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.useTakerBalance is only accept false now

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

ClearingHouseConfig

Functions​

initialize​

  function initialize(
  ) external

setLiquidationPenaltyRatio​

  function setLiquidationPenaltyRatio(
  ) external

setPartialCloseRatio​

  function setPartialCloseRatio(
  ) external

setTwapInterval​

  function setTwapInterval(
  ) external

setMaxMarketsPerAccount​

  function setMaxMarketsPerAccount(
  ) external

setSettlementTokenBalanceCap​

  function setSettlementTokenBalanceCap(
  ) external

setMaxFundingRate​

  function setMaxFundingRate(
  ) external

setMarkPriceMarketTwapInterval​

  function setMarkPriceMarketTwapInterval(
  ) external

setMarkPricePremiumInterval​

  function setMarkPricePremiumInterval(
  ) external

getMaxMarketsPerAccount​

  function getMaxMarketsPerAccount(
  ) external returns (uint8)

Return Values:​

Name	Type	Description
maxMarketsPerAccount	uint8	Max value of total markets per account

getImRatio​

  function getImRatio(
  ) external returns (uint24)

Return Values:​

Name	Type	Description
imRatio	uint24	Initial margin ratio

getMmRatio​

  function getMmRatio(
  ) external returns (uint24)

Return Values:​

Name	Type	Description
mmRatio	uint24	Maintenance margin requirement ratio

getLiquidationPenaltyRatio​

  function getLiquidationPenaltyRatio(
  ) external returns (uint24)

Return Values:​

Name	Type	Description
liquidationPenaltyRatio	uint24	Liquidation penalty ratio

getPartialCloseRatio​

  function getPartialCloseRatio(
  ) external returns (uint24)

Return Values:​

Name	Type	Description
partialCloseRatio	uint24	Partial close ratio

getTwapInterval​

  function getTwapInterval(
  ) external returns (uint32)

Return Values:​

Name	Type	Description
twapInterval	uint32	TwapInterval for funding and prices (market & index) calculations

getSettlementTokenBalanceCap​

  function getSettlementTokenBalanceCap(
  ) external returns (uint256)

Return Values:​

Name	Type	Description
settlementTokenBalanceCap	uint256	Max value of settlement token balance

getMaxFundingRate​

  function getMaxFundingRate(
  ) external returns (uint24)

Return Values:​

Name	Type	Description
maxFundingRate	uint24	Max value of funding rate

getMarkPriceConfig​

  function getMarkPriceConfig(
  ) external returns (uint32, uint32)

Return Values:​

Name	Type	Description
marketTwapInterval	uint32	MarketTwapInterval is the interval of market twap used for mark price calculations
premiumInterval	uint32	PremiumInterval is the interval of premium used for mark price calculations