triggers impl, written but not connected or tested

bin/df.sh

@@ -1,2 +1,2 @@
 #!/bin/bash
-docker run --network=host --ulimit memlock=-1 docker.dragonflydb.io/dragonflydb/dragonfly --maxmemory 1G "$@"
+docker run --network=host --ulimit memlock=-1 docker.dragonflydb.io/dragonflydb/dragonfly --maxmemory 1G --dbfilename '' "$@"

src/dexorder/__init__.py

@@ -11,6 +11,7 @@ class _NARG:
     def __bool__(self): return False
 NARG = _NARG()
 DELETE = object() # used as a value token to indicate removal of the key
+UNLOAD = object() # used as a value token to indicate the key is no longer needed in memory
 ADDRESS_0 = '0x0000000000000000000000000000000000000000'
 WEI  = 1
 GWEI = 1_000_000_000

src/dexorder/base/chain.py

@@ -44,5 +44,6 @@ Polygon = Blockchain(137, 'Polygon') # POS not zkEVM
 Mumbai = Blockchain(80001, 'Mumbai')
 BSC = Blockchain(56, 'BSC')
 Arbitrum = Blockchain(42161, 'Arbitrum', 10, batch_size=1000) # todo configure batch size... does it depend on log count? :(
+Mock = Blockchain(1338, 'Mock', 10)
 
 current_chain = ContextVar[Blockchain]('current_chain')

src/dexorder/blockchain/uniswap.py

@@ -1,3 +1,13 @@
+from eth_abi.packed import encode_packed
+from eth_utils import keccak, to_bytes, to_checksum_address
+
+from dexorder import dec
+from dexorder.contract import uniswapV3
+from dexorder.util import hexbytes
+
+UNISWAPV3_POOL_INIT_CODE_HASH = hexbytes('0xe34f199b19b2b4f47f68442619d555527d244f78a3297ea89325f843f87b8b54')
+
+
 class Fee:
     LOWEST =   100
     LOW    =   500
@@ -8,21 +18,21 @@ class Fee:
 def ordered_addresses(addr_a:str, addr_b:str):
     return (addr_a, addr_b) if addr_a.lower() <= addr_b.lower() else (addr_b, addr_a)
 
+def uniswapV3_pool_address( addr_a: str, addr_b: str, fee: int):
+    return uniswap_pool_address(uniswapV3['factory'], addr_a, addr_b, fee)
 
-def pool_address(_factory_addr:str, _addr_a:str, _addr_b:str):
+def uniswap_pool_address(factory_addr: str, addr_a: str, addr_b: str, fee: int) -> str:
-    # todo compute pool address
+    token0, token1 = ordered_addresses(addr_a, addr_b)
-    raise NotImplementedError
+    salt = keccak(encode_packed(['address','address','uint24'],[token0, token1, fee]))
-    # addr0, addr1 = ordered_addresses(addr_a, addr_b)
+    contract_address = keccak(
-    # get_create2_address()
+        b"\xff"
+        + to_bytes(hexstr=factory_addr)
+        + salt
+        + UNISWAPV3_POOL_INIT_CODE_HASH
+    ).hex()[-40:]
+    return to_checksum_address(contract_address)
 
-# use the util.liquidity or util.simple_liquidity package instead
+def uniswap_price(sqrt_price):
-
+    d = dec(sqrt_price)
-# def liquidity_for_amount_0(lower: int, upper: int, amount_0: int):
+    price = d * d / dec(2 ** (96 * 2))
-#     lower = convert.tick_to_price(lower)
+    return price
-#     upper = convert.tick_to_price(upper)
-#     return amount_0 * upper * lower / (upper - lower)
-#
-# def liquidity_for_amount_1(lower: int, upper: int, amount_1: int ):
-#     lower = convert.tick_to_price(lower)
-#     upper = convert.tick_to_price(upper)
-#     return amount_1 / (upper - lower)

src/dexorder/blockchain/util.py

@@ -18,7 +18,7 @@ def get_factory() -> ContractProxy:
     if found is None:
         deployment_tag = config.deployments.get(str(chain_id), 'latest')
         try:
-            with open(f'contract/broadcast/Deploy.sol/{chain_id}/run-{deployment_tag}.json', 'rt') as file:
+            with open(f'../contract/broadcast/Deploy.sol/{chain_id}/run-{deployment_tag}.json', 'rt') as file:
                 deployment = json.load(file)
                 for tx in deployment['transactions']:
                     if tx['contractName'] == 'Factory':
@@ -31,18 +31,21 @@ def get_factory() -> ContractProxy:
 
 
 def get_contract_data(name):
-    with open(f'contract/out/{name}.sol/{name}.json', 'rt') as file:
+    with open(f'../contract/out/{name}.sol/{name}.json', 'rt') as file:
         return json.load(file)
 
 def get_contract_event(contract_name:str, event_name:str):
     return getattr(current_w3.get().eth.contract(abi=get_contract_data(contract_name)['abi']).events, event_name)()
 
 
-with open('contract/out/Vault.sol/Vault.json', 'rt') as _file:
+VAULT_INIT_CODE_HASH = None
-    _vault_info = json.load(_file)
-VAULT_INIT_CODE_HASH = keccak(to_bytes(hexstr=_vault_info['bytecode']['object']))
 
 def vault_address(owner, num):
+    global VAULT_INIT_CODE_HASH
+    if VAULT_INIT_CODE_HASH is None:
+        with open('../contract/out/Vault.sol/Vault.json', 'rt') as _file:
+            vault_info = json.load(_file)
+        VAULT_INIT_CODE_HASH = keccak(to_bytes(hexstr=vault_info['bytecode']['object']))
     salt = keccak(encode_packed(['address','uint8'],[owner,num]))
     contract_address = keccak(
         b"\xff"

src/dexorder/blockstate/__init__.py

@@ -1,4 +1,4 @@
-from .diff import DiffEntry, DiffItem, DELETE
+from .diff import DiffEntry, DiffItem, DELETE, UNLOAD
 from .state import BlockState, current_blockstate
 from .blockdata import DataType, BlockDict, BlockSet
 

src/dexorder/blockstate/blockdata.py

@@ -1,15 +1,17 @@
 import logging
 from collections import defaultdict
 from enum import Enum
-from typing import TypeVar, Generic, Iterable, Union, Any
+from typing import TypeVar, Generic, Iterable, Union, Any, Iterator
 
-from dexorder import NARG, DELETE
+from dexorder import NARG, DELETE, UNLOAD
 from dexorder.base.fork import current_fork
 from .state import current_blockstate
 from dexorder.util import key2str as util_key2str, str2key as util_str2key
 
 log = logging.getLogger(__name__)
 T = TypeVar('T')
+K = TypeVar('K')
+V = TypeVar('V')
 
 
 class DataType(Enum):
@@ -61,6 +63,14 @@ class BlockData:
     def delitem(self, item, overwrite=True):
         self.setitem(item, DELETE, overwrite)
 
+    def unload(self, item):
+        """
+        forgets the entry in memory when the current block is finalized, but does not delete the key from the collection.  may only be
+        used when lazy_getitem is set
+        """
+        assert self.lazy_getitem is not None
+        self.setitem(item, UNLOAD)
+
     def contains(self, item):
         try:
             self.getitem(item)
@@ -89,41 +99,41 @@ class BlockSet(Generic[T], Iterable[T], BlockData):
         super().__init__(DataType.SET, series, **tags)
         self.series = series
 
-    def add(self, item):
+    def add(self, item: T):
         """ set-like semantics.  the item key is added with a value of None. """
         self.setitem(item, None, overwrite=False)
 
-    def __delitem__(self, item):
+    def remove(self, item: T):
         self.delitem(item, overwrite=False)
 
-    def __contains__(self, item):
+    def __contains__(self, item: T) -> bool:
         return self.contains(item)
 
-    def __iter__(self):
+    def __iter__(self) -> Iterator[T]:
         yield from (k for k,v in self.iter_items(self.series))
 
 
-class BlockDict(Generic[T], BlockData):
+class BlockDict(Generic[K,V], BlockData):
 
     def __init__(self, series: Any, **tags):
         super().__init__(DataType.DICT, series, **tags)
 
-    def __setitem__(self, item, value):
+    def __setitem__(self, item: K, value: V) -> None:
         self.setitem(item, value)
 
-    def __getitem__(self, item):
+    def __getitem__(self, item: K) -> V:
         return self.getitem(item)
 
-    def __delitem__(self, item):
+    def __delitem__(self, item: K) -> None:
         self.delitem(item)
 
-    def __contains__(self, item):
+    def __contains__(self, item: K) -> bool:
         return self.contains(item)
 
-    def items(self):
+    def items(self) -> Iterable[tuple[K,V]]:
         return self.iter_items(self.series)
 
-    def get(self, item, default=None):
+    def get(self, item: K, default: V = None) -> V:
         return self.getitem(item, default)
 
 

src/dexorder/blockstate/db_state.py

@@ -4,7 +4,7 @@ from typing import Iterable, Optional, Union, Any
 from . import DiffItem, BlockSet, BlockDict, DELETE, BlockState, current_blockstate, DataType
 from .blockdata import BlockData, SeriesCollection
 from .diff import DiffEntryItem
-from .. import db
+from .. import db, UNLOAD
 from ..base.chain import current_chain
 from ..base.fork import current_fork, Fork
 from ..database.model import SeriesSet, SeriesDict, Block
@@ -52,6 +52,8 @@ class DbState(SeriesCollection):
             if diff.value is DELETE:
                 Entity = SeriesSet if t == DataType.SET else SeriesDict if t == DataType.DICT else None
                 db.session.query(Entity).filter(Entity.chain==chain_id, Entity.series==diffseries, Entity.key==diffkey).delete()
+            elif diff.value is UNLOAD:
+                pass
             else:
                 # upsert
                 if t == DataType.SET:

src/dexorder/blockstate/diff.py

@@ -1,12 +1,12 @@
 from dataclasses import dataclass
 from typing import Union, Any
 
-from dexorder import DELETE
+from dexorder import DELETE, UNLOAD
 
 
 @dataclass
 class DiffEntry:
-    value: Union[Any, DELETE]
+    value: Union[Any, DELETE, UNLOAD]
     height: int
     hash: bytes
 
@@ -18,7 +18,7 @@ class DiffItem:
     value: Any
 
     def __str__(self):
-        return f'{self.series}.{self.key}={"[DEL]" if self.value is DELETE else self.value}'
+        return f'{self.series}.{self.key}={"[DEL]" if self.value is DELETE else "[UNL]" if self.value is UNLOAD else self.value}'
 
 @dataclass
 class DiffEntryItem:
@@ -31,4 +31,5 @@ class DiffEntryItem:
         return self.entry.value
 
     def __str__(self):
-        return f'{self.entry.hash.hex()} {self.series}.{self.key}={"[DEL]" if self.entry.value is DELETE else self.entry.value}'
+        return (f'{self.entry.hash.hex()} {self.series}.{self.key}='
+                f'{"[DEL]" if self.entry.value is DELETE else "[UNL]" if self.value is UNLOAD else self.entry.value}')

src/dexorder/blockstate/state.py

@@ -6,7 +6,7 @@ from typing import Any, Optional, Union, Sequence, Reversible
 
 from sortedcontainers import SortedList
 
-from dexorder import NARG
+from dexorder import NARG, UNLOAD
 from dexorder.base.fork import Fork, DisjointFork
 from dexorder.database.model import Block
 from dexorder.util import hexstr
@@ -125,7 +125,7 @@ class BlockState:
 
     def _get_from_diffs(self, fork, diffs):
         for diff in reversed(diffs):
-            if diff.height <= self.root_block.height or fork is not None and diff in fork:
+            if diff.height <= self.root_block.height or fork is not None and diff in fork and diff.value is not UNLOAD:
                 if diff.value is DELETE:
                     break
                 else:
@@ -134,7 +134,6 @@ class BlockState:
                     return diff.value
         return DELETE
 
-
     def set(self, fork: Optional[Fork], series, key, value, overwrite=True):
         diffs = self.diffs_by_series[series][key]
         if overwrite or self._get_from_diffs(fork, diffs) != value:
@@ -162,6 +161,7 @@ class BlockState:
         # walk the by_height list to delete any aged-out block data
         # in order to prune diffs_by_series, updated_keys remembers all the keys that were touched by any aged-out block
         series_deletions = []
+        key_unloads: list[tuple[Any,Any]] = []
         updated_keys = set()
         while self.by_height and self.by_height[0].height <= block.height:
             dead = self.by_height.pop(0)
@@ -175,6 +175,8 @@ class BlockState:
                 for d in block_diffs:
                     if d.key == BlockState._DELETE_SERIES_KEY and dead.hash in new_root_fork:
                         series_deletions.append(d.series)
+                    elif d.value is UNLOAD and dead.hash in new_root_fork:
+                        key_unloads.append((d.series, d.key))
                     else:
                         updated_keys.add((d.series, d.key))
                 del self.diffs_by_hash[dead.hash]
@@ -200,6 +202,11 @@ class BlockState:
             # if only one diff remains, and it's old, and it's a delete, then we can actually delete the diff list
             if not difflist or len(difflist) == 1 and difflist[0].value == DELETE and difflist[0].height <= new_root_fork.height:
                 del self.diffs_by_series[s][k]
+        for s,k in key_unloads:
+            try:
+                del self.diffs_by_series[s][k]
+            except KeyError:
+                pass
         for s in series_deletions:
             del self.diffs_by_series[s]
         self.root_block = block

src/dexorder/contract/__init__.py

@@ -1,7 +1,7 @@
 from .abi import abis
 from .contract_proxy import ContractProxy, Transaction
 from .pool_contract import UniswapV3Pool
-from .uniswap_contracts import uniswap
+from .uniswap_contracts import uniswapV3
 
 from eth_abi.codec import ABIDecoder, ABIEncoder
 from eth_abi.registry import registry as default_registry

src/dexorder/contract/contract_proxy.py

@@ -66,7 +66,7 @@ class ContractProxy:
     def __init__(self, address: str = None, name=None, *, _contracts=None, _wrapper=call_wrapper, abi=None):
         """
         For regular contract use, either name or abi must be supplied.  If abi is None, then name is used to find
-        the ABI in the project's contract/out/ directory. Otherwise, abi may be either a string or preparsed dict.
+        the ABI in the project's ../contract/out/ directory. Otherwise, abi may be either a string or preparsed dict.
         If address is not supplied, this proxy may still be used to construct a new contract via deploy(). After
         deploy() completes, the address member will be populated.
         """

src/dexorder/contract/uniswap_contracts.py

@@ -1,4 +1,4 @@
-from dexorder.base.chain import Ethereum, Goerli, Polygon, Mumbai
+from dexorder.base.chain import Ethereum, Goerli, Polygon, Mumbai, Arbitrum, Mock
 from dexorder.contract.contract_proxy import ContractProxy
 from dexorder.blockchain import ByBlockchainDict
 
@@ -12,8 +12,8 @@ class _UniswapContracts (ByBlockchainDict[ContractProxy]):
             'quoter': ContractProxy('0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6', 'IQuoter'),
             'swap_router': ContractProxy('0xE592427A0AEce92De3Edee1F18E0157C05861564', 'ISwapRouter'),
         }
-        super().__init__({chain.chain_id:std for chain in (Ethereum, Polygon, Goerli, Mumbai)})
+        super().__init__({chain.chain_id:std for chain in (Ethereum, Polygon, Goerli, Mumbai, Arbitrum, Mock)})
 
 
-uniswap = _UniswapContracts()
+uniswapV3 = _UniswapContracts()
 

src/dexorder/event_handler.py

@@ -2,8 +2,9 @@ import logging
 
 from web3.types import EventData
 
-from dexorder import dec, current_pub, current_w3
+from dexorder import current_pub, current_w3
 from dexorder.base.chain import current_chain
+from dexorder.blockchain.uniswap import uniswap_price
 from dexorder.blockchain.util import vault_address, get_contract_event, get_factory, get_contract_data
 from dexorder.contract import VaultContract
 from dexorder.data import pool_prices, vault_owners, vault_tokens, underfunded_vaults
@@ -81,8 +82,7 @@ def handle_swap(swap: EventData):
     except KeyError:
         return
     addr = swap['address']
-    d = dec(sqrt_price)
+    price = uniswap_price(sqrt_price)
-    price = d * d / dec(2 ** (96 * 2))
     log.debug(f'pool {addr} {price}')
     pool_prices[addr] = price
 

src/dexorder/order/orderlib.py

@@ -4,20 +4,22 @@ from dataclasses import dataclass
 from enum import Enum
 from typing import Optional
 
-from dexorder.contract import abi_decoder, abi_encoder
+from dexorder import dec
+from dexorder.blockchain.uniswap import uniswap_pool_address, uniswap_price, uniswapV3_pool_address
+from dexorder.contract import abi_decoder, abi_encoder, uniswapV3
 
 log = logging.getLogger(__name__)
 
 
 # enum SwapOrderState {
-#     Open, Canceled, Filled, Template
+#     Open, Canceled, Filled, Expired
 # }
 
 class SwapOrderState (Enum):
     Open = 0
     Canceled = 1
     Filled = 2
-    Template = 3
+    Expired = 3
 
 class Exchange (Enum):
     UniswapV2 = 0
@@ -54,9 +56,16 @@ class SwapOrder:
         return (self.tokenIn, self.tokenOut, self.route.dump(), self.amount, self.amountIsInput,
                 self.outputDirectlyToOwner, self.chainOrder, [t.dump() for t in self.tranches])
 
+    @property
+    def pool_address(self):
+        if self.route.exchange == Exchange.UniswapV3:
+            return uniswapV3_pool_address( self.tokenIn, self.tokenOut, self.route.fee )
+        else:
+            raise NotImplementedError
+
 @dataclass
 class SwapStatus:
-    state: SwapOrderState # todo refactor into canceled flag
+    state: SwapOrderState
     start: int
     ocoGroup: Optional[int]
     filledIn: Optional[int]  # if None then look in the order_filled blockstate
@@ -69,7 +78,7 @@ class SwapStatus:
 class SwapOrderStatus (SwapStatus):
      order: SwapOrder
 
-     def __init__(self, order, *swapstatus_args):
+     def __init__(self, order: SwapOrder, *swapstatus_args):
          """ init with order object first follewed by the swap status args"""
          super().__init__(*swapstatus_args)
          self.order = order
@@ -89,6 +98,8 @@ class SwapOrderStatus (SwapStatus):
      def dump(self):
          return self.order.dump(), self.state.value, self.start, self.ocoGroup, self.filledIn, self.filledOut, self.trancheFilledIn, self.trancheFilledOut
 
+     def copy(self):
+         return SwapOrderStatus.load(self.dump())
 
 NO_OCO = 18446744073709551615 # max uint64
 
@@ -117,20 +128,33 @@ class Constraint (ABC):
     def _dump(self, types, values):
         return self.mode, abi_encoder.encode(types, values)
 
+
+class PriceConstraint (Constraint, ABC):
+    @abstractmethod
+    def passes(self, old_price: dec, new_price: dec) -> bool:...
+
+
 @dataclass
-class PriceConstraint (Constraint):
+class LimitConstraint (PriceConstraint):
     isAbove: bool
     isRatio: bool
     valueSqrtX96: int
 
     TYPES = 'bool','bool','uint160'
 
+    def __init__(self, *args):
+        self.isAbove, self.isRatio, self.valueSqrtX96 = args
+        self.limit = uniswap_price(self.valueSqrtX96)
+
     def load(self, obj):
-        isAbove, isRatio, valueSqrtX96 = abi_decoder.decode(PriceConstraint.TYPES, obj)
+        isAbove, isRatio, valueSqrtX96 = abi_decoder.decode(LimitConstraint.TYPES, obj)
-        return PriceConstraint(ConstraintMode.Limit, isAbove, isRatio, valueSqrtX96)
+        return LimitConstraint(ConstraintMode.Limit, isAbove, isRatio, valueSqrtX96)
 
     def dump(self):
-        return self._dump(PriceConstraint.TYPES, (self.isAbove, self.isRatio, self.valueSqrtX96))
+        return self._dump(LimitConstraint.TYPES, (self.isAbove, self.isRatio, self.valueSqrtX96))
+
+    def passes(self, old_price: dec, new_price: dec) -> bool:
+        return self.isAbove and new_price >= self.limit or not self.isAbove and new_price <= self.limit
 
 
 @dataclass

src/dexorder/order/orderstate.py

@@ -1,8 +1,9 @@
 import logging
 from dataclasses import dataclass
+from typing import overload
 
-from dexorder.blockstate import BlockDict
+from dexorder.blockstate import BlockDict, BlockSet
-from dexorder.order.orderlib import SwapStatus
+from dexorder.order.orderlib import SwapOrderStatus, SwapOrderState
 
 log = logging.getLogger(__name__)
 
@@ -33,33 +34,167 @@ class TrancheKey (OrderKey):
 
 
 @dataclass
-class Remaining:
+class Filled:
-    isInput: bool # True iff the remaining amount is in terms of the input token
+    filled_in: int
-    remaining: int
+    filled_out: int
 
     @staticmethod
     def basic2remaining(basic):
-        return Remaining(*basic)
+        return Filled(*basic)
 
     def remaining2basic(self):
-        return self.isInput, self.remaining
+        return self.filled_in, self.filled_out
 
 
-# ORDER STATE
-# various blockstate fields hold different aspects of an order's state.
-
-# all order and status data: writes to db but lazy-loads
-orders = BlockDict[OrderKey,SwapStatus]('o', str2key=OrderKey.str2key, db='lazy') # todo lazy what's that about?
-
-# the set of unfilled, not-canceled orders
-active_orders = BlockDict[OrderKey]('ao', str2key=OrderKey.str2key, db=True, redis=True)
-
-# total remaining amount per order, for all unfilled, not-canceled orders
-order_remaining = BlockDict[OrderKey,Remaining](
-    'or', str2key=OrderKey.str2key, value2basic=Remaining.remaining2basic, basic2value=Remaining.basic2remaining, db=True, redis=True)
-
-# total remaining amount per tranche
-tranche_remaining = BlockDict[TrancheKey,Remaining](
-    'tr', str2key=TrancheKey.str2key, value2basic=Remaining.remaining2basic, basic2value=Remaining.basic2remaining, db=True, redis=True)
-
 # todo oco groups
+
+class Order:
+    """
+    represents the canonical internal representation of an order. some members are immutable like the order spec, and some are
+    represented in various blockstate structures. this class hides that complexity to provide a clean interface to orders.
+    """
+
+    instances: dict[OrderKey, 'Order'] = {}
+
+    @staticmethod
+    @overload
+    def of(key: OrderKey):...
+
+    @staticmethod
+    @overload
+    def of(vault: str, order_index: int):...
+
+    @staticmethod
+    def of(a, b=None):
+        return Order.instances[a if b is None else OrderKey(a,b)]
+
+
+    @staticmethod
+    def create(vault: str, order_index: int, status: SwapOrderStatus):
+        """ use when a brand new order is detected by the system """
+        key = OrderKey(vault, order_index)
+        Order._statuses[key] = status.copy() # always copy the struct when setting. values in BlockData must be immutable
+        order = Order(key)
+        if order.is_open:
+            Order._open_keys.add(key)
+            Order._order_filled[key] = Filled(status.filledIn, status.filledOut)
+            for i, tk in enumerate(order.tranche_keys):
+                Order._tranche_filled[tk] = Filled(status.trancheFilledIn[i], status.trancheFilledOut[i])
+        return order
+
+    @overload
+    def __init__(self, key: OrderKey): ...
+
+    @overload
+    def __init__(self, vault: str, order_index: int): ...
+
+    def __init__(self, a, b=None):
+        """ references an existing Order in the system. to create a new order, use create() """
+        key = a if b is None else OrderKey(a,b)
+        assert key not in Order.instances
+        self.key = key
+        self.status: SwapOrderStatus = Order._statuses[key].copy()
+        self.pool_address: str = self.status.order.pool_address
+        self.tranche_keys = [TrancheKey(key.vault, key.order_index, i) for i in range(len(self.status.trancheFilledIn))]
+
+    @property
+    def state(self):
+        return self.status.state
+
+    @property
+    def order(self):
+        return self.status.order
+
+    @property
+    def amount(self):
+        return self.order.amount
+
+    @property
+    def remaining(self):
+        return self.amount - self.filled
+
+    @property
+    def filled_in(self):
+        return Order._order_filled[self.key].filled_in if self.is_open else self.status.filledIn
+
+    @property
+    def filled_out(self):
+        return Order._order_filled[self.key].filled_out if self.is_open else self.status.filledOut
+
+    def tranche_filled_in(self, tk: TrancheKey):
+        return Order._tranche_filled[tk].filled_in if self.is_open else self.status.trancheFilledIn[tk.tranche_index]
+
+    def tranche_filled_out(self, tk: TrancheKey):
+        return Order._tranche_filled[tk].filled_out if self.is_open else self.status.trancheFilledIn[tk.tranche_index]
+
+    def tranche_filled(self, tk: TrancheKey):
+        return self.tranche_filled_in(tk) if self.amount_is_input else self.tranche_filled_out(tk)
+
+    @property
+    def filled(self):
+        return self.filled_in if self.amount_is_input else self.filled_out
+
+    @property
+    def amount_is_input(self):
+        return self.order.amountIsInput
+
+
+    @property
+    def is_open(self):
+        return self.state is SwapOrderState.Open
+
+
+    def add_fill(self, tranche_index: int, filled_in: int, filled_out: int):
+        # order fill
+        old = Order._order_filled[self.key]
+        fin = old.filled_in + filled_in
+        fout = old.filled_out + filled_out
+        Order._order_filled[self.key] = Filled(fin, fout)
+        # tranche fill
+        tk = self.tranche_keys[tranche_index]
+        old = Order._tranche_filled[tk]
+        fin = old.filled_in + filled_in
+        fout = old.filled_out + filled_out
+        Order._tranche_filled[tk] = Filled(fin, fout)
+
+    def complete(self, final_state: SwapOrderState):
+        """ updates the static order record with its final values, then deletes all its dynamic blockstate and removes the Order from the actives list """
+        assert final_state is not SwapOrderState.Open
+        status = self.status
+        status.state = final_state
+        if self.is_open:
+            del Order._open_keys[self.key]
+            filled = Order._order_filled[self.key]
+            del Order._order_filled[self.key]
+            status.filledIn = filled.filled_in
+            status.filledOut = filled.filled_out
+            for i, tk in enumerate(self.tranche_keys):
+                filled = Order._tranche_filled[tk]
+                del Order._tranche_filled[tk]
+                status.trancheFilledIn[i] = filled.filled_in
+                status.trancheFilledOut[i] = filled.filled_out
+        final_status = status.copy()
+        Order._statuses[self.key] = final_status # set the status in order to save it
+        Order._statuses.unload(self.key) # but then unload from memory after root promotion
+
+    # ORDER STATE
+    # various blockstate fields hold different aspects of an order's state.
+
+    # this series holds "everything" about an order in the canonical format specified by the contract orderlib, except
+    # the filled amount fields for active orders are maintained in the order_remainings and tranche_remainings series.
+    _statuses: BlockDict[OrderKey, SwapOrderStatus] = BlockDict('o', db='lazy', str2key=OrderKey.str2key)
+
+    # open orders = the set of unfilled, not-canceled orders
+    _open_keys: BlockSet[OrderKey] = BlockSet('oo', db=True, redis=True, str2key=OrderKey.str2key)
+
+    # total remaining amount per order, for all unfilled, not-canceled orders
+    _order_filled: BlockDict[OrderKey, Filled] = BlockDict(
+        'of', db=True, redis=True, str2key=OrderKey.str2key, value2basic=Filled.remaining2basic, basic2value=Filled.basic2remaining)
+
+    # total remaining amount per tranche
+    _tranche_filled: BlockDict[TrancheKey, Filled] = BlockDict(
+        'tf', db=True, redis=True, str2key=TrancheKey.str2key, value2basic=Filled.remaining2basic, basic2value=Filled.basic2remaining)
+
+
+active_orders: dict[OrderKey,Order] = {}
+

src/dexorder/order/triggers.py

@@ -1,19 +1,23 @@
 import logging
+from enum import Enum
 from typing import Callable
 
-from dexorder.blockstate import BlockSet
+from dexorder.blockstate import BlockSet, BlockDict
-from .orderlib import SwapOrderStatus, TimeConstraint, PriceConstraint, ConstraintMode
+from .orderlib import TimeConstraint, LimitConstraint, ConstraintMode
 from dexorder.util import defaultdictk
+from .orderstate import TrancheKey, Order
+from ..database.model.block import current_block
 
 log = logging.getLogger(__name__)
 
 # todo time and price triggers should be BlockSortedSets that support range queries
-TimeTrigger = Callable[[int, int], None]  # func(start_timestamp, end_timestamp)
+TimeTrigger = Callable[[int, int], None]  # func(previous_timestamp, current_timestamp)
 time_triggers:BlockSet[TimeTrigger] = BlockSet('tt')
 
 PriceTrigger = Callable[[int, int], None]  # pool previous price, pool new price
-price_triggers:dict[str, BlockSet[PriceTrigger]] = defaultdictk(BlockSet) # different BlockSet per pool address
+price_triggers:dict[str, BlockSet[PriceTrigger]] = defaultdictk(lambda addr:BlockSet(f'pt|{addr}')) # different BlockSet per pool address
 
+execution_requests:BlockDict[TrancheKey,int] = BlockDict('te') # value is block height of the request
 
 def intersect_ranges( a_low, a_high, b_low, b_high):
     low, high = max(a_low,b_low), min(a_high,b_high)
@@ -21,35 +25,90 @@ def intersect_ranges( a_low, a_high, b_low, b_high):
         low, high = None, None
     return low, high
 
+class TrancheStatus (Enum):
+    Early = 0 # first time trigger hasnt happened yet
+    Pricing = 1 # we are inside the time window and checking prices
+    Filled = 1 # tranche has no more available amount
+    Expired = 2 # time deadline has past and this tranche cannot be filled
+
 class TrancheTrigger:
-    def __init__(self, vault: str, order_index:int, tranche_index: int):
+    def __init__(self, order: Order, tranche_key: TrancheKey):
-        self.series = f'{vault}|{order_index}|{tranche_index}|'
+        assert order.key.vault == tranche_key.vault and order.key.order_index == tranche_key.order_index
-        self.vault = vault
+        self.order = order
-        self.order_index = order_index
+        self.tk = tranche_key
-        self.tranche_index = tranche_index
+        self.status = TrancheStatus.Early
 
-    # todo refactor so we have things like tranche amount filled as blockstate, order amount remaining
+        tranche = order.order.tranches[self.tk.tranche_index]
+        tranche_amount = order.amount * tranche.fraction // 10**18
+        tranche_filled = order.tranche_filled(self.tk)
+        tranche_remaining = tranche_amount - tranche_filled
 
-    def enable(self, status: SwapOrderStatus):
+        if tranche_remaining <= 0:
-        tranche = status.order.tranches[self.tranche_index]
+            self.status = TrancheStatus.Filled
-        tranche_amount = status.order.amount * tranche.fraction // 10**18
-        tranche_filled = status.trancheFilledIn[self.tranche_index] if status.order.amountIsInput else status.trancheFilledOut[self.tranche_index]
-        order_filled = status.filledIn if status.order.amountIsInput else status.filledOut
-        remaining = min(tranche_amount - tranche_filled, status.order.amount - order_filled)
-        if remaining <= 0: # todo dust?
             return
 
-        time_constraint = None
+        self.time_constraint = time_constraint = None
-        price_constraints = []
+        self.price_constraints = []
-        if status.filledOut:
-            ...
         for c in tranche.constraints:
             if c.mode == ConstraintMode.Time:
                 c: TimeConstraint
                 time_constraint = (c.earliest, c.latest) if time_constraint is None else intersect_ranges(*time_constraint, c.earliest, c.latest)
             elif c.mode == ConstraintMode.Limit:
-                c: PriceConstraint
+                c: LimitConstraint
                 raise NotImplementedError
             else:
                 raise NotImplementedError
+        if time_constraint is None:
+            self.status = TrancheStatus.Pricing
+        else:
+            timestamp = current_block.get().timestamp
+            earliest, latest = time_constraint
+            self.status = TrancheStatus.Early if timestamp < earliest else TrancheStatus.Expired if timestamp > latest else TrancheStatus.Pricing
+        self.enable_time_trigger()
+        if self.status == TrancheStatus.Pricing:
+            self.enable_price_trigger()
+
+    def enable_time_trigger(self):
+        if self.time_constraint:
+            time_triggers.add(self.time_trigger)
+
+    def disable_time_trigger(self):
+        if self.time_constraint:
+            time_triggers.remove(self.time_trigger)
+
+    def time_trigger(self, _prev, now):
+        if now >= self.time_constraint[1]:
+            self.disable()
+            self.status = TrancheStatus.Expired
+        if self.status == TrancheStatus.Early and now >= self.time_constraint[0]:
+            self.status = TrancheStatus.Pricing
+            self.enable_price_trigger()
+
+    def enable_price_trigger(self):
+        price_triggers[self.order.pool_address].add(self.price_trigger)
+
+    def disable_price_trigger(self):
+        price_triggers[self.order.pool_address].remove(self.price_trigger)
+
+    def price_trigger(self, prev, cur):
+        if all(pc.passes(prev,cur) for pc in self.price_constraints):
+            self.execute()
+
+    def execute(self):
+        log.info(f'execution request for {self.tk}')
+        execution_requests[self.tk] = current_block.get().height
+
+    def disable(self):
+        self.disable_time_trigger()
+        self.disable_price_trigger()
+
+
+class OrderTriggers:
+    def __init__(self, order: Order):
+        self.order = order
+        self.triggers = [TrancheTrigger(order, tk) for tk in self.order.tranche_keys]
+
+    def disable(self):
+        for t in self.triggers:
+            t.disable()