[WIP] Sip 395 - orderbooks

markets/perps-market/cannonfile.test.toml

@@ -48,6 +48,9 @@ artifact = "LiquidationModule"
 [contract.CollateralConfigurationModule]
 artifact = "CollateralConfigurationModule"
 
+[contract.LimitOrderModule]
+artifact = "LimitOrderModule"
+
 [contract.MarketConfigurationModule]
 artifact = "MarketConfigurationModule"
 
@@ -83,6 +86,7 @@ contracts = [
     "MarketConfigurationModule",
     "CollateralConfigurationModule",
     "GlobalPerpsMarketModule",
+    "LimitOrderModule",
 ]
 
 [invoke.upgrade_proxy]
@@ -132,6 +136,12 @@ func = "setFeatureFlagAllowAll"
 from = "<%= settings.owner %>"
 args = ["<%= formatBytes32String('perpsSystem') %>", true]
 
+[invoke.addLimitOrderToFeatureFlag]
+target = ["PerpsMarketProxy"]
+func = "setFeatureFlagAllowAll"
+from = "<%= settings.owner %>"
+args = ["<%= formatBytes32String('limitOrder') %>", true]
+
 [contract.MockPythERC7412Wrapper]
 artifact = "contracts/mocks/MockPythERC7412Wrapper.sol:MockPythERC7412Wrapper"
 

markets/perps-market/cannonfile.toml

@@ -60,6 +60,9 @@ artifact = "CollateralConfigurationModule"
 [contract.MarketConfigurationModule]
 artifact = "MarketConfigurationModule"
 
+[contract.LimitOrderModule]
+artifact = "LimitOrderModule"
+
 [contract.FeatureFlagModule]
 artifact = "contracts/modules/FeatureFlagModule.sol:FeatureFlagModule"
 
@@ -92,6 +95,7 @@ contracts = [
     "MarketConfigurationModule",
     "CollateralConfigurationModule",
     "GlobalPerpsMarketModule",
+    "LimitOrderModule",
 ]
 
 [invoke.upgrade_proxy]

markets/perps-market/contracts/interfaces/IGlobalPerpsMarketModule.sol

@@ -39,6 +39,13 @@ interface IGlobalPerpsMarketModule {
      */
     event ReferrerShareUpdated(address referrer, uint256 shareRatioD18);
 
+    /**
+     * @notice Emitted when the share percentage for a relayer address has been updated.
+     * @param relayer The address of the relayer
+     * @param shareRatioD18 The new share ratio for the relayer
+     */
+    event RelayerShareUpdated(address relayer, uint256 shareRatioD18);
+
     /**
      * @notice Emitted when interest rate parameters are set
      * @param lowUtilizationInterestRateGradient interest rate gradient applied to utilization prior to hitting the gradient breakpoint
@@ -74,6 +81,11 @@ interface IGlobalPerpsMarketModule {
      */
     error InvalidReferrerShareRatio(uint256 shareRatioD18);
 
+    /**
+     * @notice Thrown when a relayer share gets set to larger than 100%
+     */
+    error InvalidRelayerShareRatio(uint256 shareRatioD18);
+
     /**
      * @notice Thrown when gradient breakpoint is lower than low gradient or higher than high gradient
      */
@@ -236,4 +248,18 @@ interface IGlobalPerpsMarketModule {
      * @dev InterestRateUpdated event is emitted
      */
     function updateInterestRate() external;
+
+    /**
+     * @notice Update the referral share percentage for a relayer
+     * @param relayer The address of the relayer
+     * @param shareRatioD18 The new share percentage for the relayer
+     */
+    function updateRelayerShare(address relayer, uint256 shareRatioD18) external;
+
+    /**
+     * @notice get the referral share percentage for the specified relayer
+     * @param relayer The address of the relayer
+     * @return shareRatioD18 The configured share percentage for the relayer
+     */
+    function getRelayerShare(address relayer) external view returns (uint256 shareRatioD18);
 }

markets/perps-market/contracts/interfaces/ILimitOrderModule.sol

@@ -0,0 +1,145 @@
+//SPDX-License-Identifier: MIT
+pragma solidity >=0.8.11 <0.9.0;
+
+import {LimitOrder} from "../storage/LimitOrder.sol";
+
+/**
+ * @title limit order module
+ */
+interface ILimitOrderModule {
+    /**
+     * @notice cancels a limit order nonce for an account and prevents it from being called
+     * @param accountId id of the account used for the limit order
+     * @param limitOrderNonce limit order nonce to cancel
+     * @param price limit order nonce to cancel
+     * @param amount limit order nonce to cancel
+     */
+    event LimitOrderCancelled(
+        uint128 indexed accountId,
+        uint256 limitOrderNonce,
+        uint256 price,
+        int256 amount
+    );
+
+    /**
+     * @notice Gets fired when a new limit order is settled.
+     * @param marketId Id of the market used for the trade.
+     * @param accountId Id of the account used for the trade.
+     * @param price Price at which the limit order was settled.
+     * @param pnl Pnl of the previous closed position.
+     * @param accruedFunding Accrued funding of the previous closed position.
+     * @param amount directional size of the limit order.
+     * @param newSize New size of the position after settlement.
+     * @param limitOrderFees Amount of fees collected by the protocol and relayer combined.
+     * @param relayerFees Amount of fees collected by the relayer.
+     * @param collectedFees Amount of fees collected by fee collector.
+     * @param trackingCode Optional code for integrator tracking purposes.
+     * @param interest interest charges
+     */
+    event LimitOrderSettled(
+        uint128 indexed marketId,
+        uint128 indexed accountId,
+        uint256 price,
+        int256 pnl,
+        int256 accruedFunding,
+        int128 amount,
+        int128 newSize,
+        uint256 limitOrderFees,
+        uint256 relayerFees,
+        uint256 collectedFees,
+        bytes32 indexed trackingCode,
+        uint256 interest
+    );
+
+    /**
+     * @notice thrown when a limit order that is attempted to be cancelled has already been used
+     * @param accountId id of the account used for the limit order
+     * @param limitOrderNonce limit order nonce to cancel
+     * @param price limit order nonce to cancel
+     * @param amount limit order nonce to cancel
+     */
+    error LimitOrderAlreadyUsed(
+        uint128 accountId,
+        uint256 limitOrderNonce,
+        uint256 price,
+        int256 amount
+    );
+
+    /**
+     * @notice Thrown when attempting to use two makers or two takers
+     * @param shortIsMaker is the short a maker?
+     * @param longIsMaker is the long a maker?
+     */
+    error MismatchingMakerTakerLimitOrder(bool shortIsMaker, bool longIsMaker);
+
+    /**
+     * @notice Thrown when attempting to use an invalid relayer
+     * @param relayer address of the relayer submitted with a limit order
+     */
+    error LimitOrderRelayerInvalid(address relayer);
+
+    /**
+     * @notice Thrown when attempting to use two different relayers
+     */
+    error LimitOrderDifferentRelayer(address shortRelayer, address longRelayer);
+
+    /**
+     * @notice Thrown when attempting to use two different markets
+     */
+    error LimitOrderMarketMismatch(uint256 shortMarketId, uint256 longMarketId);
+
+    /**
+     * @notice Thrown when attempting to use an expired limit order on either side
+     */
+    error LimitOrderExpired(
+        uint128 shortAccountId,
+        uint256 shortExpiration,
+        uint128 longAccountId,
+        uint256 longExpiration,
+        uint256 blockTimetamp
+    );
+
+    /**
+     * @notice Thrown when attempting to use two different amounts
+     */
+    error LimitOrderAmountError(int256 shortAmount, int256 longAmount);
+
+    /**
+     * @notice cancels a limit order with a nonce from being called for an account
+     * @param order the order to cancel
+     * @param sig the order signature
+     */
+    function cancelLimitOrder(
+        LimitOrder.SignedOrderRequest calldata order,
+        LimitOrder.Signature calldata sig
+    ) external;
+
+    /**
+     * @notice gets the fees for a limit order
+     * @param marketId the id for the market
+     * @param amount the amount for the order
+     * @param price the price of the order
+     * @param isMaker a boolean to get the fee for a taker vs maker
+     * @return limitOrderFees the fees for the limit order
+     */
+    function getLimitOrderFees(
+        uint128 marketId,
+        int128 amount,
+        uint256 price,
+        bool isMaker
+    ) external view returns (uint256);
+
+    /**
+     * @notice Settles long and short limit orders of matching amounts submitted by a valid relayer
+     * @param longOrder a limit order going long on a given market
+     * @param longSignature a signature used to validate the long market ordert
+     * @param shortOrder a limit order going short on a given market
+     * @param shortSignature a signature used to validate the short market ordert
+     */
+    function settleLimitOrder(
+        LimitOrder.SignedOrderRequest calldata shortOrder,
+        LimitOrder.Signature calldata shortSignature,
+        LimitOrder.SignedOrderRequest calldata longOrder,
+        LimitOrder.Signature calldata longSignature
+    ) external;
+}

markets/perps-market/contracts/interfaces/IMarketConfigurationModule.sol

@@ -51,6 +51,18 @@ interface IMarketConfigurationModule {
      */
     event OrderFeesSet(uint128 indexed marketId, uint256 makerFeeRatio, uint256 takerFeeRatio);
 
+    /**
+     * @notice Gets fired when limit order fees are updated.
+     * @param marketId udpates fees to this specific market.
+     * @param limitOrderMakerFeeRatio the limit order maker fee ratio.
+     * @param limitOrderTakerFeeRatio the limit order taker fee ratio.
+     */
+    event LimitOrderFeesSet(
+        uint128 indexed marketId,
+        uint256 limitOrderMakerFeeRatio,
+        uint256 limitOrderTakerFeeRatio
+    );
+
     /**
      * @notice Gets fired when funding parameters are updated.
      * @param marketId udpates funding parameters to this specific market.
@@ -151,6 +163,18 @@ interface IMarketConfigurationModule {
      */
     function setOrderFees(uint128 marketId, uint256 makerFeeRatio, uint256 takerFeeRatio) external;
 
+    /**
+     * @notice Set limit order fees for a market with this function.
+     * @param marketId id of the market to set limit order fees.
+     * @param limitOrderMakerFeeRatio the limit order maker fee ratio.
+     * @param limitOrderTakerFeeRatio the limit order taker fee ratio.
+     */
+    function setLimitOrderFees(
+        uint128 marketId,
+        uint256 limitOrderMakerFeeRatio,
+        uint256 limitOrderTakerFeeRatio
+    ) external;
+
     /**
      * @notice Set node id for perps market
      * @param perpsMarketId id of the market to set price feed.
@@ -330,6 +354,16 @@ interface IMarketConfigurationModule {
         uint128 marketId
     ) external view returns (uint256 makerFeeRatio, uint256 takerFeeRatio);
 
+    /**
+     * @notice Gets the limit order fees of a market.
+     * @param marketId id of the market.
+     * @return limitOrderMakerFeeRatio the limit order maker fee ratio.
+     * @return limitOrderTakerFeeRatio the limit order taker fee ratio.
+     */
+    function getLimitOrderFees(
+        uint128 marketId
+    ) external view returns (uint256 limitOrderMakerFeeRatio, uint256 limitOrderTakerFeeRatio);
+
     /**
      * @notice Gets the locked OI ratio of a market.
      * @param marketId id of the market.

markets/perps-market/contracts/modules/GlobalPerpsMarketModule.sol

@@ -271,4 +271,32 @@ contract GlobalPerpsMarketModule is IGlobalPerpsMarketModule {
 
         emit InterestRateUpdated(PerpsMarketFactory.load().perpsMarketId, interestRate);
     }
+
+    /**
+     * @inheritdoc IGlobalPerpsMarketModule
+     */
+    function updateRelayerShare(address relayer, uint256 shareRatioD18) external override {
+        OwnableStorage.onlyOwner();
+
+        if (shareRatioD18 > DecimalMath.UNIT) {
+            revert InvalidRelayerShareRatio(shareRatioD18);
+        }
+
+        if (relayer == address(0)) {
+            revert AddressError.ZeroAddress();
+        }
+
+        GlobalPerpsMarketConfiguration.load().relayerShare[relayer] = shareRatioD18;
+
+        emit RelayerShareUpdated(relayer, shareRatioD18);
+    }
+
+    /**
+     * @inheritdoc IGlobalPerpsMarketModule
+     */
+    function getRelayerShare(
+        address relayer
+    ) external view override returns (uint256 shareRatioD18) {
+        return GlobalPerpsMarketConfiguration.load().relayerShare[relayer];
+    }
 }