@gainsnetwork/sdk 1.1.0-rc1 → 1.1.1-rc1

package/lib/contracts/utils/pairs.d.ts

@@ -1,18 +1,7 @@
-import { Pair, Fee, OpenInterest, PairIndex } from "../../trade/types";
+import { Pair, Fee, OpenInterest, PairDepth, PairIndex } from "../../trade/types";
 import { Contracts } from "../../contracts/types";
 export declare const fetchPairs: (contracts: Contracts, pairIxs: PairIndex[]) => Promise<Pair[]>;
-export declare const fetchPairDepthBands: (contracts: Contracts, pairIxs: number[]) => Promise<any[]>;
-export declare const fetchPairDepthBandsDecoded: (contracts: Contracts, pairIxs: number[]) => Promise<{
-    totalDepthAboveUsd: number[];
-    totalDepthBelowUsd: number[];
-    bandsAbove: number[][];
-    bandsBelow: number[][];
-}>;
-export declare const fetchDepthBandsMapping: (contracts: Contracts) => Promise<{
-    slot1: string;
-    slot2: string;
-}>;
-export declare const fetchDepthBandsMappingDecoded: (contracts: Contracts) => Promise<number[]>;
+export declare const fetchPairDepths: (contracts: Contracts, pairIxs: number[]) => Promise<PairDepth[]>;
 export declare const fetchFees: (contracts: Contracts, feeIxs: PairIndex[]) => Promise<Fee[]>;
 export declare const fetchOpenInterest: (contracts: Contracts, collateralIndex: number, pairIxs: number[]) => Promise<OpenInterest[]>;
 export declare const getPairDescription: (pairIndex: PairIndex) => string;

package/lib/contracts/utils/pairs.js

@@ -9,7 +9,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchDepthBandsMappingDecoded = exports.fetchDepthBandsMapping = exports.fetchPairDepthBandsDecoded = exports.fetchPairDepthBands = exports.fetchPairs = void 0;
+exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchPairDepths = exports.fetchPairs = void 0;
 /* eslint-disable @typescript-eslint/no-unsafe-call */
 /* eslint-disable @typescript-eslint/no-unsafe-return */
 /* eslint-disable @typescript-eslint/no-unsafe-member-access */
@@ -40,85 +40,26 @@ const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, fun
     }
 });
 exports.fetchPairs = fetchPairs;
-const fetchPairDepthBands = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
-    if (!contracts || pairIxs.length === 0) {
-        return [];
-    }
-    const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
-    try {
-        // Returns array of PairDepthBands structs (encoded slots)
-        // Using quoted signature for overloaded function
-        const depthBands = yield multiCollatContract["getPairDepthBands(uint256[])"](pairIxs);
-        return depthBands;
-    }
-    catch (error) {
-        console.error(`Unexpected error while fetching pair depth bands!`);
-        throw error;
-    }
-});
-exports.fetchPairDepthBands = fetchPairDepthBands;
-const fetchPairDepthBandsDecoded = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
-    if (!contracts || pairIxs.length === 0) {
-        return {
-            totalDepthAboveUsd: [],
-            totalDepthBelowUsd: [],
-            bandsAbove: [],
-            bandsBelow: [],
-        };
-    }
-    const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
-    try {
-        // Returns decoded values
-        // Using quoted signature for overloaded function
-        const [totalDepthAboveUsd, totalDepthBelowUsd, bandsAbove, bandsBelow] = yield multiCollatContract["getPairDepthBandsDecoded(uint256[])"](pairIxs);
-        return {
-            totalDepthAboveUsd: totalDepthAboveUsd.map((v) => parseFloat(v.toString())),
-            totalDepthBelowUsd: totalDepthBelowUsd.map((v) => parseFloat(v.toString())),
-            bandsAbove: bandsAbove.map((bands) => bands.map((b) => parseInt(b.toString()))),
-            bandsBelow: bandsBelow.map((bands) => bands.map((b) => parseInt(b.toString()))),
-        };
-    }
-    catch (error) {
-        console.error(`Unexpected error while fetching decoded pair depth bands!`);
-        throw error;
-    }
-});
-exports.fetchPairDepthBandsDecoded = fetchPairDepthBandsDecoded;
-const fetchDepthBandsMapping = (contracts) => __awaiter(void 0, void 0, void 0, function* () {
-    if (!contracts) {
-        return { slot1: "0", slot2: "0" };
-    }
-    const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
-    try {
-        // Returns two uint256 slots
-        const [slot1, slot2] = yield multiCollatContract.getDepthBandsMapping();
-        return {
-            slot1: slot1.toString(),
-            slot2: slot2.toString(),
-        };
-    }
-    catch (error) {
-        console.error(`Unexpected error while fetching depth bands mapping!`);
-        throw error;
-    }
-});
-exports.fetchDepthBandsMapping = fetchDepthBandsMapping;
-const fetchDepthBandsMappingDecoded = (contracts) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairDepths = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
     if (!contracts) {
         return [];
     }
     const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
     try {
-        // Returns array of 30 uint16 values
-        const bands = yield multiCollatContract.getDepthBandsMappingDecoded();
-        return bands.map((b) => parseInt(b.toString()));
+        const pairParams = yield multiCollatContract.getPairDepths(pairIxs);
+        return pairParams.map(pair => {
+            return {
+                onePercentDepthAboveUsd: parseFloat(pair.onePercentDepthAboveUsd.toString()),
+                onePercentDepthBelowUsd: parseFloat(pair.onePercentDepthBelowUsd.toString()),
+            };
+        });
     }
     catch (error) {
-        console.error(`Unexpected error while fetching decoded depth bands mapping!`);
+        console.error(`Unexpected error while fetching pairs!`);
         throw error;
     }
 });
-exports.fetchDepthBandsMappingDecoded = fetchDepthBandsMappingDecoded;
+exports.fetchPairDepths = fetchPairDepths;
 const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
     if (!contracts) {
         return [];

package/lib/index.d.ts

@@ -5,6 +5,5 @@ export * from "./constants";
 export * from "./utils";
 export * from "./vault";
 export * from "./backend";
-export * from "./pricing";
 export * from "./trade/fees/borrowing/index";
 export { ContractsVersion } from "./contracts/types";

package/lib/index.js

@@ -22,7 +22,6 @@ __exportStar(require("./constants"), exports);
 __exportStar(require("./utils"), exports);
 __exportStar(require("./vault"), exports);
 __exportStar(require("./backend"), exports);
-__exportStar(require("./pricing"), exports);
 // Not sure why this is needed, but it is. Barrel imports are not working.
 __exportStar(require("./trade/fees/borrowing/index"), exports);
 // Export ContractsVersion for frontend usage

package/lib/trade/fees/trading/builder.d.ts

@@ -2,7 +2,7 @@
  * @dev Trading fees context builder module
  * @dev Provides builder functions for creating trading fee contexts
  */
-import { Fee, GlobalTradeFeeParams } from "../../types";
+import { Fee, GlobalTradeFeeParams, CounterTradeSettings } from "../../types";
 import { GlobalTradingVariablesType } from "src/backend/tradingVariables/types";
 /**
  * @dev Sub-context for trading fees
@@ -10,6 +10,7 @@ import { GlobalTradingVariablesType } from "src/backend/tradingVariables/types";
 export type TradingFeesSubContext = {
     fee: Fee;
     globalTradeFeeParams: GlobalTradeFeeParams;
+    counterTradeSettings?: CounterTradeSettings[];
     traderFeeMultiplier?: number;
 };
 /**

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

@@ -9,11 +9,12 @@ exports.buildTradingFeesContext = void 0;
  * @dev Builds trading fees sub-context
  */
 const buildTradingFeesContext = (globalTradingVariables, pairIndex, traderFeeMultiplier) => {
-    const { fees, pairs, globalTradeFeeParams } = globalTradingVariables;
+    const { fees, pairs, globalTradeFeeParams, counterTradeSettings } = globalTradingVariables;
     const feeIndex = pairs[pairIndex].feeIndex;
     return {
         fee: fees[feeIndex],
         globalTradeFeeParams: globalTradeFeeParams,
+        counterTradeSettings,
         traderFeeMultiplier,
     };
 };

package/lib/trade/fees/trading/types.d.ts

@@ -19,9 +19,7 @@ export type GetTradeFeesContext = {
     fee: Fee;
     collateralPriceUsd: number;
     globalTradeFeeParams: GlobalTradeFeeParams;
-    counterTradeSettings?: {
-        [pairIndex: number]: CounterTradeSettings;
-    };
+    counterTradeSettings?: CounterTradeSettings[];
     traderFeeMultiplier?: number;
 };
 /**

package/lib/trade/liquidation/builder.js

@@ -37,7 +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: Object.assign(Object.assign({}, (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier)), { counterTradeSettings: globalTradingVariables.counterTradeSettings, userPriceImpact: additionalParams.userPriceImpact }),
+        trading: (0, builder_4.buildTradingFeesContext)(globalTradingVariables, trade.pairIndex, additionalParams.traderFeeMultiplier),
         // Trade-specific data
         tradeData: {
             tradeInfo,

package/lib/trade/liquidation/types.d.ts

@@ -1,5 +1,5 @@
 import { GetBorrowingFeeContext, BorrowingFee } from "./../fees";
-import { LiquidationParams, UserPriceImpact, TradeFeesData, TradeInfo, CounterTradeSettings } from "./../types";
+import { LiquidationParams, UserPriceImpact, TradeFeesData, TradeInfo } from "./../types";
 import { ContractsVersion } from "../../contracts/types";
 import { GetPairBorrowingFeeV2Context } from "../fees/borrowingV2";
 import { GetPairFundingFeeContext } from "../fees/fundingFees";
@@ -19,12 +19,7 @@ export type GetLiquidationPriceContext = {
     borrowingV1?: GetBorrowingFeeContext;
     borrowingV2?: GetPairBorrowingFeeV2Context;
     funding?: GetPairFundingFeeContext;
-    trading: TradingFeesSubContext & {
-        userPriceImpact?: UserPriceImpact;
-        counterTradeSettings?: {
-            [pairIndex: number]: CounterTradeSettings;
-        };
-    };
+    trading: TradingFeesSubContext;
     tradeData: {
         tradeInfo: TradeInfo;
         tradeFeesData: TradeFeesData;

package/lib/trade/pnl/index.js

@@ -108,6 +108,7 @@ const getComprehensivePnl = (trade, marketPrice, executionPrice, tradeInfo, cont
         fee: context.trading.fee,
         globalTradeFeeParams: context.trading.globalTradeFeeParams,
         collateralPriceUsd: context.core.collateralPriceUsd,
+        counterTradeSettings: context.trading.counterTradeSettings,
         traderFeeMultiplier: context.trading.traderFeeMultiplier,
     });
     // Total fees
@@ -282,6 +283,7 @@ const getPriceForTargetPnlPercentage = (targetPnlPercent, trade, tradeInfo, cont
             globalTradeFeeParams: context.trading.globalTradeFeeParams,
             collateralPriceUsd: context.core.collateralPriceUsd,
             traderFeeMultiplier: context.trading.traderFeeMultiplier,
+            counterTradeSettings: context.trading.counterTradeSettings,
         });
         targetPnlGross += closingFee;
     }

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

@@ -10,16 +10,15 @@ 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;
+    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
-    // 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];
+    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];
     // Get OI windows settings (same for all pairs)
     // OI windows settings from global trading variables are already in SDK format
     const oiWindowsSettings = globalTradingVariables.oiWindowsSettings;
@@ -27,8 +26,8 @@ const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex
     const userPriceImpact = additionalParams.userPriceImpact;
     const protectionCloseFactorWhitelist = additionalParams.protectionCloseFactorWhitelist;
     // Get liquidation params - check both pair and group level
-    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
+    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({ 
         // Trade state
         isOpen: additionalParams.isOpen, isPnlPositive: additionalParams.isPnlPositive, createdBlock: additionalParams.createdBlock, 
@@ -39,6 +38,6 @@ const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex
         oiWindowsSettings,
         oiWindows,
         // User/collateral specific
-        userPriceImpact, collateralPriceUsd: ((_g = collateral.prices) === null || _g === void 0 ? void 0 : _g.collateralPriceUsd) || 1 }, pairFactor);
+        userPriceImpact, collateralPriceUsd: ((_h = collateral.prices) === null || _h === void 0 ? void 0 : _h.collateralPriceUsd) || 1 }, pairFactor);
 };
 exports.buildCumulVolContext = buildCumulVolContext;

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

@@ -4,7 +4,6 @@
  */
 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
@@ -30,65 +29,3 @@ 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

@@ -4,8 +4,7 @@
  * @dev All BigNumber values are normalized to floats with appropriate precision
  */
 Object.defineProperty(exports, "__esModule", { value: true });
-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");
+exports.convertOiWindowsSettingsArray = exports.convertOiWindows = exports.convertOiWindow = exports.convertOiWindowsSettings = void 0;
 /**
  * @dev Converts contract OI windows settings to SDK format
  * @param contractData Contract OiWindowsSettings struct
@@ -58,98 +57,3 @@ 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

@@ -2,7 +2,6 @@
  * @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 = {
@@ -16,8 +15,6 @@ 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

@@ -74,89 +74,6 @@ const getLegacyFactor = (context) => {
     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
@@ -186,32 +103,12 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
             (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;
-    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
+    // 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
     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;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.1.0-rc1",
+  "version": "1.1.1-rc1",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [