Types Reference

struct Position {
    address account;                     // Owner address
    bytes32 pairId;                      // Currency pair identifier (e.g., keccak256("EUR/USD"))
    Side side;                           // LONG or SHORT
    uint256 notional;                    // Position size in USDC (6 decimals)
    uint32 tenorSeconds;                 // Tenor duration in seconds (dynamic registry)
    uint64 openTimestamp;                // Block timestamp when opened
    uint64 fixingTimestamp;              // Maturity date (business day adjusted)
    int256 entryStrike;                  // Forward price at open (18 decimals)
    uint64 entryOracleRoundId;           // Oracle round ID at open
    uint256 imLocked;                    // Locked initial margin (mutable via add/remove)
    uint256 mmThreshold;                 // Maintenance margin liquidation threshold
    PositionStatus status;               // OPEN or CLOSED
    CloseReason closeReason;             // Why it was closed (NONE while open)
    uint64 closeTimestamp;               // When closed (0 while open)
    int256 closePrice;                   // Settlement price at close (18 decimals)
    int256 realizedPnl;                  // Capped PnL used for accounting
    int256 marketPnl;                    // Uncapped true mathematical PnL
    uint16 snapshotImBps;                // IM factor at time of open
    uint16 snapshotMmBps;                // MM factor at time of open
    uint16 snapshotTradingFeeBps;        // Trading fee rate at time of open
    uint16 snapshotLiquidationPenaltyBps; // Liquidation penalty at time of open
    uint256 snapshotOracleFee;           // Oracle fee at time of open
    MarginMode marginMode;               // ISOLATED (M2 only)
}

struct OpenPositionParams {
    bytes32 pairId;        // Currency pair (e.g., EUR_USD_PAIR_ID)
    Side side;             // LONG or SHORT
    uint256 notional;      // Position size in USDC (6 decimals)
    uint32 tenorSeconds;   // Contract duration in seconds (must be enabled in Config)
    uint256 margin;        // Initial margin to lock (6 decimals)
}

struct MarginConfig {
    uint16 imFactorBps;              // Initial margin factor (default: 200 = 2%)
    uint16 mmFactorBps;              // Maintenance margin factor (default: 100 = 1%)
    uint16 tradingFeeBps;            // Trading fee rate (default: 5 = 0.05%)
    uint16 liquidationPenaltyBps;    // Liquidation penalty (default: 30 = 0.3%)
}

struct FeeDestination {
    address destination;  // Recipient address
    uint16 shareBps;      // Share of fees (must sum to 10000 across all destinations)
}

struct PricingConfig {
    uint16 baseSpreadBps;            // Base spread (default: 5 = 0.05%)
    uint16 premiumDiscountAdjBps;    // Premium/discount adjustment (default: 5 = 0.05%)
}

struct FixingConfig {
    uint8 fixingHourUtc;     // Hour of fixing time (0-23)
    uint8 fixingMinuteUtc;   // Minute of fixing time (0-59)
    uint8 fixingSecondUtc;   // Second of fixing time (0-59)
}

struct OracleConfig {
    uint32 maxOracleAge;                // Max spot price age in seconds (default: 30)
    uint32 maxForwardAge;               // Max forward price age in seconds (default: 60)
    uint32 spotFixingWindowSeconds;     // Fixing window tolerance (default: 120 = ±2 min)
    uint32 minForwardUpdateSpacing;     // Min seconds between updates (default: 10)
    uint16 maxOracleMovePerUpdateBps;   // Max price move per update (default: 200 = 2%)
    uint16 maxDeviationVsPriorBps;      // Max deviation vs prior forward (default: 50 = 0.5%)
    uint16 maxAnchorDeviationBps;       // Max deviation vs Pyth-verified spot × IRP carry (default: 150 = 1.5%)
}

struct DegradedConfig {
    uint32 degradedDurationSeconds;  // Max time in DEGRADED before PAUSED (default: 3600 = 1h)
}

struct ForwardRound {
    int256 forwardPrice;       // Forward price (18 decimal precision)
    uint64 publishTimestamp;   // When the price was published
    uint64 roundId;            // Sequential round identifier
    bool isValid;              // Whether this round is valid
}