👓 ViewDataProvider

Contract with public view methods for getting data about Futures, Markets and Users.

Functions

activateMarket

function activateMarket(MarketId id) external;

Activates a market. Can only be called by contract owner.

Parameter Name	Type	Description
id		Market identifier.

---

deactivateMarket

function deactivateMarket(MarketId id) external;

Deactivates a market. Can only be called by contract owner.

Parameter Name	Type	Description
id		Market identifier.

---

getContractProvider

function getContractProvider() external view returns (IContractProvider);

Getter function for the ContractProvider address

Output values:

• ContractProvider address

---

getMarketRiskParameters

function getMarketRiskParameters(
    MarketId marketId
) external view returns (IMarketStorage.RiskParameters memory);

Retrieves the risk parameters for a specified market

Parameter Name	Type	Description
id		Market identifier.

Output values:

• IMarketStorage.RiskParameters

---

getMarketRewardParameters

function getMarketRewardParameters(
    MarketId marketId
) external view returns (IMarketStorage.RewardParameters memory);

Retrieves the reward parameters for a specified market

Parameter Name	Type	Description
id		Market identifier.

Output values:

• IMarketStorage.RewardParameters

---

getFuturePauseConfiguration

function getFuturePauseConfiguration(
    FutureId futureId
) external view returns (IFutureStorage.PauseConfiguration memory);

Retrieves the pause configuration for a specified future.

Parameter Name	Type	Description
futureId		Future identifier

Output values:

• IFutureStorage.PauseConfiguration

---

getMarketPauseConfiguration

function getMarketPauseConfiguration(
    MarketId marketId
) external view returns (IMarketStorage.PauseConfiguration memory);

Retrieves the pause configuration for a specified market.

Parameter Name	Type	Description
marketId		Market identifier

Output values:

• IMarketStorage.PauseConfiguration

---

getProtocolFee

function getProtocolFee(
    MarketId marketId
) external view returns (UD60x18);

Retrieves the protocol fee amount accrued to the market

Parameter Name	Type	Description
marketId		Market identifier

Output values:

• uint256 protocol fee amount

---

allActiveMarketAddresses

function allActiveMarketsAddresses(
    uint offset, 
    uint limit
) external view returns (address[] memory);

Retrieves the addresses of all active markets. Contains pagination parameters for not bursting gas limits.

Parameter Name	Type	Description
offset	uint	Number of items to skip
limit	uint	Number of items to return

Output values:

• address[] array of market addresses

---

allActiveMarketIds

function allActiveMarketsIds(
    uint offset, 
    uint limit
) external view returns (MarketId[] memory);

Retrieves the IDs of all active markets. Contains pagination parameters for not bursting gas limits.

Parameter Name	Type	Description
offset	uint	Number of items to skip
limit	uint	Number of items to return

Output values:

• MarketId[] array of market identifiers

---

marketInfo

function marketInfo(
    MarketId id, 
    OraclePackage[] calldata oraclePackages
) external view returns (MarketInfo memory);

Retrieves comprehensive information about a specific market.

Parameter Name	Type	Description
id		Market identifier
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• MarketInfo struct with market data

---

futureInfo

function futureInfo(
    FutureId id, 
    OraclePackage[] calldata oraclePackages
) external view returns (FutureInfo memory);

Retrieves comprehensive information about a specific future.

Parameter Name	Type	Description
id		Future identifier
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• FutureInfo struct with market data

---

activeMarketsInfo

function activeMarketsInfo(
    uint offset,
    uint limit,
    ViewFloatIndexLogic.MarketOraclePackages[] calldata marketsOraclePackages
) external view returns (MarketInfo[] memory);

Retrieves comprehensive information for a range of active markets.

Parameter Name	Type	Description
offset	uint	Number of items to skip
limit	uint	Number of items to return
marketsOraclePackages		An array of packages containing the latest known index for the market. and the marketId. Packages are provided by an Oracle service on demand.

Output values:

• MarketInfo[] array of structs with market data

---

futureIdsCloseToMaturityWithoutIndex

function futureIdsCloseToMaturityWithoutIndex(
    MarketId marketId,
    uint maturityBufferSeconds
) external view returns (FutureId[] memory);

Retrieves list of future info objects that will mature within maturityBufferSeconds seconds but do not have an index.

Parameter Name	Type	Description
marketId		Market identifier
maturityBufferSeconds	uint	Time to maturity to be considered. If set to 0 it will return futures that have already matured.

Output values:

• FutureId[] Array of future identifiers

---

futureInfoCloseToMaturityWithoutIndex

function futuresInfoCloseToMaturityWithoutIndex(
    MarketId marketId,
    uint maturityBufferSeconds
) external view returns (FutureInfoWithoutIndex[] memory);

Retrieves list of futures data that will mature within maturityBufferSeconds seconds but do not have an index.

Parameter Name	Type	Description
marketId		Market identifier
maturityBufferSeconds	uint	Time to maturity to be considered. If set to 0 it will return futures that have already matured.

Output values:

• FutureInfoWithoutIndex[] Array of objects with future data

---

marginRequirement

function marginRequirement(
    MarketId marketId,
    address participant,
    OraclePackage[] calldata oraclePackages
) external view returns (UD60x18);

Calculates the margin requirement for a market participant

Parameter Name	Type	Description
marketId		Market identifier
participant	address	Address of the participant
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• uint256 The amount of margin required by the participant in this market

---

withdrawableMargin

function withdrawableMargin(
    MarketId marketId,
    address participant,
    OraclePackage[] calldata oraclePackages
) external view returns (UD60x18);

Calculates the withdrawable margin for a market participant

Parameter Name	Type	Description
marketId		Market identifier
participant	address	Address of the participant
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• uint256 The amount of margin that is withdrawable by the participant.

---

totalPosition

function totalPosition(
    FutureId futureId,
    address participant,
    OraclePackage[] calldata oraclePackages
) external view returns (TotalPosition memory);

Retrieves the total position of a given participant in a specified future.

Parameter Name	Type	Description
futureId		Future identifier
participant	address	Address of the participant
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• TotalPosition Object detailing the participant's position in the specified future

---

marginDetails

function marginDetails(
    MarketId marketId,
    address participant,
    OraclePackage[] calldata oraclePackages
) external view returns (ViewDataProviderLogic.MarginState memory);

Retrieves the margin details of a given participant in a specified market.

Parameter Name	Type	Description
marketId		Market identifier
participant	address	Address of the participant
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• ViewDataProviderLogic.MarginState Object detailing the participant's margin state in the specified market

---

marketPortfolio

function marketPortfolio(
    MarketId marketId,
    address participant,
    OraclePackage[] calldata oraclePackages
) external view returns (MarketPortfolio memory);

Retrieves the market portfolio details of a given participant.

Parameter Name	Type	Description
marketId		Market identifier
participant	address	Address of the participant
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

Output values:

• MarketPortfolio Object detailing the participant's market positions.

---

portfolioMarketIds

function portfolioMarketIds(
    address participant, 
    uint offset, 
    uint limit
) external view returns (MarketId[] memory);

Retrieves the market ids associated with a participant's portfolio. This function filters out markets that are not relevant for the participant's portfolio.

Parameter Name	Type	Description
participant	address	Address of the participant
offset	uint	Number of items to skip
limit	uint	Number of items to return

Output values:

• MarketId[] Array of market identifiers

---

portfolio

function portfolio(
    address participant,
    uint offset,
    uint limit,
    ViewFloatIndexLogic.MarketOraclePackages[] calldata marketsOraclePackages
) external view returns (MarketPortfolio[] memory);

Retrieves the market ids associated with a participant's portfolio. This function filters out markets that are not relevant for the participant's portfolio.

Parameter Name	Type	Description
participant	address	Address of the participant
offset	uint	Number of items to skip
limit	uint	Number of items to return
marketsOraclePackages		An array containing the latest known index per market. Packages are provided by an Oracle service on demand.

Output values:

• MarketPortfolio[] Array of objects detailing the participant's market positions

---

checkForUnsettledMaturedFutures

function checkForUnsettledMaturedFutures(
    MarketId marketId, 
    address participant
) external view returns (bool);

Checks if a participant has any unsettled futures that have reached maturity in a specified market

Parameter Name	Type	Description
marketId		Market identifier
participant	address	Address of the participant

Output values:

• bool True if any of the participant's futures in the specified market have reached maturity and are unsettled. False otherwise.

---

makerLiquidityDistribution

function makerLiquidityDistribution(
    FutureId futureId,
    address maker,
    uint offset,
    uint limit
) external view returns (SD59x18 currentFutureRate, IntervalLiquidity[] memory intervals);

Retrieves maker's liquidity distribution details of a given future over a specified interval. offset and limit params can be used for pagination.

Parameter Name	Type	Description
futureId		Future identifier
maker	address	Address of the maker
offset	uint	Number of items to skip
limit	uint	Number of items to return

Output values:

• uint256 currentFutureRate - The current rate of the future

• IntervalLiquidity[] intervals - Array of liquidity provisions

---

poolLiquidityDistribution

function poolLiquidityDistribution(
    FutureId futureId,
    OraclePackage[] calldata oraclePackages,
    uint offset,
    uint limit
) external view returns (
    ProvisionDistribution memory provisionDistribution,
    SD59x18 currentFutureRate,
    IntervalLiquidity[] memory intervals
);

Retrieves the liquidity distribution details of a given future over a specified interval. offset and limit params can be used for pagination.

Parameter Name	Type	Description
futureId		Future identifier
oraclePackages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.
offset	uint	Number of items to skip
limit	uint	Number of items to return

Output values:

• ProvisionDistribution The total liquidity provision associated with the future

• uint256 currentFutureRate - The current rate of the future

• IntervalLiquidity[] intervals - Array of liquidity provisions

---

Structs

Documentation on the structs defined in this contract

IMarketStorage.RiskParameters

Parameters for configuring risk on a market.

struct RiskParameters {
    UD2x18 minNotional;
    UD2x18 liquidationThresholdDelta;
    UD2x18 marginThresholdDelta;
    UD2x18 marginThresholdTolerance;
    UD2x18 maxRateImpactPerTrade;
    SD1x18 hedgeMarginFactor;
    uint32 marginRequirementSecondsFloor;
    uint32 liquidationMarginRequirementSecondsFloor;
    uint32 maturityLockoutSeconds;
}

Property name	Property Type	Description
minNotional	uint64	Minimum notional amount when providing liquidity to a market
liquidationThresholdDelta	uint64	Parameter for calculating liquidation thresholds of users trading futures in this market
marginThresholdDelta	uint64	Parameter for calculating margin thresholds of users trading futures in this market
marginThresholdTolerance	uint64	Parameter used to create a buffer between user's margin and withdrawable amount.
maxRateImpactPerTrade	uint64	Maximum allowed rate change per trade
hedgeMarginFactor	int64	Factor used for computing cross margin effects of positions in opposite directions to calculate margin requirements
marginRequirementSecondsFloor	uint32	Minimum time to maturity used in margin requirement calculations
liquidationMarginRequirementSecondsFloor	uint32	Minimum time to maturity used in liquidation margin calculations
maturityLockoutSeconds	uint32	Number of seconds from maturity after which the future is not tradable anymore

---

IMarketStorage.RewardParameters

Parameters for configuring rewards and fees of a market.

struct RewardParameters {
    UD2x18 transferOwnershipReward;
    UD2x18 positionLiquidationReward;
    UD2x18 provisionCancellationReward;
    UD2x18 lpPriceImpactFeeFactor;
    UD2x18 lpNotionalFeeFactor;
    UD2x18 minLpFee;
    UD2x18 protocolPriceImpactFeeFactor;
    UD2x18 protocolNotionalFeeFactor;
    UD2x18 minProtocolFee;
}

Property name	Property Type	Description
transferOwnershipReward	uint64	Percentage of liquidated user's margin given as a reward to the liquidator on liquidation by novation
positionLiquidationReward	uint64	Percentage of liquidated user's margin given as a reward to the liquidator on position liquidation
provisionCancellationReward	uint64	Percentage of maker's margin given to caller on provision cancellations
lpPriceImpactFeeFactor	uint64	Parameter for adjusting maker fee of a trade according to its price impact
lpNotionalFeeFactor	uint64	Parameter for adjusting maker fee of a trade according to its notional amount
minLpFee	uint64	Minimum maker fee per trade
protocolPriceImpactFeeFactor	uint64	Parameter for adjusting protocol fee of a trade according to its price impact
protocolNotionalFeeFactor	uint64	Parameter for adjusting protocol fee of a trade according to its notional amount
minProtocolFee	uint64	Minimum protocol fee per trade

---

IFutureStorage.PauseConfiguration

Struct containing the pause state of different operations on a future

struct PauseConfiguration {
    bool trade;
    bool liquidityProvision;
    bool liquidityRemoval;
    bool liquidation;
    bool positionsOwnershipTransfer;
}

Property name	Property Type	Description
trade	bool	If true, trading is paused in this future
liquidityProvision	bool	If true, liquidity provisions are paused in this future
liquidityRemoval	bool	If true, liquidity removals are paused in this future
liquidation	bool	If true, liquidations are paused in this future
positionOwnershipTransfer	bool	If true, liquidations by novation are paused in this future

---

IMarketStorage.PauseConfiguration

Struct containing the pause state of different operations on a market

struct PauseConfiguration {
    bool withdraw;
    bool deposit;
}

Property name	Property Type	Description
withdraw	bool	If true, withdraws are paused in this market
deposit	bool	If true, deposits are paused in this market

---

MarketInfo

Struct containing Market and its futures data

struct MarketInfo {
    MarketDescriptor descriptor;
    FutureInfo[] futures;
    UD60x18 openInterest;
    UD60x18 totalLiquidityNotional;
}

Property name	Property Type	Description
descriptor		Market data
futures		Futures data
openInterest	uint256	The total notional value held by market participants in open futures in this market
totalLiquidityNotional	uint256	Total notional available for trading with market liquidity

---

MarketDescriptor

Struct containing market and its underlying token data.

struct MarketDescriptor {
    MarketId id;
    string sourceName;
    string instrumentName;
    string tag;
    uint16 version;
    address underlying;
    string underlyingName;
    uint8 underlyingDecimals;
    bool underlyingIsWrappedNativeToken;
    IRateMath.MathType rateMathType;
}

Property name	Property Type	Description
id		Market identifier.
sourceName	string	Market source name
instrumentName	string	Market instrument name
tag	string	Market tag
version	uint16	Market version counter
underlying	address	Address of underlying ERC20 token
underlyingName	string	Name of underlying
underlyingDecimals	uint8	Decimals of underlying
underlyingIsWrappedNativeToken	bool	True if underlying is an ERC20 of the chain's native token
rateMathType		Type of interest rate

---

FutureInfo

Struct containing future and VAMM data.

struct FutureInfo {
    FutureId id;
    MarketId marketId;
    uint64 termStart;
    uint64 termLength;
    VAMMParams vAMMParams;
    UD60x18 totalLiquidityNotional;
    UD60x18 openInterest;
}

Property name	Property Type	Description
id		Future identifier
marketId		Market identifier
termStart	uint64	Timestamp where the future started
termLength	uint64	Number of seconds between termStart and maturity
vAMMParams		Market version counter
totalLiquidityNotional	uint256	Notional amount for all liquidity available on this future
openInterest	uint256	The total notional value held by market participants in this future

---

VAMMParams

Struct defining VAMM settings

struct VAMMParams {
    SD59x18 lowerBoundRate;
    SD59x18 currentFutureRate;
    SD59x18 upperBoundRate;
    UD60x18 intervalLength;
    uint intervalsCount;
}

Property name	Property Type	Description
lowerBoundRate	int256	Future lowest possible rate
currentFutureRate	int256	Current future rate
upperBoundRate	int256	Future highest possible rate
intervalLength	uint256	Distance between 2 intervals. Set in percent of the rate, e.g: 0.001 * 10**18 = 0.1%
intervalsCount	uint	Number of intervals in the VAMM

---

ViewFloatIndexLogic.MarketOraclePackages

Struct defining OraclePackages for multiple markets

struct MarketOraclePackages {
    MarketId marketId;
    OraclePackage[] packages;
}

Property name	Property Type	Description
marketId		Market identifier
packages		An array of packages containing the latest known index for the market. Packages are provided by an Oracle service on demand.

---

FutureInfoWithoutIndex

Struct containing Future and VAMM data without open interest.

struct FutureInfoWithoutIndex {
    FutureId id;
    MarketId marketId;
    uint64 termStart;
    uint64 termLength;
    VAMMParams vAMMParams;
    UD60x18 totalLiquidityNotional;
}

Property name	Property Type	Description
id		Future identifier
marketId		Market identifier
termStart	uint64	Timestamp where the future started
termLength	uint64	Number of seconds between termStart and maturity
vAMMParams		Market version counter
totalLiquidityNotional	uint256	Notional amount for all liquidity available on this future

---

TotalPosition

Struct detailing a user's position in a future

struct TotalPosition {
  FixedAndFloatTokensPair.Value openPositionTokensPair;
  SD59x18 openPositionNotional;
  SD59x18 openPositionFloatTradeValue;
  FixedAndFloatTokensPair.Value takerOpenPositionTokensPair;
  SD59x18 takerOpenPositionNotional;
  SD59x18 takerOpenPositionFloatTradeValue;
  FixedAndFloatTokensPair.Value makerOpenPositionTokensPair;
  SD59x18 makerOpenPositionNotional;
  SD59x18 makerOpenPositionFloatTradeValue;
  BoundedProvisionInfo[] makerProvisions;
  RateBounds[] provisionsBounds;
  ProvisionDistribution overallProvisionsNotional;
  UD60x18 accruedLPFee;
  UD60x18 incurredFee;
  SD59x18 fee;
}

Property name	Property Type	Description
openPositionTokensPair		Amounts of fixed and float tokens across all open positions
openPositionNotional	int256	Total notional in open positions
openPositionFloatTradeValue	int256	Total value of the floating leg of a user's all open positions. Sum of takerOpenPositionFloatTradeValue and makerOpenPositionFloatTradeValue properties
takerOpenPositionsTokensPair		Amounts of fixed and float tokens across all open positions as taker
takerOpenPositionNotional	int256	Total notional in positions open as taker
takerOpenPositionFloatTradeValue	int256	Total value of the floating leg of a user's open positions as taker
makerOpenPositionsTokensPair		Amounts of fixed and float tokens across all open positions as maker
makerOpenPositionNotional	int256	Total notional in positions open as maker
makerOpenPositionFloatTradeValue	int256	Total value of the floating leg of a user's open positions as maker
makerProvisions		Details info on each provision
provisionsBounds		Array of bounds in user's LP positions
overallProvisionsNotional		Distribution of all provided liquidity between payer and receiver sides
accruedLPFee	uint256	Total LP fee accrued by an user
incurredFee	uint256	Total fee incurred by an user doing trades
fee	int256	Difference between accruedLPFee and incurredFee

---

BoundedProvisionInfo

struct BoundedProvisionInfo {
  FixedAndFloatTokensPair.Value tokensPair;
  UD60x18 accruedLPFee;
  SD59x18 floatTradeValue;
  SD59x18 positionNotional;
  ProvisionDistribution provisionNotional;
}

Property name	Property Type	Description
tokensPair		Amount of fixed and float tokens
accruedLPFee	uint256	Amount of LP fees accrued by user
floatTradeValue	int256	Value of floating leg of a provision using last available index
positionNotional	int256	Total notional of a LP position
provisionNotional		Distribution of a provision between payer and receiver sides

---

RateBounds

Struct to define the rate limits

struct RateBounds {
  SD59x18 lower;
  SD59x18 upper;
}

Property name	Property Type	Description
lower	int256	Lower rate limit
upper	int256	Upper rate limit

---

---

ViewDataProviderLogic.MarginState

Struct containing details on the margin of a user

struct MarginState {
    Margin.Value margin;
    UD60x18 initialMarginThreshold;
    UD60x18 liquidationMarginThreshold;
    UD60x18 lpMarginThreshold;
    UD60x18 dv01;
    RiskDirection.Value riskDirection;
}

Property name	Property Type	Description
margin		User's margin state
initialMarginThreshold	uint256	Initial margin requirement
liquidationMarginThreshold	uint256	Liquidation margin limit. User can be liquidated when his margin falls below this threshold
lpMarginThreshold	uint256	Liquidation margin limit for LPs. LPs can be liquidated or have their positions canceled if their margin falls below this threshold
dv01	uint256	Dollar duration
riskDirection		Risk direction

---

MarketPortfolio

Struct detailing a user's market positions

struct MarketPortfolio {
    MarketDescriptor descriptor;
    ViewDataProviderLogic.MarginState marginState;
    FutureInfo[] futures;
    FutureOpenPosition[] futureOpenPositions;
    MakerFutureProvisions[] futureMakerProvisions;
}

Property name	Property Type	Description
descriptor		Market data
marginState		User margin
futures		User's futures data
futureOpenPositions		User's open futures data
futureMakerProvisions		User's future provisions on the market

---

FutureOpenPosition

Struct detailing a user's open future

struct FutureOpenPosition {
    FutureId futureId;
    FixedAndFloatTokensPair.Value tokensPair;
    UD60x18 notional;
    ProfitAndLoss.Value profitAndLoss;
    SD59x18 requiredMargin;
    UD60x18 dv01;
    RiskDirection.Value riskDirection;
}

Property name	Property Type	Description
futureId		Future identifier
tokensPair		Amount of fixed and float tokens in position
notional	uint256	Face value of the position
profitAndLoss		Position P&L
requiredMargin	int256	Amount of margin required for this position
dv01	uint256	Dollar duration of this position
riskDirection		Trade direction

---

MakerFuturePositions

struct MakerFutureProvisions {
    FutureId futureId;
    ProvisionInfo[] provisions;
}

Property name	Property Type	Description
futureId		Future identifier
provisions		Array of liquidity provisions

---

ProvisionInfo

Struct containing data on a liquidity provision.

struct ProvisionInfo {
    RateBounds bounds;
    ProvisionDistribution notional;
    SD59x18 requiredMargin;
    UD60x18 payerDv01;
    UD60x18 receiverDv01;
}

Property name	Property Type	Description
bounds		Provision rate bounds
notional		Notional amount of the liquidity provided
requiredMargin	int256	Margin required for this provision
payerDv01	uint256	Dollar duration in Payer direction
receivedDv01	uint256	Dollar duration in Received direction

---

IntervalLiquidity

Struct declaring a notional amount of a liquidity provision in specified bounds

struct IntervalLiquidity {
  RateBounds bounds;
  UD60x18 notional;
}

Property name	Property Type	Description
bounds		Lower and upper bounds of a maker position
notional	uint256	Notional amount of maker position

---

Enums

IRateMath.MathType

Indicates the type of rate

enum MathType {
    LINEAR,
    COMPOUNDING
}