@gainsnetwork/sdk 1.5.0 → 1.5.1-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.
- package/lib/constants.d.ts +4 -0
- package/lib/constants.js +10 -4
- package/lib/contracts/utils/pairs.js +4 -0
- package/lib/trade/types.d.ts +5 -1
- package/lib/trade/types.js +4 -0
- package/package.json +1 -1
- package/lib/contracts/types/generated/GFarmTradingStorageV5.d.ts +0 -1911
- package/lib/contracts/types/generated/GFarmTradingStorageV5.js +0 -2
- package/lib/contracts/types/generated/GNSBorrowingFees.d.ts +0 -1067
- package/lib/contracts/types/generated/GNSBorrowingFees.js +0 -2
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.d.ts +0 -979
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_3_2.js +0 -2
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.d.ts +0 -1058
- package/lib/contracts/types/generated/GNSBorrowingFeesV6_4.js +0 -2
- package/lib/contracts/types/generated/GNSNftRewardsV6.d.ts +0 -533
- package/lib/contracts/types/generated/GNSNftRewardsV6.js +0 -2
- package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.d.ts +0 -613
- package/lib/contracts/types/generated/GNSNftRewardsV6_3_1.js +0 -2
- package/lib/contracts/types/generated/GNSPairInfosV6_1.d.ts +0 -911
- package/lib/contracts/types/generated/GNSPairInfosV6_1.js +0 -2
- package/lib/contracts/types/generated/GNSPairsStorageV6.d.ts +0 -660
- package/lib/contracts/types/generated/GNSPairsStorageV6.js +0 -2
- package/lib/contracts/types/generated/GNSTrading.d.ts +0 -758
- package/lib/contracts/types/generated/GNSTrading.js +0 -2
- package/lib/contracts/types/generated/GNSTradingCallbacks.d.ts +0 -875
- package/lib/contracts/types/generated/GNSTradingCallbacks.js +0 -2
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.d.ts +0 -806
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_3_2.js +0 -2
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.d.ts +0 -821
- package/lib/contracts/types/generated/GNSTradingCallbacksV6_4.js +0 -2
- package/lib/contracts/types/generated/GNSTradingStorage.d.ts +0 -1387
- package/lib/contracts/types/generated/GNSTradingStorage.js +0 -2
- package/lib/contracts/types/generated/GTokenV6_3_2.d.ts +0 -1838
- package/lib/contracts/types/generated/GTokenV6_3_2.js +0 -2
- package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.d.ts +0 -83
- package/lib/contracts/types/generated/factories/GFarmTradingStorageV5__factory.js +0 -2691
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.d.ts +0 -88
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_3_2__factory.js +0 -1654
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.d.ts +0 -113
- package/lib/contracts/types/generated/factories/GNSBorrowingFeesV6_4__factory.js +0 -1742
- package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.d.ts +0 -124
- package/lib/contracts/types/generated/factories/GNSBorrowingFees__factory.js +0 -1784
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.d.ts +0 -100
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6_3_1__factory.js +0 -1116
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.d.ts +0 -100
- package/lib/contracts/types/generated/factories/GNSNftRewardsV6__factory.js +0 -1003
- package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.d.ts +0 -98
- package/lib/contracts/types/generated/factories/GNSPairInfosV6_1__factory.js +0 -1485
- package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.d.ts +0 -117
- package/lib/contracts/types/generated/factories/GNSPairsStorageV6__factory.js +0 -1265
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.d.ts +0 -82
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_3_2__factory.js +0 -1273
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.d.ts +0 -82
- package/lib/contracts/types/generated/factories/GNSTradingCallbacksV6_4__factory.js +0 -1326
- package/lib/contracts/types/generated/factories/GNSTradingCallbacks__factory.d.ts +0 -113
- package/lib/contracts/types/generated/factories/GNSTradingCallbacks__factory.js +0 -1428
- package/lib/contracts/types/generated/factories/GNSTradingStorage__factory.d.ts +0 -96
- package/lib/contracts/types/generated/factories/GNSTradingStorage__factory.js +0 -2241
- package/lib/contracts/types/generated/factories/GNSTrading__factory.d.ts +0 -95
- package/lib/contracts/types/generated/factories/GNSTrading__factory.js +0 -1071
- package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.d.ts +0 -110
- package/lib/contracts/types/generated/factories/GTokenV6_3_2__factory.js +0 -2682
- package/lib/markets/oi/fetcher.d.ts +0 -58
- package/lib/markets/oi/fetcher.js +0 -181
- package/lib/markets/oi/validation.d.ts +0 -80
- package/lib/markets/oi/validation.js +0 -172
- package/lib/pricing/depthBands/converter.d.ts +0 -65
- package/lib/pricing/depthBands/converter.js +0 -155
- package/lib/pricing/depthBands/decoder.d.ts +0 -32
- package/lib/pricing/depthBands/decoder.js +0 -109
- package/lib/pricing/depthBands/encoder.d.ts +0 -19
- package/lib/pricing/depthBands/encoder.js +0 -105
- package/lib/pricing/depthBands/index.d.ts +0 -8
- package/lib/pricing/depthBands/index.js +0 -26
- package/lib/pricing/depthBands/types.d.ts +0 -49
- package/lib/pricing/depthBands/types.js +0 -10
- package/lib/pricing/depthBands/validator.d.ts +0 -22
- package/lib/pricing/depthBands/validator.js +0 -113
- package/lib/trade/effectiveLeverage/builder.d.ts +0 -23
- package/lib/trade/effectiveLeverage/builder.js +0 -30
- package/lib/trade/fees/holdingFees/index.d.ts +0 -46
- package/lib/trade/fees/holdingFees/index.js +0 -105
- package/lib/trade/fees/holdingFees/types.d.ts +0 -23
- package/lib/trade/fees/holdingFees/types.js +0 -5
- package/lib/trade/fees/trading/holdingFees.d.ts +0 -28
- package/lib/trade/fees/trading/holdingFees.js +0 -66
- package/lib/trade/fees/trading/holdingFeesStructured.d.ts +0 -28
- package/lib/trade/fees/trading/holdingFeesStructured.js +0 -66
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/**
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* @dev Depth bands conversion utilities
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*/
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.createConcentratedDepthBands = exports.createExponentialDepthBands = exports.createLinearDepthBands = exports.percentageToPpm = exports.ppmToPercentage = exports.percentagesToBps = exports.bpsToPercentages = exports.percentagesToDepthBands = exports.formatDepthBandsInput = void 0;
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const types_1 = require("./types");
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/**
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* Convert raw depth data from exchanges to depth bands input format
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* @param totalDepthUsd Total depth in USD (already in 6 decimal precision)
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* @param depthLevels Array of depth levels with cumulative USD amounts
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* @returns Formatted depth bands input
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*/
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function formatDepthBandsInput(totalDepthUsd, depthLevels) {
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// Ensure we have exactly 30 levels
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if (depthLevels.length !== 30) {
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throw new Error(`Expected 30 depth levels, got ${depthLevels.length}`);
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}
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const cumulativeDepthUsd = depthLevels.map((level) => level.cumulativeUsd);
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return {
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totalDepthUsd,
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cumulativeDepthUsd,
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};
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}
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exports.formatDepthBandsInput = formatDepthBandsInput;
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/**
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* Convert percentage-based depth configuration to cumulative USD values
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* @param totalDepthUsd Total depth in USD
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* @param percentages Array of 30 cumulative percentages (0-100)
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* @returns Depth bands input with cumulative USD values
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*/
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function percentagesToDepthBands(totalDepthUsd, percentages) {
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if (percentages.length !== 30) {
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throw new Error(`Expected 30 percentages, got ${percentages.length}`);
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}
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const cumulativeDepthUsd = percentages.map((percentage) => {
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if (percentage < 0 || percentage > 100) {
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throw new Error(`Invalid percentage: ${percentage}. Must be between 0 and 100`);
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}
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return (percentage * totalDepthUsd) / 100;
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});
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return {
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totalDepthUsd,
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cumulativeDepthUsd,
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};
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}
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exports.percentagesToDepthBands = percentagesToDepthBands;
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/**
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* Convert basis points array to percentage array
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* @param bps Array of values in basis points
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* @returns Array of percentages (0-100)
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*/
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function bpsToPercentages(bps) {
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return bps.map((value) => (value * 100) / types_1.HUNDRED_P_BPS);
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}
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exports.bpsToPercentages = bpsToPercentages;
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/**
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* Convert percentage array to basis points array
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* @param percentages Array of percentages (0-100)
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* @returns Array of values in basis points
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*/
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function percentagesToBps(percentages) {
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return percentages.map((percentage) => {
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const bps = Math.round((percentage * types_1.HUNDRED_P_BPS) / 100);
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if (bps > types_1.HUNDRED_P_BPS) {
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throw new Error(`Percentage ${percentage}% converts to ${bps} bps, which exceeds maximum ${types_1.HUNDRED_P_BPS} bps`);
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}
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return bps;
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});
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}
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exports.percentagesToBps = percentagesToBps;
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/**
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* Convert parts per million (ppm) to percentage
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* @param ppm Value in parts per million
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* @returns Percentage value
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*/
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function ppmToPercentage(ppm) {
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return ppm / 10000;
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}
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exports.ppmToPercentage = ppmToPercentage;
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/**
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* Convert percentage to parts per million (ppm)
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* @param percentage Percentage value
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* @returns Value in parts per million
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*/
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function percentageToPpm(percentage) {
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return Math.round(percentage * 10000);
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}
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exports.percentageToPpm = percentageToPpm;
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/**
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* Create a linear depth bands configuration
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* @param totalDepthUsd Total depth in USD
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* @returns Linear depth bands from 0% to 100%
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*/
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function createLinearDepthBands(totalDepthUsd) {
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const cumulativeDepthUsd = [];
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for (let i = 0; i < 30; i++) {
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// Linear progression from 0 to 100%
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const percentage = ((i + 1) / 30) * 100;
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cumulativeDepthUsd.push((percentage * totalDepthUsd) / 100);
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}
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return {
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totalDepthUsd,
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cumulativeDepthUsd,
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};
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}
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exports.createLinearDepthBands = createLinearDepthBands;
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/**
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* Create an exponential depth bands configuration
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* @param totalDepthUsd Total depth in USD
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* @param factor Exponential factor (higher = more concentrated near 0)
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* @returns Exponential depth bands configuration
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*/
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function createExponentialDepthBands(totalDepthUsd, factor = 2) {
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const cumulativeDepthUsd = [];
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for (let i = 0; i < 30; i++) {
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// Exponential curve: y = (e^(factor * x) - 1) / (e^factor - 1)
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const x = (i + 1) / 30;
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const percentage = ((Math.exp(factor * x) - 1) / (Math.exp(factor) - 1)) * 100;
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cumulativeDepthUsd.push((percentage * totalDepthUsd) / 100);
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}
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return {
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totalDepthUsd,
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cumulativeDepthUsd,
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};
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}
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exports.createExponentialDepthBands = createExponentialDepthBands;
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/**
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* Create a concentrated depth bands configuration
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* @param totalDepthUsd Total depth in USD
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* @param concentrationPoint Percentage (0-100) where to concentrate liquidity
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* @param concentrationStrength How much to concentrate (0-1, higher = more concentrated)
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* @returns Concentrated depth bands configuration
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*/
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function createConcentratedDepthBands(totalDepthUsd, concentrationPoint = 20, concentrationStrength = 0.7) {
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const cumulativeDepthUsd = [];
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for (let i = 0; i < 30; i++) {
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const x = (i + 1) / 30;
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const targetX = concentrationPoint / 100;
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// Sigmoid-like concentration around the target point
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const steepness = 10 * concentrationStrength;
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const sigmoid = 1 / (1 + Math.exp(-steepness * (x - targetX)));
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// Blend between linear and concentrated
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const linear = x;
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const percentage = (linear * (1 - concentrationStrength) + sigmoid * concentrationStrength) * 100;
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cumulativeDepthUsd.push(Math.min((percentage * totalDepthUsd) / 100, totalDepthUsd));
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}
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// Ensure last value is exactly totalDepthUsd
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cumulativeDepthUsd[29] = totalDepthUsd;
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return {
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cumulativeDepthUsd,
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};
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}
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exports.createConcentratedDepthBands = createConcentratedDepthBands;
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/**
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* @dev Depth bands decoding functions
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import { type DecodedDepthBands, type DecodedDepthBandsMapping, type EncodedDepthBands, type PairDepthBands } from "./types";
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/**
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* Decode depth bands from encoded slots
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* @param encoded Encoded depth bands
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* @returns Decoded depth bands with totalDepthUsd and band percentages
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*/
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export declare function decodeDepthBands(encoded: EncodedDepthBands): DecodedDepthBands;
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/**
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* Decode pair depth bands (both directions)
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* @param pairBands Encoded pair depth bands
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* @returns Decoded depth bands for above and below
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*/
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export declare function decodePairDepthBands(pairBands: PairDepthBands): {
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above: DecodedDepthBands;
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below: DecodedDepthBands;
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};
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/**
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* Decode depth bands mapping (global offsets)
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* @param slot1 First slot containing bands 0-13
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* @param slot2 Second slot containing bands 14-29
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* @returns Decoded mapping with band offset values in ppm
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*/
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export declare function decodeDepthBandsMapping(slot1: bigint, slot2: bigint): DecodedDepthBandsMapping;
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/**
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* Convert decoded band percentages back to cumulative depth USD
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* @param decoded Decoded depth bands
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*/
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export declare function bandsToCumulativeDepth(decoded: DecodedDepthBands): number[];
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/**
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* @dev Depth bands decoding functions
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.bandsToCumulativeDepth = exports.decodeDepthBandsMapping = exports.decodePairDepthBands = exports.decodeDepthBands = void 0;
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const types_1 = require("./types");
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/**
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* Get a specific band value from encoded slots
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* @param slot1 First slot containing totalDepthUsd and bands 0-13
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* @param slot2 Second slot containing bands 14-29
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* @param bandIndex Index of the band to retrieve (0-29)
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* @returns Band value
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*/
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function getBandValue(slot1, slot2, bandIndex) {
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if (bandIndex < 0 || bandIndex >= types_1.DEPTH_BANDS_COUNT) {
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throw new Error(`Invalid band index: must be 0-${types_1.DEPTH_BANDS_COUNT - 1}, got ${bandIndex}`);
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}
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if (bandIndex < types_1.DEPTH_BANDS_PER_SLOT1) {
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// Get from slot1 (skip the first 32 bits which contain totalDepthUsd)
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|
-
return Number((slot1 >> BigInt(shift)) & BigInt(0xffff));
|
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23
|
-
}
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|
24
|
-
else {
|
|
25
|
-
// Get from slot2
|
|
26
|
-
const shift = (bandIndex - types_1.DEPTH_BANDS_PER_SLOT1) * 16;
|
|
27
|
-
return Number((slot2 >> BigInt(shift)) & BigInt(0xffff));
|
|
28
|
-
}
|
|
29
|
-
}
|
|
30
|
-
/**
|
|
31
|
-
* Get total depth USD from encoded slot1
|
|
32
|
-
* @param slot1 First slot containing totalDepthUsd as uint32
|
|
33
|
-
* @returns Total depth in USD (6 decimal precision)
|
|
34
|
-
*/
|
|
35
|
-
function getTotalDepthUsd(slot1) {
|
|
36
|
-
return Number(slot1 & BigInt(0xffffffff));
|
|
37
|
-
}
|
|
38
|
-
/**
|
|
39
|
-
* Decode depth bands from encoded slots
|
|
40
|
-
* @param encoded Encoded depth bands
|
|
41
|
-
* @returns Decoded depth bands with totalDepthUsd and band percentages
|
|
42
|
-
*/
|
|
43
|
-
function decodeDepthBands(encoded) {
|
|
44
|
-
const { slot1, slot2 } = encoded;
|
|
45
|
-
const totalDepthUsd = getTotalDepthUsd(slot1);
|
|
46
|
-
const bands = [];
|
|
47
|
-
for (let i = 0; i < types_1.DEPTH_BANDS_COUNT; i++) {
|
|
48
|
-
bands.push(getBandValue(slot1, slot2, i));
|
|
49
|
-
}
|
|
50
|
-
return { totalDepthUsd, bands };
|
|
51
|
-
}
|
|
52
|
-
exports.decodeDepthBands = decodeDepthBands;
|
|
53
|
-
/**
|
|
54
|
-
* Decode pair depth bands (both directions)
|
|
55
|
-
* @param pairBands Encoded pair depth bands
|
|
56
|
-
* @returns Decoded depth bands for above and below
|
|
57
|
-
*/
|
|
58
|
-
function decodePairDepthBands(pairBands) {
|
|
59
|
-
const above = decodeDepthBands({
|
|
60
|
-
slot1: pairBands.aboveSlot1,
|
|
61
|
-
slot2: pairBands.aboveSlot2,
|
|
62
|
-
});
|
|
63
|
-
const below = decodeDepthBands({
|
|
64
|
-
slot1: pairBands.belowSlot1,
|
|
65
|
-
slot2: pairBands.belowSlot2,
|
|
66
|
-
});
|
|
67
|
-
return { above, below };
|
|
68
|
-
}
|
|
69
|
-
exports.decodePairDepthBands = decodePairDepthBands;
|
|
70
|
-
/**
|
|
71
|
-
* Decode depth bands mapping (global offsets)
|
|
72
|
-
* @param slot1 First slot containing bands 0-13
|
|
73
|
-
* @param slot2 Second slot containing bands 14-29
|
|
74
|
-
* @returns Decoded mapping with band offset values in ppm
|
|
75
|
-
*/
|
|
76
|
-
function decodeDepthBandsMapping(slot1, slot2) {
|
|
77
|
-
const bands = [];
|
|
78
|
-
// Note: For mapping, there's no totalDepthUsd, all bits are used for bands
|
|
79
|
-
for (let i = 0; i < types_1.DEPTH_BANDS_COUNT; i++) {
|
|
80
|
-
if (i < types_1.DEPTH_BANDS_PER_SLOT1) {
|
|
81
|
-
// Get from slot1
|
|
82
|
-
const shift = i * 16;
|
|
83
|
-
bands.push(Number((slot1 >> BigInt(shift)) & BigInt(0xffff)));
|
|
84
|
-
}
|
|
85
|
-
else {
|
|
86
|
-
// Get from slot2
|
|
87
|
-
const shift = (i - types_1.DEPTH_BANDS_PER_SLOT1) * 16;
|
|
88
|
-
bands.push(Number((slot2 >> BigInt(shift)) & BigInt(0xffff)));
|
|
89
|
-
}
|
|
90
|
-
}
|
|
91
|
-
return { bands };
|
|
92
|
-
}
|
|
93
|
-
exports.decodeDepthBandsMapping = decodeDepthBandsMapping;
|
|
94
|
-
/**
|
|
95
|
-
* Convert decoded band percentages back to cumulative depth USD
|
|
96
|
-
* @param decoded Decoded depth bands
|
|
97
|
-
* @returns Array of cumulative depth values in USD
|
|
98
|
-
*/
|
|
99
|
-
function bandsToCumulativeDepth(decoded) {
|
|
100
|
-
const { totalDepthUsd, bands } = decoded;
|
|
101
|
-
const cumulativeDepthUsd = [];
|
|
102
|
-
for (const bandBps of bands) {
|
|
103
|
-
// Convert from basis points to USD
|
|
104
|
-
const depthUsd = (bandBps * totalDepthUsd) / 10000;
|
|
105
|
-
cumulativeDepthUsd.push(depthUsd);
|
|
106
|
-
}
|
|
107
|
-
return cumulativeDepthUsd;
|
|
108
|
-
}
|
|
109
|
-
exports.bandsToCumulativeDepth = bandsToCumulativeDepth;
|
|
@@ -1,19 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @dev Depth bands encoding functions
|
|
3
|
-
*/
|
|
4
|
-
import { type DepthBandsInput, type EncodedDepthBands } from "./types";
|
|
5
|
-
/**
|
|
6
|
-
* Encode depth bands data into two uint256 slots
|
|
7
|
-
* @param input Depth bands input data
|
|
8
|
-
* @returns Encoded depth bands with two slots
|
|
9
|
-
*/
|
|
10
|
-
export declare function encodeDepthBands(input: DepthBandsInput): EncodedDepthBands;
|
|
11
|
-
/**
|
|
12
|
-
* Encode depth bands mapping (global offsets for all pairs)
|
|
13
|
-
* @param bands Array of 30 band offset values in parts per million (ppm)
|
|
14
|
-
* @returns Encoded mapping with two slots
|
|
15
|
-
*/
|
|
16
|
-
export declare function encodeDepthBandsMapping(bands: number[]): {
|
|
17
|
-
slot1: bigint;
|
|
18
|
-
slot2: bigint;
|
|
19
|
-
};
|
|
@@ -1,105 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
/**
|
|
3
|
-
* @dev Depth bands encoding functions
|
|
4
|
-
*/
|
|
5
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
-
exports.encodeDepthBandsMapping = exports.encodeDepthBands = void 0;
|
|
7
|
-
const types_1 = require("./types");
|
|
8
|
-
/**
|
|
9
|
-
* Encode depth bands data into two uint256 slots
|
|
10
|
-
* @param input Depth bands input data
|
|
11
|
-
* @returns Encoded depth bands with two slots
|
|
12
|
-
*/
|
|
13
|
-
function encodeDepthBands(input) {
|
|
14
|
-
const { totalDepthUsd, cumulativeDepthUsd } = input;
|
|
15
|
-
// Validate input
|
|
16
|
-
if (cumulativeDepthUsd.length !== types_1.DEPTH_BANDS_COUNT) {
|
|
17
|
-
throw new Error(`Invalid cumulativeDepthUsd length: expected ${types_1.DEPTH_BANDS_COUNT}, got ${cumulativeDepthUsd.length}`);
|
|
18
|
-
}
|
|
19
|
-
// Validate totalDepthUsd range (must fit in uint32)
|
|
20
|
-
const maxUint32 = Math.pow(2, 32) - 1;
|
|
21
|
-
if (totalDepthUsd < 0 || totalDepthUsd > maxUint32) {
|
|
22
|
-
throw new Error(`Invalid totalDepthUsd: must be between 0 and ${maxUint32}, got ${totalDepthUsd}`);
|
|
23
|
-
}
|
|
24
|
-
// Convert cumulative depths to band percentages
|
|
25
|
-
const bandPercentagesBps = [];
|
|
26
|
-
let prevCumulativeDepth = 0;
|
|
27
|
-
for (let i = 0; i < types_1.DEPTH_BANDS_COUNT; i++) {
|
|
28
|
-
const currentCumulativeDepth = cumulativeDepthUsd[i];
|
|
29
|
-
// Validate cumulative depth is non-decreasing
|
|
30
|
-
if (currentCumulativeDepth < prevCumulativeDepth) {
|
|
31
|
-
throw new Error(`Invalid cumulative depth at band ${i}: ${currentCumulativeDepth} is less than previous ${prevCumulativeDepth}`);
|
|
32
|
-
}
|
|
33
|
-
// Calculate percentage of total depth (in basis points)
|
|
34
|
-
const percentageBps = totalDepthUsd > 0
|
|
35
|
-
? Math.round((currentCumulativeDepth * types_1.HUNDRED_P_BPS) / totalDepthUsd)
|
|
36
|
-
: 0;
|
|
37
|
-
// Validate percentage doesn't exceed 100%
|
|
38
|
-
if (percentageBps > types_1.HUNDRED_P_BPS) {
|
|
39
|
-
throw new Error(`Band ${i} percentage exceeds 100%: ${percentageBps} bps`);
|
|
40
|
-
}
|
|
41
|
-
// Validate percentage fits in uint16
|
|
42
|
-
const maxUint16 = Math.pow(2, 16) - 1;
|
|
43
|
-
if (percentageBps > maxUint16) {
|
|
44
|
-
throw new Error(`Band ${i} percentage too large for uint16: ${percentageBps}`);
|
|
45
|
-
}
|
|
46
|
-
bandPercentagesBps.push(percentageBps);
|
|
47
|
-
prevCumulativeDepth = currentCumulativeDepth;
|
|
48
|
-
}
|
|
49
|
-
// Validate that final band reaches 100% (or close to it due to rounding)
|
|
50
|
-
const finalPercentage = bandPercentagesBps[types_1.DEPTH_BANDS_COUNT - 1];
|
|
51
|
-
if (totalDepthUsd > 0 && Math.abs(finalPercentage - types_1.HUNDRED_P_BPS) > 10) {
|
|
52
|
-
throw new Error(`Final band does not reach 100%: ${finalPercentage} bps`);
|
|
53
|
-
}
|
|
54
|
-
// Pack into slot1: totalDepthUsd (32 bits) + bands 0-13 (14 * 16 bits)
|
|
55
|
-
let slot1 = BigInt(totalDepthUsd);
|
|
56
|
-
for (let i = 0; i < types_1.DEPTH_BANDS_PER_SLOT1; i++) {
|
|
57
|
-
const shift = 32 + i * 16;
|
|
58
|
-
slot1 |= BigInt(bandPercentagesBps[i]) << BigInt(shift);
|
|
59
|
-
}
|
|
60
|
-
// Pack into slot2: bands 14-29 (16 * 16 bits)
|
|
61
|
-
let slot2 = BigInt(0);
|
|
62
|
-
for (let i = types_1.DEPTH_BANDS_PER_SLOT1; i < types_1.DEPTH_BANDS_COUNT; i++) {
|
|
63
|
-
const shift = (i - types_1.DEPTH_BANDS_PER_SLOT1) * 16;
|
|
64
|
-
slot2 |= BigInt(bandPercentagesBps[i]) << BigInt(shift);
|
|
65
|
-
}
|
|
66
|
-
return { slot1, slot2 };
|
|
67
|
-
}
|
|
68
|
-
exports.encodeDepthBands = encodeDepthBands;
|
|
69
|
-
/**
|
|
70
|
-
* Encode depth bands mapping (global offsets for all pairs)
|
|
71
|
-
* @param bands Array of 30 band offset values in parts per million (ppm)
|
|
72
|
-
* @returns Encoded mapping with two slots
|
|
73
|
-
*/
|
|
74
|
-
function encodeDepthBandsMapping(bands) {
|
|
75
|
-
// Validate input
|
|
76
|
-
if (bands.length !== types_1.DEPTH_BANDS_COUNT) {
|
|
77
|
-
throw new Error(`Invalid bands length: expected ${types_1.DEPTH_BANDS_COUNT}, got ${bands.length}`);
|
|
78
|
-
}
|
|
79
|
-
// Validate each band value and monotonic increase
|
|
80
|
-
let prevBand = 0;
|
|
81
|
-
const maxUint16 = Math.pow(2, 16) - 1;
|
|
82
|
-
for (let i = 0; i < bands.length; i++) {
|
|
83
|
-
const band = bands[i];
|
|
84
|
-
if (band < 0 || band > maxUint16) {
|
|
85
|
-
throw new Error(`Band ${i} value out of range: must be 0-${maxUint16}, got ${band}`);
|
|
86
|
-
}
|
|
87
|
-
if (band < prevBand) {
|
|
88
|
-
throw new Error(`Band ${i} value ${band} is less than previous band ${prevBand}`);
|
|
89
|
-
}
|
|
90
|
-
prevBand = band;
|
|
91
|
-
}
|
|
92
|
-
// Pack into slot1: bands 0-13 (14 * 16 bits)
|
|
93
|
-
let slot1 = BigInt(0);
|
|
94
|
-
for (let i = 0; i < types_1.DEPTH_BANDS_PER_SLOT1; i++) {
|
|
95
|
-
slot1 |= BigInt(bands[i]) << BigInt(i * 16);
|
|
96
|
-
}
|
|
97
|
-
// Pack into slot2: bands 14-29 (16 * 16 bits)
|
|
98
|
-
let slot2 = BigInt(0);
|
|
99
|
-
for (let i = types_1.DEPTH_BANDS_PER_SLOT1; i < types_1.DEPTH_BANDS_COUNT; i++) {
|
|
100
|
-
const shift = (i - types_1.DEPTH_BANDS_PER_SLOT1) * 16;
|
|
101
|
-
slot2 |= BigInt(bands[i]) << BigInt(shift);
|
|
102
|
-
}
|
|
103
|
-
return { slot1, slot2 };
|
|
104
|
-
}
|
|
105
|
-
exports.encodeDepthBandsMapping = encodeDepthBandsMapping;
|
|
@@ -1,26 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
/**
|
|
3
|
-
* @dev Depth bands module exports
|
|
4
|
-
*/
|
|
5
|
-
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
|
|
6
|
-
if (k2 === undefined) k2 = k;
|
|
7
|
-
var desc = Object.getOwnPropertyDescriptor(m, k);
|
|
8
|
-
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
|
|
9
|
-
desc = { enumerable: true, get: function() { return m[k]; } };
|
|
10
|
-
}
|
|
11
|
-
Object.defineProperty(o, k2, desc);
|
|
12
|
-
}) : (function(o, m, k, k2) {
|
|
13
|
-
if (k2 === undefined) k2 = k;
|
|
14
|
-
o[k2] = m[k];
|
|
15
|
-
}));
|
|
16
|
-
var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
17
|
-
for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
|
|
18
|
-
};
|
|
19
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
20
|
-
// Types
|
|
21
|
-
__exportStar(require("./types"), exports);
|
|
22
|
-
// Core functions
|
|
23
|
-
__exportStar(require("./encoder"), exports);
|
|
24
|
-
__exportStar(require("./decoder"), exports);
|
|
25
|
-
__exportStar(require("./validator"), exports);
|
|
26
|
-
__exportStar(require("./converter"), exports);
|
|
@@ -1,49 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
-
* @dev Depth bands types for price impact calculations
|
|
3
|
-
*/
|
|
4
|
-
export declare const DEPTH_BANDS_COUNT = 30;
|
|
5
|
-
export declare const DEPTH_BANDS_PER_SLOT1 = 14;
|
|
6
|
-
export declare const HUNDRED_P_BPS = 10000;
|
|
7
|
-
/**
|
|
8
|
-
* @dev Encoded depth bands for a single direction
|
|
9
|
-
*/
|
|
10
|
-
export interface EncodedDepthBands {
|
|
11
|
-
slot1: bigint;
|
|
12
|
-
slot2: bigint;
|
|
13
|
-
}
|
|
14
|
-
/**
|
|
15
|
-
* @dev Encoded depth bands for both directions
|
|
16
|
-
*/
|
|
17
|
-
export interface PairDepthBands {
|
|
18
|
-
aboveSlot1: bigint;
|
|
19
|
-
aboveSlot2: bigint;
|
|
20
|
-
belowSlot1: bigint;
|
|
21
|
-
belowSlot2: bigint;
|
|
22
|
-
}
|
|
23
|
-
/**
|
|
24
|
-
* @dev Decoded depth bands data
|
|
25
|
-
*/
|
|
26
|
-
export interface DecodedDepthBands {
|
|
27
|
-
totalDepthUsd: number;
|
|
28
|
-
bands: number[];
|
|
29
|
-
}
|
|
30
|
-
/**
|
|
31
|
-
* @dev Input for encoding depth bands
|
|
32
|
-
*/
|
|
33
|
-
export interface DepthBandsInput {
|
|
34
|
-
totalDepthUsd: number;
|
|
35
|
-
cumulativeDepthUsd: number[];
|
|
36
|
-
}
|
|
37
|
-
/**
|
|
38
|
-
* @dev Depth bands mapping for all pairs
|
|
39
|
-
*/
|
|
40
|
-
export interface DepthBandsMapping {
|
|
41
|
-
slot1: bigint;
|
|
42
|
-
slot2: bigint;
|
|
43
|
-
}
|
|
44
|
-
/**
|
|
45
|
-
* @dev Decoded depth bands mapping
|
|
46
|
-
*/
|
|
47
|
-
export interface DecodedDepthBandsMapping {
|
|
48
|
-
bands: number[];
|
|
49
|
-
}
|
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
/**
|
|
3
|
-
* @dev Depth bands types for price impact calculations
|
|
4
|
-
*/
|
|
5
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
-
exports.HUNDRED_P_BPS = exports.DEPTH_BANDS_PER_SLOT1 = exports.DEPTH_BANDS_COUNT = void 0;
|
|
7
|
-
// Constants matching smart contract
|
|
8
|
-
exports.DEPTH_BANDS_COUNT = 30;
|
|
9
|
-
exports.DEPTH_BANDS_PER_SLOT1 = 14;
|
|
10
|
-
exports.HUNDRED_P_BPS = 10000;
|
|
@@ -1,22 +0,0 @@
|
|
|
1
|
-
/**
|
|
2
|
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* @dev Depth bands validation functions
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*/
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import { type DecodedDepthBands, type DepthBandsInput } from "./types";
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/**
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* Validate that depth bands are properly formed
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* @param bands Decoded depth bands to validate
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* @throws Error if bands are invalid
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*/
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export declare function validateDepthBands(bands: DecodedDepthBands): void;
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/**
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* Validate depth bands input before encoding
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* @param input Depth bands input to validate
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* @throws Error if input is invalid
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*/
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export declare function validateDepthBandsInput(input: DepthBandsInput): void;
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/**
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* Validate depth bands mapping
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* @param bands Array of band offset values in ppm
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* @throws Error if mapping is invalid
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*/
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export declare function validateDepthBandsMapping(bands: number[]): void;
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@@ -1,113 +0,0 @@
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"use strict";
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/**
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* @dev Depth bands validation functions
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*/
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.validateDepthBandsMapping = exports.validateDepthBandsInput = exports.validateDepthBands = void 0;
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const types_1 = require("./types");
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/**
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* Validate that depth bands are properly formed
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* @param bands Decoded depth bands to validate
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* @throws Error if bands are invalid
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*/
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function validateDepthBands(bands) {
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const { totalDepthUsd, bands: bandValues } = bands;
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// Check band count
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if (bandValues.length !== types_1.DEPTH_BANDS_COUNT) {
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throw new Error(`Invalid band count: expected ${types_1.DEPTH_BANDS_COUNT}, got ${bandValues.length}`);
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}
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// Check totalDepthUsd is non-negative
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if (totalDepthUsd < 0) {
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throw new Error(`Total depth USD cannot be negative: ${totalDepthUsd}`);
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}
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// Check bands are monotonically increasing
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let prevBand = 0;
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for (let i = 0; i < bandValues.length; i++) {
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const band = bandValues[i];
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if (band < 0) {
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throw new Error(`Band ${i} cannot be negative: ${band}`);
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}
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if (band < prevBand) {
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throw new Error(`Band ${i} (${band}) is less than previous band (${prevBand})`);
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}
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if (band > types_1.HUNDRED_P_BPS) {
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throw new Error(`Band ${i} exceeds 100%: ${band} bps > ${types_1.HUNDRED_P_BPS} bps`);
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}
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prevBand = band;
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}
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// Check that last band reaches 100% (with tolerance for rounding)
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const lastBand = bandValues[bandValues.length - 1];
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if (totalDepthUsd > 0 && Math.abs(lastBand - types_1.HUNDRED_P_BPS) > 10) {
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throw new Error(`Last band does not reach 100%: ${lastBand} bps (expected ~${types_1.HUNDRED_P_BPS} bps)`);
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}
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}
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exports.validateDepthBands = validateDepthBands;
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/**
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* Validate depth bands input before encoding
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* @param input Depth bands input to validate
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* @throws Error if input is invalid
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*/
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function validateDepthBandsInput(input) {
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const { totalDepthUsd, cumulativeDepthUsd } = input;
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// Check array length
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if (cumulativeDepthUsd.length !== types_1.DEPTH_BANDS_COUNT) {
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throw new Error(`Invalid cumulative depth array length: expected ${types_1.DEPTH_BANDS_COUNT}, got ${cumulativeDepthUsd.length}`);
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}
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// Check totalDepthUsd
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if (totalDepthUsd < 0) {
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throw new Error(`Total depth USD cannot be negative: ${totalDepthUsd}`);
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}
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const maxUint32 = Math.pow(2, 32) - 1;
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if (totalDepthUsd > maxUint32) {
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throw new Error(`Total depth USD exceeds uint32 max: ${totalDepthUsd} > ${maxUint32}`);
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}
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// Check cumulative values are monotonically increasing
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let prevValue = 0;
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for (let i = 0; i < cumulativeDepthUsd.length; i++) {
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const value = cumulativeDepthUsd[i];
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if (value < 0) {
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throw new Error(`Cumulative depth at band ${i} cannot be negative: ${value}`);
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}
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if (value < prevValue) {
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throw new Error(`Cumulative depth at band ${i} (${value}) is less than previous (${prevValue})`);
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}
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if (value > totalDepthUsd) {
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throw new Error(`Cumulative depth at band ${i} (${value}) exceeds total depth (${totalDepthUsd})`);
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}
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prevValue = value;
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}
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// Check that last cumulative value equals total depth (with tolerance)
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const lastValue = cumulativeDepthUsd[cumulativeDepthUsd.length - 1];
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|
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if (totalDepthUsd > 0 && Math.abs(lastValue - totalDepthUsd) > 1) {
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|
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throw new Error(`Last cumulative depth (${lastValue}) does not match total depth (${totalDepthUsd})`);
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|
-
}
|
|
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|
-
}
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|
85
|
-
exports.validateDepthBandsInput = validateDepthBandsInput;
|
|
86
|
-
/**
|
|
87
|
-
* Validate depth bands mapping
|
|
88
|
-
* @param bands Array of band offset values in ppm
|
|
89
|
-
* @throws Error if mapping is invalid
|
|
90
|
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*/
|
|
91
|
-
function validateDepthBandsMapping(bands) {
|
|
92
|
-
// Check array length
|
|
93
|
-
if (bands.length !== types_1.DEPTH_BANDS_COUNT) {
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|
-
throw new Error(`Invalid band count: expected ${types_1.DEPTH_BANDS_COUNT}, got ${bands.length}`);
|
|
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|
-
}
|
|
96
|
-
// Check bands are monotonically increasing and within range
|
|
97
|
-
let prevBand = 0;
|
|
98
|
-
const maxUint16 = Math.pow(2, 16) - 1;
|
|
99
|
-
for (let i = 0; i < bands.length; i++) {
|
|
100
|
-
const band = bands[i];
|
|
101
|
-
if (band < 0) {
|
|
102
|
-
throw new Error(`Band ${i} cannot be negative: ${band}`);
|
|
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|
-
}
|
|
104
|
-
if (band > maxUint16) {
|
|
105
|
-
throw new Error(`Band ${i} exceeds uint16 max: ${band} > ${maxUint16}`);
|
|
106
|
-
}
|
|
107
|
-
if (band < prevBand) {
|
|
108
|
-
throw new Error(`Band ${i} (${band} ppm) is less than previous band (${prevBand} ppm)`);
|
|
109
|
-
}
|
|
110
|
-
prevBand = band;
|
|
111
|
-
}
|
|
112
|
-
}
|
|
113
|
-
exports.validateDepthBandsMapping = validateDepthBandsMapping;
|
|
@@ -1,23 +0,0 @@
|
|
|
1
|
-
import { GlobalTradingVariablesType } from "../../backend/tradingVariables/types";
|
|
2
|
-
import { TradeInfo } from "..";
|
|
3
|
-
import { TradeEffectiveLeverageContext } from "./types";
|
|
4
|
-
/**
|
|
5
|
-
* @dev Builds a complete context for effective leverage calculations
|
|
6
|
-
* @dev Uses the closing price impact context builder as a sub-context
|
|
7
|
-
* @param globalTradingVariables The transformed global trading variables from backend
|
|
8
|
-
* @param collateralIndex The collateral index (1-based)
|
|
9
|
-
* @param pairIndex The pair index
|
|
10
|
-
* @param tradeInfo Trade information including createdBlock
|
|
11
|
-
* @param additionalParams Additional parameters for price impact calculations
|
|
12
|
-
* @returns Complete context ready for getTradeNewEffectiveLeverage
|
|
13
|
-
*/
|
|
14
|
-
export declare const buildTradeEffectiveLeverageContext: (globalTradingVariables: GlobalTradingVariablesType, collateralIndex: number, pairIndex: number, tradeInfo: TradeInfo, additionalParams: {
|
|
15
|
-
currentBlock: number;
|
|
16
|
-
contractsVersion?: number;
|
|
17
|
-
isPnlPositive?: boolean;
|
|
18
|
-
userPriceImpact?: {
|
|
19
|
-
cumulVolPriceImpactMultiplier: number;
|
|
20
|
-
fixedSpreadP: number;
|
|
21
|
-
};
|
|
22
|
-
protectionCloseFactorWhitelist?: boolean;
|
|
23
|
-
}) => TradeEffectiveLeverageContext | undefined;
|