@gainsnetwork/sdk 1.5.0 → 1.5.1-rc1

package/lib/markets/oi/fetcher.d.ts

@@ -1,58 +0,0 @@
-/**
- * @dev Fetchers for retrieving OI data from contracts
- * @dev Consolidates the three OI storage systems into unified format
- */
-import { ethers } from "ethers";
-import { ChainId } from "../../contracts/types";
-import { UnifiedPairOi } from "./types";
-/**
- * @dev Fetches all OI data for a single pair
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndex Trading pair
- * @param signer Ethers signer
- * @returns Unified PairOi structure with all OI data
- */
-export declare function fetchPairOi(chainId: ChainId, collateralIndex: number, pairIndex: number, signer: ethers.Signer): Promise<UnifiedPairOi>;
-/**
- * @dev Fetches OI data for multiple pairs efficiently
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndices Array of trading pairs
- * @param signer Ethers signer
- * @returns Array of unified PairOi structures
- */
-export declare function fetchMultiplePairOi(chainId: ChainId, collateralIndex: number, pairIndices: number[], signer: ethers.Signer): Promise<UnifiedPairOi[]>;
-/**
- * @dev Creates OI context for fee calculations
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndex Trading pair
- * @param signer Ethers signer
- * @returns OI data formatted for SDK calculations
- */
-export declare function createOiContext(chainId: ChainId, collateralIndex: number, pairIndex: number, signer: ethers.Signer): Promise<{
-    pairOi: UnifiedPairOi;
-    currentPrice: number;
-    computed: {
-        totalDynamicOi: {
-            long: number;
-            short: number;
-        };
-        totalStaticOi: {
-            long: number;
-            short: number;
-        };
-        skew: number;
-    };
-}>;
-/**
- * @dev Fetches only the OI data needed for specific use cases
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndex Trading pair
- * @param useCase Which OI systems to fetch
- * @param signer Ethers signer
- * @returns Partial OI data based on use case
- */
-export declare function fetchOiForUseCase(chainId: ChainId, collateralIndex: number, pairIndex: number, useCase: "skew" | "funding" | "borrowingV1" | "limits", signer: ethers.Signer): Promise<Partial<UnifiedPairOi>>;

package/lib/markets/oi/fetcher.js

@@ -1,181 +0,0 @@
-"use strict";
-/**
- * @dev Fetchers for retrieving OI data from contracts
- * @dev Consolidates the three OI storage systems into unified format
- */
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.fetchOiForUseCase = exports.createOiContext = exports.fetchMultiplePairOi = exports.fetchPairOi = void 0;
-const ethers_1 = require("ethers");
-const contracts_1 = require("../../contracts");
-const generated_1 = require("../../contracts/types/generated");
-const converter_1 = require("./converter");
-/**
- * @dev Fetches all OI data for a single pair
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndex Trading pair
- * @param signer Ethers signer
- * @returns Unified PairOi structure with all OI data
- */
-function fetchPairOi(chainId, collateralIndex, pairIndex, signer) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const addresses = (0, contracts_1.getContractAddressesForChain)(chainId);
-        const diamond = generated_1.GNSMultiCollatDiamond__factory.connect(addresses.gnsMultiCollatDiamond, signer);
-        // Fetch all three OI types in parallel
-        const [beforeV10Raw, afterV10Collateral, afterV10Token, maxOi, collateral] = yield Promise.all([
-            diamond.getPairOisBeforeV10Collateral(collateralIndex, pairIndex),
-            diamond.getPairOiAfterV10Collateral(collateralIndex, pairIndex),
-            diamond.getPairOiAfterV10Token(collateralIndex, pairIndex),
-            diamond.getPairMaxOi(collateralIndex, pairIndex),
-            diamond.getCollateral(collateralIndex),
-        ]);
-        // Convert the beforeV10 format to match expected structure
-        const beforeV10 = {
-            long: beforeV10Raw.longOi,
-            short: beforeV10Raw.shortOi,
-            max: maxOi,
-            __placeholder: ethers_1.ethers.BigNumber.from(0),
-        };
-        return (0, converter_1.convertPairOi)(beforeV10, afterV10Collateral, afterV10Token, Number(collateral.precision));
-    });
-}
-exports.fetchPairOi = fetchPairOi;
-/**
- * @dev Fetches OI data for multiple pairs efficiently
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndices Array of trading pairs
- * @param signer Ethers signer
- * @returns Array of unified PairOi structures
- */
-function fetchMultiplePairOi(chainId, collateralIndex, pairIndices, signer) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const addresses = (0, contracts_1.getContractAddressesForChain)(chainId);
-        const diamond = generated_1.GNSMultiCollatDiamond__factory.connect(addresses.gnsMultiCollatDiamond, signer);
-        // Get collateral precision once
-        const collateral = yield diamond.getCollateral(collateralIndex);
-        const precision = Number(collateral.precision);
-        // Batch fetch all OI data
-        const promises = pairIndices.map((pairIndex) => __awaiter(this, void 0, void 0, function* () {
-            const [beforeV10Raw, afterV10Collateral, afterV10Token, maxOi] = yield Promise.all([
-                diamond.getPairOisBeforeV10Collateral(collateralIndex, pairIndex),
-                diamond.getPairOiAfterV10Collateral(collateralIndex, pairIndex),
-                diamond.getPairOiAfterV10Token(collateralIndex, pairIndex),
-                diamond.getPairMaxOi(collateralIndex, pairIndex),
-            ]);
-            // Convert the beforeV10 format to match expected structure
-            const beforeV10 = {
-                long: beforeV10Raw.longOi,
-                short: beforeV10Raw.shortOi,
-                max: maxOi,
-                __placeholder: ethers_1.ethers.BigNumber.from(0),
-            };
-            return {
-                beforeV10: beforeV10,
-                collateral: afterV10Collateral,
-                token: afterV10Token,
-            };
-        }));
-        const results = yield Promise.all(promises);
-        return (0, converter_1.convertPairOiArray)(results, precision);
-    });
-}
-exports.fetchMultiplePairOi = fetchMultiplePairOi;
-/**
- * @dev Creates OI context for fee calculations
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndex Trading pair
- * @param signer Ethers signer
- * @returns OI data formatted for SDK calculations
- */
-function createOiContext(chainId, collateralIndex, pairIndex, signer) {
-    return __awaiter(this, void 0, void 0, function* () {
-        // Fetch OI data
-        const pairOi = yield fetchPairOi(chainId, collateralIndex, pairIndex, signer);
-        // For now, use a placeholder price - in real usage, this would come from price feeds
-        // The actual price should be fetched from the price aggregator or oracle
-        const currentPrice = 1; // Placeholder - replace with actual price fetching
-        // Compute derived values
-        const totalDynamicOi = {
-            long: pairOi.beforeV10Collateral.long + pairOi.token.long * currentPrice,
-            short: pairOi.beforeV10Collateral.short + pairOi.token.short * currentPrice,
-        };
-        const totalStaticOi = {
-            long: pairOi.beforeV10Collateral.long + pairOi.collateral.long,
-            short: pairOi.beforeV10Collateral.short + pairOi.collateral.short,
-        };
-        const skew = pairOi.token.long - pairOi.token.short;
-        return {
-            pairOi,
-            currentPrice,
-            computed: {
-                totalDynamicOi,
-                totalStaticOi,
-                skew,
-            },
-        };
-    });
-}
-exports.createOiContext = createOiContext;
-/**
- * @dev Fetches only the OI data needed for specific use cases
- * @param chainId Target chain
- * @param collateralIndex Collateral type
- * @param pairIndex Trading pair
- * @param useCase Which OI systems to fetch
- * @param signer Ethers signer
- * @returns Partial OI data based on use case
- */
-function fetchOiForUseCase(chainId, collateralIndex, pairIndex, useCase, signer) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const addresses = (0, contracts_1.getContractAddressesForChain)(chainId);
-        const diamond = generated_1.GNSMultiCollatDiamond__factory.connect(addresses.gnsMultiCollatDiamond, signer);
-        switch (useCase) {
-            case "skew":
-            case "funding": {
-                // Only need token OI
-                const tokenOi = yield diamond.getPairOiAfterV10Token(collateralIndex, pairIndex);
-                return {
-                    token: (0, converter_1.convertTokenOi)(tokenOi),
-                };
-            }
-            case "borrowingV1": {
-                // Need beforeV10 and token (for dynamic calculation)
-                const [beforeV10Raw, tokenOi, collateral, maxOi] = yield Promise.all([
-                    diamond.getPairOisBeforeV10Collateral(collateralIndex, pairIndex),
-                    diamond.getPairOiAfterV10Token(collateralIndex, pairIndex),
-                    diamond.getCollateral(collateralIndex),
-                    diamond.getPairMaxOi(collateralIndex, pairIndex),
-                ]);
-                // Convert the beforeV10 format to match expected structure
-                const beforeV10 = {
-                    long: beforeV10Raw.longOi,
-                    short: beforeV10Raw.shortOi,
-                    max: maxOi,
-                    __placeholder: ethers_1.ethers.BigNumber.from(0),
-                };
-                return {
-                    beforeV10Collateral: (0, converter_1.convertBeforeV10Collateral)(beforeV10, Number(collateral.precision)),
-                    token: (0, converter_1.convertTokenOi)(tokenOi),
-                };
-            }
-            case "limits": {
-                // Need all OI for limit checks
-                return fetchPairOi(chainId, collateralIndex, pairIndex, signer);
-            }
-            default:
-                throw new Error(`Unknown use case: ${String(useCase)}`);
-        }
-    });
-}
-exports.fetchOiForUseCase = fetchOiForUseCase;

package/lib/markets/oi/validation.d.ts

@@ -1,80 +0,0 @@
-/**
- * @dev OI Validation module
- * @dev Provides validation functions for Open Interest limits
- */
-import { UnifiedPairOi } from "./types";
-import * as BorrowingFee from "../../trade/fees/borrowing/types";
-import { PairIndex } from "../../trade/types";
-/**
- * @dev Check if a position would exceed per-pair OI limits
- * @param pairOi Current OI data for the pair
- * @param long Whether the position is long
- * @param positionSizeCollateral Position size in collateral
- * @param currentPrice Current collateral price in USD (required for dynamic OI)
- * @returns true if within limits, false if would exceed
- */
-export declare const withinMaxPairOi: (pairOi: UnifiedPairOi, long: boolean, positionSizeCollateral: number, currentPrice: number) => boolean;
-/**
- * @dev Calculate dynamic OI for a specific side
- * @param pairOi OI data for the pair
- * @param currentPrice Current collateral price in USD
- * @param long Whether to calculate for long side
- * @returns Dynamic OI in collateral value
- */
-export declare const calculateDynamicOi: (pairOi: UnifiedPairOi, currentPrice: number, long: boolean) => number;
-/**
- * @dev Calculate remaining OI capacity for a side
- * @param pairOi OI data for the pair
- * @param currentPrice Current collateral price in USD
- * @param long Whether to calculate for long side
- * @returns Remaining capacity in collateral (0 if unlimited)
- */
-export declare const getRemainingOiCapacity: (pairOi: UnifiedPairOi, currentPrice: number, long: boolean) => number;
-/**
- * @dev Updated group OI validation using dynamic OI
- * @param pairIndex Index of the trading pair
- * @param long Whether the position is long
- * @param positionSizeCollateral Position size in collateral
- * @param currentPrice Current collateral price in USD
- * @param context Context with groups, pairs, and OI data
- * @returns true if within group limits, false if would exceed
- */
-export declare const withinMaxGroupOiDynamic: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, currentPrice: number, context: {
-    groups: BorrowingFee.Group[];
-    pairs: BorrowingFee.Pair[];
-    pairOis: UnifiedPairOi[];
-}) => boolean;
-/**
- * @dev Calculate total dynamic OI for a group
- * @param groupIndex Index of the group
- * @param currentPrice Current collateral price in USD
- * @param context Context with pairs and OI data
- * @returns Total dynamic OI for the group
- */
-export declare const getGroupDynamicOi: (groupIndex: number, currentPrice: number, context: {
-    pairs: BorrowingFee.Pair[];
-    pairOis: UnifiedPairOi[];
-}) => {
-    long: number;
-    short: number;
-    total: number;
-};
-/**
- * @dev Check both pair and group OI limits
- * @param pairIndex Index of the trading pair
- * @param long Whether the position is long
- * @param positionSizeCollateral Position size in collateral
- * @param currentPrice Current collateral price in USD
- * @param context Full context with all required data
- * @returns Object with validation results
- */
-export declare const validateOiLimits: (pairIndex: PairIndex, long: boolean, positionSizeCollateral: number, currentPrice: number, context: {
-    groups: BorrowingFee.Group[];
-    pairs: BorrowingFee.Pair[];
-    pairOis: UnifiedPairOi[];
-}) => {
-    withinPairLimit: boolean;
-    withinGroupLimit: boolean;
-    pairRemainingCapacity: number;
-    groupRemainingCapacity: number;
-};

package/lib/markets/oi/validation.js

@@ -1,172 +0,0 @@
-"use strict";
-/**
- * @dev OI Validation module
- * @dev Provides validation functions for Open Interest limits
- */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.validateOiLimits = exports.getGroupDynamicOi = exports.withinMaxGroupOiDynamic = exports.getRemainingOiCapacity = exports.calculateDynamicOi = exports.withinMaxPairOi = void 0;
-const converter_1 = require("./converter");
-/**
- * @dev Check if a position would exceed per-pair OI limits
- * @param pairOi Current OI data for the pair
- * @param long Whether the position is long
- * @param positionSizeCollateral Position size in collateral
- * @param currentPrice Current collateral price in USD (required for dynamic OI)
- * @returns true if within limits, false if would exceed
- */
-const withinMaxPairOi = (pairOi, long, positionSizeCollateral, currentPrice) => {
-    // If maxCollateral is 0, unlimited OI allowed
-    if (pairOi.maxCollateral === 0) {
-        return true;
-    }
-    // Calculate current dynamic OI
-    const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
-    const currentOi = long
-        ? computed.totalDynamicCollateral.long
-        : computed.totalDynamicCollateral.short;
-    // Check if adding position would exceed max
-    const newOi = currentOi + positionSizeCollateral;
-    return newOi <= pairOi.maxCollateral;
-};
-exports.withinMaxPairOi = withinMaxPairOi;
-/**
- * @dev Calculate dynamic OI for a specific side
- * @param pairOi OI data for the pair
- * @param currentPrice Current collateral price in USD
- * @param long Whether to calculate for long side
- * @returns Dynamic OI in collateral value
- */
-const calculateDynamicOi = (pairOi, currentPrice, long) => {
-    const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
-    return long
-        ? computed.totalDynamicCollateral.long
-        : computed.totalDynamicCollateral.short;
-};
-exports.calculateDynamicOi = calculateDynamicOi;
-/**
- * @dev Calculate remaining OI capacity for a side
- * @param pairOi OI data for the pair
- * @param currentPrice Current collateral price in USD
- * @param long Whether to calculate for long side
- * @returns Remaining capacity in collateral (0 if unlimited)
- */
-const getRemainingOiCapacity = (pairOi, currentPrice, long) => {
-    // If maxCollateral is 0, unlimited capacity
-    if (pairOi.maxCollateral === 0) {
-        return 0; // Indicates unlimited
-    }
-    const dynamicOi = (0, exports.calculateDynamicOi)(pairOi, currentPrice, long);
-    const remaining = pairOi.maxCollateral - dynamicOi;
-    // Return 0 if already at or over capacity
-    return Math.max(0, remaining);
-};
-exports.getRemainingOiCapacity = getRemainingOiCapacity;
-/**
- * @dev Updated group OI validation using dynamic OI
- * @param pairIndex Index of the trading pair
- * @param long Whether the position is long
- * @param positionSizeCollateral Position size in collateral
- * @param currentPrice Current collateral price in USD
- * @param context Context with groups, pairs, and OI data
- * @returns true if within group limits, false if would exceed
- */
-const withinMaxGroupOiDynamic = (pairIndex, long, positionSizeCollateral, currentPrice, context) => {
-    const pair = context.pairs[pairIndex];
-    if (!pair)
-        return false;
-    // Get group index from first group in pair's groups array
-    const groupIndex = pair.groups.length > 0 ? pair.groups[0].groupIndex : 0;
-    const group = context.groups[groupIndex];
-    if (!group)
-        return false;
-    // If maxOi is 0, unlimited OI allowed
-    if (group.oi.max === 0) {
-        return true;
-    }
-    // Calculate total dynamic OI for all pairs in group
-    let totalGroupOi = 0;
-    context.pairs.forEach((p, idx) => {
-        const pGroupIndex = p.groups.length > 0 ? p.groups[0].groupIndex : 0;
-        if (pGroupIndex === groupIndex && context.pairOis[idx]) {
-            const pairOi = context.pairOis[idx];
-            const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
-            // Add both long and short OI for the pair
-            totalGroupOi +=
-                computed.totalDynamicCollateral.long +
-                    computed.totalDynamicCollateral.short;
-        }
-    });
-    // Check if adding position would exceed group max
-    const newTotalOi = totalGroupOi + positionSizeCollateral;
-    return newTotalOi <= group.oi.max;
-};
-exports.withinMaxGroupOiDynamic = withinMaxGroupOiDynamic;
-/**
- * @dev Calculate total dynamic OI for a group
- * @param groupIndex Index of the group
- * @param currentPrice Current collateral price in USD
- * @param context Context with pairs and OI data
- * @returns Total dynamic OI for the group
- */
-const getGroupDynamicOi = (groupIndex, currentPrice, context) => {
-    let longOi = 0;
-    let shortOi = 0;
-    context.pairs.forEach((p, idx) => {
-        const pGroupIndex = p.groups.length > 0 ? p.groups[0].groupIndex : 0;
-        if (pGroupIndex === groupIndex && context.pairOis[idx]) {
-            const pairOi = context.pairOis[idx];
-            const computed = (0, converter_1.computeOiValues)(pairOi, currentPrice);
-            longOi += computed.totalDynamicCollateral.long;
-            shortOi += computed.totalDynamicCollateral.short;
-        }
-    });
-    return {
-        long: longOi,
-        short: shortOi,
-        total: longOi + shortOi,
-    };
-};
-exports.getGroupDynamicOi = getGroupDynamicOi;
-/**
- * @dev Check both pair and group OI limits
- * @param pairIndex Index of the trading pair
- * @param long Whether the position is long
- * @param positionSizeCollateral Position size in collateral
- * @param currentPrice Current collateral price in USD
- * @param context Full context with all required data
- * @returns Object with validation results
- */
-const validateOiLimits = (pairIndex, long, positionSizeCollateral, currentPrice, context) => {
-    const pairOi = context.pairOis[pairIndex];
-    if (!pairOi) {
-        return {
-            withinPairLimit: false,
-            withinGroupLimit: false,
-            pairRemainingCapacity: 0,
-            groupRemainingCapacity: 0,
-        };
-    }
-    // Check pair limits
-    const withinPairLimit = (0, exports.withinMaxPairOi)(pairOi, long, positionSizeCollateral, currentPrice);
-    const pairRemainingCapacity = (0, exports.getRemainingOiCapacity)(pairOi, currentPrice, long);
-    // Check group limits
-    const withinGroupLimit = (0, exports.withinMaxGroupOiDynamic)(pairIndex, long, positionSizeCollateral, currentPrice, context);
-    // Calculate group remaining capacity
-    const pair = context.pairs[pairIndex];
-    let groupRemainingCapacity = 0;
-    if (pair) {
-        const groupIndex = pair.groups.length > 0 ? pair.groups[0].groupIndex : 0;
-        const group = context.groups[groupIndex];
-        if (group && group.oi.max > 0) {
-            const groupOi = (0, exports.getGroupDynamicOi)(groupIndex, currentPrice, context);
-            groupRemainingCapacity = Math.max(0, group.oi.max - groupOi.total);
-        }
-    }
-    return {
-        withinPairLimit,
-        withinGroupLimit,
-        pairRemainingCapacity,
-        groupRemainingCapacity,
-    };
-};
-exports.validateOiLimits = validateOiLimits;

package/lib/pricing/depthBands/converter.d.ts

@@ -1,65 +0,0 @@
-/**
- * @dev Depth bands conversion utilities
- */
-import { type DepthBandsInput } from "./types";
-/**
- * Convert raw depth data from exchanges to depth bands input format
- * @param totalDepthUsd Total depth in USD (already in 6 decimal precision)
- * @param depthLevels Array of depth levels with cumulative USD amounts
- * @returns Formatted depth bands input
- */
-export declare function formatDepthBandsInput(totalDepthUsd: number, depthLevels: Array<{
-    cumulativeUsd: number;
-}>): DepthBandsInput;
-/**
- * Convert percentage-based depth configuration to cumulative USD values
- * @param totalDepthUsd Total depth in USD
- * @param percentages Array of 30 cumulative percentages (0-100)
- * @returns Depth bands input with cumulative USD values
- */
-export declare function percentagesToDepthBands(totalDepthUsd: number, percentages: number[]): DepthBandsInput;
-/**
- * Convert basis points array to percentage array
- * @param bps Array of values in basis points
- * @returns Array of percentages (0-100)
- */
-export declare function bpsToPercentages(bps: number[]): number[];
-/**
- * Convert percentage array to basis points array
- * @param percentages Array of percentages (0-100)
- * @returns Array of values in basis points
- */
-export declare function percentagesToBps(percentages: number[]): number[];
-/**
- * Convert parts per million (ppm) to percentage
- * @param ppm Value in parts per million
- * @returns Percentage value
- */
-export declare function ppmToPercentage(ppm: number): number;
-/**
- * Convert percentage to parts per million (ppm)
- * @param percentage Percentage value
- * @returns Value in parts per million
- */
-export declare function percentageToPpm(percentage: number): number;
-/**
- * Create a linear depth bands configuration
- * @param totalDepthUsd Total depth in USD
- * @returns Linear depth bands from 0% to 100%
- */
-export declare function createLinearDepthBands(totalDepthUsd: number): DepthBandsInput;
-/**
- * Create an exponential depth bands configuration
- * @param totalDepthUsd Total depth in USD
- * @param factor Exponential factor (higher = more concentrated near 0)
- * @returns Exponential depth bands configuration
- */
-export declare function createExponentialDepthBands(totalDepthUsd: number, factor?: number): DepthBandsInput;
-/**
- * Create a concentrated depth bands configuration
- * @param totalDepthUsd Total depth in USD
- * @param concentrationPoint Percentage (0-100) where to concentrate liquidity
- * @param concentrationStrength How much to concentrate (0-1, higher = more concentrated)
- * @returns Concentrated depth bands configuration
- */
-export declare function createConcentratedDepthBands(totalDepthUsd: number, concentrationPoint?: number, concentrationStrength?: number): DepthBandsInput;