af_iperps/lib.rs
1#![cfg_attr(all(doc, not(doctest)), feature(doc_cfg))]
2
3//! Move types for Aftermath's `Perpetuals` package
4
5use af_move_type::otw::Otw;
6use af_sui_pkg_sdk::sui_pkg_sdk;
7use af_sui_types::{Address, IdentStr, SUI_FRAMEWORK_ADDRESS};
8use af_utilities::types::ifixed::IFixed;
9use sui_framework_sdk::balance::Balance;
10use sui_framework_sdk::dynamic_object_field::Wrapper;
11use sui_framework_sdk::object::{ID, UID};
12use sui_framework_sdk::sui::SUI;
13use sui_framework_sdk::{Field, FieldTypeTag};
14
15pub mod errors;
16pub mod event_ext;
17pub mod event_instance;
18#[cfg(feature = "graphql")]
19pub mod graphql;
20pub mod math;
21pub mod order_helpers;
22pub mod order_id;
23#[cfg(feature = "stop-orders")]
24pub mod stop_order_helpers;
25
26pub use self::market::{MarketParams, MarketState};
27pub use self::orderbook::Order;
28pub use self::position::Position;
29use crate::authority::{ADMIN, ASSISTANT};
30
31/// Package IDs of the perpetuals contract versions published on testnet, in order of its versions.
32pub const TESTNET_PACKAGE_VERSIONS: &[Address] = &[Address::from_static(
33 "0x1fc71972750d0d81567183a8500befef94d7699aac76edffcca253fe541367fd",
34)];
35
36// Convenient aliases since these types will never exist onchain with a type argument other than an
37// OTW.
38pub type AdminCapability = self::authority::Capability<ADMIN>;
39pub type AssistantCapability = self::authority::Capability<ASSISTANT>;
40pub type AccountCap = self::account::AccountCap<Otw>;
41pub type AccountCapTypeTag = self::account::AccountCapTypeTag<Otw>;
42pub type Account = self::account::Account<Otw>;
43pub type AccountTypeTag = self::account::AccountTypeTag<Otw>;
44pub type StopOrderTicket = self::stop_orders::StopOrderTicket<Otw>;
45pub type StopOrderTicketTypetag = self::stop_orders::StopOrderTicketTypeTag<Otw>;
46pub type ClearingHouse = self::clearing_house::ClearingHouse<Otw>;
47pub type ClearingHouseTypeTag = self::clearing_house::ClearingHouseTypeTag<Otw>;
48pub type Vault = self::clearing_house::Vault<Otw>;
49pub type VaultTypeTag = self::clearing_house::VaultTypeTag<Otw>;
50pub type MarketInfo = self::registry::MarketInfo<Otw>;
51pub type CollateralInfo = self::registry::CollateralInfo<Otw>;
52
53/// Dynamic field storing a [`Vault`].
54pub type VaultDf = Field<keys::MarketVault, Vault>;
55/// Dynamic field storing a [`Position`].
56pub type PositionDf = Field<keys::Position, Position>;
57/// Dynamic field storing a leaf in a [`Map`] of [`Order`]s.
58///
59/// [`Map`]: self::ordered_map::Map
60pub type OrderLeafDf = Field<u64, ordered_map::Leaf<Order>>;
61/// Dynamic object field wrapper for the [`Orderbook`](orderbook::Orderbook) ID.
62pub type OrderbookDofWrapper = Field<Wrapper<keys::Orderbook>, ID>;
63/// Dynamic object field wrapper for the asks [`Map`](ordered_map::Map) ID.
64pub type AsksMapDofWrapper = Field<Wrapper<keys::AsksMap>, ID>;
65/// Dynamic object field wrapper for the bids [`Map`](ordered_map::Map) ID.
66pub type BidsMapDofWrapper = Field<Wrapper<keys::BidsMap>, ID>;
67/// Dynamic field storing a [`MarketInfo`].
68pub type MarketInfoDf = Field<keys::RegistryMarketInfo, MarketInfo>;
69/// Dynamic field storing a [`CollateralInfo`].
70pub type CollateralInfoDf = Field<keys::RegistryCollateralInfo<Otw>, CollateralInfo>;
71
72sui_pkg_sdk!(perpetuals {
73 module account {
74 /// The AccountCap is used to check ownership of `Account` with the same `account_id`.
75 struct AccountCap<!phantom T> has key, store {
76 id: UID,
77 // Account object id
78 account_obj_id: ID,
79 /// Numerical value associated to the account
80 account_id: u64,
81 }
82
83 /// The Account object saves the collateral available to be used in clearing houses.
84 struct Account<!phantom T> has key, store {
85 id: UID,
86 /// Numerical value associated to the account
87 account_id: u64,
88 /// Balance available to be allocated to markets.
89 collateral: Balance<T>,
90 }
91
92 struct IntegratorConfig has store {
93 /// Max **additional** taker fee the user is willing
94 /// to pay for integrator-submitted orders.
95 max_taker_fee: IFixed
96 }
97 }
98
99 module authority {
100 /// Capability object required to perform admin functions.
101 ///
102 /// Minted once when the module is published and transfered to its creator.
103 struct Capability<!phantom Role> has key, store {
104 id: UID
105 }
106
107 /// Admin Role
108 struct ADMIN();
109
110 /// Assistant Role
111 struct ASSISTANT();
112 }
113
114 module clearing_house {
115 /// The central object that owns the market state.
116 ///
117 /// Dynamic fields:
118 /// - [`position::Position`]
119 /// - [`Vault`]
120 ///
121 /// Dynamic objects:
122 /// - [`orderbook::Orderbook`]
123 struct ClearingHouse<!phantom T> has key {
124 id: UID,
125 version: u64,
126 paused: bool,
127 market_params: market::MarketParams,
128 market_state: market::MarketState
129 }
130
131 /// Stores all deposits from traders for collateral T.
132 /// Stores the funds reserved for covering bad debt from untimely
133 /// liquidations.
134 ///
135 /// The Clearing House keeps track of who owns each share of the vault.
136 struct Vault<!phantom T> has store {
137 collateral_balance: Balance<T>,
138 insurance_fund_balance: Balance<T>,
139 }
140
141 /// Stores the proposed parameters for updating margin ratios
142 struct MarginRatioProposal has store {
143 /// Target timestamp at which to apply the proposed updates
144 maturity: u64,
145 /// Proposed IMR
146 margin_ratio_initial: IFixed,
147 /// Proposed MMR
148 margin_ratio_maintenance: IFixed,
149 }
150
151 /// Stores the proposed parameters for a position's custom fees
152 struct PositionFeesProposal has store {
153 /// Proposed IMR
154 maker_fee: IFixed,
155 /// Proposed MMR
156 taker_fee: IFixed,
157 }
158
159 /// Structure that stores the amount of fees collected by an integrator
160 struct IntegratorVault has store {
161 /// Amount of fees collected by this integrator, in collateral units
162 fees: IFixed,
163 }
164
165 struct IntegratorInfo has copy, drop {
166 integrator_address: address,
167 taker_fee: IFixed,
168 }
169
170 /// Stores the proposed parameters for a position's custom fees
171 struct SettlementPrices has store {
172 /// Base asset's settlement price
173 base_price: IFixed,
174 /// Collateral asset's settlement price
175 collateral_price: IFixed,
176 }
177 /// Used by clearing house to check margin when placing an order
178 struct SessionHotPotato<!phantom T> {
179 clearing_house: ClearingHouse<T>,
180 orderbook: orderbook::Orderbook,
181 account_id: u64,
182 timestamp_ms: u64,
183 collateral_price: IFixed,
184 index_price: IFixed,
185 gas_price: u64,
186 margin_before: IFixed,
187 min_margin_before: IFixed,
188 position_base_before: IFixed,
189 total_open_interest: IFixed,
190 total_fees: IFixed,
191 maker_events: vector<events::FilledMakerOrder>,
192 liqee_account_id: Option<u64>,
193 liquidator_fees: IFixed,
194 session_summary: SessionSummary
195 }
196
197 struct SessionSummary has drop {
198 base_filled_ask: IFixed,
199 base_filled_bid: IFixed,
200 quote_filled_ask: IFixed,
201 quote_filled_bid: IFixed,
202 base_posted_ask: IFixed,
203 base_posted_bid: IFixed,
204 posted_orders: u64,
205 base_liquidated: IFixed,
206 quote_liquidated: IFixed,
207 is_liqee_long: bool,
208 bad_debt: IFixed
209 }
210 }
211
212 module stop_orders {
213 /// Object that allows to place one order on behalf of the user, used to
214 /// offer stop limit or market orders. A stop order is an order that is placed
215 /// only if the index price respects certain conditions, like being above or
216 /// below a certain price.
217 ///
218 /// Only the `AccountCap` owner can mint this object and can decide who can be
219 /// the executor of the ticket. This allows users to run their
220 /// own stop orders bots eventually, but it's mainly used to allow 3rd parties
221 /// to offer such a service (the user is required to trust such 3rd party).
222 /// The object is shared and the 3rd party is set as `executors`. The ticket
223 /// can be destroyed in any moment only by the user or by the executor.
224 /// The user needs to trust the 3rd party for liveness of the service offered.
225 ///
226 /// The order details are encrypted offchain and the result is stored in the ticket.
227 /// The user needs to share such details with the 3rd party only to allow for execution.
228 ///
229 /// The ticket can be either a shared, owned or party object.
230 /// The permission to execute or cancel it is controlled exclusively through `executors`,
231 /// which can be modified only by the `AccountCap` owner associated with the ticket
232 /// using the function `edit_stop_order_ticket_executors`.
233 struct StopOrderTicket<!phantom T> has key, store {
234 id: UID,
235 /// Addresses allowed to execute the order on behalf of the user.
236 executors: vector<address>,
237 /// The executor collects the gas in case the order is placed or canceled for any reason.
238 /// The user gets back the gas in case he manually cancels the order.
239 gas: Balance<SUI>,
240 /// User account id
241 account_id: u64,
242 /// Value to indentify the stop order type. Available values can be found in the
243 /// constants module.
244 stop_order_type: u64,
245 /// Vector containing the blake2b hash obtained from offchain on the stop order parameters.
246 /// Depending on the stop order type value, a different set of parameters is expected to be used.
247 ///
248 /// Parameters encoded for a SLTP stop order (stop_order_type code 0):
249 /// - clearing_house_id: ID
250 /// - expire_timestamp: Option<u64>
251 /// - is_limit_order: `true` if limit order, `false` if market order
252 /// - stop_index_price: u256
253 /// - is_stop_loss: `true` if stop loss order, `false` if take profit order
254 /// - position_is_ask: `true` if position is short, `false` if position is long
255 /// - size: u64
256 /// - price: u64 (can be set at random value if `is_limit_order` is false)
257 /// - order_type: u64 (can be set at random value if `is_limit_order` is false)
258 /// - salt: vector<u8>
259 ///
260 /// Parameters encoded for a Standalone stop order (stop_order_type code 1):
261 /// - clearing_house_id: ID
262 /// - expire_timestamp: Option<u64>
263 /// - is_limit_order: `true` if limit order, `false` if market order
264 /// - stop_index_price: u256
265 /// - ge_stop_index_price: `true` means the order can be placed when
266 /// oracle index price is >= than chosen `stop_index_price`
267 /// - side: bool
268 /// - size: u64
269 /// - price: u64 (can be set at random value if `is_limit_order` is false)
270 /// - order_type: u64 (can be set at random value if `is_limit_order` is false)
271 /// - reduce_only: bool
272 /// - salt: vector<u8>
273 encrypted_details: vector<u8>
274 }
275 }
276
277 module events {
278 struct CreatedAccount<!phantom T> has copy, drop {
279 account_obj_id: ID,
280 user: address,
281 account_id: u64
282 }
283
284 struct DepositedCollateral<!phantom T> has copy, drop {
285 account_id: u64,
286 collateral: u64,
287 }
288
289 struct AllocatedCollateral has copy, drop {
290 ch_id: ID,
291 account_id: u64,
292 collateral: u64,
293 }
294
295 struct WithdrewCollateral<!phantom T> has copy, drop {
296 account_id: u64,
297 collateral: u64,
298 }
299
300 struct DeallocatedCollateral has copy, drop {
301 ch_id: ID,
302 account_id: u64,
303 collateral: u64,
304 }
305
306 struct CreatedOrderbook has copy, drop {
307 branch_min: u64,
308 branches_merge_max: u64,
309 branch_max: u64,
310 leaf_min: u64,
311 leaves_merge_max: u64,
312 leaf_max: u64
313 }
314
315 struct CreatedClearingHouse has copy, drop {
316 ch_id: ID,
317 collateral: String,
318 coin_decimals: u64,
319 margin_ratio_initial: IFixed,
320 margin_ratio_maintenance: IFixed,
321 base_oracle_id: ID,
322 collateral_oracle_id: ID,
323 funding_frequency_ms: u64,
324 funding_period_ms: u64,
325 premium_twap_frequency_ms: u64,
326 premium_twap_period_ms: u64,
327 spread_twap_frequency_ms: u64,
328 spread_twap_period_ms: u64,
329 maker_fee: IFixed,
330 taker_fee: IFixed,
331 liquidation_fee: IFixed,
332 force_cancel_fee: IFixed,
333 insurance_fund_fee: IFixed,
334 lot_size: u64,
335 tick_size: u64,
336 }
337
338 struct RegisteredMarketInfo<!phantom T> has copy, drop {
339 ch_id: ID,
340 base_pfs_id: ID,
341 base_pfs_source_id: ID,
342 collateral_pfs_id: ID,
343 collateral_pfs_source_id: ID,
344 scaling_factor: IFixed
345 }
346
347 struct RemovedRegisteredMarketInfo<!phantom T> has copy, drop {
348 ch_id: ID,
349 }
350
351 struct RegisteredCollateralInfo<!phantom T> has copy, drop {
352 ch_id: ID,
353 collateral_pfs_id: ID,
354 collateral_pfs_source_id: ID,
355 scaling_factor: IFixed
356 }
357
358 struct AddedIntegratorConfig<!phantom T> has copy, drop {
359 account_id: u64,
360 integrator_address: address,
361 max_taker_fee: IFixed
362 }
363
364 struct RemovedIntegratorConfig<!phantom T> has copy, drop {
365 account_id: u64,
366 integrator_address: address,
367 }
368
369 struct PaidIntegratorFees<!phantom T> has copy, drop {
370 account_id: u64,
371 integrator_address: address,
372 fees: IFixed
373 }
374
375 struct CreatedIntegratorVault has copy, drop {
376 ch_id: ID,
377 integrator_address: address,
378 }
379
380 struct WithdrewFromIntegratorVault has copy, drop {
381 ch_id: ID,
382 integrator_address: address,
383 fees: u64
384 }
385
386 struct UpdatedClearingHouseVersion has copy, drop {
387 ch_id: ID,
388 version: u64
389 }
390
391 struct PausedMarket has copy, drop {
392 ch_id: ID,
393 }
394
395 struct ResumedMarket has copy, drop {
396 ch_id: ID,
397 }
398
399 struct ClosedMarket has copy, drop {
400 ch_id: ID,
401 base_settlement_price: IFixed,
402 collateral_settlement_price: IFixed
403 }
404
405 struct ClosedPositionAtSettlementPrices has copy, drop {
406 ch_id: ID,
407 account_id: u64,
408 pnl: IFixed,
409 base_asset_amount: IFixed,
410 quote_asset_amount: IFixed,
411 deallocated_collateral: u64,
412 bad_debt: IFixed
413 }
414
415 struct UpdatedPremiumTwap has copy, drop {
416 ch_id: ID,
417 book_price: IFixed,
418 index_price: IFixed,
419 premium_twap: IFixed,
420 premium_twap_last_upd_ms: u64,
421 }
422
423 struct UpdatedSpreadTwap has copy, drop {
424 ch_id: ID,
425 book_price: IFixed,
426 index_price: IFixed,
427 spread_twap: IFixed,
428 spread_twap_last_upd_ms: u64,
429 }
430
431 struct UpdatedGasPriceTwap has copy, drop {
432 ch_id: ID,
433 gas_price: IFixed,
434 mean: IFixed,
435 variance: IFixed,
436 gas_price_last_upd_ms: u64
437 }
438
439 struct UpdatedGasPriceTwapParameters has copy, drop {
440 ch_id: ID,
441 gas_price_twap_period_ms: u64,
442 gas_price_taker_fee: IFixed,
443 z_score_threshold: IFixed
444 }
445
446 struct UpdatedMarketLotAndTick has copy, drop {
447 ch_id: ID,
448 lot_size: u64,
449 tick_size: u64
450 }
451
452 struct UpdatedFunding has copy, drop {
453 ch_id: ID,
454 cum_funding_rate_long: IFixed,
455 cum_funding_rate_short: IFixed,
456 funding_last_upd_ms: u64,
457 }
458
459 struct SettledFunding has copy, drop {
460 ch_id: ID,
461 account_id: u64,
462 collateral_change_usd: IFixed,
463 collateral_after: IFixed,
464 mkt_funding_rate_long: IFixed,
465 mkt_funding_rate_short: IFixed
466 }
467
468 struct FilledMakerOrders has copy, drop {
469 events: vector<FilledMakerOrder>
470 }
471
472 struct FilledMakerOrder has copy, drop {
473 ch_id: ID,
474 maker_account_id: u64,
475 taker_account_id: u64,
476 order_id: u128,
477 filled_size: u64,
478 remaining_size: u64,
479 canceled_size: u64,
480 pnl: IFixed,
481 fees: IFixed,
482 }
483
484 struct FilledTakerOrder has copy, drop {
485 ch_id: ID,
486 taker_account_id: u64,
487 taker_pnl: IFixed,
488 taker_fees: IFixed,
489 integrator_taker_fees: IFixed,
490 integrator_address: Option<address>,
491 base_asset_delta_ask: IFixed,
492 quote_asset_delta_ask: IFixed,
493 base_asset_delta_bid: IFixed,
494 quote_asset_delta_bid: IFixed,
495 }
496
497 struct PostedOrder has copy, drop {
498 ch_id: ID,
499 account_id: u64,
500 order_id: u128,
501 order_size: u64,
502 reduce_only: bool,
503 expiration_timestamp_ms: Option<u64>
504 }
505
506 struct CanceledOrder has copy, drop {
507 ch_id: ID,
508 account_id: u64,
509 size: u64,
510 order_id: u128,
511 }
512
513 struct LiquidatedPosition has copy, drop {
514 ch_id: ID,
515 liqee_account_id: u64,
516 liqor_account_id: u64,
517 is_liqee_long: bool,
518 base_liquidated: IFixed,
519 quote_liquidated: IFixed,
520 liqee_pnl: IFixed,
521 liquidation_fees: IFixed,
522 force_cancel_fees: IFixed,
523 insurance_fund_fees: IFixed,
524 bad_debt: IFixed
525 }
526
527 struct PerformedLiquidation has copy, drop {
528 ch_id: ID,
529 liqee_account_id: u64,
530 liqor_account_id: u64,
531 is_liqee_long: bool,
532 base_liquidated: IFixed,
533 quote_liquidated: IFixed,
534 liqor_pnl: IFixed,
535 liqor_fees: IFixed,
536 }
537
538 struct SocializedBadDebt has copy, drop {
539 ch_id: ID,
540 bad_debt_usd: IFixed,
541 socialized_fundings: IFixed,
542 added_to_long: bool,
543 cum_funding_rate_long: IFixed,
544 cum_funding_rate_short: IFixed,
545 }
546
547 struct PerformedADL has copy, drop {
548 ch_id: ID,
549 bad_debt_account_id: u64,
550 size_reduced: u64,
551 adl_price: u64,
552 counterparty_account_id: u64,
553 bad_debt_is_long: bool,
554 }
555
556 struct CreatedPosition has copy, drop {
557 ch_id: ID,
558 account_id: u64,
559 mkt_funding_rate_long: IFixed,
560 mkt_funding_rate_short: IFixed,
561 }
562
563 struct SetPositionInitialMarginRatio has copy, drop {
564 ch_id: ID,
565 account_id: u64,
566 initial_margin_ratio: IFixed,
567 }
568
569 struct CreatedStopOrderTicket<!phantom T> has copy, drop {
570 ticket_id: ID,
571 account_id: u64,
572 executors: vector<address>,
573 gas: u64,
574 stop_order_type: u64,
575 encrypted_details: vector<u8>
576 }
577
578 struct ExecutedStopOrderTicket<!phantom T> has copy, drop {
579 ticket_id: ID,
580 account_id: u64,
581 executor: address
582 }
583
584 struct DeletedStopOrderTicket<!phantom T> has copy, drop {
585 ticket_id: ID,
586 account_id: u64,
587 executor: address
588 }
589
590 struct EditedStopOrderTicketDetails<!phantom T> has copy, drop {
591 ticket_id: ID,
592 account_id: u64,
593 encrypted_details: vector<u8>
594 }
595
596 struct EditedStopOrderTicketExecutors<!phantom T> has copy, drop {
597 ticket_id: ID,
598 account_id: u64,
599 executors: vector<address>
600 }
601
602 struct CreatedMarginRatiosProposal has copy, drop {
603 ch_id: ID,
604 margin_ratio_initial: IFixed,
605 margin_ratio_maintenance: IFixed,
606 }
607
608 struct UpdatedMarginRatios has copy, drop {
609 ch_id: ID,
610 margin_ratio_initial: IFixed,
611 margin_ratio_maintenance: IFixed,
612 }
613
614 struct DeletedMarginRatiosProposal has copy, drop {
615 ch_id: ID,
616 margin_ratio_initial: IFixed,
617 margin_ratio_maintenance: IFixed,
618 }
619
620 struct CreatedPositionFeesProposal has copy, drop {
621 ch_id: ID,
622 account_id: u64,
623 maker_fee: IFixed,
624 taker_fee: IFixed,
625 }
626
627 struct DeletedPositionFeesProposal has copy, drop {
628 ch_id: ID,
629 account_id: u64,
630 maker_fee: IFixed,
631 taker_fee: IFixed,
632 }
633
634 struct AcceptedPositionFeesProposal has copy, drop {
635 ch_id: ID,
636 account_id: u64,
637 maker_fee: IFixed,
638 taker_fee: IFixed,
639 }
640
641 struct RejectedPositionFeesProposal has copy, drop {
642 ch_id: ID,
643 account_id: u64,
644 maker_fee: IFixed,
645 taker_fee: IFixed,
646 }
647
648 struct ResettedPositionFees has copy, drop {
649 ch_id: ID,
650 account_id: u64,
651 }
652
653 struct UpdatedFees has copy, drop {
654 ch_id: ID,
655 maker_fee: IFixed,
656 taker_fee: IFixed,
657 liquidation_fee: IFixed,
658 force_cancel_fee: IFixed,
659 insurance_fund_fee: IFixed,
660 }
661
662 struct UpdatedFundingParameters has copy, drop {
663 ch_id: ID,
664 funding_frequency_ms: u64,
665 funding_period_ms: u64,
666 premium_twap_frequency_ms: u64,
667 premium_twap_period_ms: u64,
668 }
669
670 struct UpdatedSpreadTwapParameters has copy, drop {
671 ch_id: ID,
672 spread_twap_frequency_ms: u64,
673 spread_twap_period_ms: u64
674 }
675
676 struct UpdatedMinOrderUsdValue has copy, drop {
677 ch_id: ID,
678 min_order_usd_value: IFixed,
679 }
680
681 struct UpdatedBasePfsID has copy, drop {
682 ch_id: ID,
683 pfs_id: ID,
684 }
685
686 struct UpdatedCollateralPfsID has copy, drop {
687 ch_id: ID,
688 pfs_id: ID,
689 }
690
691 struct UpdatedBasePfsSourceID has copy, drop {
692 ch_id: ID,
693 source_id: ID,
694 }
695
696 struct UpdatedCollateralPfsSourceID has copy, drop {
697 ch_id: ID,
698 source_id: ID,
699 }
700
701 struct UpdatedBasePfsTolerance has copy, drop {
702 ch_id: ID,
703 pfs_tolerance: u64,
704 }
705
706 struct UpdatedCollateralPfsTolerance has copy, drop {
707 ch_id: ID,
708 pfs_tolerance: u64,
709 }
710
711 struct UpdatedMaxSocializeLossesMrDecrease has copy, drop {
712 ch_id: ID,
713 max_socialize_losses_mr_decrease: IFixed,
714 }
715 struct UpdatedMaxBadDebt has copy, drop {
716 ch_id: ID,
717 max_bad_debt: IFixed,
718 }
719
720 struct UpdatedCollateralHaircut has copy, drop {
721 ch_id: ID,
722 collateral_haircut: IFixed,
723 }
724
725 struct UpdatedMaxOpenInterest has copy, drop {
726 ch_id: ID,
727 max_open_interest: IFixed,
728 }
729
730 struct UpdatedMaxOpenInterestPositionParams has copy, drop {
731 ch_id: ID,
732 max_open_interest_threshold: IFixed,
733 max_open_interest_position_percent: IFixed,
734 }
735
736 struct UpdatedMaxPendingOrders has copy, drop {
737 ch_id: ID,
738 max_pending_orders: u64
739 }
740
741 struct UpdatedStopOrderMistCost has copy, drop {
742 stop_order_mist_cost: u64
743 }
744
745 struct DonatedToInsuranceFund has copy, drop {
746 sender: address,
747 ch_id: ID,
748 new_balance: u64,
749 }
750
751 struct WithdrewFees has copy, drop {
752 sender: address,
753 ch_id: ID,
754 amount: u64,
755 vault_balance_after: u64,
756 }
757
758 struct WithdrewInsuranceFund has copy, drop {
759 sender: address,
760 ch_id: ID,
761 amount: u64,
762 insurance_fund_balance_after: u64,
763 }
764
765 struct UpdatedOpenInterestAndFeesAccrued has copy, drop {
766 ch_id: ID,
767 open_interest: IFixed,
768 fees_accrued: IFixed
769 }
770 }
771
772 module keys {
773 /// Key type for accessing a `MarketInfo` saved in registry.
774 struct RegistryMarketInfo has copy, drop, store {
775 ch_id: ID
776 }
777
778 /// Key type for accessing a `CollateralInfo` saved in registry.
779 struct RegistryCollateralInfo<!phantom T> has copy, drop, store {}
780
781 /// Key type for accessing a `Config` saved in registry.
782 struct RegistryConfig has copy, drop, store {}
783
784 /// Key type for accessing integrator configs for an account.
785 struct IntegratorConfig has copy, drop, store {
786 integrator_address: address,
787 }
788
789 /// Key type for accessing integrator's collected fees.
790 struct IntegratorVault has copy, drop, store {
791 integrator_address: address,
792 }
793
794 /// Key type for accessing in clearing house.
795 struct SettlementPrices has copy, drop, store {}
796
797 /// Key type for accessing market params in clearing house.
798 struct Orderbook has copy, drop, store {}
799
800 /// Key type for accessing vault in clearing house.
801 struct MarketVault has copy, drop, store {}
802
803 /// Key type for accessing trader position in clearing house.
804 struct Position has copy, drop, store {
805 account_id: u64,
806 }
807
808 /// Key type for accessing market margin parameters change proposal in clearing house.
809 struct MarginRatioProposal has copy, drop, store {}
810
811 /// Key type for accessing custom fees parameters change proposal for an account
812 struct PositionFeesProposal has copy, drop, store {
813 account_id: u64
814 }
815
816 /// Key type for accessing asks map in the orderbook
817 struct AsksMap has copy, drop, store {}
818
819 /// Key type for accessing asks map in the orderbook
820 struct BidsMap has copy, drop, store {}
821 }
822
823 module market {
824 /// Static attributes of a perpetuals market.
825 struct MarketParams has copy, drop, store {
826 /// Set of parameters governing market's core behaviors
827 core_params: CoreParams,
828 /// Set of parameters related to market's fees
829 fees_params: FeesParams,
830 /// Set of parameters governing fundings and twap updates
831 twap_params: TwapParams,
832 /// Set of parameters defining market's limits
833 limits_params: LimitsParams
834 }
835
836 struct CoreParams has copy, drop, store {
837 /// Identifier of the base asset's price feed storage.
838 base_pfs_id: ID,
839 /// Identifier of the collateral asset's price feed storage.
840 collateral_pfs_id: ID,
841 /// Identifier of the base asset's price feed storage source id (pyth, stork, etc...).
842 base_pfs_source_id: ID,
843 /// Identifier of the collateral asset's price feed storage source id (pyth, stork, etc...).
844 collateral_pfs_source_id: ID,
845 /// Timestamp tolerance for base oracle price
846 base_pfs_tolerance: u64,
847 /// Timestamp tolerance for collateral oracle price
848 collateral_pfs_tolerance: u64,
849 /// Number of base units exchanged per lot
850 lot_size: u64,
851 /// Number of quote units exchanged per tick
852 tick_size: u64,
853 /// Scaling factor to use to convert collateral units to ifixed values and viceversa
854 scaling_factor: IFixed,
855 /// Value haircut applied to collateral allocated in the position.
856 /// Example: 98%
857 collateral_haircut: IFixed,
858 /// Minimum margin ratio for opening a new position.
859 margin_ratio_initial: IFixed,
860 /// Margin ratio below which full liquidations can occur.
861 margin_ratio_maintenance: IFixed,
862 }
863
864 struct FeesParams has copy, drop, store {
865 /// Proportion of volume charged as fees from makers upon processing
866 /// fill events.
867 maker_fee: IFixed,
868 /// Proportion of volume charged as fees from takers after processing
869 /// fill events.
870 taker_fee: IFixed,
871 /// Proportion of volume charged as fees from liquidatees
872 liquidation_fee: IFixed,
873 /// Proportion of volume charged as fees from liquidatees after forced cancelling
874 /// of pending orders during liquidation.
875 force_cancel_fee: IFixed,
876 /// Proportion of volume charged as fees from liquidatees to deposit into insurance fund
877 insurance_fund_fee: IFixed,
878 /// Additional taker fee to apply in case the gas price set for the transaction violates
879 /// the z-score constraint
880 gas_price_taker_fee: IFixed,
881 }
882
883 struct TwapParams has copy, drop, store {
884 /// The time span between each funding rate update.
885 funding_frequency_ms: u64,
886 /// Period of time over which funding (the difference between book and
887 /// index prices) gets paid.
888 ///
889 /// Setting the funding period too long may cause the perpetual to start
890 /// trading at a very dislocated price to the index because there's less
891 /// of an incentive for basis arbitrageurs to push the prices back in
892 /// line since they would have to carry the basis risk for a longer
893 /// period of time.
894 ///
895 /// Setting the funding period too short may cause nobody to trade the
896 /// perpetual because there's too punitive of a price to pay in the case
897 /// the funding rate flips sign.
898 funding_period_ms: u64,
899 /// The time span between each funding TWAP (both index price and orderbook price) update.
900 premium_twap_frequency_ms: u64,
901 /// The reference time span used for weighting the TWAP (both index price and orderbook price)
902 /// updates for funding rates estimation
903 premium_twap_period_ms: u64,
904 /// The time span between each spread TWAP updates (used for liquidations).
905 spread_twap_frequency_ms: u64,
906 /// The reference time span used for weighting the TWAP updates for spread.
907 spread_twap_period_ms: u64,
908 /// The reference time span used for weighting the TWAP updates for gas price.
909 gas_price_twap_period_ms: u64,
910 }
911
912 struct LimitsParams has copy, drop, store {
913 /// Minimum USD value an order is required to be worth to be placed
914 min_order_usd_value: IFixed,
915 /// Maximum number of pending orders that a position can have.
916 max_pending_orders: u64,
917 /// Max open interest (in base tokens) available for this market
918 max_open_interest: IFixed,
919 /// The check on `max_open_interest_position_percent` is not performed if
920 /// the market's open interest is below this threshold.
921 max_open_interest_threshold: IFixed,
922 /// Max open interest percentage a position can have relative to total market's open interest
923 max_open_interest_position_percent: IFixed,
924 /// Max amount of bad debt that can be socialized in nominal value.
925 /// Positions that violate this check should be ADL'd.
926 max_bad_debt: IFixed,
927 /// Max amount of bad debt that can be socialized relative to total market's open interest.
928 /// Positions that violate this check should be ADL'd.
929 max_socialize_losses_mr_decrease: IFixed,
930 /// Z-Score threshold level used to determine if to apply `gas_price_taker_fee` to the
931 /// executed order
932 z_score_threshold: IFixed,
933 }
934 /// The state of a perpetuals market.
935 struct MarketState has store {
936 /// The latest cumulative funding premium in this market for longs. Must be updated
937 /// periodically.
938 cum_funding_rate_long: IFixed,
939 /// The latest cumulative funding premium in this market for shorts. Must be updated
940 /// periodically.
941 cum_funding_rate_short: IFixed,
942 /// The timestamp (millisec) of the latest cumulative funding premium update
943 /// (both longs and shorts).
944 funding_last_upd_ms: u64,
945 /// The last calculated funding premium TWAP (used for funding settlement).
946 premium_twap: IFixed,
947 /// The timestamp (millisec) of the last update of `premium_twap`.
948 premium_twap_last_upd_ms: u64,
949 /// The last calculated spread TWAP (used for liquidations).
950 /// Spread is (book - index).
951 spread_twap: IFixed,
952 /// The timestamp (millisec) of `spread_twap` last update.
953 spread_twap_last_upd_ms: u64,
954 /// Gas price TWAP mean.
955 /// It is used to calculate the penalty to add to taker fees based on the Z-score of the current gas price
956 /// relative to the smoothed mean and variance.
957 gas_price_mean: IFixed,
958 /// Gas price TWAP variance.
959 /// It is used to calculate the penalty to add to taker fees based on the Z-score of the current gas price
960 /// relative to the smoothed mean and variance.
961 gas_price_variance: IFixed,
962 /// The timestamp (millisec) of the last update of `gas_price_mean` and `gas_price_variance`.
963 gas_price_last_upd_ms: u64,
964 /// Open interest (in base tokens) as a fixed-point number. Counts the
965 /// total size of contracts as the sum of all long positions.
966 open_interest: IFixed,
967 /// Total amount of fees accrued by this market (in T's units)
968 /// Only admin can withdraw these fees.
969 fees_accrued: IFixed,
970 }
971 }
972
973 module orderbook {
974 /// An order on the orderbook
975 struct Order has copy, drop, store {
976 /// User's account id
977 account_id: u64,
978 /// Amount of lots to be filled
979 size: u64,
980 /// Optional reduce-only requirement for this order.
981 reduce_only: bool,
982 /// Optional expiration time for the order
983 expiration_timestamp_ms: Option<u64>
984 }
985
986 /// The orderbook doesn't know the types of tokens traded, it assumes a correct
987 /// management by the clearing house
988 struct Orderbook has key, store {
989 id: UID,
990 /// Number of limit orders placed on book, monotonically increases
991 counter: u64,
992 }
993 }
994
995 module ordered_map {
996 /// Ordered map with `u128` type as a key and `V` type as a value.
997 struct Map<!phantom V: copy + drop + store> has key, store {
998 /// Object UID for adding dynamic fields that are used as pointers to nodes.
999 id: UID,
1000 /// Number of key-value pairs in the map.
1001 size: u64,
1002 /// Counter for creating another node as a dynamic field.
1003 counter: u64,
1004 /// Pointer to the root node, which is a branch or a leaf.
1005 root: u64,
1006 /// Pointer to first leaf.
1007 first: u64,
1008 /// Minimal number of kids in a non-root branch;
1009 /// must satisfy 2 <= branch_min <= branch_max / 2.
1010 branch_min: u64,
1011 /// Maximal number of kids in a branch, which is merge of two branches;
1012 /// must satisfy 2 * branch_min <= branches_merge_max <= branch_max.
1013 branches_merge_max: u64,
1014 /// Maximal number of kids in a branch.
1015 branch_max: u64,
1016 /// Minimal number of elements in a non-root leaf;
1017 /// must satisfy 2 <= leaf_min <= (leaf_max + 1) / 2.
1018 leaf_min: u64,
1019 /// Maximal number of elements in a leaf, which is merge of two leaves;
1020 /// must satisfy 2 * leaf_min - 1 <= leaves_merge_max <= leaf_max.
1021 leaves_merge_max: u64,
1022 /// Maximal number of elements in a leaf.
1023 leaf_max: u64,
1024 }
1025
1026 /// Branch node with kids and ordered separating keys.
1027 struct Branch has drop, store {
1028 /// Separating keys for kids sorted in ascending order.
1029 keys: vector<u128>,
1030 /// Kids of the node.
1031 kids: vector<u64>,
1032 }
1033
1034 /// Key-value pair.
1035 struct Pair<V: copy + drop + store> has copy, drop, store {
1036 key: u128,
1037 val: V,
1038 }
1039
1040 /// Leaf node with ordered key-value pairs.
1041 struct Leaf<V: copy + drop + store> has drop, store {
1042 /// Keys sorted in ascending order together with values.
1043 keys_vals: vector<Pair<V>>,
1044 /// Pointer to next leaf.
1045 next: u64,
1046 }
1047 }
1048
1049 module position {
1050 /// Stores information about an open position
1051 struct Position has store {
1052 /// Amount of allocated tokens (e.g., USD stables) backing this account's position.
1053 collateral: IFixed,
1054 /// The perpetual contract size, controlling the amount of exposure to
1055 /// the underlying asset. Positive implies long position and negative,
1056 /// short. Represented as a signed fixed-point number.
1057 base_asset_amount: IFixed,
1058 /// The entry value for this position, including leverage. Represented
1059 /// as a signed fixed-point number.
1060 quote_asset_notional_amount: IFixed,
1061 /// Last long cumulative funding rate used to update this position. The
1062 /// market's latest long cumulative funding rate minus this gives the funding
1063 /// rate this position must pay. This rate multiplied by this position's
1064 /// value (base asset amount * market price) gives the total funding
1065 /// owed, which is deducted from the trader account's margin. This debt
1066 /// is accounted for in margin ratio calculations, which may lead to
1067 /// liquidation. Represented as a signed fixed-point number.
1068 cum_funding_rate_long: IFixed,
1069 /// Last short cumulative funding rate used to update this position. The
1070 /// market's latest short cumulative funding rate minus this gives the funding
1071 /// rate this position must pay. This rate multiplied by this position's
1072 /// value (base asset amount * market price) gives the total funding
1073 /// owed, which is deducted from the trader account's margin. This debt
1074 /// is accounted for in margin ratio calculations, which may lead to
1075 /// liquidation. Represented as a signed fixed-point number.
1076 cum_funding_rate_short: IFixed,
1077 /// Base asset amount resting in ask orders in the orderbook.
1078 /// Represented as a signed fixed-point number.
1079 asks_quantity: IFixed,
1080 /// Base asset amount resting in bid orders in the orderbook.
1081 /// Represented as a signed fixed-point number.
1082 bids_quantity: IFixed,
1083 /// Number of pending orders in this position.
1084 pending_orders: u64,
1085 /// Custom maker fee for this position, set at default value of 100%
1086 maker_fee: IFixed,
1087 /// Custom taker fee for this position, set at default value of 100%
1088 taker_fee: IFixed,
1089 /// Initial Margin Ratio set by user for the position. Must always be less
1090 /// or equal than market's IMR. Used as a desired reference margin ratio when
1091 /// managing collateral in the position during all the actions. Can be changed
1092 /// by the user at any moment (between the allowed limits).
1093 initial_margin_ratio: IFixed
1094 }
1095 }
1096
1097 module registry {
1098 /// Registry object that maintains:
1099 /// - A mapping between a clearing house id and `MarketInfo`
1100 /// - A mapping between a collateral type `T` and `CollateralInfo`
1101 /// It also maintains the global counter for account creation.
1102 /// Minted and shared when the module is published.
1103 struct Registry has key {
1104 id: UID,
1105 next_account_id: u64
1106 }
1107
1108 /// Struct containing all the immutable info about a registered market
1109 struct MarketInfo<!phantom T> has store {
1110 base_pfs_id: ID,
1111 base_pfs_source_id: ID,
1112 collateral_pfs_id: ID,
1113 collateral_pfs_source_id: ID,
1114 scaling_factor: IFixed
1115 }
1116
1117 /// Struct containing all the immutable info about the collateral
1118 /// used in one or more markets
1119 struct CollateralInfo<!phantom T> has store {
1120 collateral_pfs_id: ID,
1121 collateral_pfs_source_id: ID,
1122 scaling_factor: IFixed
1123 }
1124
1125 /// Config that stores useful info for the protocol
1126 struct Config has store {
1127 stop_order_mist_cost: u64,
1128 }
1129 }
1130});
1131
1132impl<T: af_move_type::MoveType> clearing_house::ClearingHouse<T> {
1133 /// Convenience function to build the type of a [`PositionDf`].
1134 pub fn position_df_type(package: Address) -> FieldTypeTag<self::keys::Position, Position> {
1135 Field::type_(
1136 self::keys::Position::type_(package),
1137 Position::type_(package),
1138 )
1139 }
1140
1141 /// Convenience function to build the type of an [`OrderbookDofWrapper`].
1142 pub fn orderbook_dof_wrapper_type(
1143 package: Address,
1144 ) -> FieldTypeTag<Wrapper<keys::Orderbook>, ID> {
1145 Field::type_(
1146 Wrapper::type_(keys::Orderbook::type_(package)),
1147 ID::type_(SUI_FRAMEWORK_ADDRESS, IdentStr::cast("object").to_owned()),
1148 )
1149 }
1150
1151 /// The ID of the package that governs this clearing house's logic.
1152 ///
1153 /// This may be different than the package defining the clearing house's type because a package
1154 /// upgrade + `interface::upgrade_clearing_house_version` call can change
1155 /// [`ClearingHouse::version`] so that the upgraded package is the one that is allowed to make
1156 /// changes to it.
1157 ///
1158 /// Attempting to make a PTB Move call that mutates this clearing house but is not defined in
1159 /// this package version will fail.
1160 pub const fn governing_package_testnet(&self) -> Address {
1161 // NOTE: we published the most recent testnet contracts starting with `VERSION = 1`
1162 TESTNET_PACKAGE_VERSIONS[self.version as usize - 1]
1163 }
1164}
1165
1166impl self::orderbook::Orderbook {
1167 /// Convenience function to build the type of an [`AsksMapDofWrapper`].
1168 pub fn asks_dof_wrapper_type(package: Address) -> FieldTypeTag<Wrapper<keys::AsksMap>, ID> {
1169 Field::type_(
1170 Wrapper::type_(keys::AsksMap::type_(package)),
1171 ID::type_(SUI_FRAMEWORK_ADDRESS, IdentStr::cast("object").to_owned()),
1172 )
1173 }
1174
1175 /// Convenience function to build the type of an [`BidsMapDofWrapper`].
1176 pub fn bids_dof_wrapper_type(package: Address) -> FieldTypeTag<Wrapper<keys::BidsMap>, ID> {
1177 Field::type_(
1178 Wrapper::type_(keys::BidsMap::type_(package)),
1179 ID::type_(SUI_FRAMEWORK_ADDRESS, IdentStr::cast("object").to_owned()),
1180 )
1181 }
1182}
1183
1184impl self::ordered_map::Map<Order> {
1185 /// Convenience function to build the type of an [`OrderLeafDf`].
1186 pub fn leaf_df_type(package: Address) -> FieldTypeTag<u64, self::ordered_map::Leaf<Order>> {
1187 Field::type_(
1188 af_move_type::U64TypeTag,
1189 self::ordered_map::Leaf::type_(package, Order::type_(package)),
1190 )
1191 }
1192}
1193
1194#[cfg(test)]
1195mod tests {
1196 /// Taken from
1197 /// <https://github.com/cargo-public-api/cargo-public-api?tab=readme-ov-file#-as-a-ci-check>
1198 #[test]
1199 fn public_api() {
1200 // Install a compatible nightly toolchain if it is missing
1201 rustup_toolchain::install(public_api::MINIMUM_NIGHTLY_RUST_VERSION).unwrap();
1202
1203 // Build rustdoc JSON
1204 let rustdoc_json = rustdoc_json::Builder::default()
1205 .toolchain(public_api::MINIMUM_NIGHTLY_RUST_VERSION)
1206 .build()
1207 .unwrap();
1208
1209 // Derive the public API from the rustdoc JSON
1210 let public_api = public_api::Builder::from_rustdoc_json(rustdoc_json)
1211 .omit_blanket_impls(true)
1212 .omit_auto_trait_impls(true)
1213 .omit_auto_derived_impls(true)
1214 .build()
1215 .unwrap();
1216
1217 // Assert that the public API looks correct
1218 insta::assert_snapshot!(public_api);
1219 }
1220}