@gainsnetwork/sdk 1.3.0-rc3 → 1.3.0-rc4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -90,7 +90,7 @@ export declare const getSpreadP: (pairSpreadP: number | undefined, isLiquidation
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* @param context Additional context for the calculation
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* @returns Total spread + cumulative volume price impact percentage
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*/
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export declare const getSpreadWithCumulVolPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number,
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export declare const getSpreadWithCumulVolPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, context: CumulVolContext) => number;
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/**
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* @dev Convenience function for calculating cumulative volume price impact
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* @dev Uses collateral and leverage instead of USD position size
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@@ -104,6 +104,6 @@ export declare const getSpreadWithCumulVolPriceImpactP: (pairSpreadP: number, bu
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export declare const getCumulVolPriceImpact: (buy: boolean, collateral: number, leverage: number, open: boolean, context: CumulVolContext & {
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collateralPriceUsd: number;
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}) => number;
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export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number,
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export declare const getSpreadWithPriceImpactP: (pairSpreadP: number, buy: boolean, collateral: number, leverage: number, context: CumulVolContext) => number;
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export { convertOiWindowsSettings, convertOiWindow, convertOiWindows, convertOiWindowsSettingsArray, } from "./converter";
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export { buildCumulVolContext } from "./builder";
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@@ -268,7 +268,7 @@ exports.getSpreadP = getSpreadP;
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* @param context Additional context for the calculation
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* @returns Total spread + cumulative volume price impact percentage
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*/
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const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverage,
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const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverage, context) => {
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if (pairSpreadP === undefined) {
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return 0;
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}
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@@ -277,12 +277,7 @@ const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverag
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const positionSizeUsd = collateral * leverage * ((context === null || context === void 0 ? void 0 : context.collateralPriceUsd) || 1);
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const cumulVolImpact = (0, exports.getTradeCumulVolPriceImpactP)("", // trader - not used in calculation
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0, // pairIndex - not used in calculation
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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,
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oiWindows }));
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// If no cumulative volume impact calculated, return half of base spread
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if (cumulVolImpact === 0 && !oiWindowsSettings) {
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return pairSpreadP / 2;
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}
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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, context);
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return baseSpread + cumulVolImpact;
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};
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exports.getSpreadWithCumulVolPriceImpactP = getSpreadWithCumulVolPriceImpactP;
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