@gainsnetwork/sdk 0.2.71-rc4 → 1.0.0-rc2

package/lib/markets/price/builder.js

@@ -0,0 +1,69 @@
+"use strict";
+/**
+ * @dev Builder functions for creating market price contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMarketPriceContext = exports.createEmptyMarketPriceContext = exports.buildMarketPriceContext = void 0;
+/**
+ * @dev Builds a market price context for a specific pair from trading variables
+ * @param tradingVariables Trading variables for a specific collateral
+ * @param pairIndex Pair index to create context for
+ * @returns Market price context for the pair
+ */
+const buildMarketPriceContext = (tradingVariables, pairIndex) => {
+    // Get skew depth for the pair, default to 0 if not set
+    const skewDepth = tradingVariables.pairSkewDepths[pairIndex] || 0;
+    // Get pair OI data
+    const pairOi = tradingVariables.pairOis[pairIndex];
+    if (!pairOi) {
+        // Return default context if no OI data
+        return {
+            skewDepth,
+            pairOiToken: {
+                oiLongToken: 0,
+                oiShortToken: 0,
+            },
+        };
+    }
+    // Extract token OI from unified pair OI
+    const pairOiToken = {
+        oiLongToken: pairOi.token.long,
+        oiShortToken: pairOi.token.short,
+    };
+    return {
+        skewDepth,
+        pairOiToken,
+    };
+};
+exports.buildMarketPriceContext = buildMarketPriceContext;
+/**
+ * @dev Creates an empty market price context
+ * @returns Empty market price context
+ */
+const createEmptyMarketPriceContext = () => {
+    return {
+        skewDepth: 0,
+        pairOiToken: {
+            oiLongToken: 0,
+            oiShortToken: 0,
+        },
+    };
+};
+exports.createEmptyMarketPriceContext = createEmptyMarketPriceContext;
+/**
+ * @dev Creates a market price context with custom values
+ * @param skewDepth Skew depth in tokens
+ * @param oiLongToken Long OI in tokens
+ * @param oiShortToken Short OI in tokens
+ * @returns Market price context
+ */
+const createMarketPriceContext = (skewDepth, oiLongToken, oiShortToken) => {
+    return {
+        skewDepth,
+        pairOiToken: {
+            oiLongToken,
+            oiShortToken,
+        },
+    };
+};
+exports.createMarketPriceContext = createMarketPriceContext;

package/lib/markets/price/index.d.ts

@@ -0,0 +1,6 @@
+/**
+ * @dev Market price module exports
+ */
+export * from "./types";
+export * from "./marketPrice";
+export * from "./builder";

package/lib/markets/price/index.js

@@ -0,0 +1,22 @@
+"use strict";
+/**
+ * @dev Market price module exports
+ */
+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 });
+__exportStar(require("./types"), exports);
+__exportStar(require("./marketPrice"), exports);
+__exportStar(require("./builder"), exports);

package/lib/markets/price/marketPrice.d.ts

@@ -0,0 +1,13 @@
+/**
+ * @dev Current market price calculation with skew impact
+ */
+import { MarketPriceResult, MarketPriceContext } from "./types";
+/**
+ * @dev Calculates the current market price adjusted for skew impact
+ * @dev Please always provide oracle price to this and other functions in the sdk. Market price is displayed in the UI.
+ * @param pairIndex Trading pair index
+ * @param oraclePrice Oracle price for the pair
+ * @param context Market price context with depths and OI data
+ * @returns Current market price with skew impact applied
+ */
+export declare const getCurrentMarketPrice: (pairIndex: number, oraclePrice: number, context: MarketPriceContext) => MarketPriceResult;

package/lib/markets/price/marketPrice.js

@@ -0,0 +1,35 @@
+"use strict";
+/**
+ * @dev Current market price calculation with skew impact
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getCurrentMarketPrice = void 0;
+const skew_1 = require("../../trade/priceImpact/skew");
+/**
+ * @dev Calculates the current market price adjusted for skew impact
+ * @dev Please always provide oracle price to this and other functions in the sdk. Market price is displayed in the UI.
+ * @param pairIndex Trading pair index
+ * @param oraclePrice Oracle price for the pair
+ * @param context Market price context with depths and OI data
+ * @returns Current market price with skew impact applied
+ */
+const getCurrentMarketPrice = (pairIndex, oraclePrice, context) => {
+    let skewImpactP = 0;
+    if (context.skewDepth > 0) {
+        const skewResult = (0, skew_1.getTradeSkewPriceImpact)({
+            collateralIndex: 0,
+            pairIndex,
+            long: true,
+            open: true,
+            positionSizeToken: 0, // Size 0 for current market price
+        }, context);
+        skewImpactP = skewResult.basePriceImpactP;
+    }
+    const marketPrice = oraclePrice * (1 + skewImpactP / 100);
+    return {
+        marketPrice,
+        skewImpactP,
+        oraclePrice,
+    };
+};
+exports.getCurrentMarketPrice = getCurrentMarketPrice;

package/lib/markets/price/types.d.ts

@@ -0,0 +1,23 @@
+/**
+ * @dev Market price types for calculating price with skew impact
+ */
+export type MarketPriceInput = {
+    collateralIndex: number;
+    pairIndex: number;
+    oraclePrice: number;
+    long: boolean;
+    open: boolean;
+    positionSizeCollateral: number;
+};
+export type MarketPriceResult = {
+    marketPrice: number;
+    skewImpactP: number;
+    oraclePrice: number;
+};
+export type MarketPriceContext = {
+    skewDepth: number;
+    pairOiToken: {
+        oiLongToken: number;
+        oiShortToken: number;
+    };
+};

package/lib/markets/price/types.js

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Market price types for calculating price with skew impact
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/counterTrade/index.d.ts

@@ -0,0 +1,2 @@
+export * from "./types";
+export * from "./validateCounterTrade";

package/lib/trade/counterTrade/index.js

@@ -0,0 +1,18 @@
+"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 });
+__exportStar(require("./types"), exports);
+__exportStar(require("./validateCounterTrade"), exports);

package/lib/trade/counterTrade/types.d.ts

@@ -0,0 +1,7 @@
+export type ValidateCounterTradeContext = {
+    pairOiSkewCollateral: number;
+};
+export type ValidateCounterTradeResult = {
+    isValidated: boolean;
+    exceedingPositionSizeCollateral: number;
+};

package/lib/trade/counterTrade/types.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/counterTrade/validateCounterTrade.d.ts

@@ -0,0 +1,10 @@
+import { Trade } from "../types";
+import { ValidateCounterTradeContext, ValidateCounterTradeResult } from "./types";
+/**
+ * Validates a counter trade based on pair OI skew, matching the contract's validateCounterTrade logic
+ * @param trade Trade object
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param context Context containing the pair OI skew
+ * @returns Validation result with exceeding collateral amount if applicable
+ */
+export declare function validateCounterTrade(trade: Trade, positionSizeCollateral: number, context: ValidateCounterTradeContext): ValidateCounterTradeResult;

package/lib/trade/counterTrade/validateCounterTrade.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.validateCounterTrade = void 0;
+/**
+ * Validates a counter trade based on pair OI skew, matching the contract's validateCounterTrade logic
+ * @param trade Trade object
+ * @param positionSizeCollateral Position size in collateral tokens
+ * @param context Context containing the pair OI skew
+ * @returns Validation result with exceeding collateral amount if applicable
+ */
+function validateCounterTrade(trade, positionSizeCollateral, context) {
+    const { pairOiSkewCollateral } = context;
+    // Calculate signed position size based on trade direction
+    const positionSizeCollateralSigned = positionSizeCollateral * (trade.long ? 1 : -1);
+    // Check if position improves skew (opposite signs)
+    if (pairOiSkewCollateral === 0 ||
+        (pairOiSkewCollateral > 0 && positionSizeCollateralSigned > 0) ||
+        (pairOiSkewCollateral < 0 && positionSizeCollateralSigned < 0)) {
+        return { isValidated: false, exceedingPositionSizeCollateral: 0 };
+    }
+    // Calculate maximum position size that brings skew to 0
+    const maxPositionSizeCollateral = Math.abs(pairOiSkewCollateral);
+    // Calculate exceeding amount
+    const exceedingPositionSizeCollateral = positionSizeCollateral > maxPositionSizeCollateral
+        ? positionSizeCollateral - maxPositionSizeCollateral
+        : 0;
+    return { isValidated: true, exceedingPositionSizeCollateral };
+}
+exports.validateCounterTrade = validateCounterTrade;

package/lib/trade/effectiveLeverage/builder.d.ts

@@ -0,0 +1,23 @@
+import { GlobalTradingVariablesType } from "../../backend/tradingVariables/types";
+import { TradeInfo } from "..";
+import { TradeEffectiveLeverageContext } from "./types";
+/**
+ * @dev Builds a complete context for effective leverage calculations
+ * @dev Uses the closing price impact context builder as a sub-context
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param tradeInfo Trade information including createdBlock
+ * @param additionalParams Additional parameters for price impact calculations
+ * @returns Complete context ready for getTradeNewEffectiveLeverage
+ */
+export declare const buildTradeEffectiveLeverageContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, tradeInfo: TradeInfo, additionalParams: {
+    currentBlock: number;
+    contractsVersion?: number;
+    isPnlPositive?: boolean;
+    userPriceImpact?: {
+        cumulVolPriceImpactMultiplier: number;
+        fixedSpreadP: number;
+    };
+    protectionCloseFactorWhitelist?: boolean;
+}) => TradeEffectiveLeverageContext | undefined;

package/lib/trade/effectiveLeverage/builder.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildTradeEffectiveLeverageContext = void 0;
+const __1 = require("..");
+/**
+ * @dev Builds a complete context for effective leverage calculations
+ * @dev Uses the closing price impact context builder as a sub-context
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex The collateral index (1-based)
+ * @param pairIndex The pair index
+ * @param tradeInfo Trade information including createdBlock
+ * @param additionalParams Additional parameters for price impact calculations
+ * @returns Complete context ready for getTradeNewEffectiveLeverage
+ */
+const buildTradeEffectiveLeverageContext = (globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams) => {
+    var _a;
+    // Build the closing price impact context which we'll use for PnL calculations
+    const closingPriceImpactContext = (0, __1.buildTradeClosingPriceImpactContext)(globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams);
+    if (!closingPriceImpactContext) {
+        return undefined;
+    }
+    // Extract base spread from pairs data
+    const pairs = globalTradingVariables.pairs;
+    const baseSpreadP = ((_a = pairs === null || pairs === void 0 ? void 0 : pairs[pairIndex]) === null || _a === void 0 ? void 0 : _a.spreadP) || 0;
+    return {
+        closingPriceImpactContext,
+        baseSpreadP,
+    };
+};
+exports.buildTradeEffectiveLeverageContext = buildTradeEffectiveLeverageContext;

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.d.ts

@@ -0,0 +1,23 @@
+/**
+ * @dev Trade effective leverage calculations
+ * @dev Mirrors contract's TradingCommonUtils.getTradeNewEffectiveLeverage
+ */
+import { TradeEffectiveLeverageInput, TradeEffectiveLeverageContext, TradeEffectiveLeverageResult } from "./types";
+export type { TradeEffectiveLeverageInput, TradeEffectiveLeverageContext, TradeEffectiveLeverageResult, };
+export { buildTradeEffectiveLeverageContext } from "./builder";
+/**
+ * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
+ * @dev Effective leverage increases when PnL is negative and decreases when positive
+ * @dev Mirrors contract's getTradeNewEffectiveLeverage function
+ * @param input Trade parameters including new position values
+ * @param context Combined context for calculations
+ * @returns Effective leverage and related values
+ */
+export declare const getTradeNewEffectiveLeverage: (input: TradeEffectiveLeverageInput, context: TradeEffectiveLeverageContext) => TradeEffectiveLeverageResult;
+/**
+ * @dev Simplified version for existing positions (no opening fees)
+ * @param input Trade parameters
+ * @param context Combined context
+ * @returns Effective leverage and related values
+ */
+export declare const getTradeEffectiveLeverage: (input: Omit<TradeEffectiveLeverageInput, "openingFeesCollateral">, context: TradeEffectiveLeverageContext) => TradeEffectiveLeverageResult;

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.js

@@ -0,0 +1,64 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = exports.buildTradeEffectiveLeverageContext = void 0;
+const __1 = require("..");
+var builder_1 = require("./builder");
+Object.defineProperty(exports, "buildTradeEffectiveLeverageContext", { enumerable: true, get: function () { return builder_1.buildTradeEffectiveLeverageContext; } });
+/**
+ * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
+ * @dev Effective leverage increases when PnL is negative and decreases when positive
+ * @dev Mirrors contract's getTradeNewEffectiveLeverage function
+ * @param input Trade parameters including new position values
+ * @param context Combined context for calculations
+ * @returns Effective leverage and related values
+ */
+const getTradeNewEffectiveLeverage = (input, context) => {
+    const { trade, newOpenPrice, newCollateralAmount, newLeverage, currentPairPrice, openingFeesCollateral, } = input;
+    const { closingPriceImpactContext } = context;
+    // Calculate new position size
+    const newPositionSize = newCollateralAmount * newLeverage;
+    // Calculate price impact for closing at current price
+    const closingPriceImpact = (0, __1.getTradeClosingPriceImpact)({
+        trade: Object.assign(Object.assign({}, trade), { openPrice: newOpenPrice, collateralAmount: newCollateralAmount, leverage: newLeverage }),
+        oraclePrice: currentPairPrice,
+        positionSizeCollateral: newPositionSize,
+        currentPairPrice: currentPairPrice,
+        useCumulativeVolPriceImpact: true,
+        collateralIndex: trade.collateralIndex,
+        pairIndex: trade.pairIndex,
+        pairSpreadP: context.baseSpreadP,
+        contractsVersion: closingPriceImpactContext.tradeInfo.contractsVersion,
+    }, closingPriceImpactContext);
+    // Calculate unrealized PnL
+    // For longs: (exitPrice - entryPrice) * positionSizeToken
+    // For shorts: (entryPrice - exitPrice) * positionSizeToken
+    const priceDiff = trade.long
+        ? closingPriceImpact.priceAfterImpact - newOpenPrice
+        : newOpenPrice - closingPriceImpact.priceAfterImpact;
+    const unrealizedPnl = priceDiff * closingPriceImpact.positionSizeToken;
+    // Calculate effective collateral (collateral + PnL - fees)
+    // Note: fees are subtracted because they reduce the effective collateral
+    const effectiveCollateral = newCollateralAmount + unrealizedPnl - openingFeesCollateral;
+    // Calculate effective leverage
+    // If effective collateral is <= 0, leverage is effectively infinite
+    const effectiveLeverage = effectiveCollateral > 0
+        ? newPositionSize / effectiveCollateral
+        : Number.MAX_SAFE_INTEGER;
+    return {
+        effectiveLeverage,
+        unrealizedPnl,
+        effectiveCollateral,
+        positionSize: newPositionSize,
+    };
+};
+exports.getTradeNewEffectiveLeverage = getTradeNewEffectiveLeverage;
+/**
+ * @dev Simplified version for existing positions (no opening fees)
+ * @param input Trade parameters
+ * @param context Combined context
+ * @returns Effective leverage and related values
+ */
+const getTradeEffectiveLeverage = (input, context) => {
+    return (0, exports.getTradeNewEffectiveLeverage)(Object.assign(Object.assign({}, input), { openingFeesCollateral: 0 }), context);
+};
+exports.getTradeEffectiveLeverage = getTradeEffectiveLeverage;

package/lib/trade/effectiveLeverage/index.d.ts

@@ -0,0 +1,3 @@
+export * from "./types";
+export * from "./builder";
+export { getTradeNewEffectiveLeverage, getTradeEffectiveLeverage, } from "./getTradeNewEffectiveLeverage";

package/lib/trade/effectiveLeverage/index.js

@@ -0,0 +1,22 @@
+"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.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = void 0;
+__exportStar(require("./types"), exports);
+__exportStar(require("./builder"), exports);
+var getTradeNewEffectiveLeverage_1 = require("./getTradeNewEffectiveLeverage");
+Object.defineProperty(exports, "getTradeNewEffectiveLeverage", { enumerable: true, get: function () { return getTradeNewEffectiveLeverage_1.getTradeNewEffectiveLeverage; } });
+Object.defineProperty(exports, "getTradeEffectiveLeverage", { enumerable: true, get: function () { return getTradeNewEffectiveLeverage_1.getTradeEffectiveLeverage; } });

package/lib/trade/effectiveLeverage/types.d.ts

@@ -0,0 +1,33 @@
+/**
+ * @dev Types for trade effective leverage calculations
+ */
+import { Trade, TradeClosingPriceImpactContext } from "..";
+/**
+ * @dev Input parameters for effective leverage calculation
+ * @dev Mirrors contract's parameters for getTradeNewEffectiveLeverage
+ */
+export type TradeEffectiveLeverageInput = {
+    trade: Trade;
+    newOpenPrice: number;
+    newCollateralAmount: number;
+    newLeverage: number;
+    currentPairPrice: number;
+    openingFeesCollateral: number;
+};
+/**
+ * @dev Context for effective leverage calculation
+ * Includes closing price impact context for PnL calculations
+ */
+export type TradeEffectiveLeverageContext = {
+    closingPriceImpactContext: TradeClosingPriceImpactContext;
+    baseSpreadP: number;
+};
+/**
+ * @dev Result of effective leverage calculation
+ */
+export type TradeEffectiveLeverageResult = {
+    effectiveLeverage: number;
+    unrealizedPnl: number;
+    effectiveCollateral: number;
+    positionSize: number;
+};

package/lib/trade/effectiveLeverage/types.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -0,0 +1,14 @@
+/**
+ * @dev Context builder for borrowing v1 fees
+ */
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { GetBorrowingFeeContext } from "./index";
+/**
+ * @dev Builds borrowing v1 context from global trading variables
+ * @dev Returns full array-based context required for v1 borrowing fee calculations
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex Collateral index (1-based)
+ * @param currentBlock Current block number
+ * @returns Full borrowing context with all pairs and groups or undefined if data not available
+ */
+export declare const buildBorrowingV1Context: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, currentBlock: number) => GetBorrowingFeeContext | undefined;

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

@@ -0,0 +1,33 @@
+"use strict";
+/**
+ * @dev Context builder for borrowing v1 fees
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildBorrowingV1Context = void 0;
+/**
+ * @dev Builds borrowing v1 context from global trading variables
+ * @dev Returns full array-based context required for v1 borrowing fee calculations
+ * @param globalTradingVariables The transformed global trading variables from backend
+ * @param collateralIndex Collateral index (1-based)
+ * @param currentBlock Current block number
+ * @returns Full borrowing context with all pairs and groups or undefined if data not available
+ */
+const buildBorrowingV1Context = (globalTradingVariables, collateralIndex, currentBlock) => {
+    var _a;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!(collateral === null || collateral === void 0 ? void 0 : collateral.pairBorrowingFees) || !(collateral === null || collateral === void 0 ? void 0 : collateral.groupBorrowingFees)) {
+        return undefined;
+    }
+    const pairs = collateral.pairBorrowingFees;
+    const groups = collateral.groupBorrowingFees;
+    if (pairs.length === 0 || groups.length === 0) {
+        return undefined;
+    }
+    return {
+        currentBlock,
+        pairs,
+        groups,
+        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+    };
+};
+exports.buildBorrowingV1Context = buildBorrowingV1Context;

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

@@ -4,8 +4,24 @@ export type GetBorrowingFeeContext = {
     currentBlock: number;
     groups: BorrowingFee.Group[];
     pairs: BorrowingFee.Pair[];
+    collateralPriceUsd: number;
 };
-export declare const getBorrowingFee: (posDai: number, pairIndex: PairIndex, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+/**
+ * @dev Calculates borrowing fees using v1 model (block-based with groups)
+ * @dev Still actively used by markets that haven't migrated to v2
+ * @dev Uses dynamic collateral OI - converts OI to USD for fee calculations
+ * @param posDai Position size in collateral
+ * @param pairIndex Trading pair index (required)
+ * @param long Whether position is long
+ * @param initialAccFees Initial accumulated fees when trade was opened
+ * @param context Context with current block, fee data, and collateral price
+ * @returns Borrowing fee in collateral tokens
+ */
+export declare const getBorrowingFee: (posDai: number, pairIndex: PairIndex | undefined, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, context: GetBorrowingFeeContext) => number;
+/**
+ * @dev This function uses static OI which doesn't reflect current market values
+ * @dev The v10 contracts use dynamic OI (beforeV10 + afterV10Token * currentPrice)
+ */
 export declare const withinMaxGroupOi: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, context: {
     groups: BorrowingFee.Group[];
     pairs: BorrowingFee.Pair[];
@@ -19,6 +35,7 @@ export declare const borrowingFeeUtils: {
     getPairPendingAccFees: (pairIndex: PairIndex, currentBlock: number, context: {
         pairs: BorrowingFee.Pair[];
         openInterest: OpenInterest;
+        collateralPriceUsd: number;
     }) => {
         accFeeLong: number;
         accFeeShort: number;
@@ -28,9 +45,11 @@ export declare const borrowingFeeUtils: {
     getPairPendingAccFee: (pairIndex: PairIndex, currentBlock: number, long: boolean, context: {
         pairs: BorrowingFee.Pair[];
         openInterest: OpenInterest;
+        collateralPriceUsd: number;
     }) => number;
     getGroupPendingAccFees: (groupIndex: number, currentBlock: number, context: {
         groups: BorrowingFee.Group[];
+        collateralPriceUsd: number;
     }) => {
         accFeeLong: number;
         accFeeShort: number;
@@ -39,8 +58,9 @@ export declare const borrowingFeeUtils: {
     };
     getGroupPendingAccFee: (groupIndex: number, currentBlock: number, long: boolean, context: {
         groups: BorrowingFee.Group[];
+        collateralPriceUsd: number;
     }) => number;
-    getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: number, feeCaps?: BorrowingFee.BorrowingFeePerBlockCap) => {
+    getPendingAccFees: (accFeeLong: number, accFeeShort: number, oiLong: number, oiShort: number, feePerBlock: number, currentBlock: number, accLastUpdatedBlock: number, maxOi: number, feeExponent: number, feeCaps?: BorrowingFee.BorrowingFeePerBlockCap, collateralPriceUsd?: number) => {
         accFeeLong: number;
         accFeeShort: number;
         deltaLong: number;
@@ -56,3 +76,4 @@ export declare const borrowingFeeUtils: {
 };
 export * as BorrowingFee from "./types";
 export * from "./converter";
+export * from "./builder";