@gainsnetwork/sdk 1.4.2-rc1 → 1.4.2-rc3

package/lib/pricing/depthBands.d.ts

@@ -1,39 +0,0 @@
-/**
- * @dev Depth bands encoding/decoding functions
- */
-/**
- * Encode depth bands data into two uint256 slots
- * @param totalDepthUsd Total depth in USD (must fit in uint32)
- * @param bandPercentagesBps Array of 30 band percentages in basis points
- * @returns Two slots as bigints
- */
-export declare function encodeDepthBands(totalDepthUsd: number, bandPercentagesBps: number[]): {
-    slot1: bigint;
-    slot2: bigint;
-};
-/**
- * Decode depth bands from two uint256 slots
- * @param slot1 First slot containing totalDepthUsd and bands 0-13
- * @param slot2 Second slot containing bands 14-29
- * @returns Total depth and array of band percentages
- */
-export declare function decodeDepthBands(slot1: bigint, slot2: bigint): {
-    totalDepthUsd: number;
-    bands: number[];
-};
-/**
- * Encode depth bands mapping (global offsets for all pairs)
- * @param bands Array of 30 band offset values in ppm
- * @returns Two slots as bigints
- */
-export declare function encodeDepthBandsMapping(bands: number[]): {
-    slot1: bigint;
-    slot2: bigint;
-};
-/**
- * Decode depth bands mapping from two uint256 slots
- * @param slot1 First slot containing bands 0-13 (starting at bit 32, first 32 bits unused)
- * @param slot2 Second slot containing bands 14-29
- * @returns Array of band offset values in ppm
- */
-export declare function decodeDepthBandsMapping(slot1: bigint, slot2: bigint): number[];

package/lib/pricing/depthBands.js

@@ -1,94 +0,0 @@
-"use strict";
-/**
- * @dev Depth bands encoding/decoding functions
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.decodeDepthBandsMapping = exports.encodeDepthBandsMapping = exports.decodeDepthBands = exports.encodeDepthBands = void 0;
-const DEPTH_BANDS_COUNT = 30;
-const DEPTH_BANDS_PER_SLOT1 = 14;
-/**
- * Encode depth bands data into two uint256 slots
- * @param totalDepthUsd Total depth in USD (must fit in uint32)
- * @param bandPercentagesBps Array of 30 band percentages in basis points
- * @returns Two slots as bigints
- */
-function encodeDepthBands(totalDepthUsd, bandPercentagesBps) {
-    // Pack slot1: totalDepthUsd (32 bits) + bands 0-13 (14 * 16 bits)
-    let slot1 = BigInt(totalDepthUsd);
-    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
-        const shift = 32 + i * 16;
-        slot1 |= BigInt(bandPercentagesBps[i]) << BigInt(shift);
-    }
-    // Pack slot2: bands 14-29 (16 * 16 bits)
-    let slot2 = BigInt(0);
-    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
-        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
-        slot2 |= BigInt(bandPercentagesBps[i]) << BigInt(shift);
-    }
-    return { slot1, slot2 };
-}
-exports.encodeDepthBands = encodeDepthBands;
-/**
- * Decode depth bands from two uint256 slots
- * @param slot1 First slot containing totalDepthUsd and bands 0-13
- * @param slot2 Second slot containing bands 14-29
- * @returns Total depth and array of band percentages
- */
-function decodeDepthBands(slot1, slot2) {
-    const totalDepthUsd = Number(slot1 & BigInt(0xffffffff));
-    const bands = [];
-    // Extract bands 0-13 from slot1
-    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
-        const shift = 32 + i * 16;
-        bands.push(Number((slot1 >> BigInt(shift)) & BigInt(0xffff)));
-    }
-    // Extract bands 14-29 from slot2
-    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
-        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
-        bands.push(Number((slot2 >> BigInt(shift)) & BigInt(0xffff)));
-    }
-    return { totalDepthUsd, bands };
-}
-exports.decodeDepthBands = decodeDepthBands;
-/**
- * Encode depth bands mapping (global offsets for all pairs)
- * @param bands Array of 30 band offset values in ppm
- * @returns Two slots as bigints
- */
-function encodeDepthBandsMapping(bands) {
-    // Pack slot1: bands 0-13 (starting at bit 32, first 32 bits unused)
-    let slot1 = BigInt(0);
-    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
-        const shift = 32 + i * 16; // Start at bit 32 to match contract
-        slot1 |= BigInt(bands[i]) << BigInt(shift);
-    }
-    // Pack slot2: bands 14-29 (16 * 16 bits)
-    let slot2 = BigInt(0);
-    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
-        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
-        slot2 |= BigInt(bands[i]) << BigInt(shift);
-    }
-    return { slot1, slot2 };
-}
-exports.encodeDepthBandsMapping = encodeDepthBandsMapping;
-/**
- * Decode depth bands mapping from two uint256 slots
- * @param slot1 First slot containing bands 0-13 (starting at bit 32, first 32 bits unused)
- * @param slot2 Second slot containing bands 14-29
- * @returns Array of band offset values in ppm
- */
-function decodeDepthBandsMapping(slot1, slot2) {
-    const bands = [];
-    // Extract bands 0-13 from slot1 (skip first 32 bits which are unused for mappings)
-    for (let i = 0; i < DEPTH_BANDS_PER_SLOT1; i++) {
-        const shift = 32 + i * 16; // Start at bit 32, not bit 0
-        bands.push(Number((slot1 >> BigInt(shift)) & BigInt(0xffff)));
-    }
-    // Extract bands 14-29 from slot2
-    for (let i = DEPTH_BANDS_PER_SLOT1; i < DEPTH_BANDS_COUNT; i++) {
-        const shift = (i - DEPTH_BANDS_PER_SLOT1) * 16;
-        bands.push(Number((slot2 >> BigInt(shift)) & BigInt(0xffff)));
-    }
-    return bands;
-}
-exports.decodeDepthBandsMapping = decodeDepthBandsMapping;

package/lib/pricing/index.d.ts

@@ -1,4 +0,0 @@
-/**
- * @dev Pricing module exports
- */
-export * from "./depthBands";

package/lib/pricing/index.js

@@ -1,20 +0,0 @@
-"use strict";
-/**
- * @dev Pricing module exports
- */
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./depthBands"), exports);

package/lib/trade/effectiveLeverage/builder.d.ts

@@ -1,23 +0,0 @@
-import { GlobalTradingVariablesType } from "../../backend/tradingVariables/types";
-import { TradeInfo } from "..";
-import { TradeEffectiveLeverageContext } from "./types";
-/**
- * @dev Builds a complete context for effective leverage calculations
- * @dev Uses the closing price impact context builder as a sub-context
- * @param globalTradingVariables The transformed global trading variables from backend
- * @param collateralIndex The collateral index (1-based)
- * @param pairIndex The pair index
- * @param tradeInfo Trade information including createdBlock
- * @param additionalParams Additional parameters for price impact calculations
- * @returns Complete context ready for getTradeNewEffectiveLeverage
- */
-export declare const buildTradeEffectiveLeverageContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, tradeInfo: TradeInfo, additionalParams: {
-    currentBlock: number;
-    contractsVersion?: number;
-    isPnlPositive?: boolean;
-    userPriceImpact?: {
-        cumulVolPriceImpactMultiplier: number;
-        fixedSpreadP: number;
-    };
-    protectionCloseFactorWhitelist?: boolean;
-}) => TradeEffectiveLeverageContext | undefined;

package/lib/trade/effectiveLeverage/builder.js

@@ -1,30 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildTradeEffectiveLeverageContext = void 0;
-const __1 = require("..");
-/**
- * @dev Builds a complete context for effective leverage calculations
- * @dev Uses the closing price impact context builder as a sub-context
- * @param globalTradingVariables The transformed global trading variables from backend
- * @param collateralIndex The collateral index (1-based)
- * @param pairIndex The pair index
- * @param tradeInfo Trade information including createdBlock
- * @param additionalParams Additional parameters for price impact calculations
- * @returns Complete context ready for getTradeNewEffectiveLeverage
- */
-const buildTradeEffectiveLeverageContext = (globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams) => {
-    var _a;
-    // Build the closing price impact context which we'll use for PnL calculations
-    const closingPriceImpactContext = (0, __1.buildTradeClosingPriceImpactContext)(globalTradingVariables, collateralIndex, pairIndex, tradeInfo, additionalParams);
-    if (!closingPriceImpactContext) {
-        return undefined;
-    }
-    // Extract base spread from pairs data
-    const pairs = globalTradingVariables.pairs;
-    const baseSpreadP = ((_a = pairs === null || pairs === void 0 ? void 0 : pairs[pairIndex]) === null || _a === void 0 ? void 0 : _a.spreadP) || 0;
-    return {
-        closingPriceImpactContext,
-        baseSpreadP,
-    };
-};
-exports.buildTradeEffectiveLeverageContext = buildTradeEffectiveLeverageContext;

package/lib/trade/fees/holdingFees/index.d.ts

@@ -1,46 +0,0 @@
-/**
- * @dev Holding fees calculation utilities for v10+ markets
- * @dev Combines funding fees and borrowing v2 fees
- */
-import { FundingFeeParams, PairFundingFeeData, PairOiAfterV10 } from "../fundingFees/types";
-import { BorrowingFeeParams, PairBorrowingFeeData } from "../borrowingV2/types";
-export type HoldingFeeRates = {
-    longHourlyRate: number;
-    shortHourlyRate: number;
-    fundingFeeLongHourlyRate: number;
-    fundingFeeShortHourlyRate: number;
-    borrowingFeeHourlyRate: number;
-    currentFundingRatePerSecondP: number;
-    currentBorrowingRatePerSecondP: number;
-};
-export type GetPairHoldingFeeRatesInput = {
-    fundingParams: FundingFeeParams;
-    fundingData: PairFundingFeeData;
-    pairOiToken: PairOiAfterV10;
-    netExposureToken: number;
-    netExposureUsd: number;
-    borrowingParams: BorrowingFeeParams | null;
-    borrowingData: PairBorrowingFeeData | null;
-    currentPairPrice: number;
-    currentTimestamp: number;
-};
-/**
- * @dev Calculates current holding fee rates per hour for display
- * @param input Input parameters for calculation
- * @returns Holding fee rates per hour with breakdown
- */
-export declare const getPairHoldingFeeRates: (input: GetPairHoldingFeeRatesInput) => HoldingFeeRates;
-/**
- * @dev Converts a per-second rate to annual percentage rate (APR)
- * @param ratePerSecond Rate per second
- * @returns Annual percentage rate
- */
-export declare const convertRatePerSecondToAPR: (ratePerSecond: number) => number;
-/**
- * @dev Formats a holding fee rate for display
- * @param rate Hourly rate (can be negative)
- * @param decimals Number of decimal places
- * @returns Formatted string with sign
- */
-export declare const formatHoldingFeeRate: (rate: number, decimals?: number) => string;
-export * as HoldingFees from "./types";

package/lib/trade/fees/holdingFees/index.js

@@ -1,105 +0,0 @@
-"use strict";
-/**
- * @dev Holding fees calculation utilities for v10+ markets
- * @dev Combines funding fees and borrowing v2 fees
- */
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || function (mod) {
-    if (mod && mod.__esModule) return mod;
-    var result = {};
-    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
-    __setModuleDefault(result, mod);
-    return result;
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.HoldingFees = exports.formatHoldingFeeRate = exports.convertRatePerSecondToAPR = exports.getPairHoldingFeeRates = void 0;
-const fundingFees_1 = require("../fundingFees");
-const SECONDS_PER_HOUR = 3600;
-const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
-const PERCENTAGE_PRECISION = 100;
-/**
- * @dev Calculates current holding fee rates per hour for display
- * @param input Input parameters for calculation
- * @returns Holding fee rates per hour with breakdown
- */
-const getPairHoldingFeeRates = (input) => {
-    const { fundingParams, fundingData, pairOiToken, netExposureToken, netExposureUsd, borrowingParams, borrowingData, currentPairPrice, currentTimestamp, } = input;
-    // Calculate funding fee rates
-    let fundingFeeLongHourlyRate = 0;
-    let fundingFeeShortHourlyRate = 0;
-    let currentFundingRatePerSecondP = 0;
-    if (fundingParams.fundingFeesEnabled) {
-        // Get current funding rate
-        const pendingFunding = (0, fundingFees_1.getPairPendingAccFundingFees)(fundingParams, fundingData, currentPairPrice, pairOiToken, netExposureToken, netExposureUsd, currentTimestamp);
-        currentFundingRatePerSecondP = pendingFunding.currentFundingRatePerSecondP;
-        // Get APR multipliers
-        const { longAprMultiplier, shortAprMultiplier } = (0, fundingFees_1.getLongShortAprMultiplier)(currentFundingRatePerSecondP, pairOiToken.oiLongToken, pairOiToken.oiShortToken, fundingParams.aprMultiplierEnabled);
-        // Calculate hourly rates
-        // Funding rate * seconds per hour * current price * APR multiplier / 100
-        const baseHourlyRate = (currentFundingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
-            PERCENTAGE_PRECISION;
-        // Long side pays when rate is positive, earns when negative
-        fundingFeeLongHourlyRate = baseHourlyRate * longAprMultiplier;
-        // Short side is opposite
-        fundingFeeShortHourlyRate = -baseHourlyRate * shortAprMultiplier;
-    }
-    // Calculate borrowing v2 rates
-    let borrowingFeeHourlyRate = 0;
-    let currentBorrowingRatePerSecondP = 0;
-    if (borrowingParams && borrowingData) {
-        currentBorrowingRatePerSecondP = borrowingParams.borrowingRatePerSecondP;
-        // Borrowing rate * seconds per hour * current price / 100
-        borrowingFeeHourlyRate =
-            (currentBorrowingRatePerSecondP * SECONDS_PER_HOUR * currentPairPrice) /
-                PERCENTAGE_PRECISION;
-    }
-    // Total holding fees (funding can be negative/positive, borrowing always positive cost)
-    const longHourlyRate = fundingFeeLongHourlyRate + borrowingFeeHourlyRate;
-    const shortHourlyRate = fundingFeeShortHourlyRate + borrowingFeeHourlyRate;
-    return {
-        longHourlyRate,
-        shortHourlyRate,
-        fundingFeeLongHourlyRate,
-        fundingFeeShortHourlyRate,
-        borrowingFeeHourlyRate,
-        currentFundingRatePerSecondP,
-        currentBorrowingRatePerSecondP,
-    };
-};
-exports.getPairHoldingFeeRates = getPairHoldingFeeRates;
-/**
- * @dev Converts a per-second rate to annual percentage rate (APR)
- * @param ratePerSecond Rate per second
- * @returns Annual percentage rate
- */
-const convertRatePerSecondToAPR = (ratePerSecond) => {
-    return ratePerSecond * SECONDS_PER_YEAR * PERCENTAGE_PRECISION;
-};
-exports.convertRatePerSecondToAPR = convertRatePerSecondToAPR;
-/**
- * @dev Formats a holding fee rate for display
- * @param rate Hourly rate (can be negative)
- * @param decimals Number of decimal places
- * @returns Formatted string with sign
- */
-const formatHoldingFeeRate = (rate, decimals = 4) => {
-    const sign = rate > 0 ? "+" : "";
-    return `${sign}${rate.toFixed(decimals)}%`;
-};
-exports.formatHoldingFeeRate = formatHoldingFeeRate;
-exports.HoldingFees = __importStar(require("./types"));

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

@@ -1,23 +0,0 @@
-/**
- * @dev Type definitions for holding fees (funding + borrowing v2)
- */
-export interface HoldingFeeRates {
-    longHourlyRate: number;
-    shortHourlyRate: number;
-    fundingFeeLongHourlyRate: number;
-    fundingFeeShortHourlyRate: number;
-    borrowingFeeHourlyRate: number;
-    currentFundingRatePerSecondP: number;
-    currentBorrowingRatePerSecondP: number;
-}
-export interface GetPairHoldingFeeRatesInput {
-    fundingParams: import("../fundingFees/types").FundingFeeParams;
-    fundingData: import("../fundingFees/types").PairFundingFeeData;
-    pairOiToken: import("../fundingFees/types").PairOiAfterV10;
-    netExposureToken: number;
-    netExposureUsd: number;
-    borrowingParams: import("../borrowingV2/types").BorrowingFeeParams | null;
-    borrowingData: import("../borrowingV2/types").PairBorrowingFeeData | null;
-    currentPairPrice: number;
-    currentTimestamp: number;
-}

package/lib/trade/fees/holdingFees/types.js

@@ -1,5 +0,0 @@
-"use strict";
-/**
- * @dev Type definitions for holding fees (funding + borrowing v2)
- */
-Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -1,28 +0,0 @@
-/**
- * @dev Holding fees calculation for structured contexts
- */
-import { Trade, TradeInfo, TradeFeesData } from "../../types";
-import { TradeHoldingFees } from "./types";
-import { ContractsVersion } from "../../../contracts/types";
-import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
-/**
- * @dev Context for holding fees calculation with structured sub-contexts
- */
-export type GetStructuredHoldingFeesContext = {
-    contractsVersion: ContractsVersion;
-    currentTimestamp: number;
-    collateralPriceUsd: number;
-    borrowingV1?: BorrowingV1SubContext;
-    borrowingV2?: BorrowingV2SubContext;
-    funding?: FundingFeesSubContext;
-};
-/**
- * @dev Calculates total holding fees using structured context
- * @param trade The trade to calculate fees for
- * @param tradeInfo Trade info containing contracts version
- * @param tradeFeesData Trade fees data containing initial acc fees
- * @param currentPairPrice Current pair price
- * @param context Structured context with sub-contexts for each fee type
- * @returns Object containing all holding fee components
- */
-export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;

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

@@ -1,66 +0,0 @@
-"use strict";
-/**
- * @dev Holding fees calculation for structured contexts
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTradePendingHoldingFeesCollateralStructured = void 0;
-const types_1 = require("../../../contracts/types");
-const borrowing_1 = require("../borrowing");
-const borrowingV2_1 = require("../borrowingV2");
-const pairContext_1 = require("../fundingFees/pairContext");
-/**
- * @dev Calculates total holding fees using structured context
- * @param trade The trade to calculate fees for
- * @param tradeInfo Trade info containing contracts version
- * @param tradeFeesData Trade fees data containing initial acc fees
- * @param currentPairPrice Current pair price
- * @param context Structured context with sub-contexts for each fee type
- * @returns Object containing all holding fee components
- */
-const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
-    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
-    // Calculate funding fees (v10+ only)
-    let fundingFeeCollateral = 0;
-    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
-        context.funding &&
-        tradeFeesData.initialAccFundingFeeP !== undefined) {
-        fundingFeeCollateral = (0, pairContext_1.getPairTradeFundingFeesCollateral)({
-            positionSizeCollateral,
-            openPrice: trade.openPrice,
-            long: trade.long,
-            currentPairPrice,
-            initialAccFundingFeeP: tradeFeesData.initialAccFundingFeeP,
-        }, context.funding // TODO: Fix types once funding types are properly imported
-        );
-    }
-    // Calculate borrowing fees v2
-    let borrowingFeeCollateral = 0;
-    if (context.borrowingV2 && tradeFeesData.initialAccBorrowingFeeP !== undefined) {
-        borrowingFeeCollateral = (0, borrowingV2_1.getPairTradeBorrowingFeesCollateral)({
-            positionSizeCollateral,
-            openPrice: trade.openPrice,
-            currentPairPrice,
-            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
-            currentTimestamp: context.currentTimestamp,
-        }, context.borrowingV2);
-    }
-    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
-    let borrowingFeeCollateral_old = 0;
-    if (context.borrowingV1) {
-        borrowingFeeCollateral_old = (0, borrowing_1.getPairBorrowingFee)(positionSizeCollateral, trade.long, context.borrowingV1.initialAccFees || { accPairFee: 0, accGroupFee: 0, block: 0 }, {
-            currentBlock: context.borrowingV1.currentBlock,
-            group: context.borrowingV1.group,
-            pair: context.borrowingV1.pair,
-            collateralPriceUsd: context.collateralPriceUsd,
-        });
-    }
-    return {
-        fundingFeeCollateral,
-        borrowingFeeCollateral,
-        borrowingFeeCollateral_old,
-        totalFeeCollateral: fundingFeeCollateral +
-            borrowingFeeCollateral +
-            borrowingFeeCollateral_old,
-    };
-};
-exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

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

@@ -1,28 +0,0 @@
-/**
- * @dev Holding fees calculation for structured contexts
- */
-import { Trade, TradeInfo, TradeFeesData } from "../../types";
-import { TradeHoldingFees } from "./types";
-import { ContractsVersion } from "../../../contracts/types";
-import type { BorrowingV1SubContext, BorrowingV2SubContext, FundingFeesSubContext } from "../../pnl";
-/**
- * @dev Context for holding fees calculation with structured sub-contexts
- */
-export type GetStructuredHoldingFeesContext = {
-    contractsVersion: ContractsVersion;
-    currentTimestamp: number;
-    collateralPriceUsd: number;
-    borrowingV1?: BorrowingV1SubContext;
-    borrowingV2?: BorrowingV2SubContext;
-    funding?: FundingFeesSubContext;
-};
-/**
- * @dev Calculates total holding fees using structured context
- * @param trade The trade to calculate fees for
- * @param tradeInfo Trade info containing contracts version
- * @param tradeFeesData Trade fees data containing initial acc fees
- * @param currentPairPrice Current pair price
- * @param context Structured context with sub-contexts for each fee type
- * @returns Object containing all holding fee components
- */
-export declare const getTradePendingHoldingFeesCollateralStructured: (trade: Trade, tradeInfo: TradeInfo, tradeFeesData: TradeFeesData, currentPairPrice: number, context: GetStructuredHoldingFeesContext) => TradeHoldingFees;

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

@@ -1,66 +0,0 @@
-"use strict";
-/**
- * @dev Holding fees calculation for structured contexts
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTradePendingHoldingFeesCollateralStructured = void 0;
-const types_1 = require("../../../contracts/types");
-const borrowing_1 = require("../borrowing");
-const borrowingV2_1 = require("../borrowingV2");
-const fundingFees_1 = require("../fundingFees");
-/**
- * @dev Calculates total holding fees using structured context
- * @param trade The trade to calculate fees for
- * @param tradeInfo Trade info containing contracts version
- * @param tradeFeesData Trade fees data containing initial acc fees
- * @param currentPairPrice Current pair price
- * @param context Structured context with sub-contexts for each fee type
- * @returns Object containing all holding fee components
- */
-const getTradePendingHoldingFeesCollateralStructured = (trade, tradeInfo, tradeFeesData, currentPairPrice, context) => {
-    const positionSizeCollateral = trade.collateralAmount * trade.leverage;
-    // Calculate funding fees (v10+ only)
-    let fundingFeeCollateral = 0;
-    if (context.contractsVersion >= types_1.ContractsVersion.V10 &&
-        context.funding &&
-        tradeFeesData.initialAccFundingFeeP !== undefined) {
-        fundingFeeCollateral = (0, fundingFees_1.getTradeFundingFeesCollateral)(trade, tradeInfo, tradeFeesData, currentPairPrice, Object.assign(Object.assign({}, context.funding), { currentTimestamp: context.currentTimestamp }) // TODO: Fix types once funding types are properly imported
-        );
-    }
-    // Calculate borrowing fees v2
-    let borrowingFeeCollateral = 0;
-    if (context.borrowingV2 &&
-        tradeFeesData.initialAccBorrowingFeeP !== undefined) {
-        borrowingFeeCollateral = (0, borrowingV2_1.getTradeBorrowingFeesCollateral)({
-            positionSizeCollateral,
-            openPrice: trade.openPrice,
-            currentPairPrice,
-            initialAccBorrowingFeeP: tradeFeesData.initialAccBorrowingFeeP,
-            currentTimestamp: context.currentTimestamp,
-        }, context.borrowingV2);
-    }
-    // Calculate v1 borrowing fees (some markets use v1 indefinitely)
-    let borrowingFeeCollateral_old = 0;
-    if (context.borrowingV1) {
-        borrowingFeeCollateral_old = (0, borrowing_1.getBorrowingFee)(positionSizeCollateral, undefined, // pairIndex not needed for pair-specific context
-        trade.long, context.borrowingV1.initialAccFees || {
-            accPairFee: 0,
-            accGroupFee: 0,
-            block: 0,
-        }, {
-            currentBlock: context.borrowingV1.currentBlock,
-            group: context.borrowingV1.group,
-            pair: context.borrowingV1.pair,
-            collateralPriceUsd: context.collateralPriceUsd,
-        });
-    }
-    return {
-        fundingFeeCollateral,
-        borrowingFeeCollateral,
-        borrowingFeeCollateral_old,
-        totalFeeCollateral: fundingFeeCollateral +
-            borrowingFeeCollateral +
-            borrowingFeeCollateral_old,
-    };
-};
-exports.getTradePendingHoldingFeesCollateralStructured = getTradePendingHoldingFeesCollateralStructured;

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

@@ -1,11 +0,0 @@
-export type DepthBands = {
-    totalDepthUsd: number;
-    bands: number[];
-};
-export type PairDepthBands = {
-    above: DepthBands | undefined;
-    below: DepthBands | undefined;
-};
-export type DepthBandsMapping = {
-    bands: number[];
-};

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

@@ -1,2 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });