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docs/order_types.md

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+# Order Types
+## TWAP
+* time-to-expiry is required
+* number of tranches > 1
+* optional lower and upper price bounds
+
+## DCA
+* similar to a TWAP, but the tranches are divided by value instead of quantity
+
+## Timed Entry
+* specific time when an order is triggered
+* can be market/limit TWAP, whatever
+
+## Limit
+
+## Stop
+* enabled on a price condition instead of at a specific time
+    * how to enforce this in the contract? would need a price history of when the stop was touched.  perhaps this is a use case for a "chain" order where one set of constraints doesn't invoke a trade but instead creates a subsequent order 
+
+## Ladder
+* split into many traches across a range of prices
+* required number of tranches
+* required upper and lower bounds of the ladder
+
+
+# Conditions
+
+* current price above/below
+* historical price touched above/below (e.g. trailing stop): keep an updated data structure of swing highs & lows.  this structure must only be updated once before the relevant observation rolls off the back of the window.  "management gas"
+* volume above/below
+* historical volume touched above/below: this could work like historical price swing high/lows if we first bucket the volumes into sizes <= the pool observation window
+* per-swap slippage constraint
+
+
+# Gas
+
+* an amount for gas is reserved ahead of time
+* excess gas is kept
+* Dexible has a gas refund delay, saying:
+  > `get/setLockoutBlocks` Retrieves or sets the number of blocks a trader must wait before withdrawing their gas deposit. This is to prevent traders from front-running a relay that submitted an order in order to circumvent paying for the execution or forcing a failed txn.
+