Complex Orders

contracts/governance/PausableGuardian_0_8.sol

@@ -59,4 +59,4 @@ contract PausableGuardian_0_8 is Ownable {
             guardian := sload(Pausable_GuardianAddress)
         }
     }
-}
+}

contracts/interfaces/IWeth.sol

@@ -3,7 +3,7 @@
  * Licensed under the Apache License, Version 2.0.
  */
 
-pragma solidity >=0.5.0 <0.6.0;
+pragma solidity >=0.5.0 <0.9.0;
 
 
 interface IWeth {

contracts/orderbook/Events/OrderBookEvents.sol

@@ -0,0 +1,23 @@
+pragma solidity ^0.8.0;
+import "../IOrderBook.sol";
+
+contract OrderBookEvents {
+    event OrderCancelled(address indexed trader, bytes32 orderID);
+    event OrderPlaced(
+        address indexed trader,
+        IOrderBook.OrderType indexed OrderType,
+        uint256 indexed execPrice,
+        bytes32 orderID,
+        address collateralTokenAddress,
+        address loanTokenAddress
+    );
+    event OrderExecuted(address indexed trader, bytes32 orderID);
+    event OrderAmended(
+        address indexed trader,
+        IOrderBook.OrderType indexed OrderType,
+        uint256 indexed execPrice,
+        bytes32 orderID,
+        address collateralTokenAddress,
+        address loanTokenAddress
+    );
+}

contracts/orderbook/IOrderBook.sol

@@ -0,0 +1,228 @@
+pragma solidity ^0.8.0;
+
+interface IOrderBook {
+    enum OrderType {
+        LIMIT_OPEN,
+        LIMIT_CLOSE,
+        MARKET_STOP
+    }
+
+    enum OrderStatus {
+        ACTIVE,
+        CANCELLED,
+        EXECUTED
+    }
+
+    /*
+    Used values for different order types:
+        LIMIT_OPEN:
+            loanID
+            orderID
+            amountReceived
+            leverage
+            loanTokenAmount
+            collateralTokenAmount
+            trader
+            iToken
+            loanTokenAddress
+            base
+            orderType
+            status
+            timeTillExpiration
+            loanDataBytes
+        LIMIT_CLOSE and MARKET_STOP:
+            loanID
+            orderID
+            amountReceived
+            loanTokenAmount
+            collateralTokenAmount
+            trader
+            iToken
+            loanTokenAddress
+            base
+            orderType
+            status
+            timeTillExpiration
+            loanDataBytes
+    */
+    struct Order {
+        bytes32 loanID; //ID of the loan on OOKI protocol
+        bytes32 orderID; //order ID
+        uint256 amountReceived; //amount received from the trade executing. Denominated in base for limit open and loanTokenAddress for limit close and market stop
+        uint256 leverage; //leverage amount
+        uint256 loanTokenAmount; //loan token amount denominated in loanTokenAddress
+        uint256 collateralTokenAmount; //collateral token amount denominated in base
+        address trader; //trader placing order
+        address iToken; //iToken being interacted with
+        address loanTokenAddress; //loan token
+        address base; //collateral token
+        OrderType orderType; //order type
+        OrderStatus status; //order status
+        uint64 timeTillExpiration; //Time till expiration. Useful for GTD and time-based cancellation
+        bytes loanDataBytes; //data passed for margin trades
+    }
+
+    /// Returns proxy owner
+    /// @return owner Contract owner
+    function owner() external view returns(address owner);
+
+    /// Returns guardian
+    /// @return guardian Protocol guardian address
+    function getGuardian() external view returns(address guardian);
+
+    /// Returns Deposits contract address
+    /// @return vault Deposits Contract
+    function VAULT() external view returns(address vault);
+
+    /// Returns Protocol contract address
+    /// @return protocol ooki protocol contract
+    function PROTOCOL() external view returns(address protocol);
+
+    /// Returns minimum trade size in USDC
+    /// @return size USDC amount
+    function MIN_AMOUNT_IN_USDC() external view returns(uint256 size);
+
+    /// Places new Order
+    /// @param order Order Struct
+    function placeOrder(Order calldata order) external;
+
+    /// Amends Order
+    /// @param order Order Struct
+    function amendOrder(Order calldata order) external;
+
+    /// Cancels Order
+    /// @param orderID ID of order to be canceled
+    function cancelOrder(bytes32 orderID) external;
+
+    /// Cancels Order
+    /// @param orderID ID of order to be canceled
+    function cancelOrderProtocol(bytes32 orderID) external returns (uint256);
+
+    /// Force cancels order
+    /// @param orderID ID of order to be canceled
+    function cancelOrderGuardian(bytes32 orderID) external;
+
+    /// Changes stop type between index and dex price
+    /// @param stopType true = index, false = dex price
+    function changeStopType(bool stopType) external;
+
+    /// Set price feed contract address
+    /// @param newFeed new price feed contract
+    function setPriceFeed(address newFeed) external;
+
+    /// Set gas price to be used for incentives (if price feed does not already contain it)
+    /// @param gasPrice gas price in gwei
+    function setGasPrice(uint256 gasPrice) external;
+
+    /// Return price feed contract address
+    /// @return priceFeed Price Feed Contract Address
+    function priceFeed() external view returns (address priceFeed);
+
+    /// Returns gas price used for incentive calculations
+    /// @return gasPrice gas price in gwei
+    function getGasPrice() external view returns (uint256 gasPrice);
+
+    /// Deposit Gas Token to pay out incentives for orders to be executed
+    /// @param amount when depositing wrapped token, this is amount to be deposited (leave as 0 if sending native token)
+    function depositGasFeeToken(uint256 amount) external payable;
+
+    /// Withdraw Gas Token (received as native token)
+    /// @param amount amount to be withdrawn
+    function withdrawGasFeeToken(uint256 amount) external;
+
+    /// Return amount received through a specified swap
+    /// @param srcToken source token address
+    /// @param destToken destination token address
+    /// @param payload loanDataBytes passed for margin trades
+    /// @param amountIn amount in for the swap
+    function getDexRate(address srcToken, address destToken, bytes calldata payload, uint256 amountIn) external returns(uint256);
+
+    /// Checks if order is able to be cleared from books due to failing to meet all requirements
+    /// @param orderID order ID
+    function clearOrder(bytes32 orderID) external view returns (bool);
+
+    /// Returns list of orders that are up to be cleared. Used for Chainlink Keepers
+    /// @param start starting index
+    /// @param end ending index
+    /// @return hasOrders true if the payload contains any orders
+    /// @return payload bytes32[] encoded with the order IDs up for clearing from books
+    function getClearOrderList(uint start, uint end) external view returns (bool hasOrders, bytes memory payload);
+
+    /// Returns an order ID available for execution. Used for Chainlink Keepers
+    /// @param start starting index
+    /// @param end ending index
+    /// @return ID order ID up for execution. If equal to 0 there is no order ID up for execution in the specified index range
+    function getExecuteOrder(uint start, uint end) external returns (bytes32 ID);
+
+    /// Checks if order meets requirements for execution
+    /// @param orderID order ID of order being checked
+    function prelimCheck(bytes32 orderID) external returns (bool);
+
+    /// Returns oracle rate for a swap
+    /// @param srcToken source token address
+    /// @param destToken destination token address
+    /// @param amount swap amount
+    function queryRateReturn(address srcToken, address destToken, uint256 amount) external view returns(uint256);
+
+    /// Checks if dex rate is within acceptable bounds from oracle rate
+    /// @param srcToken source token address
+    /// @param destToken destination token address
+    /// @param payload loanDataBytes used for margin trade
+    function priceCheck(address srcToken, address destToken, bytes calldata payload) external returns(bool);
+
+    /// Executes Order
+    /// @param orderID order ID
+    /// @return incentiveAmountReceived amount received in gas token from exeuction of order
+    function executeOrder(bytes32 orderID) external returns(uint256 incentiveAmountReceived);
+
+    /// sets token allowances
+    /// @param spenders addresses that will be given allowance
+    /// @param tokens token addresses
+    function adjustAllowance(address[] calldata spenders, address[] calldata tokens) external;
+
+    /// revokes token allowances
+    /// @param spenders addresses that will have allowance revoked
+    /// @param tokens token addresses
+    function revokeAllowance(address[] calldata spenders, address[] calldata tokens) external;
+
+    /// Retrieves active orders for a trader
+    /// @param trader address of trader
+    function getUserOrders(address trader) external view returns (Order[] memory);
+
+    /// Retrieves active orders for a trader
+    /// @param trader address of trader
+    /// @param start starting index
+    /// @param end ending index
+    function getUserOrdersLimited(address trader, uint256 start, uint256 end) external view returns (Order[] memory);
+
+    /// Retrieves order corresponding to an order ID
+    /// @param orderID order ID
+    function getOrderByOrderID(bytes32 orderID) external view returns (Order memory);
+
+    /// Retrieves active order IDs for a trader
+    /// @param trader address of trader
+    function getUserOrderIDs(address trader) external view returns (bytes32[] memory);
+
+    /// Returns total active orders count for a trader
+    /// @param trader address of trader
+    function getUserOrdersCount(address trader) external view returns (uint256);
+
+    /// Returns total active orders count
+    function getGlobalOrdersCount() external view returns (uint256);
+
+    /// Returns total active order IDs
+    function getGlobalOrderIDs() external view returns (bytes32[] memory);
+
+    /// Returns total active orders
+    function getGlobalOrders() external view returns (Order[] memory);
+
+    /// Returns active order IDs
+    /// @param start starting index
+    /// @param end ending index
+    function getGlobalOrderIDsLimited(uint256 start, uint256 end) external view returns (bytes32[] memory);
+
+    /// Returns active orders
+    /// @param start starting index
+    /// @param end ending index
+    function getGlobalOrdersLimited(uint256 start, uint256 end) external view returns (Order[] memory);
+}

contracts/orderbook/Keepers/OrderKeeper.sol

@@ -0,0 +1,43 @@
+pragma solidity ^0.8.0;
+import "../IOrderBook.sol";
+import "@openzeppelin-4.7.0/token/ERC20/extensions/IERC20Metadata.sol";
+import "../../governance/PausableGuardian_0_8.sol";
+
+contract OrderKeeper is PausableGuardian_0_8 {
+    address public implementation;
+    IERC20Metadata public constant WRAPPED_TOKEN = IERC20Metadata(0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270);
+    IOrderBook public orderBook;
+
+    function checkUpkeep(bytes calldata checkData)
+        external
+        returns (bool upkeepNeeded, bytes memory performData)
+    {
+        (uint256 start, uint256 end) = abi.decode(checkData, (uint256, uint256));
+        uint256 orderIDLength = orderBook.getGlobalOrdersCount();
+        if (start > orderIDLength) {
+            return (upkeepNeeded, performData);
+        }
+        if(end > orderIDLength) {
+            end  = orderIDLength;
+        }
+        bytes32 orderIDForExec = orderBook
+            .getExecuteOrder(start, end);
+        return (orderIDForExec != 0, abi.encode(orderIDForExec));
+    }
+
+    function performUpkeep(bytes calldata performData) external pausable {
+        bytes32 orderId = abi.decode(performData, (bytes32));
+        //emit OrderExecuted(trader,orderId);
+        try orderBook.executeOrder(orderId) {
+
+        } catch(bytes memory){} catch Error (string memory) {}
+    }
+
+    function setOrderBook(IOrderBook contractAddress) external onlyOwner {
+        orderBook = contractAddress;
+    }
+
+    function withdrawIncentivesReceived(address receiver) external onlyOwner {
+        WRAPPED_TOKEN.transfer(receiver, WRAPPED_TOKEN.balanceOf(address(this)));
+    }
+}

contracts/orderbook/Keepers/OrderKeeperClear.sol

@@ -0,0 +1,47 @@
+pragma solidity ^0.8.0;
+import "../IOrderBook.sol";
+import "@openzeppelin-4.7.0/token/ERC20/extensions/IERC20Metadata.sol";
+import "../../governance/PausableGuardian_0_8.sol";
+
+contract OrderKeeperClear is PausableGuardian_0_8 {
+    address public implementation;
+	IERC20Metadata public constant WRAPPED_TOKEN = IERC20Metadata(0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270);
+    IOrderBook public orderBook;
+
+    function checkUpkeep(bytes calldata checkData)
+        external
+        view
+        returns (bool upkeepNeeded, bytes memory performData)
+    {
+        (uint256 start, uint256 end) = abi.decode(checkData, (uint256, uint256));
+        uint256 orderIDLength = orderBook.getGlobalOrdersCount();
+        if (start > orderIDLength) {
+            return (upkeepNeeded, performData);
+        }
+        if(end > orderIDLength) {
+            end  = orderIDLength;
+        }
+        return orderBook.getClearOrderList(start, end);
+    }
+
+    function performUpkeep(bytes calldata performData) external pausable {
+        bytes32[] memory orderId = abi.decode(performData, (bytes32[]));
+        //emit OrderExecuted(trader,orderId);
+        for (uint i;i<orderId.length;) {
+            if(orderId[i]==0) {
+                unchecked { ++i; }
+                continue;
+            }
+            orderBook.cancelOrderProtocol(orderId[i]);
+            unchecked { ++i; }
+        }
+    }
+
+    function setOrderBook(IOrderBook contractAddress) external onlyOwner {
+        orderBook = contractAddress;
+    }
+
+    function withdrawIncentivesReceived(address receiver) external onlyOwner {
+        WRAPPED_TOKEN.transfer(receiver, WRAPPED_TOKEN.balanceOf(address(this)));
+    }
+}