@gainsnetwork/sdk 1.0.6-rc3 → 1.1.0-rc1

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

@@ -10,14 +10,16 @@ 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;
     const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
     if (!collateral) {
         return undefined;
     }
     // Get pair-specific data from global variables
-    const pairDepth = globalTradingVariables.pairDepths?.[pairIndex];
-    const pairFactor = globalTradingVariables.pairFactors?.[pairIndex];
-    const oiWindows = globalTradingVariables.oiWindows?.[pairIndex];
+    // TODO: Update to use pairDepthBands for v10.2
+    const pairDepth = undefined; // globalTradingVariables.pairDepths?.[pairIndex];
+    const pairFactor = (_a = globalTradingVariables.pairFactors) === null || _a === void 0 ? void 0 : _a[pairIndex];
+    const oiWindows = (_b = globalTradingVariables.oiWindows) === null || _b === void 0 ? void 0 : _b[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;
@@ -25,27 +27,18 @@ const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex
     const userPriceImpact = additionalParams.userPriceImpact;
     const protectionCloseFactorWhitelist = additionalParams.protectionCloseFactorWhitelist;
     // Get liquidation params - check both pair and group level
-    const liquidationParams = globalTradingVariables.liquidationParams?.pairs?.[pairIndex] ||
-        globalTradingVariables.liquidationParams?.groups?.[0]; // fallback to first group
-    return {
+    const liquidationParams = ((_d = (_c = globalTradingVariables.liquidationParams) === null || _c === void 0 ? void 0 : _c.pairs) === null || _d === void 0 ? void 0 : _d[pairIndex]) ||
+        ((_f = (_e = globalTradingVariables.liquidationParams) === null || _e === void 0 ? void 0 : _e.groups) === null || _f === void 0 ? void 0 : _f[0]); // fallback to first group
+    return Object.assign({ 
         // 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: collateral.prices?.collateralPriceUsd || 1,
-        // Pair factors (spread across the context)
-        ...pairFactor,
-    };
+        userPriceImpact, collateralPriceUsd: ((_g = collateral.prices) === null || _g === void 0 ? void 0 : _g.collateralPriceUsd) || 1 }, pairFactor);
 };
 exports.buildCumulVolContext = buildCumulVolContext;

package/lib/trade/priceImpact/cumulVol/converter.d.ts

@@ -4,6 +4,7 @@
  */
 import { IPriceImpact } from "../../../contracts/types/generated/GNSMultiCollatDiamond";
 import { OiWindowsSettings, OiWindow, OiWindows } from "../../types";
+import { DepthBands, PairDepthBands, DepthBandsMapping } from "./types";
 /**
  * @dev Converts contract OI windows settings to SDK format
  * @param contractData Contract OiWindowsSettings struct
@@ -29,3 +30,65 @@ export declare const convertOiWindows: (windowIds: string[], contractWindows: IP
  * @returns Array of normalized OI windows settings
  */
 export declare const convertOiWindowsSettingsArray: (contractDataArray: IPriceImpact.OiWindowsSettingsStructOutput[]) => OiWindowsSettings[];
+/**
+ * @dev Converts decoded depth bands from contract to SDK format
+ * @param totalDepthUsd Total depth in USD (already decoded from contract)
+ * @param bandsBps Array of 30 band percentages in basis points from contract
+ * @returns Normalized depth bands with bands in 0-1 range
+ */
+export declare const convertDepthBands: (totalDepthUsd: number, bandsBps: number[]) => DepthBands;
+/**
+ * @dev Converts decoded pair depth bands from contract to SDK format
+ * @param aboveDepth Decoded above depth bands from getPairDepthBandsDecoded
+ * @param belowDepth Decoded below depth bands from getPairDepthBandsDecoded
+ * @returns Normalized pair depth bands with above/below
+ */
+export declare const convertPairDepthBands: (aboveDepth: {
+    totalDepthUsd: number;
+    bands: number[];
+} | undefined, belowDepth: {
+    totalDepthUsd: number;
+    bands: number[];
+} | undefined) => PairDepthBands;
+/**
+ * @dev Converts decoded depth bands mapping from contract to SDK format
+ * @param bandsBps Array of 30 band offset values in basis points from getDepthBandsMappingDecoded
+ * @returns Normalized depth bands mapping with offset values in 0-1 range
+ */
+export declare const convertDepthBandsMapping: (bandsBps: number[]) => DepthBandsMapping;
+/**
+ * @dev Validates depth bands have correct number of bands
+ * @param depthBands Depth bands to validate
+ * @returns True if valid (30 bands)
+ */
+export declare const validateDepthBands: (depthBands: DepthBands) => boolean;
+/**
+ * @dev Validates depth bands mapping has correct number of bands
+ * @param mapping Depth bands mapping to validate
+ * @returns True if valid (30 bands)
+ */
+export declare const validateDepthBandsMapping: (mapping: DepthBandsMapping) => boolean;
+/**
+ * @dev Alternative converter for decoded pair depth bands from contract
+ * @param contractData Decoded pair depth bands from getPairDepthBandsDecoded
+ * @returns Normalized pair depth bands
+ */
+export declare const convertPairDepthBandsDecoded: (contractData: {
+    above: {
+        totalDepthUsd: number;
+        bands: number[];
+    };
+    below: {
+        totalDepthUsd: number;
+        bands: number[];
+    };
+}) => PairDepthBands;
+/**
+ * @dev Alternative converter for raw slot-based pair depth bands (if needed for legacy)
+ * @param aboveSlot1 First slot for above bands
+ * @param aboveSlot2 Second slot for above bands
+ * @param belowSlot1 First slot for below bands
+ * @param belowSlot2 Second slot for below bands
+ * @returns Normalized pair depth bands
+ */
+export declare const convertPairDepthBandsFromSlots: (aboveSlot1: bigint, aboveSlot2: bigint, belowSlot1: bigint, belowSlot2: bigint) => PairDepthBands;

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

@@ -4,7 +4,8 @@
  * @dev All BigNumber values are normalized to floats with appropriate precision
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = void 0;
+exports.convertPairDepthBandsFromSlots = exports.convertPairDepthBandsDecoded = exports.validateDepthBandsMapping = exports.validateDepthBands = exports.convertDepthBandsMapping = exports.convertPairDepthBands = exports.convertDepthBands = exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = void 0;
+const depthBands_1 = require("../../../pricing/depthBands");
 /**
  * @dev Converts contract OI windows settings to SDK format
  * @param contractData Contract OiWindowsSettings struct
@@ -57,3 +58,98 @@ const convertOiWindowsSettingsArray = (contractDataArray) => {
     return contractDataArray.map(exports.convertOiWindowsSettings);
 };
 exports.convertOiWindowsSettingsArray = convertOiWindowsSettingsArray;
+/**
+ * @dev Converts decoded depth bands from contract to SDK format
+ * @param totalDepthUsd Total depth in USD (already decoded from contract)
+ * @param bandsBps Array of 30 band percentages in basis points from contract
+ * @returns Normalized depth bands with bands in 0-1 range
+ */
+const convertDepthBands = (totalDepthUsd, bandsBps) => {
+    // Convert bands from basis points to 0-1 range
+    const bands = bandsBps.map(bps => bps / 10000);
+    return {
+        totalDepthUsd,
+        bands,
+    };
+};
+exports.convertDepthBands = convertDepthBands;
+/**
+ * @dev Converts decoded pair depth bands from contract to SDK format
+ * @param aboveDepth Decoded above depth bands from getPairDepthBandsDecoded
+ * @param belowDepth Decoded below depth bands from getPairDepthBandsDecoded
+ * @returns Normalized pair depth bands with above/below
+ */
+const convertPairDepthBands = (aboveDepth, belowDepth) => {
+    // Convert above bands if configured
+    const above = aboveDepth && aboveDepth.totalDepthUsd > 0
+        ? (0, exports.convertDepthBands)(aboveDepth.totalDepthUsd, aboveDepth.bands)
+        : undefined;
+    // Convert below bands if configured
+    const below = belowDepth && belowDepth.totalDepthUsd > 0
+        ? (0, exports.convertDepthBands)(belowDepth.totalDepthUsd, belowDepth.bands)
+        : undefined;
+    return {
+        above,
+        below,
+    };
+};
+exports.convertPairDepthBands = convertPairDepthBands;
+/**
+ * @dev Converts decoded depth bands mapping from contract to SDK format
+ * @param bandsBps Array of 30 band offset values in basis points from getDepthBandsMappingDecoded
+ * @returns Normalized depth bands mapping with offset values in 0-1 range
+ */
+const convertDepthBandsMapping = (bandsBps) => {
+    // Convert bands from basis points to 0-1 range
+    const bands = bandsBps.map(bps => bps / 10000);
+    return {
+        bands,
+    };
+};
+exports.convertDepthBandsMapping = convertDepthBandsMapping;
+/**
+ * @dev Validates depth bands have correct number of bands
+ * @param depthBands Depth bands to validate
+ * @returns True if valid (30 bands)
+ */
+const validateDepthBands = (depthBands) => {
+    return depthBands.bands.length === 30;
+};
+exports.validateDepthBands = validateDepthBands;
+/**
+ * @dev Validates depth bands mapping has correct number of bands
+ * @param mapping Depth bands mapping to validate
+ * @returns True if valid (30 bands)
+ */
+const validateDepthBandsMapping = (mapping) => {
+    return mapping.bands.length === 30;
+};
+exports.validateDepthBandsMapping = validateDepthBandsMapping;
+/**
+ * @dev Alternative converter for decoded pair depth bands from contract
+ * @param contractData Decoded pair depth bands from getPairDepthBandsDecoded
+ * @returns Normalized pair depth bands
+ */
+const convertPairDepthBandsDecoded = (contractData) => {
+    return (0, exports.convertPairDepthBands)(contractData.above, contractData.below);
+};
+exports.convertPairDepthBandsDecoded = convertPairDepthBandsDecoded;
+/**
+ * @dev Alternative converter for raw slot-based pair depth bands (if needed for legacy)
+ * @param aboveSlot1 First slot for above bands
+ * @param aboveSlot2 Second slot for above bands
+ * @param belowSlot1 First slot for below bands
+ * @param belowSlot2 Second slot for below bands
+ * @returns Normalized pair depth bands
+ */
+const convertPairDepthBandsFromSlots = (aboveSlot1, aboveSlot2, belowSlot1, belowSlot2) => {
+    // Use the decoding functions from pricing module if raw slots are provided
+    const above = aboveSlot1 !== BigInt(0) || aboveSlot2 !== BigInt(0)
+        ? (0, depthBands_1.decodeDepthBands)(aboveSlot1, aboveSlot2)
+        : undefined;
+    const below = belowSlot1 !== BigInt(0) || belowSlot2 !== BigInt(0)
+        ? (0, depthBands_1.decodeDepthBands)(belowSlot1, belowSlot2)
+        : undefined;
+    return (0, exports.convertPairDepthBands)(above, below);
+};
+exports.convertPairDepthBandsFromSlots = convertPairDepthBandsFromSlots;

package/lib/trade/priceImpact/cumulVol/index.d.ts

@@ -2,6 +2,7 @@
  * @dev Cumulative volume price impact calculations
  * @dev Mirrors contract's getTradeCumulVolPriceImpactP functionality
  */
+import { PairDepthBands, DepthBandsMapping } from "./types";
 import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor, UserPriceImpact } from "../../types";
 import { ContractsVersion } from "../../../contracts/types";
 export type CumulVolContext = {
@@ -15,6 +16,8 @@ export type CumulVolContext = {
     pairDepth?: PairDepth | undefined;
     oiWindowsSettings?: OiWindowsSettings | undefined;
     oiWindows?: OiWindows | undefined;
+    pairDepthBands?: PairDepthBands | undefined;
+    depthBandsMapping?: DepthBandsMapping | undefined;
     userPriceImpact?: UserPriceImpact | undefined;
     collateralPriceUsd?: number;
 } & Partial<PairFactor>;

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

@@ -14,6 +14,7 @@ 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 ||
@@ -22,7 +23,7 @@ const getProtectionCloseFactor = (context) => {
         (0, exports.isProtectionCloseFactorActive)(context) !== true
         ? constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR
         : context.protectionCloseFactor;
-    const protectionCloseFactorMultiplier = context?.userPriceImpact?.cumulVolPriceImpactMultiplier !== undefined &&
+    const protectionCloseFactorMultiplier = ((_a = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _a === void 0 ? void 0 : _a.cumulVolPriceImpactMultiplier) !== undefined &&
         context.userPriceImpact.cumulVolPriceImpactMultiplier > 0
         ? context.userPriceImpact.cumulVolPriceImpactMultiplier
         : 1;
@@ -70,9 +71,92 @@ exports.getCumulativeFactor = getCumulativeFactor;
  * @returns 1 for pre-v9.2, 2 for v9.2+
  */
 const getLegacyFactor = (context) => {
-    return context?.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
+    return (context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
 };
 exports.getLegacyFactor = getLegacyFactor;
+/**
+ * @dev Mirrors contract's _calculateDepthBandsPriceImpact function
+ * @param tradeSizeUsd Trade size in USD (always positive here)
+ * @param depthBandParams Depth band parameters
+ * @returns Price impact percentage
+ */
+const _calculateDepthBandsPriceImpact = (tradeSizeUsd, depthBandParams) => {
+    const totalDepthUsd = depthBandParams.pairSlot1.totalDepthUsd;
+    if (totalDepthUsd === 0 || tradeSizeUsd === 0)
+        return 0;
+    let remainingSizeUsd = tradeSizeUsd;
+    let totalWeightedPriceImpactP = 0;
+    let prevBandDepthUsd = 0;
+    let topOfPrevBandOffsetPpm = 0;
+    for (let i = 0; i < 30 && remainingSizeUsd !== 0; i++) {
+        const bandLiquidityPercentageBps = depthBandParams.pairSlot1.bands[i]; // Already in 0-1 format
+        const topOfBandOffsetPpm = depthBandParams.mappingSlot1.bands[i]; // Already in 0-1 format
+        const bandDepthUsd = bandLiquidityPercentageBps * totalDepthUsd;
+        // Skip if band has same depth as previous (would cause division by zero)
+        if (bandDepthUsd <= prevBandDepthUsd) {
+            prevBandDepthUsd = bandDepthUsd;
+            topOfPrevBandOffsetPpm = topOfBandOffsetPpm;
+            continue;
+        }
+        // Since bandDepthUsd represents liquidity from mid price to top of band, we need to subtract previous band depth
+        const bandAvailableDepthUsd = bandDepthUsd - prevBandDepthUsd;
+        let depthConsumedUsd;
+        // At 100% band always consume all remaining size, even if more than band available depth
+        if (bandLiquidityPercentageBps === 1 ||
+            remainingSizeUsd <= bandAvailableDepthUsd) {
+            depthConsumedUsd = remainingSizeUsd;
+            remainingSizeUsd = 0;
+        }
+        else {
+            // Normal case: consume entire band and continue to next
+            depthConsumedUsd = bandAvailableDepthUsd;
+            remainingSizeUsd -= bandAvailableDepthUsd;
+        }
+        // Calculate impact contribution from this band using trapezoidal rule
+        // Low = previous band's price offset, High = current band's price offset
+        const lowOffsetP = topOfPrevBandOffsetPpm;
+        const offsetRangeP = topOfBandOffsetPpm - topOfPrevBandOffsetPpm;
+        // Calculate average impact using trapezoidal rule: low + (range * fraction / 2)
+        const avgImpactP = lowOffsetP +
+            (offsetRangeP * depthConsumedUsd) / bandAvailableDepthUsd / 2;
+        totalWeightedPriceImpactP += avgImpactP * depthConsumedUsd;
+        // Update previous values for next iteration
+        topOfPrevBandOffsetPpm = topOfBandOffsetPpm;
+        prevBandDepthUsd = bandDepthUsd;
+    }
+    return totalWeightedPriceImpactP / tradeSizeUsd;
+};
+/**
+ * @dev Mirrors contract's _getDepthBandsPriceImpactP function
+ * @param cumulativeVolumeUsd Cumulative volume in USD (can be negative)
+ * @param tradeSizeUsd Trade size in USD (can be negative)
+ * @param depthBandParams Depth band parameters (contains both pair bands and global mapping)
+ * @param priceImpactFactor Price impact factor (protection close factor)
+ * @param cumulativeFactor Cumulative factor for volume impact
+ * @returns Price impact percentage (can be negative)
+ */
+const _getDepthBandsPriceImpactP = (cumulativeVolumeUsd, tradeSizeUsd, depthBandParams, priceImpactFactor, cumulativeFactor) => {
+    // Check for opposite signs (would revert in contract)
+    if ((cumulativeVolumeUsd > 0 && tradeSizeUsd < 0) ||
+        (cumulativeVolumeUsd < 0 && tradeSizeUsd > 0)) {
+        throw new Error("Wrong params: cumulative volume and trade size have opposite signs");
+    }
+    const effectiveCumulativeVolumeUsd = cumulativeVolumeUsd * cumulativeFactor;
+    const totalSizeLookupUsd = effectiveCumulativeVolumeUsd + tradeSizeUsd;
+    const isNegative = totalSizeLookupUsd < 0;
+    const effectiveCumulativeVolumeUsdUint = isNegative
+        ? -effectiveCumulativeVolumeUsd
+        : effectiveCumulativeVolumeUsd;
+    const totalSizeLookupUsdUint = isNegative
+        ? -totalSizeLookupUsd
+        : totalSizeLookupUsd;
+    const cumulativeVolPriceImpactP = _calculateDepthBandsPriceImpact(effectiveCumulativeVolumeUsdUint, depthBandParams);
+    const totalSizePriceImpactP = _calculateDepthBandsPriceImpact(totalSizeLookupUsdUint, depthBandParams);
+    const unscaledPriceImpactP = cumulativeVolPriceImpactP +
+        (totalSizePriceImpactP - cumulativeVolPriceImpactP) / 2;
+    const scaledPriceImpactP = unscaledPriceImpactP * priceImpactFactor;
+    return isNegative ? -scaledPriceImpactP : scaledPriceImpactP;
+};
 /**
  * @dev Calculates cumulative volume price impact percentage
  * @dev Mirrors contract's getTradeCumulVolPriceImpactP function
@@ -87,34 +171,50 @@ 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 = {
-        ...context,
-        isOpen: open,
-        isPnlPositive: isPnlPositive,
-        createdBlock: context.createdBlock || lastPosIncreaseBlock,
-    };
+    const updatedContext = Object.assign(Object.assign({}, context), { isOpen: open, isPnlPositive: isPnlPositive, createdBlock: context.createdBlock || lastPosIncreaseBlock });
     if (
     // No price impact when closing pre-v9.2 trades
-    (!open && context?.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2) ||
+    (!open && (context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) ||
         // No price impact for opens when `pair.exemptOnOpen` is true
-        (open && context?.exemptOnOpen === true) ||
+        (open && (context === null || context === void 0 ? void 0 : context.exemptOnOpen) === true) ||
         // No price impact for closes after `protectionCloseFactor` has expired
         // when `pair.exemptAfterProtectionCloseFactor` is true
         (!open &&
-            context?.exemptAfterProtectionCloseFactor === true &&
+            (context === null || context === void 0 ? void 0 : context.exemptAfterProtectionCloseFactor) === true &&
             (0, exports.isProtectionCloseFactorActive)(updatedContext) !== true)) {
         return 0;
     }
-    // Calculate trade skew direction (matches Solidity logic)
     const tradePositiveSkew = (long && open) || (!long && !open);
     const tradeSkewMultiplier = tradePositiveSkew ? 1 : -1;
-    // Select depth based on trade direction
-    // For positive skew (long open or short close), use depth above
-    // For negative skew (short open or long close), use depth below
+    if (context.pairDepthBands && context.depthBandsMapping) {
+        // Select depth bands based on trade direction
+        const depthBands = tradePositiveSkew
+            ? context.pairDepthBands.above
+            : context.pairDepthBands.below;
+        if (depthBands && depthBands.totalDepthUsd > 0) {
+            // Get active OI for cumulative volume calculation
+            let activeOi = 0;
+            if (context.oiWindowsSettings !== undefined) {
+                activeOi =
+                    (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(context.oiWindowsSettings), context.oiWindowsSettings.windowsCount, context.oiWindows, open ? long : !long) || 0;
+            }
+            const signedActiveOi = activeOi * tradeSkewMultiplier;
+            const signedTradeOi = tradeOpenInterestUsd * tradeSkewMultiplier;
+            // Calculate price impact using depth bands
+            const priceImpactP = _getDepthBandsPriceImpactP(signedActiveOi, signedTradeOi, {
+                pairSlot1: depthBands,
+                mappingSlot1: context.depthBandsMapping,
+            }, (0, exports.getProtectionCloseFactor)(updatedContext), (0, exports.getCumulativeFactor)(updatedContext));
+            return priceImpactP;
+        }
+        return 0;
+    }
+    // Fall back to legacy calculation for pre-v10.2 contracts
     const onePercentDepth = tradePositiveSkew
-        ? context.pairDepth?.onePercentDepthAboveUsd
-        : context.pairDepth?.onePercentDepthBelowUsd;
+        ? (_a = context.pairDepth) === null || _a === void 0 ? void 0 : _a.onePercentDepthAboveUsd
+        : (_b = context.pairDepth) === null || _b === void 0 ? void 0 : _b.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);
@@ -162,7 +262,8 @@ exports.getFixedSpreadP = getFixedSpreadP;
  *       Currently it may double-count user fixed spread if pairSpreadP already includes it
  */
 const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams, userPriceImpact) => {
-    const fixedSpreadP = userPriceImpact?.fixedSpreadP ?? 0;
+    var _a;
+    const fixedSpreadP = (_a = userPriceImpact === null || userPriceImpact === void 0 ? void 0 : userPriceImpact.fixedSpreadP) !== null && _a !== void 0 ? _a : 0;
     if (pairSpreadP === undefined || (pairSpreadP === 0 && fixedSpreadP === 0)) {
         return 0;
     }
@@ -192,17 +293,14 @@ const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverag
     if (pairSpreadP === undefined) {
         return 0;
     }
-    const baseSpread = (0, exports.getSpreadP)(pairSpreadP, undefined, undefined, context?.userPriceImpact);
+    const baseSpread = (0, exports.getSpreadP)(pairSpreadP, undefined, undefined, context === null || context === void 0 ? void 0 : context.userPriceImpact);
     // Calculate position size in USD
-    const positionSizeUsd = collateral * leverage * (context?.collateralPriceUsd || 1);
+    const positionSizeUsd = collateral * leverage * ((context === null || context === void 0 ? void 0 : context.collateralPriceUsd) || 1);
     const cumulVolImpact = (0, exports.getTradeCumulVolPriceImpactP)("", // trader - not used in calculation
     0, // pairIndex - not used in calculation
-    buy, positionSizeUsd, context?.isPnlPositive || false, context?.isOpen !== false, context?.createdBlock || 0, {
-        ...context,
-        pairDepth,
+    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,
         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/cumulVol/types.d.ts

@@ -0,0 +1,11 @@
+export type DepthBands = {
+    totalDepthUsd: number;
+    bands: number[];
+};
+export type PairDepthBands = {
+    above: DepthBands | undefined;
+    below: DepthBands | undefined;
+};
+export type DepthBandsMapping = {
+    bands: number[];
+};

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

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -13,6 +13,7 @@ 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;
@@ -34,7 +35,7 @@ const buildTradeOpeningPriceImpactContext = (globalTradingVariables, collateralI
     }
     // Return structured context with proper subcontexts
     return {
-        collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
+        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
         cumulVolContext,
         skewContext,
     };

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

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

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

@@ -11,8 +11,9 @@ exports.buildSkewPriceImpactContext = void 0;
  * @returns Skew price impact context for the pair
  */
 const buildSkewPriceImpactContext = (tradingVariables, pairIndex) => {
-    const skewDepth = tradingVariables.pairSkewDepths?.[pairIndex] ?? 0;
-    const pairOi = tradingVariables.pairOis?.[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];
     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 = 10 ** collateralDecimals;
+    const divisor = Math.pow(10, collateralDecimals);
     return {
         oiLongCollateral: Number(contractData.oiLongCollateral) / divisor,
         oiShortCollateral: Number(contractData.oiShortCollateral) / divisor,