OrderBook.sol

Per-market orderbook contract deployed as an EIP-1167 minimal proxy clone.

Storage

• Orders: mapping(uint256 => Order) — order ID to order struct

• Segment trees: one per side (bid/ask), tracking aggregate volume at each tick

• Batch results: mapping(uint256 => BatchResult) — batch ID to clearing result

Order Struct

struct Order {
    address owner;
    Side side;        // Bid or Ask
    uint8 tick;       // 1-99
    uint256 amount;   // Total size
    uint256 remaining; // Unfilled size
    uint256 batchId;  // Batch when placed
    uint256 expiry;   // Auto-expire timestamp
    OrderType orderType; // Limit, PostOnly, IOC, BatchOnly
    bool cancelled;
}

Key Functions

placeOrder(side, tick, amount, orderType, expiry)

• Validates: tick in range, amount ≥ min lot size, expiry ≤ market close, market is Open

• Trading halt: rejects if block.timestamp + batchInterval >= expiryTime

• Locks collateral (bids) or outcome tokens (asks) in Vault

• Deposits order bond

• Updates segment tree aggregate at tick

• Post-only: reverts if order would cross the book

cancelOrder(orderId)

• Only callable by order owner

• Unlocks collateral/tokens, refunds order bond

• Updates segment tree aggregate

• Available in Open and Closed states

claimFills(orderId[])

• Batch claim for gas efficiency

• Computes fill amount per order based on stored BatchResult

• Transfers outcome tokens or collateral via Vault

• Deducts taker fee / applies maker rebate

• Marks order as claimed for that batch

pruneExpiredOrders(orderId[])

• Permissionless — anyone can call

• Removes expired orders, returns collateral to owner

• Pays pruner bounty from order bond

• Updates segment tree aggregates