@gainsnetwork/sdk 1.0.0-rc3 → 1.0.0-rc5

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/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

@@ -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/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.0.0-rc3",
+  "version": "1.0.0-rc5",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [