@gainsnetwork/sdk 0.2.71-rc4 → 1.0.0-rc2

package/lib/trade/liquidation.js

@@ -1,55 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
-const fees_1 = require("./fees");
-const spread_1 = require("./spread");
-const types_1 = require("../contracts/types");
-const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
-    var _a, _b;
-    const closingFee = (0, fees_1.getClosingFee)(trade.collateralAmount, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd);
-    const borrowingFee = (0, fees_1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
-    const liqThresholdP = (0, exports.getLiqPnlThresholdP)(context.liquidationParams, trade.leverage);
-    let liqPriceDistance = (trade.openPrice *
-        (trade.collateralAmount * liqThresholdP - (borrowingFee + closingFee))) /
-        trade.collateralAmount /
-        trade.leverage;
-    if ((context === null || context === void 0 ? void 0 : context.contractsVersion) !== undefined &&
-        context.contractsVersion >= types_1.ContractsVersion.V9_2 &&
-        ((((_a = context === null || context === void 0 ? void 0 : context.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
-            context.liquidationParams.maxLiqSpreadP > 0) ||
-            (((_b = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _b === void 0 ? void 0 : _b.fixedSpreadP) !== undefined &&
-                context.userPriceImpact.fixedSpreadP > 0))) {
-        const closingSpreadP = (0, spread_1.getSpreadP)(context.pairSpreadP, true, context.liquidationParams, context.userPriceImpact);
-        liqPriceDistance -= trade.openPrice * closingSpreadP;
-    }
-    return trade.long
-        ? Math.max(trade.openPrice - liqPriceDistance, 0)
-        : Math.max(trade.openPrice + liqPriceDistance, 0);
-};
-exports.getLiquidationPrice = getLiquidationPrice;
-const getLiqPnlThresholdP = (liquidationParams, leverage) => {
-    if (liquidationParams === undefined ||
-        leverage === undefined ||
-        liquidationParams.maxLiqSpreadP === 0 ||
-        liquidationParams.startLiqThresholdP === 0 ||
-        liquidationParams.endLiqThresholdP === 0 ||
-        liquidationParams.startLeverage === 0 ||
-        liquidationParams.endLeverage === 0) {
-        return 0.9;
-    }
-    if (leverage < liquidationParams.startLeverage) {
-        return liquidationParams.startLiqThresholdP;
-    }
-    if (leverage > liquidationParams.endLeverage) {
-        return liquidationParams.endLiqThresholdP;
-    }
-    if (liquidationParams.startLiqThresholdP === liquidationParams.endLiqThresholdP) {
-        return liquidationParams.endLiqThresholdP;
-    }
-    return (liquidationParams.startLiqThresholdP -
-        ((leverage - liquidationParams.startLeverage) *
-            (liquidationParams.startLiqThresholdP -
-                liquidationParams.endLiqThresholdP)) /
-            (liquidationParams.endLeverage - liquidationParams.startLeverage));
-};
-exports.getLiqPnlThresholdP = getLiqPnlThresholdP;

package/lib/trade/pnl.d.ts

@@ -1,10 +0,0 @@
-import { GetBorrowingFeeContext } from "./fees";
-import { Fee, LiquidationParams, Trade, TradeInfo, TradeInitialAccFees } from "./types";
-import { ContractsVersion } from "../contracts/types";
-export type GetPnlContext = GetBorrowingFeeContext & {
-    fee: Fee | undefined;
-    collateralPriceUsd: number | undefined;
-    contractsVersion: ContractsVersion | undefined;
-    feeMultiplier: number | undefined;
-};
-export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -1,33 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPnl = void 0;
-const fees_1 = require("./fees");
-const liquidation_1 = require("./liquidation");
-const getPnl = (price, trade, tradeInfo, initialAccFees, liquidationParams, useFees, context) => {
-    if (!price) {
-        return;
-    }
-    const posCollat = trade.collateralAmount;
-    const { openPrice, leverage } = trade;
-    const { fee } = context;
-    let pnlCollat = trade.long
-        ? ((price - openPrice) / openPrice) * leverage * posCollat
-        : ((openPrice - price) / openPrice) * leverage * posCollat;
-    if (useFees) {
-        pnlCollat -= (0, fees_1.getBorrowingFee)(posCollat * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
-    }
-    let pnlPercentage = (pnlCollat / posCollat) * 100;
-    // Can be liquidated
-    if (pnlPercentage <=
-        (0, liquidation_1.getLiqPnlThresholdP)(liquidationParams, leverage) * -100) {
-        pnlPercentage = -100;
-    }
-    else {
-        pnlCollat -= (0, fees_1.getClosingFee)(posCollat, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd, context.feeMultiplier);
-        pnlPercentage = (pnlCollat / posCollat) * 100;
-    }
-    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
-    pnlCollat = (posCollat * pnlPercentage) / 100;
-    return [pnlCollat, pnlPercentage];
-};
-exports.getPnl = getPnl;