|
32
|
-
collateralPriceUsd: string;
|
|
33
|
-
contractsVersion: string;
|
|
34
|
-
lastPosIncreaseBlock: string;
|
|
35
|
-
}
|
|
36
|
-
export interface TradeInitialAccFeesBackend {
|
|
37
|
-
accPairFee: string;
|
|
38
|
-
accGroupFee: string;
|
|
39
|
-
block: string;
|
|
40
|
-
}
|
|
41
|
-
export interface TradeFeesDataBackend {
|
|
42
|
-
realizedTradingFeesCollateral: string;
|
|
43
|
-
realizedPnlCollateral: string;
|
|
44
|
-
manuallyRealizedNegativePnlCollateral: string;
|
|
45
|
-
alreadyTransferredNegativePnlCollateral: string;
|
|
46
|
-
virtualAvailableCollateralInDiamond: string;
|
|
47
|
-
initialAccFundingFeeP: string;
|
|
48
|
-
initialAccBorrowingFeeP: string;
|
|
49
|
-
}
|
|
50
|
-
export interface UiRealizedPnlDataBackend {
|
|
51
|
-
realizedTradingFeesCollateral: string;
|
|
52
|
-
realizedOldBorrowingFeesCollateral: string;
|
|
53
|
-
realizedNewBorrowingFeesCollateral: string;
|
|
54
|
-
realizedFundingFeesCollateral: string;
|
|
55
|
-
realizedPnlPartialCloseCollateral: string;
|
|
56
|
-
pnlWithdrawnCollateral: string;
|
|
57
|
-
}
|
|
58
|
-
export interface LiquidationParamsBackend {
|
|
59
|
-
maxLiqSpreadP: string;
|
|
60
|
-
startLiqThresholdP: string;
|
|
61
|
-
endLiqThresholdP: string;
|
|
62
|
-
startLeverage: string;
|
|
63
|
-
endLeverage: string;
|
|
64
|
-
}
|
|
65
|
-
export interface TradingGroupBackend {
|
|
66
|
-
name: string;
|
|
67
|
-
minLeverage: string;
|
|
68
|
-
maxLeverage: string;
|
|
69
|
-
}
|
|
70
|
-
export interface FeeBackend {
|
|
71
|
-
totalPositionSizeFeeP: string;
|
|
72
|
-
totalLiqCollateralFeeP: string;
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73
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oraclePositionSizeFeeP: string;
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74
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minPositionSizeUsd: string;
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75
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}
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76
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export interface OpenInterestBeforeV10Backend {
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77
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long: string;
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78
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short: string;
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79
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max: string;
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80
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}
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81
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export interface OpenInterestCollateralBackend {
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82
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oiLongCollateral: string;
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83
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oiShortCollateral: string;
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84
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}
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85
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export interface OpenInterestTokenBackend {
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86
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oiLongToken: string;
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87
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oiShortToken: string;
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88
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}
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89
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export interface OpenInterestBackend {
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90
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beforeV10: OpenInterestBeforeV10Backend;
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91
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collateral: OpenInterestCollateralBackend;
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92
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token: OpenInterestTokenBackend;
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93
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}
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94
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export interface GroupOpenInterestBackend {
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95
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long: string;
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96
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short: string;
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97
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max: string;
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98
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}
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99
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export interface PairDepthBackend {
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100
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onePercentDepthAboveUsd: string;
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101
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onePercentDepthBelowUsd: string;
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102
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}
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103
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export interface PairBorrowingFeesBackendPairGroup {
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104
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groupIndex: string;
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105
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block: string;
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106
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initialAccFeeLong: string;
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107
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initialAccFeeShort: string;
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108
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prevGroupAccFeeLong: string;
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109
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prevGroupAccFeeShort: string;
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110
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pairAccFeeLong: string;
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111
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pairAccFeeShort: string;
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112
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}
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113
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export interface PairBorrowingFeesBackendPair {
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114
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oi: OpenInterestBackend;
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115
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feePerBlock: string;
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116
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accFeeLong: string;
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117
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accFeeShort: string;
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118
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accLastUpdatedBlock: string;
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119
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feeExponent: string;
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120
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groups: PairBorrowingFeesBackendPairGroup[];
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121
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feePerBlockCap?: BorrowingFeePerBlockCapBackend;
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122
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}
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123
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export interface PairBorrowingFeesBackendGroup {
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124
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oi: GroupOpenInterestBackend;
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125
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feePerBlock: string;
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126
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accFeeLong: string;
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127
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accFeeShort: string;
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128
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accLastUpdatedBlock: string;
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129
|
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feeExponent: string;
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130
|
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}
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131
|
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export interface BorrowingFeePerBlockCapBackend {
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132
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minP: string;
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133
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maxP: string;
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134
|
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}
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135
|
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export interface PairParamsBorrowingFeesBackend {
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136
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pairs: PairBorrowingFeesBackendPair[];
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137
|
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groups: PairBorrowingFeesBackendGroup[];
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138
|
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}
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139
|
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export interface PairBackend {
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140
|
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from: string;
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141
|
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to: string;
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142
|
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spreadP: string;
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143
|
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groupIndex: string;
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144
|
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feeIndex: string;
|
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145
|
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}
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146
|
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export type PairFactorBackend = {
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147
|
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cumulativeFactor: string;
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148
|
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protectionCloseFactor: string;
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149
|
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protectionCloseFactorBlocks: string;
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150
|
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exemptOnOpen: boolean;
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151
|
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exemptAfterProtectionCloseFactor: boolean;
|
|
152
|
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};
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153
|
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export interface GlobalTradingVariablesBackend {
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154
|
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lastRefreshed: string;
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|
155
|
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refreshId: number;
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|
156
|
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tradingState: number;
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157
|
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marketOrdersTimeoutBlocks: number;
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|
158
|
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pairs: PairBackend[];
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|
159
|
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groups: TradingGroupBackend[];
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|
160
|
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fees: FeeBackend[];
|
|
161
|
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pairInfos: PairInfosBackend;
|
|
162
|
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collaterals: CollateralBackend[];
|
|
163
|
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sssTokenBalance: string;
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|
164
|
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sssLegacyTokenBalance: string;
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|
165
|
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sssRewardTokens: string[];
|
|
166
|
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vaultClosingFeeP: string;
|
|
167
|
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maxNegativePnlOnOpenP: number;
|
|
168
|
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blockConfirmations: number;
|
|
169
|
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oiWindowsSettings: OiWindowsSettingsBackend;
|
|
170
|
-
oiWindows: OiWindowsBackend[];
|
|
171
|
-
feeTiers: FeeTiersBackend;
|
|
172
|
-
allTrades: TradeContainerBackend[];
|
|
173
|
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currentBlock: number;
|
|
174
|
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currentL1Block: number;
|
|
175
|
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isForexOpen: boolean;
|
|
176
|
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isStocksOpen: boolean;
|
|
177
|
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isIndicesOpen: boolean;
|
|
178
|
-
isCommoditiesOpen: boolean;
|
|
179
|
-
liquidationParams: {
|
|
180
|
-
groups: LiquidationParamsBackend[];
|
|
181
|
-
pairs: LiquidationParamsBackend[];
|
|
182
|
-
};
|
|
183
|
-
globalTradeFeeParams: GlobalTradeFeeParamsBackend;
|
|
184
|
-
negPnlCumulVolMultiplier: string;
|
|
185
|
-
congestionLevels: {
|
|
186
|
-
low: number;
|
|
187
|
-
high: number;
|
|
188
|
-
};
|
|
189
|
-
}
|
|
190
|
-
export interface FundingFeesBackend {
|
|
191
|
-
pairGlobalParams: {
|
|
192
|
-
maxSkewCollateral: string;
|
|
193
|
-
}[];
|
|
194
|
-
pairParams: {
|
|
195
|
-
skewCoefficientPerYear: string;
|
|
196
|
-
absoluteVelocityPerYearCap: string;
|
|
197
|
-
absoluteRatePerSecondCap: string;
|
|
198
|
-
thetaThresholdUsd: string;
|
|
199
|
-
fundingFeesEnabled: boolean;
|
|
200
|
-
aprMultiplierEnabled: boolean;
|
|
201
|
-
}[];
|
|
202
|
-
pairData: {
|
|
203
|
-
accFundingFeeLongP: string;
|
|
204
|
-
accFundingFeeShortP: string;
|
|
205
|
-
lastFundingRatePerSecondP: string;
|
|
206
|
-
lastFundingUpdateTs: string;
|
|
207
|
-
}[];
|
|
208
|
-
}
|
|
209
|
-
export interface BorrowingFeesV2Backend {
|
|
210
|
-
pairParams: {
|
|
211
|
-
borrowingRatePerSecondP: string;
|
|
212
|
-
}[];
|
|
213
|
-
pairData: {
|
|
214
|
-
accBorrowingFeeP: string;
|
|
215
|
-
lastBorrowingUpdateTs: string;
|
|
216
|
-
}[];
|
|
217
|
-
}
|
|
218
|
-
export interface CollateralBackend {
|
|
219
|
-
collateralIndex: number;
|
|
220
|
-
collateral: string;
|
|
221
|
-
symbol: string;
|
|
222
|
-
isActive: boolean;
|
|
223
|
-
prices: TokenPrices;
|
|
224
|
-
collateralConfig: CollateralConfigBackend;
|
|
225
|
-
gToken: {
|
|
226
|
-
address: string;
|
|
227
|
-
currentBalanceCollateral: string;
|
|
228
|
-
maxBalanceCollateral: string;
|
|
229
|
-
marketCap: string;
|
|
230
|
-
};
|
|
231
|
-
borrowingFees: {
|
|
232
|
-
v1: PairParamsBorrowingFeesBackend;
|
|
233
|
-
v2: BorrowingFeesV2Backend;
|
|
234
|
-
};
|
|
235
|
-
fundingFees: FundingFeesBackend;
|
|
236
|
-
pairOis: OpenInterestBackend[];
|
|
237
|
-
}
|
|
238
|
-
export interface PairInfosBackend {
|
|
239
|
-
maxLeverages: string[];
|
|
240
|
-
pairDepths: PairDepthBackend[];
|
|
241
|
-
pairFactors: PairFactorBackend[];
|
|
242
|
-
}
|
|
243
|
-
export type TraderInfoBackend = {
|
|
244
|
-
lastDayUpdated: number;
|
|
245
|
-
trailingPoints: string;
|
|
246
|
-
};
|
|
247
|
-
export type TraderEnrollmentBackend = {
|
|
248
|
-
status: number;
|
|
249
|
-
};
|
|
250
|
-
export type TraderFeeTiersBackend = {
|
|
251
|
-
traderEnrollment: TraderEnrollmentBackend;
|
|
252
|
-
traderInfo: TraderInfoBackend;
|
|
253
|
-
lastDayUpdatedPoints: string;
|
|
254
|
-
inboundPoints: string;
|
|
255
|
-
outboundPoints: string;
|
|
256
|
-
expiredPoints: string[];
|
|
257
|
-
unclaimedPoints: string;
|
|
258
|
-
};
|
|
259
|
-
export interface UserTradingVariablesBackend {
|
|
260
|
-
pendingMarketOrdersIds: any[];
|
|
261
|
-
pendingMarketOrders: any[];
|
|
262
|
-
feeTiers: TraderFeeTiersBackend;
|
|
263
|
-
collaterals: Array<{
|
|
264
|
-
balance: string;
|
|
265
|
-
allowance: string;
|
|
266
|
-
decimals: number;
|
|
267
|
-
}>;
|
|
268
|
-
protectionCloseFactorWhitelist: boolean;
|
|
269
|
-
userPriceImpact: Array<{
|
|
270
|
-
cumulVolPriceImpactMultiplier: string;
|
|
271
|
-
fixedSpreadP: string;
|
|
272
|
-
}>;
|
|
273
|
-
}
|
|
274
|
-
export type OpenTradeInfo = {
|
|
275
|
-
tradeId: string;
|
|
276
|
-
timestamp: number;
|
|
277
|
-
};
|
|
278
|
-
export type OpenTradeInfoMap = {
|
|
279
|
-
[key: string]: OpenTradeInfo;
|
|
280
|
-
};
|
|
281
|
-
export type PairOiBackend = {
|
|
282
|
-
oiLongUsd: string;
|
|
283
|
-
oiShortUsd: string;
|
|
284
|
-
};
|
|
285
|
-
export type OiWindowsBackend = {
|
|
286
|
-
[key: string]: PairOiBackend;
|
|
287
|
-
};
|
|
288
|
-
export type OiWindowsSettingsBackend = {
|
|
289
|
-
startTs: number;
|
|
290
|
-
windowsDuration: number;
|
|
291
|
-
windowsCount: number;
|
|
292
|
-
};
|
|
293
|
-
export type CollateralConfigBackend = {
|
|
294
|
-
precision: string;
|
|
295
|
-
precisionDelta: string;
|
|
296
|
-
decimals: number;
|
|
297
|
-
};
|
|
298
|
-
export type FeeTiersBackend = {
|
|
299
|
-
tiers: Array<{
|
|
300
|
-
feeMultiplier: string;
|
|
301
|
-
pointsThreshold: string;
|
|
302
|
-
}>;
|
|
303
|
-
multipliers: string[];
|
|
304
|
-
currentDay: number;
|
|
305
|
-
};
|
|
306
|
-
export type GlobalTradeFeeParamsBackend = {
|
|
307
|
-
referralFeeP: string;
|
|
308
|
-
govFeeP: string;
|
|
309
|
-
triggerOrderFeeP: string;
|
|
310
|
-
gnsOtcFeeP: string;
|
|
311
|
-
gTokenFeeP: string;
|
|
312
|
-
};
|