Contract 0xd6307f41Ce9027A649a70e43f5B7d3E150838A42

// SPDX-License-Identifier: MIT

pragma solidity ^0.6.0;

import "../libraries/math/SafeMath.sol";
import "../libraries/token/IERC20.sol";
import "../tokens/interfaces/IWETH.sol";
import "../libraries/token/SafeERC20.sol";
import "../libraries/utils/Address.sol";
import "../libraries/utils/ReentrancyGuard.sol";

import "./interfaces/IRouter.sol";
import "./interfaces/IVault.sol";
import "./interfaces/IOrderBook.sol";

contract OrderBook is ReentrancyGuard, IOrderBook {
    using SafeMath for uint256;
    using SafeERC20 for IERC20;
    using Address for address payable;

    uint256 public constant PRICE_PRECISION = 1e30;
    uint256 public constant USDG_PRECISION = 1e18;

    struct IncreaseOrder {
        address account;
        address purchaseToken;
        uint256 purchaseTokenAmount;
        address collateralToken;
        address indexToken;
        uint256 sizeDelta;
        bool isLong;
        uint256 triggerPrice;
        bool triggerAboveThreshold;
        uint256 executionFee;
    }
    struct DecreaseOrder {
        address account;
        address collateralToken;
        uint256 collateralDelta;
        address indexToken;
        uint256 sizeDelta;
        bool isLong;
        uint256 triggerPrice;
        bool triggerAboveThreshold;
        uint256 executionFee;
    }
    struct SwapOrder {
        address account;
        address[] path;
        uint256 amountIn;
        uint256 minOut;
        uint256 triggerRatio;
        bool triggerAboveThreshold;
        bool shouldUnwrap;
        uint256 executionFee;
    }

    mapping (address => mapping(uint256 => IncreaseOrder)) public increaseOrders;
    mapping (address => uint256) public increaseOrdersIndex;
    mapping (address => mapping(uint256 => DecreaseOrder)) public decreaseOrders;
    mapping (address => uint256) public decreaseOrdersIndex;
    mapping (address => mapping(uint256 => SwapOrder)) public swapOrders;
    mapping (address => uint256) public swapOrdersIndex;

    address public gov;
    address public weth;
    address public usdg;
    address public router;
    address public vault;
    uint256 public minExecutionFee;
    uint256 public minPurchaseTokenAmountUsd;
    bool public isInitialized = false;

    event CreateIncreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address purchaseToken,
        uint256 purchaseTokenAmount,
        address collateralToken,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    );
    event CancelIncreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address purchaseToken,
        uint256 purchaseTokenAmount,
        address collateralToken,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    );
    event ExecuteIncreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address purchaseToken,
        uint256 purchaseTokenAmount,
        address collateralToken,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee,
        uint256 executionPrice
    );
    event UpdateIncreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address collateralToken,
        address indexToken,
        bool isLong,
        uint256 sizeDelta,
        uint256 triggerPrice,
        bool triggerAboveThreshold
    );
    event CreateDecreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address collateralToken,
        uint256 collateralDelta,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    );
    event CancelDecreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address collateralToken,
        uint256 collateralDelta,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    );
    event ExecuteDecreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address collateralToken,
        uint256 collateralDelta,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee,
        uint256 executionPrice
    );
    event UpdateDecreaseOrder(
        address indexed account,
        uint256 orderIndex,
        address collateralToken,
        uint256 collateralDelta,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold
    );
    event CreateSwapOrder(
        address indexed account,
        uint256 orderIndex,
        address[] path,
        uint256 amountIn,
        uint256 minOut,
        uint256 triggerRatio,
        bool triggerAboveThreshold,
        bool shouldUnwrap,
        uint256 executionFee
    );
    event CancelSwapOrder(
        address indexed account,
        uint256 orderIndex,
        address[] path,
        uint256 amountIn,
        uint256 minOut,
        uint256 triggerRatio,
        bool triggerAboveThreshold,
        bool shouldUnwrap,
        uint256 executionFee
    );
    event UpdateSwapOrder(
        address indexed account,
        uint256 ordexIndex,
        address[] path,
        uint256 amountIn,
        uint256 minOut,
        uint256 triggerRatio,
        bool triggerAboveThreshold,
        bool shouldUnwrap,
        uint256 executionFee
    );
    event ExecuteSwapOrder(
        address indexed account,
        uint256 orderIndex,
        address[] path,
        uint256 amountIn,
        uint256 minOut,
        uint256 amountOut,
        uint256 triggerRatio,
        bool triggerAboveThreshold,
        bool shouldUnwrap,
        uint256 executionFee
    );

    event Initialize(
        address router,
        address vault,
        address weth,
        address usdg,
        uint256 minExecutionFee,
        uint256 minPurchaseTokenAmountUsd
    );
    event UpdateMinExecutionFee(uint256 minExecutionFee);
    event UpdateMinPurchaseTokenAmountUsd(uint256 minPurchaseTokenAmountUsd);
    event UpdateGov(address gov);

    modifier onlyGov() {
        require(msg.sender == gov, "OrderBook: forbidden");
        _;
    }

    constructor() public {
        gov = msg.sender;
    }

    function initialize(
        address _router,
        address _vault,
        address _weth,
        address _usdg,
        uint256 _minExecutionFee,
        uint256 _minPurchaseTokenAmountUsd
    ) external onlyGov {
        require(!isInitialized, "OrderBook: already initialized");
        isInitialized = true;

        router = _router;
        vault = _vault;
        weth = _weth;
        usdg = _usdg;
        minExecutionFee = _minExecutionFee;
        minPurchaseTokenAmountUsd = _minPurchaseTokenAmountUsd;

        emit Initialize(_router, _vault, _weth, _usdg, _minExecutionFee, _minPurchaseTokenAmountUsd);
    }

    receive() external payable {
        require(msg.sender == weth, "OrderBook: invalid sender");
    }

    function setMinExecutionFee(uint256 _minExecutionFee) external onlyGov {
        minExecutionFee = _minExecutionFee;

        emit UpdateMinExecutionFee(_minExecutionFee);
    }

    function setMinPurchaseTokenAmountUsd(uint256 _minPurchaseTokenAmountUsd) external onlyGov {
        minPurchaseTokenAmountUsd = _minPurchaseTokenAmountUsd;

        emit UpdateMinPurchaseTokenAmountUsd(_minPurchaseTokenAmountUsd);
    }

    function setGov(address _gov) external onlyGov {
        gov = _gov;

        emit UpdateGov(_gov);
    }

    function getSwapOrder(address _account, uint256 _orderIndex) override public view returns (
        address path0,
        address path1,
        address path2,
        uint256 amountIn,
        uint256 minOut,
        uint256 triggerRatio,
        bool triggerAboveThreshold,
        bool shouldUnwrap,
        uint256 executionFee
    ) {
        SwapOrder memory order = swapOrders[_account][_orderIndex];
        return (
            order.path.length > 0 ? order.path[0] : address(0),
            order.path.length > 1 ? order.path[1] : address(0),
            order.path.length > 2 ? order.path[2] : address(0),
            order.amountIn,
            order.minOut,
            order.triggerRatio,
            order.triggerAboveThreshold,
            order.shouldUnwrap,
            order.executionFee
        );
    }

    function createSwapOrder(
        address[] memory _path,
        uint256 _amountIn,
        uint256 _minOut,
        uint256 _triggerRatio, // tokenB / tokenA
        bool _triggerAboveThreshold,
        uint256 _executionFee,
        bool _shouldWrap,
        bool _shouldUnwrap
    ) external payable nonReentrant {
        require(_path.length == 2 || _path.length == 3, "OrderBook: invalid _path.length");
        require(_path[0] != _path[_path.length - 1], "OrderBook: invalid _path");
        require(_amountIn > 0, "OrderBook: invalid _amountIn");
        require(_executionFee >= minExecutionFee, "OrderBook: insufficient execution fee");

        // always need this call because of mandatory executionFee user has to transfer in ETH
        _transferInETH();

        if (_shouldWrap) {
            require(_path[0] == weth, "OrderBook: only weth could be wrapped");
            require(msg.value == _executionFee.add(_amountIn), "OrderBook: incorrect value transferred");
        } else {
            require(msg.value == _executionFee, "OrderBook: incorrect execution fee transferred");
            IRouter(router).pluginTransfer(_path[0], msg.sender, address(this), _amountIn);
        }

        _createSwapOrder(msg.sender, _path, _amountIn, _minOut, _triggerRatio, _triggerAboveThreshold, _shouldUnwrap, _executionFee);
    }

    function _createSwapOrder(
        address _account,
        address[] memory _path,
        uint256 _amountIn,
        uint256 _minOut,
        uint256 _triggerRatio,
        bool _triggerAboveThreshold,
        bool _shouldUnwrap,
        uint256 _executionFee
    ) private {
        uint256 _orderIndex = swapOrdersIndex[_account];
        SwapOrder memory order = SwapOrder(
            _account,
            _path,
            _amountIn,
            _minOut,
            _triggerRatio,
            _triggerAboveThreshold,
            _shouldUnwrap,
            _executionFee
        );
        swapOrdersIndex[_account] = _orderIndex.add(1);
        swapOrders[_account][_orderIndex] = order;

        emit CreateSwapOrder(
            _account,
            _orderIndex,
            _path,
            _amountIn,
            _minOut,
            _triggerRatio,
            _triggerAboveThreshold,
            _shouldUnwrap,
            _executionFee
        );
    }

    function cancelMultiple(
        uint256[] memory _swapOrderIndexes,
        uint256[] memory _increaseOrderIndexes,
        uint256[] memory _decreaseOrderIndexes
    ) external {
        for (uint256 i = 0; i < _swapOrderIndexes.length; i++) {
            cancelSwapOrder(_swapOrderIndexes[i]);
        }
        for (uint256 i = 0; i < _increaseOrderIndexes.length; i++) {
            cancelIncreaseOrder(_increaseOrderIndexes[i]);
        }
        for (uint256 i = 0; i < _decreaseOrderIndexes.length; i++) {
            cancelDecreaseOrder(_decreaseOrderIndexes[i]);
        }
    }

    function cancelSwapOrder(uint256 _orderIndex) public nonReentrant {
        SwapOrder memory order = swapOrders[msg.sender][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        delete swapOrders[msg.sender][_orderIndex];

        if (order.path[0] == weth) {
            _transferOutETH(order.executionFee.add(order.amountIn), msg.sender);
        } else {
            IERC20(order.path[0]).safeTransfer(msg.sender, order.amountIn);
            _transferOutETH(order.executionFee, msg.sender);
        }

        emit CancelSwapOrder(
            msg.sender,
            _orderIndex,
            order.path,
            order.amountIn,
            order.minOut,
            order.triggerRatio,
            order.triggerAboveThreshold,
            order.shouldUnwrap,
            order.executionFee
        );
    }

    function getUsdgMinPrice(address _otherToken) public view returns (uint256) {
        // USDG_PRECISION is the same as 1 USDG
        uint256 redemptionAmount = IVault(vault).getRedemptionAmount(_otherToken, USDG_PRECISION);
        uint256 otherTokenPrice = IVault(vault).getMinPrice(_otherToken);

        uint256 otherTokenDecimals = IVault(vault).tokenDecimals(_otherToken);
        return redemptionAmount.mul(otherTokenPrice).div(10 ** otherTokenDecimals);
    }

    function validateSwapOrderPriceWithTriggerAboveThreshold(
        address[] memory _path,
        uint256 _triggerRatio
    ) public view returns (bool) {
        require(_path.length == 2 || _path.length == 3, "OrderBook: invalid _path.length");

        // limit orders don't need this validation because minOut is enough
        // so this validation handles scenarios for stop orders only
        // when a user wants to swap when a price of tokenB increases relative to tokenA
        address tokenA = _path[0];
        address tokenB = _path[_path.length - 1];
        uint256 tokenAPrice;
        uint256 tokenBPrice;

        // 1. USDG doesn't have a price feed so we need to calculate it based on redepmtion amount of a specific token
        // That's why USDG price in USD can vary depending on the redepmtion token
        // 2. In complex scenarios with path=[USDG, BNB, BTC] we need to know how much BNB we'll get for provided USDG
        // to know how much BTC will be received
        // That's why in such scenario BNB should be used to determine price of USDG
        if (tokenA == usdg) {
            // with both _path.length == 2 or 3 we need usdg price against _path[1]
            tokenAPrice = getUsdgMinPrice(_path[1]);
        } else {
            tokenAPrice = IVault(vault).getMinPrice(tokenA);
        }

        if (tokenB == usdg) {
            tokenBPrice = PRICE_PRECISION;
        } else {
            tokenBPrice = IVault(vault).getMaxPrice(tokenB);
        }

        uint256 currentRatio = tokenBPrice.mul(PRICE_PRECISION).div(tokenAPrice);

        bool isValid = currentRatio > _triggerRatio;
        return isValid;
    }

    function updateSwapOrder(uint256 _orderIndex, uint256 _minOut, uint256 _triggerRatio, bool _triggerAboveThreshold) external nonReentrant {
        SwapOrder storage order = swapOrders[msg.sender][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        order.minOut = _minOut;
        order.triggerRatio = _triggerRatio;
        order.triggerAboveThreshold = _triggerAboveThreshold;

        emit UpdateSwapOrder(
            msg.sender,
            _orderIndex,
            order.path,
            order.amountIn,
            _minOut,
            _triggerRatio,
            _triggerAboveThreshold,
            order.shouldUnwrap,
            order.executionFee
        );
    }

    function executeSwapOrder(address _account, uint256 _orderIndex, address payable _feeReceiver) override external nonReentrant {
        SwapOrder memory order = swapOrders[_account][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        if (order.triggerAboveThreshold) {
            // gas optimisation
            // order.minAmount should prevent wrong price execution in case of simple limit order
            require(
                validateSwapOrderPriceWithTriggerAboveThreshold(order.path, order.triggerRatio),
                "OrderBook: invalid price for execution"
            );
        }

        delete swapOrders[_account][_orderIndex];

        IERC20(order.path[0]).safeTransfer(vault, order.amountIn);

        uint256 _amountOut;
        if (order.path[order.path.length - 1] == weth && order.shouldUnwrap) {
            _amountOut = _swap(order.path, order.minOut, address(this));
            _transferOutETH(_amountOut, payable(order.account));
        } else {
            _amountOut = _swap(order.path, order.minOut, order.account);
        }

        // pay executor
        _transferOutETH(order.executionFee, _feeReceiver);

        emit ExecuteSwapOrder(
            _account,
            _orderIndex,
            order.path,
            order.amountIn,
            order.minOut,
            _amountOut,
            order.triggerRatio,
            order.triggerAboveThreshold,
            order.shouldUnwrap,
            order.executionFee
        );
    }

    function validatePositionOrderPrice(
        bool _triggerAboveThreshold,
        uint256 _triggerPrice,
        address _indexToken,
        bool _maximizePrice,
        bool _raise
    ) public view returns (uint256, bool) {
        uint256 currentPrice = _maximizePrice
            ? IVault(vault).getMaxPrice(_indexToken) : IVault(vault).getMinPrice(_indexToken);
        bool isPriceValid = _triggerAboveThreshold ? currentPrice > _triggerPrice : currentPrice < _triggerPrice;
        if (_raise) {
            require(isPriceValid, "OrderBook: invalid price for execution");
        }
        return (currentPrice, isPriceValid);
    }

    function getDecreaseOrder(address _account, uint256 _orderIndex) override public view returns (
        address collateralToken,
        uint256 collateralDelta,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    ) {
        DecreaseOrder memory order = decreaseOrders[_account][_orderIndex];
        return (
            order.collateralToken,
            order.collateralDelta,
            order.indexToken,
            order.sizeDelta,
            order.isLong,
            order.triggerPrice,
            order.triggerAboveThreshold,
            order.executionFee
        );
    }

    function getIncreaseOrder(address _account, uint256 _orderIndex) override public view returns (
        address purchaseToken,
        uint256 purchaseTokenAmount,
        address collateralToken,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    ) {
        IncreaseOrder memory order = increaseOrders[_account][_orderIndex];
        return (
            order.purchaseToken,
            order.purchaseTokenAmount,
            order.collateralToken,
            order.indexToken,
            order.sizeDelta,
            order.isLong,
            order.triggerPrice,
            order.triggerAboveThreshold,
            order.executionFee
        );
    }

    function createIncreaseOrder(
        address[] memory _path,
        uint256 _amountIn,
        address _indexToken,
        uint256 _minOut,
        uint256 _sizeDelta,
        address _collateralToken,
        bool _isLong,
        uint256 _triggerPrice,
        bool _triggerAboveThreshold,
        uint256 _executionFee,
        bool _shouldWrap
    ) external payable nonReentrant {
        // always need this call because of mandatory executionFee user has to transfer in ETH
        _transferInETH();

        require(_executionFee >= minExecutionFee, "OrderBook: insufficient execution fee");
        if (_shouldWrap) {
            require(_path[0] == weth, "OrderBook: only weth could be wrapped");
            require(msg.value == _executionFee.add(_amountIn), "OrderBook: incorrect value transferred");
        } else {
            require(msg.value == _executionFee, "OrderBook: incorrect execution fee transferred");
            IRouter(router).pluginTransfer(_path[0], msg.sender, address(this), _amountIn);
        }

        address _purchaseToken = _path[_path.length - 1];
        uint256 _purchaseTokenAmount;
        if (_path.length > 1) {
            require(_path[0] != _purchaseToken, "OrderBook: invalid _path");
            IERC20(_path[0]).safeTransfer(vault, _amountIn);
            _purchaseTokenAmount = _swap(_path, _minOut, address(this));
        } else {
            _purchaseTokenAmount = _amountIn;
        }

        {
            uint256 _purchaseTokenAmountUsd = IVault(vault).tokenToUsdMin(_purchaseToken, _purchaseTokenAmount);
            require(_purchaseTokenAmountUsd >= minPurchaseTokenAmountUsd, "OrderBook: insufficient collateral");
        }

        _createIncreaseOrder(
            msg.sender,
            _purchaseToken,
            _purchaseTokenAmount,
            _collateralToken,
            _indexToken,
            _sizeDelta,
            _isLong,
            _triggerPrice,
            _triggerAboveThreshold,
            _executionFee
        );
    }

    function _createIncreaseOrder(
        address _account,
        address _purchaseToken,
        uint256 _purchaseTokenAmount,
        address _collateralToken,
        address _indexToken,
        uint256 _sizeDelta,
        bool _isLong,
        uint256 _triggerPrice,
        bool _triggerAboveThreshold,
        uint256 _executionFee
    ) private {
        uint256 _orderIndex = increaseOrdersIndex[msg.sender];
        IncreaseOrder memory order = IncreaseOrder(
            _account,
            _purchaseToken,
            _purchaseTokenAmount,
            _collateralToken,
            _indexToken,
            _sizeDelta,
            _isLong,
            _triggerPrice,
            _triggerAboveThreshold,
            _executionFee
        );
        increaseOrdersIndex[_account] = _orderIndex.add(1);
        increaseOrders[_account][_orderIndex] = order;

        emit CreateIncreaseOrder(
            _account,
            _orderIndex,
            _purchaseToken,
            _purchaseTokenAmount,
            _collateralToken,
            _indexToken,
            _sizeDelta,
            _isLong,
            _triggerPrice,
            _triggerAboveThreshold,
            _executionFee
        );
    }

    function updateIncreaseOrder(uint256 _orderIndex, uint256 _sizeDelta, uint256 _triggerPrice, bool _triggerAboveThreshold) external nonReentrant {
        IncreaseOrder storage order = increaseOrders[msg.sender][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        order.triggerPrice = _triggerPrice;
        order.triggerAboveThreshold = _triggerAboveThreshold;
        order.sizeDelta = _sizeDelta;

        emit UpdateIncreaseOrder(
            msg.sender,
            _orderIndex,
            order.collateralToken,
            order.indexToken,
            order.isLong,
            _sizeDelta,
            _triggerPrice,
            _triggerAboveThreshold
        );
    }

    function cancelIncreaseOrder(uint256 _orderIndex) public nonReentrant {
        IncreaseOrder memory order = increaseOrders[msg.sender][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        delete increaseOrders[msg.sender][_orderIndex];

        if (order.purchaseToken == weth) {
            _transferOutETH(order.executionFee.add(order.purchaseTokenAmount), msg.sender);
        } else {
            IERC20(order.purchaseToken).safeTransfer(msg.sender, order.purchaseTokenAmount);
            _transferOutETH(order.executionFee, msg.sender);
        }

        emit CancelIncreaseOrder(
            order.account,
            _orderIndex,
            order.purchaseToken,
            order.purchaseTokenAmount,
            order.collateralToken,
            order.indexToken,
            order.sizeDelta,
            order.isLong,
            order.triggerPrice,
            order.triggerAboveThreshold,
            order.executionFee
        );
    }

    function executeIncreaseOrder(address _address, uint256 _orderIndex, address payable _feeReceiver) override external nonReentrant {
        IncreaseOrder memory order = increaseOrders[_address][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        // increase long should use max price
        // increase short should use min price
        (uint256 currentPrice, ) = validatePositionOrderPrice(
            order.triggerAboveThreshold,
            order.triggerPrice,
            order.indexToken,
            order.isLong,
            true
        );

        delete increaseOrders[_address][_orderIndex];

        IERC20(order.purchaseToken).safeTransfer(vault, order.purchaseTokenAmount);

        if (order.purchaseToken != order.collateralToken) {
            address[] memory path = new address[](2);
            path[0] = order.purchaseToken;
            path[1] = order.collateralToken;

            uint256 amountOut = _swap(path, 0, address(this));
            IERC20(order.collateralToken).safeTransfer(vault, amountOut);
        }

        IRouter(router).pluginIncreasePosition(order.account, order.collateralToken, order.indexToken, order.sizeDelta, order.isLong);

        // pay executor
        _transferOutETH(order.executionFee, _feeReceiver);

        emit ExecuteIncreaseOrder(
            order.account,
            _orderIndex,
            order.purchaseToken,
            order.purchaseTokenAmount,
            order.collateralToken,
            order.indexToken,
            order.sizeDelta,
            order.isLong,
            order.triggerPrice,
            order.triggerAboveThreshold,
            order.executionFee,
            currentPrice
        );
    }

    function createDecreaseOrder(
        address _indexToken,
        uint256 _sizeDelta,
        address _collateralToken,
        uint256 _collateralDelta,
        bool _isLong,
        uint256 _triggerPrice,
        bool _triggerAboveThreshold
    ) external payable nonReentrant {
        _transferInETH();

        require(msg.value > minExecutionFee, "OrderBook: insufficient execution fee");

        _createDecreaseOrder(
            msg.sender,
            _collateralToken,
            _collateralDelta,
            _indexToken,
            _sizeDelta,
            _isLong,
            _triggerPrice,
            _triggerAboveThreshold
        );
    }

    function _createDecreaseOrder(
        address _account,
        address _collateralToken,
        uint256 _collateralDelta,
        address _indexToken,
        uint256 _sizeDelta,
        bool _isLong,
        uint256 _triggerPrice,
        bool _triggerAboveThreshold
    ) private {
        uint256 _orderIndex = decreaseOrdersIndex[_account];
        DecreaseOrder memory order = DecreaseOrder(
            _account,
            _collateralToken,
            _collateralDelta,
            _indexToken,
            _sizeDelta,
            _isLong,
            _triggerPrice,
            _triggerAboveThreshold,
            msg.value
        );
        decreaseOrdersIndex[_account] = _orderIndex.add(1);
        decreaseOrders[_account][_orderIndex] = order;

        emit CreateDecreaseOrder(
            _account,
            _orderIndex,
            _collateralToken,
            _collateralDelta,
            _indexToken,
            _sizeDelta,
            _isLong,
            _triggerPrice,
            _triggerAboveThreshold,
            msg.value
        );
    }

    function executeDecreaseOrder(address _address, uint256 _orderIndex, address payable _feeReceiver) override external nonReentrant {
        DecreaseOrder memory order = decreaseOrders[_address][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        // decrease long should use min price
        // decrease short should use max price
        (uint256 currentPrice, ) = validatePositionOrderPrice(
            order.triggerAboveThreshold,
            order.triggerPrice,
            order.indexToken,
            !order.isLong,
            true
        );

        delete decreaseOrders[_address][_orderIndex];

        uint256 amountOut = IRouter(router).pluginDecreasePosition(
            order.account,
            order.collateralToken,
            order.indexToken,
            order.collateralDelta,
            order.sizeDelta,
            order.isLong,
            address(this)
        );

        // transfer released collateral to user
        if (order.collateralToken == weth) {
            _transferOutETH(amountOut, payable(order.account));
        } else {
            IERC20(order.collateralToken).safeTransfer(order.account, amountOut);
        }

        // pay executor
        _transferOutETH(order.executionFee, _feeReceiver);

        emit ExecuteDecreaseOrder(
            order.account,
            _orderIndex,
            order.collateralToken,
            order.collateralDelta,
            order.indexToken,
            order.sizeDelta,
            order.isLong,
            order.triggerPrice,
            order.triggerAboveThreshold,
            order.executionFee,
            currentPrice
        );
    }

    function cancelDecreaseOrder(uint256 _orderIndex) public nonReentrant {
        DecreaseOrder memory order = decreaseOrders[msg.sender][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        delete decreaseOrders[msg.sender][_orderIndex];
        _transferOutETH(order.executionFee, msg.sender);

        emit CancelDecreaseOrder(
            order.account,
            _orderIndex,
            order.collateralToken,
            order.collateralDelta,
            order.indexToken,
            order.sizeDelta,
            order.isLong,
            order.triggerPrice,
            order.triggerAboveThreshold,
            order.executionFee
        );
    }

    function updateDecreaseOrder(
        uint256 _orderIndex,
        uint256 _collateralDelta,
        uint256 _sizeDelta,
        uint256 _triggerPrice,
        bool _triggerAboveThreshold
    ) external nonReentrant {
        DecreaseOrder storage order = decreaseOrders[msg.sender][_orderIndex];
        require(order.account != address(0), "OrderBook: non-existent order");

        order.triggerPrice = _triggerPrice;
        order.triggerAboveThreshold = _triggerAboveThreshold;
        order.sizeDelta = _sizeDelta;
        order.collateralDelta = _collateralDelta;

        emit UpdateDecreaseOrder(
            msg.sender,
            _orderIndex,
            order.collateralToken,
            _collateralDelta,
            order.indexToken,
            _sizeDelta,
            order.isLong,
            _triggerPrice,
            _triggerAboveThreshold
        );
    }

    function _transferInETH() private {
        if (msg.value != 0) {
            IWETH(weth).deposit{value: msg.value}();
        }
    }

    function _transferOutETH(uint256 _amountOut, address payable _receiver) private {
        IWETH(weth).withdraw(_amountOut);
        _receiver.sendValue(_amountOut);
    }

    function _swap(address[] memory _path, uint256 _minOut, address _receiver) private returns (uint256) {
        if (_path.length == 2) {
            return _vaultSwap(_path[0], _path[1], _minOut, _receiver);
        }
        if (_path.length == 3) {
            uint256 midOut = _vaultSwap(_path[0], _path[1], 0, address(this));
            IERC20(_path[1]).safeTransfer(vault, midOut);
            return _vaultSwap(_path[1], _path[2], _minOut, _receiver);
        }

        revert("OrderBook: invalid _path.length");
    }

    function _vaultSwap(address _tokenIn, address _tokenOut, uint256 _minOut, address _receiver) private returns (uint256) {
        uint256 amountOut;

        if (_tokenOut == usdg) { // buyUSDG
            amountOut = IVault(vault).buyUSDG(_tokenIn, _receiver);
        } else if (_tokenIn == usdg) { // sellUSDG
            amountOut = IVault(vault).sellUSDG(_tokenOut, _receiver);
        } else { // swap
            amountOut = IVault(vault).swap(_tokenIn, _tokenOut, _receiver);
        }

        require(amountOut >= _minOut, "OrderBook: insufficient amountOut");
        return amountOut;
    }
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

interface IOrderBook {
	function getSwapOrder(address _account, uint256 _orderIndex) external view returns (
        address path0, 
        address path1,
        address path2,
        uint256 amountIn,
        uint256 minOut,
        uint256 triggerRatio,
        bool triggerAboveThreshold,
        bool shouldUnwrap,
        uint256 executionFee
    );

    function getIncreaseOrder(address _account, uint256 _orderIndex) external view returns (
        address purchaseToken, 
        uint256 purchaseTokenAmount,
        address collateralToken,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    );

    function getDecreaseOrder(address _account, uint256 _orderIndex) external view returns (
        address collateralToken,
        uint256 collateralDelta,
        address indexToken,
        uint256 sizeDelta,
        bool isLong,
        uint256 triggerPrice,
        bool triggerAboveThreshold,
        uint256 executionFee
    );

    function executeSwapOrder(address, uint256, address payable) external;
    function executeDecreaseOrder(address, uint256, address payable) external;
    function executeIncreaseOrder(address, uint256, address payable) external;
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

interface IRouter {
    function addPlugin(address _plugin) external;
    function pluginTransfer(address _token, address _account, address _receiver, uint256 _amount) external;
    function pluginIncreasePosition(address _account, address _collateralToken, address _indexToken, uint256 _sizeDelta, bool _isLong) external;
    function pluginDecreasePosition(address _account, address _collateralToken, address _indexToken, uint256 _collateralDelta, uint256 _sizeDelta, bool _isLong, address _receiver) external returns (uint256);
    function swap(address[] memory _path, uint256 _amountIn, uint256 _minOut, address _receiver) external;
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

import "./IVaultUtils.sol";

interface IVault {
    function isInitialized() external view returns (bool);
    function isSwapEnabled() external view returns (bool);
    function isLeverageEnabled() external view returns (bool);

    function setVaultUtils(IVaultUtils _vaultUtils) external;
    function setError(uint256 _errorCode, string calldata _error) external;

    function router() external view returns (address);
    function usdg() external view returns (address);
    function gov() external view returns (address);

    function whitelistedTokenCount() external view returns (uint256);
    function maxLeverage() external view returns (uint256);

    function minProfitTime() external view returns (uint256);
    function hasDynamicFees() external view returns (bool);
    function fundingInterval() external view returns (uint256);
    function totalTokenWeights() external view returns (uint256);
    function getTargetUsdgAmount(address _token) external view returns (uint256);

    function inManagerMode() external view returns (bool);
    function inPrivateLiquidationMode() external view returns (bool);

    function maxGasPrice() external view returns (uint256);

    function approvedRouters(address _account, address _router) external view returns (bool);
    function isLiquidator(address _account) external view returns (bool);
    function isManager(address _account) external view returns (bool);

    function minProfitBasisPoints(address _token) external view returns (uint256);
    function tokenBalances(address _token) external view returns (uint256);
    function lastFundingTimes(address _token) external view returns (uint256);

    function setMaxLeverage(uint256 _maxLeverage) external;
    function setInManagerMode(bool _inManagerMode) external;
    function setManager(address _manager, bool _isManager) external;
    function setIsSwapEnabled(bool _isSwapEnabled) external;
    function setIsLeverageEnabled(bool _isLeverageEnabled) external;
    function setMaxGasPrice(uint256 _maxGasPrice) external;
    function setUsdgAmount(address _token, uint256 _amount) external;
    function setBufferAmount(address _token, uint256 _amount) external;
    function setMaxGlobalShortSize(address _token, uint256 _amount) external;
    function setInPrivateLiquidationMode(bool _inPrivateLiquidationMode) external;
    function setLiquidator(address _liquidator, bool _isActive) external;

    function setFundingRate(uint256 _fundingInterval, uint256 _fundingRateFactor, uint256 _stableFundingRateFactor) external;

    function setFees(
        uint256 _taxBasisPoints,
        uint256 _stableTaxBasisPoints,
        uint256 _mintBurnFeeBasisPoints,
        uint256 _swapFeeBasisPoints,
        uint256 _stableSwapFeeBasisPoints,
        uint256 _marginFeeBasisPoints,
        uint256 _liquidationFeeUsd,
        uint256 _minProfitTime,
        bool _hasDynamicFees
    ) external;

    function setTokenConfig(
        address _token,
        uint256 _tokenDecimals,
        uint256 _redemptionBps,
        uint256 _minProfitBps,
        uint256 _maxUsdgAmount,
        bool _isStable,
        bool _isShortable
    ) external;

    function setPriceFeed(address _priceFeed) external;
    function withdrawFees(address _token, address _receiver) external returns (uint256);

    function directPoolDeposit(address _token) external;
    function buyUSDG(address _token, address _receiver) external returns (uint256);
    function sellUSDG(address _token, address _receiver) external returns (uint256);
    function swap(address _tokenIn, address _tokenOut, address _receiver) external returns (uint256);
    function increasePosition(address _account, address _collateralToken, address _indexToken, uint256 _sizeDelta, bool _isLong) external;
    function decreasePosition(address _account, address _collateralToken, address _indexToken, uint256 _collateralDelta, uint256 _sizeDelta, bool _isLong, address _receiver) external returns (uint256);
    function validateLiquidation(address _account, address _collateralToken, address _indexToken, bool _isLong, bool _raise) external view returns (uint256, uint256);
    function liquidatePosition(address _account, address _collateralToken, address _indexToken, bool _isLong, address _feeReceiver) external;
    function tokenToUsdMin(address _token, uint256 _tokenAmount) external view returns (uint256);

    function priceFeed() external view returns (address);
    function fundingRateFactor() external view returns (uint256);
    function stableFundingRateFactor() external view returns (uint256);
    function cumulativeFundingRates(address _token) external view returns (uint256);
    function getNextFundingRate(address _token) external view returns (uint256);
    function getFeeBasisPoints(address _token, uint256 _usdgDelta, uint256 _feeBasisPoints, uint256 _taxBasisPoints, bool _increment) external view returns (uint256);

    function liquidationFeeUsd() external view returns (uint256);
    function taxBasisPoints() external view returns (uint256);
    function stableTaxBasisPoints() external view returns (uint256);
    function mintBurnFeeBasisPoints() external view returns (uint256);
    function swapFeeBasisPoints() external view returns (uint256);
    function stableSwapFeeBasisPoints() external view returns (uint256);
    function marginFeeBasisPoints() external view returns (uint256);

    function allWhitelistedTokensLength() external view returns (uint256);
    function allWhitelistedTokens(uint256) external view returns (address);
    function whitelistedTokens(address _token) external view returns (bool);
    function stableTokens(address _token) external view returns (bool);
    function shortableTokens(address _token) external view returns (bool);
    function feeReserves(address _token) external view returns (uint256);
    function globalShortSizes(address _token) external view returns (uint256);
    function globalShortAveragePrices(address _token) external view returns (uint256);
    function maxGlobalShortSizes(address _token) external view returns (uint256);
    function tokenDecimals(address _token) external view returns (uint256);
    function tokenWeights(address _token) external view returns (uint256);
    function guaranteedUsd(address _token) external view returns (uint256);
    function poolAmounts(address _token) external view returns (uint256);
    function bufferAmounts(address _token) external view returns (uint256);
    function reservedAmounts(address _token) external view returns (uint256);
    function usdgAmounts(address _token) external view returns (uint256);
    function maxUsdgAmounts(address _token) external view returns (uint256);
    function getRedemptionAmount(address _token, uint256 _usdgAmount) external view returns (uint256);
    function getMaxPrice(address _token) external view returns (uint256);
    function getMinPrice(address _token) external view returns (uint256);

    function getDelta(address _indexToken, uint256 _size, uint256 _averagePrice, bool _isLong, uint256 _lastIncreasedTime) external view returns (bool, uint256);
    function getPosition(address _account, address _collateralToken, address _indexToken, bool _isLong) external view returns (uint256, uint256, uint256, uint256, uint256, uint256, bool, uint256);
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

interface IVaultUtils {
    function updateCumulativeFundingRate(address _collateralToken, address _indexToken) external returns (bool);
    function validateIncreasePosition(address _account, address _collateralToken, address _indexToken, uint256 _sizeDelta, bool _isLong) external view;
    function validateDecreasePosition(address _account, address _collateralToken, address _indexToken, uint256 _collateralDelta, uint256 _sizeDelta, bool _isLong, address _receiver) external view;
    function validateLiquidation(address _account, address _collateralToken, address _indexToken, bool _isLong, bool _raise) external view returns (uint256, uint256);
    function getEntryFundingRate(address _collateralToken, address _indexToken, bool _isLong) external view returns (uint256);
    function getPositionFee(address _account, address _collateralToken, address _indexToken, bool _isLong, uint256 _sizeDelta) external view returns (uint256);
    function getFundingFee(address _account, address _collateralToken, address _indexToken, bool _isLong, uint256 _size, uint256 _entryFundingRate) external view returns (uint256);
    function getBuyUsdgFeeBasisPoints(address _token, uint256 _usdgAmount) external view returns (uint256);
    function getSellUsdgFeeBasisPoints(address _token, uint256 _usdgAmount) external view returns (uint256);
    function getSwapFeeBasisPoints(address _tokenIn, address _tokenOut, uint256 _usdgAmount) external view returns (uint256);
    function getFeeBasisPoints(address _token, uint256 _usdgDelta, uint256 _feeBasisPoints, uint256 _taxBasisPoints, bool _increment) external view returns (uint256);
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

/**
 * @dev Wrappers over Solidity's arithmetic operations with added overflow
 * checks.
 *
 * Arithmetic operations in Solidity wrap on overflow. This can easily result
 * in bugs, because programmers usually assume that an overflow raises an
 * error, which is the standard behavior in high level programming languages.
 * `SafeMath` restores this intuition by reverting the transaction when an
 * operation overflows.
 *
 * Using this library instead of the unchecked operations eliminates an entire
 * class of bugs, so it's recommended to use it always.
 */
library SafeMath {
    /**
     * @dev Returns the addition of two unsigned integers, reverting on
     * overflow.
     *
     * Counterpart to Solidity's `+` operator.
     *
     * Requirements:
     *
     * - Addition cannot overflow.
     */
    function add(uint256 a, uint256 b) internal pure returns (uint256) {
        uint256 c = a + b;
        require(c >= a, "SafeMath: addition overflow");

        return c;
    }

    /**
     * @dev Returns the subtraction of two unsigned integers, reverting on
     * overflow (when the result is negative).
     *
     * Counterpart to Solidity's `-` operator.
     *
     * Requirements:
     *
     * - Subtraction cannot overflow.
     */
    function sub(uint256 a, uint256 b) internal pure returns (uint256) {
        return sub(a, b, "SafeMath: subtraction overflow");
    }

    /**
     * @dev Returns the subtraction of two unsigned integers, reverting with custom message on
     * overflow (when the result is negative).
     *
     * Counterpart to Solidity's `-` operator.
     *
     * Requirements:
     *
     * - Subtraction cannot overflow.
     */
    function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
        require(b <= a, errorMessage);
        uint256 c = a - b;

        return c;
    }

    /**
     * @dev Returns the multiplication of two unsigned integers, reverting on
     * overflow.
     *
     * Counterpart to Solidity's `*` operator.
     *
     * Requirements:
     *
     * - Multiplication cannot overflow.
     */
    function mul(uint256 a, uint256 b) internal pure returns (uint256) {
        // Gas optimization: this is cheaper than requiring 'a' not being zero, but the
        // benefit is lost if 'b' is also tested.
        // See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522
        if (a == 0) {
            return 0;
        }

        uint256 c = a * b;
        require(c / a == b, "SafeMath: multiplication overflow");

        return c;
    }

    /**
     * @dev Returns the integer division of two unsigned integers. Reverts on
     * division by zero. The result is rounded towards zero.
     *
     * Counterpart to Solidity's `/` operator. Note: this function uses a
     * `revert` opcode (which leaves remaining gas untouched) while Solidity
     * uses an invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function div(uint256 a, uint256 b) internal pure returns (uint256) {
        return div(a, b, "SafeMath: division by zero");
    }

    /**
     * @dev Returns the integer division of two unsigned integers. Reverts with custom message on
     * division by zero. The result is rounded towards zero.
     *
     * Counterpart to Solidity's `/` operator. Note: this function uses a
     * `revert` opcode (which leaves remaining gas untouched) while Solidity
     * uses an invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
        require(b > 0, errorMessage);
        uint256 c = a / b;
        // assert(a == b * c + a % b); // There is no case in which this doesn't hold

        return c;
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
     * Reverts when dividing by zero.
     *
     * Counterpart to Solidity's `%` operator. This function uses a `revert`
     * opcode (which leaves remaining gas untouched) while Solidity uses an
     * invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function mod(uint256 a, uint256 b) internal pure returns (uint256) {
        return mod(a, b, "SafeMath: modulo by zero");
    }

    /**
     * @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
     * Reverts with custom message when dividing by zero.
     *
     * Counterpart to Solidity's `%` operator. This function uses a `revert`
     * opcode (which leaves remaining gas untouched) while Solidity uses an
     * invalid opcode to revert (consuming all remaining gas).
     *
     * Requirements:
     *
     * - The divisor cannot be zero.
     */
    function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
        require(b != 0, errorMessage);
        return a % b;
    }
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

/**
 * @dev Interface of the ERC20 standard as defined in the EIP.
 */
interface IERC20 {
    /**
     * @dev Returns the amount of tokens in existence.
     */
    function totalSupply() external view returns (uint256);

    /**
     * @dev Returns the amount of tokens owned by `account`.
     */
    function balanceOf(address account) external view returns (uint256);

    /**
     * @dev Moves `amount` tokens from the caller's account to `recipient`.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * Emits a {Transfer} event.
     */
    function transfer(address recipient, uint256 amount) external returns (bool);

    /**
     * @dev Returns the remaining number of tokens that `spender` will be
     * allowed to spend on behalf of `owner` through {transferFrom}. This is
     * zero by default.
     *
     * This value changes when {approve} or {transferFrom} are called.
     */
    function allowance(address owner, address spender) external view returns (uint256);

    /**
     * @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * IMPORTANT: Beware that changing an allowance with this method brings the risk
     * that someone may use both the old and the new allowance by unfortunate
     * transaction ordering. One possible solution to mitigate this race
     * condition is to first reduce the spender's allowance to 0 and set the
     * desired value afterwards:
     * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
     *
     * Emits an {Approval} event.
     */
    function approve(address spender, uint256 amount) external returns (bool);

    /**
     * @dev Moves `amount` tokens from `sender` to `recipient` using the
     * allowance mechanism. `amount` is then deducted from the caller's
     * allowance.
     *
     * Returns a boolean value indicating whether the operation succeeded.
     *
     * Emits a {Transfer} event.
     */
    function transferFrom(address sender, address recipient, uint256 amount) external returns (bool);

    /**
     * @dev Emitted when `value` tokens are moved from one account (`from`) to
     * another (`to`).
     *
     * Note that `value` may be zero.
     */
    event Transfer(address indexed from, address indexed to, uint256 value);

    /**
     * @dev Emitted when the allowance of a `spender` for an `owner` is set by
     * a call to {approve}. `value` is the new allowance.
     */
    event Approval(address indexed owner, address indexed spender, uint256 value);
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

import "./IERC20.sol";
import "../math/SafeMath.sol";
import "../utils/Address.sol";

/**
 * @title SafeERC20
 * @dev Wrappers around ERC20 operations that throw on failure (when the token
 * contract returns false). Tokens that return no value (and instead revert or
 * throw on failure) are also supported, non-reverting calls are assumed to be
 * successful.
 * To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract,
 * which allows you to call the safe operations as `token.safeTransfer(...)`, etc.
 */
library SafeERC20 {
    using SafeMath for uint256;
    using Address for address;

    function safeTransfer(IERC20 token, address to, uint256 value) internal {
        _callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value));
    }

    function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal {
        _callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value));
    }

    /**
     * @dev Deprecated. This function has issues similar to the ones found in
     * {IERC20-approve}, and its usage is discouraged.
     *
     * Whenever possible, use {safeIncreaseAllowance} and
     * {safeDecreaseAllowance} instead.
     */
    function safeApprove(IERC20 token, address spender, uint256 value) internal {
        // safeApprove should only be called when setting an initial allowance,
        // or when resetting it to zero. To increase and decrease it, use
        // 'safeIncreaseAllowance' and 'safeDecreaseAllowance'
        // solhint-disable-next-line max-line-length
        require((value == 0) || (token.allowance(address(this), spender) == 0),
            "SafeERC20: approve from non-zero to non-zero allowance"
        );
        _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value));
    }

    function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal {
        uint256 newAllowance = token.allowance(address(this), spender).add(value);
        _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
    }

    function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal {
        uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero");
        _callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
    }

    /**
     * @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement
     * on the return value: the return value is optional (but if data is returned, it must not be false).
     * @param token The token targeted by the call.
     * @param data The call data (encoded using abi.encode or one of its variants).
     */
    function _callOptionalReturn(IERC20 token, bytes memory data) private {
        // We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since
        // we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that
        // the target address contains contract code and also asserts for success in the low-level call.

        bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed");
        if (returndata.length > 0) { // Return data is optional
            // solhint-disable-next-line max-line-length
            require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed");
        }
    }
}

// SPDX-License-Identifier: MIT

pragma solidity ^0.6.2;

/**
 * @dev Collection of functions related to the address type
 */
library Address {
    /**
     * @dev Returns true if `account` is a contract.
     *
     * [IMPORTANT]
     * ====
     * It is unsafe to assume that an address for which this function returns
     * false is an externally-owned account (EOA) and not a contract.
     *
     * Among others, `isContract` will return false for the following
     * types of addresses:
     *
     *  - an externally-owned account
     *  - a contract in construction
     *  - an address where a contract will be created
     *  - an address where a contract lived, but was destroyed
     * ====
     */
    function isContract(address account) internal view returns (bool) {
        // This method relies on extcodesize, which returns 0 for contracts in
        // construction, since the code is only stored at the end of the
        // constructor execution.

        uint256 size;
        // solhint-disable-next-line no-inline-assembly
        assembly { size := extcodesize(account) }
        return size > 0;
    }

    /**
     * @dev Replacement for Solidity's `transfer`: sends `amount` wei to
     * `recipient`, forwarding all available gas and reverting on errors.
     *
     * https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost
     * of certain opcodes, possibly making contracts go over the 2300 gas limit
     * imposed by `transfer`, making them unable to receive funds via
     * `transfer`. {sendValue} removes this limitation.
     *
     * https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more].
     *
     * IMPORTANT: because control is transferred to `recipient`, care must be
     * taken to not create reentrancy vulnerabilities. Consider using
     * {ReentrancyGuard} or the
     * https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern].
     */
    function sendValue(address payable recipient, uint256 amount) internal {
        require(address(this).balance >= amount, "Address: insufficient balance");

        // solhint-disable-next-line avoid-low-level-calls, avoid-call-value
        (bool success, ) = recipient.call{ value: amount }("");
        require(success, "Address: unable to send value, recipient may have reverted");
    }

    /**
     * @dev Performs a Solidity function call using a low level `call`. A
     * plain`call` is an unsafe replacement for a function call: use this
     * function instead.
     *
     * If `target` reverts with a revert reason, it is bubbled up by this
     * function (like regular Solidity function calls).
     *
     * Returns the raw returned data. To convert to the expected return value,
     * use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`].
     *
     * Requirements:
     *
     * - `target` must be a contract.
     * - calling `target` with `data` must not revert.
     *
     * _Available since v3.1._
     */
    function functionCall(address target, bytes memory data) internal returns (bytes memory) {
      return functionCall(target, data, "Address: low-level call failed");
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with
     * `errorMessage` as a fallback revert reason when `target` reverts.
     *
     * _Available since v3.1._
     */
    function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
        return functionCallWithValue(target, data, 0, errorMessage);
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
     * but also transferring `value` wei to `target`.
     *
     * Requirements:
     *
     * - the calling contract must have an ETH balance of at least `value`.
     * - the called Solidity function must be `payable`.
     *
     * _Available since v3.1._
     */
    function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) {
        return functionCallWithValue(target, data, value, "Address: low-level call with value failed");
    }

    /**
     * @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but
     * with `errorMessage` as a fallback revert reason when `target` reverts.
     *
     * _Available since v3.1._
     */
    function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) {
        require(address(this).balance >= value, "Address: insufficient balance for call");
        require(isContract(target), "Address: call to non-contract");

        // solhint-disable-next-line avoid-low-level-calls
        (bool success, bytes memory returndata) = target.call{ value: value }(data);
        return _verifyCallResult(success, returndata, errorMessage);
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
     * but performing a static call.
     *
     * _Available since v3.3._
     */
    function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) {
        return functionStaticCall(target, data, "Address: low-level static call failed");
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
     * but performing a static call.
     *
     * _Available since v3.3._
     */
    function functionStaticCall(address target, bytes memory data, string memory errorMessage) internal view returns (bytes memory) {
        require(isContract(target), "Address: static call to non-contract");

        // solhint-disable-next-line avoid-low-level-calls
        (bool success, bytes memory returndata) = target.staticcall(data);
        return _verifyCallResult(success, returndata, errorMessage);
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
     * but performing a delegate call.
     *
     * _Available since v3.3._
     */
    function functionDelegateCall(address target, bytes memory data) internal returns (bytes memory) {
        return functionDelegateCall(target, data, "Address: low-level delegate call failed");
    }

    /**
     * @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
     * but performing a delegate call.
     *
     * _Available since v3.3._
     */
    function functionDelegateCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
        require(isContract(target), "Address: delegate call to non-contract");

        // solhint-disable-next-line avoid-low-level-calls
        (bool success, bytes memory returndata) = target.delegatecall(data);
        return _verifyCallResult(success, returndata, errorMessage);
    }

    function _verifyCallResult(bool success, bytes memory returndata, string memory errorMessage) private pure returns(bytes memory) {
        if (success) {
            return returndata;
        } else {
            // Look for revert reason and bubble it up if present
            if (returndata.length > 0) {
                // The easiest way to bubble the revert reason is using memory via assembly

                // solhint-disable-next-line no-inline-assembly
                assembly {
                    let returndata_size := mload(returndata)
                    revert(add(32, returndata), returndata_size)
                }
            } else {
                revert(errorMessage);
            }
        }
    }
}

// SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

/**
 * @dev Contract module that helps prevent reentrant calls to a function.
 *
 * Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier
 * available, which can be applied to functions to make sure there are no nested
 * (reentrant) calls to them.
 *
 * Note that because there is a single `nonReentrant` guard, functions marked as
 * `nonReentrant` may not call one another. This can be worked around by making
 * those functions `private`, and then adding `external` `nonReentrant` entry
 * points to them.
 *
 * TIP: If you would like to learn more about reentrancy and alternative ways
 * to protect against it, check out our blog post
 * https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul].
 */
contract ReentrancyGuard {
    // Booleans are more expensive than uint256 or any type that takes up a full
    // word because each write operation emits an extra SLOAD to first read the
    // slot's contents, replace the bits taken up by the boolean, and then write
    // back. This is the compiler's defense against contract upgrades and
    // pointer aliasing, and it cannot be disabled.

    // The values being non-zero value makes deployment a bit more expensive,
    // but in exchange the refund on every call to nonReentrant will be lower in
    // amount. Since refunds are capped to a percentage of the total
    // transaction's gas, it is best to keep them low in cases like this one, to
    // increase the likelihood of the full refund coming into effect.
    uint256 private constant _NOT_ENTERED = 1;
    uint256 private constant _ENTERED = 2;

    uint256 private _status;

    constructor () internal {
        _status = _NOT_ENTERED;
    }

    /**
     * @dev Prevents a contract from calling itself, directly or indirectly.
     * Calling a `nonReentrant` function from another `nonReentrant`
     * function is not supported. It is possible to prevent this from happening
     * by making the `nonReentrant` function external, and make it call a
     * `private` function that does the actual work.
     */
    modifier nonReentrant() {
        // On the first call to nonReentrant, _notEntered will be true
        require(_status != _ENTERED, "ReentrancyGuard: reentrant call");

        // Any calls to nonReentrant after this point will fail
        _status = _ENTERED;

        _;

        // By storing the original value once again, a refund is triggered (see
        // https://eips.ethereum.org/EIPS/eip-2200)
        _status = _NOT_ENTERED;
    }
}

//SPDX-License-Identifier: MIT

pragma solidity 0.6.12;

interface IWETH {
    function deposit() external payable;
    function transfer(address to, uint value) external returns (bool);
    function withdraw(uint) external;
}

{
  "evmVersion": "istanbul",
  "libraries": {},
  "metadata": {
    "bytecodeHash": "ipfs",
    "useLiteralContent": true
  },
  "optimizer": {
    "enabled": true,
    "runs": 16
  },
  "remappings": [],
  "outputSelection": {
    "*": {
      "*": [
        "evm.bytecode",
        "evm.deployedBytecode",
        "devdoc",
        "userdoc",
        "metadata",
        "abi"
      ]
    }
  }
}

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:"address"}],"name":"setGov","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"_minExecutionFee","type":"uint256"}],"name":"setMinExecutionFee","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"_minPurchaseTokenAmountUsd","type":"uint256"}],"name":"setMinPurchaseTokenAmountUsd","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"uint256","name":"","type":"uint256"}],"name":"swapOrders","outputs":[{"internalType":"address","name":"account","type":"address"},{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"minOut","type":"uint256"},{"internalType":"uint256","name":"triggerRatio","type":"uint256"},{"internalType":"bool","name":"triggerAboveThreshold","type":"bool"},{"internalType":"bool","name":"shouldUnwrap","type":"bool"},{"internalType":"uint256","name":"executionFee","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"swapOrdersIndex","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"_orderIndex","type":"uint256"},{"internalType":"uint256","name":"_collateralDelta","type":"uint256"},{"internalType":"uint256","name":"_sizeDelta","type":"uint256"},{"internalType":"uint256","name":"_triggerPrice","type":"uint256"},{"internalType":"bool","name":"_triggerAboveThreshold","type":"bool"}],"name":"updateDecreaseOrder","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"_orderIndex","type":"uint256"},{"internalType":"uint256","name":"_sizeDelta","type":"uint256"},{"internalType":"uint256","name":"_triggerPrice","type":"uint256"},{"internalType":"bool","name":"_triggerAboveThreshold","type":"bool"}],"name":"updateIncreaseOrder","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"_orderIndex","type":"uint256"},{"internalType":"uint256","name":"_minOut","type":"uint256"},{"internalType":"uint256","name":"_triggerRatio","type":"uint256"},{"internalType":"bool","name":"_triggerAboveThreshold","type":"bool"}],"name":"updateSwapOrder","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"usdg","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bool","name":"_triggerAboveThreshold","type":"bool"},{"internalType":"uint256","name":"_triggerPrice","type":"uint256"},{"internalType":"address","name":"_indexToken","type":"address"},{"internalType":"bool","name":"_maximizePrice","type":"bool"},{"internalType":"bool","name":"_raise","type":"bool"}],"name":"validatePositionOrderPrice","outputs":[{"internalType":"uint256","name":"","type":"uint256"},{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address[]","name":"_path","type":"address[]"},{"internalType":"uint256","name":"_triggerRatio","type":"uint256"}],"name":"validateSwapOrderPriceWithTriggerAboveThreshold","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"vault","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"weth","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"stateMutability":"payable","type":"receive"}]

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