🗃️ Types, structs and enums

Documentation on types, structs and enums used across different contracts.

Types

MarketId

Alias for bytes32. It's a hash of the properties of MarketKey struct.

struct MarketKey {
    string sourceName;
    string instrumentName;
    string tag;
    uint16 version;
    address underlying;
}

function id(MarketKey memory self) internal pure returns (MarketId) {
    return
      MarketId.wrap(
        keccak256(abi.encode(self.sourceName, self.instrumentName, self.tag, self.version, self.underlying))
      );
}

Property name	Property Type	Description
sourceName	string	Source of interest rate. E.g: Binance or Lido
instrumentName	string	Instrument name. E.g 'BTCUSDT Perpetual' or 'stEth'
tag	string	Identifier to group rates. E.g: 'funding rate' or 'staking'
version	uint16	Counter for differentiating multiple markets of the same source and instrument
underlying	address	Address of the underlying ERC20 token

---

FutureId

Alias for bytes32. It's a hash of the properties of FutureKey struct.

struct FutureKey {
    MarketId marketId;
    uint64 termStart;
    uint64 termLength;
}

function id(FutureKey memory self) internal pure returns (FutureId) {
    return FutureId.wrap(keccak256(abi.encode(self.marketId, self.termStart, self.termLength)));
}

Property name	Property Type	Description
marketId	MarketId	Market Identifier
termStart	uint64	Timestamp in seconds of the start of the future
termLength	uint64	Number of seconds until maturity

---

Structs

OraclePackage

Defines the format for passing an updated index value from the oracle for a given market.

struct OraclePackage {
  MarketId marketId;
  uint64 timestamp;
  bytes signature;
  SD59x18 indexValue;
}

Property name	Property Type	Description
marketId	MarketId	Market Identifier
timestamp	uint64	Timestamp in seconds
signature	bytes	Oracle signature validated on-chain
indexValue	int256	New index value for a market

---

Margin.Value

struct Value {
    ProfitAndLoss.Value profitAndLoss;
    SD59x18 collateral;
}

Property name	Property Type	Description
profitAndLoss	ProfitAndLoss.Value	User's P&L
collateral	int256	Amount of collateral deposited by user

---

ProfitAndLoss.Value

struct Value {
    SD59x18 netFutureValue;
    UD60x18 accruedLPFee;
    UD60x18 incurredFee;
}

Property name	Property Type	Description
netFutureValue	int256	Amount of P&L gained or lost by an user across all futures
accruedLPFee	uint256	Amount of fees accrued by user by providing liquidity
incurredFee	uint256	Amount of fees incurred to a user by trading

---

FixedAndFloatTokensPair.Value

Struct for passing the amount of fixed and float tokes in a future's vAMM.

struct Value {
    SD59x18 fixedTokenAmount;
    SD59x18 floatTokenAmount;
}

Property name	Property Type	Description
fixedTokenAmount	int256	Amount of fixed tokens
floatTokenAmount	int256	Amount of floating tokens

---

TradeInfo

Provides detailed insights into the outcome of a trade

struct TradeInfo {
  RiskDirection.Value direction;
  FixedAndFloatTokensPair.Value tokensPair;
  SD59x18 marketRateBefore;
  SD59x18 marketRateAfter;
  SD59x18 tradeRate;
  UD60x18 lpFee;
  UD60x18 protocolFee;
  SD59x18 floatIndex;
  SD59x18 floatTradeValue;
}

Property name	Property Type	Description
direction	RiskDirection.Value	Direction of the trade
tokensPair	FixedAndFloatTokensPair.Value	Fixed and float token amounts corresponding to the trade
marketRateBefore	int256	Prevailing market rate right before the trade
marketRateAfter	int256	Prevailing market rate right after the trade
tradeRate	int256	Specific rate, at which the trade was executed
lpFee	uint256	Amount of fees incurred that will to to makers
protocolFee	uint256	Amount of fees incurred that will go to the protocol
floatIndex	int256	Index value used for calculations for the trade
floatTradeValue	int256	The value of the floating leg of a trade using its latest available index. Used for P&L calculations.

---

ProvisionDistribution

Struct to show how liquidity is distributed between payer and receiver sides

struct ProvisionDistribution {
  UD60x18 total;
  UD60x18 payer;
  UD60x18 receiver;
}

Property name	Property Type	Description
total	uint256	Total liquidity
payer	uint256	Liquidity on payer side
receiver	uint256	Liquidity on receiver side

---

Enums

RiskDirection.Value

Indicates the direction of a trader, whether the user is a receiver or payer of fixed rates.

enum Value {
    RECEIVER,
    PAYER
}

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