@gainsnetwork/sdk 0.2.68 → 0.2.70-rc1

package/lib/trade/fees/borrowingV2/types.d.ts

@@ -1,79 +0,0 @@
-/**
- * @dev Types for borrowing v2 fees system (simplified rate-based model)
- */
-/**
- * @dev Borrowing fee parameters for a specific pair/collateral combination
- */
-export type BorrowingFeeParams = {
-    /**
-     * @dev Borrowing rate % per second
-     * @dev Raw contract value divided by 1e10
-     * @dev Max: ~0.0000317097 => 1,000% APR
-     */
-    borrowingRatePerSecondP: number;
-};
-/**
- * @dev Accumulated borrowing fee data for a specific pair/collateral combination
- */
-export type PairBorrowingFeeData = {
-    /**
-     * @dev Accumulated borrowing fees % weighted by pair price
-     * @dev Unit: fee collateral per 100 units of OI in pair amount
-     */
-    accBorrowingFeeP: number;
-    /**
-     * @dev Timestamp of last accumulated borrowing fees update
-     */
-    lastBorrowingUpdateTs: number;
-};
-/**
- * @dev Trade-specific borrowing fee data stored when position is opened
- */
-export type TradeInitialAccFees = {
-    /**
-     * @dev Initial accumulated borrowing fee when trade was opened (normalized float)
-     * @dev Raw contract value divided by 1e20
-     * @dev Used to calculate how much borrowing fees the trade owes
-     */
-    initialAccBorrowingFeeP: number;
-};
-/**
- * @dev Context required for borrowing v2 fee calculations
- */
-export type GetBorrowingFeeV2Context = {
-    /**
-     * @dev Current timestamp (defaults to Date.now() / 1000)
-     */
-    currentTimestamp?: number;
-    /**
-     * @dev Borrowing fee parameters for pairs
-     * @dev Indexed by: params[collateralIndex][pairIndex]
-     */
-    borrowingParams: Record<number, Record<number, BorrowingFeeParams>>;
-    /**
-     * @dev Borrowing fee data for pairs
-     * @dev Indexed by: data[collateralIndex][pairIndex]
-     */
-    borrowingData: Record<number, Record<number, PairBorrowingFeeData>>;
-};
-/**
- * @dev Input for calculating pending borrowing fees for a pair
- */
-export type PairBorrowingFeeInput = {
-    collateralIndex: number;
-    pairIndex: number;
-    currentPairPrice: number;
-    currentTimestamp?: number;
-};
-/**
- * @dev Input for calculating borrowing fees for a specific trade
- */
-export type TradeBorrowingFeeInput = {
-    positionSizeCollateral: number;
-    openPrice: number;
-    collateralIndex: number;
-    pairIndex: number;
-    currentPairPrice: number;
-    initialAccBorrowingFeeP: number;
-    currentTimestamp?: number;
-};

package/lib/trade/fees/borrowingV2/types.js

@@ -1,5 +0,0 @@
-"use strict";
-/**
- * @dev Types for borrowing v2 fees system (simplified rate-based model)
- */
-Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -1,102 +0,0 @@
-/**
- * @dev Converters for funding fees data between contract and SDK formats
- * @dev All BigNumber values are normalized to floats with appropriate precision
- */
-import { IFundingFees } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
-import { FundingFeeParams, PairFundingFeeData, PairGlobalParams, TradeInitialAccFundingFees, GetFundingFeeContext } from "./types";
-export declare const FUNDING_FEES_PRECISION: {
-    SKEW_COEFFICIENT_PER_YEAR: number;
-    ABSOLUTE_VELOCITY_PER_YEAR_CAP: number;
-    ABSOLUTE_RATE_PER_SECOND_CAP: number;
-    ACC_FUNDING_FEE_P: number;
-    FUNDING_RATE_PER_SECOND_P: number;
-};
-/**
- * @dev Converts contract funding fee params to SDK format
- * @param contractParams Contract funding fee params struct
- * @returns Normalized funding fee params
- */
-export declare const convertFundingFeeParams: (contractParams: IFundingFees.FundingFeeParamsStruct) => FundingFeeParams;
-/**
- * @dev Converts array of contract funding fee params to SDK format
- * @param contractParamsArray Array of contract funding fee params
- * @returns Array of normalized funding fee params
- */
-export declare const convertFundingFeeParamsArray: (contractParamsArray: IFundingFees.FundingFeeParamsStruct[]) => FundingFeeParams[];
-/**
- * @dev Converts contract pair funding fee data to SDK format
- * @param contractData Contract pair funding fee data struct
- * @returns Normalized pair funding fee data
- */
-export declare const convertPairFundingFeeData: (contractData: IFundingFees.PairFundingFeeDataStruct) => PairFundingFeeData;
-/**
- * @dev Converts array of contract pair funding fee data to SDK format
- * @param contractDataArray Array of contract pair funding fee data
- * @returns Array of normalized pair funding fee data
- */
-export declare const convertPairFundingFeeDataArray: (contractDataArray: IFundingFees.PairFundingFeeDataStruct[]) => PairFundingFeeData[];
-/**
- * @dev Converts contract pair global params to SDK format
- * @param contractParams Contract pair global params struct
- * @returns Normalized pair global params
- */
-export declare const convertPairGlobalParams: (contractParams: IFundingFees.PairGlobalParamsStruct) => PairGlobalParams;
-/**
- * @dev Converts array of contract pair global params to SDK format
- * @param contractParamsArray Array of contract pair global params
- * @returns Array of normalized pair global params
- */
-export declare const convertPairGlobalParamsArray: (contractParamsArray: IFundingFees.PairGlobalParamsStruct[]) => PairGlobalParams[];
-/**
- * @dev Converts contract trade initial acc funding fees to SDK format
- * @param contractFees Contract trade fees data (only funding fee part)
- * @returns Normalized trade initial acc funding fees
- */
-export declare const convertTradeInitialAccFundingFees: (contractFees: {
-    initialAccFundingFeeP: bigint | number | string;
-}) => TradeInitialAccFundingFees;
-/**
- * @dev Creates a funding fee context from arrays of data
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param params Array of funding fee parameters
- * @param data Array of pair funding fee data
- * @param globalParams Optional array of global parameters
- * @param currentTimestamp Optional current timestamp
- * @returns Complete funding fee context
- */
-export declare const createFundingFeeContext: (collateralIndices: number[], pairIndices: number[], params: FundingFeeParams[], data: PairFundingFeeData[], globalParams?: PairGlobalParams[], currentTimestamp?: number) => GetFundingFeeContext;
-/**
- * @dev Validates funding rate is within allowed bounds
- * @param absoluteRatePerSecondCap Rate cap (normalized)
- * @returns Whether the rate is valid
- */
-export declare const isValidFundingRate: (absoluteRatePerSecondCap: number) => boolean;
-/**
- * @dev Converts funding rate per second to APR
- * @param ratePerSecondP Funding rate per second (normalized)
- * @returns APR as percentage
- */
-export declare const fundingRateToAPR: (ratePerSecondP: number) => number;
-/**
- * @dev Converts APR to funding rate per second
- * @param apr APR as percentage
- * @returns Funding rate per second (normalized)
- */
-export declare const aprToFundingRate: (apr: number) => number;
-/**
- * @dev Calculates velocity per year from skew coefficient
- * @param skewRatio Current skew ratio (net exposure / total OI)
- * @param skewCoefficientPerYear Skew coefficient per year (normalized)
- * @returns Velocity per year
- */
-export declare const calculateVelocityFromSkew: (skewRatio: number, skewCoefficientPerYear: number) => number;
-/**
- * @dev Creates a GetFundingFeeContext from arrays (alias for consistency)
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param params Array of funding fee parameters
- * @param data Array of pair funding fee data
- * @returns Complete funding fee context
- */
-export declare const createGetFundingFeeContext: (collateralIndices: number[], pairIndices: number[], params: FundingFeeParams[], data: PairFundingFeeData[]) => GetFundingFeeContext;

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

@@ -1,196 +0,0 @@
-"use strict";
-/**
- * @dev Converters for funding fees data between contract and SDK formats
- * @dev All BigNumber values are normalized to floats with appropriate precision
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createGetFundingFeeContext = exports.calculateVelocityFromSkew = exports.aprToFundingRate = exports.fundingRateToAPR = exports.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.FUNDING_FEES_PRECISION = void 0;
-// Precision constants from contract
-exports.FUNDING_FEES_PRECISION = {
-    SKEW_COEFFICIENT_PER_YEAR: 1e26,
-    ABSOLUTE_VELOCITY_PER_YEAR_CAP: 1e7,
-    ABSOLUTE_RATE_PER_SECOND_CAP: 1e10,
-    ACC_FUNDING_FEE_P: 1e20,
-    FUNDING_RATE_PER_SECOND_P: 1e18, // Funding rate per second precision
-};
-/**
- * @dev Converts contract funding fee params to SDK format
- * @param contractParams Contract funding fee params struct
- * @returns Normalized funding fee params
- */
-const convertFundingFeeParams = (contractParams) => {
-    return {
-        skewCoefficientPerYear: Number(contractParams.skewCoefficientPerYear) /
-            exports.FUNDING_FEES_PRECISION.SKEW_COEFFICIENT_PER_YEAR,
-        absoluteVelocityPerYearCap: Number(contractParams.absoluteVelocityPerYearCap) /
-            exports.FUNDING_FEES_PRECISION.ABSOLUTE_VELOCITY_PER_YEAR_CAP,
-        absoluteRatePerSecondCap: Number(contractParams.absoluteRatePerSecondCap) /
-            exports.FUNDING_FEES_PRECISION.ABSOLUTE_RATE_PER_SECOND_CAP,
-        thetaThresholdUsd: Number(contractParams.thetaThresholdUsd),
-        fundingFeesEnabled: Boolean(contractParams.fundingFeesEnabled),
-        aprMultiplierEnabled: Boolean(contractParams.aprMultiplierEnabled),
-    };
-};
-exports.convertFundingFeeParams = convertFundingFeeParams;
-/**
- * @dev Converts array of contract funding fee params to SDK format
- * @param contractParamsArray Array of contract funding fee params
- * @returns Array of normalized funding fee params
- */
-const convertFundingFeeParamsArray = (contractParamsArray) => {
-    return contractParamsArray.map(exports.convertFundingFeeParams);
-};
-exports.convertFundingFeeParamsArray = convertFundingFeeParamsArray;
-/**
- * @dev Converts contract pair funding fee data to SDK format
- * @param contractData Contract pair funding fee data struct
- * @returns Normalized pair funding fee data
- */
-const convertPairFundingFeeData = (contractData) => {
-    return {
-        accFundingFeeLongP: Number(contractData.accFundingFeeLongP) /
-            exports.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P,
-        accFundingFeeShortP: Number(contractData.accFundingFeeShortP) /
-            exports.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P,
-        lastFundingRatePerSecondP: Number(contractData.lastFundingRatePerSecondP) /
-            exports.FUNDING_FEES_PRECISION.FUNDING_RATE_PER_SECOND_P,
-        lastFundingUpdateTs: Number(contractData.lastFundingUpdateTs),
-    };
-};
-exports.convertPairFundingFeeData = convertPairFundingFeeData;
-/**
- * @dev Converts array of contract pair funding fee data to SDK format
- * @param contractDataArray Array of contract pair funding fee data
- * @returns Array of normalized pair funding fee data
- */
-const convertPairFundingFeeDataArray = (contractDataArray) => {
-    return contractDataArray.map(exports.convertPairFundingFeeData);
-};
-exports.convertPairFundingFeeDataArray = convertPairFundingFeeDataArray;
-/**
- * @dev Converts contract pair global params to SDK format
- * @param contractParams Contract pair global params struct
- * @returns Normalized pair global params
- */
-const convertPairGlobalParams = (contractParams) => {
-    return {
-        maxSkewCollateral: Number(contractParams.maxSkewCollateral),
-    };
-};
-exports.convertPairGlobalParams = convertPairGlobalParams;
-/**
- * @dev Converts array of contract pair global params to SDK format
- * @param contractParamsArray Array of contract pair global params
- * @returns Array of normalized pair global params
- */
-const convertPairGlobalParamsArray = (contractParamsArray) => {
-    return contractParamsArray.map(exports.convertPairGlobalParams);
-};
-exports.convertPairGlobalParamsArray = convertPairGlobalParamsArray;
-/**
- * @dev Converts contract trade initial acc funding fees to SDK format
- * @param contractFees Contract trade fees data (only funding fee part)
- * @returns Normalized trade initial acc funding fees
- */
-const convertTradeInitialAccFundingFees = (contractFees) => {
-    return {
-        initialAccFundingFeeP: Number(contractFees.initialAccFundingFeeP) /
-            exports.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P,
-    };
-};
-exports.convertTradeInitialAccFundingFees = convertTradeInitialAccFundingFees;
-/**
- * @dev Creates a funding fee context from arrays of data
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param params Array of funding fee parameters
- * @param data Array of pair funding fee data
- * @param globalParams Optional array of global parameters
- * @param currentTimestamp Optional current timestamp
- * @returns Complete funding fee context
- */
-const createFundingFeeContext = (collateralIndices, pairIndices, params, data, globalParams, currentTimestamp) => {
-    const context = {
-        currentTimestamp: currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : Math.floor(Date.now() / 1000),
-        fundingParams: {},
-        fundingData: {},
-        globalParams: globalParams ? {} : undefined,
-    };
-    // Build nested objects indexed by collateralIndex and pairIndex
-    for (let i = 0; i < collateralIndices.length; i++) {
-        const collateralIndex = collateralIndices[i];
-        const pairIndex = pairIndices[i];
-        // Initialize collateral index objects if they don't exist
-        if (!context.fundingParams[collateralIndex]) {
-            context.fundingParams[collateralIndex] = {};
-        }
-        if (!context.fundingData[collateralIndex]) {
-            context.fundingData[collateralIndex] = {};
-        }
-        if (globalParams && context.globalParams) {
-            if (!context.globalParams[collateralIndex]) {
-                context.globalParams[collateralIndex] = {};
-            }
-        }
-        // Store data
-        context.fundingParams[collateralIndex][pairIndex] = params[i];
-        context.fundingData[collateralIndex][pairIndex] = data[i];
-        if (globalParams && context.globalParams) {
-            context.globalParams[collateralIndex][pairIndex] = globalParams[i];
-        }
-    }
-    return context;
-};
-exports.createFundingFeeContext = createFundingFeeContext;
-/**
- * @dev Validates funding rate is within allowed bounds
- * @param absoluteRatePerSecondCap Rate cap (normalized)
- * @returns Whether the rate is valid
- */
-const isValidFundingRate = (absoluteRatePerSecondCap) => {
-    // Convert back to contract precision for validation
-    const contractValue = absoluteRatePerSecondCap *
-        exports.FUNDING_FEES_PRECISION.ABSOLUTE_RATE_PER_SECOND_CAP;
-    return contractValue <= 3170979; // MAX_FUNDING_RATE_PER_SECOND from contract
-};
-exports.isValidFundingRate = isValidFundingRate;
-/**
- * @dev Converts funding rate per second to APR
- * @param ratePerSecondP Funding rate per second (normalized)
- * @returns APR as percentage
- */
-const fundingRateToAPR = (ratePerSecondP) => {
-    return ratePerSecondP * 365 * 24 * 60 * 60 * 100;
-};
-exports.fundingRateToAPR = fundingRateToAPR;
-/**
- * @dev Converts APR to funding rate per second
- * @param apr APR as percentage
- * @returns Funding rate per second (normalized)
- */
-const aprToFundingRate = (apr) => {
-    return apr / (365 * 24 * 60 * 60 * 100);
-};
-exports.aprToFundingRate = aprToFundingRate;
-/**
- * @dev Calculates velocity per year from skew coefficient
- * @param skewRatio Current skew ratio (net exposure / total OI)
- * @param skewCoefficientPerYear Skew coefficient per year (normalized)
- * @returns Velocity per year
- */
-const calculateVelocityFromSkew = (skewRatio, skewCoefficientPerYear) => {
-    return Math.abs(skewRatio) * skewCoefficientPerYear;
-};
-exports.calculateVelocityFromSkew = calculateVelocityFromSkew;
-/**
- * @dev Creates a GetFundingFeeContext from arrays (alias for consistency)
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param params Array of funding fee parameters
- * @param data Array of pair funding fee data
- * @returns Complete funding fee context
- */
-const createGetFundingFeeContext = (collateralIndices, pairIndices, params, data) => {
-    return (0, exports.createFundingFeeContext)(collateralIndices, pairIndices, params, data);
-};
-exports.createGetFundingFeeContext = createGetFundingFeeContext;

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

@@ -1,135 +0,0 @@
-/**
- * @dev Funding fees calculations for v10+ trades
- * @dev Based on skew-based funding rate model with velocity and APR multipliers
- */
-import { FundingFeeParams, PairFundingFeeData, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairOiAfterV10 } from "./types";
-/**
- * @dev Calculates current funding velocity per year based on skew
- * @param netExposureToken Net exposure (long - short) in tokens
- * @param netExposureUsd Net exposure in USD
- * @param skewCoefficientPerYear Skew coefficient per year from params
- * @param absoluteVelocityPerYearCap Cap on velocity per year
- * @param thetaThresholdUsd Minimum exposure USD to start charging funding fees
- * @returns Current yearly funding velocity
- */
-export declare const getCurrentFundingVelocityPerYear: (netExposureToken: number, netExposureUsd: number, skewCoefficientPerYear: number, absoluteVelocityPerYearCap: number, thetaThresholdUsd: number) => number;
-/**
- * @dev Calculates seconds until funding rate reaches zero
- * @param lastFundingRatePerSecondP Last funding rate per second
- * @param currentVelocityPerYear Current velocity per year
- * @returns Seconds until rate reaches zero
- */
-export declare const getSecondsToReachZeroRate: (lastFundingRatePerSecondP: number, currentVelocityPerYear: number) => number;
-/**
- * @dev Calculates average and current funding rate per second
- * @param lastFundingRatePerSecondP Last funding rate per second
- * @param absoluteRatePerSecondCap Absolute cap on funding rate per second
- * @param currentVelocityPerYear Current velocity per year
- * @param secondsSinceLastUpdate Seconds elapsed since last update
- * @returns Average and current funding rate per second
- */
-export declare const getAvgFundingRatePerSecondP: (lastFundingRatePerSecondP: number, absoluteRatePerSecondCap: number, currentVelocityPerYear: number, secondsSinceLastUpdate: number) => {
-    avgFundingRatePerSecondP: number;
-    currentFundingRatePerSecondP: number;
-};
-/**
- * @dev Calculates APR multipliers for long and short sides based on OI ratio
- * @param avgFundingRatePerSecondP Average funding rate per second
- * @param pairOiLongToken Long OI in tokens
- * @param pairOiShortToken Short OI in tokens
- * @param aprMultiplierEnabled Whether APR multiplier is enabled
- * @returns Long and short APR multipliers
- */
-export declare const getLongShortAprMultiplier: (avgFundingRatePerSecondP: number, pairOiLongToken: number, pairOiShortToken: number, aprMultiplierEnabled: boolean) => {
-    longAprMultiplier: number;
-    shortAprMultiplier: number;
-};
-/**
- * @dev Calculates pending accumulated funding fees for a pair
- * @param params Funding fee parameters
- * @param data Current funding fee data
- * @param currentPairPrice Current pair price
- * @param pairOiToken Pair OI after v10
- * @param netExposureToken Net exposure in tokens
- * @param netExposureUsd Net exposure in USD
- * @param currentTimestamp Current timestamp
- * @returns Pending accumulated funding fees and current rate
- */
-export declare const getPairPendingAccFundingFees: (params: FundingFeeParams, data: PairFundingFeeData, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number, currentTimestamp: number) => PairPendingAccFundingFeesResult;
-/**
- * @dev Calculates funding fees for a specific trade (SDK version following contract pattern)
- * @param trade Trade parameters (collateral amount, leverage, open price, long/short, collateralIndex, pairIndex)
- * @param tradeInfo Trade info (contracts version)
- * @param tradeFeesData Trade fees data containing initial acc funding fee
- * @param currentPairPrice Current pair price
- * @param context Optional context with funding fee data (if not provided, uses simple calculation)
- * @returns Funding fee in collateral tokens
- */
-export declare const getTradeFundingFeesCollateral: (trade: {
-    collateralAmount: number;
-    leverage: number;
-    openPrice: number;
-    long: boolean;
-    collateralIndex?: number;
-    pairIndex?: number;
-}, tradeInfo: {
-    contractsVersion: number;
-}, tradeFeesData: {
-    initialAccFundingFeeP: number;
-}, currentPairPrice: number, context?: (GetFundingFeeContext & {
-    pairOiAfterV10?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: PairOiAfterV10;
-        };
-    } | undefined;
-    netExposureToken?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    } | undefined;
-    netExposureUsd?: {
-        [collateralIndex: number]: {
-            [pairIndex: number]: number;
-        };
-    } | undefined;
-}) | undefined) => number;
-/**
- * @dev Main function to calculate funding fees for a trade within context
- * @param context Funding fee context with params and data
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param trade Trade details
- * @param tradeInfo Trade info (contracts version)
- * @param initialAccFundingFeeP Initial accumulated funding fee
- * @param currentPairPrice Current pair price
- * @param pairOiToken Pair OI after v10
- * @param netExposureToken Net exposure in tokens
- * @param netExposureUsd Net exposure in USD
- * @returns Complete funding fee calculation result
- */
-export declare const getTradeFundingFees: (context: GetFundingFeeContext, collateralIndex: number, pairIndex: number, trade: {
-    collateralAmount: number;
-    leverage: number;
-    openPrice: number;
-    long: boolean;
-}, tradeInfo: {
-    contractsVersion: number;
-}, initialAccFundingFeeP: number, currentPairPrice: number, pairOiToken: PairOiAfterV10, netExposureToken: number, netExposureUsd: number) => TradeFundingFeeResult;
-/**
- * @dev Simple version of getTradeFundingFeesCollateral for backward compatibility
- * @param trade Trade parameters
- * @param tradeInfo Trade info with contracts version
- * @param initialAccFundingFeeP Initial accumulated funding fee
- * @param currentAccFundingFeeP Current accumulated funding fee
- * @returns Funding fee in collateral tokens
- */
-export declare const getTradeFundingFeesCollateralSimple: (trade: {
-    collateralAmount: number;
-    leverage: number;
-    openPrice: number;
-    long: boolean;
-}, tradeInfo: {
-    contractsVersion: number;
-}, initialAccFundingFeeP: number, currentAccFundingFeeP: number) => number;
-export * as FundingFees from "./types";
-export type { FundingFeeParams, PairFundingFeeData, PairGlobalParams, TradeInitialAccFundingFees, PairOiAfterV10, FundingRateCalculation, GetFundingFeeContext, TradeFundingFeeResult, PairPendingAccFundingFeesResult, PairAccumulatedFees, TradeInitialAccFees, } from "./types";