@gainsnetwork/sdk 1.0.4 → 1.0.5-rc1

package/lib/constants.d.ts

@@ -412,6 +412,7 @@ export declare const pairs: {
     "ERA/USD": string;
     "BGSC/USD": string;
     "TAG/USD": string;
+    "WLFI/USD": string;
 };
 export declare const syntheticPairs: Set<string>;
 export declare const parentToSyntheticPairMap: Map<string, string>;

package/lib/constants.js

@@ -420,6 +420,7 @@ exports.pairs = {
     "ERA/USD": CRYPTO,
     "BGSC/USD": CRYPTO,
     "TAG/USD": CRYPTO,
+    "WLFI/USD": CRYPTO,
 };
 exports.syntheticPairs = new Set([
     "BTCDEGEN/USD",
@@ -472,7 +473,7 @@ exports.delistedPairIxs = new Set([
     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,
+    294, 296, 305, 311, 330, 349, 352, 353, 354, 355, 357, 365, 366, 395, 396, 413,
 ]);
 exports.delistedGroupsIxs = new Set([]);
 exports.DEFAULT_PROTECTION_CLOSE_FACTOR = 1;

package/lib/contracts/utils/pairs.js

@@ -518,4 +518,5 @@ const PAIR_INDEX_TO_DESCRIPTION = {
     [types_1.PairIndex.ERAUSD]: "Caldera to US Dollar",
     [types_1.PairIndex.BGSCUSD]: "BugsCoin to US Dollar",
     [types_1.PairIndex.TAGUSD]: "TAGGER to US Dollar",
+    [types_1.PairIndex.WLFIUSD]: "World Liberty Financial to US Dollar",
 };

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

@@ -1,4 +1,3 @@
-/// <reference types="mocha" />
 import type { GNSMultiCollatDiamond } from "../../../contracts/types/generated";
 import { BorrowingFeeV2 } from ".";
 /**

package/lib/trade/liquidation.d.ts

@@ -0,0 +1,12 @@
+import { GetBorrowingFeeContext, BorrowingFee } from "./fees";
+import { Fee, LiquidationParams, Trade, UserPriceImpact } from "./types";
+import { ContractsVersion } from "../contracts/types";
+export type GetLiquidationPriceContext = GetBorrowingFeeContext & {
+    liquidationParams: LiquidationParams | undefined;
+    pairSpreadP: number | undefined;
+    collateralPriceUsd: number | undefined;
+    contractsVersion: ContractsVersion | undefined;
+    userPriceImpact?: UserPriceImpact | undefined;
+};
+export declare const getLiquidationPrice: (trade: Trade, fee: Fee, initialAccFees: BorrowingFee.InitialAccFees, context: GetLiquidationPriceContext) => number;
+export declare const getLiqPnlThresholdP: (liquidationParams: LiquidationParams | undefined, leverage: number | undefined) => number;

package/lib/trade/liquidation.js

@@ -0,0 +1,55 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getLiqPnlThresholdP = exports.getLiquidationPrice = void 0;
+const fees_1 = require("./fees");
+const spread_1 = require("./spread");
+const types_1 = require("../contracts/types");
+const getLiquidationPrice = (trade, fee, initialAccFees, context) => {
+    var _a, _b;
+    const closingFee = (0, fees_1.getClosingFee)(trade.collateralAmount, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd);
+    const borrowingFee = (0, fees_1.getBorrowingFee)(trade.collateralAmount * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
+    const liqThresholdP = (0, exports.getLiqPnlThresholdP)(context.liquidationParams, trade.leverage);
+    let liqPriceDistance = (trade.openPrice *
+        (trade.collateralAmount * liqThresholdP - (borrowingFee + closingFee))) /
+        trade.collateralAmount /
+        trade.leverage;
+    if ((context === null || context === void 0 ? void 0 : context.contractsVersion) !== undefined &&
+        context.contractsVersion >= types_1.ContractsVersion.V9_2 &&
+        ((((_a = context === null || context === void 0 ? void 0 : context.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
+            context.liquidationParams.maxLiqSpreadP > 0) ||
+            (((_b = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _b === void 0 ? void 0 : _b.fixedSpreadP) !== undefined &&
+                context.userPriceImpact.fixedSpreadP > 0))) {
+        const closingSpreadP = (0, spread_1.getSpreadP)(context.pairSpreadP, true, context.liquidationParams, context.userPriceImpact);
+        liqPriceDistance -= trade.openPrice * closingSpreadP;
+    }
+    return trade.long
+        ? Math.max(trade.openPrice - liqPriceDistance, 0)
+        : Math.max(trade.openPrice + liqPriceDistance, 0);
+};
+exports.getLiquidationPrice = getLiquidationPrice;
+const getLiqPnlThresholdP = (liquidationParams, leverage) => {
+    if (liquidationParams === undefined ||
+        leverage === undefined ||
+        liquidationParams.maxLiqSpreadP === 0 ||
+        liquidationParams.startLiqThresholdP === 0 ||
+        liquidationParams.endLiqThresholdP === 0 ||
+        liquidationParams.startLeverage === 0 ||
+        liquidationParams.endLeverage === 0) {
+        return 0.9;
+    }
+    if (leverage < liquidationParams.startLeverage) {
+        return liquidationParams.startLiqThresholdP;
+    }
+    if (leverage > liquidationParams.endLeverage) {
+        return liquidationParams.endLiqThresholdP;
+    }
+    if (liquidationParams.startLiqThresholdP === liquidationParams.endLiqThresholdP) {
+        return liquidationParams.endLiqThresholdP;
+    }
+    return (liquidationParams.startLiqThresholdP -
+        ((leverage - liquidationParams.startLeverage) *
+            (liquidationParams.startLiqThresholdP -
+                liquidationParams.endLiqThresholdP)) /
+            (liquidationParams.endLeverage - liquidationParams.startLeverage));
+};
+exports.getLiqPnlThresholdP = getLiqPnlThresholdP;

package/lib/trade/pnl.d.ts

@@ -0,0 +1,10 @@
+import { GetBorrowingFeeContext } from "./fees";
+import { Fee, LiquidationParams, Trade, TradeInfo, TradeInitialAccFees } from "./types";
+import { ContractsVersion } from "../contracts/types";
+export type GetPnlContext = GetBorrowingFeeContext & {
+    fee: Fee | undefined;
+    collateralPriceUsd: number | undefined;
+    contractsVersion: ContractsVersion | undefined;
+    feeMultiplier: number | undefined;
+};
+export declare const getPnl: (price: number | undefined, trade: Trade, tradeInfo: TradeInfo, initialAccFees: TradeInitialAccFees, liquidationParams: LiquidationParams, useFees: boolean, context: GetPnlContext) => number[] | undefined;

package/lib/trade/pnl.js

@@ -0,0 +1,33 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPnl = void 0;
+const fees_1 = require("./fees");
+const liquidation_1 = require("./liquidation");
+const getPnl = (price, trade, tradeInfo, initialAccFees, liquidationParams, useFees, context) => {
+    if (!price) {
+        return;
+    }
+    const posCollat = trade.collateralAmount;
+    const { openPrice, leverage } = trade;
+    const { fee } = context;
+    let pnlCollat = trade.long
+        ? ((price - openPrice) / openPrice) * leverage * posCollat
+        : ((openPrice - price) / openPrice) * leverage * posCollat;
+    if (useFees) {
+        pnlCollat -= (0, fees_1.getBorrowingFee)(posCollat * trade.leverage, trade.pairIndex, trade.long, initialAccFees, context);
+    }
+    let pnlPercentage = (pnlCollat / posCollat) * 100;
+    // Can be liquidated
+    if (pnlPercentage <=
+        (0, liquidation_1.getLiqPnlThresholdP)(liquidationParams, leverage) * -100) {
+        pnlPercentage = -100;
+    }
+    else {
+        pnlCollat -= (0, fees_1.getClosingFee)(posCollat, trade.leverage, trade.pairIndex, fee, context.collateralPriceUsd, context.feeMultiplier);
+        pnlPercentage = (pnlCollat / posCollat) * 100;
+    }
+    pnlPercentage = pnlPercentage < -100 ? -100 : pnlPercentage;
+    pnlCollat = (posCollat * pnlPercentage) / 100;
+    return [pnlCollat, pnlPercentage];
+};
+exports.getPnl = getPnl;

package/lib/trade/types.d.ts

@@ -736,5 +736,6 @@ export declare enum PairIndex {
     SPKUSD = 409,
     ERAUSD = 410,
     BGSCUSD = 411,
-    TAGUSD = 412
+    TAGUSD = 412,
+    WLFIUSD = 413
 }

package/lib/trade/types.js

@@ -442,4 +442,5 @@ var PairIndex;
     PairIndex[PairIndex["ERAUSD"] = 410] = "ERAUSD";
     PairIndex[PairIndex["BGSCUSD"] = 411] = "BGSCUSD";
     PairIndex[PairIndex["TAGUSD"] = 412] = "TAGUSD";
+    PairIndex[PairIndex["WLFIUSD"] = 413] = "WLFIUSD";
 })(PairIndex = exports.PairIndex || (exports.PairIndex = {}));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.0.4",
+  "version": "1.0.5-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [