@gainsnetwork/sdk 1.0.6-rc4 → 1.1.0-rc1

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

@@ -1,4 +1,13 @@
 "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.collateralToContractFormat = exports.priceToContractFormat = exports.fetchPairPendingAccFundingFeesBatch = exports.fetchTradeFeesDataBatch = exports.fetchTradeFeesData = exports.fetchTradeFundingFeesCollateral = exports.fetchPairPendingAccFundingFees = void 0;
 /**
@@ -9,9 +18,9 @@ exports.collateralToContractFormat = exports.priceToContractFormat = exports.fet
  * @param currentPairPrice Current pair price (1e10)
  * @returns Promise resolving to accumulated funding fees and current rate
  */
-const fetchPairPendingAccFundingFees = async (contract, collateralIndex, pairIndex, currentPairPrice) => {
+const fetchPairPendingAccFundingFees = (contract, collateralIndex, pairIndex, currentPairPrice) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        const result = await contract.getPairPendingAccFundingFees(collateralIndex, pairIndex, currentPairPrice);
+        const result = yield contract.getPairPendingAccFundingFees(collateralIndex, pairIndex, currentPairPrice);
         return {
             accFundingFeeLongP: Number(result.accFundingFeeLongP) / 1e20,
             accFundingFeeShortP: Number(result.accFundingFeeShortP) / 1e20,
@@ -22,7 +31,7 @@ const fetchPairPendingAccFundingFees = async (contract, collateralIndex, pairInd
         console.error("Error fetching pair pending acc funding fees:", error);
         throw error;
     }
-};
+});
 exports.fetchPairPendingAccFundingFees = fetchPairPendingAccFundingFees;
 /**
  * @dev Fetches funding fees for a specific trade in collateral tokens
@@ -32,9 +41,9 @@ exports.fetchPairPendingAccFundingFees = fetchPairPendingAccFundingFees;
  * @param currentPairPrice Current pair price (1e10)
  * @returns Promise resolving to funding fee in collateral tokens
  */
-const fetchTradeFundingFeesCollateral = async (contract, trader, index, currentPairPrice) => {
+const fetchTradeFundingFeesCollateral = (contract, trader, index, currentPairPrice) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        const fundingFeeCollateral = await contract.getTradeFundingFeesCollateral(trader, index, currentPairPrice);
+        const fundingFeeCollateral = yield contract.getTradeFundingFeesCollateral(trader, index, currentPairPrice);
         // Convert from BigNumber to number (collateral precision already applied)
         return Number(fundingFeeCollateral);
     }
@@ -42,7 +51,7 @@ const fetchTradeFundingFeesCollateral = async (contract, trader, index, currentP
         console.error("Error fetching trade funding fees:", error);
         throw error;
     }
-};
+});
 exports.fetchTradeFundingFeesCollateral = fetchTradeFundingFeesCollateral;
 /**
  * @dev Fetches trade fees data for a specific trade
@@ -51,9 +60,9 @@ exports.fetchTradeFundingFeesCollateral = fetchTradeFundingFeesCollateral;
  * @param index Trade index
  * @returns Promise resolving to trade fees data
  */
-const fetchTradeFeesData = async (contract, trader, index) => {
+const fetchTradeFeesData = (contract, trader, index) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        const feesData = await contract.getTradeFeesData(trader, index);
+        const feesData = yield contract.getTradeFeesData(trader, index);
         return {
             accPerOiLong: Number(feesData.initialAccFundingFeeP) / 1e20,
             accPerOiShort: Number(feesData.initialAccFundingFeeP) / 1e20,
@@ -64,7 +73,7 @@ const fetchTradeFeesData = async (contract, trader, index) => {
         console.error("Error fetching trade fees data:", error);
         throw error;
     }
-};
+});
 exports.fetchTradeFeesData = fetchTradeFeesData;
 /**
  * @dev Fetches trade fees data for multiple trades
@@ -73,12 +82,12 @@ exports.fetchTradeFeesData = fetchTradeFeesData;
  * @param indices Array of trade indices
  * @returns Promise resolving to array of trade fees data
  */
-const fetchTradeFeesDataBatch = async (contract, traders, indices) => {
+const fetchTradeFeesDataBatch = (contract, traders, indices) => __awaiter(void 0, void 0, void 0, function* () {
     if (traders.length !== indices.length) {
         throw new Error("Traders and indices arrays must have the same length");
     }
     try {
-        const feesDatas = await contract.getTradeFeesDataArray(traders, indices);
+        const feesDatas = yield contract.getTradeFeesDataArray(traders, indices);
         return feesDatas.map(feesData => ({
             accPerOiLong: Number(feesData.initialAccFundingFeeP) / 1e20,
             accPerOiShort: Number(feesData.initialAccFundingFeeP) / 1e20,
@@ -89,7 +98,7 @@ const fetchTradeFeesDataBatch = async (contract, traders, indices) => {
         console.error("Error fetching trade fees data batch:", error);
         throw error;
     }
-};
+});
 exports.fetchTradeFeesDataBatch = fetchTradeFeesDataBatch;
 /**
  * @dev Fetches pending accumulated funding fees for multiple pairs
@@ -99,7 +108,7 @@ exports.fetchTradeFeesDataBatch = fetchTradeFeesDataBatch;
  * @param currentPairPrices Array of current pair prices (1e10)
  * @returns Promise resolving to array of accumulated funding fees
  */
-const fetchPairPendingAccFundingFeesBatch = async (contract, collateralIndices, pairIndices, currentPairPrices) => {
+const fetchPairPendingAccFundingFeesBatch = (contract, collateralIndices, pairIndices, currentPairPrices) => __awaiter(void 0, void 0, void 0, function* () {
     if (collateralIndices.length !== pairIndices.length ||
         pairIndices.length !== currentPairPrices.length) {
         throw new Error("All input arrays must have the same length");
@@ -107,7 +116,7 @@ const fetchPairPendingAccFundingFeesBatch = async (contract, collateralIndices,
     try {
         // Fetch all in parallel
         const promises = collateralIndices.map((collateralIndex, i) => contract.getPairPendingAccFundingFees(collateralIndex, pairIndices[i], currentPairPrices[i]));
-        const results = await Promise.all(promises);
+        const results = yield Promise.all(promises);
         return results.map(result => ({
             accFundingFeeLongP: Number(result.accFundingFeeLongP) / 1e20,
             accFundingFeeShortP: Number(result.accFundingFeeShortP) / 1e20,
@@ -118,7 +127,7 @@ const fetchPairPendingAccFundingFeesBatch = async (contract, collateralIndices,
         console.error("Error fetching pair pending acc funding fees batch:", error);
         throw error;
     }
-};
+});
 exports.fetchPairPendingAccFundingFeesBatch = fetchPairPendingAccFundingFeesBatch;
 /**
  * @dev Helper to convert price from number to contract format
@@ -136,6 +145,6 @@ exports.priceToContractFormat = priceToContractFormat;
  * @returns Amount in contract format
  */
 const collateralToContractFormat = (amount, decimals) => {
-    return BigInt(Math.round(amount * 10 ** decimals));
+    return BigInt(Math.round(amount * Math.pow(10, decimals)));
 };
 exports.collateralToContractFormat = collateralToContractFormat;

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

@@ -259,9 +259,10 @@ exports.getTradeFundingFeesCollateral = getTradeFundingFeesCollateral;
  * @returns Complete funding fee calculation result
  */
 const getTradeFundingFees = (input, context) => {
+    var _a, _b;
     // Get params and data from context
-    const params = context.fundingParams[input.collateralIndex]?.[input.pairIndex];
-    const data = context.fundingData[input.collateralIndex]?.[input.pairIndex];
+    const params = (_a = context.fundingParams[input.collateralIndex]) === null || _a === void 0 ? void 0 : _a[input.pairIndex];
+    const data = (_b = context.fundingData[input.collateralIndex]) === null || _b === void 0 ? void 0 : _b[input.pairIndex];
     if (!params || !data) {
         throw new Error(`Missing funding fee data for collateral ${input.collateralIndex} pair ${input.pairIndex}`);
     }

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

@@ -24,8 +24,9 @@ exports.MAX_FEE_TIERS = 8;
 const getCurrentDay = () => Math.floor(Date.now() / 1000 / 60 / 60 / 24);
 exports.getCurrentDay = getCurrentDay;
 const getFeeTiersCount = (feeTiers) => {
+    var _a;
     for (let i = exports.MAX_FEE_TIERS; i > 0; --i) {
-        if (feeTiers[i - 1]?.feeMultiplier > 0) {
+        if (((_a = feeTiers[i - 1]) === null || _a === void 0 ? void 0 : _a.feeMultiplier) > 0) {
             return i;
         }
     }

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

@@ -35,10 +35,11 @@ const types_1 = require("../../../contracts/types");
  * @returns Total fee in collateral tokens
  */
 const getTotalTradeFeesCollateral = (collateralIndex, trader, pairIndex, positionSizeCollateral, isCounterTrade, context) => {
+    var _a;
     const { fee, collateralPriceUsd } = context;
     const { totalPositionSizeFeeP, minPositionSizeUsd } = fee;
     // Get counter trade fee rate multiplier (default 1 = 1x)
-    const counterTradeFeeRateMultiplier = isCounterTrade && context.counterTradeSettings?.[pairIndex]
+    const counterTradeFeeRateMultiplier = isCounterTrade && ((_a = context.counterTradeSettings) === null || _a === void 0 ? void 0 : _a[pairIndex])
         ? context.counterTradeSettings[pairIndex].feeRateMultiplier
         : 1;
     // Apply counter trade multiplier to position size
@@ -118,10 +119,7 @@ const getTradePendingHoldingFeesCollateral = (trade, tradeInfo, tradeFeesData, c
     if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
         context.funding &&
         tradeFeesData.initialAccFundingFeeP !== undefined) {
-        fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, {
-            ...context.funding,
-            currentTimestamp: context.currentTimestamp,
-        });
+        fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, Object.assign(Object.assign({}, context.funding), { currentTimestamp: context.currentTimestamp }));
     }
     // Calculate borrowing fees v2 (v10+ only)
     let borrowingFeeCollateral = 0;

package/lib/trade/liquidation/builder.js

@@ -17,6 +17,7 @@ const builder_4 = require("../fees/trading/builder");
  * @returns Complete context ready for getLiquidationPrice
  */
 const buildLiquidationPriceContext = (globalTradingVariables, tradeContainer, additionalParams) => {
+    var _a;
     const { trade, tradeInfo } = tradeContainer;
     const collateralIndex = trade.collateralIndex || 1;
     const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
@@ -28,7 +29,7 @@ const buildLiquidationPriceContext = (globalTradingVariables, tradeContainer, ad
         core: {
             currentBlock: additionalParams.currentBlock,
             currentTimestamp: additionalParams.currentTimestamp,
-            collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
+            collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
             contractsVersion: tradeInfo.contractsVersion,
             spreadP: additionalParams.spreadP,
         },
@@ -36,11 +37,7 @@ const buildLiquidationPriceContext = (globalTradingVariables, tradeContainer, ad
         borrowingV1: (0, builder_1.buildBorrowingV1Context)(globalTradingVariables, collateralIndex, additionalParams.currentBlock),
         borrowingV2: (0, builder_2.buildBorrowingV2Context)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
         funding: (0, builder_3.buildFundingContext)(globalTradingVariables, collateralIndex, trade.pairIndex, additionalParams.currentTimestamp),
-        trading: {
-            ...(0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier),
-            counterTradeSettings: globalTradingVariables.counterTradeSettings,
-            userPriceImpact: additionalParams.userPriceImpact,
-        },
+        trading: Object.assign(Object.assign({}, (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier)), { counterTradeSettings: globalTradingVariables.counterTradeSettings, userPriceImpact: additionalParams.userPriceImpact }),
         // Trade-specific data
         tradeData: {
             tradeInfo,

package/lib/trade/liquidation/index.js

@@ -27,6 +27,7 @@ const __1 = require("..");
  * @returns Liquidation price
  */
 const getLiquidationPrice = (trade, context) => {
+    var _a, _b;
     // Extract parameters from structured context
     const { currentPairPrice, additionalFeeCollateral = 0, partialCloseMultiplier = 1, beforeOpened = false, isCounterTrade = false, } = context.liquidationSpecific;
     // 1. Calculate closing fees
@@ -71,9 +72,9 @@ const getLiquidationPrice = (trade, context) => {
         trade.leverage;
     // 6. Apply closing spread for v9.2+
     if (context.core.contractsVersion >= types_1.ContractsVersion.V9_2 &&
-        ((context.tradeData.liquidationParams?.maxLiqSpreadP !== undefined &&
+        ((((_a = context.tradeData.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
             context.tradeData.liquidationParams.maxLiqSpreadP > 0) ||
-            (context.liquidationSpecific.userPriceImpact?.fixedSpreadP !==
+            (((_b = context.liquidationSpecific.userPriceImpact) === null || _b === void 0 ? void 0 : _b.fixedSpreadP) !==
                 undefined &&
                 context.liquidationSpecific.userPriceImpact.fixedSpreadP > 0))) {
         const closingSpreadP = (0, __1.getSpreadP)(context.core.spreadP, true, context.tradeData.liquidationParams, context.liquidationSpecific.userPriceImpact);
@@ -98,6 +99,7 @@ exports.getLiquidationPrice = getLiquidationPrice;
  * @returns New liquidation price after the update
  */
 const getLiquidationPriceAfterPositionUpdate = (existingTrade, newCollateralAmount, newLeverage, isLeverageUpdate, positionSizeCollateralDelta, pnlToRealizeCollateral, context) => {
+    var _a, _b;
     const { currentPairPrice, isCounterTrade = false } = context.liquidationSpecific;
     // 1. Calculate closing fees on the new position size
     const closingFeeCollateral = (0, __1.getTotalTradeFeesCollateral)(existingTrade.collateralIndex, "", // No fee tiers applied for liquidation calculation
@@ -165,9 +167,9 @@ const getLiquidationPriceAfterPositionUpdate = (existingTrade, newCollateralAmou
         newLeverage;
     // 9. Apply closing spread for v9.2+
     if (context.core.contractsVersion >= types_1.ContractsVersion.V9_2 &&
-        ((context.tradeData.liquidationParams?.maxLiqSpreadP !== undefined &&
+        ((((_a = context.tradeData.liquidationParams) === null || _a === void 0 ? void 0 : _a.maxLiqSpreadP) !== undefined &&
             context.tradeData.liquidationParams.maxLiqSpreadP > 0) ||
-            (context.liquidationSpecific.userPriceImpact?.fixedSpreadP !==
+            (((_b = context.liquidationSpecific.userPriceImpact) === null || _b === void 0 ? void 0 : _b.fixedSpreadP) !==
                 undefined &&
                 context.liquidationSpecific.userPriceImpact.fixedSpreadP > 0))) {
         const closingSpreadP = (0, __1.getSpreadP)(context.core.spreadP, true, context.tradeData.liquidationParams, context.liquidationSpecific.userPriceImpact);

package/lib/trade/oiWindows.js

@@ -7,12 +7,13 @@ const getCurrentOiWindowId = (oiWindowSettings) => {
 };
 exports.getCurrentOiWindowId = getCurrentOiWindowId;
 const getActiveOi = (currentOiWindowId, windowsCount, oiWindows, buy) => {
+    var _a, _b;
     if (oiWindows === undefined || windowsCount === 0)
         return 0;
     let activeOi = 0;
     for (let id = currentOiWindowId - (windowsCount - 1); id <= currentOiWindowId; id++) {
         activeOi +=
-            (buy ? oiWindows?.[id]?.oiLongUsd : oiWindows?.[id]?.oiShortUsd) || 0;
+            (buy ? (_a = oiWindows === null || oiWindows === void 0 ? void 0 : oiWindows[id]) === null || _a === void 0 ? void 0 : _a.oiLongUsd : (_b = oiWindows === null || oiWindows === void 0 ? void 0 : oiWindows[id]) === null || _b === void 0 ? void 0 : _b.oiShortUsd) || 0;
     }
     return activeOi;
 };

package/lib/trade/pnl/builder.js

@@ -14,6 +14,7 @@ const builder_4 = require("../fees/trading/builder");
  * @returns Complete context ready for getComprehensivePnl
  */
 const buildComprehensivePnlContext = (globalTradingVariables, tradeContainer, additionalParams) => {
+    var _a;
     const { trade, tradeInfo } = tradeContainer;
     const collateralIndex = trade.collateralIndex || 1;
     const collateral = globalTradingVariables.collaterals[collateralIndex - 1];
@@ -22,7 +23,7 @@ const buildComprehensivePnlContext = (globalTradingVariables, tradeContainer, ad
         core: {
             currentBlock: additionalParams.currentBlock,
             currentTimestamp: additionalParams.currentTimestamp,
-            collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
+            collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
             contractsVersion: tradeInfo.contractsVersion,
         },
         // Build sub-contexts using dedicated builders

package/lib/trade/pnl/converter.js

@@ -34,7 +34,7 @@ exports.encodePnlPercent = encodePnlPercent;
  */
 const convertCollateralAmount = (amount, collateralDecimals) => {
     const value = typeof amount === "bigint" ? Number(amount) : amount;
-    return value / 10 ** collateralDecimals;
+    return value / Math.pow(10, collateralDecimals);
 };
 exports.convertCollateralAmount = convertCollateralAmount;
 /**

package/lib/trade/pnl/index.js

@@ -81,6 +81,7 @@ 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);
@@ -113,7 +114,7 @@ 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 = context.tradeData?.liquidationParams
+    const liquidationThreshold = ((_a = context.tradeData) === null || _a === void 0 ? void 0 : _a.liquidationParams)
         ? (0, liquidation_1.getLiqPnlThresholdP)(context.tradeData.liquidationParams, trade.leverage) *
             -100
         : -90; // Default 90% loss
@@ -190,6 +191,7 @@ 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;
     }
@@ -221,7 +223,7 @@ 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, trade.isCounterTrade ?? false, {
+        trade.user, trade.pairIndex, positionSizeCollateral, (_a = trade.isCounterTrade) !== null && _a !== void 0 ? _a : false, {
             fee: context.fee,
             globalTradeFeeParams: context.globalTradeFeeParams,
             collateralPriceUsd: context.collateralPriceUsd || 1,
@@ -245,11 +247,12 @@ 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, context.tradeData?.tradeFeesData || {
+    const fees = (0, trading_1.getTradePendingHoldingFeesCollateral)(trade, tradeInfo, ((_a = context.tradeData) === null || _a === void 0 ? void 0 : _a.tradeFeesData) || {
         realizedTradingFeesCollateral: 0,
         realizedPnlCollateral: 0,
         manuallyRealizedNegativePnlCollateral: 0,
@@ -265,7 +268,7 @@ const getPriceForTargetPnlPercentage = (targetPnlPercent, trade, tradeInfo, cont
         borrowingV1: context.borrowingV1,
         borrowingV2: context.borrowingV2,
         funding: context.funding,
-        initialAccFees: context.tradeData?.initialAccFees,
+        initialAccFees: (_b = context.tradeData) === null || _b === void 0 ? void 0 : _b.initialAccFees,
     });
     const totalHoldingFees = fees.fundingFeeCollateral +
         fees.borrowingFeeCollateral +

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

@@ -14,6 +14,7 @@ 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;
@@ -35,7 +36,7 @@ const buildTradeClosingPriceImpactContext = (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,
         tradeInfo,

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

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

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>;