IExchange

SwapParams​

  struct SwapParams(
    address trader
    address baseToken
    bool isBaseToQuote
    bool isExactInput
    bool isClose
    uint256 amount
    uint160 sqrtPriceLimitX96
  )

SwapResponse​

  struct SwapResponse(
    uint256 base
    uint256 quote
    int256 exchangedPositionSize
    int256 exchangedPositionNotional
    uint256 fee
    uint256 insuranceFundFee
    int256 pnlToBeRealized
    uint256 sqrtPriceAfterX96
    int24 tick
    bool isPartialClose
  )

SwapCallbackData​

  struct SwapCallbackData(
    address trader
    address baseToken
    address pool
    uint24 uniswapFeeRatio
    uint256 fee
  )

RealizePnlParams​

  struct RealizePnlParams(
    address trader
    address baseToken
    int256 base
    int256 quote
  )

Functions​

swap​

  function swap(
    struct IExchange.SwapParams params
  ) external returns (struct IExchange.SwapResponse swapResponse)

The actual swap function

can only be called from ClearingHouse

Parameters:​

Name	Type	Description
params	struct IExchange.SwapParams	The parameters of the swap

Return Values:​

Name	Type	Description
swapResponse	struct IExchange.SwapResponse	The result of the swap

settleFunding​

  function settleFunding(
  ) external returns (int256 fundingPayment, struct Funding.Growth fundingGrowthGlobal)

Settle the funding payment for the time interval since the last settlement

This function should be called at the beginning of every high-level function, such as openPosition() while it doesn't matter who calls this function this function 1. settles personal funding payment 2. updates global funding growth personal funding payment is settled whenever there is pending funding payment the global funding growth update only happens once per unique timestamp (not blockNumber, due to Arbitrum)

Return Values:​

Name	Type	Description
fundingPayment	int256	the funding payment of a trader in one market should be settled into owned realized Pnl
fundingGrowthGlobal	struct Funding.Growth	the up-to-date globalFundingGrowth, usually used for later calculations

getMaxTickCrossedWithinBlock​

  function getMaxTickCrossedWithinBlock(
    address baseToken
  ) external returns (uint24 maxTickCrossedWithinBlock)

Get the max ticks allowed to be crossed within a block when reducing position

Parameters:​

Name	Type	Description
baseToken	address	Address of the base token

Return Values:​

Name	Type	Description
maxTickCrossedWithinBlock	uint24	The max ticks allowed to be crossed within a block when reducing position

getAllPendingFundingPayment​

  function getAllPendingFundingPayment(
  ) external returns (int256 pendingFundingPayment)

Get all the pending funding payment for a trader

Return Values:​

Name	Type	Description
pendingFundingPayment	int256	The pending funding payment of the trader.

Positive value means the trader pays funding, negative value means the trader receives funding.

isOverPriceSpread​

  function isOverPriceSpread(
    address baseToken
  ) external returns (bool)

Check if current price spread between market price and index twap is over maximum price spread.

Parameters:​

Name	Type	Description
baseToken	address	Address of the base token

Return Values:​

Name	Type	Description
true	bool	if over the maximum price spread

getPendingFundingPayment​

  function getPendingFundingPayment(
  ) external returns (int256 pendingFundingPayment)

Get the pending funding payment for a trader in a given market

this is the view version of _updateFundingGrowth()

Return Values:​

Name	Type	Description
pendingFundingPayment	int256	The pending funding payment of a trader in one market,

including liquidity & balance coefficients. Positive value means the trader pays funding, negative value means the trader receives funding.

getSqrtMarkTwapX96​

  function getSqrtMarkTwapX96(
    address baseToken,
    uint32 twapInterval
  ) external returns (uint160 sqrtMarkTwapX96)

Deprecated function, will be removed in the next release, use getSqrtMarketTwapX96() instead Get the square root of the market twap price with the given time interval

The return value is a X96 number

Parameters:​

Name	Type	Description
baseToken	address	Address of the base token
twapInterval	uint32	The time interval in seconds

Return Values:​

Name	Type	Description
sqrtMarkTwapX96	uint160	The square root of the market twap price

getSqrtMarketTwapX96​

  function getSqrtMarketTwapX96(
    address baseToken,
    uint32 twapInterval
  ) external returns (uint160 sqrtMarketTwapX96)

Get the square root of the market twap price with the given time interval

The return value is a X96 number

Parameters:​

Name	Type	Description
baseToken	address	Address of the base token
twapInterval	uint32	The time interval in seconds

Return Values:​

Name	Type	Description
sqrtMarketTwapX96	uint160	The square root of the market twap price

getPnlToBeRealized​

  function getPnlToBeRealized(
    struct IExchange.RealizePnlParams params
  ) external returns (int256 pnlToBeRealized)

Get the pnl that can be realized if trader reduce position

This function normally won't be needed by traders, but it might be useful for 3rd party

Parameters:​

Name	Type	Description
params	struct IExchange.RealizePnlParams	The params needed to do the query, encoded as RealizePnlParams in calldata

Return Values:​

Name	Type	Description
pnlToBeRealized	int256	The pnl that can be realized if trader reduce position

getOrderBook​

  function getOrderBook(
  ) external returns (address orderBook)

Get OrderBook contract address

Return Values:​

Name	Type	Description
orderBook	address	OrderBook contract address

getAccountBalance​

  function getAccountBalance(
  ) external returns (address accountBalance)

Get AccountBalance contract address

Return Values:​

Name	Type	Description
accountBalance	address	AccountBalance contract address

getClearingHouseConfig​

  function getClearingHouseConfig(
  ) external returns (address clearingHouse)

Get ClearingHouseConfig contract address

Return Values:​

Name	Type	Description
clearingHouse	address	ClearingHouseConfig contract address

Events​

FundingUpdated​

  event FundingUpdated(
    address baseToken,
    uint256 marketTwap,
    uint256 indexTwap
  )

Emitted when the global funding growth is updated

Parameters:​

Name	Type	Description
baseToken	address	Address of the base token
marketTwap	uint256	The market twap price when the funding growth is updated
indexTwap	uint256	The index twap price when the funding growth is updated

MaxTickCrossedWithinBlockChanged​

  event MaxTickCrossedWithinBlockChanged(
    address baseToken,
    uint24 maxTickCrossedWithinBlock
  )

Emitted when maxTickCrossedWithinBlock is updated

Parameters:​

Name	Type	Description
baseToken	address	Address of the base token
maxTickCrossedWithinBlock	uint24	Max tick allowed to be crossed within block when reducing position

AccountBalanceChanged​

  event AccountBalanceChanged(
    address accountBalance
  )

Emitted when accountBalance is updated

Parameters:​

Name	Type	Description
accountBalance	address	The address of accountBalance contract