@gainsnetwork/sdk 1.0.0-rc1 → 1.0.0-rc10

package/lib/backend/tradingVariables/index.js

@@ -18,7 +18,7 @@ exports.transformGlobalTradingVariables = void 0;
 const converter_1 = require("./converter");
 const trade_1 = require("../../trade");
 const transformGlobalTradingVariables = (rawData) => {
-    var _a, _b, _c, _d, _e, _f, _g;
+    var _a, _b, _c, _d, _e, _f, _g, _h, _j;
     const globalTradingVariables = {
         collaterals: (0, converter_1.convertCollaterals)(rawData.collaterals),
         pairs: (0, converter_1.convertTradingPairs)(rawData.pairs),
@@ -47,11 +47,11 @@ const transformGlobalTradingVariables = (rawData) => {
             : [],
         feeTiers: (0, converter_1.convertFeeTiers)(rawData.feeTiers),
         liquidationParams: {
-            groups: ((_c = rawData.liquidationParams) === null || _c === void 0 ? void 0 : _c.groups.map(liqParams => (0, trade_1.convertLiquidationParams)(liqParams))) || [],
-            pairs: ((_d = rawData.liquidationParams) === null || _d === void 0 ? void 0 : _d.pairs.map(liqParams => (0, trade_1.convertLiquidationParams)(liqParams))) || [],
+            groups: ((_d = (_c = rawData.liquidationParams) === null || _c === void 0 ? void 0 : _c.groups) === null || _d === void 0 ? void 0 : _d.map(liqParams => (0, trade_1.convertLiquidationParams)(liqParams))) || [],
+            pairs: ((_f = (_e = rawData.liquidationParams) === null || _e === void 0 ? void 0 : _e.pairs) === null || _f === void 0 ? void 0 : _f.map(liqParams => (0, trade_1.convertLiquidationParams)(liqParams))) || [],
         },
         counterTradeSettings: (0, trade_1.convertCounterTradeSettingsArray)(rawData.counterTradeSettings),
-        pairFactors: ((_f = (_e = rawData.pairInfos) === null || _e === void 0 ? void 0 : _e.pairFactors) === null || _f === void 0 ? void 0 : _f.map(factor => (0, converter_1.convertPairFactor)(factor))) || [],
+        pairFactors: ((_h = (_g = rawData.pairInfos) === null || _g === void 0 ? void 0 : _g.pairFactors) === null || _h === void 0 ? void 0 : _h.map(factor => (0, converter_1.convertPairFactor)(factor))) || [],
         globalTradeFeeParams: rawData.globalTradeFeeParams
             ? (0, converter_1.convertGlobalTradeFeeParams)(rawData.globalTradeFeeParams)
             : undefined,
@@ -60,7 +60,7 @@ const transformGlobalTradingVariables = (rawData) => {
     const currentBlock = (rawData.currentBlock > -1 && rawData.currentBlock) || undefined;
     const l1BlockNumber = (rawData.currentL1Block > -1 && rawData.currentL1Block) || undefined;
     const pairIndexes = {};
-    for (let i = 0; i < ((_g = rawData.pairs) === null || _g === void 0 ? void 0 : _g.length); i++) {
+    for (let i = 0; i < ((_j = rawData.pairs) === null || _j === void 0 ? void 0 : _j.length); i++) {
         pairIndexes[rawData.pairs[i].from + "/" + rawData.pairs[i].to] = i;
     }
     if (globalTradingVariables.collaterals !== undefined) {

package/lib/constants.d.ts

@@ -396,6 +396,17 @@ export declare const pairs: {
     "PLTR/USD": string;
     "BIDU/USD": string;
     "ROKU/USD": string;
+    "LMT/USD": string;
+    "RIOT/USD": string;
+    "MARA/USD": string;
+    "LOKA/USD": string;
+    "STO/USD": string;
+    "FUN/USD": string;
+    "KNC/USD": string;
+    "H/USD": string;
+    "ICNT/USD": string;
+    "NEWT/USD": string;
+    "PUMP/USD": string;
 };
 export declare const syntheticPairs: Set<string>;
 export declare const parentToSyntheticPairMap: Map<string, string>;

package/lib/constants.js

@@ -404,6 +404,17 @@ exports.pairs = {
     "PLTR/USD": STOCKS,
     "BIDU/USD": STOCKS,
     "ROKU/USD": STOCKS,
+    "LMT/USD": STOCKS,
+    "RIOT/USD": STOCKS,
+    "MARA/USD": STOCKS,
+    "LOKA/USD": CRYPTO,
+    "STO/USD": CRYPTO,
+    "FUN/USD": CRYPTO,
+    "KNC/USD": CRYPTO,
+    "H/USD": CRYPTO,
+    "ICNT/USD": CRYPTO,
+    "NEWT/USD": CRYPTO,
+    "PUMP/USD": CRYPTO,
 };
 exports.syntheticPairs = new Set([
     "BTCDEGEN/USD",
@@ -451,13 +462,12 @@ exports.stockSplits = {
     "TSLA_1/USD": { date: "8/25/2022", split: 3 },
 };
 exports.delistedPairIxs = new Set([
-    4, 6, 15, 24, 25, 27, 28, 30, 31, 36, 48, 51, 52, 53, 54, 56, 59, 60, 61, 63,
-    66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 95, 96, 97, 98, 99,
-    101, 106, 111, 113, 114, 116, 118, 120, 122, 123, 125, 127, 130, 147, 152,
-    160, 163, 170, 179, 182, 183, 187, 188, 189, 190, 208, 209, 225, 229, 230,
-    231, 238, 239, 241, 250, 253, 254, 258, 270, 275, 276, 278, 279, 282, 285,
-    290, 294, 296, 305, 330, 349, 352, 353, 354, 355, 357, 365, 366, 384, 385,
-    393, 394, 395, 396,
+    4, 6, 12, 15, 20, 24, 25, 27, 28, 30, 31, 36, 48, 51, 52, 53, 54, 56, 59, 60,
+    61, 63, 66, 67, 68, 69, 70, 71, 72, 73, 75, 76, 77, 78, 79, 95, 96, 97, 98,
+    99, 101, 106, 111, 113, 114, 116, 118, 120, 122, 123, 125, 127, 130, 147, 152,
+    160, 163, 170, 179, 182, 183, 188, 189, 190, 208, 209, 225, 229, 230, 231,
+    238, 239, 241, 250, 253, 254, 258, 270, 275, 276, 278, 279, 282, 285, 290,
+    294, 296, 305, 311, 330, 349, 352, 353, 354, 355, 357, 365, 366, 395, 396,
 ]);
 exports.delistedGroupsIxs = new Set([]);
 exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;

package/lib/contracts/utils/pairs.js

@@ -502,4 +502,15 @@ const PAIR_INDEX_TO_DESCRIPTION = {
     [types_1.PairIndex.PLTRUSD]: "Palantir Technologies to US Dollar",
     [types_1.PairIndex.BIDUUSD]: "Baidu to US Dollar",
     [types_1.PairIndex.ROKUUSD]: "Roku to US Dollar",
+    [types_1.PairIndex.LMTUSD]: "Lockheed Martin to US Dollar",
+    [types_1.PairIndex.RIOTUSD]: "Riot Platforms to US Dollar",
+    [types_1.PairIndex.MARAUSD]: "MARA Holdings to US Dollar",
+    [types_1.PairIndex.LOKAUSD]: "League of Kingdoms Arena to US Dollar",
+    [types_1.PairIndex.STOUSD]: "StakeStone to US Dollar",
+    [types_1.PairIndex.FUNUSD]: "FUNToken to US Dollar",
+    [types_1.PairIndex.KNCUSD]: "Kyber Network Crystal v2 to US Dollar",
+    [types_1.PairIndex.HUSD]: "Humanity Protocol to US Dollar",
+    [types_1.PairIndex.ICNTUSD]: "Impossible Cloud Network to US Dollar",
+    [types_1.PairIndex.NEWTUSD]: "Newton Protocol to US Dollar",
+    [types_1.PairIndex.PUMPUSD]: "Pump.fun to US Dollar",
 };

package/lib/markets/holdingFees/index.js

@@ -50,8 +50,8 @@ const getPairHoldingFeeRates = (input) => {
         // Get APR multipliers
         const { longAprMultiplier, shortAprMultiplier } = (0, fundingFees_1.getLongShortAprMultiplier)(currentFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, fundingParams.aprMultiplierEnabled);
         // Calculate hourly rates
-        // Funding rate * seconds per hour * current price * APR multiplier / 100
-        const baseHourlyRate = (currentFundingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+        // Funding rate * seconds per hour * APR multiplier / 100
+        const baseHourlyRate = (currentFundingRatePerSecondP * SECONDS_PER_HOUR) /
             PERCENTAGE_PRECISION;
         // Long side pays when rate is positive, earns when negative
         fundingFeeLongHourlyRate = baseHourlyRate * longAprMultiplier;
@@ -63,9 +63,9 @@ const getPairHoldingFeeRates = (input) => {
     let currentBorrowingRatePerSecondP = 0;
     if (borrowingParams && borrowingData) {
         currentBorrowingRatePerSecondP = borrowingParams.borrowingRatePerSecondP;
-        // Borrowing rate * seconds per hour * current price / 100
+        // Borrowing rate * seconds per hour / 100
         borrowingFeeHourlyRate =
-            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR) /
                 PERCENTAGE_PRECISION;
     }
     // Total holding fees (funding can be negative/positive, borrowing always positive cost)

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

@@ -28,6 +28,7 @@ const buildBorrowingV1Context = (globalTradingVariables, collateralIndex, curren
         pairs,
         groups,
         collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+        pairOis: collateral.pairOis,
     };
 };
 exports.buildBorrowingV1Context = buildBorrowingV1Context;

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

@@ -1,3 +1,4 @@
+import { UnifiedPairOi } from "../../..";
 import { OpenInterest, PairIndex } from "../../types";
 import * as BorrowingFee from "./types";
 export type GetBorrowingFeeContext = {
@@ -5,6 +6,7 @@ export type GetBorrowingFeeContext = {
     groups: BorrowingFee.Group[];
     pairs: BorrowingFee.Pair[];
     collateralPriceUsd: number;
+    pairOis: UnifiedPairOi[];
 };
 /**
  * @dev Calculates borrowing fees using v1 model (block-based with groups)
@@ -17,7 +19,7 @@ export type GetBorrowingFeeContext = {
  * @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;
+export declare const getBorrowingFee: (posDai: number, pairIndex: PairIndex | undefined, long: boolean, initialAccFees: BorrowingFee.InitialAccFees, currentPairPrice: number, 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)
@@ -27,7 +29,7 @@ export declare const withinMaxGroupOi: (pairIndex: PairIndex, long: boolean, pos
     pairs: BorrowingFee.Pair[];
 }) => boolean;
 export declare const borrowingFeeUtils: {
-    getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: PairIndex, long: boolean, context: GetBorrowingFeeContext) => {
+    getPairGroupAccFeesDeltas: (i: number, pairGroups: BorrowingFee.PairGroup[], initialFees: BorrowingFee.InitialAccFees, pairIndex: PairIndex, long: boolean, currentPairPrice: number, context: GetBorrowingFeeContext) => {
         deltaGroup: number;
         deltaPair: number;
         beforeTradeOpen: boolean;

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

@@ -27,6 +27,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = exports.getBorrowingFee = void 0;
+const __1 = require("../../..");
 /**
  * @dev Calculates borrowing fees using v1 model (block-based with groups)
  * @dev Still actively used by markets that haven't migrated to v2
@@ -38,7 +39,7 @@ exports.BorrowingFee = exports.borrowingFeeUtils = exports.withinMaxGroupOi = ex
  * @param context Context with current block, fee data, and collateral price
  * @returns Borrowing fee in collateral tokens
  */
-const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
+const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, currentPairPrice, context) => {
     if (pairIndex === undefined) {
         throw new Error("pairIndex is required for borrowing fee calculations");
     }
@@ -50,12 +51,19 @@ const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
     const firstPairGroup = (pairGroups === null || pairGroups === void 0 ? void 0 : pairGroups.length) > 0 ? pairGroups[0] : undefined;
     let fee = 0;
     if (!firstPairGroup || firstPairGroup.block > initialAccFees.block) {
-        const openInterest = pairs[pairIndex].oi;
+        const openInterest = (0, __1.getPairTotalOisDynamicCollateral)(pairIndex, {
+            pairOis: context.pairOis,
+            currentPairPrice,
+        });
         fee =
             (!firstPairGroup
                 ? getPairPendingAccFee(pairIndex, context.currentBlock, long, {
                     pairs,
-                    openInterest,
+                    openInterest: {
+                        long: openInterest.long,
+                        short: openInterest.short,
+                        max: context.pairOis[pairIndex].maxCollateral,
+                    },
                     collateralPriceUsd: context.collateralPriceUsd,
                 })
                 : long
@@ -63,11 +71,12 @@ const getBorrowingFee = (posDai, pairIndex, long, initialAccFees, context) => {
                     : firstPairGroup.pairAccFeeShort) - initialAccFees.accPairFee;
     }
     for (let i = pairGroups.length; i > 0; i--) {
-        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, {
+        const { deltaGroup, deltaPair, beforeTradeOpen } = getPairGroupAccFeesDeltas(i - 1, pairGroups, initialAccFees, pairIndex, long, currentPairPrice, {
             currentBlock: context.currentBlock,
             groups,
             pairs,
             collateralPriceUsd: context.collateralPriceUsd,
+            pairOis: context.pairOis,
         });
         fee += Math.max(deltaGroup, deltaPair);
         if (beforeTradeOpen) {
@@ -101,7 +110,7 @@ const getPairGroupIndex = (pairIndex, context) => {
 const getPairPendingAccFees = (pairIndex, currentBlock, context) => {
     const { pairs, openInterest: { long, short }, collateralPriceUsd, } = context;
     const pair = pairs[pairIndex];
-    return getPendingAccFees(pair.accFeeLong, pair.accFeeShort, long, short, pair.feePerBlock, currentBlock, pair.accLastUpdatedBlock, pair.oi.max, pair.feeExponent, pair.feePerBlockCap, collateralPriceUsd);
+    return getPendingAccFees(pair.accFeeLong, pair.accFeeShort, long, short, pair.feePerBlock, currentBlock, pair.accLastUpdatedBlock, context.openInterest.max, pair.feeExponent, pair.feePerBlockCap, collateralPriceUsd);
 };
 const getPairPendingAccFee = (pairIndex, currentBlock, long, context) => {
     const { accFeeLong, accFeeShort } = getPairPendingAccFees(pairIndex, currentBlock, context);
@@ -117,20 +126,27 @@ const getGroupPendingAccFee = (groupIndex, currentBlock, long, context) => {
     const { accFeeLong, accFeeShort } = getGroupPendingAccFees(groupIndex, currentBlock, context);
     return long ? accFeeLong : accFeeShort;
 };
-const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long, context) => {
+const getPairGroupAccFeesDeltas = (i, pairGroups, initialFees, pairIndex, long, currentPairPrice, context) => {
     const group = pairGroups[i];
     const beforeTradeOpen = group.block < initialFees.block;
     let deltaGroup, deltaPair;
     if (i == pairGroups.length - 1) {
         const { currentBlock, groups, pairs, collateralPriceUsd } = context;
-        const openInterest = pairs[pairIndex].oi;
+        const openInterest = (0, __1.getPairTotalOisDynamicCollateral)(pairIndex, {
+            pairOis: context.pairOis,
+            currentPairPrice,
+        });
         deltaGroup = getGroupPendingAccFee(group.groupIndex, currentBlock, long, {
             groups,
             collateralPriceUsd,
         });
         deltaPair = getPairPendingAccFee(pairIndex, currentBlock, long, {
             pairs,
-            openInterest,
+            openInterest: {
+                long: openInterest.long,
+                short: openInterest.short,
+                max: context.pairOis[pairIndex].maxCollateral,
+            },
             collateralPriceUsd,
         });
     }
@@ -180,7 +196,7 @@ collateralPriceUsd) => {
     const maxNetOi = maxOiUsd * maxP;
     // Calculate the minimum acc fee delta (applies to both sides)
     const minDelta = minNetOi > 0
-        ? getPendingAccFeesDelta(blockDistance, feePerBlock, netOi, maxOiUsd, feeExponent)
+        ? getPendingAccFeesDelta(blockDistance, feePerBlock, minNetOi, maxOiUsd, feeExponent)
         : 0;
     // Calculate the actual acc fee (using capped oi of 100% or less)
     const delta = netOi > minNetOi

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

@@ -74,7 +74,7 @@ exports.convertPairFundingFeeDataArray = convertPairFundingFeeDataArray;
  */
 const convertPairGlobalParams = (contractParams) => {
     return {
-        maxSkewCollateral: Number(contractParams.maxSkewCollateral),
+        maxSkewCollateral: Number(contractParams.maxSkewCollateral) / 1e10,
     };
 };
 exports.convertPairGlobalParams = convertPairGlobalParams;

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

@@ -6,5 +6,6 @@ export { convertTradeFeesData, convertTradeFeesDataArray, convertUiRealizedPnlDa
 export { BorrowingFeeV2, borrowingFeeV2Utils, getPairPendingAccBorrowingFees as getPairPendingAccBorrowingFeesV2, getTradeBorrowingFeesCollateral as getTradeBorrowingFeesCollateralV2, getPairBorrowingFees as getPairBorrowingFeesV2, MAX_BORROWING_RATE_PER_SECOND as MAX_BORROWING_RATE_PER_SECOND_V2, BORROWING_V2_PRECISION, } from "./borrowingV2";
 export { convertBorrowingFeeParams as convertBorrowingFeeParamsV2, convertBorrowingFeeParamsArray as convertBorrowingFeeParamsArrayV2, convertPairBorrowingFeeData as convertPairBorrowingFeeDataV2, convertPairBorrowingFeeDataArray as convertPairBorrowingFeeDataArrayV2, convertTradeInitialAccFees as convertTradeInitialAccFeesV2, convertTradeInitialAccFeesArray as convertTradeInitialAccFeesArrayV2, createBorrowingV2Context, isValidBorrowingRate as isValidBorrowingRateV2, borrowingRateToAPR as borrowingRateToAPRV2, aprToBorrowingRate as aprToBorrowingRateV2, } from "./borrowingV2/converter";
 export { fetchBorrowingFeeParamsV2, fetchPairBorrowingFeeDataV2, fetchTradeBorrowingFeesCollateralV2, fetchPairPendingAccBorrowingFeesV2, fetchAllBorrowingV2Data, createBorrowingV2ContextFromContract, createBorrowingV2ContextFromArrays, fetchBorrowingV2DataForPairs, } from "./borrowingV2/fetcher";
+export { buildBorrowingV2Context } from "./borrowingV2/builder";
 export { FundingFees, getCurrentFundingVelocityPerYear, getSecondsToReachZeroRate, getAvgFundingRatePerSecondP, getLongShortAprMultiplier, getPairPendingAccFundingFees, getTradeFundingFeesCollateral, getTradeFundingFeesCollateralSimple, getTradeFundingFees, } from "./fundingFees";
 export { convertFundingFeeParams, convertFundingFeeParamsArray, convertPairFundingFeeData, convertPairFundingFeeDataArray, convertPairGlobalParams, convertPairGlobalParamsArray, convertTradeInitialAccFundingFees, createFundingFeeContext, isValidFundingRate, fundingRateToAPR, aprToFundingRate, calculateVelocityFromSkew, FUNDING_FEES_PRECISION, } from "./fundingFees/converter";

package/lib/trade/fees/index.js

@@ -14,8 +14,8 @@ 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.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;
+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.buildBorrowingV2Context = 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 = exports.fundingRateToAPR = void 0;
 __exportStar(require("./borrowing"), exports);
 __exportStar(require("./tiers"), exports);
 __exportStar(require("./trading"), exports);
@@ -58,6 +58,8 @@ Object.defineProperty(exports, "fetchAllBorrowingV2Data", { enumerable: true, ge
 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; } });
+var builder_1 = require("./borrowingV2/builder");
+Object.defineProperty(exports, "buildBorrowingV2Context", { enumerable: true, get: function () { return builder_1.buildBorrowingV2Context; } });
 // Funding Fees exports
 var fundingFees_1 = require("./fundingFees");
 Object.defineProperty(exports, "FundingFees", { enumerable: true, get: function () { return fundingFees_1.FundingFees; } });

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

@@ -137,7 +137,7 @@ const getTradePendingHoldingFeesCollateral = (trade, tradeInfo, tradeFeesData, c
     // Calculate v1 borrowing fees (some markets use v1 indefinitely)
     let borrowingFeeCollateral_old = 0;
     if (context.borrowingV1 && context.initialAccFees) {
-        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, trade.pairIndex, trade.long, context.initialAccFees, context.borrowingV1);
+        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, trade.pairIndex, trade.long, context.initialAccFees, currentPairPrice, context.borrowingV1);
     }
     return {
         fundingFeeCollateral,

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

@@ -6,6 +6,7 @@ import { Trade, TradeInfo, LiquidationParams, Fee, GlobalTradeFeeParams, TradeFe
 import { ComprehensivePnlResult, GetComprehensivePnlContext } from "./types";
 import { BorrowingFee } from "../fees/borrowing";
 import { ContractsVersion } from "../../contracts/types";
+import { UnifiedPairOi } from "src/markets";
 /**
  * @dev Gets trade realized PnL components from TradeFeesData
  * @dev Mirrors contract's getTradeRealizedPnlCollateral function
@@ -60,6 +61,7 @@ export type GetPnlContext = {
     fee: Fee;
     globalTradeFeeParams: GlobalTradeFeeParams;
     traderFeeMultiplier?: number;
+    pairOis: UnifiedPairOi[];
 };
 /**
  * @dev Legacy PnL calculation function

package/lib/trade/pnl/index.js

@@ -91,7 +91,7 @@ const getComprehensivePnl = (trade, marketPrice, executionPrice, tradeInfo, cont
     // Calculate position size
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
     // Calculate holding fees - always use getTradePendingHoldingFeesCollateral
-    const pendingHoldingFees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, context.tradeData.tradeFeesData, executionPrice, {
+    const pendingHoldingFees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, context.tradeData.tradeFeesData, marketPrice, {
         contractsVersion: context.core.contractsVersion,
         currentTimestamp: context.core.currentTimestamp,
         collateralPriceUsd: context.core.collateralPriceUsd,
@@ -206,11 +206,12 @@ const getPnl = (price, trade, _tradeInfo, initialAccFees, liquidationParams, use
         context.groups &&
         context.currentBlock !== undefined &&
         context.collateralPriceUsd !== undefined) {
-        pnlCollat -= (0, borrowing_1.getBorrowingFee)(posCollat * trade.leverage, trade.pairIndex, trade.long, initialAccFees, {
+        pnlCollat -= (0, borrowing_1.getBorrowingFee)(posCollat * trade.leverage, trade.pairIndex, trade.long, initialAccFees, price, {
             currentBlock: context.currentBlock,
             groups: context.groups,
             pairs: context.pairs,
             collateralPriceUsd: context.collateralPriceUsd,
+            pairOis: context.pairOis,
         });
     }
     let pnlPercentage = (pnlCollat / posCollat) * 100;

package/lib/trade/priceImpact/open/index.js

@@ -56,6 +56,7 @@ const getTradeOpeningPriceImpact = (input, context) => {
     return {
         priceAfterImpact,
         percentProfitP,
+        fixedSpreadP: spreadP,
         cumulVolPriceImpactP,
         baseSkewPriceImpactP: skewPriceImpactObject.basePriceImpactP,
         tradeSkewPriceImpactP: skewPriceImpactObject.tradePriceImpactP,

package/lib/trade/priceImpact/open/types.d.ts

@@ -35,6 +35,7 @@ export type TradeOpeningPriceImpactContext = {
 export type TradeOpeningPriceImpactResult = {
     priceAfterImpact: number;
     percentProfitP: number;
+    fixedSpreadP: number;
     cumulVolPriceImpactP: number;
     baseSkewPriceImpactP: number;
     tradeSkewPriceImpactP: number;

package/lib/trade/types.d.ts

@@ -719,5 +719,16 @@ export declare enum PairIndex {
     SBETUSD = 393,
     PLTRUSD = 394,
     BIDUUSD = 395,
-    ROKUUSD = 396
+    ROKUUSD = 396,
+    LMTUSD = 397,
+    RIOTUSD = 398,
+    MARAUSD = 399,
+    LOKAUSD = 400,
+    STOUSD = 401,
+    FUNUSD = 402,
+    KNCUSD = 403,
+    HUSD = 404,
+    ICNTUSD = 405,
+    NEWTUSD = 406,
+    PUMPUSD = 407
 }

package/lib/trade/types.js

@@ -426,4 +426,15 @@ var PairIndex;
     PairIndex[PairIndex["PLTRUSD"] = 394] = "PLTRUSD";
     PairIndex[PairIndex["BIDUUSD"] = 395] = "BIDUUSD";
     PairIndex[PairIndex["ROKUUSD"] = 396] = "ROKUUSD";
+    PairIndex[PairIndex["LMTUSD"] = 397] = "LMTUSD";
+    PairIndex[PairIndex["RIOTUSD"] = 398] = "RIOTUSD";
+    PairIndex[PairIndex["MARAUSD"] = 399] = "MARAUSD";
+    PairIndex[PairIndex["LOKAUSD"] = 400] = "LOKAUSD";
+    PairIndex[PairIndex["STOUSD"] = 401] = "STOUSD";
+    PairIndex[PairIndex["FUNUSD"] = 402] = "FUNUSD";
+    PairIndex[PairIndex["KNCUSD"] = 403] = "KNCUSD";
+    PairIndex[PairIndex["HUSD"] = 404] = "HUSD";
+    PairIndex[PairIndex["ICNTUSD"] = 405] = "ICNTUSD";
+    PairIndex[PairIndex["NEWTUSD"] = 406] = "NEWTUSD";
+    PairIndex[PairIndex["PUMPUSD"] = 407] = "PUMPUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.0.0-rc1",
+  "version": "1.0.0-rc10",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [