GNSPriceImpact - Gains Network

Facet #4: Price impact OI windows

constructor

constructor() public

initializePriceImpact

function initializePriceImpact(uint48 _windowsDuration, uint48 _windowsCount) external

Initializes price impact facet

Parameters

Name	Type	Description
_windowsDuration	uint48	windows duration (seconds)
_windowsCount	uint48	windows count

initializeNegPnlCumulVolMultiplier

function initializeNegPnlCumulVolMultiplier(uint40 _negPnlCumulVolMultiplier) external

Initializes negative pnl cumulative volume multiplier

Parameters

Name	Type	Description
_negPnlCumulVolMultiplier	uint40	new value (1e10)

initializePairFactors

function initializePairFactors(uint16[] _pairIndices, uint40[] _protectionCloseFactors, uint32[] _protectionCloseFactorBlocks, uint40[] _cumulativeFactors) external

Initializes pair factors

Parameters

Name	Type	Description
_pairIndices	uint16[]	pair indices to initialize
_protectionCloseFactors	uint40[]	protection close factors (1e10)
_protectionCloseFactorBlocks	uint32[]	protection close factor blocks
_cumulativeFactors	uint40[]	cumulative factors (1e10)

setPriceImpactWindowsCount

function setPriceImpactWindowsCount(uint48 _newWindowsCount) external

Updates price impact windows count

Parameters

Name	Type	Description
_newWindowsCount	uint48	new windows count

setPriceImpactWindowsDuration

function setPriceImpactWindowsDuration(uint48 _newWindowsDuration) external

Updates price impact windows duration

Parameters

Name	Type	Description
_newWindowsDuration	uint48	new windows duration (seconds)

setNegPnlCumulVolMultiplier

function setNegPnlCumulVolMultiplier(uint40 _negPnlCumulVolMultiplier) external

Updates negative pnl cumulative volume multiplier

Parameters

Name	Type	Description
_negPnlCumulVolMultiplier	uint40	new value (1e10)

setProtectionCloseFactorWhitelist

function setProtectionCloseFactorWhitelist(address[] _traders, bool[] _whitelisted) external

Whitelists/unwhitelists traders from protection close factor

Parameters

Name	Type	Description
_traders	address[]	traders addresses
_whitelisted	bool[]	values

setPairDepths

function setPairDepths(uint256[] _indices, uint128[] _depthsAboveUsd, uint128[] _depthsBelowUsd) external

Updates pairs 1% depths above and below

Parameters

Name	Type	Description
_indices	uint256[]	indices of pairs
_depthsAboveUsd	uint128[]	depths above the price in USD
_depthsBelowUsd	uint128[]	depths below the price in USD

setProtectionCloseFactors

function setProtectionCloseFactors(uint16[] _pairIndices, uint40[] _protectionCloseFactors) external

Sets protection close factors for pairs

Parameters

Name	Type	Description
_pairIndices	uint16[]	pair indices to update
_protectionCloseFactors	uint40[]	new protection close factors (1e10)

setProtectionCloseFactorBlocks

function setProtectionCloseFactorBlocks(uint16[] _pairIndices, uint32[] _protectionCloseFactorBlocks) external

Sets protection close factor blocks duration for pairs

Parameters

Name	Type	Description
_pairIndices	uint16[]	pair indices to update
_protectionCloseFactorBlocks	uint32[]	new protection close factor blocks

setCumulativeFactors

function setCumulativeFactors(uint16[] _pairIndices, uint40[] _cumulativeFactors) external

Sets cumulative factors for pairs

Parameters

Name	Type	Description
_pairIndices	uint16[]	pair indices to update
_cumulativeFactors	uint40[]	new cumulative factors (1e10)

setExemptOnOpen

function setExemptOnOpen(uint16[] _pairIndices, bool[] _exemptOnOpen) external

Sets whether pairs are exempt from price impact on open

Parameters

Name	Type	Description
_pairIndices	uint16[]	pair indices to update
_exemptOnOpen	bool[]	new values

setExemptAfterProtectionCloseFactor

function setExemptAfterProtectionCloseFactor(uint16[] _pairIndices, bool[] _exemptAfterProtectionCloseFactor) external

Sets whether pairs are exempt from price impact on close once protection close factor has expired

Parameters

Name	Type	Description
_pairIndices	uint16[]	pair indices to update
_exemptAfterProtectionCloseFactor	bool[]	new values

addPriceImpactOpenInterest

function addPriceImpactOpenInterest(address _trader, uint32 _index, uint256 _oiDeltaCollateral, bool _open, bool _isPnlPositive) external virtual

Adds open interest to current window

Parameters

Name	Type	Description
_trader	address	trader address
_index	uint32	trade index
_oiDeltaCollateral	uint256	open interest to add (collateral precision)
_open	bool	whether it corresponds to opening or closing a trade
_isPnlPositive	bool	whether it corresponds to a positive pnl trade (only relevant when _open = false)

getPriceImpactOi

function getPriceImpactOi(uint256 _pairIndex, bool _long) external view returns (uint256 activeOi)

Returns active open interest used in price impact calculation for a pair and side (long/short)

Parameters

Name	Type	Description
_pairIndex	uint256	index of pair
_long	bool	true for long, false for short

getTradePriceImpact

function getTradePriceImpact(address _trader, uint256 _marketPrice, uint256 _pairIndex, bool _long, uint256 _tradeOpenInterestUsd, bool _isPnlPositive, bool _open, uint256 _lastPosIncreaseBlock, enum ITradingStorage.ContractsVersion _contractsVersion) external view returns (uint256 priceImpactP, uint256 priceAfterImpact)

Returns price impact % (1e10 precision) and price after impact (1e10 precision) for a trade

Parameters

Name	Type	Description
_trader	address	trader address (to check if whitelisted from protection close factor)
_marketPrice	uint256	market price (1e10 precision)
_pairIndex	uint256	index of pair
_long	bool	true for long, false for short
_tradeOpenInterestUsd	uint256	open interest of trade in USD (1e18 precision)
_isPnlPositive	bool	true if positive pnl, false if negative pnl (only relevant when _open = false)
_open	bool	true on open, false on close
_lastPosIncreaseBlock	uint256	block when trade position size was last increased (only relevant when _open = false)
_contractsVersion	enum ITradingStorage.ContractsVersion	trade contracts version

getPairDepth

function getPairDepth(uint256 _pairIndex) external view returns (struct IPriceImpact.PairDepth)

Returns a pair’s depths above and below the price

Parameters

Name	Type	Description
_pairIndex	uint256	index of pair

getOiWindowsSettings

function getOiWindowsSettings() external view returns (struct IPriceImpact.OiWindowsSettings)

Returns current price impact windows settings

getOiWindow

function getOiWindow(uint48 _windowsDuration, uint256 _pairIndex, uint256 _windowId) external view returns (struct IPriceImpact.PairOi)

Returns OI window details (long/short OI)

Parameters

Name	Type	Description
_windowsDuration	uint48	windows duration (seconds)
_pairIndex	uint256	index of pair
_windowId	uint256	id of window

getOiWindows

function getOiWindows(uint48 _windowsDuration, uint256 _pairIndex, uint256[] _windowIds) external view returns (struct IPriceImpact.PairOi[])

Returns multiple OI windows details (long/short OI)

Parameters

Name	Type	Description
_windowsDuration	uint48	windows duration (seconds)
_pairIndex	uint256	index of pair
_windowIds	uint256[]	ids of windows

getPairDepths

function getPairDepths(uint256[] _indices) external view returns (struct IPriceImpact.PairDepth[])

Returns depths above and below the price for multiple pairs

Parameters

Name	Type	Description
_indices	uint256[]	indices of pairs

getPairFactors

function getPairFactors(uint256[] _indices) external view returns (struct IPriceImpact.PairFactors[])

Returns factors for a set of pairs (1e10)

Parameters

Name	Type	Description
_indices	uint256[]	indices of pairs

getNegPnlCumulVolMultiplier

function getNegPnlCumulVolMultiplier() external view returns (uint48)

Returns negative pnl cumulative volume multiplier

getProtectionCloseFactorWhitelist

function getProtectionCloseFactorWhitelist(address _trader) external view returns (bool)

Returns whether a trader is whitelisted from protection close factor

​constructor

​initializePriceImpact

​Parameters

​initializeNegPnlCumulVolMultiplier

​Parameters

​initializePairFactors

​Parameters

​setPriceImpactWindowsCount

​Parameters

​setPriceImpactWindowsDuration

​Parameters

​setNegPnlCumulVolMultiplier

​Parameters

​setProtectionCloseFactorWhitelist

​Parameters

​setPairDepths

​Parameters

​setProtectionCloseFactors

​Parameters

​setProtectionCloseFactorBlocks

​Parameters

​setCumulativeFactors

​Parameters

​setExemptOnOpen

​Parameters

​setExemptAfterProtectionCloseFactor

​Parameters

​addPriceImpactOpenInterest

​Parameters

​getPriceImpactOi

​Parameters

​getTradePriceImpact

​Parameters

​getPairDepth

​Parameters

​getOiWindowsSettings

​getOiWindow

​Parameters

​getOiWindows

​Parameters

​getPairDepths

​Parameters

​getPairFactors

​Parameters

​getNegPnlCumulVolMultiplier

​getProtectionCloseFactorWhitelist

constructor

initializePriceImpact

Parameters

initializeNegPnlCumulVolMultiplier

Parameters

initializePairFactors

Parameters

setPriceImpactWindowsCount

Parameters

setPriceImpactWindowsDuration

Parameters

setNegPnlCumulVolMultiplier

Parameters

setProtectionCloseFactorWhitelist

Parameters

setPairDepths

Parameters

setProtectionCloseFactors

Parameters

setProtectionCloseFactorBlocks

Parameters

setCumulativeFactors

Parameters

setExemptOnOpen

Parameters

setExemptAfterProtectionCloseFactor

Parameters

addPriceImpactOpenInterest

Parameters

getPriceImpactOi

Parameters

getTradePriceImpact

Parameters

getPairDepth

Parameters

getOiWindowsSettings

getOiWindow

Parameters

getOiWindows

Parameters

getPairDepths

Parameters

getPairFactors

Parameters

getNegPnlCumulVolMultiplier

getProtectionCloseFactorWhitelist