@gainsnetwork/sdk 1.0.0-rc9 → 1.0.1-rc1

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

@@ -4,6 +4,7 @@
  */
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.buildFundingContext = void 0;
+const index_1 = require("../../../markets/oi/index");
 /**
  * @dev Builds funding fees sub-context for a specific pair
  */
@@ -16,6 +17,9 @@ const buildFundingContext = (globalTradingVariables, collateralIndex, pairIndex,
     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];
+    const netExposureToken = (0, index_1.getPairV10OiTokenSkewCollateral)(pairIndex, {
+        pairOis: collateral.pairOis,
+    });
     if (!params || !data) {
         return undefined;
     }
@@ -29,7 +33,7 @@ const buildFundingContext = (globalTradingVariables, collateralIndex, pairIndex,
             }
             : undefined,
         currentTimestamp,
-        // TODO: Add net exposure when available
+        netExposureToken,
     };
 };
 exports.buildFundingContext = buildFundingContext;

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/fundingFees/index.js

@@ -49,17 +49,25 @@ const getCurrentFundingVelocityPerYear = (netExposureToken, netExposureUsd, skew
     if (netExposureToken === 0 ||
         skewCoefficientPerYear === 0 ||
         absoluteVelocityPerYearCap === 0) {
+        console.log("netExposureToken", netExposureToken);
+        console.log("skewCoefficientPerYear", skewCoefficientPerYear);
+        console.log("absoluteVelocityPerYearCap", absoluteVelocityPerYearCap);
         return 0;
     }
     // Check theta threshold
     const absNetExposureUsd = Math.abs(netExposureUsd);
     if (absNetExposureUsd < thetaThresholdUsd) {
+        console.log("absNetExposureUsd", absNetExposureUsd);
+        console.log("thetaThresholdUsd", thetaThresholdUsd);
         return 0;
     }
     // Calculate absolute velocity
     const absoluteVelocityPerYear = Math.abs(netExposureToken) * skewCoefficientPerYear;
     // Apply cap
     const cappedAbsoluteVelocity = Math.min(absoluteVelocityPerYear, absoluteVelocityPerYearCap);
+    console.log("absoluteVelocityPerYear", absoluteVelocityPerYear);
+    console.log("absoluteVelocityPerYearCap", absoluteVelocityPerYearCap);
+    console.log("cappedAbsoluteVelocity", cappedAbsoluteVelocity);
     // Return with proper sign
     return netExposureToken < 0
         ? -cappedAbsoluteVelocity
@@ -104,6 +112,8 @@ const getAvgFundingRatePerSecondP = (lastFundingRatePerSecondP, absoluteRatePerS
         };
     }
     const ratePerSecondCap = absoluteRatePerSecondCap * (currentVelocityPerYear < 0 ? -1 : 1);
+    console.log("ratePerSecondCap", ratePerSecondCap);
+    console.log("lastFundingRatePerSecondP", lastFundingRatePerSecondP);
     // If rate is already at cap, just return it
     if (ratePerSecondCap === lastFundingRatePerSecondP) {
         return {
@@ -113,6 +123,7 @@ const getAvgFundingRatePerSecondP = (lastFundingRatePerSecondP, absoluteRatePerS
     }
     const secondsToReachCap = ((ratePerSecondCap - lastFundingRatePerSecondP) * ONE_YEAR) /
         currentVelocityPerYear;
+    console.log("secondsToReachCap", secondsToReachCap);
     if (secondsSinceLastUpdate > secondsToReachCap) {
         // Rate reached cap during this period
         const currentFundingRatePerSecondP = ratePerSecondCap;
@@ -121,6 +132,8 @@ const getAvgFundingRatePerSecondP = (lastFundingRatePerSecondP, absoluteRatePerS
         const avgFundingRatePerSecondP = (avgFundingRatePerSecondP_1 * secondsToReachCap +
             ratePerSecondCap * (secondsSinceLastUpdate - secondsToReachCap)) /
             secondsSinceLastUpdate;
+        console.log("Reached cap");
+        console.log("avgFundingRatePerSecondP", avgFundingRatePerSecondP);
         return { avgFundingRatePerSecondP, currentFundingRatePerSecondP };
     }
     else {
@@ -128,6 +141,9 @@ const getAvgFundingRatePerSecondP = (lastFundingRatePerSecondP, absoluteRatePerS
         const currentFundingRatePerSecondP = lastFundingRatePerSecondP +
             (secondsSinceLastUpdate * currentVelocityPerYear) / ONE_YEAR;
         const avgFundingRatePerSecondP = (lastFundingRatePerSecondP + currentFundingRatePerSecondP) / 2;
+        console.log("Not reached cap");
+        console.log("avgFundingRatePerSecondP", avgFundingRatePerSecondP);
+        console.log("currentFundingRatePerSecondP", currentFundingRatePerSecondP);
         return { avgFundingRatePerSecondP, currentFundingRatePerSecondP };
     }
 };
@@ -185,10 +201,14 @@ const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToke
         };
     }
     const secondsSinceLastUpdate = currentTimestamp - data.lastFundingUpdateTs;
+    console.log("secondsSinceLastUpdate", secondsSinceLastUpdate);
     // Calculate current velocity
     const currentVelocityPerYear = (0, exports.getCurrentFundingVelocityPerYear)(netExposureToken, netExposureUsd, params.skewCoefficientPerYear, params.absoluteVelocityPerYearCap, params.thetaThresholdUsd);
     // Get average and current funding rates
     const { avgFundingRatePerSecondP, currentFundingRatePerSecondP } = (0, exports.getAvgFundingRatePerSecondP)(data.lastFundingRatePerSecondP, params.absoluteRatePerSecondCap, currentVelocityPerYear, secondsSinceLastUpdate);
+    console.log("currentVelocityPerYear", currentVelocityPerYear);
+    console.log("avgFundingRatePerSecondP", avgFundingRatePerSecondP);
+    console.log("currentFundingRatePerSecondP", currentFundingRatePerSecondP);
     // Check if we need to handle rate sign change
     const rateChangedSign = params.aprMultiplierEnabled &&
         ((currentFundingRatePerSecondP > 0 && data.lastFundingRatePerSecondP < 0) ||
@@ -210,6 +230,9 @@ const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToke
         const { longAprMultiplier: longMultiplier2, shortAprMultiplier: shortMultiplier2, } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP_2, pairOiToken.oiLongToken, pairOiToken.oiShortToken, true);
         accFundingFeeLongP += fundingFeesDeltaP_2 * longMultiplier2;
         accFundingFeeShortP -= fundingFeesDeltaP_2 * shortMultiplier2;
+        console.log("Rate changed sign");
+        console.log("accFundingFeeLongP", accFundingFeeLongP);
+        console.log("accFundingFeeShortP", accFundingFeeShortP);
     }
     else {
         // Single period calculation
@@ -217,6 +240,9 @@ const getPairPendingAccFundingFees = (params, data, currentPairPrice, pairOiToke
         const { longAprMultiplier, shortAprMultiplier } = (0, exports.getLongShortAprMultiplier)(avgFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, params.aprMultiplierEnabled);
         accFundingFeeLongP += fundingFeesDeltaP * longAprMultiplier;
         accFundingFeeShortP -= fundingFeesDeltaP * shortAprMultiplier;
+        console.log("Single period calculation");
+        console.log("accFundingFeeLongP", accFundingFeeLongP);
+        console.log("accFundingFeeShortP", accFundingFeeShortP);
     }
     return {
         accFundingFeeLongP,
@@ -238,6 +264,7 @@ const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentP
     if (tradeInfo.contractsVersion < types_1.ContractsVersion.V10) {
         return 0;
     }
+    context.netExposureUsd = (context.netExposureToken || 0) * currentPairPrice;
     const positionSizeCollateral = trade.collateralAmount * trade.leverage;
     if (!context.params.fundingFeesEnabled) {
         return 0;
@@ -248,6 +275,12 @@ const getTradeFundingFeesCollateral = (trade, tradeInfo, tradeFeesData, currentP
         ? accFundingFeeLongP
         : accFundingFeeShortP;
     const fundingFeeDelta = currentAccFundingFeeP - tradeFeesData.initialAccFundingFeeP;
+    console.log("currentAccFundingFeeP", currentAccFundingFeeP);
+    console.log("tradeFeesData.initialAccFundingFeeP", tradeFeesData.initialAccFundingFeeP);
+    console.log("fundingFeeDelta", fundingFeeDelta);
+    console.log("positionSizeCollateral", positionSizeCollateral);
+    console.log("trade.openPrice", trade.openPrice);
+    console.log("Final:", (positionSizeCollateral * fundingFeeDelta) / trade.openPrice / 100);
     return (positionSizeCollateral * fundingFeeDelta) / trade.openPrice / 100;
 };
 exports.getTradeFundingFeesCollateral = getTradeFundingFeesCollateral;

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

@@ -0,0 +1,46 @@
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+import { FundingFeeParams, PairFundingFeeData, PairOiAfterV10 } from "../fundingFees/types";
+import { BorrowingFeeParams, PairBorrowingFeeData } from "../borrowingV2/types";
+export type HoldingFeeRates = {
+    longHourlyRate: number;
+    shortHourlyRate: number;
+    fundingFeeLongHourlyRate: number;
+    fundingFeeShortHourlyRate: number;
+    borrowingFeeHourlyRate: number;
+    currentFundingRatePerSecondP: number;
+    currentBorrowingRatePerSecondP: number;
+};
+export type GetPairHoldingFeeRatesInput = {
+    fundingParams: FundingFeeParams;
+    fundingData: PairFundingFeeData;
+    pairOiToken: PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    borrowingParams: BorrowingFeeParams | null;
+    borrowingData: PairBorrowingFeeData | null;
+    currentPairPrice: number;
+    currentTimestamp: number;
+};
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+export declare const getPairHoldingFeeRates: (input: GetPairHoldingFeeRatesInput) => HoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+export declare const convertRatePerSecondToAPR: (ratePerSecond: number) => number;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+export declare const formatHoldingFeeRate: (rate: number, decimals?: number) => string;
+export * as HoldingFees from "./types";

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

@@ -0,0 +1,105 @@
+"use strict";
+/**
+ * @dev Holding fees calculation utilities for v10+ markets
+ * @dev Combines funding fees and borrowing v2 fees
+ */
+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;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.HoldingFees = exports.formatHoldingFeeRate = exports.convertRatePerSecondToAPR = exports.getPairHoldingFeeRates = void 0;
+const fundingFees_1 = require("../fundingFees");
+const SECONDS_PER_HOUR = 3600;
+const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
+const PERCENTAGE_PRECISION = 100;
+/**
+ * @dev Calculates current holding fee rates per hour for display
+ * @param input Input parameters for calculation
+ * @returns Holding fee rates per hour with breakdown
+ */
+const getPairHoldingFeeRates = (input) => {
+    const { fundingParams, fundingData, pairOiToken, netExposureToken, netExposureUsd, borrowingParams, borrowingData, currentPairPrice, currentTimestamp, } = input;
+    // Calculate funding fee rates
+    let fundingFeeLongHourlyRate = 0;
+    let fundingFeeShortHourlyRate = 0;
+    let currentFundingRatePerSecondP = 0;
+    if (fundingParams.fundingFeesEnabled) {
+        // Get current funding rate
+        const pendingFunding = (0, fundingFees_1.getPairPendingAccFundingFees)(fundingParams, fundingData, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp);
+        currentFundingRatePerSecondP = pendingFunding.currentFundingRatePerSecondP;
+        // 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) /
+            PERCENTAGE_PRECISION;
+        // Long side pays when rate is positive, earns when negative
+        fundingFeeLongHourlyRate = baseHourlyRate * longAprMultiplier;
+        // Short side is opposite
+        fundingFeeShortHourlyRate = -baseHourlyRate * shortAprMultiplier;
+    }
+    // Calculate borrowing v2 rates
+    let borrowingFeeHourlyRate = 0;
+    let currentBorrowingRatePerSecondP = 0;
+    if (borrowingParams && borrowingData) {
+        currentBorrowingRatePerSecondP = borrowingParams.borrowingRatePerSecondP;
+        // Borrowing rate * seconds per hour * current price / 100
+        borrowingFeeHourlyRate =
+            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
+                PERCENTAGE_PRECISION;
+    }
+    // Total holding fees (funding can be negative/positive, borrowing always positive cost)
+    const longHourlyRate = fundingFeeLongHourlyRate + borrowingFeeHourlyRate;
+    const shortHourlyRate = fundingFeeShortHourlyRate + borrowingFeeHourlyRate;
+    return {
+        longHourlyRate,
+        shortHourlyRate,
+        fundingFeeLongHourlyRate,
+        fundingFeeShortHourlyRate,
+        borrowingFeeHourlyRate,
+        currentFundingRatePerSecondP,
+        currentBorrowingRatePerSecondP,
+    };
+};
+exports.getPairHoldingFeeRates = getPairHoldingFeeRates;
+/**
+ * @dev Converts a per-second rate to annual percentage rate (APR)
+ * @param ratePerSecond Rate per second
+ * @returns Annual percentage rate
+ */
+const convertRatePerSecondToAPR = (ratePerSecond) => {
+    return ratePerSecond * SECONDS_PER_YEAR * PERCENTAGE_PRECISION;
+};
+exports.convertRatePerSecondToAPR = convertRatePerSecondToAPR;
+/**
+ * @dev Formats a holding fee rate for display
+ * @param rate Hourly rate (can be negative)
+ * @param decimals Number of decimal places
+ * @returns Formatted string with sign
+ */
+const formatHoldingFeeRate = (rate, decimals = 4) => {
+    const sign = rate > 0 ? "+" : "";
+    return `${sign}${rate.toFixed(decimals)}%`;
+};
+exports.formatHoldingFeeRate = formatHoldingFeeRate;
+exports.HoldingFees = __importStar(require("./types"));

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

@@ -0,0 +1,23 @@
+/**
+ * @dev Type definitions for holding fees (funding + borrowing v2)
+ */
+export interface HoldingFeeRates {
+    longHourlyRate: number;
+    shortHourlyRate: number;
+    fundingFeeLongHourlyRate: number;
+    fundingFeeShortHourlyRate: number;
+    borrowingFeeHourlyRate: number;
+    currentFundingRatePerSecondP: number;
+    currentBorrowingRatePerSecondP: number;
+}
+export interface GetPairHoldingFeeRatesInput {
+    fundingParams: import("../fundingFees/types").FundingFeeParams;
+    fundingData: import("../fundingFees/types").PairFundingFeeData;
+    pairOiToken: import("../fundingFees/types").PairOiAfterV10;
+    netExposureToken: number;
+    netExposureUsd: number;
+    borrowingParams: import("../borrowingV2/types").BorrowingFeeParams | null;
+    borrowingData: import("../borrowingV2/types").PairBorrowingFeeData | null;
+    currentPairPrice: number;
+    currentTimestamp: number;
+}

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

@@ -0,0 +1,5 @@
+"use strict";
+/**
+ * @dev Type definitions for holding fees (funding + borrowing v2)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });

package/lib/trade/fees/trading/holdingFees.d.ts

@@ -0,0 +1,28 @@
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+import { Trade, TradeInfo, TradeFeesData } from "../../types";
+import { TradeHoldingFees } from "./types";
+import { ContractsVersion } from "../../../contracts/types";
+import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
+/**
+ * @dev Context for holding fees calculation with structured sub-contexts
+ */
+export type GetStructuredHoldingFeesContext = {
+    contractsVersion: ContractsVersion;
+    currentTimestamp: number;
+    collateralPriceUsd: number;
+    borrowingV1?: BorrowingV1SubContext;
+    borrowingV2?: BorrowingV2SubContext;
+    funding?: FundingFeesSubContext;
+};
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;

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

@@ -0,0 +1,66 @@
+"use strict";
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradePendingHoldingFeesCollateralStructured = void 0;
+const types_1 = require("../../../contracts/types");
+const borrowing_1 = require("../borrowing");
+const borrowingV2_1 = require("../borrowingV2");
+const pairContext_1 = require("../fundingFees/pairContext");
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // Calculate funding fees (v10+ only)
+    let fundingFeeCollateral = 0;
+    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
+        context.funding &&
+        tradeFeesData.initialAccFundingFeeP !== undefined) {
+        fundingFeeCollateral = (0, pairContext_1.getPairTradeFundingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            long: trade.long,
+            currentPairPrice,
+            initialAccFundingFeeP: tradeFeesData.initialAccFundingFeeP,
+        }, context.funding // TODO: Fix types once funding types are properly imported
+        );
+    }
+    // Calculate borrowing fees v2
+    let borrowingFeeCollateral = 0;
+    if (context.borrowingV2 && tradeFeesData.initialAccBorrowingFeeP !== undefined) {
+        borrowingFeeCollateral = (0, borrowingV2_1.getPairTradeBorrowingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            currentPairPrice,
+            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
+            currentTimestamp: context.currentTimestamp,
+        }, context.borrowingV2);
+    }
+    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
+    let borrowingFeeCollateral_old = 0;
+    if (context.borrowingV1) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getPairBorrowingFee)(positionSizeCollateral, trade.long, context.borrowingV1.initialAccFees || { accPairFee: 0, accGroupFee: 0, block: 0 }, {
+            currentBlock: context.borrowingV1.currentBlock,
+            group: context.borrowingV1.group,
+            pair: context.borrowingV1.pair,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
+    }
+    return {
+        fundingFeeCollateral,
+        borrowingFeeCollateral,
+        borrowingFeeCollateral_old,
+        totalFeeCollateral: fundingFeeCollateral +
+            borrowingFeeCollateral +
+            borrowingFeeCollateral_old,
+    };
+};
+exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

package/lib/trade/fees/trading/holdingFeesStructured.d.ts

@@ -0,0 +1,28 @@
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+import { Trade, TradeInfo, TradeFeesData } from "../../types";
+import { TradeHoldingFees } from "./types";
+import { ContractsVersion } from "../../../contracts/types";
+import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
+/**
+ * @dev Context for holding fees calculation with structured sub-contexts
+ */
+export type GetStructuredHoldingFeesContext = {
+    contractsVersion: ContractsVersion;
+    currentTimestamp: number;
+    collateralPriceUsd: number;
+    borrowingV1?: BorrowingV1SubContext;
+    borrowingV2?: BorrowingV2SubContext;
+    funding?: FundingFeesSubContext;
+};
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;

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

@@ -0,0 +1,66 @@
+"use strict";
+/**
+ * @dev Holding fees calculation for structured contexts
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTradePendingHoldingFeesCollateralStructured = void 0;
+const types_1 = require("../../../contracts/types");
+const borrowing_1 = require("../borrowing");
+const borrowingV2_1 = require("../borrowingV2");
+const fundingFees_1 = require("../fundingFees");
+/**
+ * @dev Calculates total holding fees using structured context
+ * @param trade The trade to calculate fees for
+ * @param tradeInfo Trade info containing contracts version
+ * @param tradeFeesData Trade fees data containing initial acc fees
+ * @param currentPairPrice Current pair price
+ * @param context Structured context with sub-contexts for each fee type
+ * @returns Object containing all holding fee components
+ */
+const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
+    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
+    // Calculate funding fees (v10+ only)
+    let fundingFeeCollateral = 0;
+    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
+        context.funding &&
+        tradeFeesData.initialAccFundingFeeP !== undefined) {
+        fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, Object.assign(Object.assign({}, context.funding), { currentTimestamp: context.currentTimestamp }) // TODO: Fix types once funding types are properly imported
+        );
+    }
+    // Calculate borrowing fees v2
+    let borrowingFeeCollateral = 0;
+    if (context.borrowingV2 &&
+        tradeFeesData.initialAccBorrowingFeeP !== undefined) {
+        borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
+            positionSizeCollateral,
+            openPrice: trade.openPrice,
+            currentPairPrice,
+            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
+            currentTimestamp: context.currentTimestamp,
+        }, context.borrowingV2);
+    }
+    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
+    let borrowingFeeCollateral_old = 0;
+    if (context.borrowingV1) {
+        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, undefined, // pairIndex not needed for pair-specific context
+        trade.long, context.borrowingV1.initialAccFees || {
+            accPairFee: 0,
+            accGroupFee: 0,
+            block: 0,
+        }, {
+            currentBlock: context.borrowingV1.currentBlock,
+            group: context.borrowingV1.group,
+            pair: context.borrowingV1.pair,
+            collateralPriceUsd: context.collateralPriceUsd,
+        });
+    }
+    return {
+        fundingFeeCollateral,
+        borrowingFeeCollateral,
+        borrowingFeeCollateral_old,
+        totalFeeCollateral: fundingFeeCollateral +
+            borrowingFeeCollateral +
+            borrowingFeeCollateral_old,
+    };
+};
+exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

package/lib/trade/types.d.ts

@@ -730,5 +730,10 @@ export declare enum PairIndex {
     HUSD = 404,
     ICNTUSD = 405,
     NEWTUSD = 406,
-    PUMPUSD = 407
+    PUMPUSD = 407,
+    SAROSUSD = 408,
+    SPKUSD = 409,
+    ERAUSD = 410,
+    BGSCUSD = 411,
+    TAGUSD = 412
 }

package/lib/trade/types.js

@@ -437,4 +437,9 @@ var PairIndex;
     PairIndex[PairIndex["ICNTUSD"] = 405] = "ICNTUSD";
     PairIndex[PairIndex["NEWTUSD"] = 406] = "NEWTUSD";
     PairIndex[PairIndex["PUMPUSD"] = 407] = "PUMPUSD";
+    PairIndex[PairIndex["SAROSUSD"] = 408] = "SAROSUSD";
+    PairIndex[PairIndex["SPKUSD"] = 409] = "SPKUSD";
+    PairIndex[PairIndex["ERAUSD"] = 410] = "ERAUSD";
+    PairIndex[PairIndex["BGSCUSD"] = 411] = "BGSCUSD";
+    PairIndex[PairIndex["TAGUSD"] = 412] = "TAGUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.0.0-rc9",
+  "version": "1.0.1-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [