Merge pull request #47 from clober-dex/feat/router

feat: implement batch limit order at router
clober-dex · May 15, 2023 · 1bcaf60 · 1bcaf60
2 parents ad80093 + 2db3a97
commit 1bcaf60
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Showing 3 changed files with 176 additions and 52 deletions.
diff --git a/contracts/MarketRouter.sol b/contracts/MarketRouter.sol
@@ -26,10 +26,24 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
     mapping(address => bool) private _registeredMarkets;
 
     modifier checkDeadline(uint64 deadline) {
+        _checkDeadline(deadline);
+        _;
+    }
+
+    function _checkDeadline(uint64 deadline) internal view {
         if (block.timestamp > deadline) {
             revert Errors.CloberError(Errors.DEADLINE);
         }
+    }
+
+    modifier flushNative() {
         _;
+        if (address(this).balance > 0) {
+            (bool success, ) = msg.sender.call{value: address(this).balance}("");
+            if (!success) {
+                revert Errors.CloberError(Errors.FAILED_TO_SEND_VALUE);
+            }
+        }
     }
 
     constructor(address factory) {
@@ -48,11 +62,11 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
             revert Errors.CloberError(Errors.ACCESS);
         }
 
-        (address payer, bool useNative) = abi.decode(data, (address, bool));
+        (address payer, bool useNative, uint256 nativeToRemain) = abi.decode(data, (address, bool, uint256));
 
         // transfer input tokens
         if (useNative) {
-            uint256 nativeAmount = address(this).balance - msg.value;
+            uint256 nativeAmount = address(this).balance - nativeToRemain;
             (inputAmount, nativeAmount) = nativeAmount > inputAmount
                 ? (0, inputAmount)
                 : (inputAmount - nativeAmount, nativeAmount);
@@ -63,19 +77,31 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
         if (inputAmount > 0) {
             IERC20(inputToken).safeTransferFrom(payer, msg.sender, inputAmount);
         }
+    }
+
+    function limitOrder(
+        GeneralLimitOrderParams[] calldata limitOrderParamsList,
+        ClaimOrderParams[] calldata claimParamsList
+    ) external payable flushNative returns (uint256[] memory orderIds) {
+        orderIds = new uint256[](limitOrderParamsList.length);
+        _claim(claimParamsList);
+        uint256 nativeToRemain;
+        for (uint256 i = 0; i < limitOrderParamsList.length; ++i) {
+            _checkDeadline(limitOrderParamsList[i].params.deadline);
+            nativeToRemain += uint256(limitOrderParamsList[i].params.claimBounty) * 1 gwei;
+        }
 
-        if (address(this).balance > 0) {
-            (bool success, ) = payer.call{value: address(this).balance}("");
-            if (!success) {
-                revert Errors.CloberError(Errors.FAILED_TO_SEND_VALUE);
-            }
+        for (uint256 i = 0; i < limitOrderParamsList.length; ++i) {
+            nativeToRemain -= uint256(limitOrderParamsList[i].params.claimBounty) * 1 gwei;
+            orderIds[i] = _limitOrder(limitOrderParamsList[i].params, limitOrderParamsList[i].isBid, nativeToRemain);
         }
     }
 
     function limitBid(LimitOrderParams calldata params)
         external
         payable
         checkDeadline(params.deadline)
+        flushNative
         returns (uint256)
     {
         return _limitOrder(params, _BID);
@@ -85,28 +111,37 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
         external
         payable
         checkDeadline(params.deadline)
+        flushNative
         returns (uint256)
     {
         return _limitOrder(params, _ASK);
     }
 
     function _limitOrder(LimitOrderParams calldata params, bool isBid) internal returns (uint256) {
+        return _limitOrder(params, isBid, 0);
+    }
+
+    function _limitOrder(
+        LimitOrderParams calldata params,
+        bool isBid,
+        uint256 nativeToRemain
+    ) internal returns (uint256) {
         return
             CloberOrderBook(params.market).limitOrder{value: uint256(params.claimBounty) * 1 gwei}(
                 params.user,
                 params.priceIndex,
                 params.rawAmount,
                 params.baseAmount,
                 (isBid ? 1 : 0) + (params.postOnly ? 2 : 0),
-                abi.encode(msg.sender, params.useNative)
+                abi.encode(msg.sender, params.useNative, nativeToRemain)
             );
     }
 
-    function marketBid(MarketOrderParams calldata params) external payable checkDeadline(params.deadline) {
+    function marketBid(MarketOrderParams calldata params) external payable checkDeadline(params.deadline) flushNative {
         _marketOrder(params, _BID);
     }
 
-    function marketAsk(MarketOrderParams calldata params) external payable checkDeadline(params.deadline) {
+    function marketAsk(MarketOrderParams calldata params) external payable checkDeadline(params.deadline) flushNative {
         _marketOrder(params, _ASK);
     }
 
@@ -117,11 +152,15 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
             params.rawAmount,
             params.baseAmount,
             (isBid ? 1 : 0) + (params.expendInput ? 2 : 0),
-            abi.encode(msg.sender, params.useNative)
+            abi.encode(msg.sender, params.useNative, 0)
         );
     }
 
-    function claim(uint64 deadline, ClaimOrderParams[] calldata paramsList) external checkDeadline(deadline) {
+    function claim(uint64 deadline, ClaimOrderParams[] calldata paramsList)
+        external
+        checkDeadline(deadline)
+        flushNative
+    {
         _claim(paramsList);
     }
 
@@ -136,6 +175,7 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
         external
         payable
         checkDeadline(limitOrderParams.deadline)
+        flushNative
         returns (uint256)
     {
         _claim(claimParamsList);
@@ -146,6 +186,7 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
         external
         payable
         checkDeadline(limitOrderParams.deadline)
+        flushNative
         returns (uint256)
     {
         _claim(claimParamsList);
@@ -155,15 +196,15 @@ contract MarketRouter is CloberMarketSwapCallbackReceiver, CloberRouter {
     function marketBidAfterClaim(
         ClaimOrderParams[] calldata claimParamsList,
         MarketOrderParams calldata marketOrderParams
-    ) external payable checkDeadline(marketOrderParams.deadline) {
+    ) external payable checkDeadline(marketOrderParams.deadline) flushNative {
         _claim(claimParamsList);
         _marketOrder(marketOrderParams, _BID);
     }
 
     function marketAskAfterClaim(
         ClaimOrderParams[] calldata claimParamsList,
         MarketOrderParams calldata marketOrderParams
-    ) external payable checkDeadline(marketOrderParams.deadline) {
+    ) external payable checkDeadline(marketOrderParams.deadline) flushNative {
         _claim(claimParamsList);
         _marketOrder(marketOrderParams, _ASK);
     }

diff --git a/contracts/interfaces/CloberRouter.sol b/contracts/interfaces/CloberRouter.sol
@@ -30,6 +30,27 @@ interface CloberRouter {
         uint256 baseAmount;
     }
 
+    /**
+     * @notice LimitOrderParams struct is a generalized version of LimitOrderParam to be used for both bids and asks.
+     * @param params This is the LimitOrderParams struct which contains all the necessary information of a limit order.
+     * @param isBid This flag, if set to true, means that the order is a bid. If false, the order is an ask.
+     */
+    struct GeneralLimitOrderParams {
+        LimitOrderParams params;
+        bool isBid;
+    }
+
+    /**
+     * @notice Places limit orders.
+     * @param limitOrderParamsList The limit order parameters list.
+     * @param claimParamsList Array of ClaimOrderParams: The list of orders to be claimed.
+     * @return orderIds The order indices. If an order is not made `type(uint256).max` is returned instead.
+     */
+    function limitOrder(
+        GeneralLimitOrderParams[] calldata limitOrderParamsList,
+        ClaimOrderParams[] calldata claimParamsList
+    ) external payable returns (uint256[] memory orderIds);
+
     /**
      * @notice Places a limit order on the bid side.
      * @param params The limit order parameters.