Merge remote-tracking branch 'origin/main' into misc-sips

markets/perps-market/cannonfile.test.toml

@@ -161,3 +161,6 @@ depends = ['invoke.upgrade_proxy']
 [contract.MockPyth]
 artifact = "contracts/mocks/MockPyth.sol:MockPyth"
 args = [100, 1]
+
+[contract.FeeCollectorMock]
+artifact = "contracts/mocks/FeeCollectorMock.sol:FeeCollectorMock"

markets/perps-market/cannonfile.toml

@@ -162,3 +162,6 @@ target = ["PerpsMarketProxy"]
 func = "initializeFactory"
 from = "<%= settings.owner %>"
 depends = ['invoke.setSynthetix']
+
+extra.superMarketId.event = "FactoryInitialized"
+extra.superMarketId.arg = 0

markets/perps-market/contracts/interfaces/IAsyncOrderModule.sol

@@ -32,21 +32,6 @@ interface IAsyncOrderModule {
         address sender
     );
 
-    /**
-     * @notice Gets fired when a new order is canceled.
-     * @param marketId Id of the market used for the trade.
-     * @param accountId Id of the account used for the trade.
-     * @param acceptablePrice maximum or minimum, depending on the sizeDelta direction, accepted price to settle the order, set by the user.
-     * @param settlementTime Time at which the order can be settled.
-     */
-
-    event OrderCanceled(
-        uint128 indexed marketId,
-        uint128 indexed accountId,
-        uint256 settlementTime,
-        uint256 acceptablePrice
-    );
-
     /**
      * @notice Commit an async order via this function
      * @param commitment Order commitment data (see AsyncOrder.OrderCommitmentRequest struct).
@@ -57,21 +42,22 @@ interface IAsyncOrderModule {
         AsyncOrder.OrderCommitmentRequest memory commitment
     ) external returns (AsyncOrder.Data memory retOrder, uint fees);
 
-    /**
-     * @notice Cancel an expired order via this function
-     * @param marketId Id of the market used for the trade.
-     * @param accountId Id of the account used for the trade.
-     */
-    function cancelOrder(uint128 marketId, uint128 accountId) external;
-
     /**
      * @notice Get async order claim details
      * @param accountId id of the account.
-     * @param marketId Id of the market used for the trade.
      * @return order async order claim details (see AsyncOrder.Data struct).
      */
-    function getOrder(
+    function getOrder(uint128 accountId) external returns (AsyncOrder.Data memory order);
+
+    /**
+     * @notice Simulates what the order fee would be for the given market with the specified size.
+     * @dev    Note that this does not include the settlement reward fee, which is based on the strategy type used
+     * @param marketId id of the market.
+     * @param sizeDelta size of position.
+     * @return orderFees incurred fees.
+     */
+    function computeOrderFees(
         uint128 marketId,
-        uint128 accountId
-    ) external returns (AsyncOrder.Data memory order);
+        int128 sizeDelta
+    ) external view returns (uint256 orderFees);
 }

markets/perps-market/contracts/interfaces/IAsyncOrderSettlementModule.sol

@@ -1,7 +1,8 @@
 //SPDX-License-Identifier: MIT
 pragma solidity >=0.8.11 <0.9.0;
 import {SettlementStrategy} from "../storage/SettlementStrategy.sol";
-import {PerpsMarketFactory} from "../storage/PerpsMarketFactory.sol";
+import {Position} from "../storage/Position.sol";
+import {PerpsMarket} from "../storage/PerpsMarket.sol";
 
 interface IAsyncOrderSettlementModule {
     /**
@@ -26,7 +27,9 @@ interface IAsyncOrderSettlementModule {
      * @param fillPrice Price at which the order was settled.
      * @param sizeDelta Size delta from order.
      * @param newSize New size of the position after settlement.
-     * @param collectedFees Amount of fees collected by the protocol.
+     * @param totalFees Amount of fees collected by the protocol.
+     * @param referralFees Amount of fees collected by the referrer.
+     * @param collectedFees Amount of fees collected by fee collector.
      * @param settlementReward Amount of fees collected by the settler.
      * @param trackingCode Optional code for integrator tracking purposes.
      * @param settler address of the settler of the order.
@@ -38,6 +41,8 @@ interface IAsyncOrderSettlementModule {
         int256 pnl,
         int128 sizeDelta,
         int128 newSize,
+        uint256 totalFees,
+        uint256 referralFees,
         uint256 collectedFees,
         uint256 settlementReward,
         bytes32 indexed trackingCode,
@@ -54,15 +59,19 @@ interface IAsyncOrderSettlementModule {
         uint256 pnlUint;
         uint256 amountToDeduct;
         uint256 settlementReward;
-        PerpsMarketFactory.Data factory;
+        uint256 fillPrice;
+        uint256 totalFees;
+        uint256 referralFees;
+        uint256 feeCollectorFees;
+        Position.Data newPosition;
+        PerpsMarket.MarketUpdateData updateData;
     }
 
     /**
      * @notice Settles an offchain order. It's expected to revert with the OffchainLookup error with the data needed to perform the offchain lookup.
-     * @param marketId Id of the market used for the trade.
      * @param accountId Id of the account used for the trade.
      */
-    function settle(uint128 marketId, uint128 accountId) external view;
+    function settle(uint128 accountId) external view;
 
     /**
      * @notice Settles an offchain order using the offchain retrieved data from pyth.

markets/perps-market/contracts/interfaces/IGlobalPerpsMarketModule.sol

@@ -28,6 +28,29 @@ interface IGlobalPerpsMarketModule {
         uint256 indexed maxLiquidationRewardUsd
     );
 
+    /**
+     * @notice emitted when custom fee collector is set
+     * @param feeCollector the address of the fee collector to set.
+     */
+    event FeeCollectorSet(address feeCollector);
+
+    /**
+     * @notice Emitted when the share percentage for a referrer address has been updated.
+     * @param referrer The address of the referrer
+     * @param shareRatioD18 The new share ratio for the referrer
+     */
+    event ReferrerShareUpdated(address referrer, uint256 shareRatioD18);
+
+    /**
+     * @notice Thrown when the fee collector does not implement the IFeeCollector interface
+     */
+    error InvalidFeeCollectorInterface(address invalidFeeCollector);
+
+    /**
+     * @notice Thrown when a referrer share gets set to larger than 100%
+     */
+    error InvalidReferrerShareRatio(uint256 shareRatioD18);
+
     /**
      * @notice Sets the max collateral amount for a specific synth market.
      * @param synthMarketId Synth market id, 0 for snxUSD.
@@ -75,4 +98,37 @@ interface IGlobalPerpsMarketModule {
         external
         view
         returns (uint256 minLiquidationRewardUsd, uint256 maxLiquidationRewardUsd);
+
+    /**
+     * @notice Gets the total collateral value of all deposited collateral from all traders.
+     * @return totalCollateralValue value of all collateral
+     */
+    function totalGlobalCollateralValue() external view returns (uint256 totalCollateralValue);
+
+    /**
+     * @notice Sets the fee collector contract.
+     * @dev must conform to the IFeeCollector interface
+     * @param feeCollector address of the fee collector contract
+     */
+    function setFeeCollector(address feeCollector) external;
+
+    /**
+     * @notice Gets the configured feeCollector contract
+     * @return feeCollector address of the fee collector contract
+     */
+    function getFeeCollector() external view returns (address feeCollector);
+
+    /**
+     * @notice Update the referral share percentage for a referrer
+     * @param referrer The address of the referrer
+     * @param shareRatioD18 The new share percentage for the referrer
+     */
+    function updateReferrerShare(address referrer, uint256 shareRatioD18) external;
+
+    /**
+     * @notice get the referral share percentage for the specified referrer
+     * @param referrer The address of the referrer
+     * @return shareRatioD18 The configured share percentage for the referrer
+     */
+    function getReferrerShare(address referrer) external returns (uint256 shareRatioD18);
 }

markets/perps-market/contracts/interfaces/ILiquidationModule.sol

@@ -4,6 +4,15 @@ pragma solidity >=0.8.11 <0.9.0;
 interface ILiquidationModule {
     error NotEligibleForLiquidation(uint128 accountId);
 
+    event PositionLiquidated(
+        uint128 indexed accountId,
+        uint128 indexed marketId,
+        uint256 amountLiquidated,
+        int128 currentPositionSize
+    );
+
+    event AccountLiquidated(uint128 indexed accountId, uint256 reward, bool fullLiquidation);
+
     function liquidate(uint128 accountId) external;
 
     function liquidateFlagged() external;

markets/perps-market/contracts/interfaces/IMarketConfigurationModule.sol

@@ -2,8 +2,6 @@
 pragma solidity >=0.8.11 <0.9.0;
 
 import {SettlementStrategy} from "../storage/SettlementStrategy.sol";
-import {PerpsMarketConfiguration} from "../storage/PerpsMarketConfiguration.sol";
-import {OrderFee} from "../storage/OrderFee.sol";
 
 /**
  * @title Module for updating configuration in relation to async order modules.
@@ -62,6 +60,7 @@ interface IMarketConfigurationModule {
         uint128 indexed marketId,
         uint256 initialMarginRatioD18,
         uint256 maintenanceMarginRatioD18,
+        uint256 minimumInitialMarginRatioD18,
         uint256 liquidationRewardRatioD18,
         uint256 maxLiquidationLimitAccumulationMultiplier,
         uint256 maxSecondsInLiquidationWindow,
@@ -80,7 +79,7 @@ interface IMarketConfigurationModule {
      * @param marketId udpates funding parameters to this specific market.
      * @param lockedOiRatioD18 the locked OI ratio skew scale (as decimal with 18 digits precision).
      */
-    event LockedOiRatioD18Set(uint128 indexed marketId, uint256 lockedOiRatioD18);
+    event LockedOiRatioSet(uint128 indexed marketId, uint256 lockedOiRatioD18);
 
     /**
      * @notice Gets fired when a settlement strategy is enabled or disabled.
@@ -132,7 +131,8 @@ interface IMarketConfigurationModule {
      * @notice Set liquidation parameters for a market with this function.
      * @param marketId id of the market to set liquidation parameters.
      * @param initialMarginRatioD18 the initial margin ratio (as decimal with 18 digits precision).
-     * @param maintenanceMarginRatioD18 the maintenance margin ratio (as decimal with 18 digits precision).
+     * @param minimumInitialMarginRatioD18 the minimum initial margin ratio (as decimal with 18 digits precision).
+     * @param maintenanceMarginScalarD18 the maintenance margin scalar relative to the initial margin ratio (as decimal with 18 digits precision).
      * @param liquidationRewardRatioD18 the liquidation reward ratio (as decimal with 18 digits precision).
      * @param maxLiquidationLimitAccumulationMultiplier the max liquidation limit accumulation multiplier.
      * @param maxSecondsInLiquidationWindow the max seconds in liquidation window (used together with the acc multiplier to get max liquidation per window).
@@ -141,7 +141,8 @@ interface IMarketConfigurationModule {
     function setLiquidationParameters(
         uint128 marketId,
         uint256 initialMarginRatioD18,
-        uint256 maintenanceMarginRatioD18,
+        uint256 minimumInitialMarginRatioD18,
+        uint256 maintenanceMarginScalarD18,
         uint256 liquidationRewardRatioD18,
         uint256 maxLiquidationLimitAccumulationMultiplier,
         uint256 maxSecondsInLiquidationWindow,
@@ -190,10 +191,12 @@ interface IMarketConfigurationModule {
      * @notice Gets liquidation parameters details of a market.
      * @param marketId id of the market.
      * @return initialMarginRatioD18 the initial margin ratio (as decimal with 18 digits precision).
-     * @return maintenanceMarginRatioD18 the maintenance margin ratio (as decimal with 18 digits precision).
+     * @return minimumInitialMarginRatioD18 the minimum initial margin ratio (as decimal with 18 digits precision).
+     * @return maintenanceMarginScalarD18 the maintenance margin scalar relative to the initial margin ratio (as decimal with 18 digits precision).
      * @return liquidationRewardRatioD18 the liquidation reward ratio (as decimal with 18 digits precision).
      * @return maxLiquidationLimitAccumulationMultiplier the max liquidation limit accumulation multiplier.
      * @return maxSecondsInLiquidationWindow the max seconds in liquidation window (used together with the acc multiplier to get max liquidation per window).
+     * @return minimumPositionMargin the minimum position margin.
      */
     function getLiquidationParameters(
         uint128 marketId
@@ -202,10 +205,12 @@ interface IMarketConfigurationModule {
         view
         returns (
             uint256 initialMarginRatioD18,
-            uint256 maintenanceMarginRatioD18,
+            uint256 minimumInitialMarginRatioD18,
+            uint256 maintenanceMarginScalarD18,
             uint256 liquidationRewardRatioD18,
             uint256 maxLiquidationLimitAccumulationMultiplier,
-            uint256 maxSecondsInLiquidationWindow
+            uint256 maxSecondsInLiquidationWindow,
+            uint256 minimumPositionMargin
         );
 
     /**
@@ -240,5 +245,5 @@ interface IMarketConfigurationModule {
      * @param marketId id of the market.
      * @return lockedOiRatioD18 the locked OI ratio skew scale (as decimal with 18 digits precision).
      */
-    function getLockedOiRatioD18(uint128 marketId) external view returns (uint256 lockedOiRatioD18);
+    function getLockedOiRatio(uint128 marketId) external view returns (uint256 lockedOiRatioD18);
 }

markets/perps-market/contracts/interfaces/IAccountModule.sol → markets/perps-market/contracts/interfaces/IPerpsAccountModule.sol

@@ -1,12 +1,10 @@
 //SPDX-License-Identifier: MIT
 pragma solidity >=0.8.11 <0.9.0;
 
-import {AsyncOrder} from "../storage/AsyncOrder.sol";
-
 /**
  * @title Account module
  */
-interface IAccountModule {
+interface IPerpsAccountModule {
     /**
      * @notice Gets fired when an account colateral is modified.
      * @param accountId Id of the account.
@@ -63,19 +61,38 @@ interface IAccountModule {
      * @notice Gets the details of an open position.
      * @param accountId Id of the account.
      * @param marketId Id of the position market.
-     * @return pnl pnl of the position.
+     * @return totalPnl pnl of the entire position including funding.
      * @return accruedFunding accrued funding of the position.
-     * @return size size of the position.
+     * @return positionSize size of the position.
      */
     function getOpenPosition(
         uint128 accountId,
         uint128 marketId
-    ) external view returns (int pnl, int accruedFunding, int size);
+    ) external view returns (int256 totalPnl, int256 accruedFunding, int128 positionSize);
 
     /**
      * @notice Gets the available margin of an account. It can be negative due to pnl.
      * @param accountId Id of the account.
      * @return availableMargin available margin of the position.
      */
-    function getAvailableMargin(uint128 accountId) external view returns (int);
+    function getAvailableMargin(uint128 accountId) external view returns (int256 availableMargin);
+
+    /**
+     * @notice Gets the exact withdrawable amount a trader has available from this account while holding the account's current positions.
+     * @param accountId Id of the account.
+     * @return withdrawableMargin available margin to withdraw.
+     */
+    function getWithdrawableMargin(
+        uint128 accountId
+    ) external view returns (int256 withdrawableMargin);
+
+    /**
+     * @notice Gets the initial/maintenance margins across all positions that an account has open.
+     * @param accountId Id of the account.
+     * @return requiredInitialMargin initial margin req (used when withdrawing collateral).
+     * @return requiredMaintenanceMargin maintenance margin req (used to determine liquidation threshold).
+     */
+    function getRequiredMargins(
+        uint128 accountId
+    ) external view returns (uint256 requiredInitialMargin, uint256 requiredMaintenanceMargin);
 }

markets/perps-market/contracts/interfaces/IPerpsMarketModule.sol

@@ -1,8 +1,6 @@
 //SPDX-License-Identifier: MIT
 pragma solidity >=0.8.11 <0.9.0;
 
-import {AsyncOrder} from "../storage/AsyncOrder.sol";
-
 /**
  * @title Perps market module
  */
@@ -32,7 +30,7 @@ interface IPerpsMarketModule {
 
     function indexPrice(uint128 marketId) external view returns (uint);
 
-    function fillPrice(uint128 marketId, int orderSize, uint price) external returns (uint);
+    function fillPrice(uint128 marketId, int128 orderSize, uint price) external returns (uint);
 
     /**
      * @dev Given a marketId return a market's summary details in one call.

markets/perps-market/contracts/interfaces/external/IFeeCollector.sol

@@ -0,0 +1,20 @@
+//SPDX-License-Identifier: MIT
+pragma solidity >=0.8.11 <0.9.0;
+
+import "@synthetixio/core-contracts/contracts/interfaces/IERC165.sol";
+
+interface IFeeCollector is IERC165 {
+    /**
+     * @notice  .This function is called by the spot market proxy to get the fee amount to be collected.
+     * @dev     .The quoted fee amount is then transferred directly to the fee collector.
+     * @param   marketId  .synth market id value
+     * @param   feeAmount  .max fee amount that can be collected
+     * @param   transactor  .the trader the fee was collected from
+     * @return  feeAmountToCollect  .quoted fee amount
+     */
+    function quoteFees(
+        uint128 marketId,
+        uint256 feeAmount,
+        address transactor
+    ) external returns (uint256 feeAmountToCollect);
+}