@gainsnetwork/sdk 1.0.5-rc2 → 1.0.6-rc1

package/lib/trade/pnl/index.js

@@ -81,7 +81,6 @@ exports.getTradeValue = getTradeValue;
  * @returns Detailed PnL breakdown
  */
 const getComprehensivePnl = (trade, marketPrice, executionPrice, tradeInfo, context) => {
-    var _a;
     // Calculate both raw PnL (market price) and impact-adjusted PnL (execution price)
     let rawPnlPercent = (0, exports.getPnlPercent)(trade.openPrice, marketPrice, trade.long, trade.leverage);
     let impactPnlPercent = (0, exports.getPnlPercent)(trade.openPrice, executionPrice, trade.long, trade.leverage);
@@ -114,7 +113,7 @@ const getComprehensivePnl = (trade, marketPrice, executionPrice, tradeInfo, cont
     const totalHoldingFees = borrowingFeeV1 + borrowingFeeV2 + fundingFee;
     const totalFees = totalHoldingFees + closingFee;
     // Check liquidation (using raw PnL for liquidation check)
-    const liquidationThreshold = ((_a = context.tradeData) === null || _a === void 0 ? void 0 : _a.liquidationParams)
+    const liquidationThreshold = context.tradeData?.liquidationParams
         ? (0, liquidation_1.getLiqPnlThresholdP)(context.tradeData.liquidationParams, trade.leverage) *
             -100
         : -90; // Default 90% loss
@@ -191,7 +190,6 @@ exports.getComprehensivePnl = getComprehensivePnl;
  * @returns [pnlCollateral, pnlPercentage] or undefined if no price
  */
 const getPnl = (price, trade, _tradeInfo, initialAccFees, liquidationParams, useFees, context) => {
-    var _a;
     if (!price) {
         return;
     }
@@ -223,7 +221,7 @@ const getPnl = (price, trade, _tradeInfo, initialAccFees, liquidationParams, use
         // Calculate closing fee using the same function as opening fees
         const positionSizeCollateral = posCollat * trade.leverage;
         const closingFee = (0, trading_1.getTotalTradeFeesCollateral)(0, // collateralIndex not used
-        trade.user, trade.pairIndex, positionSizeCollateral, (_a = trade.isCounterTrade) !== null && _a !== void 0 ? _a : false, {
+        trade.user, trade.pairIndex, positionSizeCollateral, trade.isCounterTrade ?? false, {
             fee: context.fee,
             globalTradeFeeParams: context.globalTradeFeeParams,
             collateralPriceUsd: context.collateralPriceUsd || 1,
@@ -247,12 +245,11 @@ exports.getPnl = getPnl;
  * @returns The price that would result in the target PnL percentage
  */
 const getPriceForTargetPnlPercentage = (targetPnlPercent, trade, tradeInfo, context, netPnl = false) => {
-    var _a, _b;
     const { leverage, openPrice, long, collateralAmount } = trade;
     const positionSizeCollateral = collateralAmount * leverage;
     // Calculate holding fees - always use getTradePendingHoldingFeesCollateral
     // This mirrors the contract's getTradeValueCollateral which always calls this function
-    const fees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, ((_a = context.tradeData) === null || _a === void 0 ? void 0 : _a.tradeFeesData) || {
+    const fees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, context.tradeData?.tradeFeesData || {
         realizedTradingFeesCollateral: 0,
         realizedPnlCollateral: 0,
         manuallyRealizedNegativePnlCollateral: 0,
@@ -268,7 +265,7 @@ const getPriceForTargetPnlPercentage = (targetPnlPercent, trade, tradeInfo, cont
         borrowingV1: context.borrowingV1,
         borrowingV2: context.borrowingV2,
         funding: context.funding,
-        initialAccFees: (_b = context.tradeData) === null || _b === void 0 ? void 0 : _b.initialAccFees,
+        initialAccFees: context.tradeData?.initialAccFees,
     });
     const totalHoldingFees = fees.fundingFeeCollateral +
         fees.borrowingFeeCollateral +

package/lib/trade/priceImpact/close/builder.js

@@ -14,7 +14,6 @@ const builder_2 = require("../skew/builder");
  * @returns Complete context ready for getTradeClosingPriceImpact
  */
 const buildTradeClosingPriceImpactContext = (globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams) => {
-    var _a;
     const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
     if (!collateral) {
         return undefined;
@@ -36,7 +35,7 @@ const buildTradeClosingPriceImpactContext = (globalTradingVariables, collateralI
     }
     // Return structured context with proper subcontexts
     return {
-        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+        collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
         cumulVolContext,
         skewContext,
         tradeInfo,

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

@@ -129,6 +129,9 @@ exports.getTradeClosingPriceImpact = getTradeClosingPriceImpact;
  * @returns Price impact breakdown and trade value
  */
 const getTradeClosingPriceImpactAtOracle = (input, context) => {
-    return (0, exports.getTradeClosingPriceImpact)(Object.assign(Object.assign({}, input), { currentPairPrice: input.oraclePrice }), context);
+    return (0, exports.getTradeClosingPriceImpact)({
+        ...input,
+        currentPairPrice: input.oraclePrice,
+    }, context);
 };
 exports.getTradeClosingPriceImpactAtOracle = getTradeClosingPriceImpactAtOracle;

package/lib/trade/priceImpact/cumulVol/builder.js

@@ -10,15 +10,14 @@ exports.buildCumulVolContext = void 0;
  * @returns Cumulative volume context ready for getTradeCumulVolPriceImpactP
  */
 const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex, additionalParams) => {
-    var _a, _b, _c, _d, _e, _f, _g, _h;
     const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
     if (!collateral) {
         return undefined;
     }
     // Get pair-specific data from global variables
-    const pairDepth = (_a = globalTradingVariables.pairDepths) === null || _a === void 0 ? void 0 : _a[pairIndex];
-    const pairFactor = (_b = globalTradingVariables.pairFactors) === null || _b === void 0 ? void 0 : _b[pairIndex];
-    const oiWindows = (_c = globalTradingVariables.oiWindows) === null || _c === void 0 ? void 0 : _c[pairIndex];
+    const pairDepth = globalTradingVariables.pairDepths?.[pairIndex];
+    const pairFactor = globalTradingVariables.pairFactors?.[pairIndex];
+    const oiWindows = globalTradingVariables.oiWindows?.[pairIndex];
     // Get OI windows settings (same for all pairs)
     // OI windows settings from global trading variables are already in SDK format
     const oiWindowsSettings = globalTradingVariables.oiWindowsSettings;
@@ -26,18 +25,27 @@ const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex
     const userPriceImpact = additionalParams.userPriceImpact;
     const protectionCloseFactorWhitelist = additionalParams.protectionCloseFactorWhitelist;
     // Get liquidation params - check both pair and group level
-    const liquidationParams = ((_e = (_d = globalTradingVariables.liquidationParams) === null || _d === void 0 ? void 0 : _d.pairs) === null || _e === void 0 ? void 0 : _e[pairIndex]) ||
-        ((_g = (_f = globalTradingVariables.liquidationParams) === null || _f === void 0 ? void 0 : _f.groups) === null || _g === void 0 ? void 0 : _g[0]); // fallback to first group
-    return Object.assign({ 
+    const liquidationParams = globalTradingVariables.liquidationParams?.pairs?.[pairIndex] ||
+        globalTradingVariables.liquidationParams?.groups?.[0]; // fallback to first group
+    return {
         // Trade state
-        isOpen: additionalParams.isOpen, isPnlPositive: additionalParams.isPnlPositive, createdBlock: additionalParams.createdBlock, 
+        isOpen: additionalParams.isOpen,
+        isPnlPositive: additionalParams.isPnlPositive,
+        createdBlock: additionalParams.createdBlock,
         // Protection factors
-        liquidationParams, currentBlock: additionalParams.currentBlock, contractsVersion: additionalParams.contractsVersion, protectionCloseFactorWhitelist,
+        liquidationParams,
+        currentBlock: additionalParams.currentBlock,
+        contractsVersion: additionalParams.contractsVersion,
+        protectionCloseFactorWhitelist,
         // Price impact data
         pairDepth,
         oiWindowsSettings,
         oiWindows,
         // User/collateral specific
-        userPriceImpact, collateralPriceUsd: ((_h = collateral.prices) === null || _h === void 0 ? void 0 : _h.collateralPriceUsd) || 1 }, pairFactor);
+        userPriceImpact,
+        collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
+        // Pair factors (spread across the context)
+        ...pairFactor,
+    };
 };
 exports.buildCumulVolContext = buildCumulVolContext;

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

@@ -14,7 +14,6 @@ const types_1 = require("../../../contracts/types");
  * @returns Protection close factor (1 = 100%)
  */
 const getProtectionCloseFactor = (context) => {
-    var _a;
     const protectionCloseFactor = context === undefined ||
         context.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ||
         context.isOpen === undefined ||
@@ -23,7 +22,7 @@ const getProtectionCloseFactor = (context) => {
         (0, exports.isProtectionCloseFactorActive)(context) !== true
         ? constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR
         : context.protectionCloseFactor;
-    const protectionCloseFactorMultiplier = ((_a = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _a === void 0 ? void 0 : _a.cumulVolPriceImpactMultiplier) !== undefined &&
+    const protectionCloseFactorMultiplier = context?.userPriceImpact?.cumulVolPriceImpactMultiplier !== undefined &&
         context.userPriceImpact.cumulVolPriceImpactMultiplier > 0
         ? context.userPriceImpact.cumulVolPriceImpactMultiplier
         : 1;
@@ -71,7 +70,7 @@ exports.getCumulativeFactor = getCumulativeFactor;
  * @returns 1 for pre-v9.2, 2 for v9.2+
  */
 const getLegacyFactor = (context) => {
-    return (context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
+    return context?.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
 };
 exports.getLegacyFactor = getLegacyFactor;
 /**
@@ -88,18 +87,22 @@ exports.getLegacyFactor = getLegacyFactor;
  * @returns Cumulative volume price impact percentage (not including spread)
  */
 const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterestUsd, isPnlPositive, open, lastPosIncreaseBlock, context) => {
-    var _a, _b;
     // Update context with passed parameters
-    const updatedContext = Object.assign(Object.assign({}, context), { isOpen: open, isPnlPositive: isPnlPositive, createdBlock: context.createdBlock || lastPosIncreaseBlock });
+    const updatedContext = {
+        ...context,
+        isOpen: open,
+        isPnlPositive: isPnlPositive,
+        createdBlock: context.createdBlock || lastPosIncreaseBlock,
+    };
     if (
     // No price impact when closing pre-v9.2 trades
-    (!open && (context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) ||
+    (!open && context?.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2) ||
         // No price impact for opens when `pair.exemptOnOpen` is true
-        (open && (context === null || context === void 0 ? void 0 : context.exemptOnOpen) === true) ||
+        (open && context?.exemptOnOpen === true) ||
         // No price impact for closes after `protectionCloseFactor` has expired
         // when `pair.exemptAfterProtectionCloseFactor` is true
         (!open &&
-            (context === null || context === void 0 ? void 0 : context.exemptAfterProtectionCloseFactor) === true &&
+            context?.exemptAfterProtectionCloseFactor === true &&
             (0, exports.isProtectionCloseFactorActive)(updatedContext) !== true)) {
         return 0;
     }
@@ -110,8 +113,8 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
     // For positive skew (long open or short close), use depth above
     // For negative skew (short open or long close), use depth below
     const onePercentDepth = tradePositiveSkew
-        ? (_a = context.pairDepth) === null || _a === void 0 ? void 0 : _a.onePercentDepthAboveUsd
-        : (_b = context.pairDepth) === null || _b === void 0 ? void 0 : _b.onePercentDepthBelowUsd;
+        ? context.pairDepth?.onePercentDepthAboveUsd
+        : context.pairDepth?.onePercentDepthBelowUsd;
     let activeOi = undefined;
     if (context.oiWindowsSettings !== undefined) {
         activeOi = (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(context.oiWindowsSettings), context.oiWindowsSettings.windowsCount, context.oiWindows, open ? long : !long);
@@ -159,8 +162,7 @@ exports.getFixedSpreadP = getFixedSpreadP;
  *       Currently it may double-count user fixed spread if pairSpreadP already includes it
  */
 const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams, userPriceImpact) => {
-    var _a;
-    const fixedSpreadP = (_a = userPriceImpact === null || userPriceImpact === void 0 ? void 0 : userPriceImpact.fixedSpreadP) !== null && _a !== void 0 ? _a : 0;
+    const fixedSpreadP = userPriceImpact?.fixedSpreadP ?? 0;
     if (pairSpreadP === undefined || (pairSpreadP === 0 && fixedSpreadP === 0)) {
         return 0;
     }
@@ -190,14 +192,17 @@ const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverag
     if (pairSpreadP === undefined) {
         return 0;
     }
-    const baseSpread = (0, exports.getSpreadP)(pairSpreadP, undefined, undefined, context === null || context === void 0 ? void 0 : context.userPriceImpact);
+    const baseSpread = (0, exports.getSpreadP)(pairSpreadP, undefined, undefined, context?.userPriceImpact);
     // Calculate position size in USD
-    const positionSizeUsd = collateral * leverage * ((context === null || context === void 0 ? void 0 : context.collateralPriceUsd) || 1);
+    const positionSizeUsd = collateral * leverage * (context?.collateralPriceUsd || 1);
     const cumulVolImpact = (0, exports.getTradeCumulVolPriceImpactP)("", // trader - not used in calculation
     0, // pairIndex - not used in calculation
-    buy, positionSizeUsd, (context === null || context === void 0 ? void 0 : context.isPnlPositive) || false, (context === null || context === void 0 ? void 0 : context.isOpen) !== false, (context === null || context === void 0 ? void 0 : context.createdBlock) || 0, Object.assign(Object.assign({}, context), { pairDepth,
+    buy, positionSizeUsd, context?.isPnlPositive || false, context?.isOpen !== false, context?.createdBlock || 0, {
+        ...context,
+        pairDepth,
         oiWindowsSettings,
-        oiWindows }));
+        oiWindows,
+    });
     // If no depth or OI data, return just half spread
     if (cumulVolImpact === 0 && (!pairDepth || !oiWindowsSettings)) {
         return pairSpreadP / 2;

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

@@ -13,7 +13,6 @@ const builder_2 = require("../skew/builder");
  * @returns Complete context ready for getTradeOpeningPriceImpact
  */
 const buildTradeOpeningPriceImpactContext = (globalTradingVariables, collateralIndex, pairIndex, additionalParams) => {
-    var _a;
     const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
     if (!collateral) {
         return undefined;
@@ -35,7 +34,7 @@ const buildTradeOpeningPriceImpactContext = (globalTradingVariables, collateralI
     }
     // Return structured context with proper subcontexts
     return {
-        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+        collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
         cumulVolContext,
         skewContext,
     };

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

@@ -74,6 +74,9 @@ exports.getTradeOpeningPriceImpact = getTradeOpeningPriceImpact;
  * @returns Price impact breakdown and final price
  */
 const getTradeOpeningPriceImpactAtMarket = (input, context, currentMarketPrice) => {
-    return (0, exports.getTradeOpeningPriceImpact)(Object.assign(Object.assign({}, input), { openPrice: currentMarketPrice }), context);
+    return (0, exports.getTradeOpeningPriceImpact)({
+        ...input,
+        openPrice: currentMarketPrice,
+    }, context);
 };
 exports.getTradeOpeningPriceImpactAtMarket = getTradeOpeningPriceImpactAtMarket;

package/lib/trade/priceImpact/skew/builder.js

@@ -11,9 +11,8 @@ exports.buildSkewPriceImpactContext = void 0;
  * @returns Skew price impact context for the pair
  */
 const buildSkewPriceImpactContext = (tradingVariables, pairIndex) => {
-    var _a, _b, _c;
-    const skewDepth = (_b = (_a = tradingVariables.pairSkewDepths) === null || _a === void 0 ? void 0 : _a[pairIndex]) !== null && _b !== void 0 ? _b : 0;
-    const pairOi = (_c = tradingVariables.pairOis) === null || _c === void 0 ? void 0 : _c[pairIndex];
+    const skewDepth = tradingVariables.pairSkewDepths?.[pairIndex] ?? 0;
+    const pairOi = tradingVariables.pairOis?.[pairIndex];
     if (!pairOi) {
         throw new Error(`Pair OI data not found for pair index ${pairIndex}`);
     }

package/lib/trade/priceImpact/skew/converter.js

@@ -34,7 +34,7 @@ exports.convertPairOiTokenArray = convertPairOiTokenArray;
  * @returns Normalized pair OI collateral data
  */
 const convertPairOiCollateral = (contractData, collateralDecimals) => {
-    const divisor = Math.pow(10, collateralDecimals);
+    const divisor = 10 ** collateralDecimals;
     return {
         oiLongCollateral: Number(contractData.oiLongCollateral) / divisor,
         oiShortCollateral: Number(contractData.oiShortCollateral) / divisor,

package/lib/trade/priceImpact/skew/fetcher.js

@@ -1,13 +1,4 @@
 "use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.calculateTradeSkewPriceImpact = exports.fetchCollateralDecimals = exports.fetchSkewPriceImpactContext = exports.fetchPairSkewDepths = exports.fetchPairSkewDepth = exports.fetchPairOisAfterV10Token = exports.fetchPairOiAfterV10Token = void 0;
 const converter_1 = require("./converter");
@@ -18,16 +9,16 @@ const converter_1 = require("./converter");
  * @param pairIndex Pair index
  * @returns Promise resolving to pair OI in tokens
  */
-const fetchPairOiAfterV10Token = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairOiAfterV10Token = async (contract, collateralIndex, pairIndex) => {
     try {
-        const contractData = yield contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
+        const contractData = await contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
         return (0, converter_1.convertPairOiToken)(contractData);
     }
     catch (error) {
         console.error("Error fetching pair OI token:", error);
         throw error;
     }
-});
+};
 exports.fetchPairOiAfterV10Token = fetchPairOiAfterV10Token;
 /**
  * @dev Fetches pair open interest in tokens for multiple pairs
@@ -36,19 +27,19 @@ exports.fetchPairOiAfterV10Token = fetchPairOiAfterV10Token;
  * @param pairIndices Array of pair indices
  * @returns Promise resolving to array of pair OI in tokens
  */
-const fetchPairOisAfterV10Token = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairOisAfterV10Token = async (contract, collateralIndices, pairIndices) => {
     if (collateralIndices.length !== pairIndices.length) {
         throw new Error("Collateral indices and pair indices arrays must have the same length");
     }
     try {
-        const contractDataArray = yield contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
+        const contractDataArray = await contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
         return contractDataArray.map(converter_1.convertPairOiToken);
     }
     catch (error) {
         console.error("Error fetching pair OIs token:", error);
         throw error;
     }
-});
+};
 exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
 /**
  * @dev Fetches skew depth for a specific pair
@@ -57,9 +48,9 @@ exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
  * @param pairIndex Pair index
  * @returns Promise resolving to normalized skew depth
  */
-const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairSkewDepth = async (contract, collateralIndex, pairIndex) => {
     try {
-        const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
+        const contractDepth = await contract.getPairSkewDepth(collateralIndex, pairIndex);
         // Token depths are always 1e18 precision
         return (0, converter_1.convertSkewDepth)(contractDepth.toString());
     }
@@ -67,7 +58,7 @@ const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(v
         console.error("Error fetching skew depth:", error);
         throw error;
     }
-});
+};
 exports.fetchPairSkewDepth = fetchPairSkewDepth;
 /**
  * @dev Fetches skew depths for multiple pairs
@@ -76,12 +67,12 @@ exports.fetchPairSkewDepth = fetchPairSkewDepth;
  * @param pairIndices Array of pair indices
  * @returns Promise resolving to array of normalized skew depths
  */
-const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairSkewDepths = async (contract, collateralIndices, pairIndices) => {
     if (collateralIndices.length !== pairIndices.length) {
         throw new Error("All input arrays must have the same length");
     }
     try {
-        const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
+        const contractDepths = await contract.getPairSkewDepths(collateralIndices, pairIndices);
         // Token depths are always 1e18 precision
         return contractDepths.map(depth => (0, converter_1.convertSkewDepth)(depth.toString()));
     }
@@ -89,7 +80,7 @@ const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awai
         console.error("Error fetching skew depths:", error);
         throw error;
     }
-});
+};
 exports.fetchPairSkewDepths = fetchPairSkewDepths;
 /**
  * @dev Fetches skew price impact context for a single pair
@@ -98,10 +89,10 @@ exports.fetchPairSkewDepths = fetchPairSkewDepths;
  * @param pairIndex Pair index
  * @returns Promise resolving to skew price impact context
  */
-const fetchSkewPriceImpactContext = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchSkewPriceImpactContext = async (contract, collateralIndex, pairIndex) => {
     try {
         // Fetch OI data and skew depth in parallel
-        const [pairOiToken, skewDepth] = yield Promise.all([
+        const [pairOiToken, skewDepth] = await Promise.all([
             (0, exports.fetchPairOiAfterV10Token)(contract, collateralIndex, pairIndex),
             (0, exports.fetchPairSkewDepth)(contract, collateralIndex, pairIndex),
         ]);
@@ -114,7 +105,7 @@ const fetchSkewPriceImpactContext = (contract, collateralIndex, pairIndex) => __
         console.error("Error fetching skew price impact context:", error);
         throw error;
     }
-});
+};
 exports.fetchSkewPriceImpactContext = fetchSkewPriceImpactContext;
 /**
  * @dev Fetches collateral decimals for given collateral indices
@@ -122,16 +113,16 @@ exports.fetchSkewPriceImpactContext = fetchSkewPriceImpactContext;
  * @param collateralIndices Array of collateral indices
  * @returns Promise resolving to array of decimals
  */
-const fetchCollateralDecimals = (contract, collateralIndices) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchCollateralDecimals = async (contract, collateralIndices) => {
     try {
         // Get unique collateral indices to minimize calls
         const uniqueIndices = [...new Set(collateralIndices)];
         // Fetch collateral info for unique indices
-        const promises = uniqueIndices.map((index) => __awaiter(void 0, void 0, void 0, function* () {
-            const collateral = yield contract.getCollateral(index);
+        const promises = uniqueIndices.map(async (index) => {
+            const collateral = await contract.getCollateral(index);
             return { index, decimals: Number(collateral.precision) };
-        }));
-        const collateralData = yield Promise.all(promises);
+        });
+        const collateralData = await Promise.all(promises);
         // Create a map for quick lookup
         const decimalsMap = new Map(collateralData.map(data => [data.index, data.decimals]));
         // Return decimals in the same order as input
@@ -142,7 +133,7 @@ const fetchCollateralDecimals = (contract, collateralIndices) => __awaiter(void
         console.error("Error fetching collateral decimals:", error);
         throw error;
     }
-});
+};
 exports.fetchCollateralDecimals = fetchCollateralDecimals;
 /**
  * @dev Calculates skew price impact for a trade using contract call
@@ -154,9 +145,9 @@ exports.fetchCollateralDecimals = fetchCollateralDecimals;
  * @param open Whether trade is opening
  * @returns Promise resolving to price impact percentage (1e10)
  */
-const calculateTradeSkewPriceImpact = (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => __awaiter(void 0, void 0, void 0, function* () {
+const calculateTradeSkewPriceImpact = async (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => {
     try {
-        const priceImpactP = yield contract.getTradeSkewPriceImpactP(collateralIndex, pairIndex, long, BigInt(Math.round(positionSizeToken * 1e18)), // Convert to 1e18 precision
+        const priceImpactP = await contract.getTradeSkewPriceImpactP(collateralIndex, pairIndex, long, BigInt(Math.round(positionSizeToken * 1e18)), // Convert to 1e18 precision
         open);
         // Convert from int256 1e10 to percentage
         return Number(priceImpactP) / 1e10;
@@ -165,5 +156,5 @@ const calculateTradeSkewPriceImpact = (contract, collateralIndex, pairIndex, lon
         console.error("Error calculating trade skew price impact:", error);
         throw error;
     }
-});
+};
 exports.calculateTradeSkewPriceImpact = calculateTradeSkewPriceImpact;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.0.5-rc2",
+  "version": "1.0.6-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [
@@ -24,7 +24,7 @@
     "url": "git+git@github.com:GainsNetwork-org/sdk.git"
   },
   "engines": {
-    "node": ">=12.0"
+    "node": ">=14.0"
   },
   "devDependencies": {
     "@typechain/ethers-v5": "^10.1.1",

package/lib/trade/liquidation.d.ts

@@ -1,12 +0,0 @@
-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

@@ -1,55 +0,0 @@
-"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

@@ -1,10 +0,0 @@
-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

@@ -1,33 +0,0 @@
-"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;