Data Models

OrderID

Orders are uniquely identified using the OrderID struct, containing the MarketAccountKey and the counter.

The counter for an order is a per market account unique identifier. It is derived from an incrementing counter stored on the market account. The counter is a u32 so the maximum number of orders an account can place is about 4 trillion.

struct OrderID has store, copy, drop {
    // Key of market account this order was placed for.
    accountKey: MarketAccountKey,
    // Counter for this market account.
    counter: u32,
}

ProtocolCapability

Capability to take actions on behalf of other users as a protocol. See Taking Actions on Behalf of Users section for more details.

struct ProtocolCapability has store {
    protocolAddress: address, // 0x0 is reserved as the sentinal value.
}

AccountIdentifier

Generated from gen_account_identifier using the ProtocolCapability for the user, used to place orders on behalf of users.

See Taking Actions on Behalf of Users section for more details.

// Used to identify user that placed the order from a given protocol.
// Should only be able to be generated using a ProtocolCapability.
struct AccountIdentifier has drop {
    protocolAddress: address, // 0x0 is reserved as the sentinal value.
    userAddress: address, // 0x0 is reserved as the sentinal value.
}

MarketAccountKey

Generated from get_market_account_key, used to store and place orders placed on behalf of users in specific markets.

// Each market account is uniquely described by a protocol and user address.
struct MarketAccountKey has store, copy, drop {
    protocolAddress: address,
    userAddress: address,
}

Order Metadata

Stores information about an order.

struct OrderMetadata has drop, store, copy {
    // Side for this order. See the OrderSide enum.
    side: u8,
    // Behaviour for this order. See the OrderBehaviour enum.
    behaviour: u8,
    // Limit price for this order.
    price: u64,
    // The original quantity of the order.
    originalQty: u64,
    // The remaining qty of the order + any pending crank qty. The order is fully filled if
    // unfilledQty - <pending crank qty> == 0. <pending crank qty> is equal to the takerCrankPendingQty, stored on
    // the order, and the maker crank pending qty, which is only stored in the price store for efficiancy.
    // Mutable field.
    unfilledQty: u64,
    // Qty of a taker order which was executed but is still waiting for the crank to be turned so executions can
    // be created.
    // Mutable field.
    takerCrankPendingQty: u64,
    // Optional metadata provided for this order.
    clientOrderID: u32,
    // Address of the owner of this order. Could be the user's address directly or the address of a protocol
    // owned resource account.
    ownerAddress: address,
    // ID which uniquely identifies this order in the API. Note that this is different from the internal id of the
    // order, which is used internally to map to previously created order objects.
    orderID: OrderID,
    // The remaining collateral for a market buy order.
    // Mutable field.
    marketBuyRemainingCollateral: u64,
}

Events

IndexingCreationEvent

Emitted when an order is created.

struct IndexingCreationEvent has drop, store {
    // Type info for the instrument coin type for the order.
    instrumentType: type_info::TypeInfo,
    // Type info for the quote coin type for the order.
    quoteType: type_info::TypeInfo,
    // Orders metadata.
    orderMetadata: OrderMetadata,
    // Timestamp this event was produced at.
    timestampSecs: u64,
}

IndexingFinalizeEvent

Emitted when an order is finalized.

struct IndexingFinalizeEvent has drop, store {
    // Type info for the instrument coin type for the order.
    instrumentType: type_info::TypeInfo,
    // Type info for the quote coin type for the order.
    quoteType: type_info::TypeInfo,
    // Orders metadata.
    orderMetadata: OrderMetadata,
    // Timestamp this event was produced at.
    timestampSecs: u64,
}

IndexingExecutionEvent

Emitted when an order is executed.

struct IndexingExecutionEvent has drop, store {
    // Type info for the instrument coin type for the order.
    instrumentType: type_info::TypeInfo,
    // Type info for the quote coin type for the order.
    quoteType: type_info::TypeInfo,
    // Metadata for the maker order after the execution.
    makerOrderMetadata: OrderMetadata,
    // Metadata for the taker order after the execution.
    takerOrderMetadata: OrderMetadata,
    // Price of the execution. Fixedpoint value.
    price: u64,
    // Qty of the execution. Fixedpoint value.
    qty: u64,
    // Information about the fee charged to the taker.
    takerFeeInfo: ExecFeeInfo,
    // Information about the fee charged to the maker.
    makerFeeInfo: ExecFeeInfo,
    // Timestamp this event was produced at.
    timestampSecs: u64
}

IndexingPriceUpdateEvent

Emitted when the price for a pair potentially changes (when an order is added or cancelled).

struct IndexingPriceUpdateEvent has drop, store {
    // Type info for the instrument coin type for the market.
    instrumentType: type_info::TypeInfo,
    // Type info for the quote coin type for the market.
    quoteType: type_info::TypeInfo,
    // The most someone is willing to pay for the given instrument/quote pair.
    // Represented as a fixed point number.
    maxBid: u64,
    // How much quantity there is the the maxBid price point.
    // Represented as a fixed point number.
    bidSize: u64,
    // The least someone is willing to accept as payment for the given instrument/quote pair.
    // Represented as a fixed point number.
    minAsk: u64,
    // How much quantity there is the the minAsk price point.
    // Represented as a fixed point number.
    askSize: u64,
    // The chain timestamp this quote was issued at.
    timestampMicroSeconds: u64
}

Enums

OrderSide

The side of the order. Can be a buy or a sell.

// Represents a sell order.
const SIDE_SELL: u8 = 1;
// Represents a buy order.
const SIDE_BUY: u8 = 2;

OrderBehaviour

The behaviour of the order. See Order Behaviour for more information.

// Represents a standard limit order.
const TYPE_GTC: u8 = 1;
// Represents a limit post order.
const TYPE_POST: u8 = 2;
// Represents a limit immediate or cancel (IOC) order.
const TYPE_IOC: u8 = 3;
// Represents a limit fill or kill (FOK) order.
const TYPE_FOK: u8 = 4;

PreviousCore Concepts: Integrations NextContract Instructions

Last updated 1 year ago

// Used to identify user that placed the order from a given protocol. // Should only be able to be generated using a ProtocolCapability. struct AccountIdentifier has drop { protocolAddress: address, // 0x0 is reserved as the sentinal value. userAddress: address, // 0x0 is reserved as the sentinal value. }

struct OrderMetadata has drop, store, copy { // Side for this order. See the OrderSide enum. side: u8, // Behaviour for this order. See the OrderBehaviour enum. behaviour: u8, // Limit price for this order. price: u64, // The original quantity of the order. originalQty: u64, // The remaining qty of the order + any pending crank qty. The order is fully filled if // unfilledQty - <pending crank qty> == 0. <pending crank qty> is equal to the takerCrankPendingQty, stored on // the order, and the maker crank pending qty, which is only stored in the price store for efficiancy. // Mutable field. unfilledQty: u64, // Qty of a taker order which was executed but is still waiting for the crank to be turned so executions can // be created. // Mutable field. takerCrankPendingQty: u64, // Optional metadata provided for this order. clientOrderID: u32, // Address of the owner of this order. Could be the user's address directly or the address of a protocol // owned resource account. ownerAddress: address, // ID which uniquely identifies this order in the API. Note that this is different from the internal id of the // order, which is used internally to map to previously created order objects. orderID: OrderID, // The remaining collateral for a market buy order. // Mutable field. marketBuyRemainingCollateral: u64, }

struct IndexingCreationEvent has drop, store { // Type info for the instrument coin type for the order. instrumentType: type_info::TypeInfo, // Type info for the quote coin type for the order. quoteType: type_info::TypeInfo, // Orders metadata. orderMetadata: OrderMetadata, // Timestamp this event was produced at. timestampSecs: u64, }

struct IndexingFinalizeEvent has drop, store { // Type info for the instrument coin type for the order. instrumentType: type_info::TypeInfo, // Type info for the quote coin type for the order. quoteType: type_info::TypeInfo, // Orders metadata. orderMetadata: OrderMetadata, // Timestamp this event was produced at. timestampSecs: u64, }

struct IndexingExecutionEvent has drop, store { // Type info for the instrument coin type for the order. instrumentType: type_info::TypeInfo, // Type info for the quote coin type for the order. quoteType: type_info::TypeInfo, // Metadata for the maker order after the execution. makerOrderMetadata: OrderMetadata, // Metadata for the taker order after the execution. takerOrderMetadata: OrderMetadata, // Price of the execution. Fixedpoint value. price: u64, // Qty of the execution. Fixedpoint value. qty: u64, // Information about the fee charged to the taker. takerFeeInfo: ExecFeeInfo, // Information about the fee charged to the maker. makerFeeInfo: ExecFeeInfo, // Timestamp this event was produced at. timestampSecs: u64 }

struct IndexingPriceUpdateEvent has drop, store { // Type info for the instrument coin type for the market. instrumentType: type_info::TypeInfo, // Type info for the quote coin type for the market. quoteType: type_info::TypeInfo, // The most someone is willing to pay for the given instrument/quote pair. // Represented as a fixed point number. maxBid: u64, // How much quantity there is the the maxBid price point. // Represented as a fixed point number. bidSize: u64, // The least someone is willing to accept as payment for the given instrument/quote pair. // Represented as a fixed point number. minAsk: u64, // How much quantity there is the the minAsk price point. // Represented as a fixed point number. askSize: u64, // The chain timestamp this quote was issued at. timestampMicroSeconds: u64 }

// Represents a standard limit order. const TYPE_GTC: u8 = 1; // Represents a limit post order. const TYPE_POST: u8 = 2; // Represents a limit immediate or cancel (IOC) order. const TYPE_IOC: u8 = 3; // Represents a limit fill or kill (FOK) order. const TYPE_FOK: u8 = 4;