@gainsnetwork/sdk 1.3.0-rc1 → 1.3.0-rc3

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 pairDepthBands = (_a = globalTradingVariables.pairDepthBands) === 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;
@@ -27,18 +26,18 @@ const buildCumulVolContext = (globalTradingVariables, collateralIndex, pairIndex
     const userPriceImpact = additionalParams.userPriceImpact;
     const protectionCloseFactorWhitelist = additionalParams.protectionCloseFactorWhitelist;
     // Get liquidation params - check both pair and group level
-    const liquidationParams = ((_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, 
         // Protection factors
         liquidationParams, currentBlock: additionalParams.currentBlock, contractsVersion: additionalParams.contractsVersion, protectionCloseFactorWhitelist,
         // Price impact data
-        pairDepth,
+        pairDepthBands,
         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/index.d.ts

@@ -3,7 +3,7 @@
  * @dev Mirrors contract's getTradeCumulVolPriceImpactP functionality
  */
 import { PairDepthBands, DepthBandsMapping } from "./types";
-import { LiquidationParams, OiWindows, OiWindowsSettings, PairDepth, PairFactor, UserPriceImpact } from "../../types";
+import { LiquidationParams, OiWindows, OiWindowsSettings, PairFactor, UserPriceImpact } from "../../types";
 import { ContractsVersion } from "../../../contracts/types";
 export type CumulVolContext = {
     isOpen?: boolean;
@@ -13,7 +13,6 @@ export type CumulVolContext = {
     currentBlock?: number | undefined;
     contractsVersion?: ContractsVersion | undefined;
     protectionCloseFactorWhitelist?: boolean;
-    pairDepth?: PairDepth | undefined;
     oiWindowsSettings?: OiWindowsSettings | undefined;
     oiWindows?: OiWindows | undefined;
     pairDepthBands?: PairDepthBands | undefined;
@@ -86,13 +85,12 @@ export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation
  * @param buy True for long, false for short
  * @param collateral Collateral amount
  * @param leverage Position leverage
- * @param pairDepth 1% depth values for the pair
  * @param oiWindowsSettings OI windows configuration
  * @param oiWindows Current OI windows data
  * @param context Additional context for the calculation
  * @returns Total spread + cumulative volume price impact percentage
  */
-export declare const getSpreadWithCumulVolPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, context?: CumulVolContext | undefined) => number;
+export declare const getSpreadWithCumulVolPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, context?: CumulVolContext | undefined) => number;
 /**
  * @dev Convenience function for calculating cumulative volume price impact
  * @dev Uses collateral and leverage instead of USD position size
@@ -106,6 +104,6 @@ export declare const getSpreadWithCumulVolPriceImpactP: (pairSpreadP: number, bu
 export declare const getCumulVolPriceImpact: (buy: boolean, collateral: number, leverage: number, open: boolean, context: CumulVolContext & {
     collateralPriceUsd: number;
 }) => number;
-export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, pairDepth: PairDepth | undefined, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, context?: CumulVolContext | undefined) => number;
+export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, oiWindowsSettings?: OiWindowsSettings | undefined, oiWindows?: OiWindows | undefined, context?: CumulVolContext | undefined) => number;
 export { convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, } from "./converter";
 export { buildCumulVolContext } from "./builder";

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

@@ -81,7 +81,7 @@ exports.getLegacyFactor = getLegacyFactor;
  * @returns Price impact percentage
  */
 const _calculateDepthBandsPriceImpact = (tradeSizeUsd, depthBandParams) => {
-    const totalDepthUsd = depthBandParams.pairSlot1.totalDepthUsd;
+    const totalDepthUsd = depthBandParams.depthBands.totalDepthUsd;
     if (totalDepthUsd === 0 || tradeSizeUsd === 0)
         return 0;
     let remainingSizeUsd = tradeSizeUsd;
@@ -89,8 +89,8 @@ const _calculateDepthBandsPriceImpact = (tradeSizeUsd, depthBandParams) => {
     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 bandLiquidityPercentageBps = depthBandParams.depthBands.bands[i]; // Already in 0-1 format
+        const topOfBandOffsetPpm = depthBandParams.depthBandsMapping.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) {
@@ -171,7 +171,6 @@ const _getDepthBandsPriceImpactP = (cumulativeVolumeUsd, tradeSizeUsd, depthBand
  * @returns Cumulative volume price impact percentage (not including spread)
  */
 const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterestUsd, isPnlPositive, open, lastPosIncreaseBlock, context) => {
-    var _a, _b;
     // Update context with passed parameters
     const updatedContext = Object.assign(Object.assign({}, context), { isOpen: open, isPnlPositive: isPnlPositive, createdBlock: context.createdBlock || lastPosIncreaseBlock });
     if (
@@ -188,50 +187,31 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
     }
     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;
-        }
+    if (!context.pairDepthBands || !context.depthBandsMapping) {
         return 0;
     }
-    // Fall back to legacy calculation for pre-v10.2 contracts
-    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;
-    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);
-    }
-    if (!onePercentDepth || activeOi === undefined) {
+    // Select depth bands based on trade direction
+    const depthBands = tradePositiveSkew
+        ? context.pairDepthBands.above
+        : context.pairDepthBands.below;
+    // Return 0 if no depth bands configured (matching contract lines 588-590)
+    if (!depthBands || depthBands.totalDepthUsd === 0) {
         return 0;
     }
-    // Apply trade skew multiplier to match Solidity's signed calculation
+    // 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 impact with proper signs (matching Solidity's _getTradePriceImpactP)
-    const finalPriceImpactP = ((signedActiveOi * (0, exports.getCumulativeFactor)(updatedContext) +
-        signedTradeOi / 2) /
-        onePercentDepth /
-        (0, exports.getLegacyFactor)(updatedContext)) *
-        (0, exports.getProtectionCloseFactor)(updatedContext);
-    return finalPriceImpactP;
+    // Calculate price impact using depth bands
+    const priceImpactP = _getDepthBandsPriceImpactP(signedActiveOi, signedTradeOi, {
+        depthBands: depthBands,
+        depthBandsMapping: context.depthBandsMapping,
+    }, (0, exports.getProtectionCloseFactor)(updatedContext), (0, exports.getCumulativeFactor)(updatedContext));
+    return priceImpactP;
 };
 exports.getTradeCumulVolPriceImpactP = getTradeCumulVolPriceImpactP;
 /**
@@ -283,13 +263,12 @@ exports.getSpreadP = getSpreadP;
  * @param buy True for long, false for short
  * @param collateral Collateral amount
  * @param leverage Position leverage
- * @param pairDepth 1% depth values for the pair
  * @param oiWindowsSettings OI windows configuration
  * @param oiWindows Current OI windows data
  * @param context Additional context for the calculation
  * @returns Total spread + cumulative volume price impact percentage
  */
-const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverage, pairDepth, oiWindowsSettings, oiWindows, context) => {
+const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverage, oiWindowsSettings, oiWindows, context) => {
     if (pairSpreadP === undefined) {
         return 0;
     }
@@ -298,11 +277,10 @@ const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverag
     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 === 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,
+    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), { oiWindowsSettings,
         oiWindows }));
-    // If no depth or OI data, return just half spread
-    if (cumulVolImpact === 0 && (!pairDepth || !oiWindowsSettings)) {
+    // If no cumulative volume impact calculated, return half of base spread
+    if (cumulVolImpact === 0 && !oiWindowsSettings) {
         return pairSpreadP / 2;
     }
     return baseSpread + cumulVolImpact;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@gainsnetwork/sdk",
-  "version": "1.3.0-rc1",
+  "version": "1.3.0-rc3",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [