@gainsnetwork/sdk 1.0.6-rc4 → 1.1.0-rc1

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,

package/lib/trade/priceImpact/skew/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.calculateTradeSkewPriceImpact = exports.fetchCollateralDecimals = exports.fetchSkewPriceImpactContext = exports.fetchPairSkewDepths = exports.fetchPairSkewDepth = exports.fetchPairOisAfterV10Token = exports.fetchPairOiAfterV10Token = void 0;
 const converter_1 = require("./converter");
@@ -9,16 +18,16 @@ const converter_1 = require("./converter");
  * @param pairIndex Pair index
  * @returns Promise resolving to pair OI in tokens
  */
-const fetchPairOiAfterV10Token = async (contract, collateralIndex, pairIndex) => {
+const fetchPairOiAfterV10Token = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        const contractData = await contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
+        const contractData = yield 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
@@ -27,19 +36,19 @@ exports.fetchPairOiAfterV10Token = fetchPairOiAfterV10Token;
  * @param pairIndices Array of pair indices
  * @returns Promise resolving to array of pair OI in tokens
  */
-const fetchPairOisAfterV10Token = async (contract, collateralIndices, pairIndices) => {
+const fetchPairOisAfterV10Token = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
     if (collateralIndices.length !== pairIndices.length) {
         throw new Error("Collateral indices and pair indices arrays must have the same length");
     }
     try {
-        const contractDataArray = await contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
+        const contractDataArray = yield 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
@@ -48,9 +57,9 @@ exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
  * @param pairIndex Pair index
  * @returns Promise resolving to normalized skew depth
  */
-const fetchPairSkewDepth = async (contract, collateralIndex, pairIndex) => {
+const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        const contractDepth = await contract.getPairSkewDepth(collateralIndex, pairIndex);
+        const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
         // Token depths are always 1e18 precision
         return (0, converter_1.convertSkewDepth)(contractDepth.toString());
     }
@@ -58,7 +67,7 @@ const fetchPairSkewDepth = async (contract, collateralIndex, pairIndex) => {
         console.error("Error fetching skew depth:", error);
         throw error;
     }
-};
+});
 exports.fetchPairSkewDepth = fetchPairSkewDepth;
 /**
  * @dev Fetches skew depths for multiple pairs
@@ -67,12 +76,12 @@ exports.fetchPairSkewDepth = fetchPairSkewDepth;
  * @param pairIndices Array of pair indices
  * @returns Promise resolving to array of normalized skew depths
  */
-const fetchPairSkewDepths = async (contract, collateralIndices, pairIndices) => {
+const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
     if (collateralIndices.length !== pairIndices.length) {
         throw new Error("All input arrays must have the same length");
     }
     try {
-        const contractDepths = await contract.getPairSkewDepths(collateralIndices, pairIndices);
+        const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
         // Token depths are always 1e18 precision
         return contractDepths.map(depth => (0, converter_1.convertSkewDepth)(depth.toString()));
     }
@@ -80,7 +89,7 @@ const fetchPairSkewDepths = async (contract, collateralIndices, pairIndices) =>
         console.error("Error fetching skew depths:", error);
         throw error;
     }
-};
+});
 exports.fetchPairSkewDepths = fetchPairSkewDepths;
 /**
  * @dev Fetches skew price impact context for a single pair
@@ -89,10 +98,10 @@ exports.fetchPairSkewDepths = fetchPairSkewDepths;
  * @param pairIndex Pair index
  * @returns Promise resolving to skew price impact context
  */
-const fetchSkewPriceImpactContext = async (contract, collateralIndex, pairIndex) => {
+const fetchSkewPriceImpactContext = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         // Fetch OI data and skew depth in parallel
-        const [pairOiToken, skewDepth] = await Promise.all([
+        const [pairOiToken, skewDepth] = yield Promise.all([
             (0, exports.fetchPairOiAfterV10Token)(contract, collateralIndex, pairIndex),
             (0, exports.fetchPairSkewDepth)(contract, collateralIndex, pairIndex),
         ]);
@@ -105,7 +114,7 @@ const fetchSkewPriceImpactContext = async (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
@@ -113,16 +122,16 @@ exports.fetchSkewPriceImpactContext = fetchSkewPriceImpactContext;
  * @param collateralIndices Array of collateral indices
  * @returns Promise resolving to array of decimals
  */
-const fetchCollateralDecimals = async (contract, collateralIndices) => {
+const fetchCollateralDecimals = (contract, collateralIndices) => __awaiter(void 0, void 0, void 0, function* () {
     try {
         // Get unique collateral indices to minimize calls
         const uniqueIndices = [...new Set(collateralIndices)];
         // Fetch collateral info for unique indices
-        const promises = uniqueIndices.map(async (index) => {
-            const collateral = await contract.getCollateral(index);
+        const promises = uniqueIndices.map((index) => __awaiter(void 0, void 0, void 0, function* () {
+            const collateral = yield contract.getCollateral(index);
             return { index, decimals: Number(collateral.precision) };
-        });
-        const collateralData = await Promise.all(promises);
+        }));
+        const collateralData = yield 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
@@ -133,7 +142,7 @@ const fetchCollateralDecimals = async (contract, collateralIndices) => {
         console.error("Error fetching collateral decimals:", error);
         throw error;
     }
-};
+});
 exports.fetchCollateralDecimals = fetchCollateralDecimals;
 /**
  * @dev Calculates skew price impact for a trade using contract call
@@ -145,9 +154,9 @@ exports.fetchCollateralDecimals = fetchCollateralDecimals;
  * @param open Whether trade is opening
  * @returns Promise resolving to price impact percentage (1e10)
  */
-const calculateTradeSkewPriceImpact = async (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => {
+const calculateTradeSkewPriceImpact = (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => __awaiter(void 0, void 0, void 0, function* () {
     try {
-        const priceImpactP = await contract.getTradeSkewPriceImpactP(collateralIndex, pairIndex, long, BigInt(Math.round(positionSizeToken * 1e18)), // Convert to 1e18 precision
+        const priceImpactP = yield 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;
@@ -156,5 +165,5 @@ const calculateTradeSkewPriceImpact = async (contract, collateralIndex, pairInde
         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": "1.0.6-rc4",
+  "version": "1.1.0-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": ">=14.0"
+    "node": ">=12.0"
   },
   "devDependencies": {
     "@typechain/ethers-v5": "^10.1.1",