@gainsnetwork/sdk 0.2.71-rc4 → 1.0.0-rc1

package/lib/trade/fees/index.js

@@ -14,21 +14,72 @@ 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.getClosingFee = void 0;
-const getClosingFee = (posDai, leverage, pairIndex, pairFee, collateralPriceUsd = 0, feeMultiplier = 1) => {
-    if (posDai === undefined ||
-        leverage === undefined ||
-        pairIndex === undefined ||
-        pairFee === undefined) {
-        return 0;
-    }
-    const { totalPositionSizeFeeP, minPositionSizeUsd } = pairFee;
-    return (totalPositionSizeFeeP *
-        feeMultiplier *
-        Math.max(collateralPriceUsd && collateralPriceUsd > 0
-            ? minPositionSizeUsd / collateralPriceUsd
-            : 0, posDai * leverage));
-};
-exports.getClosingFee = getClosingFee;
+exports.fundingRateToAPR = exports.isValidFundingRate = exports.createFundingFeeContext = exports.convertTradeInitialAccFundingFees = exports.convertPairGlobalParamsArray = exports.convertPairGlobalParams = exports.convertPairFundingFeeDataArray = exports.convertPairFundingFeeData = exports.convertFundingFeeParamsArray = exports.convertFundingFeeParams = exports.getTradeFundingFees = exports.getTradeFundingFeesCollateralSimple = exports.getTradeFundingFeesCollateral = exports.getPairPendingAccFundingFees = exports.getLongShortAprMultiplier = exports.getAvgFundingRatePerSecondP = exports.getSecondsToReachZeroRate = exports.getCurrentFundingVelocityPerYear = exports.FundingFees = exports.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = exports.aprToBorrowingRateV2 = exports.borrowingRateToAPRV2 = exports.isValidBorrowingRateV2 = exports.createBorrowingV2Context = exports.convertTradeInitialAccFeesArrayV2 = exports.convertTradeInitialAccFeesV2 = exports.convertPairBorrowingFeeDataArrayV2 = exports.convertPairBorrowingFeeDataV2 = exports.convertBorrowingFeeParamsArrayV2 = exports.convertBorrowingFeeParamsV2 = exports.BORROWING_V2_PRECISION = exports.MAX_BORROWING_RATE_PER_SECOND_V2 = exports.getPairBorrowingFeesV2 = exports.getTradeBorrowingFeesCollateralV2 = exports.getPairPendingAccBorrowingFeesV2 = exports.borrowingFeeV2Utils = exports.BorrowingFeeV2 = exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
+exports.FUNDING_FEES_PRECISION = exports.calculateVelocityFromSkew = exports.aprToFundingRate = void 0;
 __exportStar(require("./borrowing"), exports);
 __exportStar(require("./tiers"), exports);
+__exportStar(require("./trading"), exports);
+__exportStar(require("../../markets/holdingFees"), exports);
+// TradeFeesData and UiRealizedPnlData converters
+var converter_1 = require("./converter");
+Object.defineProperty(exports, "convertTradeFeesData", { enumerable: true, get: function () { return converter_1.convertTradeFeesData; } });
+Object.defineProperty(exports, "convertTradeFeesDataArray", { enumerable: true, get: function () { return converter_1.convertTradeFeesDataArray; } });
+Object.defineProperty(exports, "convertUiRealizedPnlData", { enumerable: true, get: function () { return converter_1.convertUiRealizedPnlData; } });
+Object.defineProperty(exports, "convertUiRealizedPnlDataArray", { enumerable: true, get: function () { return converter_1.convertUiRealizedPnlDataArray; } });
+Object.defineProperty(exports, "encodeTradeFeesData", { enumerable: true, get: function () { return converter_1.encodeTradeFeesData; } });
+Object.defineProperty(exports, "encodeUiRealizedPnlData", { enumerable: true, get: function () { return converter_1.encodeUiRealizedPnlData; } });
+// Borrowing V2 exports with explicit naming to avoid conflicts
+var borrowingV2_1 = require("./borrowingV2");
+Object.defineProperty(exports, "BorrowingFeeV2", { enumerable: true, get: function () { return borrowingV2_1.BorrowingFeeV2; } });
+Object.defineProperty(exports, "borrowingFeeV2Utils", { enumerable: true, get: function () { return borrowingV2_1.borrowingFeeV2Utils; } });
+Object.defineProperty(exports, "getPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairPendingAccBorrowingFees; } });
+Object.defineProperty(exports, "getTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return borrowingV2_1.getTradeBorrowingFeesCollateral; } });
+Object.defineProperty(exports, "getPairBorrowingFeesV2", { enumerable: true, get: function () { return borrowingV2_1.getPairBorrowingFees; } });
+Object.defineProperty(exports, "MAX_BORROWING_RATE_PER_SECOND_V2", { enumerable: true, get: function () { return borrowingV2_1.MAX_BORROWING_RATE_PER_SECOND; } });
+Object.defineProperty(exports, "BORROWING_V2_PRECISION", { enumerable: true, get: function () { return borrowingV2_1.BORROWING_V2_PRECISION; } });
+var converter_2 = require("./borrowingV2/converter");
+Object.defineProperty(exports, "convertBorrowingFeeParamsV2", { enumerable: true, get: function () { return converter_2.convertBorrowingFeeParams; } });
+Object.defineProperty(exports, "convertBorrowingFeeParamsArrayV2", { enumerable: true, get: function () { return converter_2.convertBorrowingFeeParamsArray; } });
+Object.defineProperty(exports, "convertPairBorrowingFeeDataV2", { enumerable: true, get: function () { return converter_2.convertPairBorrowingFeeData; } });
+Object.defineProperty(exports, "convertPairBorrowingFeeDataArrayV2", { enumerable: true, get: function () { return converter_2.convertPairBorrowingFeeDataArray; } });
+Object.defineProperty(exports, "convertTradeInitialAccFeesV2", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFees; } });
+Object.defineProperty(exports, "convertTradeInitialAccFeesArrayV2", { enumerable: true, get: function () { return converter_2.convertTradeInitialAccFeesArray; } });
+Object.defineProperty(exports, "createBorrowingV2Context", { enumerable: true, get: function () { return converter_2.createBorrowingV2Context; } });
+Object.defineProperty(exports, "isValidBorrowingRateV2", { enumerable: true, get: function () { return converter_2.isValidBorrowingRate; } });
+Object.defineProperty(exports, "borrowingRateToAPRV2", { enumerable: true, get: function () { return converter_2.borrowingRateToAPR; } });
+Object.defineProperty(exports, "aprToBorrowingRateV2", { enumerable: true, get: function () { return converter_2.aprToBorrowingRate; } });
+// Contract utilities re-exported for convenience
+var fetcher_1 = require("./borrowingV2/fetcher");
+Object.defineProperty(exports, "fetchBorrowingFeeParamsV2", { enumerable: true, get: function () { return fetcher_1.fetchBorrowingFeeParamsV2; } });
+Object.defineProperty(exports, "fetchPairBorrowingFeeDataV2", { enumerable: true, get: function () { return fetcher_1.fetchPairBorrowingFeeDataV2; } });
+Object.defineProperty(exports, "fetchTradeBorrowingFeesCollateralV2", { enumerable: true, get: function () { return fetcher_1.fetchTradeBorrowingFeesCollateralV2; } });
+Object.defineProperty(exports, "fetchPairPendingAccBorrowingFeesV2", { enumerable: true, get: function () { return fetcher_1.fetchPairPendingAccBorrowingFeesV2; } });
+Object.defineProperty(exports, "fetchAllBorrowingV2Data", { enumerable: true, get: function () { return fetcher_1.fetchAllBorrowingV2Data; } });
+Object.defineProperty(exports, "createBorrowingV2ContextFromContract", { enumerable: true, get: function () { return fetcher_1.createBorrowingV2ContextFromContract; } });
+Object.defineProperty(exports, "createBorrowingV2ContextFromArrays", { enumerable: true, get: function () { return fetcher_1.createBorrowingV2ContextFromArrays; } });
+Object.defineProperty(exports, "fetchBorrowingV2DataForPairs", { enumerable: true, get: function () { return fetcher_1.fetchBorrowingV2DataForPairs; } });
+// Funding Fees exports
+var fundingFees_1 = require("./fundingFees");
+Object.defineProperty(exports, "FundingFees", { enumerable: true, get: function () { return fundingFees_1.FundingFees; } });
+Object.defineProperty(exports, "getCurrentFundingVelocityPerYear", { enumerable: true, get: function () { return fundingFees_1.getCurrentFundingVelocityPerYear; } });
+Object.defineProperty(exports, "getSecondsToReachZeroRate", { enumerable: true, get: function () { return fundingFees_1.getSecondsToReachZeroRate; } });
+Object.defineProperty(exports, "getAvgFundingRatePerSecondP", { enumerable: true, get: function () { return fundingFees_1.getAvgFundingRatePerSecondP; } });
+Object.defineProperty(exports, "getLongShortAprMultiplier", { enumerable: true, get: function () { return fundingFees_1.getLongShortAprMultiplier; } });
+Object.defineProperty(exports, "getPairPendingAccFundingFees", { enumerable: true, get: function () { return fundingFees_1.getPairPendingAccFundingFees; } });
+Object.defineProperty(exports, "getTradeFundingFeesCollateral", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFeesCollateral; } });
+Object.defineProperty(exports, "getTradeFundingFeesCollateralSimple", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFeesCollateralSimple; } });
+Object.defineProperty(exports, "getTradeFundingFees", { enumerable: true, get: function () { return fundingFees_1.getTradeFundingFees; } });
+var converter_3 = require("./fundingFees/converter");
+Object.defineProperty(exports, "convertFundingFeeParams", { enumerable: true, get: function () { return converter_3.convertFundingFeeParams; } });
+Object.defineProperty(exports, "convertFundingFeeParamsArray", { enumerable: true, get: function () { return converter_3.convertFundingFeeParamsArray; } });
+Object.defineProperty(exports, "convertPairFundingFeeData", { enumerable: true, get: function () { return converter_3.convertPairFundingFeeData; } });
+Object.defineProperty(exports, "convertPairFundingFeeDataArray", { enumerable: true, get: function () { return converter_3.convertPairFundingFeeDataArray; } });
+Object.defineProperty(exports, "convertPairGlobalParams", { enumerable: true, get: function () { return converter_3.convertPairGlobalParams; } });
+Object.defineProperty(exports, "convertPairGlobalParamsArray", { enumerable: true, get: function () { return converter_3.convertPairGlobalParamsArray; } });
+Object.defineProperty(exports, "convertTradeInitialAccFundingFees", { enumerable: true, get: function () { return converter_3.convertTradeInitialAccFundingFees; } });
+Object.defineProperty(exports, "createFundingFeeContext", { enumerable: true, get: function () { return converter_3.createFundingFeeContext; } });
+Object.defineProperty(exports, "isValidFundingRate", { enumerable: true, get: function () { return converter_3.isValidFundingRate; } });
+Object.defineProperty(exports, "fundingRateToAPR", { enumerable: true, get: function () { return converter_3.fundingRateToAPR; } });
+Object.defineProperty(exports, "aprToFundingRate", { enumerable: true, get: function () { return converter_3.aprToFundingRate; } });
+Object.defineProperty(exports, "calculateVelocityFromSkew", { enumerable: true, get: function () { return converter_3.calculateVelocityFromSkew; } });
+Object.defineProperty(exports, "FUNDING_FEES_PRECISION", { enumerable: true, get: function () { return converter_3.FUNDING_FEES_PRECISION; } });

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

@@ -0,0 +1,54 @@
+/**
+ * @dev Converters for fee tier data between contract and SDK formats
+ * @dev All BigNumber values are normalized to floats with appropriate precision
+ */
+import { IFeeTiers } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
+import { FeeTier, TraderInfo, TraderEnrollment } from "./types";
+/**
+ * @dev Converts contract fee tier data to SDK format
+ * @param contractData Contract FeeTier struct
+ * @returns Normalized fee tier data
+ */
+export declare const convertFeeTier: (contractData: IFeeTiers.FeeTierStructOutput) => FeeTier;
+/**
+ * @dev Converts array of fee tiers from contract format
+ * @param contractDataArray Array of contract FeeTier structs
+ * @returns Array of normalized fee tiers
+ */
+export declare const convertFeeTierArray: (contractDataArray: IFeeTiers.FeeTierStructOutput[]) => FeeTier[];
+/**
+ * @dev Converts contract trader info to SDK format
+ * @param contractData Contract TraderInfo struct
+ * @returns Normalized trader info
+ */
+export declare const convertTraderInfo: (contractData: IFeeTiers.TraderInfoStructOutput) => TraderInfo;
+/**
+ * @dev Converts contract trader enrollment to SDK format
+ * @param contractData Contract TraderEnrollment struct
+ * @returns Normalized trader enrollment
+ */
+export declare const convertTraderEnrollment: (contractData: IFeeTiers.TraderEnrollmentStructOutput) => TraderEnrollment;
+/**
+ * @dev Converts the complete fee tiers configuration from contract format
+ * @param tiers Array of fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @returns Complete fee tiers configuration
+ */
+export declare const convertFeeTiersConfig: (tiers: IFeeTiers.FeeTierStructOutput[], groupVolumeMultipliers: readonly bigint[], currentDay: bigint) => {
+    tiers: FeeTier[];
+    groupVolumeMultipliers: number[];
+    currentDay: number;
+};
+/**
+ * @dev Converts trader's fee tier data from contract format
+ * @param traderInfo Trader info from contract
+ * @param traderDailyInfo Array of daily points info
+ * @param traderEnrollment Enrollment status from contract
+ * @returns Complete trader fee tier data
+ */
+export declare const convertTraderFeeTiersData: (traderInfo: IFeeTiers.TraderInfoStructOutput, traderDailyInfo: readonly bigint[], traderEnrollment: IFeeTiers.TraderEnrollmentStructOutput) => {
+    traderInfo: TraderInfo;
+    dailyPoints: number[];
+    traderEnrollment: TraderEnrollment;
+};

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

@@ -0,0 +1,81 @@
+"use strict";
+/**
+ * @dev Converters for fee tier data between contract and SDK formats
+ * @dev All BigNumber values are normalized to floats with appropriate precision
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertTraderFeeTiersData = exports.convertFeeTiersConfig = exports.convertTraderEnrollment = exports.convertTraderInfo = exports.convertFeeTierArray = exports.convertFeeTier = void 0;
+/**
+ * @dev Converts contract fee tier data to SDK format
+ * @param contractData Contract FeeTier struct
+ * @returns Normalized fee tier data
+ */
+const convertFeeTier = (contractData) => {
+    return {
+        feeMultiplier: Number(contractData.feeMultiplier) / 1e3,
+        pointsThreshold: Number(contractData.pointsThreshold) / 1e18, // Points in 1e18 precision
+    };
+};
+exports.convertFeeTier = convertFeeTier;
+/**
+ * @dev Converts array of fee tiers from contract format
+ * @param contractDataArray Array of contract FeeTier structs
+ * @returns Array of normalized fee tiers
+ */
+const convertFeeTierArray = (contractDataArray) => {
+    return contractDataArray.map(exports.convertFeeTier);
+};
+exports.convertFeeTierArray = convertFeeTierArray;
+/**
+ * @dev Converts contract trader info to SDK format
+ * @param contractData Contract TraderInfo struct
+ * @returns Normalized trader info
+ */
+const convertTraderInfo = (contractData) => {
+    return {
+        lastDayUpdated: Number(contractData.lastDayUpdated),
+        trailingPoints: Number(contractData.trailingPoints) / 1e18, // Points in 1e18 precision
+    };
+};
+exports.convertTraderInfo = convertTraderInfo;
+/**
+ * @dev Converts contract trader enrollment to SDK format
+ * @param contractData Contract TraderEnrollment struct
+ * @returns Normalized trader enrollment
+ */
+const convertTraderEnrollment = (contractData) => {
+    return {
+        status: Number(contractData.status),
+    };
+};
+exports.convertTraderEnrollment = convertTraderEnrollment;
+/**
+ * @dev Converts the complete fee tiers configuration from contract format
+ * @param tiers Array of fee tiers from contract
+ * @param groupVolumeMultipliers Array of group volume multipliers
+ * @param currentDay Current day from contract
+ * @returns Complete fee tiers configuration
+ */
+const convertFeeTiersConfig = (tiers, groupVolumeMultipliers, currentDay) => {
+    return {
+        tiers: (0, exports.convertFeeTierArray)(tiers),
+        groupVolumeMultipliers: groupVolumeMultipliers.map(m => Number(m) / 1e3),
+        currentDay: Number(currentDay),
+    };
+};
+exports.convertFeeTiersConfig = convertFeeTiersConfig;
+/**
+ * @dev Converts trader's fee tier data from contract format
+ * @param traderInfo Trader info from contract
+ * @param traderDailyInfo Array of daily points info
+ * @param traderEnrollment Enrollment status from contract
+ * @returns Complete trader fee tier data
+ */
+const convertTraderFeeTiersData = (traderInfo, traderDailyInfo, traderEnrollment) => {
+    return {
+        traderInfo: (0, exports.convertTraderInfo)(traderInfo),
+        dailyPoints: traderDailyInfo.map(points => Number(points) / 1e18),
+        traderEnrollment: (0, exports.convertTraderEnrollment)(traderEnrollment),
+    };
+};
+exports.convertTraderFeeTiersData = convertTraderFeeTiersData;

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

@@ -1,5 +1,7 @@
 import { FeeTiers, TraderFeeTiers } from "../../types";
 import { FeeTier } from "./types";
+export * from "./types";
+export * from "./converter";
 export declare const TRAILING_PERIOD_DAYS = 30;
 export declare const FEE_MULTIPLIER_SCALE = 1;
 export declare const MAX_FEE_TIERS = 8;
@@ -10,3 +12,19 @@ export declare const computeFeeMultiplier: (feeTiers: FeeTiers, traderFeeTiers:
     feeMultiplier: number;
     trailingPoints: number;
 };
+/**
+ * @dev Calculates the final fee amount after applying the trader's fee tier discount
+ * @dev Mirrors the contract's calculateFeeAmount function
+ * @param trader The address of the trader (not used in SDK, for consistency)
+ * @param normalFeeAmountCollateral The base fee amount before any discounts
+ * @param feeMultiplier The trader's fee multiplier (e.g., 0.8 = 80% of normal fee)
+ * @returns The final fee amount after applying discount
+ */
+export declare const calculateFeeAmount: (trader: string, normalFeeAmountCollateral: number, feeMultiplier?: number) => number;
+/**
+ * @dev Helper function to get trader's fee multiplier from fee tiers data
+ * @param feeTiers System fee tiers configuration
+ * @param traderFeeTiers Trader's fee tier data
+ * @returns Fee multiplier (1e3 precision)
+ */
+export declare const getTraderFeeMultiplier: (feeTiers: FeeTiers, traderFeeTiers: TraderFeeTiers) => number;

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

@@ -1,7 +1,23 @@
 "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 __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.computeFeeMultiplier = exports.getFeeMultiplier = exports.getFeeTiersCount = exports.getCurrentDay = exports.MAX_FEE_TIERS = exports.FEE_MULTIPLIER_SCALE = exports.TRAILING_PERIOD_DAYS = void 0;
+exports.getTraderFeeMultiplier = exports.calculateFeeAmount = exports.computeFeeMultiplier = exports.getFeeMultiplier = exports.getFeeTiersCount = exports.getCurrentDay = exports.MAX_FEE_TIERS = exports.FEE_MULTIPLIER_SCALE = exports.TRAILING_PERIOD_DAYS = void 0;
 const types_1 = require("./types");
+__exportStar(require("./types"), exports);
+__exportStar(require("./converter"), exports);
 exports.TRAILING_PERIOD_DAYS = 30;
 exports.FEE_MULTIPLIER_SCALE = 1;
 exports.MAX_FEE_TIERS = 8;
@@ -52,3 +68,31 @@ const computeFeeMultiplier = (feeTiers, traderFeeTiers) => {
     };
 };
 exports.computeFeeMultiplier = computeFeeMultiplier;
+/**
+ * @dev Calculates the final fee amount after applying the trader's fee tier discount
+ * @dev Mirrors the contract's calculateFeeAmount function
+ * @param trader The address of the trader (not used in SDK, for consistency)
+ * @param normalFeeAmountCollateral The base fee amount before any discounts
+ * @param feeMultiplier The trader's fee multiplier (e.g., 0.8 = 80% of normal fee)
+ * @returns The final fee amount after applying discount
+ */
+const calculateFeeAmount = (trader, normalFeeAmountCollateral, feeMultiplier) => {
+    // If no fee multiplier provided or it's 0, return normal fee
+    if (!feeMultiplier || feeMultiplier === 0) {
+        return normalFeeAmountCollateral;
+    }
+    // Apply fee multiplier discount
+    return (feeMultiplier * normalFeeAmountCollateral) / exports.FEE_MULTIPLIER_SCALE;
+};
+exports.calculateFeeAmount = calculateFeeAmount;
+/**
+ * @dev Helper function to get trader's fee multiplier from fee tiers data
+ * @param feeTiers System fee tiers configuration
+ * @param traderFeeTiers Trader's fee tier data
+ * @returns Fee multiplier (1e3 precision)
+ */
+const getTraderFeeMultiplier = (feeTiers, traderFeeTiers) => {
+    const { feeMultiplier } = (0, exports.computeFeeMultiplier)(feeTiers, traderFeeTiers);
+    return feeMultiplier;
+};
+exports.getTraderFeeMultiplier = getTraderFeeMultiplier;

package/lib/trade/fees/trading/builder.d.ts

@@ -0,0 +1,18 @@
+/**
+ * @dev Trading fees context builder module
+ * @dev Provides builder functions for creating trading fee contexts
+ */
+import { Fee, GlobalTradeFeeParams } from "../../types";
+import { GlobalTradingVariablesType } from "src/backend/tradingVariables/types";
+/**
+ * @dev Sub-context for trading fees
+ */
+export type TradingFeesSubContext = {
+    fee: Fee;
+    globalTradeFeeParams: GlobalTradeFeeParams;
+    traderFeeMultiplier?: number;
+};
+/**
+ * @dev Builds trading fees sub-context
+ */
+export declare const buildTradingFeesContext: (globalTradingVariables: GlobalTradingVariablesType, pairIndex: number, traderFeeMultiplier?: number) => TradingFeesSubContext;

package/lib/trade/fees/trading/builder.js

@@ -0,0 +1,20 @@
+"use strict";
+/**
+ * @dev Trading fees context builder module
+ * @dev Provides builder functions for creating trading fee contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTradingFeesContext = void 0;
+/**
+ * @dev Builds trading fees sub-context
+ */
+const buildTradingFeesContext = (globalTradingVariables, pairIndex, traderFeeMultiplier) => {
+    const { fees, pairs, globalTradeFeeParams } = globalTradingVariables;
+    const feeIndex = pairs[pairIndex].feeIndex;
+    return {
+        fee: fees[feeIndex],
+        globalTradeFeeParams: globalTradeFeeParams,
+        traderFeeMultiplier,
+    };
+};
+exports.buildTradingFeesContext = buildTradingFeesContext;

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

@@ -0,0 +1,32 @@
+/**
+ * @dev Converters for trading fee data between contract and SDK formats
+ */
+import { CounterTradeSettingsBackend } from "src/backend";
+import { CounterTradeSettings } from "../../types";
+import { GlobalTradeFeeParams } from "./types";
+/**
+ * @dev Converts contract counter trade settings to SDK format
+ * @param feeRateMultiplier Fee rate multiplier from contract (1e3 precision)
+ * @param maxLeverage Max leverage from contract (1e3 precision)
+ * @returns Normalized counter trade settings
+ */
+export declare const convertCounterTradeSettings: (feeRateMultiplier: number, maxLeverage: number) => CounterTradeSettings;
+export declare const convertCounterTradeSettingsArray: (settings: CounterTradeSettingsBackend[]) => CounterTradeSettings[];
+/**
+ * @dev Converts array of counter trade fee rate multipliers from contract
+ * @param multipliers Array of fee rate multipliers (1e3 precision)
+ * @returns Array of normalized multipliers
+ */
+export declare const convertCounterTradeFeeRateMultipliers: (multipliers: number[]) => number[];
+/**
+ * @dev Converts global trade fee params from contract to SDK format
+ * @param contractParams Global trade fee params from contract
+ * @returns Normalized global trade fee params
+ */
+export declare const convertGlobalTradeFeeParams: (contractParams: {
+    referralFeeP: number;
+    govFeeP: number;
+    triggerOrderFeeP: number;
+    gnsOtcFeeP: number;
+    gTokenFeeP: number;
+}) => GlobalTradeFeeParams;

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

@@ -0,0 +1,47 @@
+"use strict";
+/**
+ * @dev Converters for trading fee data between contract and SDK formats
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertGlobalTradeFeeParams = exports.convertCounterTradeFeeRateMultipliers = exports.convertCounterTradeSettingsArray = exports.convertCounterTradeSettings = void 0;
+/**
+ * @dev Converts contract counter trade settings to SDK format
+ * @param feeRateMultiplier Fee rate multiplier from contract (1e3 precision)
+ * @param maxLeverage Max leverage from contract (1e3 precision)
+ * @returns Normalized counter trade settings
+ */
+const convertCounterTradeSettings = (feeRateMultiplier, maxLeverage) => {
+    return {
+        feeRateMultiplier: feeRateMultiplier / 1000,
+        maxLeverage: maxLeverage / 1000, // 1e3 → float
+    };
+};
+exports.convertCounterTradeSettings = convertCounterTradeSettings;
+const convertCounterTradeSettingsArray = (settings) => {
+    return settings.map(setting => (0, exports.convertCounterTradeSettings)(Number(setting.feeRateMultiplier), Number(setting.maxLeverage)));
+};
+exports.convertCounterTradeSettingsArray = convertCounterTradeSettingsArray;
+/**
+ * @dev Converts array of counter trade fee rate multipliers from contract
+ * @param multipliers Array of fee rate multipliers (1e3 precision)
+ * @returns Array of normalized multipliers
+ */
+const convertCounterTradeFeeRateMultipliers = (multipliers) => {
+    return multipliers.map(m => m / 1000);
+};
+exports.convertCounterTradeFeeRateMultipliers = convertCounterTradeFeeRateMultipliers;
+/**
+ * @dev Converts global trade fee params from contract to SDK format
+ * @param contractParams Global trade fee params from contract
+ * @returns Normalized global trade fee params
+ */
+const convertGlobalTradeFeeParams = (contractParams) => {
+    return {
+        referralFeeP: contractParams.referralFeeP / 1e10 / 100,
+        govFeeP: contractParams.govFeeP / 1e10 / 100,
+        triggerOrderFeeP: contractParams.triggerOrderFeeP / 1e10 / 100,
+        gnsOtcFeeP: contractParams.gnsOtcFeeP / 1e10 / 100,
+        gTokenFeeP: contractParams.gTokenFeeP / 1e10 / 100,
+    };
+};
+exports.convertGlobalTradeFeeParams = convertGlobalTradeFeeParams;

package/lib/trade/fees/trading/holdingFees.d.ts

@@ -0,0 +1,28 @@
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+import { Trade, TradeInfo, TradeFeesData } from "../../types";
+import { TradeHoldingFees } from "./types";
+import { ContractsVersion } from "../../../contracts/types";
+import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
+/**
+ * @dev Context for holding fees calculation with structured sub-contexts
+ */
+export type GetStructuredHoldingFeesContext = {
+    contractsVersion: ContractsVersion;
+    currentTimestamp: number;
+    collateralPriceUsd: number;
+    borrowingV1?: BorrowingV1SubContext;
+    borrowingV2?: BorrowingV2SubContext;
+    funding?: FundingFeesSubContext;
+};
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;

package/lib/trade/fees/trading/holdingFees.js

@@ -0,0 +1,66 @@
+"use strict";
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradePendingHoldingFeesCollateralStructured = void 0;
+const types_1 = require("../../../contracts/types");
+const borrowing_1 = require("../borrowing");
+const borrowingV2_1 = require("../borrowingV2");
+const pairContext_1 = require("../fundingFees/pairContext");
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // Calculate funding fees (v10+ only)
+    let fundingFeeCollateral = 0;
+    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
+        context.funding &&
+        tradeFeesData.initialAccFundingFeeP !== undefined) {
+        fundingFeeCollateral = (0, pairContext_1.getPairTradeFundingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            long: trade.long,
+            currentPairPrice,
+            initialAccFundingFeeP: tradeFeesData.initialAccFundingFeeP,
+        }, context.funding // TODO: Fix types once funding types are properly imported
+        );
+    }
+    // Calculate borrowing fees v2
+    let borrowingFeeCollateral = 0;
+    if (context.borrowingV2 && tradeFeesData.initialAccBorrowingFeeP !== undefined) {
+        borrowingFeeCollateral = (0, borrowingV2_1.getPairTradeBorrowingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            currentPairPrice,
+            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
+            currentTimestamp: context.currentTimestamp,
+        }, context.borrowingV2);
+    }
+    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
+    let borrowingFeeCollateral_old = 0;
+    if (context.borrowingV1) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getPairBorrowingFee)(positionSizeCollateral, trade.long, context.borrowingV1.initialAccFees || { accPairFee: 0, accGroupFee: 0, block: 0 }, {
+            currentBlock: context.borrowingV1.currentBlock,
+            group: context.borrowingV1.group,
+            pair: context.borrowingV1.pair,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
+    }
+    return {
+        fundingFeeCollateral,
+        borrowingFeeCollateral,
+        borrowingFeeCollateral_old,
+        totalFeeCollateral: fundingFeeCollateral +
+            borrowingFeeCollateral +
+            borrowingFeeCollateral_old,
+    };
+};
+exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

package/lib/trade/fees/trading/holdingFeesStructured.d.ts

@@ -0,0 +1,28 @@
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+import { Trade, TradeInfo, TradeFeesData } from "../../types";
+import { TradeHoldingFees } from "./types";
+import { ContractsVersion } from "../../../contracts/types";
+import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
+/**
+ * @dev Context for holding fees calculation with structured sub-contexts
+ */
+export type GetStructuredHoldingFeesContext = {
+    contractsVersion: ContractsVersion;
+    currentTimestamp: number;
+    collateralPriceUsd: number;
+    borrowingV1?: BorrowingV1SubContext;
+    borrowingV2?: BorrowingV2SubContext;
+    funding?: FundingFeesSubContext;
+};
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;

package/lib/trade/fees/trading/holdingFeesStructured.js

@@ -0,0 +1,66 @@
+"use strict";
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradePendingHoldingFeesCollateralStructured = void 0;
+const types_1 = require("../../../contracts/types");
+const borrowing_1 = require("../borrowing");
+const borrowingV2_1 = require("../borrowingV2");
+const fundingFees_1 = require("../fundingFees");
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // Calculate funding fees (v10+ only)
+    let fundingFeeCollateral = 0;
+    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
+        context.funding &&
+        tradeFeesData.initialAccFundingFeeP !== undefined) {
+        fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, Object.assign(Object.assign({}, context.funding), { currentTimestamp: context.currentTimestamp }) // TODO: Fix types once funding types are properly imported
+        );
+    }
+    // Calculate borrowing fees v2
+    let borrowingFeeCollateral = 0;
+    if (context.borrowingV2 &&
+        tradeFeesData.initialAccBorrowingFeeP !== undefined) {
+        borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            currentPairPrice,
+            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
+            currentTimestamp: context.currentTimestamp,
+        }, context.borrowingV2);
+    }
+    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
+    let borrowingFeeCollateral_old = 0;
+    if (context.borrowingV1) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, undefined, // pairIndex not needed for pair-specific context
+        trade.long, context.borrowingV1.initialAccFees || {
+            accPairFee: 0,
+            accGroupFee: 0,
+            block: 0,
+        }, {
+            currentBlock: context.borrowingV1.currentBlock,
+            group: context.borrowingV1.group,
+            pair: context.borrowingV1.pair,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
+    }
+    return {
+        fundingFeeCollateral,
+        borrowingFeeCollateral,
+        borrowingFeeCollateral_old,
+        totalFeeCollateral: fundingFeeCollateral +
+            borrowingFeeCollateral +
+            borrowingFeeCollateral_old,
+    };
+};
+exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;