@gainsnetwork/sdk 1.4.0-rc1 → 1.4.2-rc1

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.
Files changed (142) hide show
  1. package/lib/backend/globalTrades/index.js +10 -10
  2. package/lib/backend/tradingVariables/converter.js +57 -57
  3. package/lib/backend/tradingVariables/index.js +6 -7
  4. package/lib/constants.js +2 -2
  5. package/lib/contracts/addresses.js +4 -1
  6. package/lib/contracts/index.d.ts +1 -1
  7. package/lib/contracts/index.js +3 -3
  8. package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -0
  9. package/lib/contracts/types/generated/GFarmTradingStorageV5.js +2 -0
  10. package/lib/contracts/types/generated/GNSBorrowingFees.d.ts +1067 -0
  11. package/lib/contracts/types/generated/GNSBorrowingFees.js +2 -0
  12. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.d.ts +979 -0
  13. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.js +2 -0
  14. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.d.ts +1058 -0
  15. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.js +2 -0
  16. package/lib/contracts/types/generated/GNSMultiCollatDiamond.d.ts +386 -260
  17. package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +533 -0
  18. package/lib/contracts/types/generated/GNSNftRewardsV6.js +2 -0
  19. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +613 -0
  20. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +2 -0
  21. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -0
  22. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -0
  23. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -0
  24. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -0
  25. package/lib/contracts/types/generated/GNSTrading.d.ts +758 -0
  26. package/lib/contracts/types/generated/GNSTrading.js +2 -0
  27. package/lib/contracts/types/generated/GNSTradingCallbacks.d.ts +875 -0
  28. package/lib/contracts/types/generated/GNSTradingCallbacks.js +2 -0
  29. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.d.ts +806 -0
  30. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.js +2 -0
  31. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.d.ts +821 -0
  32. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.js +2 -0
  33. package/lib/contracts/types/generated/GNSTradingStorage.d.ts +1387 -0
  34. package/lib/contracts/types/generated/GNSTradingStorage.js +2 -0
  35. package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +1838 -0
  36. package/lib/contracts/types/generated/GTokenV6_3_2.js +2 -0
  37. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -0
  38. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -0
  39. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.d.ts +88 -0
  40. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.js +1654 -0
  41. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.d.ts +113 -0
  42. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.js +1742 -0
  43. package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.d.ts +124 -0
  44. package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.js +1784 -0
  45. package/lib/contracts/types/generated/factories/GNSMultiCollatDiamond__factory.d.ts +2 -10
  46. package/lib/contracts/types/generated/factories/GNSMultiCollatDiamond__factory.js +1621 -219
  47. package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.d.ts +100 -0
  48. package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.js +1116 -0
  49. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +100 -0
  50. package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +1003 -0
  51. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +98 -0
  52. package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +1485 -0
  53. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +117 -0
  54. package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +1265 -0
  55. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.d.ts +82 -0
  56. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.js +1273 -0
  57. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.d.ts +82 -0
  58. package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.js +1326 -0
  59. package/lib/contracts/types/generated/factories/GNSTradingCallbacks__factory.d.ts +113 -0
  60. package/lib/contracts/types/generated/factories/GNSTradingCallbacks__factory.js +1428 -0
  61. package/lib/contracts/types/generated/factories/GNSTradingStorage__factory.d.ts +96 -0
  62. package/lib/contracts/types/generated/factories/GNSTradingStorage__factory.js +2241 -0
  63. package/lib/contracts/types/generated/factories/GNSTrading__factory.d.ts +95 -0
  64. package/lib/contracts/types/generated/factories/GNSTrading__factory.js +1071 -0
  65. package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.d.ts +110 -0
  66. package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.js +2682 -0
  67. package/lib/contracts/utils/borrowingFees.js +9 -20
  68. package/lib/contracts/utils/openTrades.js +11 -20
  69. package/lib/contracts/utils/pairs.js +12 -21
  70. package/lib/markets/forex.js +1 -1
  71. package/lib/markets/leverage/builder.js +2 -2
  72. package/lib/markets/oi/fetcher.d.ts +58 -0
  73. package/lib/markets/oi/fetcher.js +181 -0
  74. package/lib/markets/oi/validation.d.ts +80 -0
  75. package/lib/markets/oi/validation.js +172 -0
  76. package/lib/markets/price/index.d.ts +1 -0
  77. package/lib/markets/price/index.js +1 -0
  78. package/lib/markets/price/signedPrices.d.ts +36 -0
  79. package/lib/markets/price/signedPrices.js +181 -0
  80. package/lib/markets/price/types.d.ts +27 -0
  81. package/lib/pricing/depthBands/converter.d.ts +65 -0
  82. package/lib/pricing/depthBands/converter.js +155 -0
  83. package/lib/pricing/depthBands/decoder.d.ts +32 -0
  84. package/lib/pricing/depthBands/decoder.js +109 -0
  85. package/lib/pricing/depthBands/encoder.d.ts +19 -0
  86. package/lib/pricing/depthBands/encoder.js +105 -0
  87. package/lib/pricing/depthBands/index.d.ts +8 -0
  88. package/lib/pricing/depthBands/index.js +26 -0
  89. package/lib/pricing/depthBands/types.d.ts +49 -0
  90. package/lib/pricing/depthBands/types.js +10 -0
  91. package/lib/pricing/depthBands/validator.d.ts +22 -0
  92. package/lib/pricing/depthBands/validator.js +113 -0
  93. package/lib/pricing/depthBands.d.ts +39 -0
  94. package/lib/pricing/depthBands.js +94 -0
  95. package/lib/pricing/index.d.ts +4 -0
  96. package/lib/pricing/index.js +20 -0
  97. package/lib/trade/effectiveLeverage/builder.d.ts +23 -0
  98. package/lib/trade/effectiveLeverage/builder.js +30 -0
  99. package/lib/trade/fees/borrowing/builder.js +2 -3
  100. package/lib/trade/fees/borrowing/converter.js +5 -1
  101. package/lib/trade/fees/borrowing/index.js +5 -5
  102. package/lib/trade/fees/borrowingV2/builder.js +3 -4
  103. package/lib/trade/fees/borrowingV2/converter.js +1 -1
  104. package/lib/trade/fees/borrowingV2/fetcher.js +26 -32
  105. package/lib/trade/fees/borrowingV2/index.js +3 -3
  106. package/lib/trade/fees/converter.js +22 -22
  107. package/lib/trade/fees/fundingFees/builder.js +6 -7
  108. package/lib/trade/fees/fundingFees/converter.js +1 -1
  109. package/lib/trade/fees/fundingFees/fetcher.js +16 -25
  110. package/lib/trade/fees/fundingFees/index.js +2 -3
  111. package/lib/trade/fees/holdingFees/index.d.ts +46 -0
  112. package/lib/trade/fees/holdingFees/index.js +105 -0
  113. package/lib/trade/fees/holdingFees/types.d.ts +23 -0
  114. package/lib/trade/fees/holdingFees/types.js +5 -0
  115. package/lib/trade/fees/tiers/index.js +1 -2
  116. package/lib/trade/fees/trading/holdingFees.d.ts +28 -0
  117. package/lib/trade/fees/trading/holdingFees.js +66 -0
  118. package/lib/trade/fees/trading/holdingFeesStructured.d.ts +28 -0
  119. package/lib/trade/fees/trading/holdingFeesStructured.js +66 -0
  120. package/lib/trade/fees/trading/index.js +5 -3
  121. package/lib/trade/liquidation/builder.js +1 -2
  122. package/lib/trade/liquidation/index.js +4 -6
  123. package/lib/trade/oiWindows.js +1 -2
  124. package/lib/trade/pnl/builder.js +1 -2
  125. package/lib/trade/pnl/converter.js +1 -1
  126. package/lib/trade/pnl/index.js +4 -7
  127. package/lib/trade/priceImpact/close/builder.js +1 -2
  128. package/lib/trade/priceImpact/close/index.js +4 -1
  129. package/lib/trade/priceImpact/cumulVol/builder.js +18 -10
  130. package/lib/trade/priceImpact/cumulVol/index.js +21 -16
  131. package/lib/trade/priceImpact/cumulVol/types.d.ts +11 -0
  132. package/lib/trade/priceImpact/cumulVol/types.js +2 -0
  133. package/lib/trade/priceImpact/open/builder.js +1 -2
  134. package/lib/trade/priceImpact/open/index.js +4 -1
  135. package/lib/trade/priceImpact/skew/builder.js +2 -3
  136. package/lib/trade/priceImpact/skew/converter.js +1 -1
  137. package/lib/trade/priceImpact/skew/fetcher.js +24 -33
  138. package/package.json +2 -2
  139. package/lib/trade/liquidation.d.ts +0 -12
  140. package/lib/trade/liquidation.js +0 -55
  141. package/lib/trade/pnl.d.ts +0 -10
  142. package/lib/trade/pnl.js +0 -33
@@ -1,13 +1,4 @@
1
1
  "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
2
  Object.defineProperty(exports, "__esModule", { value: true });
12
3
  exports.fetchAllPairAndGroupBorrowingFees = exports.fetchGroupBorrowingFees = exports.fetchAllPairBorrowingFees = exports.getBorrowingGroupName = void 0;
13
4
  const trade_1 = require("../../trade");
@@ -31,24 +22,22 @@ const getBorrowingGroupName = (groupIndex) => {
31
22
  return groupNamesByIndex[groupIndex - 1] || "Unknown";
32
23
  };
33
24
  exports.getBorrowingGroupName = getBorrowingGroupName;
34
- const fetchAllPairBorrowingFees = (contract, collateralIndex) => __awaiter(void 0, void 0, void 0, function* () {
35
- const [pairs, pairOi, pairGroups] = yield contract.getAllBorrowingPairs(collateralIndex);
36
- const feeCaps = yield contract.getBorrowingPairFeePerBlockCaps(collateralIndex, [...Array(pairs.length).keys()]);
25
+ const fetchAllPairBorrowingFees = async (contract, collateralIndex) => {
26
+ const [pairs, pairOi, pairGroups] = await contract.getAllBorrowingPairs(collateralIndex);
27
+ const feeCaps = await contract.getBorrowingPairFeePerBlockCaps(collateralIndex, [...Array(pairs.length).keys()]);
37
28
  return (0, trade_1.convertPairBorrowingFees)([pairs, pairOi, pairGroups, feeCaps]);
38
- });
29
+ };
39
30
  exports.fetchAllPairBorrowingFees = fetchAllPairBorrowingFees;
40
- const fetchGroupBorrowingFees = (contract, collateralIndex, groupIxs) => __awaiter(void 0, void 0, void 0, function* () {
41
- return (0, trade_1.convertGroupBorrowingFees)(yield contract.getBorrowingGroups(collateralIndex, groupIxs));
42
- });
31
+ const fetchGroupBorrowingFees = async (contract, collateralIndex, groupIxs) => (0, trade_1.convertGroupBorrowingFees)(await contract.getBorrowingGroups(collateralIndex, groupIxs));
43
32
  exports.fetchGroupBorrowingFees = fetchGroupBorrowingFees;
44
- const fetchAllPairAndGroupBorrowingFees = (contract, collateralIndex) => __awaiter(void 0, void 0, void 0, function* () {
45
- const pairs = yield (0, exports.fetchAllPairBorrowingFees)(contract, collateralIndex);
33
+ const fetchAllPairAndGroupBorrowingFees = async (contract, collateralIndex) => {
34
+ const pairs = await (0, exports.fetchAllPairBorrowingFees)(contract, collateralIndex);
46
35
  const groupIxs = [
47
36
  ...new Set(pairs
48
37
  .map(value => value.groups.map(value => value.groupIndex))
49
38
  .reduce((acc, value) => acc.concat(value), [])),
50
39
  ].sort((a, b) => a - b);
51
- const groups = yield (0, exports.fetchGroupBorrowingFees)(contract, collateralIndex, groupIxs);
40
+ const groups = await (0, exports.fetchGroupBorrowingFees)(contract, collateralIndex, groupIxs);
52
41
  return { pairs, groups };
53
- });
42
+ };
54
43
  exports.fetchAllPairAndGroupBorrowingFees = fetchAllPairAndGroupBorrowingFees;
@@ -1,20 +1,11 @@
1
1
  "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
2
  Object.defineProperty(exports, "__esModule", { value: true });
12
3
  exports.fetchOpenPairTradesRaw = exports.fetchOpenPairTrades = void 0;
13
4
  const ethcall_1 = require("ethcall");
14
5
  const trade_1 = require("../../trade");
15
- const fetchOpenPairTrades = (contracts, overrides = {}) => __awaiter(void 0, void 0, void 0, function* () {
16
- const rawTrades = yield (0, exports.fetchOpenPairTradesRaw)(contracts, overrides);
17
- const collaterals = yield contracts.gnsMultiCollatDiamond.getCollaterals();
6
+ const fetchOpenPairTrades = async (contracts, overrides = {}) => {
7
+ const rawTrades = await (0, exports.fetchOpenPairTradesRaw)(contracts, overrides);
8
+ const collaterals = await contracts.gnsMultiCollatDiamond.getCollaterals();
18
9
  const collateralConfigs = collaterals.map(c => ({
19
10
  collateral: c.collateral,
20
11
  isActive: c.isActive,
@@ -22,10 +13,10 @@ const fetchOpenPairTrades = (contracts, overrides = {}) => __awaiter(void 0, voi
22
13
  precisionDelta: parseFloat(c.precisionDelta.toString()),
23
14
  }));
24
15
  return rawTrades.map(rawTrade => _prepareTradeContainer(rawTrade.trade, rawTrade.tradeInfo, rawTrade.liquidationParams, rawTrade.initialAccFees, rawTrade.tradeFeesData, rawTrade.uiRealizedPnlData, collateralConfigs[parseInt(rawTrade.trade.collateralIndex.toString()) - 1]));
25
- });
16
+ };
26
17
  exports.fetchOpenPairTrades = fetchOpenPairTrades;
27
18
  // @todo rename
28
- const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0, void 0, void 0, function* () {
19
+ const fetchOpenPairTradesRaw = async (contracts, overrides = {}) => {
29
20
  if (!contracts) {
30
21
  return [];
31
22
  }
@@ -39,13 +30,13 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
39
30
  ]),
40
31
  };
41
32
  if (useMulticall) {
42
- yield multicallCtx.provider.init(multiCollatDiamondContract.provider);
33
+ await multicallCtx.provider.init(multiCollatDiamondContract.provider);
43
34
  }
44
35
  let allOpenPairTrades = [];
45
36
  let running = true;
46
37
  let offset = 0;
47
38
  while (running) {
48
- const [trades, tradeInfos, tradeLiquidationParams] = yield Promise.all([
39
+ const [trades, tradeInfos, tradeLiquidationParams] = await Promise.all([
49
40
  multiCollatDiamondContract.getAllTrades(offset, offset + batchSize),
50
41
  multiCollatDiamondContract.getAllTradeInfos(offset, offset + batchSize),
51
42
  multiCollatDiamondContract.getAllTradesLiquidationParams(offset, offset + batchSize),
@@ -85,7 +76,7 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
85
76
  uiRealizedPnlData: undefined,
86
77
  };
87
78
  });
88
- const [tradeFeesData, uiRealizedPnlData] = yield Promise.all([
79
+ const [tradeFeesData, uiRealizedPnlData] = await Promise.all([
89
80
  multiCollatDiamondContract.getTradeFeesDataArray(...fundingFeesCallParams),
90
81
  includeUIRealizedPnlData
91
82
  ? multiCollatDiamondContract.getTradeUiRealizedPnlDataArray(...fundingFeesCallParams)
@@ -100,13 +91,13 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
100
91
  .map(({ collateralIndex, user, index }) => (useMulticall
101
92
  ? multicallCtx.diamond
102
93
  : multiCollatDiamondContract).getBorrowingInitialAccFees(collateralIndex, user, index));
103
- const initialAccFees = yield (useMulticall
94
+ const initialAccFees = await (useMulticall
104
95
  ? multicallCtx.provider.all(initialAccFeesPromises)
105
96
  : Promise.all(initialAccFeesPromises));
106
97
  initialAccFees.forEach((accFees, ix) => {
107
98
  openTrades[ix].initialAccFees = accFees;
108
99
  openTrades[ix].tradeFeesData = tradeFeesData[ix];
109
- openTrades[ix].uiRealizedPnlData = uiRealizedPnlData === null || uiRealizedPnlData === void 0 ? void 0 : uiRealizedPnlData[ix];
100
+ openTrades[ix].uiRealizedPnlData = uiRealizedPnlData?.[ix];
110
101
  });
111
102
  allOpenPairTrades = allOpenPairTrades.concat(openTrades);
112
103
  offset += batchSize + 1;
@@ -119,7 +110,7 @@ const fetchOpenPairTradesRaw = (contracts, overrides = {}) => __awaiter(void 0,
119
110
  console.error(`Unexpected error while fetching open pair trades!`);
120
111
  throw error;
121
112
  }
122
- });
113
+ };
123
114
  exports.fetchOpenPairTradesRaw = fetchOpenPairTradesRaw;
124
115
  const _prepareTradeContainer = (trade, tradeInfo, tradeLiquidationParams, tradeInitialAccFees, tradeFeesData, uiRealizedPnlData, collateralConfig) => {
125
116
  const precision = collateralConfig.precision;
@@ -1,26 +1,17 @@
1
1
  "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
2
  Object.defineProperty(exports, "__esModule", { value: true });
12
3
  exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchPairDepths = exports.fetchPairs = void 0;
13
4
  /* eslint-disable @typescript-eslint/no-unsafe-call */
14
5
  /* eslint-disable @typescript-eslint/no-unsafe-return */
15
6
  /* eslint-disable @typescript-eslint/no-unsafe-member-access */
16
7
  const types_1 = require("../../trade/types");
17
- const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
8
+ const fetchPairs = async (contracts, pairIxs) => {
18
9
  if (!contracts) {
19
10
  return [];
20
11
  }
21
12
  const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
22
13
  try {
23
- const pairs = yield Promise.all(pairIxs.map(pairIndex => multiCollatContract.pairs(pairIndex)));
14
+ const pairs = await Promise.all(pairIxs.map(pairIndex => multiCollatContract.pairs(pairIndex)));
24
15
  return pairs.map((pair, index) => {
25
16
  return {
26
17
  name: pair.from + "/" + pair.to,
@@ -38,15 +29,15 @@ const fetchPairs = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, fun
38
29
  console.error(`Unexpected error while fetching pairs!`);
39
30
  throw error;
40
31
  }
41
- });
32
+ };
42
33
  exports.fetchPairs = fetchPairs;
43
- const fetchPairDepths = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
34
+ const fetchPairDepths = async (contracts, pairIxs) => {
44
35
  if (!contracts) {
45
36
  return [];
46
37
  }
47
38
  const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
48
39
  try {
49
- const pairParams = yield multiCollatContract.getPairDepths(pairIxs);
40
+ const pairParams = await multiCollatContract.getPairDepths(pairIxs);
50
41
  return pairParams.map(pair => {
51
42
  return {
52
43
  onePercentDepthAboveUsd: parseFloat(pair.onePercentDepthAboveUsd.toString()),
@@ -58,15 +49,15 @@ const fetchPairDepths = (contracts, pairIxs) => __awaiter(void 0, void 0, void 0
58
49
  console.error(`Unexpected error while fetching pairs!`);
59
50
  throw error;
60
51
  }
61
- });
52
+ };
62
53
  exports.fetchPairDepths = fetchPairDepths;
63
- const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, function* () {
54
+ const fetchFees = async (contracts, feeIxs) => {
64
55
  if (!contracts) {
65
56
  return [];
66
57
  }
67
58
  const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
68
59
  try {
69
- const fees = yield Promise.all(feeIxs.map(pairIndex => multiCollatContract.fees(pairIndex)));
60
+ const fees = await Promise.all(feeIxs.map(pairIndex => multiCollatContract.fees(pairIndex)));
70
61
  return fees.map(fee => {
71
62
  return {
72
63
  totalPositionSizeFeeP: parseFloat(fee.totalPositionSizeFeeP.toString()) / 1e12,
@@ -80,13 +71,13 @@ const fetchFees = (contracts, feeIxs) => __awaiter(void 0, void 0, void 0, funct
80
71
  console.error(`Unexpected error while fetching pairs!`);
81
72
  throw error;
82
73
  }
83
- });
74
+ };
84
75
  exports.fetchFees = fetchFees;
85
- const fetchOpenInterest = (contracts, collateralIndex, pairIxs) => __awaiter(void 0, void 0, void 0, function* () {
76
+ const fetchOpenInterest = async (contracts, collateralIndex, pairIxs) => {
86
77
  if (pairIxs.length === 0) {
87
78
  return [];
88
79
  }
89
- const openInterests = (yield contracts.gnsMultiCollatDiamond.getAllBorrowingPairs(collateralIndex))[1];
80
+ const openInterests = (await contracts.gnsMultiCollatDiamond.getAllBorrowingPairs(collateralIndex))[1];
90
81
  return pairIxs.map(pairIndex => {
91
82
  const openInterest = openInterests[pairIndex];
92
83
  if (!openInterest) {
@@ -98,7 +89,7 @@ const fetchOpenInterest = (contracts, collateralIndex, pairIxs) => __awaiter(voi
98
89
  max: parseFloat(openInterest[2].toString()) / 1e10,
99
90
  };
100
91
  });
101
- });
92
+ };
102
93
  exports.fetchOpenInterest = fetchOpenInterest;
103
94
  const getPairDescription = (pairIndex) => {
104
95
  return PAIR_INDEX_TO_DESCRIPTION[pairIndex] || "";
@@ -33,7 +33,7 @@ const isForexLowLiquidity = (timestampToCheck, pair) => {
33
33
  const hour = now.hour;
34
34
  const minute = now.minute;
35
35
  const isInDST = now.isInDST;
36
- const groupIndex = pair === null || pair === void 0 ? void 0 : pair.groupIndex;
36
+ const groupIndex = pair?.groupIndex;
37
37
  if (groupIndex && extendedLowLiqGroupIds.includes(+groupIndex)) {
38
38
  return ((isInDST &&
39
39
  ((hour == 14 && minute >= 45) || (hour >= 15 && hour < 21))) ||
@@ -18,8 +18,8 @@ const buildMarketLeverageRestrictionsContext = (globalTradingVariables, pairInde
18
18
  return {
19
19
  groupMinLeverage: group.minLeverage,
20
20
  groupMaxLeverage: group.maxLeverage,
21
- pairMaxLeverage: pairMaxLeverages === null || pairMaxLeverages === void 0 ? void 0 : pairMaxLeverages[pairIndex],
22
- counterTradeSettings: counterTradeSettings === null || counterTradeSettings === void 0 ? void 0 : counterTradeSettings[pairIndex],
21
+ pairMaxLeverage: pairMaxLeverages?.[pairIndex],
22
+ counterTradeSettings: counterTradeSettings?.[pairIndex],
23
23
  };
24
24
  };
25
25
  exports.buildMarketLeverageRestrictionsContext = buildMarketLeverageRestrictionsContext;
@@ -0,0 +1,58 @@
1
+ /**
2
+ * @dev Fetchers for retrieving OI data from contracts
3
+ * @dev Consolidates the three OI storage systems into unified format
4
+ */
5
+ import { ethers } from "ethers";
6
+ import { ChainId } from "../../contracts/types";
7
+ import { UnifiedPairOi } from "./types";
8
+ /**
9
+ * @dev Fetches all OI data for a single pair
10
+ * @param chainId Target chain
11
+ * @param collateralIndex Collateral type
12
+ * @param pairIndex Trading pair
13
+ * @param signer Ethers signer
14
+ * @returns Unified PairOi structure with all OI data
15
+ */
16
+ export declare function fetchPairOi(chainId: ChainId, collateralIndex: number, pairIndex: number, signer: ethers.Signer): Promise<UnifiedPairOi>;
17
+ /**
18
+ * @dev Fetches OI data for multiple pairs efficiently
19
+ * @param chainId Target chain
20
+ * @param collateralIndex Collateral type
21
+ * @param pairIndices Array of trading pairs
22
+ * @param signer Ethers signer
23
+ * @returns Array of unified PairOi structures
24
+ */
25
+ export declare function fetchMultiplePairOi(chainId: ChainId, collateralIndex: number, pairIndices: number[], signer: ethers.Signer): Promise<UnifiedPairOi[]>;
26
+ /**
27
+ * @dev Creates OI context for fee calculations
28
+ * @param chainId Target chain
29
+ * @param collateralIndex Collateral type
30
+ * @param pairIndex Trading pair
31
+ * @param signer Ethers signer
32
+ * @returns OI data formatted for SDK calculations
33
+ */
34
+ export declare function createOiContext(chainId: ChainId, collateralIndex: number, pairIndex: number, signer: ethers.Signer): Promise<{
35
+ pairOi: UnifiedPairOi;
36
+ currentPrice: number;
37
+ computed: {
38
+ totalDynamicOi: {
39
+ long: number;
40
+ short: number;
41
+ };
42
+ totalStaticOi: {
43
+ long: number;
44
+ short: number;
45
+ };
46
+ skew: number;
47
+ };
48
+ }>;
49
+ /**
50
+ * @dev Fetches only the OI data needed for specific use cases
51
+ * @param chainId Target chain
52
+ * @param collateralIndex Collateral type
53
+ * @param pairIndex Trading pair
54
+ * @param useCase Which OI systems to fetch
55
+ * @param signer Ethers signer
56
+ * @returns Partial OI data based on use case
57
+ */
58
+ export declare function fetchOiForUseCase(chainId: ChainId, collateralIndex: number, pairIndex: number, useCase: "skew" | "funding" | "borrowingV1" | "limits", signer: ethers.Signer): Promise<Partial<UnifiedPairOi>>;
@@ -0,0 +1,181 @@
1
+ "use strict";
2
+ /**
3
+ * @dev Fetchers for retrieving OI data from contracts
4
+ * @dev Consolidates the three OI storage systems into unified format
5
+ */
6
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
7
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
8
+ return new (P || (P = Promise))(function (resolve, reject) {
9
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
10
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
11
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
12
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
13
+ });
14
+ };
15
+ Object.defineProperty(exports, "__esModule", { value: true });
16
+ exports.fetchOiForUseCase = exports.createOiContext = exports.fetchMultiplePairOi = exports.fetchPairOi = void 0;
17
+ const ethers_1 = require("ethers");
18
+ const contracts_1 = require("../../contracts");
19
+ const generated_1 = require("../../contracts/types/generated");
20
+ const converter_1 = require("./converter");
21
+ /**
22
+ * @dev Fetches all OI data for a single pair
23
+ * @param chainId Target chain
24
+ * @param collateralIndex Collateral type
25
+ * @param pairIndex Trading pair
26
+ * @param signer Ethers signer
27
+ * @returns Unified PairOi structure with all OI data
28
+ */
29
+ function fetchPairOi(chainId, collateralIndex, pairIndex, signer) {
30
+ return __awaiter(this, void 0, void 0, function* () {
31
+ const addresses = (0, contracts_1.getContractAddressesForChain)(chainId);
32
+ const diamond = generated_1.GNSMultiCollatDiamond__factory.connect(addresses.gnsMultiCollatDiamond, signer);
33
+ // Fetch all three OI types in parallel
34
+ const [beforeV10Raw, afterV10Collateral, afterV10Token, maxOi, collateral] = yield Promise.all([
35
+ diamond.getPairOisBeforeV10Collateral(collateralIndex, pairIndex),
36
+ diamond.getPairOiAfterV10Collateral(collateralIndex, pairIndex),
37
+ diamond.getPairOiAfterV10Token(collateralIndex, pairIndex),
38
+ diamond.getPairMaxOi(collateralIndex, pairIndex),
39
+ diamond.getCollateral(collateralIndex),
40
+ ]);
41
+ // Convert the beforeV10 format to match expected structure
42
+ const beforeV10 = {
43
+ long: beforeV10Raw.longOi,
44
+ short: beforeV10Raw.shortOi,
45
+ max: maxOi,
46
+ __placeholder: ethers_1.ethers.BigNumber.from(0),
47
+ };
48
+ return (0, converter_1.convertPairOi)(beforeV10, afterV10Collateral, afterV10Token, Number(collateral.precision));
49
+ });
50
+ }
51
+ exports.fetchPairOi = fetchPairOi;
52
+ /**
53
+ * @dev Fetches OI data for multiple pairs efficiently
54
+ * @param chainId Target chain
55
+ * @param collateralIndex Collateral type
56
+ * @param pairIndices Array of trading pairs
57
+ * @param signer Ethers signer
58
+ * @returns Array of unified PairOi structures
59
+ */
60
+ function fetchMultiplePairOi(chainId, collateralIndex, pairIndices, signer) {
61
+ return __awaiter(this, void 0, void 0, function* () {
62
+ const addresses = (0, contracts_1.getContractAddressesForChain)(chainId);
63
+ const diamond = generated_1.GNSMultiCollatDiamond__factory.connect(addresses.gnsMultiCollatDiamond, signer);
64
+ // Get collateral precision once
65
+ const collateral = yield diamond.getCollateral(collateralIndex);
66
+ const precision = Number(collateral.precision);
67
+ // Batch fetch all OI data
68
+ const promises = pairIndices.map((pairIndex) => __awaiter(this, void 0, void 0, function* () {
69
+ const [beforeV10Raw, afterV10Collateral, afterV10Token, maxOi] = yield Promise.all([
70
+ diamond.getPairOisBeforeV10Collateral(collateralIndex, pairIndex),
71
+ diamond.getPairOiAfterV10Collateral(collateralIndex, pairIndex),
72
+ diamond.getPairOiAfterV10Token(collateralIndex, pairIndex),
73
+ diamond.getPairMaxOi(collateralIndex, pairIndex),
74
+ ]);
75
+ // Convert the beforeV10 format to match expected structure
76
+ const beforeV10 = {
77
+ long: beforeV10Raw.longOi,
78
+ short: beforeV10Raw.shortOi,
79
+ max: maxOi,
80
+ __placeholder: ethers_1.ethers.BigNumber.from(0),
81
+ };
82
+ return {
83
+ beforeV10: beforeV10,
84
+ collateral: afterV10Collateral,
85
+ token: afterV10Token,
86
+ };
87
+ }));
88
+ const results = yield Promise.all(promises);
89
+ return (0, converter_1.convertPairOiArray)(results, precision);
90
+ });
91
+ }
92
+ exports.fetchMultiplePairOi = fetchMultiplePairOi;
93
+ /**
94
+ * @dev Creates OI context for fee calculations
95
+ * @param chainId Target chain
96
+ * @param collateralIndex Collateral type
97
+ * @param pairIndex Trading pair
98
+ * @param signer Ethers signer
99
+ * @returns OI data formatted for SDK calculations
100
+ */
101
+ function createOiContext(chainId, collateralIndex, pairIndex, signer) {
102
+ return __awaiter(this, void 0, void 0, function* () {
103
+ // Fetch OI data
104
+ const pairOi = yield fetchPairOi(chainId, collateralIndex, pairIndex, signer);
105
+ // For now, use a placeholder price - in real usage, this would come from price feeds
106
+ // The actual price should be fetched from the price aggregator or oracle
107
+ const currentPrice = 1; // Placeholder - replace with actual price fetching
108
+ // Compute derived values
109
+ const totalDynamicOi = {
110
+ long: pairOi.beforeV10Collateral.long + pairOi.token.long * currentPrice,
111
+ short: pairOi.beforeV10Collateral.short + pairOi.token.short * currentPrice,
112
+ };
113
+ const totalStaticOi = {
114
+ long: pairOi.beforeV10Collateral.long + pairOi.collateral.long,
115
+ short: pairOi.beforeV10Collateral.short + pairOi.collateral.short,
116
+ };
117
+ const skew = pairOi.token.long - pairOi.token.short;
118
+ return {
119
+ pairOi,
120
+ currentPrice,
121
+ computed: {
122
+ totalDynamicOi,
123
+ totalStaticOi,
124
+ skew,
125
+ },
126
+ };
127
+ });
128
+ }
129
+ exports.createOiContext = createOiContext;
130
+ /**
131
+ * @dev Fetches only the OI data needed for specific use cases
132
+ * @param chainId Target chain
133
+ * @param collateralIndex Collateral type
134
+ * @param pairIndex Trading pair
135
+ * @param useCase Which OI systems to fetch
136
+ * @param signer Ethers signer
137
+ * @returns Partial OI data based on use case
138
+ */
139
+ function fetchOiForUseCase(chainId, collateralIndex, pairIndex, useCase, signer) {
140
+ return __awaiter(this, void 0, void 0, function* () {
141
+ const addresses = (0, contracts_1.getContractAddressesForChain)(chainId);
142
+ const diamond = generated_1.GNSMultiCollatDiamond__factory.connect(addresses.gnsMultiCollatDiamond, signer);
143
+ switch (useCase) {
144
+ case "skew":
145
+ case "funding": {
146
+ // Only need token OI
147
+ const tokenOi = yield diamond.getPairOiAfterV10Token(collateralIndex, pairIndex);
148
+ return {
149
+ token: (0, converter_1.convertTokenOi)(tokenOi),
150
+ };
151
+ }
152
+ case "borrowingV1": {
153
+ // Need beforeV10 and token (for dynamic calculation)
154
+ const [beforeV10Raw, tokenOi, collateral, maxOi] = yield Promise.all([
155
+ diamond.getPairOisBeforeV10Collateral(collateralIndex, pairIndex),
156
+ diamond.getPairOiAfterV10Token(collateralIndex, pairIndex),
157
+ diamond.getCollateral(collateralIndex),
158
+ diamond.getPairMaxOi(collateralIndex, pairIndex),
159
+ ]);
160
+ // Convert the beforeV10 format to match expected structure
161
+ const beforeV10 = {
162
+ long: beforeV10Raw.longOi,
163
+ short: beforeV10Raw.shortOi,
164
+ max: maxOi,
165
+ __placeholder: ethers_1.ethers.BigNumber.from(0),
166
+ };
167
+ return {
168
+ beforeV10Collateral: (0, converter_1.convertBeforeV10Collateral)(beforeV10, Number(collateral.precision)),
169
+ token: (0, converter_1.convertTokenOi)(tokenOi),
170
+ };
171
+ }
172
+ case "limits": {
173
+ // Need all OI for limit checks
174
+ return fetchPairOi(chainId, collateralIndex, pairIndex, signer);
175
+ }
176
+ default:
177
+ throw new Error(`Unknown use case: ${String(useCase)}`);
178
+ }
179
+ });
180
+ }
181
+ exports.fetchOiForUseCase = fetchOiForUseCase;
@@ -0,0 +1,80 @@
1
+ /**
2
+ * @dev OI Validation module
3
+ * @dev Provides validation functions for Open Interest limits
4
+ */
5
+ import { UnifiedPairOi } from "./types";
6
+ import * as BorrowingFee from "../../trade/fees/borrowing/types";
7
+ import { PairIndex } from "../../trade/types";
8
+ /**
9
+ * @dev Check if a position would exceed per-pair OI limits
10
+ * @param pairOi Current OI data for the pair
11
+ * @param long Whether the position is long
12
+ * @param positionSizeCollateral Position size in collateral
13
+ * @param currentPrice Current collateral price in USD (required for dynamic OI)
14
+ * @returns true if within limits, false if would exceed
15
+ */
16
+ export declare const withinMaxPairOi: (pairOi: UnifiedPairOi, long: boolean, positionSizeCollateral: number, currentPrice: number) => boolean;
17
+ /**
18
+ * @dev Calculate dynamic OI for a specific side
19
+ * @param pairOi OI data for the pair
20
+ * @param currentPrice Current collateral price in USD
21
+ * @param long Whether to calculate for long side
22
+ * @returns Dynamic OI in collateral value
23
+ */
24
+ export declare const calculateDynamicOi: (pairOi: UnifiedPairOi, currentPrice: number, long: boolean) => number;
25
+ /**
26
+ * @dev Calculate remaining OI capacity for a side
27
+ * @param pairOi OI data for the pair
28
+ * @param currentPrice Current collateral price in USD
29
+ * @param long Whether to calculate for long side
30
+ * @returns Remaining capacity in collateral (0 if unlimited)
31
+ */
32
+ export declare const getRemainingOiCapacity: (pairOi: UnifiedPairOi, currentPrice: number, long: boolean) => number;
33
+ /**
34
+ * @dev Updated group OI validation using dynamic OI
35
+ * @param pairIndex Index of the trading pair
36
+ * @param long Whether the position is long
37
+ * @param positionSizeCollateral Position size in collateral
38
+ * @param currentPrice Current collateral price in USD
39
+ * @param context Context with groups, pairs, and OI data
40
+ * @returns true if within group limits, false if would exceed
41
+ */
42
+ export declare const withinMaxGroupOiDynamic: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, currentPrice: number, context: {
43
+ groups: BorrowingFee.Group[];
44
+ pairs: BorrowingFee.Pair[];
45
+ pairOis: UnifiedPairOi[];
46
+ }) => boolean;
47
+ /**
48
+ * @dev Calculate total dynamic OI for a group
49
+ * @param groupIndex Index of the group
50
+ * @param currentPrice Current collateral price in USD
51
+ * @param context Context with pairs and OI data
52
+ * @returns Total dynamic OI for the group
53
+ */
54
+ export declare const getGroupDynamicOi: (groupIndex: number, currentPrice: number, context: {
55
+ pairs: BorrowingFee.Pair[];
56
+ pairOis: UnifiedPairOi[];
57
+ }) => {
58
+ long: number;
59
+ short: number;
60
+ total: number;
61
+ };
62
+ /**
63
+ * @dev Check both pair and group OI limits
64
+ * @param pairIndex Index of the trading pair
65
+ * @param long Whether the position is long
66
+ * @param positionSizeCollateral Position size in collateral
67
+ * @param currentPrice Current collateral price in USD
68
+ * @param context Full context with all required data
69
+ * @returns Object with validation results
70
+ */
71
+ export declare const validateOiLimits: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, currentPrice: number, context: {
72
+ groups: BorrowingFee.Group[];
73
+ pairs: BorrowingFee.Pair[];
74
+ pairOis: UnifiedPairOi[];
75
+ }) => {
76
+ withinPairLimit: boolean;
77
+ withinGroupLimit: boolean;
78
+ pairRemainingCapacity: number;
79
+ groupRemainingCapacity: number;
80
+ };