@gainsnetwork/sdk 1.4.4 → 1.5.0-rc1

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Files changed (111) hide show
  1. package/lib/backend/tradingVariables/backend.types.d.ts +11 -4
  2. package/lib/backend/tradingVariables/converter.d.ts +7 -3
  3. package/lib/backend/tradingVariables/converter.js +15 -7
  4. package/lib/backend/tradingVariables/index.js +5 -2
  5. package/lib/backend/tradingVariables/types.d.ts +4 -2
  6. package/lib/contracts/addresses.d.ts +1 -1
  7. package/lib/contracts/addresses.js +6 -5
  8. package/lib/contracts/addresses.json +29 -0
  9. package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +1911 -0
  10. package/lib/contracts/types/generated/GFarmTradingStorageV5.js +2 -0
  11. package/lib/contracts/types/generated/GNSBorrowingFees.d.ts +1067 -0
  12. package/lib/contracts/types/generated/GNSBorrowingFees.js +2 -0
  13. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.d.ts +979 -0
  14. package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.js +2 -0
  15. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.d.ts +1058 -0
  16. package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.js +2 -0
  17. package/lib/contracts/types/generated/GNSMultiCollatDiamond.d.ts +223 -40
  18. package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +533 -0
  19. package/lib/contracts/types/generated/GNSNftRewardsV6.js +2 -0
  20. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +613 -0
  21. package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +2 -0
  22. package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +911 -0
  23. package/lib/contracts/types/generated/GNSPairInfosV6_1.js +2 -0
  24. package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +660 -0
  25. package/lib/contracts/types/generated/GNSPairsStorageV6.js +2 -0
  26. package/lib/contracts/types/generated/GNSTrading.d.ts +758 -0
  27. package/lib/contracts/types/generated/GNSTrading.js +2 -0
  28. package/lib/contracts/types/generated/GNSTradingCallbacks.d.ts +875 -0
  29. package/lib/contracts/types/generated/GNSTradingCallbacks.js +2 -0
  30. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.d.ts +806 -0
  31. package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.js +2 -0
  32. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.d.ts +821 -0
  33. package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.js +2 -0
  34. package/lib/contracts/types/generated/GNSTradingStorage.d.ts +1387 -0
  35. package/lib/contracts/types/generated/GNSTradingStorage.js +2 -0
  36. package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +1838 -0
  37. package/lib/contracts/types/generated/GTokenV6_3_2.js +2 -0
  38. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +83 -0
  39. package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +2691 -0
  40. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.d.ts +88 -0
  41. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.js +1654 -0
  42. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.d.ts +113 -0
  43. package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.js +1742 -0
  44. package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.d.ts +124 -0
  45. package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.js +1784 -0
  46. package/lib/contracts/types/generated/factories/GNSMultiCollatDiamond__factory.js +312 -36
  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/openTrades.d.ts +1 -0
  68. package/lib/contracts/utils/openTrades.js +24 -7
  69. package/lib/contracts/utils/pairs.d.ts +13 -2
  70. package/lib/contracts/utils/pairs.js +70 -11
  71. package/lib/index.d.ts +1 -0
  72. package/lib/index.js +1 -0
  73. package/lib/markets/oi/fetcher.d.ts +58 -0
  74. package/lib/markets/oi/fetcher.js +181 -0
  75. package/lib/markets/oi/validation.d.ts +80 -0
  76. package/lib/markets/oi/validation.js +172 -0
  77. package/lib/pricing/depthBands/converter.d.ts +65 -0
  78. package/lib/pricing/depthBands/converter.js +155 -0
  79. package/lib/pricing/depthBands/decoder.d.ts +32 -0
  80. package/lib/pricing/depthBands/decoder.js +109 -0
  81. package/lib/pricing/depthBands/encoder.d.ts +19 -0
  82. package/lib/pricing/depthBands/encoder.js +105 -0
  83. package/lib/pricing/depthBands/index.d.ts +8 -0
  84. package/lib/pricing/depthBands/index.js +26 -0
  85. package/lib/pricing/depthBands/types.d.ts +49 -0
  86. package/lib/pricing/depthBands/types.js +10 -0
  87. package/lib/pricing/depthBands/validator.d.ts +22 -0
  88. package/lib/pricing/depthBands/validator.js +113 -0
  89. package/lib/pricing/depthBands.d.ts +39 -0
  90. package/lib/pricing/depthBands.js +94 -0
  91. package/lib/pricing/index.d.ts +4 -0
  92. package/lib/pricing/index.js +20 -0
  93. package/lib/trade/effectiveLeverage/builder.d.ts +23 -0
  94. package/lib/trade/effectiveLeverage/builder.js +30 -0
  95. package/lib/trade/fees/holdingFees/index.d.ts +46 -0
  96. package/lib/trade/fees/holdingFees/index.js +105 -0
  97. package/lib/trade/fees/holdingFees/types.d.ts +23 -0
  98. package/lib/trade/fees/holdingFees/types.js +5 -0
  99. package/lib/trade/fees/trading/holdingFees.d.ts +28 -0
  100. package/lib/trade/fees/trading/holdingFees.js +66 -0
  101. package/lib/trade/fees/trading/holdingFeesStructured.d.ts +28 -0
  102. package/lib/trade/fees/trading/holdingFeesStructured.js +66 -0
  103. package/lib/trade/priceImpact/cumulVol/builder.js +4 -2
  104. package/lib/trade/priceImpact/cumulVol/converter.d.ts +63 -0
  105. package/lib/trade/priceImpact/cumulVol/converter.js +97 -1
  106. package/lib/trade/priceImpact/cumulVol/index.d.ts +7 -6
  107. package/lib/trade/priceImpact/cumulVol/index.js +135 -32
  108. package/lib/trade/priceImpact/cumulVol/types.d.ts +11 -0
  109. package/lib/trade/priceImpact/cumulVol/types.js +2 -0
  110. package/lib/trade/priceImpact/open/index.js +3 -0
  111. package/package.json +1 -1
@@ -1,6 +1,7 @@
1
1
  import { TradeContainer, TradeContainerRaw } from "../../trade/types";
2
2
  import { Contracts, BlockTag } from "../../contracts/types";
3
3
  export type FetchOpenPairTradesOverrides = {
4
+ traders?: string[];
4
5
  batchSize?: number;
5
6
  useMulticall?: boolean;
6
7
  includeLimits?: boolean;
@@ -2,6 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.fetchOpenPairTradesRaw = exports.fetchOpenPairTrades = void 0;
4
4
  const ethcall_1 = require("ethcall");
5
+ const ethers_1 = require("ethers");
5
6
  const trade_1 = require("../../trade");
6
7
  const fetchOpenPairTrades = async (contracts, overrides = {}) => {
7
8
  const rawTrades = await (0, exports.fetchOpenPairTradesRaw)(contracts, overrides);
@@ -15,12 +16,11 @@ const fetchOpenPairTrades = async (contracts, overrides = {}) => {
15
16
  return rawTrades.map(rawTrade => _prepareTradeContainer(rawTrade.trade, rawTrade.tradeInfo, rawTrade.liquidationParams, rawTrade.initialAccFees, rawTrade.tradeFeesData, rawTrade.uiRealizedPnlData, collateralConfigs[parseInt(rawTrade.trade.collateralIndex.toString()) - 1]));
16
17
  };
17
18
  exports.fetchOpenPairTrades = fetchOpenPairTrades;
18
- // @todo rename
19
19
  const fetchOpenPairTradesRaw = async (contracts, overrides = {}) => {
20
20
  if (!contracts) {
21
21
  return [];
22
22
  }
23
- const { batchSize = 50, includeLimits = true, useMulticall = false, includeUIRealizedPnlData = true, } = overrides;
23
+ const { batchSize = 50, includeLimits = true, useMulticall = false, includeUIRealizedPnlData = true, traders = [], } = overrides;
24
24
  const { gnsMultiCollatDiamond: multiCollatDiamondContract } = contracts;
25
25
  try {
26
26
  const multicallCtx = {
@@ -29,6 +29,8 @@ const fetchOpenPairTradesRaw = async (contracts, overrides = {}) => {
29
29
  ...multiCollatDiamondContract.interface.fragments,
30
30
  ]),
31
31
  };
32
+ const validatedAddresses = _validateAddresses(traders || []);
33
+ const forTraders = validatedAddresses.length > 0;
32
34
  if (useMulticall) {
33
35
  await multicallCtx.provider.init(multiCollatDiamondContract.provider);
34
36
  }
@@ -36,11 +38,17 @@ const fetchOpenPairTradesRaw = async (contracts, overrides = {}) => {
36
38
  let running = true;
37
39
  let offset = 0;
38
40
  while (running) {
39
- const [trades, tradeInfos, tradeLiquidationParams] = await Promise.all([
40
- multiCollatDiamondContract.getAllTrades(offset, offset + batchSize),
41
- multiCollatDiamondContract.getAllTradeInfos(offset, offset + batchSize),
42
- multiCollatDiamondContract.getAllTradesLiquidationParams(offset, offset + batchSize),
43
- ]);
41
+ const [trades, tradeInfos, tradeLiquidationParams] = await Promise.all(forTraders
42
+ ? [
43
+ multiCollatDiamondContract.getAllTradesForTraders(validatedAddresses, offset, offset + batchSize),
44
+ multiCollatDiamondContract.getAllTradeInfosForTraders(validatedAddresses, offset, offset + batchSize),
45
+ multiCollatDiamondContract.getAllTradesLiquidationParamsForTraders(validatedAddresses, offset, offset + batchSize),
46
+ ]
47
+ : [
48
+ multiCollatDiamondContract.getAllTrades(offset, offset + batchSize),
49
+ multiCollatDiamondContract.getAllTradeInfos(offset, offset + batchSize),
50
+ multiCollatDiamondContract.getAllTradesLiquidationParams(offset, offset + batchSize),
51
+ ]);
44
52
  const fundingFeesCallParams = [
45
53
  [],
46
54
  [], // indices
@@ -153,3 +161,12 @@ const _prepareTradeContainer = (trade, tradeInfo, tradeLiquidationParams, tradeI
153
161
  : undefined,
154
162
  };
155
163
  };
164
+ /**
165
+ * Filters out duplicate addresses. Throws error if an invalid address is provided.
166
+ * @param addresses
167
+ */
168
+ const _validateAddresses = (addresses) => {
169
+ return [
170
+ ...new Set(addresses.map(address => ethers_1.ethers.utils.getAddress(address))),
171
+ ];
172
+ };
@@ -1,7 +1,18 @@
1
- import { Pair, Fee, OpenInterest, PairDepth, PairIndex } from "../../trade/types";
1
+ import { Pair, Fee, OpenInterest, PairIndex } from "../../trade/types";
2
2
  import { Contracts } from "../../contracts/types";
3
3
  export declare const fetchPairs: (contracts: Contracts, pairIxs: PairIndex[]) => Promise<Pair[]>;
4
- export declare const fetchPairDepths: (contracts: Contracts, pairIxs: number[]) => Promise<PairDepth[]>;
4
+ export declare const fetchPairDepthBands: (contracts: Contracts, pairIxs: number[]) => Promise<any[]>;
5
+ export declare const fetchPairDepthBandsDecoded: (contracts: Contracts, pairIxs: number[]) => Promise<{
6
+ totalDepthAboveUsd: number[];
7
+ totalDepthBelowUsd: number[];
8
+ bandsAbove: number[][];
9
+ bandsBelow: number[][];
10
+ }>;
11
+ export declare const fetchDepthBandsMapping: (contracts: Contracts) => Promise<{
12
+ slot1: string;
13
+ slot2: string;
14
+ }>;
15
+ export declare const fetchDepthBandsMappingDecoded: (contracts: Contracts) => Promise<number[]>;
5
16
  export declare const fetchFees: (contracts: Contracts, feeIxs: PairIndex[]) => Promise<Fee[]>;
6
17
  export declare const fetchOpenInterest: (contracts: Contracts, collateralIndex: number, pairIxs: number[]) => Promise<OpenInterest[]>;
7
18
  export declare const getPairDescription: (pairIndex: PairIndex) => string;
@@ -1,6 +1,6 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchPairDepths = exports.fetchPairs = void 0;
3
+ exports.getPairDescription = exports.fetchOpenInterest = exports.fetchFees = exports.fetchDepthBandsMappingDecoded = exports.fetchDepthBandsMapping = exports.fetchPairDepthBandsDecoded = exports.fetchPairDepthBands = exports.fetchPairs = void 0;
4
4
  /* eslint-disable @typescript-eslint/no-unsafe-call */
5
5
  /* eslint-disable @typescript-eslint/no-unsafe-return */
6
6
  /* eslint-disable @typescript-eslint/no-unsafe-member-access */
@@ -31,26 +31,85 @@ const fetchPairs = async (contracts, pairIxs) => {
31
31
  }
32
32
  };
33
33
  exports.fetchPairs = fetchPairs;
34
- const fetchPairDepths = async (contracts, pairIxs) => {
34
+ const fetchPairDepthBands = async (contracts, pairIxs) => {
35
+ if (!contracts || pairIxs.length === 0) {
36
+ return [];
37
+ }
38
+ const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
39
+ try {
40
+ // Returns array of PairDepthBands structs (encoded slots)
41
+ // Using quoted signature for overloaded function
42
+ const depthBands = await multiCollatContract["getPairDepthBands(uint256[])"](pairIxs);
43
+ return depthBands;
44
+ }
45
+ catch (error) {
46
+ console.error(`Unexpected error while fetching pair depth bands!`);
47
+ throw error;
48
+ }
49
+ };
50
+ exports.fetchPairDepthBands = fetchPairDepthBands;
51
+ const fetchPairDepthBandsDecoded = async (contracts, pairIxs) => {
52
+ if (!contracts || pairIxs.length === 0) {
53
+ return {
54
+ totalDepthAboveUsd: [],
55
+ totalDepthBelowUsd: [],
56
+ bandsAbove: [],
57
+ bandsBelow: [],
58
+ };
59
+ }
60
+ const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
61
+ try {
62
+ // Returns decoded values
63
+ // Using quoted signature for overloaded function
64
+ const [totalDepthAboveUsd, totalDepthBelowUsd, bandsAbove, bandsBelow] = await multiCollatContract["getPairDepthBandsDecoded(uint256[])"](pairIxs);
65
+ return {
66
+ totalDepthAboveUsd: totalDepthAboveUsd.map((v) => parseFloat(v.toString())),
67
+ totalDepthBelowUsd: totalDepthBelowUsd.map((v) => parseFloat(v.toString())),
68
+ bandsAbove: bandsAbove.map((bands) => bands.map((b) => parseInt(b.toString()))),
69
+ bandsBelow: bandsBelow.map((bands) => bands.map((b) => parseInt(b.toString()))),
70
+ };
71
+ }
72
+ catch (error) {
73
+ console.error(`Unexpected error while fetching decoded pair depth bands!`);
74
+ throw error;
75
+ }
76
+ };
77
+ exports.fetchPairDepthBandsDecoded = fetchPairDepthBandsDecoded;
78
+ const fetchDepthBandsMapping = async (contracts) => {
79
+ if (!contracts) {
80
+ return { slot1: "0", slot2: "0" };
81
+ }
82
+ const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
83
+ try {
84
+ // Returns two uint256 slots
85
+ const [slot1, slot2] = await multiCollatContract.getDepthBandsMapping();
86
+ return {
87
+ slot1: slot1.toString(),
88
+ slot2: slot2.toString(),
89
+ };
90
+ }
91
+ catch (error) {
92
+ console.error(`Unexpected error while fetching depth bands mapping!`);
93
+ throw error;
94
+ }
95
+ };
96
+ exports.fetchDepthBandsMapping = fetchDepthBandsMapping;
97
+ const fetchDepthBandsMappingDecoded = async (contracts) => {
35
98
  if (!contracts) {
36
99
  return [];
37
100
  }
38
101
  const { gnsMultiCollatDiamond: multiCollatContract } = contracts;
39
102
  try {
40
- const pairParams = await multiCollatContract.getPairDepths(pairIxs);
41
- return pairParams.map(pair => {
42
- return {
43
- onePercentDepthAboveUsd: parseFloat(pair.onePercentDepthAboveUsd.toString()),
44
- onePercentDepthBelowUsd: parseFloat(pair.onePercentDepthBelowUsd.toString()),
45
- };
46
- });
103
+ // Returns array of 30 uint16 values
104
+ const bands = await multiCollatContract.getDepthBandsMappingDecoded();
105
+ return bands.map((b) => parseInt(b.toString()));
47
106
  }
48
107
  catch (error) {
49
- console.error(`Unexpected error while fetching pairs!`);
108
+ console.error(`Unexpected error while fetching decoded depth bands mapping!`);
50
109
  throw error;
51
110
  }
52
111
  };
53
- exports.fetchPairDepths = fetchPairDepths;
112
+ exports.fetchDepthBandsMappingDecoded = fetchDepthBandsMappingDecoded;
54
113
  const fetchFees = async (contracts, feeIxs) => {
55
114
  if (!contracts) {
56
115
  return [];
package/lib/index.d.ts CHANGED
@@ -5,5 +5,6 @@ export * from "./constants";
5
5
  export * from "./utils";
6
6
  export * from "./vault";
7
7
  export * from "./backend";
8
+ export * from "./pricing";
8
9
  export * from "./trade/fees/borrowing/index";
9
10
  export { ContractsVersion } from "./contracts/types";
package/lib/index.js CHANGED
@@ -22,6 +22,7 @@ __exportStar(require("./constants"), exports);
22
22
  __exportStar(require("./utils"), exports);
23
23
  __exportStar(require("./vault"), exports);
24
24
  __exportStar(require("./backend"), exports);
25
+ __exportStar(require("./pricing"), exports);
25
26
  // Not sure why this is needed, but it is. Barrel imports are not working.
26
27
  __exportStar(require("./trade/fees/borrowing/index"), exports);
27
28
  // Export ContractsVersion for frontend usage
@@ -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
+ };