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5 changes: 5 additions & 0 deletions sdk/src/configs/dataStore.ts
Original file line number Diff line number Diff line change
Expand Up @@ -84,6 +84,7 @@ export const SUBACCOUNT_ORDER_ACTION = hashString("SUBACCOUNT_ORDER_ACTION");
export const SUBACCOUNT_INTEGRATION_ID = hashString("SUBACCOUNT_INTEGRATION_ID");
export const SUBACCOUNT_AUTO_TOP_UP_AMOUNT = hashString("SUBACCOUNT_AUTO_TOP_UP_AMOUNT");
export const GLV_MAX_MARKET_TOKEN_BALANCE_USD = hashString("GLV_MAX_MARKET_TOKEN_BALANCE_USD");
export const MIN_COLLATERAL_FACTOR_FOR_LIQUIDATION_KEY = hashString("MIN_COLLATERAL_FACTOR_FOR_LIQUIDATION");
export const GLV_MAX_MARKET_TOKEN_BALANCE_AMOUNT = hashString("GLV_MAX_MARKET_TOKEN_BALANCE_AMOUNT");
export const IS_GLV_MARKET_DISABLED = hashString("IS_GLV_MARKET_DISABLED");
export const GLV_SHIFT_LAST_EXECUTED_AT = hashString("GLV_SHIFT_LAST_EXECUTED_AT");
Expand Down Expand Up @@ -302,6 +303,10 @@ export function minCollateralFactorKey(market: string) {
return hashData(["bytes32", "address"], [MIN_COLLATERAL_FACTOR_KEY, market]);
}

export function minCollateralFactorForLiquidationKey(market: string) {
return hashData(["bytes32", "address"], [MIN_COLLATERAL_FACTOR_FOR_LIQUIDATION_KEY, market]);
}

export function minCollateralFactorForOpenInterest(market: string, isLong: boolean) {
return hashData(
["bytes32", "address", "bool"],
Expand Down
13 changes: 9 additions & 4 deletions sdk/src/modules/markets/index.ts
Original file line number Diff line number Diff line change
Expand Up @@ -248,17 +248,22 @@ export class Markets extends Module {
minCollateralFactorForOpenInterestShort:
dataStoreValues.minCollateralFactorForOpenInterestShort.returnValues[0],

positionFeeFactorForPositiveImpact: dataStoreValues.positionFeeFactorForPositiveImpact.returnValues[0],
positionFeeFactorForNegativeImpact: dataStoreValues.positionFeeFactorForNegativeImpact.returnValues[0],
minCollateralFactorForLiquidation: dataStoreValues.minCollateralFactorForLiquidation.returnValues[0],

positionFeeFactorForBalanceWasImproved:
dataStoreValues.positionFeeFactorForBalanceWasImproved.returnValues[0],
positionFeeFactorForBalanceWasNotImproved:
dataStoreValues.positionFeeFactorForBalanceWasNotImproved.returnValues[0],
positionImpactFactorPositive: dataStoreValues.positionImpactFactorPositive.returnValues[0],
positionImpactFactorNegative: dataStoreValues.positionImpactFactorNegative.returnValues[0],
maxPositionImpactFactorPositive: dataStoreValues.maxPositionImpactFactorPositive.returnValues[0],
maxPositionImpactFactorNegative: dataStoreValues.maxPositionImpactFactorNegative.returnValues[0],
maxPositionImpactFactorForLiquidations:
dataStoreValues.maxPositionImpactFactorForLiquidations.returnValues[0],
positionImpactExponentFactor: dataStoreValues.positionImpactExponentFactor.returnValues[0],
swapFeeFactorForPositiveImpact: dataStoreValues.swapFeeFactorForPositiveImpact.returnValues[0],
swapFeeFactorForNegativeImpact: dataStoreValues.swapFeeFactorForNegativeImpact.returnValues[0],
swapFeeFactorForBalanceWasImproved: dataStoreValues.swapFeeFactorForBalanceWasImproved.returnValues[0],
swapFeeFactorForBalanceWasNotImproved:
dataStoreValues.swapFeeFactorForBalanceWasNotImproved.returnValues[0],
swapImpactFactorPositive: dataStoreValues.swapImpactFactorPositive.returnValues[0],
atomicSwapFeeFactor: dataStoreValues.atomicSwapFeeFactor.returnValues[0],
swapImpactFactorNegative: dataStoreValues.swapImpactFactorNegative.returnValues[0],
Expand Down
20 changes: 12 additions & 8 deletions sdk/src/modules/markets/query-builders.ts
Original file line number Diff line number Diff line change
Expand Up @@ -375,13 +375,13 @@ export async function buildMarketsConfigsRequest(
methodName: "getUint",
params: [prebuiltHashedKeys.maxPnlFactorForTradersShort],
},
positionFeeFactorForPositiveImpact: {
positionFeeFactorForBalanceWasImproved: {
methodName: "getUint",
params: [prebuiltHashedKeys.positionFeeFactorForPositiveImpact],
params: [prebuiltHashedKeys.positionFeeFactorForBalanceWasImproved],
},
positionFeeFactorForNegativeImpact: {
positionFeeFactorForBalanceWasNotImproved: {
methodName: "getUint",
params: [prebuiltHashedKeys.positionFeeFactorForNegativeImpact],
params: [prebuiltHashedKeys.positionFeeFactorForBalanceWasNotImproved],
},
positionImpactFactorPositive: {
methodName: "getUint",
Expand All @@ -407,6 +407,10 @@ export async function buildMarketsConfigsRequest(
methodName: "getUint",
params: [prebuiltHashedKeys.minCollateralFactor],
},
minCollateralFactorForLiquidation: {
methodName: "getUint",
params: [prebuiltHashedKeys.minCollateralFactorForLiquidation],
},
minCollateralFactorForOpenInterestLong: {
methodName: "getUint",
params: [prebuiltHashedKeys.minCollateralFactorForOpenInterestLong],
Expand All @@ -419,13 +423,13 @@ export async function buildMarketsConfigsRequest(
methodName: "getUint",
params: [prebuiltHashedKeys.positionImpactExponentFactor],
},
swapFeeFactorForPositiveImpact: {
swapFeeFactorForBalanceWasImproved: {
methodName: "getUint",
params: [prebuiltHashedKeys.swapFeeFactorForPositiveImpact],
params: [prebuiltHashedKeys.swapFeeFactorForBalanceWasImproved],
},
swapFeeFactorForNegativeImpact: {
swapFeeFactorForBalanceWasNotImproved: {
methodName: "getUint",
params: [prebuiltHashedKeys.swapFeeFactorForNegativeImpact],
params: [prebuiltHashedKeys.swapFeeFactorForBalanceWasNotImproved],
},
atomicSwapFeeFactor: {
methodName: "getUint",
Expand Down
18 changes: 10 additions & 8 deletions sdk/src/modules/markets/types.ts
Original file line number Diff line number Diff line change
Expand Up @@ -75,18 +75,19 @@ export type MarketConfig = Pick<
| "maxPnlFactorForTradersLong"
| "maxPnlFactorForTradersShort"
| "minCollateralFactor"
| "minCollateralFactorForLiquidation"
| "minCollateralFactorForOpenInterestLong"
| "minCollateralFactorForOpenInterestShort"
| "positionFeeFactorForPositiveImpact"
| "positionFeeFactorForNegativeImpact"
| "positionFeeFactorForBalanceWasImproved"
| "positionFeeFactorForBalanceWasNotImproved"
| "positionImpactFactorPositive"
| "positionImpactFactorNegative"
| "maxPositionImpactFactorPositive"
| "maxPositionImpactFactorNegative"
| "maxPositionImpactFactorForLiquidations"
| "positionImpactExponentFactor"
| "swapFeeFactorForPositiveImpact"
| "swapFeeFactorForNegativeImpact"
| "swapFeeFactorForBalanceWasImproved"
| "swapFeeFactorForBalanceWasNotImproved"
| "swapImpactFactorPositive"
| "swapImpactFactorNegative"
| "swapImpactExponentFactor"
Expand Down Expand Up @@ -161,19 +162,20 @@ export type MarketConfigMulticallRequestConfig = MulticallRequestConfig<{
| "maxFundingFactorPerSecond"
| "maxPnlFactorForTradersLong"
| "maxPnlFactorForTradersShort"
| "positionFeeFactorForPositiveImpact"
| "positionFeeFactorForNegativeImpact"
| "positionFeeFactorForBalanceWasImproved"
| "positionFeeFactorForBalanceWasNotImproved"
| "positionImpactFactorPositive"
| "positionImpactFactorNegative"
| "maxPositionImpactFactorPositive"
| "maxPositionImpactFactorNegative"
| "maxPositionImpactFactorForLiquidations"
| "minCollateralFactor"
| "minCollateralFactorForLiquidation"
| "minCollateralFactorForOpenInterestLong"
| "minCollateralFactorForOpenInterestShort"
| "positionImpactExponentFactor"
| "swapFeeFactorForPositiveImpact"
| "swapFeeFactorForNegativeImpact"
| "swapFeeFactorForBalanceWasImproved"
| "swapFeeFactorForBalanceWasNotImproved"
| "atomicSwapFeeFactor"
| "swapImpactFactorPositive"
| "swapImpactFactorNegative"
Expand Down
2 changes: 1 addition & 1 deletion sdk/src/modules/orders/helpers.spec.ts
Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ import { TokenData, TokensData } from "types/tokens";
import { getByKey } from "utils/objects";
import * as swapPath from "utils/swap/swapPath";
import { arbitrumSdk } from "utils/testUtil";
import * as tradeAmounts from "utils/trade/amounts";
import * as tradeAmounts from "utils/trade/increase";

describe.skip("increaseOrderHelper", () => {
let marketsInfoData: MarketsInfoData;
Expand Down
2 changes: 1 addition & 1 deletion sdk/src/modules/orders/helpers.ts
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ import { getByKey } from "utils/objects";
import { getSwapAmountsByFromValue, getSwapAmountsByToValue } from "utils/swap";
import { createFindSwapPath } from "utils/swap/swapPath";
import { convertToUsd, getIsUnwrap, getIsWrap, getTokensRatioByPrice } from "utils/tokens";
import { getIncreasePositionAmounts } from "utils/trade/amounts";
import { getIncreasePositionAmounts } from "utils/trade/increase";

import type { GmxSdk } from "../..";

Expand Down
50 changes: 39 additions & 11 deletions sdk/src/modules/positions/positions.ts
Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,7 @@ import { OrderInfo } from "types/orders";
import { Position, PositionsData, PositionsInfoData } from "types/positions";
import { UserReferralInfo } from "types/referrals";
import { TokensData } from "types/tokens";
import { getPositionFee, getPriceImpactForPosition } from "utils/fees";
import { getPositionFee } from "utils/fees";
import {
getContractMarketPrices,
getMarketIndexName,
Expand All @@ -27,12 +27,13 @@ import {
getEntryPrice,
getLeverage,
getLiquidationPrice,
getNetPriceImpactDeltaUsdForDecrease,
getPositionKey,
getPositionNetValue,
getPositionPendingFeesUsd,
getPositionPnlUsd,
} from "utils/positions";
import { getPositionPendingFeesUsd } from "utils/positions";
import { getMarkPrice } from "utils/prices";
import { getAcceptablePriceInfo, getMarkPrice } from "utils/prices";
import { decodeReferralCode } from "utils/referrals";
import { convertToTokenAmount, convertToUsd } from "utils/tokens";

Expand Down Expand Up @@ -181,6 +182,7 @@ export class Positions extends Module {
collateralAmount: numbers.collateralAmount,
increasedAtTime: numbers.increasedAtTime,
decreasedAtTime: numbers.decreasedAtTime,
pendingImpactAmount: numbers.pendingImpactAmount,
isLong: flags.isLong,
pendingBorrowingFeesUsd: fees.borrowing.borrowingFeeUsd,
fundingFeeAmount: fees.funding.fundingFeeAmount,
Expand Down Expand Up @@ -543,17 +545,20 @@ export class Positions extends Module {
pendingFundingFeesUsd,
});

const closingPriceImpactDeltaUsd = getPriceImpactForPosition(
marketInfo,
position.sizeInUsd * -1n,
position.isLong,
{ fallbackToZero: true }
);
const closeAcceptablePriceInfo = marketInfo
? getAcceptablePriceInfo({
marketInfo,
isIncrease: false,
isLong: position.isLong,
indexPrice: getMarkPrice({ prices: indexToken.prices, isLong: position.isLong, isIncrease: false }),
sizeDeltaUsd: position.sizeInUsd,
})
: undefined;

const positionFeeInfo = getPositionFee(
marketInfo,
position.sizeInUsd,
closingPriceImpactDeltaUsd > 0,
closeAcceptablePriceInfo?.balanceWasImproved ?? false,
userReferralInfo,
uiFeeFactor
);
Expand Down Expand Up @@ -582,16 +587,36 @@ export class Positions extends Module {
const pnlPercentage =
collateralUsd !== undefined && collateralUsd != 0n ? getBasisPoints(pnl, collateralUsd) : 0n;

const netPriceImapctValues =
marketInfo && closeAcceptablePriceInfo
? getNetPriceImpactDeltaUsdForDecrease({
marketInfo,
sizeInUsd: position.sizeInUsd,
pendingImpactAmount: position.pendingImpactAmount,
sizeDeltaUsd: position.sizeInUsd,
priceImpactDeltaUsd: closeAcceptablePriceInfo.priceImpactDeltaUsd,
})
: undefined;

const netValue = getPositionNetValue({
collateralUsd: collateralUsd,
pnl,
pendingBorrowingFeesUsd: position.pendingBorrowingFeesUsd,
pendingFundingFeesUsd: pendingFundingFeesUsd,
closingFeeUsd,
uiFeeUsd,
totalPendingImpactDeltaUsd: netPriceImapctValues?.totalImpactDeltaUsd ?? 0n,
priceImpactDiffUsd: netPriceImapctValues?.priceImpactDiffUsd ?? 0n,
});

const pnlAfterFees = pnl - totalPendingFeesUsd - closingFeeUsd - uiFeeUsd;
const pnlAfterFees =
pnl -
totalPendingFeesUsd -
closingFeeUsd -
uiFeeUsd -
(netPriceImapctValues?.totalImpactDeltaUsd ?? 0n) +
(netPriceImapctValues?.priceImpactDiffUsd ?? 0n);

const pnlAfterFeesPercentage =
collateralUsd != 0n ? getBasisPoints(pnlAfterFees, collateralUsd + closingFeeUsd) : 0n;

Expand Down Expand Up @@ -622,6 +647,7 @@ export class Positions extends Module {
sizeInTokens: position.sizeInTokens,
collateralUsd,
collateralAmount: position.collateralAmount,
pendingImpactAmount: position.pendingImpactAmount,
userReferralInfo,
minCollateralUsd,
pendingBorrowingFeesUsd: position.pendingBorrowingFeesUsd,
Expand Down Expand Up @@ -657,6 +683,8 @@ export class Positions extends Module {
pnlAfterFees,
pnlAfterFeesPercentage,
netValue,
netPriceImapctDeltaUsd: netPriceImapctValues?.totalImpactDeltaUsd ?? 0n,
priceImpactDiffUsd: netPriceImapctValues?.priceImpactDiffUsd ?? 0n,
closingFeeUsd,
uiFeeUsd,
pendingFundingFeesUsd,
Expand Down
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