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:​

Return Values:​

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:​

Return Values:​

settleAllFunding​

  function settleAllFunding(
    address trader
  ) external

Settle all markets fundingPayment to owedRealized Pnl

Parameters:​

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:​

Return Values:​

openPositionFor​

  function openPositionFor(
    address trader,
    struct IClearingHouse.OpenPositionParams params
  ) external returns (uint256 base, uint256 quote, uint256 fee)

Parameters:​

Return Values:​

closePosition​

  function closePosition(
    struct IClearingHouse.ClosePositionParams params
  ) external returns (uint256 base, uint256 quote)

Close trader's position

Parameters:​

Return Values:​

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:​

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:​

cancelExcessOrders​

  function cancelExcessOrders(
    address maker,
    address baseToken,
    bytes32[] orderIds
  ) external

Cancel excess order of a maker

Order id can get from OrderBook.getOpenOrderIds

Parameters:​

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:​

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:​

Return Values:​

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:​

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:​

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:​

getUniswapV3Factory​

  function getUniswapV3Factory(
  ) external returns (address)

Get UniswapV3Factory address

Return Values:​

getClearingHouseConfig​

  function getClearingHouseConfig(
  ) external returns (address)

Get ClearingHouseConfig address

Return Values:​

getVault​

  function getVault(
  ) external returns (address)

Get Vault address

Return Values:​

getExchange​

  function getExchange(
  ) external returns (address)

Get Exchange address

Return Values:​

getOrderBook​

  function getOrderBook(
  ) external returns (address)

Get OrderBook address

Return Values:​

getAccountBalance​

  function getAccountBalance(
  ) external returns (address)

Get AccountBalance address

Return Values:​

getInsuranceFund​

  function getInsuranceFund(
  ) external returns (address)

Get InsuranceFund address

Return Values:​

getDelegateApproval​

  function getDelegateApproval(
  ) external returns (address)

Get DelegateApproval address

Return Values:​

getAccountValue​

  function getAccountValue(
    address trader
  ) public returns (int256)

Get account value of trader

accountValue = totalCollateralValue + totalUnrealizedPnl, in 18 decimals

Parameters:​

Return Values:​

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:​

getImRatio​

  function getImRatio(
  ) external returns (uint24)

Return Values:​

getMmRatio​

  function getMmRatio(
  ) external returns (uint24)

Return Values:​

getLiquidationPenaltyRatio​

  function getLiquidationPenaltyRatio(
  ) external returns (uint24)

Return Values:​

getPartialCloseRatio​

  function getPartialCloseRatio(
  ) external returns (uint24)

Return Values:​

getTwapInterval​

  function getTwapInterval(
  ) external returns (uint32)

Return Values:​

getSettlementTokenBalanceCap​

  function getSettlementTokenBalanceCap(
  ) external returns (uint256)

Return Values:​

getMaxFundingRate​

  function getMaxFundingRate(
  ) external returns (uint24)

Return Values:​

getMarkPriceConfig​

  function getMarkPriceConfig(
  ) external returns (uint32, uint32)

Return Values:​

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