CfdEnginePlanTypes

Git Source

Title: CfdEnginePlanTypes

Snapshot and delta structs for the plan→apply architecture. Plan functions are pure over a RawSnapshot and return typed deltas. Apply functions consume deltas to perform state mutations and external calls.

Structs

SideSnapshot

struct SideSnapshot {
    uint256 maxProfitUsdc;
    uint256 openInterest;
    uint256 entryNotional;
    uint256 totalMargin;
    int256 fundingIndex;
    int256 entryFunding;
}

RawSnapshot

struct RawSnapshot {
    CfdTypes.Position position;
    bytes32 accountId;

    uint256 currentTimestamp;
    uint64 lastFundingTime;
    uint256 lastMarkPrice;
    uint64 lastMarkTime;

    SideSnapshot bullSide;
    SideSnapshot bearSide;

    uint256 fundingVaultDepthUsdc;
    uint256 vaultAssetsUsdc;
    uint256 vaultCashUsdc;

    IMarginClearinghouse.AccountUsdcBuckets accountBuckets;
    IMarginClearinghouse.LockedMarginBuckets lockedBuckets;

    uint64[] marginReservationIds;

    uint256 accumulatedFeesUsdc;
    uint256 accumulatedBadDebtUsdc;
    uint256 totalDeferredPayoutUsdc;
    uint256 totalDeferredClearerBountyUsdc;
    uint256 deferredPayoutForAccount;
    bool degradedMode;

    uint256 capPrice;
    CfdTypes.RiskParams riskParams;
    bool isFadWindow;
    bool liveMarkFreshForFunding;
}

GlobalFundingDelta

struct GlobalFundingDelta {
    int256 bullFundingIndexDelta;
    int256 bearFundingIndexDelta;
    uint256 fundingAbsSkewUsdc;
    uint64 newLastFundingTime;
    uint256 newLastMarkPrice;
    uint64 newLastMarkTime;
}

FundingDelta

struct FundingDelta {
    int256 bullFundingIndexDelta;
    int256 bearFundingIndexDelta;
    uint256 fundingAbsSkewUsdc;
    uint64 newLastFundingTime;

    uint256 newLastMarkPrice;
    uint64 newLastMarkTime;

    int256 pendingFundingUsdc;
    int256 closeFundingSettlementUsdc;
    FundingPayoutType payoutType;

    uint256 fundingVaultPayoutUsdc;
    uint256 fundingClearinghouseCreditUsdc;

    uint256 fundingLossConsumedFromMargin;
    uint256 fundingLossConsumedFromFree;
    uint256 fundingLossUncovered;

    uint256 posMarginIncrease;
    uint256 posMarginDecrease;

    int256 sideEntryFundingDelta;
    int256 newPosEntryFundingIndex;
}

SolvencyPreview

struct SolvencyPreview {
    uint256 effectiveAssetsAfterUsdc;
    uint256 maxLiabilityAfterUsdc;
    int256 solvencyFundingPnlUsdc;
    bool triggersDegradedMode;
    bool postOpDegradedMode;
}

OpenDelta

struct OpenDelta {
    bool valid;
    OpenRevertCode revertCode;

    FundingDelta funding;
    OpenAccountingLib.OpenState openState;

    CfdTypes.Side posSide;
    uint256 newPosSize;
    uint256 newPosEntryPrice;
    int256 posVpiAccruedDelta;
    uint256 posMaxProfitIncrease;
    uint256 positionMarginAfterOpen;

    uint256 sideOiIncrease;
    int256 sideEntryNotionalDelta;
    int256 sideEntryFundingContribution;
    uint256 sideMaxProfitIncrease;

    int256 tradeCostUsdc;
    uint256 marginDeltaUsdc;
    int256 netMarginChange;
    uint256 vaultRebatePayoutUsdc;

    uint256 executionFeeUsdc;

    uint256 sideTotalMarginBefore;
    uint256 sideTotalMarginAfterFunding;
    uint256 sideTotalMarginAfterOpen;

    bytes32 accountId;
    uint256 sizeDelta;
    uint256 price;
    uint256 effectivePositionMarginAfterFunding;
}

CloseDelta

struct CloseDelta {
    bool valid;
    CloseRevertCode revertCode;

    FundingDelta funding;
    CloseAccountingLib.CloseState closeState;
    uint256 postBullOi;
    uint256 postBearOi;

    uint256 posMarginAfter;
    uint256 posSizeDelta;
    uint256 posMaxProfitReduction;
    int256 posVpiAccruedReduction;
    bool deletePosition;

    CfdTypes.Side side;
    uint256 sideOiDecrease;
    uint256 sideEntryNotionalReduction;
    int256 sideEntryFundingReduction;
    uint256 sideMaxProfitReduction;

    uint256 unlockMarginUsdc;

    SettlementType settlementType;

    uint256 freshTraderPayoutUsdc;
    bool freshPayoutIsImmediate;
    bool freshPayoutIsDeferred;
    uint256 existingDeferredConsumedUsdc;
    uint256 existingDeferredRemainingUsdc;
    uint256 deferredFeeRecoveryUsdc;

    CfdEngineSettlementLib.CloseSettlementResult lossResult;
    MarginClearinghouseAccountingLib.SettlementConsumption lossConsumption;
    uint256 syncMarginQueueAmount;

    uint256 executionFeeUsdc;
    uint256 badDebtUsdc;

    uint256 totalMarginBefore;
    uint256 totalMarginAfterFunding;
    uint256 totalMarginAfterClose;

    SolvencyPreview solvency;

    bytes32 accountId;
    uint256 sizeDelta;
    uint256 price;
    int256 realizedPnlUsdc;
}

LiquidationDelta

struct LiquidationDelta {
    bool liquidatable;

    GlobalFundingDelta funding;

    PositionRiskAccountingLib.PositionRiskState riskState;
    LiquidationAccountingLib.LiquidationState liquidationState;

    CfdTypes.Side side;
    uint256 posSize;
    uint256 posMargin;
    uint256 posMaxProfit;
    uint256 posEntryPrice;
    int256 posEntryFundingIndex;

    uint256 sideOiDecrease;
    uint256 sideMaxProfitDecrease;
    uint256 sideEntryNotionalReduction;
    int256 sideEntryFundingReduction;
    uint256 sideTotalMarginReduction;

    uint256 keeperBountyUsdc;
    uint256 liquidationReachableCollateralUsdc;

    int256 residualUsdc;
    MarginClearinghouseAccountingLib.LiquidationResidualPlan residualPlan;

    uint256 settlementRetainedUsdc;
    uint256 freshTraderPayoutUsdc;
    bool freshPayoutIsImmediate;
    bool freshPayoutIsDeferred;
    uint256 existingDeferredConsumedUsdc;
    uint256 existingDeferredRemainingUsdc;

    uint256 syncMarginQueueAmount;

    uint256 badDebtUsdc;

    SolvencyPreview solvency;

    bytes32 accountId;
    uint256 price;
}

Enums

OpenFailurePolicyCategory

enum OpenFailurePolicyCategory {
    None,
    CommitTimeRejectable,
    ExecutionTimeUserInvalid,
    ExecutionTimeProtocolStateInvalidated
}

ExecutionFailurePolicyCategory

enum ExecutionFailurePolicyCategory {
    None,
    UserInvalid,
    ProtocolStateInvalidated
}

FundingPayoutType

enum FundingPayoutType {
    NONE,
    MARGIN_CREDIT,
    CLOSE_SETTLEMENT,
    DEFERRED_PAYOUT,
    LOSS_CONSUMED,
    LOSS_UNCOVERED_REVERT,
    LOSS_UNCOVERED_CLOSE
}

OpenRevertCode

enum OpenRevertCode {
    OK,
    MUST_CLOSE_OPPOSING,
    DEGRADED_MODE,
    POSITION_TOO_SMALL,
    SKEW_TOO_HIGH,
    MARGIN_DRAINED_BY_FEES,
    INSUFFICIENT_INITIAL_MARGIN,
    SOLVENCY_EXCEEDED,
    FUNDING_EXCEEDS_MARGIN
}

CloseRevertCode

enum CloseRevertCode {
    OK,
    CLOSE_SIZE_EXCEEDS,
    DUST_POSITION,
    PARTIAL_CLOSE_UNDERWATER,
    FUNDING_PARTIAL_CLOSE_UNDERWATER
}

SettlementType

enum SettlementType {
    ZERO,
    GAIN,
    LOSS
}