@gainsnetwork/sdk 0.2.73-rc2 → 1.0.0-rc10

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

@@ -0,0 +1,185 @@
+"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.fetchBorrowingV2DataForPairs = exports.createBorrowingV2ContextFromArrays = exports.createBorrowingV2ContextFromContract = exports.fetchAllBorrowingV2Data = exports.fetchPairPendingAccBorrowingFeesV2 = exports.fetchTradeBorrowingFeesCollateralV2 = exports.fetchPairBorrowingFeeDataV2 = exports.fetchBorrowingFeeParamsV2 = void 0;
+const converter_1 = require("./converter");
+/**
+ * @dev Fetches borrowing fee parameters v2 for specific pairs
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndices Array of collateral indices
+ * @param pairIndices Array of pair indices
+ * @returns Promise resolving to array of borrowing fee parameters
+ */
+const fetchBorrowingFeeParamsV2 = (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 contractParams = yield contract.getPairBorrowingFeeParams(collateralIndices, pairIndices);
+        return (0, converter_1.convertBorrowingFeeParamsArray)(contractParams);
+    }
+    catch (error) {
+        console.error("Error fetching borrowing fee params v2:", error);
+        throw error;
+    }
+});
+exports.fetchBorrowingFeeParamsV2 = fetchBorrowingFeeParamsV2;
+/**
+ * @dev Fetches pair borrowing fee data v2 for specific 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 borrowing fee data
+ */
+const fetchPairBorrowingFeeDataV2 = (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 contractData = yield contract.getPairBorrowingFeeData(collateralIndices, pairIndices);
+        return (0, converter_1.convertPairBorrowingFeeDataArray)(contractData);
+    }
+    catch (error) {
+        console.error("Error fetching pair borrowing fee data v2:", error);
+        throw error;
+    }
+});
+exports.fetchPairBorrowingFeeDataV2 = fetchPairBorrowingFeeDataV2;
+/**
+ * @dev Fetches borrowing fees in collateral tokens for a specific trade
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param trader Address of the trader
+ * @param index Trade index
+ * @param currentPairPrice Current price of the trading pair (1e6 precision)
+ * @returns Promise resolving to borrowing fees in collateral tokens
+ */
+const fetchTradeBorrowingFeesCollateralV2 = (contract, trader, index, currentPairPrice) => __awaiter(void 0, void 0, void 0, function* () {
+    try {
+        const feesCollateral = yield contract.getTradeBorrowingFeesCollateral(trader, index, currentPairPrice);
+        // Convert BigNumber to normalized float
+        // Note: Collateral precision varies by chain, but contract returns proper precision
+        return parseFloat(feesCollateral.toString());
+    }
+    catch (error) {
+        console.error("Error fetching trade borrowing fees collateral v2:", error);
+        throw error;
+    }
+});
+exports.fetchTradeBorrowingFeesCollateralV2 = fetchTradeBorrowingFeesCollateralV2;
+/**
+ * @dev Fetches pending accumulated borrowing fees for a specific pair
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndex Index of the collateral
+ * @param pairIndex Index of the trading pair
+ * @param currentPairPrice Current price of the trading pair (1e6 precision)
+ * @returns Promise resolving to pending accumulated borrowing fee
+ */
+const fetchPairPendingAccBorrowingFeesV2 = (contract, collateralIndex, pairIndex, currentPairPrice) => __awaiter(void 0, void 0, void 0, function* () {
+    try {
+        const accBorrowingFeeP = yield contract.getPairPendingAccBorrowingFees(collateralIndex, pairIndex, currentPairPrice);
+        // Convert BigNumber to normalized float
+        return parseFloat(accBorrowingFeeP.toString()) / 1e20;
+    }
+    catch (error) {
+        console.error("Error fetching pair pending acc borrowing fees v2:", error);
+        throw error;
+    }
+});
+exports.fetchPairPendingAccBorrowingFeesV2 = fetchPairPendingAccBorrowingFeesV2;
+/**
+ * @dev Convenience function to fetch all borrowing v2 data for specific pairs
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndex Index of the collateral
+ * @param pairIndices Array of pair indices
+ * @returns Promise resolving to complete borrowing v2 data set
+ */
+const fetchAllBorrowingV2Data = (contract, collateralIndex, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+    const collateralIndices = new Array(pairIndices.length).fill(collateralIndex);
+    try {
+        // Fetch both parameters and data in parallel
+        const [params, data] = yield Promise.all([
+            (0, exports.fetchBorrowingFeeParamsV2)(contract, collateralIndices, pairIndices),
+            (0, exports.fetchPairBorrowingFeeDataV2)(contract, collateralIndices, pairIndices),
+        ]);
+        // Create context from fetched data
+        const context = (0, exports.createBorrowingV2ContextFromArrays)(collateralIndices, pairIndices, params, data);
+        return { params, data, context };
+    }
+    catch (error) {
+        console.error("Error fetching all borrowing v2 data:", error);
+        throw error;
+    }
+});
+exports.fetchAllBorrowingV2Data = fetchAllBorrowingV2Data;
+/**
+ * @dev Creates a complete borrowing v2 context from contract data
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndex Index of the collateral
+ * @param pairIndices Array of pair indices
+ * @param currentTimestamp Optional current timestamp for calculations
+ * @returns Promise resolving to complete borrowing v2 context
+ */
+const createBorrowingV2ContextFromContract = (contract, collateralIndex, pairIndices, currentTimestamp) => __awaiter(void 0, void 0, void 0, function* () {
+    const { context } = yield (0, exports.fetchAllBorrowingV2Data)(contract, collateralIndex, pairIndices);
+    return Object.assign(Object.assign({}, context), { currentTimestamp: currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : Math.floor(Date.now() / 1000) });
+});
+exports.createBorrowingV2ContextFromContract = createBorrowingV2ContextFromContract;
+/**
+ * @dev Helper function to create context from already fetched arrays
+ * @param collateralIndices Array of collateral indices
+ * @param pairIndices Array of pair indices
+ * @param params Array of borrowing fee parameters
+ * @param data Array of pair borrowing fee data
+ * @param currentTimestamp Optional current timestamp
+ * @returns Complete borrowing v2 context
+ */
+const createBorrowingV2ContextFromArrays = (collateralIndices, pairIndices, params, data, currentTimestamp) => {
+    const context = {
+        currentTimestamp: currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : Math.floor(Date.now() / 1000),
+        borrowingParams: {},
+        borrowingData: {},
+    };
+    // Build objects indexed by pairIndex (collateral-scoped)
+    for (let i = 0; i < pairIndices.length; i++) {
+        const pairIndex = pairIndices[i];
+        // Store data indexed by pairIndex
+        context.borrowingParams[pairIndex] = params[i];
+        context.borrowingData[pairIndex] = data[i];
+    }
+    return context;
+};
+exports.createBorrowingV2ContextFromArrays = createBorrowingV2ContextFromArrays;
+/**
+ * @dev Fetches borrowing v2 data for multiple collateral/pair combinations
+ * @param contract GNSMultiCollatDiamond contract instance
+ * @param collateralIndices Array of collateral indices
+ * @param pairIndices Array of pair indices (must match collateralIndices length)
+ * @returns Promise resolving to complete borrowing v2 context
+ */
+const fetchBorrowingV2DataForPairs = (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 {
+        // Fetch both parameters and data in parallel
+        const [params, data] = yield Promise.all([
+            (0, exports.fetchBorrowingFeeParamsV2)(contract, collateralIndices, pairIndices),
+            (0, exports.fetchPairBorrowingFeeDataV2)(contract, collateralIndices, pairIndices),
+        ]);
+        // Create and return context
+        return (0, exports.createBorrowingV2ContextFromArrays)(collateralIndices, pairIndices, params, data);
+    }
+    catch (error) {
+        console.error("Error fetching borrowing v2 data for pairs:", error);
+        throw error;
+    }
+});
+exports.fetchBorrowingV2DataForPairs = fetchBorrowingV2DataForPairs;

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

@@ -0,0 +1,48 @@
+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 (without pairIndex)
+ * @param context Pair-specific borrowing context
+ * @returns Borrowing fees in collateral tokens
+ */
+export declare const getTradeBorrowingFeesCollateral: (input: Omit<BorrowingFeeV2.TradeBorrowingFeeInput, "pairIndex">, context: BorrowingFeeV2.GetPairBorrowingFeeV2Context) => 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: Omit<BorrowingFeeV2.TradeBorrowingFeeInput, "pairIndex">, context: BorrowingFeeV2.GetPairBorrowingFeeV2Context) => number;
+    getPairBorrowingFees: (input: BorrowingFeeV2.PairBorrowingFeeInput, context: BorrowingFeeV2.GetBorrowingFeeV2Context) => number;
+};
+export * as BorrowingFeeV2 from "./types";
+export { GetPairBorrowingFeeV2Context } from "./types";
+export * from "./converter";
+export * from "./fetcher";

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

@@ -0,0 +1,112 @@
+"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.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 (without pairIndex)
+ * @param context Pair-specific borrowing context
+ * @returns Borrowing fees in collateral tokens
+ */
+const getTradeBorrowingFeesCollateral = (input, context) => {
+    const { positionSizeCollateral, openPrice, currentPairPrice, initialAccBorrowingFeeP, currentTimestamp, } = input;
+    const { params, data } = context;
+    if (!params || !data) {
+        return 0;
+    }
+    // Calculate current accumulated borrowing fees
+    const currentAccBorrowingFeeP = (0, exports.getPairPendingAccBorrowingFees)(params, data, currentPairPrice, currentTimestamp !== null && currentTimestamp !== void 0 ? currentTimestamp : context.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 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) => {
+    const { pairIndex, currentPairPrice, currentTimestamp } = input;
+    const params = context.borrowingParams[pairIndex];
+    const data = context.borrowingData[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,
+};
+exports.BorrowingFeeV2 = __importStar(require("./types"));
+__exportStar(require("./converter"), exports);
+__exportStar(require("./fetcher"), exports);

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

@@ -0,0 +1,95 @@
+/**
+ * @dev Types for borrowing v2 fees system (simplified rate-based model)
+ */
+/**
+ * @dev Borrowing fee parameters for a specific pair/collateral combination
+ */
+export type BorrowingFeeParams = {
+    /**
+     * @dev Borrowing rate % per second
+     * @dev Raw contract value divided by 1e10
+     * @dev Max: ~0.0000317097 => 1,000% APR
+     */
+    borrowingRatePerSecondP: number;
+};
+/**
+ * @dev Accumulated borrowing fee data for a specific pair/collateral combination
+ */
+export type PairBorrowingFeeData = {
+    /**
+     * @dev Accumulated borrowing fees % weighted by pair price
+     * @dev Unit: fee collateral per 100 units of OI in pair amount
+     */
+    accBorrowingFeeP: number;
+    /**
+     * @dev Timestamp of last accumulated borrowing fees update
+     */
+    lastBorrowingUpdateTs: number;
+};
+/**
+ * @dev Trade-specific borrowing fee data stored when position is opened
+ */
+export type TradeInitialAccFees = {
+    /**
+     * @dev Initial accumulated borrowing fee when trade was opened (normalized float)
+     * @dev Raw contract value divided by 1e20
+     * @dev Used to calculate how much borrowing fees the trade owes
+     */
+    initialAccBorrowingFeeP: number;
+};
+/**
+ * @dev Context required for borrowing v2 fee calculations
+ * @dev Context is already scoped to a specific collateral
+ */
+export type GetBorrowingFeeV2Context = {
+    /**
+     * @dev Current timestamp (defaults to Date.now() / 1000)
+     */
+    currentTimestamp?: number;
+    /**
+     * @dev Borrowing fee parameters for pairs
+     * @dev Indexed by: params[pairIndex]
+     */
+    borrowingParams: Record<number, BorrowingFeeParams>;
+    /**
+     * @dev Borrowing fee data for pairs
+     * @dev Indexed by: data[pairIndex]
+     */
+    borrowingData: Record<number, PairBorrowingFeeData>;
+};
+/**
+ * @dev Context for pair-specific borrowing v2 fee calculations
+ */
+export type GetPairBorrowingFeeV2Context = {
+    /**
+     * @dev Current timestamp (defaults to Date.now() / 1000)
+     */
+    currentTimestamp?: number;
+    /**
+     * @dev Borrowing fee parameters for this specific pair
+     */
+    params: BorrowingFeeParams;
+    /**
+     * @dev Borrowing fee data for this specific pair
+     */
+    data: PairBorrowingFeeData;
+};
+/**
+ * @dev Input for calculating pending borrowing fees for a pair
+ */
+export type PairBorrowingFeeInput = {
+    pairIndex: number;
+    currentPairPrice: number;
+    currentTimestamp?: number;
+};
+/**
+ * @dev Input for calculating borrowing fees for a specific trade
+ */
+export type TradeBorrowingFeeInput = {
+    positionSizeCollateral: number;
+    openPrice: number;
+    pairIndex: number;
+    currentPairPrice: number;
+    initialAccBorrowingFeeP: number;
+    currentTimestamp?: number;
+};

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

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

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

@@ -0,0 +1,48 @@
+/**
+ * @dev Converters for fee data between contract and SDK formats
+ */
+import { IFundingFees } from "../../contracts/types/generated/GNSMultiCollatDiamond";
+import { TradeFeesData, UiRealizedPnlData } from "../types";
+import { CollateralConfig } from "../../markets/collateral/types";
+/**
+ * @dev Converts contract TradeFeesData to SDK format
+ * @param data Trade fees data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized trade fees data
+ */
+export declare const convertTradeFeesData: (data: IFundingFees.TradeFeesDataStructOutput, collateralConfig: CollateralConfig) => TradeFeesData;
+/**
+ * @dev Converts array of TradeFeesData from contract
+ * @param dataArray Array of trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized trade fees data
+ */
+export declare const convertTradeFeesDataArray: (dataArray: IFundingFees.TradeFeesDataStructOutput[], collateralConfig: CollateralConfig) => TradeFeesData[];
+/**
+ * @dev Converts contract UiRealizedPnlData to SDK format
+ * @param data UI realized PnL data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized UI realized PnL data
+ */
+export declare const convertUiRealizedPnlData: (data: IFundingFees.UiRealizedPnlDataStructOutput, collateralConfig: CollateralConfig) => UiRealizedPnlData;
+/**
+ * @dev Converts array of UiRealizedPnlData from contract
+ * @param dataArray Array of UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized UI realized PnL data
+ */
+export declare const convertUiRealizedPnlDataArray: (dataArray: IFundingFees.UiRealizedPnlDataStructOutput[], collateralConfig: CollateralConfig) => UiRealizedPnlData[];
+/**
+ * @dev Converts TradeFeesData to contract format (for encoding)
+ * @param data SDK trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted trade fees data
+ */
+export declare const encodeTradeFeesData: (data: TradeFeesData, collateralConfig: CollateralConfig) => IFundingFees.TradeFeesDataStruct;
+/**
+ * @dev Converts UiRealizedPnlData to contract format (for encoding)
+ * @param data SDK UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted UI realized PnL data
+ */
+export declare const encodeUiRealizedPnlData: (data: UiRealizedPnlData, collateralConfig: CollateralConfig) => IFundingFees.UiRealizedPnlDataStruct;

package/lib/trade/fees/converter.js

@@ -0,0 +1,114 @@
+"use strict";
+/**
+ * @dev Converters for fee data between contract and SDK formats
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.encodeUiRealizedPnlData = exports.encodeTradeFeesData = exports.convertUiRealizedPnlDataArray = exports.convertUiRealizedPnlData = exports.convertTradeFeesDataArray = exports.convertTradeFeesData = void 0;
+const borrowingV2_1 = require("./borrowingV2");
+const converter_1 = require("./fundingFees/converter");
+/**
+ * @dev Converts contract TradeFeesData to SDK format
+ * @param data Trade fees data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized trade fees data
+ */
+const convertTradeFeesData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: parseFloat(data.realizedTradingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedPnlCollateral: parseFloat(data.realizedPnlCollateral.toString()) / Math.pow(10, decimals),
+        manuallyRealizedNegativePnlCollateral: parseFloat(data.manuallyRealizedNegativePnlCollateral.toString()) /
+            Math.pow(10, decimals),
+        alreadyTransferredNegativePnlCollateral: parseFloat(data.alreadyTransferredNegativePnlCollateral.toString()) /
+            Math.pow(10, decimals),
+        virtualAvailableCollateralInDiamond: parseFloat(data.virtualAvailableCollateralInDiamond.toString()) /
+            Math.pow(10, decimals),
+        initialAccFundingFeeP: parseFloat(data.initialAccFundingFeeP.toString()) /
+            converter_1.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P,
+        initialAccBorrowingFeeP: parseFloat(data.initialAccBorrowingFeeP.toString()) /
+            borrowingV2_1.BORROWING_V2_PRECISION.ACC_FEE,
+    };
+};
+exports.convertTradeFeesData = convertTradeFeesData;
+/**
+ * @dev Converts array of TradeFeesData from contract
+ * @param dataArray Array of trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized trade fees data
+ */
+const convertTradeFeesDataArray = (dataArray, collateralConfig) => {
+    return dataArray.map(data => (0, exports.convertTradeFeesData)(data, collateralConfig));
+};
+exports.convertTradeFeesDataArray = convertTradeFeesDataArray;
+/**
+ * @dev Converts contract UiRealizedPnlData to SDK format
+ * @param data UI realized PnL data from contract
+ * @param collateralConfig Config for the collateral (contains decimals)
+ * @returns Normalized UI realized PnL data
+ */
+const convertUiRealizedPnlData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: parseFloat(data.realizedTradingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedOldBorrowingFeesCollateral: parseFloat(data.realizedOldBorrowingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedNewBorrowingFeesCollateral: parseFloat(data.realizedNewBorrowingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedFundingFeesCollateral: parseFloat(data.realizedFundingFeesCollateral.toString()) /
+            Math.pow(10, decimals),
+        realizedPnlPartialCloseCollateral: parseFloat(data.realizedPnlPartialCloseCollateral.toString()) /
+            Math.pow(10, decimals),
+        pnlWithdrawnCollateral: parseFloat(data.pnlWithdrawnCollateral.toString()) / Math.pow(10, decimals),
+    };
+};
+exports.convertUiRealizedPnlData = convertUiRealizedPnlData;
+/**
+ * @dev Converts array of UiRealizedPnlData from contract
+ * @param dataArray Array of UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Array of normalized UI realized PnL data
+ */
+const convertUiRealizedPnlDataArray = (dataArray, collateralConfig) => {
+    return dataArray.map(data => (0, exports.convertUiRealizedPnlData)(data, collateralConfig));
+};
+exports.convertUiRealizedPnlDataArray = convertUiRealizedPnlDataArray;
+/**
+ * @dev Converts TradeFeesData to contract format (for encoding)
+ * @param data SDK trade fees data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted trade fees data
+ */
+const encodeTradeFeesData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: Math.round(data.realizedTradingFeesCollateral * Math.pow(10, decimals)),
+        realizedPnlCollateral: Math.round(data.realizedPnlCollateral * Math.pow(10, decimals)),
+        manuallyRealizedNegativePnlCollateral: Math.round(data.manuallyRealizedNegativePnlCollateral * Math.pow(10, decimals)),
+        alreadyTransferredNegativePnlCollateral: Math.round(data.alreadyTransferredNegativePnlCollateral * Math.pow(10, decimals)),
+        virtualAvailableCollateralInDiamond: Math.round(data.virtualAvailableCollateralInDiamond * Math.pow(10, decimals)),
+        __placeholder: 0,
+        initialAccFundingFeeP: Math.round(data.initialAccFundingFeeP * converter_1.FUNDING_FEES_PRECISION.ACC_FUNDING_FEE_P),
+        initialAccBorrowingFeeP: Math.round(data.initialAccBorrowingFeeP * borrowingV2_1.BORROWING_V2_PRECISION.ACC_FEE),
+    };
+};
+exports.encodeTradeFeesData = encodeTradeFeesData;
+/**
+ * @dev Converts UiRealizedPnlData to contract format (for encoding)
+ * @param data SDK UI realized PnL data
+ * @param collateralConfig Config for the collateral
+ * @returns Contract-formatted UI realized PnL data
+ */
+const encodeUiRealizedPnlData = (data, collateralConfig) => {
+    const decimals = collateralConfig.decimals || 18;
+    return {
+        realizedTradingFeesCollateral: Math.round(data.realizedTradingFeesCollateral * Math.pow(10, decimals)),
+        realizedOldBorrowingFeesCollateral: Math.round(data.realizedOldBorrowingFeesCollateral * Math.pow(10, decimals)),
+        realizedNewBorrowingFeesCollateral: Math.round(data.realizedNewBorrowingFeesCollateral * Math.pow(10, decimals)),
+        realizedFundingFeesCollateral: Math.round(data.realizedFundingFeesCollateral * Math.pow(10, decimals)),
+        realizedPnlPartialCloseCollateral: Math.round(data.realizedPnlPartialCloseCollateral * Math.pow(10, decimals)),
+        pnlWithdrawnCollateral: Math.round(data.pnlWithdrawnCollateral * Math.pow(10, decimals)),
+    };
+};
+exports.encodeUiRealizedPnlData = encodeUiRealizedPnlData;

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

@@ -0,0 +1,9 @@
+/**
+ * @dev Builder functions for funding fees context
+ */
+import { GlobalTradingVariablesType } from "../../../backend/tradingVariables/types";
+import { GetPairFundingFeeContext } from "./pairContext";
+/**
+ * @dev Builds funding fees sub-context for a specific pair
+ */
+export declare const buildFundingContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, currentTimestamp: number) => GetPairFundingFeeContext | undefined;

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

@@ -0,0 +1,35 @@
+"use strict";
+/**
+ * @dev Builder functions for funding fees context
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildFundingContext = void 0;
+/**
+ * @dev Builds funding fees sub-context for a specific pair
+ */
+const buildFundingContext = (globalTradingVariables, collateralIndex, pairIndex, currentTimestamp) => {
+    var _a, _b, _c, _d, _e;
+    const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
+    if (!(collateral === null || collateral === void 0 ? void 0 : collateral.pairFundingFees)) {
+        return undefined;
+    }
+    const params = (_a = collateral.pairFundingFees.params) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const data = (_b = collateral.pairFundingFees.data) === null || _b === void 0 ? void 0 : _b[pairIndex];
+    const pairOi = (_c = collateral.pairOis) === null || _c === void 0 ? void 0 : _c[pairIndex];
+    if (!params || !data) {
+        return undefined;
+    }
+    return {
+        params,
+        data,
+        pairOi: pairOi
+            ? {
+                oiLongToken: ((_d = pairOi.token) === null || _d === void 0 ? void 0 : _d.long) || 0,
+                oiShortToken: ((_e = pairOi.token) === null || _e === void 0 ? void 0 : _e.short) || 0,
+            }
+            : undefined,
+        currentTimestamp,
+        // TODO: Add net exposure when available
+    };
+};
+exports.buildFundingContext = buildFundingContext;