IOrderBookV1

IOrderBookV1

Simple order book specification for Domination Finance perpetual exchange.

Allows users to create/edit/cancel orders with single triggers. Once conditions are met for a user's order to be executed, an order bot will call executeOrder to change a position on their behalf.

Addresses

Chain	Address

Functions

getOrder

function getOrder(address, OrderNumber) external returns (struct Order)

domFiPerp

function domFiPerp() external view returns (contract IDomFiPerp)

collateralToken

function collateralToken() external view returns (contract IERC20)

minExecutionFee

function minExecutionFee() external view returns (uint256)

minTimeExecuteDelay

legacy: This OrderBook has no execution delay

function minTimeExecuteDelay() external view returns (uint64)

allowPublicKeeper

legacy: This OrderBook is permissionless

function allowPublicKeeper() external view returns (bool)

setKeeper

legacy: This OrderBook is permissionless

function setKeeper(address _account, bool _isActive) external

executeOrders

function executeOrders(
    address[] _addresses,
    OrderNumber[] _orderIndices,
    address payable _feeReceiver
) external

cancelMultiple

function cancelMultiple(address payable _address, OrderNumber[] _orderIndices) external

createOrders

function createOrders(struct OrderParams[] _orderParams, struct Signature _signature) external payable

getFees

Get the trade fee that the sender would need to provide when creating this order, in addition to any margin that might be required.

function getFees(
    struct OrderParams _orderParams,
    address executor
) external view returns (
    uint256 tradeFee,
    uint256 executionFee
)

Parameters

Name	Type	Description
_orderParams	struct OrderParams	Order in question
executor	address	Ignored legacy parameter

Return Values

Name	Type	Description
tradeFee	uint256	Expected trade fee (collateral token)
executionFee	uint256	Expected execution fee (network tokens)

Events

CreateOrder

event CreateOrder(
    address account,
    OrderNumber orderNumber,
    bytes32 productId,
    PositionLabel accountPositionId,
    enum ActionType actionType,
    struct Order order
)

CancelOrder

event CancelOrder(
    address account,
    OrderNumber orderNumber,
    bytes32 productId,
    PositionLabel accountPositionId,
    enum ActionType actionType,
    struct Order order
)

UpdateOrder

event UpdateOrder(
    address account,
    OrderNumber orderNumber,
    bytes32 productId,
    PositionLabel accountPositionId,
    enum ActionType actionType,
    struct Order prevOrder,
    struct Order newOrder
)

ExecuteOrder

event ExecuteOrder(
    address account,
    OrderNumber orderNumber,
    bytes32 productId,
    PositionLabel accountPositionId,
    FPUnsigned executionPrice,
    FPSigned currentPnL,
    enum ActionType actionType,
    struct Order order
)

Parameters

Name	Type	Description
account	address
orderNumber	OrderNumber
productId	bytes32
accountPositionId	PositionLabel
executionPrice	FPUnsigned	Legacy interface, left blank in impl
currentPnL	FPSigned	Legacy interface, left blank in impl
actionType	enum ActionType
order	struct Order

ExecuteOrderError

event ExecuteOrderError(address account, OrderNumber orderNumber, string executionError)

ExecuteOrderFailure

event ExecuteOrderFailure(address account, OrderNumber orderNumber, bytes lowLevelData)

OrderNumber

uint256 incrementing number to identify orders. Sequential and unique per user.

ActionType

The type of an Action

Values

Name	Description
INCREASE_SIZE	call DomFiPerp.increasePosition
DECREASE_SIZE	call DomFiPerp.decreasePositionWithId
ADD_MARGIN	call DomFiPerp.increasePosition with 0 leverage
REMOVE_MARGIN	call DomFiPerp.removeMargin

enum ActionType {
  INCREASE_SIZE,
  DECREASE_SIZE,
  ADD_MARGIN,
  REMOVE_MARGIN
}

TriggerType

The type of a Trigger

Values

Name	Description
INVALID	Revert if encountered. Guards against accidental 0x00
PRICE	Compare price of a product vs a specified price
PNL_RATE	Compare PnL of a position vs a specified %

enum TriggerType {
  INVALID,
  PRICE,
  PNL_RATE
}

TriggerCondition

Whether a trigger should activate below or above a value

Values

Name	Description
LTE	Activate if the current value is <= the target value
GTE	Activate if the current value is >= the target value

enum TriggerCondition {
  LTE,
  GTE
}

TriggerDetails

Details for an order's execution criteria

Fields

Name	Type	Description
triggerType	enum TriggerType	The type of comparison to make
triggerCondition	enum TriggerCondition	should trigger >= or <= threshold?
triggerPnLRate	FPSigned	Target PnL rate, a position's PnL divided by its margin, to be compared with conditions on chain.
triggerPrice	FPUnsigned	Target price, to be compared with on-chain product price.

struct TriggerDetails {
  enum TriggerType triggerType;
  enum TriggerCondition triggerCondition;
  FPSigned triggerPnLRate;
  FPUnsigned triggerPrice;
}

OrderDetails

The action taken when an order is executed. Each OrderDetails instance must contain only the relevant fields for its trigger and action types.

Fields

Name	Type	Description
leverage	FPUnsigned	For INCREASE_SIZE only; leverage of increase
margin	uint256	This slot is: INCREASE_SIZE: margin to increase by. See leverage DECREASE_SIZE: unused ADD_MARGIN: margin to add REMOVE_MARGIN: margin to remove. 0 if removeMarginFactor is present./
tradeFee	uint256	For INCREASE_SIZE only; pre-collected trade fee.
size	FPUnsigned	For DECREASE_SIZE only; size to decrease by
removeMarginFactor	FPUnsigned	This slot is: INCREASE_SIZE: unused DECREASE_SIZE: unused ADD_MARGIN: unused REMOVE_MARGIN: fraction of available margin to remove (0,1]. 0 if margin is present

struct OrderDetails {
  FPUnsigned leverage;
  uint256 margin;
  uint256 tradeFee;
  FPUnsigned size;
  FPUnsigned removeMarginFactor;
}

Order

A user order on the exchange.

Fields

Name	Type	Description
executionFee	uint256	Amount of network token reimbursed to order executor
submittedAt	uint64	Unix timestamp, in seconds, of last update.
canceledAt	uint64	Unix timestamp, in seconds, of cancelation. 0 if not yet canceled.
executedAt	uint64	Unix timestamp, in seconds, of execution. 0 if not yet executed.
executionDeadline	uint64
productId	bytes32
actionType	enum ActionType	See OrderBook.ActionType
action	struct OrderDetails	Action that will be taken when the order executes.
triggerDetails	struct TriggerDetails
isLong	bool	Required for INCREASE_SIZE only, since we might be creating a new position
owner	address payable	The creator and beneficiary of this order.
accountPositionId	PositionLabel
userData	bytes	User-specified data to attach to the order.

struct Order {
  uint256 executionFee;
  uint64 submittedAt;
  uint64 canceledAt;
  uint64 executedAt;
  uint64 executionDeadline;
  bytes32 productId;
  enum ActionType actionType;
  struct OrderDetails action;
  struct TriggerDetails triggerDetails;
  bool isLong;
  address payable owner;
  PositionLabel accountPositionId;
  bytes userData;
}

OrderParams

Parameters to create an order. The same thing as Order, except it does not include owner (set to msg.sender) or any of the timestamp fields (which users cannot modify directly).

struct OrderParams {
  PositionLabel accountPositionId;
  bytes32 productId;
  bool isLong;
  enum ActionType actionType;
  struct OrderDetails action;
  struct TriggerDetails triggerDetails;
  uint256 executionFee;
  uint64 executionDeadline;
  bytes userData;
}

Signature

a signature for use with EIP-2612

struct Signature {
  uint256 amount;
  uint256 deadline;
  uint8 v;
  bytes32 r;
  bytes32 s;
}