ClearingHouse
InternalOpenPositionParams
struct InternalOpenPositionParams(
address trader
address baseToken
bool isBaseToQuote
bool isExactInput
bool isClose
uint256 amount
uint160 sqrtPriceLimitX96
)
InternalCheckSlippageParams
struct InternalCheckSlippageParams(
bool isBaseToQuote
bool isExactInput
uint256 base
uint256 quote
uint256 oppositeAmountBound
)
Functions
initialize
function initialize(
) public
this function is public for testing
setDelegateApproval
function setDelegateApproval(
) external
remove to reduce bytecode size, might add back when we need it
addLiquidity
function addLiquidity(
struct IClearingHouse.AddLiquidityParams params
) external returns (struct IClearingHouse.AddLiquidityResponse)
Maker can call addLiquidity to provide liquidity on Uniswap V3 pool
Tx will fail if adding base == 0 && quote == 0 / liquidity == 0
AddLiquidityParams.useTakerBalanceis only acceptfalsenow
Parameters:
| Name | Type | Description |
|---|---|---|
params | struct IClearingHouse.AddLiquidityParams | AddLiquidityParams struct |
Return Values:
| Name | Type | Description |
|---|---|---|
response | struct IClearingHouse.AddLiquidityResponse | AddLiquidityResponse struct |
removeLiquidity
function removeLiquidity(
struct IClearingHouse.RemoveLiquidityParams params
) external returns (struct IClearingHouse.RemoveLiquidityResponse)
Maker can call removeLiquidity to remove liquidity
remove liquidity will transfer maker impermanent position to taker position,
if liquidity of RemoveLiquidityParams struct is zero, the action will collect fee from
pool to maker
Parameters:
| Name | Type | Description |
|---|---|---|
params | struct IClearingHouse.RemoveLiquidityParams | RemoveLiquidityParams struct |
Return Values:
| Name | Type | Description |
|---|---|---|
response | struct IClearingHouse.RemoveLiquidityResponse | RemoveLiquidityResponse struct |
settleAllFunding
function settleAllFunding(
address trader
) external
Settle all markets fundingPayment to owedRealized Pnl
Parameters:
| Name | Type | Description |
|---|---|---|
trader | address | The address of trader |
openPosition
function openPosition(
struct IClearingHouse.OpenPositionParams params
) external returns (uint256 base, uint256 quote)
Trader can call openPosition to long/short on baseToken market
OpenPositionParams.oppositeAmountBound- B2Q + exact input, want more output quote as possible, so we set a lower bound of output quote
- B2Q + exact output, want less input base as possible, so we set a upper bound of input base
- Q2B + exact input, want more output base as possible, so we set a lower bound of output base
- Q2B + exact output, want less input quote as possible, so we set a upper bound of input quote
when it's set to 0, it will disable slippage protection entirely regardless of exact input or output when it's over or under the bound, it will be reverted
OpenPositionParams.sqrtPriceLimitX96- B2Q: the price cannot be less than this value after the swap
- Q2B: the price cannot be greater than this value after the swap
it will fill the trade until it reaches the price limit but WON'T REVERT when it's set to 0, it will disable price limit; when it's 0 and exact output, the output amount is required to be identical to the param amount
Parameters:
| Name | Type | Description |
|---|---|---|
params | struct IClearingHouse.OpenPositionParams | OpenPositionParams struct |
Return Values:
| Name | Type | Description |
|---|---|---|
base | uint256 | The amount of baseToken the taker got or spent |
quote | uint256 | The amount of quoteToken the taker got or spent |
openPositionFor
function openPositionFor(
address trader,
struct IClearingHouse.OpenPositionParams params
) external returns (uint256 base, uint256 quote, uint256 fee)
Parameters:
| Name | Type | Description |
|---|---|---|
trader | address | The address of trader |
params | struct IClearingHouse.OpenPositionParams | OpenPositionParams struct is the same as openPosition() |
Return Values:
| Name | Type | Description |
|---|---|---|
base | uint256 | The amount of baseToken the taker got or spent |
quote | uint256 | The amount of quoteToken the taker got or spent |
fee | uint256 | The trading fee |
closePosition
function closePosition(
struct IClearingHouse.ClosePositionParams params
) external returns (uint256 base, uint256 quote)
Close trader's position
Parameters:
| Name | Type | Description |
|---|---|---|
params | struct IClearingHouse.ClosePositionParams | ClosePositionParams struct |
Return Values:
| Name | Type | Description |
|---|---|---|
base | uint256 | The amount of baseToken the taker got or spent |
quote | uint256 | The amount of quoteToken the taker got or spent |
liquidate
function liquidate(
address trader,
address baseToken,
int256 positionSize
) external
If trader is underwater, any one can call liquidate to liquidate this trader
If trader has open orders, need to call cancelAllExcessOrders first
If positionSize is greater than maxLiquidatePositionSize, liquidate maxLiquidatePositionSize by default
If margin ratio >= 0.5 mmRatio,
maxLiquidateRatio = MIN((1, 0.5 totalAbsPositionValue / absPositionValue)
If margin ratio < 0.5 mmRatio, maxLiquidateRatio = 1
maxLiquidatePositionSize = positionSize maxLiquidateRatio
Parameters:
| Name | Type | Description |
|---|---|---|
trader | address | The address of trader |
baseToken | address | The address of baseToken |
positionSize | int256 | the position size to be liquidated by liquidator |
liquidate
function liquidate(
address trader,
address baseToken,
positionSize
) external
If trader is underwater, any one can call liquidate to liquidate this trader
If trader has open orders, need to call cancelAllExcessOrders first
If positionSize is greater than maxLiquidatePositionSize, liquidate maxLiquidatePositionSize by default
If margin ratio >= 0.5 mmRatio,
maxLiquidateRatio = MIN((1, 0.5 totalAbsPositionValue / absPositionValue)
If margin ratio < 0.5 mmRatio, maxLiquidateRatio = 1
maxLiquidatePositionSize = positionSize maxLiquidateRatio
Parameters:
| Name | Type | Description |
|---|---|---|
trader | address | The address of trader |
baseToken | address | The address of baseToken |
positionSize | the position size to be liquidated by liquidator |
cancelExcessOrders
function cancelExcessOrders(
address maker,
address baseToken,
bytes32[] orderIds
) external
Cancel excess order of a maker
Order id can get from OrderBook.getOpenOrderIds
Parameters:
| Name | Type | Description |
|---|---|---|
maker | address | The address of Maker |
baseToken | address | The address of baseToken |
orderIds | bytes32[] | The id of the order |
cancelAllExcessOrders
function cancelAllExcessOrders(
address maker,
address baseToken
) external
Cancel all excess orders of a maker if the maker is underwater
This function won't fail if the maker has no order but fails when maker is not underwater
Parameters:
| Name | Type | Description |
|---|---|---|
maker | address | The address of maker |
baseToken | address | The address of baseToken |
quitMarket
function quitMarket(
address trader,
address baseToken
) external returns (uint256 base, uint256 quote)
Close all positions and remove all liquidities of a trader in the closed market
Parameters:
| Name | Type | Description |
|---|---|---|
trader | address | The address of trader |
baseToken | address | The address of baseToken |
Return Values:
| Name | Type | Description |
|---|---|---|
base | uint256 | The amount of base token that is closed |
quote | uint256 | The amount of quote token that is closed |
uniswapV3MintCallback
function uniswapV3MintCallback(
uint256 amount0Owed,
uint256 amount1Owed,
bytes data
) external
Called to msg.sender after minting liquidity to a position from IUniswapV3Pool#mint.
namings here follow Uniswap's convention
Parameters:
| Name | Type | Description |
|---|---|---|
amount0Owed | uint256 | The amount of token0 due to the pool for the minted liquidity |
amount1Owed | uint256 | The amount of token1 due to the pool for the minted liquidity |
data | bytes | Any data passed through by the caller via the IUniswapV3PoolActions#mint call |
uniswapV3SwapCallback
function uniswapV3SwapCallback(
int256 amount0Delta,
int256 amount1Delta,
bytes data
) external
Called to msg.sender after executing a swap via IUniswapV3Pool#swap.
namings here follow Uniswap's convention
Parameters:
| Name | Type | Description |
|---|---|---|
amount0Delta | int256 | The amount of token0 that was sent (negative) or must be received (positive) by the pool by |
the end of the swap. If positive, the callback must send that amount of token0 to the pool.
|amount1Delta | int256 | The amount of token1 that was sent (negative) or must be received (positive) by the pool by
the end of the swap. If positive, the callback must send that amount of token1 to the pool.
|data | bytes | Any data passed through by the caller via the IUniswapV3PoolActions#swap call
getQuoteToken
function getQuoteToken(
) external returns (address)
Get QuoteToken address
Return Values:
| Name | Type | Description |
|---|---|---|
quoteToken | address | The quote token address |
getUniswapV3Factory
function getUniswapV3Factory(
) external returns (address)
Get UniswapV3Factory address
Return Values:
| Name | Type | Description |
|---|---|---|
factory | address | UniswapV3Factory address |
getClearingHouseConfig
function getClearingHouseConfig(
) external returns (address)
Get ClearingHouseConfig address
Return Values:
| Name | Type | Description |
|---|---|---|
clearingHouseConfig | address | ClearingHouseConfig address |
getVault
function getVault(
) external returns (address)
Get Vault address
Return Values:
| Name | Type | Description |
|---|---|---|
vault | address | Vault address |
getExchange
function getExchange(
) external returns (address)
Get Exchange address
Return Values:
| Name | Type | Description |
|---|---|---|
exchange | address | Exchange address |
getOrderBook
function getOrderBook(
) external returns (address)
Get OrderBook address
Return Values:
| Name | Type | Description |
|---|---|---|
orderBook | address | OrderBook address |
getAccountBalance
function getAccountBalance(
) external returns (address)
Get AccountBalance address
Return Values:
| Name | Type | Description |
|---|---|---|
accountBalance | address | AccountBalance address |
getInsuranceFund
function getInsuranceFund(
) external returns (address)
Get InsuranceFund address
Return Values:
| Name | Type | Description |
|---|---|---|
insuranceFund | address | InsuranceFund address |
getDelegateApproval
function getDelegateApproval(
) external returns (address)
Get DelegateApproval address
Return Values:
| Name | Type | Description |
|---|---|---|
delegateApproval | address | DelegateApproval address |
getAccountValue
function getAccountValue(
address trader
) public returns (int256)
Get account value of trader
accountValue = totalCollateralValue + totalUnrealizedPnl, in 18 decimals
Parameters:
| Name | Type | Description |
|---|---|---|
trader | address | The address of trader |
Return Values:
| Name | Type | Description |
|---|---|---|
accountValue | int256 | The account value of trader |