MangroveOrder
MangroveOrder
A GTC order is a buy (sell) limit order complemented by a bid (ask) limit order, called a resting order, that occurs when the buy (sell) order was partially filled. If the GTC is for some amount at a price , and the corresponding limit order was partially filled for , the resting order should be posted for an amount at price . A FOK order is simply a buy or sell limit order that is either completely filled or cancelled. No resting order is posted.
requiring no partial fill and a resting order is interpreted here as an instruction to revert if the resting order fails to be posted (e.g., if below density).
expiring
mapping(contract IERC20 => mapping(contract IERC20 => mapping(uint256 => uint256))) expiring
expiring[outbound_tkn][inbound_tkn][offerId] gives timestamp beyond which offerId on the (outbound_tkn, inbound_tkn) offer list should renege on trade.
if the order tx is included after the expiry date, it reverts.
0 means no expiry.
constructor
constructor(contract IMangrove mgv, address deployer, uint256 gasreq) public
MangroveOrder is a Forwarder logic with a simple router.
Parameters
| Name | Type | Description |
|---|---|---|
| mgv | contract IMangrove | The mangrove contract on which this logic will run taker and maker orders. |
| deployer | address | The address of the admin of this at the end of deployment |
| gasreq | uint256 | The gas required for this to execute makerExecute and makerPosthook when called by mangrove for a resting order. |
SetExpiry
event SetExpiry(address outbound_tkn, address inbound_tkn, uint256 offerId, uint256 date)
The expiry of the offer has been set
Parameters
| Name | Type | Description |
|---|---|---|
| outbound_tkn | address | the outbound token of the offer list. |
| inbound_tkn | address | the inbound token of the offer list. |
| offerId | uint256 | the Mangrove offer id. |
| date | uint256 | in seconds since unix epoch |
setExpiry
function setExpiry(contract IERC20 outbound_tkn, contract IERC20 inbound_tkn, uint256 offerId, uint256 date) public
Updates the expiry date for a specific offer.
We also allow Mangrove to call this so that it can part of an offer logic.
Parameters
| Name | Type | Description |
|---|---|---|
| outbound_tkn | contract IERC20 | The outbound token of the order. |
| inbound_tkn | contract IERC20 | The inbound token of the order. |
| offerId | uint256 | The offer id whose expiry date is to be set. |
| date | uint256 | in seconds since unix epoch |
updateOffer
function updateOffer(contract IERC20 outbound_tkn, contract IERC20 inbound_tkn, uint256 wants, uint256 gives, uint256 pivotId, uint256 offerId) external payable
updates an offer on Mangrove
this can be used to update price of the resting order
Parameters
| Name | Type | Description |
|---|---|---|
| outbound_tkn | contract IERC20 | outbound token of the offer list |
| inbound_tkn | contract IERC20 | inbound token of the offer list |
| wants | uint256 | new amount of inbound_tkn offer owner wants |
| gives | uint256 | new amount of outbound_tkn offer owner gives |
| pivotId | uint256 | pivot for the new rank of the offer |
| offerId | uint256 | the id of the offer to be updated |
retractOffer
function retractOffer(contract IERC20 outbound_tkn, contract IERC20 inbound_tkn, uint256 offerId, bool deprovision) public returns (uint256 freeWei)
Retracts an offer from an Offer List of Mangrove.
An offer that is retracted without deprovision is retracted from the offer list, but still has its provisions locked by Mangrove.
Calling this function, with the deprovision flag, on an offer that is already retracted must be used to retrieve the locked provisions.
Parameters
| Name | Type | Description |
|---|---|---|
| outbound_tkn | contract IERC20 | the outbound token of the offer list. |
| inbound_tkn | contract IERC20 | the inbound token of the offer list. |
| offerId | uint256 | the identifier of the offer in the (outbound_tkn,inbound_tkn) offer list |
| deprovision | bool | if set to true if offer owner wishes to redeem the offer's provision. |
Return Values
| Name | Type | Description |
|---|---|---|
| freeWei | uint256 | the amount of native tokens (in WEI) that have been retrieved by retracting the offer. |
lastLook
function __lastLook__(struct MgvLib.SingleOrder order) internal virtual returns (bytes32)
Checks the current timestamps and reneges on trade (by reverting) if the offer has expired.
_lastLook should revert if trade is to be reneged on. If not, returned bytes32 are passed to makerPosthook in the makerData field._
Parameters
| Name | Type | Description |
|---|---|---|
| order | struct MgvLib.SingleOrder | is a recall of the taker order that is at the origin of the current trade. |
Return Values
| Name | Type | Description |
|---|---|---|
| [0] | bytes32 |
checkCompleteness
function checkCompleteness(struct IOrderLogic.TakerOrder tko, struct IOrderLogic.TakerOrderResult res) internal pure returns (bool)
compares a taker order with a market order result and checks whether the order was entirely filled
Parameters
| Name | Type | Description |
|---|---|---|
| tko | struct IOrderLogic.TakerOrder | the taker order |
| res | struct IOrderLogic.TakerOrderResult | the market order result |
Return Values
| Name | Type | Description |
|---|---|---|
| [0] | bool | true if the order was entirely filled, false otherwise. |
take
function take(struct IOrderLogic.TakerOrder tko) external payable returns (struct IOrderLogic.TakerOrderResult res)
Implements "Fill or kill" or "Good till cancelled" orders on a given offer list.
Parameters
| Name | Type | Description |
|---|---|---|
| tko | struct IOrderLogic.TakerOrder | the arguments in memory of the taker order |
Return Values
| Name | Type | Description |
|---|---|---|
| res | struct IOrderLogic.TakerOrderResult | the result of the taker order. If offerId==0, no resting order was posted on msg.sender's behalf. |
logOrderData
function logOrderData(struct IOrderLogic.TakerOrder tko, struct IOrderLogic.TakerOrderResult res) internal
logs OrderSummary
this function avoids loading too many variables on the stack
Parameters
| Name | Type | Description |
|---|---|---|
| tko | struct IOrderLogic.TakerOrder | the arguments in memory of the taker order |
| res | struct IOrderLogic.TakerOrderResult | the result of the taker order. |
postRestingOrder
function postRestingOrder(struct IOrderLogic.TakerOrder tko, contract IERC20 outbound_tkn, contract IERC20 inbound_tkn, struct IOrderLogic.TakerOrderResult res, uint256 fund) internal returns (uint256 refund)
posts a maker order on the (outbound_tkn, inbound_tkn) offer list.
_entailed price that should be preserved for the maker order are:
tko.takerGives/tko.takerWantsfor buy orders (i.efillWants==true)tko.takerWants/tko.takerGivesfor sell orders (i.efillWants==false)_
Parameters
| Name | Type | Description |
|---|---|---|
| tko | struct IOrderLogic.TakerOrder | the arguments in memory of the taker order |
| outbound_tkn | contract IERC20 | the outbound token of the offer to post |
| inbound_tkn | contract IERC20 | the inbound token of the offer to post |
| res | struct IOrderLogic.TakerOrderResult | the result of the taker order. |
| fund | uint256 | amount of WEIs used to cover for the offer bounty (covered gasprice is derived from fund). |
Return Values
| Name | Type | Description |
|---|---|---|
| refund | uint256 | the amount to refund to the taker of the fund. |
logOwnershipRelation
function __logOwnershipRelation__(address owner, contract IERC20 outbound_tkn, contract IERC20 inbound_tkn, uint256 offerId) internal virtual
This is invoked for each new offer created for resting orders, e.g., to maintain an inverse mapping from owner to offers.
Parameters
| Name | Type | Description |
|---|---|---|
| owner | address | the owner of the new offer |
| outbound_tkn | contract IERC20 | the outbound token used to identify the order book |
| inbound_tkn | contract IERC20 | the inbound token used to identify the order book |
| offerId | uint256 | the id of the new offer |