@gainsnetwork/sdk 0.2.69 → 0.2.70-rc1

package/lib/contracts/fetch/priceImpact/skew.d.ts

@@ -1,63 +0,0 @@
-import type { GNSMultiCollatDiamond } from "../../types/generated";
-import type { PairOiToken, SkewPriceImpactContext } from "../../../trade/priceImpact";
-/**
- * @dev Fetches pair open interest in tokens for a specific pair
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @returns Promise resolving to pair OI in tokens
- */
-export declare const fetchPairOiAfterV10Token: (contract: GNSMultiCollatDiamond, collateralIndex: number, pairIndex: number) => Promise<PairOiToken>;
-/**
- * @dev Fetches pair open interest in tokens for multiple pairs
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @returns Promise resolving to array of pair OI in tokens
- */
-export declare const fetchPairOisAfterV10Token: (contract: GNSMultiCollatDiamond, collateralIndices: number[], pairIndices: number[]) => Promise<PairOiToken[]>;
-/**
- * @dev Fetches skew depth for a specific pair
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param collateralDecimals Number of decimals for the collateral
- * @returns Promise resolving to normalized skew depth
- */
-export declare const fetchPairSkewDepth: (contract: GNSMultiCollatDiamond, collateralIndex: number, pairIndex: number, collateralDecimals: number) => Promise<number>;
-/**
- * @dev Fetches skew depths for multiple pairs
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to array of normalized skew depths
- */
-export declare const fetchPairSkewDepths: (contract: GNSMultiCollatDiamond, collateralIndices: number[], pairIndices: number[], collateralDecimals: number[]) => Promise<number[]>;
-/**
- * @dev Fetches complete skew price impact context for multiple pairs
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to complete skew price impact context
- */
-export declare const fetchSkewPriceImpactContext: (contract: GNSMultiCollatDiamond, collateralIndices: number[], pairIndices: number[], collateralDecimals: number[]) => Promise<SkewPriceImpactContext>;
-/**
- * @dev Fetches collateral decimals for given collateral indices
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @returns Promise resolving to array of decimals
- */
-export declare const fetchCollateralDecimals: (contract: GNSMultiCollatDiamond, collateralIndices: number[]) => Promise<number[]>;
-/**
- * @dev Calculates skew price impact for a trade using contract call
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param long Whether trade is long
- * @param positionSizeToken Position size in tokens
- * @param open Whether trade is opening
- * @returns Promise resolving to price impact percentage (1e10)
- */
-export declare const calculateTradeSkewPriceImpact: (contract: GNSMultiCollatDiamond, collateralIndex: number, pairIndex: number, long: boolean, positionSizeToken: number, open: boolean) => Promise<number>;

package/lib/contracts/fetch/priceImpact/skew.js

@@ -1,168 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateTradeSkewPriceImpact = exports.fetchCollateralDecimals = exports.fetchSkewPriceImpactContext = exports.fetchPairSkewDepths = exports.fetchPairSkewDepth = exports.fetchPairOisAfterV10Token = exports.fetchPairOiAfterV10Token = void 0;
-const priceImpact_1 = require("../../../trade/priceImpact");
-/**
- * @dev Fetches pair open interest in tokens for a specific pair
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @returns Promise resolving to pair OI in tokens
- */
-const fetchPairOiAfterV10Token = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
-    try {
-        const contractData = yield contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
-        return (0, priceImpact_1.convertPairOiToken)(contractData);
-    }
-    catch (error) {
-        console.error("Error fetching pair OI token:", error);
-        throw error;
-    }
-});
-exports.fetchPairOiAfterV10Token = fetchPairOiAfterV10Token;
-/**
- * @dev Fetches pair open interest in tokens for multiple pairs
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @returns Promise resolving to array of pair OI in tokens
- */
-const fetchPairOisAfterV10Token = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
-    if (collateralIndices.length !== pairIndices.length) {
-        throw new Error("Collateral indices and pair indices arrays must have the same length");
-    }
-    try {
-        const contractDataArray = yield contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
-        return contractDataArray.map(priceImpact_1.convertPairOiToken);
-    }
-    catch (error) {
-        console.error("Error fetching pair OIs token:", error);
-        throw error;
-    }
-});
-exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
-/**
- * @dev Fetches skew depth for a specific pair
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param collateralDecimals Number of decimals for the collateral
- * @returns Promise resolving to normalized skew depth
- */
-const fetchPairSkewDepth = (contract, collateralIndex, pairIndex, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
-    try {
-        const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
-        return (0, priceImpact_1.normalizeSkewDepth)(contractDepth.toBigInt(), collateralDecimals);
-    }
-    catch (error) {
-        console.error("Error fetching skew depth:", error);
-        throw error;
-    }
-});
-exports.fetchPairSkewDepth = fetchPairSkewDepth;
-/**
- * @dev Fetches skew depths for multiple pairs
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to array of normalized skew depths
- */
-const fetchPairSkewDepths = (contract, collateralIndices, pairIndices, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
-    if (collateralIndices.length !== pairIndices.length ||
-        pairIndices.length !== collateralDecimals.length) {
-        throw new Error("All input arrays must have the same length");
-    }
-    try {
-        const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
-        return contractDepths.map((depth, i) => (0, priceImpact_1.normalizeSkewDepth)(depth.toBigInt(), collateralDecimals[i]));
-    }
-    catch (error) {
-        console.error("Error fetching skew depths:", error);
-        throw error;
-    }
-});
-exports.fetchPairSkewDepths = fetchPairSkewDepths;
-/**
- * @dev Fetches complete skew price impact context for multiple pairs
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param collateralDecimals Array of collateral decimals for each pair
- * @returns Promise resolving to complete skew price impact context
- */
-const fetchSkewPriceImpactContext = (contract, collateralIndices, pairIndices, collateralDecimals) => __awaiter(void 0, void 0, void 0, function* () {
-    try {
-        // Fetch OI data and skew depths in parallel
-        const [pairOiTokens, skewDepths] = yield Promise.all([
-            (0, exports.fetchPairOisAfterV10Token)(contract, collateralIndices, pairIndices),
-            (0, exports.fetchPairSkewDepths)(contract, collateralIndices, pairIndices, collateralDecimals),
-        ]);
-        return (0, priceImpact_1.createSkewPriceImpactContext)(collateralIndices, pairIndices, skewDepths, pairOiTokens);
-    }
-    catch (error) {
-        console.error("Error fetching skew price impact context:", error);
-        throw error;
-    }
-});
-exports.fetchSkewPriceImpactContext = fetchSkewPriceImpactContext;
-/**
- * @dev Fetches collateral decimals for given collateral indices
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndices Array of collateral indices
- * @returns Promise resolving to array of decimals
- */
-const fetchCollateralDecimals = (contract, collateralIndices) => __awaiter(void 0, void 0, void 0, function* () {
-    try {
-        // Get unique collateral indices to minimize calls
-        const uniqueIndices = [...new Set(collateralIndices)];
-        // Fetch collateral info for unique indices
-        const promises = uniqueIndices.map((index) => __awaiter(void 0, void 0, void 0, function* () {
-            const collateral = yield contract.getCollateral(index);
-            return { index, decimals: Number(collateral.precision) };
-        }));
-        const collateralData = yield Promise.all(promises);
-        // Create a map for quick lookup
-        const decimalsMap = new Map(collateralData.map(data => [data.index, data.decimals]));
-        // Return decimals in the same order as input
-        return collateralIndices.map(index => decimalsMap.get(index) || 18 // Default to 18 if not found
-        );
-    }
-    catch (error) {
-        console.error("Error fetching collateral decimals:", error);
-        throw error;
-    }
-});
-exports.fetchCollateralDecimals = fetchCollateralDecimals;
-/**
- * @dev Calculates skew price impact for a trade using contract call
- * @param contract GNSMultiCollatDiamond contract instance
- * @param collateralIndex Collateral index
- * @param pairIndex Pair index
- * @param long Whether trade is long
- * @param positionSizeToken Position size in tokens
- * @param open Whether trade is opening
- * @returns Promise resolving to price impact percentage (1e10)
- */
-const calculateTradeSkewPriceImpact = (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => __awaiter(void 0, void 0, void 0, function* () {
-    try {
-        const priceImpactP = yield contract.getTradeSkewPriceImpactP(collateralIndex, pairIndex, long, BigInt(Math.round(positionSizeToken * 1e18)), // Convert to 1e18 precision
-        open);
-        // Convert from int256 1e10 to percentage
-        return Number(priceImpactP) / 1e10;
-    }
-    catch (error) {
-        console.error("Error calculating trade skew price impact:", error);
-        throw error;
-    }
-});
-exports.calculateTradeSkewPriceImpact = calculateTradeSkewPriceImpact;

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

@@ -1,66 +0,0 @@
-import type { IFundingFees } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
-import { BorrowingFeeV2 } from ".";
-/**
- * @dev Converts contract BorrowingFeeParams to SDK type
- * @param contractParams Contract borrowing fee params from IFundingFees.BorrowingFeeParams
- * @returns SDK BorrowingFeeParams
- */
-export declare const convertBorrowingFeeParams: (contractParams: IFundingFees.BorrowingFeeParamsStructOutput) => BorrowingFeeV2.BorrowingFeeParams;
-/**
- * @dev Converts array of contract BorrowingFeeParams to SDK types
- * @param contractParamsArray Array of contract borrowing fee params
- * @returns Array of SDK BorrowingFeeParams
- */
-export declare const convertBorrowingFeeParamsArray: (contractParamsArray: IFundingFees.BorrowingFeeParamsStructOutput[]) => BorrowingFeeV2.BorrowingFeeParams[];
-/**
- * @dev Converts contract PairBorrowingFeeData to SDK type
- * @param contractData Contract pair borrowing fee data from IFundingFees.PairBorrowingFeeData
- * @returns SDK PairBorrowingFeeData
- */
-export declare const convertPairBorrowingFeeData: (contractData: IFundingFees.PairBorrowingFeeDataStructOutput) => BorrowingFeeV2.PairBorrowingFeeData;
-/**
- * @dev Converts array of contract PairBorrowingFeeData to SDK types
- * @param contractDataArray Array of contract pair borrowing fee data
- * @returns Array of SDK PairBorrowingFeeData
- */
-export declare const convertPairBorrowingFeeDataArray: (contractDataArray: IFundingFees.PairBorrowingFeeDataStructOutput[]) => BorrowingFeeV2.PairBorrowingFeeData[];
-/**
- * @dev Converts contract TradeFeesData to SDK TradeInitialAccFees
- * @param contractTradeData Contract trade fees data from IFundingFees.TradeFeesData
- * @returns SDK TradeInitialAccFees
- */
-export declare const convertTradeInitialAccFees: (contractTradeData: IFundingFees.TradeFeesDataStructOutput) => BorrowingFeeV2.TradeInitialAccFees;
-/**
- * @dev Converts array of contract TradeFeesData to SDK TradeInitialAccFees
- * @param contractTradeDataArray Array of contract trade fees data
- * @returns Array of SDK TradeInitialAccFees
- */
-export declare const convertTradeInitialAccFeesArray: (contractTradeDataArray: IFundingFees.TradeFeesDataStructOutput[]) => BorrowingFeeV2.TradeInitialAccFees[];
-/**
- * @dev Creates a context object from contract data arrays
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param borrowingParams Array of borrowing fee params from contract
- * @param borrowingData Array of pair borrowing fee data from contract
- * @param currentTimestamp Optional current timestamp
- * @returns Complete SDK context for borrowing v2 calculations
- */
-export declare const createBorrowingV2Context: (collateralIndices: number[], pairIndices: number[], borrowingParams: IFundingFees.BorrowingFeeParamsStructOutput[], borrowingData: IFundingFees.PairBorrowingFeeDataStructOutput[], currentTimestamp?: number) => BorrowingFeeV2.GetBorrowingFeeV2Context;
-/**
- * @dev Helper function to validate borrowing rate per second
- * @param borrowingRatePerSecondP Borrowing rate per second (normalized float)
- * @returns True if rate is within valid bounds
- */
-export declare const isValidBorrowingRate: (borrowingRatePerSecondP: number) => boolean;
-/**
- * @dev Helper function to convert borrowing rate to APR percentage
- * @param borrowingRatePerSecondP Borrowing rate per second (normalized float)
- * @returns APR as percentage (e.g., 10.5 for 10.5% APR)
- */
-export declare const borrowingRateToAPR: (borrowingRatePerSecondP: number) => number;
-/**
- * @dev Helper function to convert APR percentage to borrowing rate per second
- * @param aprPercentage APR as percentage (e.g., 10.5 for 10.5% APR)
- * @returns Borrowing rate per second (normalized float)
- */
-export declare const aprToBorrowingRate: (aprPercentage: number) => number;

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

@@ -1,121 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.aprToBorrowingRate = exports.borrowingRateToAPR = exports.isValidBorrowingRate = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArray = exports.convertTradeInitialAccFees = exports.convertPairBorrowingFeeDataArray = exports.convertPairBorrowingFeeData = exports.convertBorrowingFeeParamsArray = exports.convertBorrowingFeeParams = void 0;
-const index_1 = require("./index");
-/**
- * @dev Converts contract BorrowingFeeParams to SDK type
- * @param contractParams Contract borrowing fee params from IFundingFees.BorrowingFeeParams
- * @returns SDK BorrowingFeeParams
- */
-const convertBorrowingFeeParams = (contractParams) => ({
-    borrowingRatePerSecondP: contractParams.borrowingRatePerSecondP /
-        index_1.BORROWING_V2_PRECISION.RATE_PER_SECOND,
-});
-exports.convertBorrowingFeeParams = convertBorrowingFeeParams;
-/**
- * @dev Converts array of contract BorrowingFeeParams to SDK types
- * @param contractParamsArray Array of contract borrowing fee params
- * @returns Array of SDK BorrowingFeeParams
- */
-const convertBorrowingFeeParamsArray = (contractParamsArray) => contractParamsArray.map(params => (0, exports.convertBorrowingFeeParams)(params));
-exports.convertBorrowingFeeParamsArray = convertBorrowingFeeParamsArray;
-/**
- * @dev Converts contract PairBorrowingFeeData to SDK type
- * @param contractData Contract pair borrowing fee data from IFundingFees.PairBorrowingFeeData
- * @returns SDK PairBorrowingFeeData
- */
-const convertPairBorrowingFeeData = (contractData) => ({
-    accBorrowingFeeP: parseFloat(contractData.accBorrowingFeeP.toString()) /
-        index_1.BORROWING_V2_PRECISION.ACC_FEE,
-    lastBorrowingUpdateTs: contractData.lastBorrowingUpdateTs,
-});
-exports.convertPairBorrowingFeeData = convertPairBorrowingFeeData;
-/**
- * @dev Converts array of contract PairBorrowingFeeData to SDK types
- * @param contractDataArray Array of contract pair borrowing fee data
- * @returns Array of SDK PairBorrowingFeeData
- */
-const convertPairBorrowingFeeDataArray = (contractDataArray) => contractDataArray.map(data => (0, exports.convertPairBorrowingFeeData)(data));
-exports.convertPairBorrowingFeeDataArray = convertPairBorrowingFeeDataArray;
-/**
- * @dev Converts contract TradeFeesData to SDK TradeInitialAccFees
- * @param contractTradeData Contract trade fees data from IFundingFees.TradeFeesData
- * @returns SDK TradeInitialAccFees
- */
-const convertTradeInitialAccFees = (contractTradeData) => ({
-    initialAccBorrowingFeeP: parseFloat(contractTradeData.initialAccBorrowingFeeP.toString()) /
-        index_1.BORROWING_V2_PRECISION.ACC_FEE,
-});
-exports.convertTradeInitialAccFees = convertTradeInitialAccFees;
-/**
- * @dev Converts array of contract TradeFeesData to SDK TradeInitialAccFees
- * @param contractTradeDataArray Array of contract trade fees data
- * @returns Array of SDK TradeInitialAccFees
- */
-const convertTradeInitialAccFeesArray = (contractTradeDataArray) => contractTradeDataArray.map(data => (0, exports.convertTradeInitialAccFees)(data));
-exports.convertTradeInitialAccFeesArray = convertTradeInitialAccFeesArray;
-/**
- * @dev Creates a context object from contract data arrays
- * @param collateralIndices Array of collateral indices
- * @param pairIndices Array of pair indices
- * @param borrowingParams Array of borrowing fee params from contract
- * @param borrowingData Array of pair borrowing fee data from contract
- * @param currentTimestamp Optional current timestamp
- * @returns Complete SDK context for borrowing v2 calculations
- */
-const createBorrowingV2Context = (collateralIndices, pairIndices, borrowingParams, borrowingData, currentTimestamp) => {
-    const context = {
-        currentTimestamp,
-        borrowingParams: {},
-        borrowingData: {},
-    };
-    // 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.borrowingParams[collateralIndex]) {
-            context.borrowingParams[collateralIndex] = {};
-        }
-        if (!context.borrowingData[collateralIndex]) {
-            context.borrowingData[collateralIndex] = {};
-        }
-        // Store converted data
-        context.borrowingParams[collateralIndex][pairIndex] =
-            (0, exports.convertBorrowingFeeParams)(borrowingParams[i]);
-        context.borrowingData[collateralIndex][pairIndex] =
-            (0, exports.convertPairBorrowingFeeData)(borrowingData[i]);
-    }
-    return context;
-};
-exports.createBorrowingV2Context = createBorrowingV2Context;
-/**
- * @dev Helper function to validate borrowing rate per second
- * @param borrowingRatePerSecondP Borrowing rate per second (normalized float)
- * @returns True if rate is within valid bounds
- */
-const isValidBorrowingRate = (borrowingRatePerSecondP) => {
-    return (borrowingRatePerSecondP >= 0 &&
-        borrowingRatePerSecondP <= 317097 / index_1.BORROWING_V2_PRECISION.RATE_PER_SECOND); // Max 1,000% APR
-};
-exports.isValidBorrowingRate = isValidBorrowingRate;
-/**
- * @dev Helper function to convert borrowing rate to APR percentage
- * @param borrowingRatePerSecondP Borrowing rate per second (normalized float)
- * @returns APR as percentage (e.g., 10.5 for 10.5% APR)
- */
-const borrowingRateToAPR = (borrowingRatePerSecondP) => {
-    const SECONDS_PER_YEAR = 365 * 24 * 60 * 60; // 31,536,000
-    return borrowingRatePerSecondP * SECONDS_PER_YEAR;
-};
-exports.borrowingRateToAPR = borrowingRateToAPR;
-/**
- * @dev Helper function to convert APR percentage to borrowing rate per second
- * @param aprPercentage APR as percentage (e.g., 10.5 for 10.5% APR)
- * @returns Borrowing rate per second (normalized float)
- */
-const aprToBorrowingRate = (aprPercentage) => {
-    const SECONDS_PER_YEAR = 365 * 24 * 60 * 60; // 31,536,000
-    return aprPercentage / SECONDS_PER_YEAR;
-};
-exports.aprToBorrowingRate = aprToBorrowingRate;

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

@@ -1,59 +0,0 @@
-import * as BorrowingFeeV2 from "./types";
-/**
- * @dev Maximum borrowing rate per second (1,000% APR)
- */
-export declare const MAX_BORROWING_RATE_PER_SECOND = 0.0317097;
-/**
- * @dev Precision constants for borrowing v2 calculations
- */
-export declare const BORROWING_V2_PRECISION: {
-    readonly RATE_PER_SECOND: 10000000000;
-    readonly ACC_FEE: 100000000000000000000;
-    readonly PERCENTAGE: 100;
-};
-/**
- * @dev Calculates pending accumulated borrowing fees for a pair
- * @param params Borrowing fee parameters for the pair
- * @param data Current borrowing fee data for the pair
- * @param currentPairPrice Current price of the trading pair
- * @param currentTimestamp Current timestamp (defaults to now)
- * @returns Updated accumulated borrowing fee (1e20 precision)
- */
-export declare const getPairPendingAccBorrowingFees: (params: BorrowingFeeV2.BorrowingFeeParams, data: BorrowingFeeV2.PairBorrowingFeeData, currentPairPrice: number, currentTimestamp?: number) => number;
-/**
- * @dev Calculates borrowing fees owed by a specific trade
- * @param input Trade borrowing fee calculation input
- * @param context Context containing borrowing parameters and data
- * @returns Borrowing fees in collateral tokens
- */
-export declare const getTradeBorrowingFeesCollateral: (input: BorrowingFeeV2.TradeBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-/**
- * @dev Convenience function to calculate borrowing fees for a trade using individual parameters
- * @param positionSizeCollateral Position size in collateral tokens
- * @param pairIndex Index of the trading pair
- * @param collateralIndex Index of the collateral
- * @param openPrice Price at which the trade was opened
- * @param currentPairPrice Current price of the trading pair
- * @param initialAccBorrowingFeeP Initial accumulated borrowing fee when trade was opened
- * @param context Context containing borrowing parameters and data
- * @returns Borrowing fees in collateral tokens
- */
-export declare const getBorrowingFee: (positionSizeCollateral: number, pairIndex: number, collateralIndex: number, openPrice: number, currentPairPrice: number, initialAccBorrowingFeeP: number, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-/**
- * @dev Utility function to get pending accumulated borrowing fees for a pair using context
- * @param input Pair borrowing fee calculation input
- * @param context Context containing borrowing parameters and data
- * @returns Updated accumulated borrowing fee (1e20 precision)
- */
-export declare const getPairBorrowingFees: (input: BorrowingFeeV2.PairBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-/**
- * @dev Utility functions for working with borrowing v2 fees
- */
-export declare const borrowingFeeV2Utils: {
-    getPairPendingAccBorrowingFees: (params: BorrowingFeeV2.BorrowingFeeParams, data: BorrowingFeeV2.PairBorrowingFeeData, currentPairPrice: number, currentTimestamp?: number) => number;
-    getTradeBorrowingFeesCollateral: (input: BorrowingFeeV2.TradeBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-    getPairBorrowingFees: (input: BorrowingFeeV2.PairBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-    getBorrowingFee: (positionSizeCollateral: number, pairIndex: number, collateralIndex: number, openPrice: number, currentPairPrice: number, initialAccBorrowingFeeP: number, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
-};
-export * as BorrowingFeeV2 from "./types";
-export * from "./converter";

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

@@ -1,139 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || function (mod) {
-    if (mod && mod.__esModule) return mod;
-    var result = {};
-    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
-    __setModuleDefault(result, mod);
-    return result;
-};
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BorrowingFeeV2 = exports.borrowingFeeV2Utils = exports.getPairBorrowingFees = exports.getBorrowingFee = exports.getTradeBorrowingFeesCollateral = exports.getPairPendingAccBorrowingFees = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND = void 0;
-/**
- * @dev Maximum borrowing rate per second (1,000% APR)
- */
-exports.MAX_BORROWING_RATE_PER_SECOND = 0.0317097; // 317097 / 1e10
-/**
- * @dev Precision constants for borrowing v2 calculations
- */
-exports.BORROWING_V2_PRECISION = {
-    RATE_PER_SECOND: 1e10,
-    ACC_FEE: 1e20,
-    PERCENTAGE: 100,
-};
-/**
- * @dev Calculates pending accumulated borrowing fees for a pair
- * @param params Borrowing fee parameters for the pair
- * @param data Current borrowing fee data for the pair
- * @param currentPairPrice Current price of the trading pair
- * @param currentTimestamp Current timestamp (defaults to now)
- * @returns Updated accumulated borrowing fee (1e20 precision)
- */
-const getPairPendingAccBorrowingFees = (params, data, currentPairPrice, currentTimestamp) => {
-    const timestamp = currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : Math.floor(Date.now() / 1000);
-    // Calculate time elapsed since last update
-    const timeElapsed = Math.max(0, timestamp - data.lastBorrowingUpdateTs);
-    // If no time elapsed, return current accumulated fee
-    if (timeElapsed === 0) {
-        return data.accBorrowingFeeP;
-    }
-    // Calculate accumulated borrowing fee delta
-    // Formula: borrowingRatePerSecondP * timeElapsed * currentPairPrice
-    const accBorrowingFeeDeltaP = params.borrowingRatePerSecondP * timeElapsed * currentPairPrice;
-    return data.accBorrowingFeeP + accBorrowingFeeDeltaP;
-};
-exports.getPairPendingAccBorrowingFees = getPairPendingAccBorrowingFees;
-/**
- * @dev Calculates borrowing fees owed by a specific trade
- * @param input Trade borrowing fee calculation input
- * @param context Context containing borrowing parameters and data
- * @returns Borrowing fees in collateral tokens
- */
-const getTradeBorrowingFeesCollateral = (input, context) => {
-    var _a, _b;
-    const { positionSizeCollateral, openPrice, collateralIndex, pairIndex, currentPairPrice, initialAccBorrowingFeeP, currentTimestamp, } = input;
-    // Get borrowing parameters and data for the pair
-    const params = (_a = context.borrowingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const data = (_b = context.borrowingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
-    if (!params || !data) {
-        return 0;
-    }
-    // Calculate current accumulated borrowing fees
-    const currentAccBorrowingFeeP = (0, exports.getPairPendingAccBorrowingFees)(params, data, currentPairPrice, currentTimestamp);
-    // Calculate borrowing fees for this trade
-    // Formula: (positionSizeCollateral * (currentAccFee - initialAccFee)) / openPrice / 100
-    const feeDeltaP = currentAccBorrowingFeeP - initialAccBorrowingFeeP;
-    return ((positionSizeCollateral * feeDeltaP) /
-        openPrice /
-        exports.BORROWING_V2_PRECISION.PERCENTAGE);
-};
-exports.getTradeBorrowingFeesCollateral = getTradeBorrowingFeesCollateral;
-/**
- * @dev Convenience function to calculate borrowing fees for a trade using individual parameters
- * @param positionSizeCollateral Position size in collateral tokens
- * @param pairIndex Index of the trading pair
- * @param collateralIndex Index of the collateral
- * @param openPrice Price at which the trade was opened
- * @param currentPairPrice Current price of the trading pair
- * @param initialAccBorrowingFeeP Initial accumulated borrowing fee when trade was opened
- * @param context Context containing borrowing parameters and data
- * @returns Borrowing fees in collateral tokens
- */
-const getBorrowingFee = (positionSizeCollateral, pairIndex, collateralIndex, openPrice, currentPairPrice, initialAccBorrowingFeeP, context) => {
-    return (0, exports.getTradeBorrowingFeesCollateral)({
-        positionSizeCollateral,
-        openPrice,
-        collateralIndex,
-        pairIndex,
-        currentPairPrice,
-        initialAccBorrowingFeeP,
-        currentTimestamp: context.currentTimestamp,
-    }, context);
-};
-exports.getBorrowingFee = getBorrowingFee;
-/**
- * @dev Utility function to get pending accumulated borrowing fees for a pair using context
- * @param input Pair borrowing fee calculation input
- * @param context Context containing borrowing parameters and data
- * @returns Updated accumulated borrowing fee (1e20 precision)
- */
-const getPairBorrowingFees = (input, context) => {
-    var _a, _b;
-    const { collateralIndex, pairIndex, currentPairPrice, currentTimestamp } = input;
-    const params = (_a = context.borrowingParams[collateralIndex]) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const data = (_b = context.borrowingData[collateralIndex]) === null || _b === void 0 ? void 0 : _b[pairIndex];
-    if (!params || !data) {
-        return 0;
-    }
-    return (0, exports.getPairPendingAccBorrowingFees)(params, data, currentPairPrice, currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : context.currentTimestamp);
-};
-exports.getPairBorrowingFees = getPairBorrowingFees;
-/**
- * @dev Utility functions for working with borrowing v2 fees
- */
-exports.borrowingFeeV2Utils = {
-    getPairPendingAccBorrowingFees: exports.getPairPendingAccBorrowingFees,
-    getTradeBorrowingFeesCollateral: exports.getTradeBorrowingFeesCollateral,
-    getPairBorrowingFees: exports.getPairBorrowingFees,
-    getBorrowingFee: exports.getBorrowingFee,
-};
-exports.BorrowingFeeV2 = __importStar(require("./types"));
-__exportStar(require("./converter"), exports);