# PriceImpactUtils

\_GNSPriceImpact facet internal library

This is a library to help manage a price impact decay algorithm .

When a trade is placed, OI is added to the window corresponding to time of open. When a trade is removed, OI is removed from the window corresponding to time of open.

When calculating price impact, only the most recent X windows are taken into account.\_

## validWindowsDuration

```solidity
modifier validWindowsDuration(uint48 _windowsDuration)
```

*Validates new windowsDuration value*

## initializePriceImpact

```solidity
function initializePriceImpact(uint48 _windowsDuration, uint48 _windowsCount) internal
```

*Check IPriceImpactUtils interface for documentation*

## initializeNegPnlCumulVolMultiplier

```solidity
function initializeNegPnlCumulVolMultiplier(uint40 _negPnlCumulVolMultiplier) internal
```

*Check IPriceImpactUtils interface for documentation*

## initializePairFactors

```solidity
function initializePairFactors(uint16[] _pairIndices, uint40[] _protectionCloseFactors, uint32[] _protectionCloseFactorBlocks, uint40[] _cumulativeFactors) internal
```

*Check IPriceImpactUtils interface for documentation*

## setPriceImpactWindowsCount

```solidity
function setPriceImpactWindowsCount(uint48 _newWindowsCount) internal
```

*Check IPriceImpactUtils interface for documentation*

## setPriceImpactWindowsDuration

```solidity
function setPriceImpactWindowsDuration(uint48 _newWindowsDuration, uint256 _pairsCount) internal
```

*Check IPriceImpactUtils interface for documentation*

## setNegPnlCumulVolMultiplier

```solidity
function setNegPnlCumulVolMultiplier(uint40 _negPnlCumulVolMultiplier) internal
```

*Check IPriceImpactUtils interface for documentation*

## setProtectionCloseFactorWhitelist

```solidity
function setProtectionCloseFactorWhitelist(address[] _traders, bool[] _whitelisted) internal
```

*Check IPriceImpactUtils interface for documentation*

## setPairDepths

```solidity
function setPairDepths(uint256[] _indices, uint128[] _depthsAboveUsd, uint128[] _depthsBelowUsd) internal
```

*Check IPriceImpactUtils interface for documentation*

## setProtectionCloseFactors

```solidity
function setProtectionCloseFactors(uint16[] _pairIndices, uint40[] _protectionCloseFactors) internal
```

*Check IPriceImpactUtils interface for documentation*

## setProtectionCloseFactorBlocks

```solidity
function setProtectionCloseFactorBlocks(uint16[] _pairIndices, uint32[] _protectionCloseFactorBlocks) internal
```

*Check IPriceImpactUtils interface for documentation*

## setCumulativeFactors

```solidity
function setCumulativeFactors(uint16[] _pairIndices, uint40[] _cumulativeFactors) internal
```

*Check IPriceImpactUtils interface for documentation*

## setExemptOnOpen

```solidity
function setExemptOnOpen(uint16[] _pairIndices, bool[] _exemptOnOpen) internal
```

*Check IPriceImpactUtils interface for documentation*

## setExemptAfterProtectionCloseFactor

```solidity
function setExemptAfterProtectionCloseFactor(uint16[] _pairIndices, bool[] _exemptAfterProtectionCloseFactor) internal
```

*Check IPriceImpactUtils interface for documentation*

## addPriceImpactOpenInterest

```solidity
function addPriceImpactOpenInterest(address _trader, uint32 _index, uint256 _oiDeltaCollateral, bool _open, bool _isPnlPositive) internal
```

*Check IPriceImpactUtils interface for documentation*

## getPriceImpactOi

```solidity
function getPriceImpactOi(uint256 _pairIndex, bool _long) internal view returns (uint256 activeOi)
```

*Check IPriceImpactUtils interface for documentation*

## getTradePriceImpact

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

*Check IPriceImpactUtils interface for documentation*

## getPairDepth

```solidity
function getPairDepth(uint256 _pairIndex) internal view returns (struct IPriceImpact.PairDepth)
```

*Check IPriceImpactUtils interface for documentation*

## getOiWindowsSettings

```solidity
function getOiWindowsSettings() internal view returns (struct IPriceImpact.OiWindowsSettings)
```

*Check IPriceImpactUtils interface for documentation*

## getOiWindow

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

*Check IPriceImpactUtils interface for documentation*

## getOiWindows

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

*Check IPriceImpactUtils interface for documentation*

## getPairDepths

```solidity
function getPairDepths(uint256[] _indices) internal view returns (struct IPriceImpact.PairDepth[])
```

*Check IPriceImpactUtils interface for documentation*

## getPairFactors

```solidity
function getPairFactors(uint256[] _indices) internal view returns (struct IPriceImpact.PairFactors[] pairFactors)
```

*Check IPriceImpactUtils interface for documentation*

## getNegPnlCumulVolMultiplier

```solidity
function getNegPnlCumulVolMultiplier() internal view returns (uint40)
```

*Check IPriceImpactUtils interface for documentation*

## getProtectionCloseFactorWhitelist

```solidity
function getProtectionCloseFactorWhitelist(address _trader) internal view returns (bool)
```

*Check IPriceImpactUtils interface for documentation*

## \_getSlot

```solidity
function _getSlot() internal pure returns (uint256)
```

*Returns storage slot to use when fetching storage relevant to library*

## \_getStorage

```solidity
function _getStorage() internal pure returns (struct IPriceImpact.PriceImpactStorage s)
```

*Returns storage pointer for storage struct in diamond contract, at defined slot*

## \_getMultiCollatDiamond

```solidity
function _getMultiCollatDiamond() internal view returns (contract IGNSMultiCollatDiamond)
```

*Returns current address as multi-collateral diamond interface to call other facets functions.*

## \_transferPriceImpactOiForPairs

```solidity
function _transferPriceImpactOiForPairs(uint256 _pairsCount, mapping(uint256 => mapping(uint256 => struct IPriceImpact.PairOi)) _prevPairOiWindows, mapping(uint256 => mapping(uint256 => struct IPriceImpact.PairOi)) _newPairOiWindows, struct IPriceImpact.OiWindowsSettings _settings, uint48 _newWindowsDuration) internal
```

\_Transfers total long / short OI from last '\_settings.windowsCount' windows of `_prevPairOiWindows` to current window of `_newPairOiWindows` for `_pairsCount` pairs.

Emits a {PriceImpactOiTransferredPairs} event.\_

### Parameters

| Name                 | Type                                                                                                                                     | Description                                                 |
| -------------------- | ---------------------------------------------------------------------------------------------------------------------------------------- | ----------------------------------------------------------- |
| \_pairsCount         | uint256                                                                                                                                  | number of pairs                                             |
| \_prevPairOiWindows  | mapping(uint256 => mapping(uint256 => struct IPriceImpact.PairOi))                                                                       | previous pair OI windows (previous windowsDuration mapping) |
| \_newPairOiWindows   | mapping(uint256 => mapping(uint256 => struct IPriceImpact.PairOi))                                                                       | new pair OI windows (new windowsDuration mapping)           |
| \_settings           | [IPriceImpact.OiWindowsSettings](https://docs.gains.trade/developer/technical-reference/interfaces/types/ipriceimpact#oiwindowssettings) | current OI windows settings                                 |
| \_newWindowsDuration | uint48                                                                                                                                   | new windows duration                                        |

## \_transferPriceImpactOiForPair

```solidity
function _transferPriceImpactOiForPair(uint256 _pairIndex, uint256 _prevCurrentWindowId, uint256 _prevEarliestWindowId, mapping(uint256 => struct IPriceImpact.PairOi) _prevPairOiWindows, struct IPriceImpact.PairOi _newPairOiWindow) internal
```

\_Transfers total long / short OI from `prevEarliestWindowId` to `prevCurrentWindowId` windows of `_prevPairOiWindows` to `_newPairOiWindow` window.

Emits a {PriceImpactOiTransferredPair} event.\_

### Parameters

| Name                   | Type                                                                                                               | Description                                                 |
| ---------------------- | ------------------------------------------------------------------------------------------------------------------ | ----------------------------------------------------------- |
| \_pairIndex            | uint256                                                                                                            | index of the pair                                           |
| \_prevCurrentWindowId  | uint256                                                                                                            | previous current window ID                                  |
| \_prevEarliestWindowId | uint256                                                                                                            | previous earliest active window ID                          |
| \_prevPairOiWindows    | mapping(uint256 => struct IPriceImpact.PairOi)                                                                     | previous pair OI windows (previous windowsDuration mapping) |
| \_newPairOiWindow      | [IPriceImpact.PairOi](https://docs.gains.trade/developer/technical-reference/interfaces/types/ipriceimpact#pairoi) | new pair OI window (new windowsDuration mapping)            |

## \_getWindowId

```solidity
function _getWindowId(uint48 _timestamp, struct IPriceImpact.OiWindowsSettings _settings) internal pure returns (uint256)
```

*Returns window id at `_timestamp` given `_settings`.*

### Parameters

| Name        | Type                                                                                                                                     | Description         |
| ----------- | ---------------------------------------------------------------------------------------------------------------------------------------- | ------------------- |
| \_timestamp | uint48                                                                                                                                   | timestamp           |
| \_settings  | [IPriceImpact.OiWindowsSettings](https://docs.gains.trade/developer/technical-reference/interfaces/types/ipriceimpact#oiwindowssettings) | OI windows settings |

## \_getCurrentWindowId

```solidity
function _getCurrentWindowId(struct IPriceImpact.OiWindowsSettings _settings) internal view returns (uint256)
```

*Returns window id at current timestamp given `_settings`.*

### Parameters

| Name       | Type                                                                                                                                     | Description         |
| ---------- | ---------------------------------------------------------------------------------------------------------------------------------------- | ------------------- |
| \_settings | [IPriceImpact.OiWindowsSettings](https://docs.gains.trade/developer/technical-reference/interfaces/types/ipriceimpact#oiwindowssettings) | OI windows settings |

## \_getEarliestActiveWindowId

```solidity
function _getEarliestActiveWindowId(uint256 _currentWindowId, uint48 _windowsCount) internal pure returns (uint256)
```

*Returns earliest active window id given `_currentWindowId` and `_windowsCount`.*

### Parameters

| Name              | Type    | Description          |
| ----------------- | ------- | -------------------- |
| \_currentWindowId | uint256 | current window id    |
| \_windowsCount    | uint48  | active windows count |

## \_isWindowPotentiallyActive

```solidity
function _isWindowPotentiallyActive(uint256 _windowId, uint256 _currentWindowId) internal pure returns (bool)
```

\_Returns whether '*windowId' can be potentially active id given `_currentWindowId`*

### Parameters

| Name              | Type    | Description       |
| ----------------- | ------- | ----------------- |
| \_windowId        | uint256 | window id         |
| \_currentWindowId | uint256 | current window id |

## \_getTradePriceImpact

```solidity
function _getTradePriceImpact(uint256 _marketPrice, bool _long, uint256 _startOpenInterestUsd, uint256 _tradeOpenInterestUsd, uint256 _onePercentDepthUsd, bool _open, uint256 _protectionCloseFactor, uint256 _cumulativeFactor, enum ITradingStorage.ContractsVersion _contractsVersion) internal pure returns (uint256 priceImpactP, uint256 priceAfterImpact)
```

*Returns trade price impact % and opening price after impact.*

### Parameters

| Name                    | Type                                  | Description                                                          |
| ----------------------- | ------------------------------------- | -------------------------------------------------------------------- |
| \_marketPrice           | uint256                               | market price (1e10 precision)                                        |
| \_long                  | bool                                  | true for long, false for short                                       |
| \_startOpenInterestUsd  | uint256                               | existing open interest of pair on trade side in USD (1e18 precision) |
| \_tradeOpenInterestUsd  | uint256                               | open interest of trade in USD (1e18 precision)                       |
| \_onePercentDepthUsd    | uint256                               | one percent depth of pair in USD on trade side                       |
| \_open                  | bool                                  | true for open, false for close                                       |
| \_protectionCloseFactor | uint256                               | protection close factor (1e10 precision)                             |
| \_cumulativeFactor      | uint256                               | cumulative factor (1e10 precision)                                   |
| \_contractsVersion      | enum ITradingStorage.ContractsVersion | trade contracts version                                              |