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PerpLeverageModule (#158)
+ Add PerpV2LeverageModule + Add PerpV2Lib + Add PerpV2 fixtures and tests Co-authored-by: Rootul Patel <[email protected]> Co-authored-by: bweick <[email protected]> Co-authored-by: alpha-guy <[email protected]>
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‎contracts/interfaces/external/perp-v2/IAccountBalance.sol‎

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/*
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Copyright 2021 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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interface IAccountBalance {
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function getBaseTokens(address trader) external view returns (address[] memory);
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function hasOrder(address trader) external view returns (bool);
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function getMarginRequirementForLiquidation(address trader) external view returns (int256);
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function getTotalDebtValue(address trader) external view returns (uint256);
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function getPnlAndPendingFee(address trader) external view returns (int256,int256,uint256);
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function getBase(address trader, address baseToken) external view returns (int256);
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function getQuote(address trader, address baseToken) external view returns (int256);
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function getNetQuoteBalanceAndPendingFee(address trader) external view returns (int256, uint256);
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function getPositionSize(address trader, address baseToken) external view returns (int256);
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function getPositionValue(address trader, address baseToken) external view returns (int256);
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function getTotalAbsPositionValue(address trader) external view returns (uint256);
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function getClearingHouseConfig() external view returns (address);
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function getExchange() external view returns (address);
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function getOrderBook() external view returns (address);
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function getVault() external view returns (address);
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}

‎contracts/interfaces/external/perp-v2/IClearingHouse.sol‎

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/*
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Copyright 2021 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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interface IClearingHouse {
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struct OpenPositionParams {
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address baseToken;
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bool isBaseToQuote;
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bool isExactInput;
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uint256 amount;
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// B2Q + exact input, want more output quote as possible, so we set a lower bound of output quote
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// B2Q + exact output, want less input base as possible, so we set a upper bound of input base
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// Q2B + exact input, want more output base as possible, so we set a lower bound of output base
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// Q2B + exact output, want less input quote as possible, so we set a upper bound of input quote
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// when it's 0 in exactInput, means ignore slippage protection
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// when it's maxUint in exactOutput = ignore
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// when it's over or under the bound, it will be reverted
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uint256 oppositeAmountBound;
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uint256 deadline;
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// B2Q: the price cannot be less than this value after the swap
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// Q2B: The price cannot be greater than this value after the swap
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// it will fill the trade until it reach the price limit instead of reverted
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uint160 sqrtPriceLimitX96;
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bytes32 referralCode;
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}
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struct ClosePositionParams {
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address baseToken;
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uint160 sqrtPriceLimitX96;
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uint256 oppositeAmountBound;
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uint256 deadline;
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bytes32 referralCode;
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}
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function openPosition(OpenPositionParams memory params)
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external
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returns (uint256 deltaBase, uint256 deltaQuote);
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function closePosition(ClosePositionParams calldata params)
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external
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returns (uint256 deltaBase, uint256 deltaQuote);
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function getAccountValue(address trader) external view returns (int256);
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function getPositionSize(address trader, address baseToken) external view returns (int256);
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function getPositionValue(address trader, address baseToken) external view returns (int256);
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function getOpenNotional(address trader, address baseToken) external view returns (int256);
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function getOwedRealizedPnl(address trader) external view returns (int256);
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function getTotalInitialMarginRequirement(address trader) external view returns (uint256);
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function getNetQuoteBalance(address trader) external view returns (int256);
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function getTotalUnrealizedPnl(address trader) external view returns (int256);
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}

‎contracts/interfaces/external/perp-v2/IExchange.sol‎

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/*
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Copyright 2021 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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interface IExchange {
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struct FundingGrowth {
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int256 twPremiumX96;
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int256 twPremiumDivBySqrtPriceX96;
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}
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struct SwapParams {
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address trader;
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address baseToken;
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bool isBaseToQuote;
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bool isExactInput;
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uint256 amount;
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uint160 sqrtPriceLimitX96;
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FundingGrowth fundingGrowthGlobal;
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}
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struct SwapResponse {
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uint256 deltaAvailableBase;
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uint256 deltaAvailableQuote;
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int256 exchangedPositionSize;
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int256 exchangedPositionNotional;
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uint256 fee;
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uint256 insuranceFundFee;
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int24 tick;
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int256 realizedPnl;
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int256 openNotional;
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}
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function getPool(address baseToken) external view returns (address);
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function getTick(address baseToken) external view returns (int24);
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function getSqrtMarkTwapX96(address baseToken, uint32 twapInterval) external view returns (uint160);
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function getMaxTickCrossedWithinBlock(address baseToken) external view returns (uint24);
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function getAllPendingFundingPayment(address trader) external view returns (int256);
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function getPendingFundingPayment(address trader, address baseToken) external view returns (int256);
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}

‎contracts/interfaces/external/perp-v2/IMarketRegistry.sol‎

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/*
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Copyright 2021 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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interface IMarketRegistry {
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//
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// STRUCT
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//
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struct MarketInfo {
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address pool;
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uint24 exchangeFeeRatio;
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uint24 uniswapFeeRatio;
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uint24 insuranceFundFeeRatio;
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}
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//
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// EVENT
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//
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event PoolAdded(address indexed baseToken, uint24 indexed feeRatio, address indexed pool);
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event FeeRatioChanged(address baseToken, uint24 feeRatio);
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event InsuranceFundFeeRatioChanged(uint24 feeRatio);
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event MaxOrdersPerMarketChanged(uint8 maxOrdersPerMarket);
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//
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// FUNCTION
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//
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function addPool(address baseToken, uint24 feeRatio) external returns (address);
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function setFeeRatio(address baseToken, uint24 feeRatio) external;
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function setInsuranceFundFeeRatio(address baseToken, uint24 insuranceFundFeeRatioArg) external;
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function setMaxOrdersPerMarket(uint8 maxOrdersPerMarketArg) external;
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//
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// EXTERNAL VIEW
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//
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function getPool(address baseToken) external view returns (address);
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function getFeeRatio(address baseToken) external view returns (uint24);
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function getInsuranceFundFeeRatio(address baseToken) external view returns (uint24);
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function getMarketInfo(address baseToken) external view returns (MarketInfo memory);
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function getQuoteToken() external view returns (address);
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function getUniswapV3Factory() external view returns (address);
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function getMaxOrdersPerMarket() external view returns (uint8);
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function hasPool(address baseToken) external view returns (bool);
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}

‎contracts/interfaces/external/perp-v2/IQuoter.sol‎

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/*
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Copyright 2021 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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pragma experimental ABIEncoderV2;
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interface IQuoter {
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struct SwapParams {
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address baseToken;
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bool isBaseToQuote;
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bool isExactInput;
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uint256 amount;
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uint160 sqrtPriceLimitX96; // price slippage protection
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}
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struct SwapResponse {
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uint256 deltaAvailableBase;
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uint256 deltaAvailableQuote;
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int256 exchangedPositionSize;
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int256 exchangedPositionNotional;
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uint160 sqrtPriceX96;
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}
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function swap(SwapParams memory params) external returns (SwapResponse memory response);
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}

‎contracts/interfaces/external/perp-v2/IVault.sol‎

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/*
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Copyright 2021 Set Labs Inc.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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SPDX-License-Identifier: Apache License, Version 2.0
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*/
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pragma solidity 0.6.10;
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interface IVault {
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function getBalance(address account) external view returns (int256);
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function decimals() external view returns (uint8);
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function getFreeCollateral(address trader) external view returns (uint256);
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function getFreeCollateralByRatio(address trader, uint24 ratio) external view returns (int256);
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function getLiquidateMarginRequirement(address trader) external view returns (int256);
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function getSettlementToken() external view returns (address);
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function getAccountBalance() external view returns (address);
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function getClearingHouse() external view returns (address);
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function getExchange() external view returns (address);
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}

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