@gainsnetwork/sdk 1.0.1-rc1 → 1.0.2-rc1

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.d.ts

@@ -2,22 +2,19 @@
  * @dev Trade effective leverage calculations
  * @dev Mirrors contract's TradingCommonUtils.getTradeNewEffectiveLeverage
  */
-import { TradeEffectiveLeverageInput, TradeEffectiveLeverageContext, TradeEffectiveLeverageResult } from "./types";
-export type { TradeEffectiveLeverageInput, TradeEffectiveLeverageContext, TradeEffectiveLeverageResult, };
-export { buildTradeEffectiveLeverageContext } from "./builder";
+import { TradeEffectiveLeverageInput, TradeEffectiveLeverageResult } from "./types";
+export type { TradeEffectiveLeverageInput, TradeEffectiveLeverageResult };
 /**
  * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
  * @dev Effective leverage increases when PnL is negative and decreases when positive
  * @dev Mirrors contract's getTradeNewEffectiveLeverage function
  * @param input Trade parameters including new position values
- * @param context Combined context for calculations
  * @returns Effective leverage and related values
  */
-export declare const getTradeNewEffectiveLeverage: (input: TradeEffectiveLeverageInput, context: TradeEffectiveLeverageContext) => TradeEffectiveLeverageResult;
+export declare const getTradeNewEffectiveLeverage: (input: TradeEffectiveLeverageInput) => TradeEffectiveLeverageResult;
 /**
- * @dev Simplified version for existing positions (no opening fees)
+ * @dev Simplified version for existing positions
  * @param input Trade parameters
- * @param context Combined context
  * @returns Effective leverage and related values
  */
-export declare const getTradeEffectiveLeverage: (input: Omit<TradeEffectiveLeverageInput, "openingFeesCollateral">, context: TradeEffectiveLeverageContext) => TradeEffectiveLeverageResult;
+export declare const getTradeEffectiveLeverage: (input: TradeEffectiveLeverageInput) => TradeEffectiveLeverageResult;

package/lib/trade/effectiveLeverage/getTradeNewEffectiveLeverage.js

@@ -1,64 +1,42 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = exports.buildTradeEffectiveLeverageContext = void 0;
-const __1 = require("..");
-var builder_1 = require("./builder");
-Object.defineProperty(exports, "buildTradeEffectiveLeverageContext", { enumerable: true, get: function () { return builder_1.buildTradeEffectiveLeverageContext; } });
+exports.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = void 0;
 /**
  * @dev Calculates the effective leverage of a trade accounting for unrealized PnL
  * @dev Effective leverage increases when PnL is negative and decreases when positive
  * @dev Mirrors contract's getTradeNewEffectiveLeverage function
  * @param input Trade parameters including new position values
- * @param context Combined context for calculations
  * @returns Effective leverage and related values
  */
-const getTradeNewEffectiveLeverage = (input, context) => {
-    const { trade, newOpenPrice, newCollateralAmount, newLeverage, currentPairPrice, openingFeesCollateral, } = input;
-    const { closingPriceImpactContext } = context;
+const getTradeNewEffectiveLeverage = (input) => {
+    const { newOpenPrice, newCollateralAmount, newLeverage, currentPairPrice, tradeValueCollateral, } = input;
     // Calculate new position size
     const newPositionSize = newCollateralAmount * newLeverage;
-    // Calculate price impact for closing at current price
-    const closingPriceImpact = (0, __1.getTradeClosingPriceImpact)({
-        trade: Object.assign(Object.assign({}, trade), { openPrice: newOpenPrice, collateralAmount: newCollateralAmount, leverage: newLeverage }),
-        oraclePrice: currentPairPrice,
-        positionSizeCollateral: newPositionSize,
-        currentPairPrice: currentPairPrice,
-        useCumulativeVolPriceImpact: true,
-        collateralIndex: trade.collateralIndex,
-        pairIndex: trade.pairIndex,
-        pairSpreadP: context.baseSpreadP,
-        contractsVersion: closingPriceImpactContext.tradeInfo.contractsVersion,
-    }, closingPriceImpactContext);
-    // Calculate unrealized PnL
-    // For longs: (exitPrice - entryPrice) * positionSizeToken
-    // For shorts: (entryPrice - exitPrice) * positionSizeToken
-    const priceDiff = trade.long
-        ? closingPriceImpact.priceAfterImpact - newOpenPrice
-        : newOpenPrice - closingPriceImpact.priceAfterImpact;
-    const unrealizedPnl = priceDiff * closingPriceImpact.positionSizeToken;
-    // Calculate effective collateral (collateral + PnL - fees)
-    // Note: fees are subtracted because they reduce the effective collateral
-    const effectiveCollateral = newCollateralAmount + unrealizedPnl - openingFeesCollateral;
-    // Calculate effective leverage
-    // If effective collateral is <= 0, leverage is effectively infinite
-    const effectiveLeverage = effectiveCollateral > 0
-        ? newPositionSize / effectiveCollateral
+    // Calculate dynamic position size (matching on-chain logic)
+    // This adjusts position size based on current price vs open price
+    const newPosSizeCollateralDynamic = (newPositionSize * currentPairPrice) / newOpenPrice;
+    // Use the provided trade value as margin value
+    // This already includes collateral + PnL with price impact - fees
+    const newMarginValueCollateral = tradeValueCollateral;
+    // Calculate effective leverage (matching on-chain)
+    // If margin value is <= 0, leverage is effectively infinite
+    const effectiveLeverage = newMarginValueCollateral > 0
+        ? newPosSizeCollateralDynamic / newMarginValueCollateral
         : Number.MAX_SAFE_INTEGER;
     return {
         effectiveLeverage,
-        unrealizedPnl,
-        effectiveCollateral,
+        unrealizedPnl: tradeValueCollateral - newCollateralAmount,
+        effectiveCollateral: newMarginValueCollateral,
         positionSize: newPositionSize,
     };
 };
 exports.getTradeNewEffectiveLeverage = getTradeNewEffectiveLeverage;
 /**
- * @dev Simplified version for existing positions (no opening fees)
+ * @dev Simplified version for existing positions
  * @param input Trade parameters
- * @param context Combined context
  * @returns Effective leverage and related values
  */
-const getTradeEffectiveLeverage = (input, context) => {
-    return (0, exports.getTradeNewEffectiveLeverage)(Object.assign(Object.assign({}, input), { openingFeesCollateral: 0 }), context);
+const getTradeEffectiveLeverage = (input) => {
+    return (0, exports.getTradeNewEffectiveLeverage)(input);
 };
 exports.getTradeEffectiveLeverage = getTradeEffectiveLeverage;

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

@@ -1,3 +1,2 @@
 export * from "./types";
-export * from "./builder";
 export { getTradeNewEffectiveLeverage, getTradeEffectiveLeverage, } from "./getTradeNewEffectiveLeverage";

package/lib/trade/effectiveLeverage/index.js

@@ -16,7 +16,6 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getTradeEffectiveLeverage = exports.getTradeNewEffectiveLeverage = void 0;
 __exportStar(require("./types"), exports);
-__exportStar(require("./builder"), exports);
 var getTradeNewEffectiveLeverage_1 = require("./getTradeNewEffectiveLeverage");
 Object.defineProperty(exports, "getTradeNewEffectiveLeverage", { enumerable: true, get: function () { return getTradeNewEffectiveLeverage_1.getTradeNewEffectiveLeverage; } });
 Object.defineProperty(exports, "getTradeEffectiveLeverage", { enumerable: true, get: function () { return getTradeNewEffectiveLeverage_1.getTradeEffectiveLeverage; } });

package/lib/trade/effectiveLeverage/types.d.ts

@@ -1,7 +1,7 @@
 /**
  * @dev Types for trade effective leverage calculations
  */
-import { Trade, TradeClosingPriceImpactContext } from "..";
+import { Trade } from "..";
 /**
  * @dev Input parameters for effective leverage calculation
  * @dev Mirrors contract's parameters for getTradeNewEffectiveLeverage
@@ -12,16 +12,13 @@ export type TradeEffectiveLeverageInput = {
     newCollateralAmount: number;
     newLeverage: number;
     currentPairPrice: number;
-    openingFeesCollateral: number;
+    tradeValueCollateral: number;
 };
 /**
  * @dev Context for effective leverage calculation
- * Includes closing price impact context for PnL calculations
+ * Simplified context since price impact is now included in tradeValueCollateral
  */
-export type TradeEffectiveLeverageContext = {
-    closingPriceImpactContext: TradeClosingPriceImpactContext;
-    baseSpreadP: number;
-};
+export type TradeEffectiveLeverageContext = {};
 /**
  * @dev Result of effective leverage calculation
  */

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

@@ -49,25 +49,17 @@ 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
@@ -112,8 +104,6 @@ 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 {
@@ -123,7 +113,6 @@ 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;
@@ -132,8 +121,6 @@ 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 {
@@ -141,9 +128,6 @@ 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 };
     }
 };
@@ -201,14 +185,10 @@ 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) ||
@@ -230,9 +210,6 @@ 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
@@ -240,9 +217,6 @@ 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,
@@ -275,12 +249,6 @@ 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/pnl/index.js

@@ -141,8 +141,7 @@ const getComprehensivePnl = (trade, marketPrice, executionPrice, tradeInfo, cont
     // This is what the trader would get if closing the position
     const realizedPnlCollateral = impactPnlCollateral - totalFees + totalRealizedPnlCollateral;
     const realizedPnlPercent = (realizedPnlCollateral / trade.collateralAmount) * 100;
-    // Calculate trade value using execution price (what trader would receive)
-    const tradeValue = (0, exports.getTradeValue)(trade.collateralAmount, impactPnlPercent, totalFees);
+    const tradeValue = trade.collateralAmount + realizedPnlCollateral;
     return {
         // Raw PnL values (using market price, no price impact)
         pnlPercent: rawPnlPercent,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.0.1-rc1",
+  "version": "1.0.2-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [