> ## Documentation Index
> Fetch the complete documentation index at: https://sdk.avantisfi.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Compute

> Pure, offline math with exact UI parity: PnL, liquidation, fees, validation.

`avantis_trader_sdk.compute` reimplements the Avantis app's math as pure functions: no I/O, human units in and out. Numbers match what the UI displays.

```python theme={null}
from avantis_trader_sdk import compute
```

## PnL

```python theme={null}
pnl = compute.position_net_pnl(position, pair_info, current_price)
# NetPnlBreakdown: gross, closing_fee, rollover_fee, funding_fee,
#                  loss_protection, profit_share_fee, net
```

| Function                                                              | Purpose                                                                 |
| --------------------------------------------------------------------- | ----------------------------------------------------------------------- |
| `gross_pnl(current_price, open_price, collateral, leverage, is_long)` | Raw unrealized PnL                                                      |
| `net_pnl(...)`                                                        | Full breakdown with fees, funding, loss protection, Upside profit share |
| `position_net_pnl(position, pair_info, current_price)`                | Convenience wrapper over a fetched `Position`                           |
| `pnl_type_fee`, `pnl_fee_by_gross_profit_p`, `adjusted_max_gain_p`    | Upside tiered profit-share math                                         |

## Liquidation

```python theme={null}
liq = compute.estimate_liquidation_price(
    open_price=3500, collateral=100, leverage=10, is_long=True,
)
```

Pre-trade / what-if estimate (margin edits, increases). For **open** positions, `Position.liquidation_price` from the core API is authoritative.

## Fees & liquidity

| Function                                                                           | Purpose                              |
| ---------------------------------------------------------------------------------- | ------------------------------------ |
| `skew_adjusted_open_fee(...)`                                                      | Open fee after OI-skew adjustment    |
| `pair_open_maker_taker_fee_p(...)` / `pair_close_maker_taker_fee_p(...)`           | Maker/taker/mixed fee classification |
| `available_liquidity(...)` / `max_position_size(pair_info, snapshot, is_long=...)` | OI headroom for new positions        |

## TP/SL conversion

Convert between trigger prices and gain/loss percentages, as the UI does:

```python theme={null}
tp_price = compute.tp_percent_to_price(3500, 100, 10, True)   # +100% of collateral, 10x long
sl_pct = compute.sl_price_to_percent(3500, 3300, 10, True)    # base price, SL price
```

`pnl_order_min_sl(leverage)` gives the minimum SL percent for Upside positions.

## Pre-trade validation

Run the UI's full pre-trade rulebook locally before submitting:

```python theme={null}
snap = await client.markets.snapshot()
pair = await client.markets.pair("ETH/USD")
price = await client.markets.price("ETH/USD")

result = compute.validate_order(
    pair, snap,
    collateral=100, leverage=10, is_long=True, market_price=price,
)
if not result.ok:
    print(result.errors)     # blocking problems
print(result.warnings)      # non-blocking notes
```

The API performs the same validation on submit unless you pass `skip_validation=True`.