@gainsnetwork/sdk 1.3.0-rc3 → 1.3.0-rc6

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

@@ -14,7 +14,6 @@ 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 ||
@@ -23,7 +22,7 @@ const getProtectionCloseFactor = (context) => {
         (0, exports.isProtectionCloseFactorActive)(context) !== true
         ? constants_1.DEFAULT_PROTECTION_CLOSE_FACTOR
         : context.protectionCloseFactor;
-    const protectionCloseFactorMultiplier = ((_a = context === null || context === void 0 ? void 0 : context.userPriceImpact) === null || _a === void 0 ? void 0 : _a.cumulVolPriceImpactMultiplier) !== undefined &&
+    const protectionCloseFactorMultiplier = context?.userPriceImpact?.cumulVolPriceImpactMultiplier !== undefined &&
         context.userPriceImpact.cumulVolPriceImpactMultiplier > 0
         ? context.userPriceImpact.cumulVolPriceImpactMultiplier
         : 1;
@@ -71,7 +70,7 @@ exports.getCumulativeFactor = getCumulativeFactor;
  * @returns 1 for pre-v9.2, 2 for v9.2+
  */
 const getLegacyFactor = (context) => {
-    return (context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
+    return context?.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2 ? 1 : 2;
 };
 exports.getLegacyFactor = getLegacyFactor;
 /**
@@ -81,6 +80,8 @@ exports.getLegacyFactor = getLegacyFactor;
  * @returns Price impact percentage
  */
 const _calculateDepthBandsPriceImpact = (tradeSizeUsd, depthBandParams) => {
+    console.log("tradeSizeUsd", tradeSizeUsd);
+    console.log("depthBandParams", depthBandParams);
     const totalDepthUsd = depthBandParams.depthBands.totalDepthUsd;
     if (totalDepthUsd === 0 || tradeSizeUsd === 0)
         return 0;
@@ -92,38 +93,51 @@ const _calculateDepthBandsPriceImpact = (tradeSizeUsd, depthBandParams) => {
         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;
+        console.log("bandDepthUsd", bandDepthUsd);
         // Skip if band has same depth as previous (would cause division by zero)
         if (bandDepthUsd <= prevBandDepthUsd) {
+            console.log("Skipping band");
             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;
+        console.log("bandAvailableDepthUsd", bandAvailableDepthUsd);
         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;
+            console.log("Consumed all remaining size");
         }
         else {
             // Normal case: consume entire band and continue to next
             depthConsumedUsd = bandAvailableDepthUsd;
             remainingSizeUsd -= bandAvailableDepthUsd;
+            console.log("Consumed entire band");
         }
         // 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;
+        console.log("lowOffsetP", lowOffsetP);
+        console.log("offsetRangeP", offsetRangeP);
+        console.log("depthConsumedUsd", depthConsumedUsd);
+        console.log("bandAvailableDepthUsd", bandAvailableDepthUsd);
         // Calculate average impact using trapezoidal rule: low + (range * fraction / 2)
         const avgImpactP = lowOffsetP +
             (offsetRangeP * depthConsumedUsd) / bandAvailableDepthUsd / 2;
+        console.log("avgImpactP", avgImpactP);
         totalWeightedPriceImpactP += avgImpactP * depthConsumedUsd;
+        console.log("totalWeightedPriceImpactP", totalWeightedPriceImpactP);
         // Update previous values for next iteration
         topOfPrevBandOffsetPpm = topOfBandOffsetPpm;
         prevBandDepthUsd = bandDepthUsd;
     }
+    console.log("totalWeightedPriceImpactP", totalWeightedPriceImpactP);
+    console.log("tradeSizeUsd", tradeSizeUsd);
     return totalWeightedPriceImpactP / tradeSizeUsd;
 };
 /**
@@ -136,7 +150,7 @@ const _calculateDepthBandsPriceImpact = (tradeSizeUsd, depthBandParams) => {
  * @returns Price impact percentage (can be negative)
  */
 const _getDepthBandsPriceImpactP = (cumulativeVolumeUsd, tradeSizeUsd, depthBandParams, priceImpactFactor, cumulativeFactor) => {
-    // Check for opposite signs (would revert in contract)
+    // Check for opposite signs
     if ((cumulativeVolumeUsd > 0 && tradeSizeUsd < 0) ||
         (cumulativeVolumeUsd < 0 && tradeSizeUsd > 0)) {
         throw new Error("Wrong params: cumulative volume and trade size have opposite signs");
@@ -150,8 +164,12 @@ const _getDepthBandsPriceImpactP = (cumulativeVolumeUsd, tradeSizeUsd, depthBand
     const totalSizeLookupUsdUint = isNegative
         ? -totalSizeLookupUsd
         : totalSizeLookupUsd;
+    console.log("effectiveCumulativeVolumeUsdUint", effectiveCumulativeVolumeUsdUint);
+    console.log("totalSizeLookupUsdUint", totalSizeLookupUsdUint);
     const cumulativeVolPriceImpactP = _calculateDepthBandsPriceImpact(effectiveCumulativeVolumeUsdUint, depthBandParams);
     const totalSizePriceImpactP = _calculateDepthBandsPriceImpact(totalSizeLookupUsdUint, depthBandParams);
+    console.log("cumulativeVolPriceImpactP", cumulativeVolPriceImpactP);
+    console.log("totalSizePriceImpactP", totalSizePriceImpactP);
     const unscaledPriceImpactP = cumulativeVolPriceImpactP +
         (totalSizePriceImpactP - cumulativeVolPriceImpactP) / 2;
     const scaledPriceImpactP = unscaledPriceImpactP * priceImpactFactor;
@@ -170,24 +188,35 @@ const _getDepthBandsPriceImpactP = (cumulativeVolumeUsd, tradeSizeUsd, depthBand
  * @param context Additional context with depths, OI data, and factors
  * @returns Cumulative volume price impact percentage (not including spread)
  */
-const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterestUsd, isPnlPositive, open, lastPosIncreaseBlock, context) => {
+const getTradeCumulVolPriceImpactP = (_trader, // Unused - kept for compatibility
+_pairIndex, // Unused - kept for compatibility
+long, tradeOpenInterestUsd, isPnlPositive, open, lastPosIncreaseBlock, context) => {
     // Update context with passed parameters
-    const updatedContext = Object.assign(Object.assign({}, context), { isOpen: open, isPnlPositive: isPnlPositive, createdBlock: context.createdBlock || lastPosIncreaseBlock });
+    const updatedContext = {
+        ...context,
+        isOpen: open,
+        isPnlPositive: isPnlPositive,
+        createdBlock: context.createdBlock || lastPosIncreaseBlock,
+    };
     if (
     // No price impact when closing pre-v9.2 trades
-    (!open && (context === null || context === void 0 ? void 0 : context.contractsVersion) === types_1.ContractsVersion.BEFORE_V9_2) ||
+    (!open && context?.contractsVersion === types_1.ContractsVersion.BEFORE_V9_2) ||
         // No price impact for opens when `pair.exemptOnOpen` is true
-        (open && (context === null || context === void 0 ? void 0 : context.exemptOnOpen) === true) ||
+        (open && context?.exemptOnOpen === true) ||
         // No price impact for closes after `protectionCloseFactor` has expired
         // when `pair.exemptAfterProtectionCloseFactor` is true
         (!open &&
-            (context === null || context === void 0 ? void 0 : context.exemptAfterProtectionCloseFactor) === true &&
+            context?.exemptAfterProtectionCloseFactor === true &&
             (0, exports.isProtectionCloseFactorActive)(updatedContext) !== true)) {
+        console.log("No price impact, protection close factor");
         return 0;
     }
     const tradePositiveSkew = (long && open) || (!long && !open);
     const tradeSkewMultiplier = tradePositiveSkew ? 1 : -1;
+    console.log("bands", context.pairDepthBands);
+    console.log("mapping", context.depthBandsMapping);
     if (!context.pairDepthBands || !context.depthBandsMapping) {
+        console.log("No price impact, bands");
         return 0;
     }
     // Select depth bands based on trade direction
@@ -196,6 +225,7 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
         : context.pairDepthBands.below;
     // Return 0 if no depth bands configured (matching contract lines 588-590)
     if (!depthBands || depthBands.totalDepthUsd === 0) {
+        console.log("No price impact, depth bands");
         return 0;
     }
     // Get active OI for cumulative volume calculation
@@ -204,8 +234,11 @@ const getTradeCumulVolPriceImpactP = (trader, pairIndex, long, tradeOpenInterest
         activeOi =
             (0, oiWindows_1.getActiveOi)((0, oiWindows_1.getCurrentOiWindowId)(context.oiWindowsSettings), context.oiWindowsSettings.windowsCount, context.oiWindows, open ? long : !long) || 0;
     }
+    console.log("activeOi", activeOi);
     const signedActiveOi = activeOi * tradeSkewMultiplier;
     const signedTradeOi = tradeOpenInterestUsd * tradeSkewMultiplier;
+    console.log("signedActiveOi", signedActiveOi);
+    console.log("signedTradeOi", signedTradeOi);
     // Calculate price impact using depth bands
     const priceImpactP = _getDepthBandsPriceImpactP(signedActiveOi, signedTradeOi, {
         depthBands: depthBands,
@@ -242,8 +275,7 @@ exports.getFixedSpreadP = getFixedSpreadP;
  *       Currently it may double-count user fixed spread if pairSpreadP already includes it
  */
 const getSpreadP = (pairSpreadP, isLiquidation, liquidationParams, userPriceImpact) => {
-    var _a;
-    const fixedSpreadP = (_a = userPriceImpact === null || userPriceImpact === void 0 ? void 0 : userPriceImpact.fixedSpreadP) !== null && _a !== void 0 ? _a : 0;
+    const fixedSpreadP = userPriceImpact?.fixedSpreadP ?? 0;
     if (pairSpreadP === undefined || (pairSpreadP === 0 && fixedSpreadP === 0)) {
         return 0;
     }
@@ -268,21 +300,16 @@ exports.getSpreadP = getSpreadP;
  * @param context Additional context for the calculation
  * @returns Total spread + cumulative volume price impact percentage
  */
-const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverage, oiWindowsSettings, oiWindows, context) => {
+const getSpreadWithCumulVolPriceImpactP = (pairSpreadP, buy, collateral, leverage, context) => {
     if (pairSpreadP === undefined) {
         return 0;
     }
-    const baseSpread = (0, exports.getSpreadP)(pairSpreadP, undefined, undefined, context === null || context === void 0 ? void 0 : context.userPriceImpact);
+    const baseSpread = (0, exports.getSpreadP)(pairSpreadP, undefined, undefined, context?.userPriceImpact);
     // Calculate position size in USD
-    const positionSizeUsd = collateral * leverage * ((context === null || context === void 0 ? void 0 : context.collateralPriceUsd) || 1);
+    const positionSizeUsd = collateral * leverage * (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), { oiWindowsSettings,
-        oiWindows }));
-    // If no cumulative volume impact calculated, return half of base spread
-    if (cumulVolImpact === 0 && !oiWindowsSettings) {
-        return pairSpreadP / 2;
-    }
+    buy, positionSizeUsd, context?.isPnlPositive || false, context?.isOpen !== false, context?.createdBlock || 0, context);
     return baseSpread + cumulVolImpact;
 };
 exports.getSpreadWithCumulVolPriceImpactP = getSpreadWithCumulVolPriceImpactP;

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

@@ -13,7 +13,6 @@ 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;
@@ -35,7 +34,7 @@ const buildTradeOpeningPriceImpactContext = (globalTradingVariables, collateralI
     }
     // Return structured context with proper subcontexts
     return {
-        collateralPriceUsd: ((_a = collateral.prices) === null || _a === void 0 ? void 0 : _a.collateralPriceUsd) || 1,
+        collateralPriceUsd: collateral.prices?.collateralPriceUsd || 1,
         cumulVolContext,
         skewContext,
     };

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

@@ -23,14 +23,17 @@ const getTradeOpeningPriceImpact = (input, context) => {
     // Calculate fixed spread
     const spreadP = (0, cumulVol_1.getFixedSpreadP)(input.pairSpreadP, input.long, true // opening
     );
+    console.log("spreadP", spreadP);
     // Calculate position size in USD
     const positionSizeUsd = positionSizeCollateral * context.collateralPriceUsd;
+    console.log("positionSizeUsd", positionSizeUsd);
     // Calculate cumulative volume price impact
     const cumulVolPriceImpactP = (0, cumulVol_1.getTradeCumulVolPriceImpactP)("", // trader - not needed for calculation
     input.pairIndex, input.long, positionSizeUsd, false, // isPnlPositive - not relevant for opening
     true, // open
     0, // lastPosIncreaseBlock - not relevant for opening
     context.cumulVolContext);
+    console.log("cumulVolPriceImpactP", cumulVolPriceImpactP);
     // Calculate price after spread and cumulative volume impact (before skew)
     const priceAfterSpreadAndCumulVolPriceImpact = (0, __1.getPriceAfterImpact)(input.openPrice, spreadP + cumulVolPriceImpactP);
     // Calculate position size in tokens using the price after fixed spread and cumul vol impact
@@ -74,6 +77,9 @@ exports.getTradeOpeningPriceImpact = getTradeOpeningPriceImpact;
  * @returns Price impact breakdown and final price
  */
 const getTradeOpeningPriceImpactAtMarket = (input, context, currentMarketPrice) => {
-    return (0, exports.getTradeOpeningPriceImpact)(Object.assign(Object.assign({}, input), { openPrice: currentMarketPrice }), context);
+    return (0, exports.getTradeOpeningPriceImpact)({
+        ...input,
+        openPrice: currentMarketPrice,
+    }, context);
 };
 exports.getTradeOpeningPriceImpactAtMarket = getTradeOpeningPriceImpactAtMarket;

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

@@ -11,9 +11,8 @@ exports.buildSkewPriceImpactContext = void 0;
  * @returns Skew price impact context for the pair
  */
 const buildSkewPriceImpactContext = (tradingVariables, 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];
+    const skewDepth = tradingVariables.pairSkewDepths?.[pairIndex] ?? 0;
+    const pairOi = tradingVariables.pairOis?.[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 = Math.pow(10, collateralDecimals);
+    const divisor = 10 ** collateralDecimals;
     return {
         oiLongCollateral: Number(contractData.oiLongCollateral) / divisor,
         oiShortCollateral: Number(contractData.oiShortCollateral) / divisor,

package/lib/trade/priceImpact/skew/fetcher.js

@@ -1,13 +1,4 @@
 "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");
@@ -18,16 +9,16 @@ const converter_1 = require("./converter");
  * @param pairIndex Pair index
  * @returns Promise resolving to pair OI in tokens
  */
-const fetchPairOiAfterV10Token = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairOiAfterV10Token = async (contract, collateralIndex, pairIndex) => {
     try {
-        const contractData = yield contract.getPairOiAfterV10Token(collateralIndex, pairIndex);
+        const contractData = await 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
@@ -36,19 +27,19 @@ exports.fetchPairOiAfterV10Token = fetchPairOiAfterV10Token;
  * @param pairIndices Array of pair indices
  * @returns Promise resolving to array of pair OI in tokens
  */
-const fetchPairOisAfterV10Token = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairOisAfterV10Token = async (contract, collateralIndices, pairIndices) => {
     if (collateralIndices.length !== pairIndices.length) {
         throw new Error("Collateral indices and pair indices arrays must have the same length");
     }
     try {
-        const contractDataArray = yield contract.getPairOisAfterV10Token(collateralIndices, pairIndices);
+        const contractDataArray = await 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
@@ -57,9 +48,9 @@ exports.fetchPairOisAfterV10Token = fetchPairOisAfterV10Token;
  * @param pairIndex Pair index
  * @returns Promise resolving to normalized skew depth
  */
-const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairSkewDepth = async (contract, collateralIndex, pairIndex) => {
     try {
-        const contractDepth = yield contract.getPairSkewDepth(collateralIndex, pairIndex);
+        const contractDepth = await contract.getPairSkewDepth(collateralIndex, pairIndex);
         // Token depths are always 1e18 precision
         return (0, converter_1.convertSkewDepth)(contractDepth.toString());
     }
@@ -67,7 +58,7 @@ const fetchPairSkewDepth = (contract, collateralIndex, pairIndex) => __awaiter(v
         console.error("Error fetching skew depth:", error);
         throw error;
     }
-});
+};
 exports.fetchPairSkewDepth = fetchPairSkewDepth;
 /**
  * @dev Fetches skew depths for multiple pairs
@@ -76,12 +67,12 @@ exports.fetchPairSkewDepth = fetchPairSkewDepth;
  * @param pairIndices Array of pair indices
  * @returns Promise resolving to array of normalized skew depths
  */
-const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchPairSkewDepths = async (contract, collateralIndices, pairIndices) => {
     if (collateralIndices.length !== pairIndices.length) {
         throw new Error("All input arrays must have the same length");
     }
     try {
-        const contractDepths = yield contract.getPairSkewDepths(collateralIndices, pairIndices);
+        const contractDepths = await contract.getPairSkewDepths(collateralIndices, pairIndices);
         // Token depths are always 1e18 precision
         return contractDepths.map(depth => (0, converter_1.convertSkewDepth)(depth.toString()));
     }
@@ -89,7 +80,7 @@ const fetchPairSkewDepths = (contract, collateralIndices, pairIndices) => __awai
         console.error("Error fetching skew depths:", error);
         throw error;
     }
-});
+};
 exports.fetchPairSkewDepths = fetchPairSkewDepths;
 /**
  * @dev Fetches skew price impact context for a single pair
@@ -98,10 +89,10 @@ exports.fetchPairSkewDepths = fetchPairSkewDepths;
  * @param pairIndex Pair index
  * @returns Promise resolving to skew price impact context
  */
-const fetchSkewPriceImpactContext = (contract, collateralIndex, pairIndex) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchSkewPriceImpactContext = async (contract, collateralIndex, pairIndex) => {
     try {
         // Fetch OI data and skew depth in parallel
-        const [pairOiToken, skewDepth] = yield Promise.all([
+        const [pairOiToken, skewDepth] = await Promise.all([
             (0, exports.fetchPairOiAfterV10Token)(contract, collateralIndex, pairIndex),
             (0, exports.fetchPairSkewDepth)(contract, collateralIndex, pairIndex),
         ]);
@@ -114,7 +105,7 @@ const fetchSkewPriceImpactContext = (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
@@ -122,16 +113,16 @@ exports.fetchSkewPriceImpactContext = fetchSkewPriceImpactContext;
  * @param collateralIndices Array of collateral indices
  * @returns Promise resolving to array of decimals
  */
-const fetchCollateralDecimals = (contract, collateralIndices) => __awaiter(void 0, void 0, void 0, function* () {
+const fetchCollateralDecimals = async (contract, collateralIndices) => {
     try {
         // Get unique collateral indices to minimize calls
         const uniqueIndices = [...new Set(collateralIndices)];
         // Fetch collateral info for unique indices
-        const promises = uniqueIndices.map((index) => __awaiter(void 0, void 0, void 0, function* () {
-            const collateral = yield contract.getCollateral(index);
+        const promises = uniqueIndices.map(async (index) => {
+            const collateral = await contract.getCollateral(index);
             return { index, decimals: Number(collateral.precision) };
-        }));
-        const collateralData = yield Promise.all(promises);
+        });
+        const collateralData = await 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
@@ -142,7 +133,7 @@ const fetchCollateralDecimals = (contract, collateralIndices) => __awaiter(void
         console.error("Error fetching collateral decimals:", error);
         throw error;
     }
-});
+};
 exports.fetchCollateralDecimals = fetchCollateralDecimals;
 /**
  * @dev Calculates skew price impact for a trade using contract call
@@ -154,9 +145,9 @@ exports.fetchCollateralDecimals = fetchCollateralDecimals;
  * @param open Whether trade is opening
  * @returns Promise resolving to price impact percentage (1e10)
  */
-const calculateTradeSkewPriceImpact = (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => __awaiter(void 0, void 0, void 0, function* () {
+const calculateTradeSkewPriceImpact = async (contract, collateralIndex, pairIndex, long, positionSizeToken, open) => {
     try {
-        const priceImpactP = yield contract.getTradeSkewPriceImpactP(collateralIndex, pairIndex, long, BigInt(Math.round(positionSizeToken * 1e18)), // Convert to 1e18 precision
+        const priceImpactP = await 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;
@@ -165,5 +156,5 @@ const calculateTradeSkewPriceImpact = (contract, collateralIndex, pairIndex, lon
         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": "1.3.0-rc3",
+  "version": "1.3.0-rc6",
   "description": "Gains Network SDK",
   "main": "./lib/index.js",
   "files": [
@@ -24,7 +24,7 @@
     "url": "git+git@github.com:GainsNetwork-org/sdk.git"
   },
   "engines": {
-    "node": ">=12.0"
+    "node": ">=14.0"
   },
   "devDependencies": {
     "@typechain/ethers-v5": "^10.1.1",