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:

NameTypeDescription

params

struct IExchange.SwapParams

The parameters of the swap

Return Values:

NameTypeDescription

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:

NameTypeDescription

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:

NameTypeDescription

baseToken

address

Address of the base token

Return Values:

NameTypeDescription

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:

NameTypeDescription

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:

NameTypeDescription

baseToken

address

Address of the base token

Return Values:

NameTypeDescription

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:

NameTypeDescription

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:

NameTypeDescription

baseToken

address

Address of the base token

twapInterval

uint32

The time interval in seconds

Return Values:

NameTypeDescription

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:

NameTypeDescription

baseToken

address

Address of the base token

twapInterval

uint32

The time interval in seconds

Return Values:

NameTypeDescription

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:

NameTypeDescription

params

struct IExchange.RealizePnlParams

The params needed to do the query, encoded as RealizePnlParams in calldata

Return Values:

NameTypeDescription

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:

NameTypeDescription

orderBook

address

OrderBook contract address

getAccountBalance

  function getAccountBalance(
  ) external returns (address accountBalance)

Get AccountBalance contract address

Return Values:

NameTypeDescription

accountBalance

address

AccountBalance contract address

getClearingHouseConfig

  function getClearingHouseConfig(
  ) external returns (address clearingHouse)

Get ClearingHouseConfig contract address

Return Values:

NameTypeDescription

clearingHouse

address

ClearingHouseConfig contract address

Events

FundingUpdated

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

Emitted when the global funding growth is updated

Parameters:

NameTypeDescription

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:

NameTypeDescription

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:

NameTypeDescription

accountBalance

address

The address of accountBalance contract

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