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Merge remote-tracking branch 'origin/master'

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This commit is contained in:
Tim Olson
2023-10-13 01:48:51 -04:00
parent f61c318a0b 0f0019ee8a
commit e22340a31a
1 changed files with 32 additions and 23 deletions
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55
src/OrderLib.sol
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@@ -11,7 +11,13 @@ library OrderLib {
// todo safe math and/or bounds checking
uint64 internal constant NO_CHAIN = type(uint64).max;
uint64 internal constant NO_OCO = type(uint64).max;
uint64 internal constant NO_OCO_INDEX = type(uint64).max;
struct OrdersInfo {
bool _ignored; // workaround for Solidity bug where a public struct member cannot start with an array of uncertain size
SwapOrderStatus[] orders;
OcoGroup[] ocoGroups;
}
event DexorderSwapPlaced (uint64 startOrderIndex, uint8 numOrders);
@@ -51,8 +57,10 @@ library OrderLib {
SwapOrderState state;
uint32 start;
uint64 ocoGroup;
uint256 filledIn;
uint256 filledOut;
uint256 filledIn; // total
uint256 filledOut; // total
uint256[] trancheFilledIn; // sum(tranchFilledIn) == filledIn
uint256[] trancheFilledOut; // sum(tranchFilledOut) == filledOut
}
enum ConstraintMode {
@@ -64,8 +72,8 @@ library OrderLib {
}
struct Constraint {
ConstraintMode mode;
bytes constraint; // abi-encoded constraint struct
ConstraintMode mode; // type information
bytes constraint; // abi packed-encoded constraint struct: decode according to mode
}
struct PriceConstraint {
@@ -122,12 +130,6 @@ library OrderLib {
uint8 num; // number of orders in the group
}
struct OrdersInfo {
bool _ignored; // workaround for Solidity bug where a public struct member cannot start with an array of uncertain size
SwapOrderStatus[] orders;
OcoGroup[] ocoGroups; // each indexed OCO group is an array of orderIndexes of orders in the oco group.
}
function _placeOrder(OrdersInfo storage self, SwapOrder memory order) internal {
SwapOrder[] memory orders = new SwapOrder[](1);
orders[0] = order;
@@ -140,7 +142,7 @@ library OrderLib {
require(startIndex < type(uint64).max);
uint64 ocoGroup;
if( ocoMode == OcoMode.NO_OCO )
ocoGroup = NO_OCO;
ocoGroup = NO_OCO_INDEX;
else if ( ocoMode == OcoMode.CANCEL_ON_PARTIAL_FILL || ocoMode == OcoMode.CANCEL_ON_COMPLETION ){
ocoGroup = uint64(self.ocoGroups.length);
self.ocoGroups.push(OcoGroup(ocoMode, startIndex, uint8(orders.length)));
@@ -170,6 +172,8 @@ library OrderLib {
st.fraction = ot.fraction;
for( uint c=0; c<ot.constraints.length; c++ )
st.constraints.push(ot.constraints[c]);
status.trancheFilledIn.push(0);
status.trancheFilledOut.push(0);
}
status.state = SwapOrderState.Open;
status.start = uint32(block.timestamp);
@@ -206,10 +210,10 @@ library OrderLib {
TimeConstraint memory tc = abi.decode(constraint.constraint, (TimeConstraint));
uint32 time = tc.earliest.mode == TimeMode.Timestamp ? tc.earliest.time : status.start + tc.earliest.time;
if (time > block.timestamp)
return 'TE';
return 'TE'; // time early
time = tc.latest.mode == TimeMode.Timestamp ? tc.latest.time : status.start + tc.latest.time;
if (time < block.timestamp)
return 'TL';
return 'TL'; // time late
}
else if (constraint.mode == ConstraintMode.Limit) {
if( sqrtPriceX96 == 0 ) {
@@ -223,21 +227,23 @@ library OrderLib {
return 'L';
}
else if (constraint.mode == ConstraintMode.Barrier) {
return 'NI';
return 'NI'; // not implemented
}
else if (constraint.mode == ConstraintMode.Trailing) {
return 'NI';
return 'NI'; // not implemented
}
else if (constraint.mode == ConstraintMode.Line) {
return 'NI';
return 'NI'; // not implemented
}
else
return 'NI';
return 'NI'; // not implemented
// unknown constraint
}
uint256 amount = status.order.amount * tranche.fraction / 10 ** 18;
uint256 amount = status.order.amount * tranche.fraction / 10 ** 18 // the most this tranche could do
- (status.order.amountIsInput ? status.trancheFilledIn[tranche_index] : status.trancheFilledOut[tranche_index]); // minus tranche fills
// order amount remaining
uint256 remaining = status.order.amount - (status.order.amountIsInput ? status.filledIn : status.filledOut);
if (amount > remaining)
if (amount > remaining) // not more than the order's overall remaining amount
amount = remaining;
uint256 amountIn;
uint256 amountOut;
@@ -245,13 +251,16 @@ library OrderLib {
(error, amountIn, amountOut) = _do_execute_univ3(status.order, pool, amount, sqrtPriceLimitX96);
// todo other routes
else
error = 'UR'; // unknown route
return 'UR'; // unknown route
if( bytes(error).length == 0 ) {
status.filledIn += amountIn;
status.filledOut += amountOut;
status.trancheFilledIn[tranche_index] += amountIn;
status.trancheFilledOut[tranche_index] += amountOut;
emit DexorderSwapFilled(orderIndex, tranche_index, amountIn, amountOut);
_checkCompleted(self, orderIndex, status);
}
return ''; // success is no error, said no one
}
@@ -280,10 +289,10 @@ library OrderLib {
if( remaining == 0 ) { // todo dust leeway?
status.state = SwapOrderState.Filled;
emit DexorderSwapCompleted(orderIndex);
if( status.ocoGroup != NO_OCO )
if( status.ocoGroup != NO_OCO_INDEX)
_cancelOco(self, status.ocoGroup);
}
else if( status.ocoGroup != NO_OCO && self.ocoGroups[status.ocoGroup].mode == OcoMode.CANCEL_ON_PARTIAL_FILL )
else if( status.ocoGroup != NO_OCO_INDEX && self.ocoGroups[status.ocoGroup].mode == OcoMode.CANCEL_ON_PARTIAL_FILL )
_cancelOco(self, status.ocoGroup);
}