feat: trading vault

[nksazonov]

No description provided.

[mod]

TODO:

• Implement the architecture in the PoC#01 drawing
• Keep the implementation of Simple Vault, IVault and IAuthorize interface for now
• Create an Interface ISettle executing the array of outcomes, you can use nitro types.
• Create a nitro App with the described protocol (Fund > order > trade > settle)
• Settle must require a valid Nitro Settle State

More details about our protocol rules, use the proofs to validate transitions for example

1. An order require a proof of margin deposit
2. A trade requres a proof of margin and order
3. A settlement requires a proof of at least margin, order, trade (TBC)

[nksazonov]

Needs clarifying:

• Do you want the Adjudicator to have the Vault interface, e.g. "deposit" and "withdraw", so that users don't need to transfer funds to the Adjudicator on each channel opening?
• And generally, what is the role of $YellowVault if user funds are stored in the Adjudicator?
• Also, if you want to follow the nitro protocol rules, for that we need to have both parties to sign states. Do we plan to ask a user in a TradingApp to sign states?

[mod]

1. At this stage we don't need to optimize funding and defunding on Retail2Broker as it's a very rare event to fund your margin account, (once a month, once a year, only when you change broker or want to change amount of margin)

But on Broker2broker we might want to pre-fund multiple channels to accelerate the latency for accepting incoming broker connections, and here I think the key is Ledger Channels rather than anything else in the smart-contract, because broker need to lock his fund dedicated to a channel and doing it offline would be ideal, but this requires R&D.

2. YellowVault we need to find a good name is only a storage of $YELLOW token that the elected panel can slash in case of malicious behavior. Broker cheating may loose their locked YELLOW Token, slash is applied using a quorum of anonymous signers, but this is not part of the scope of POC#01, this is a good work around complex watch towers.

[nksazonov]

At this stage we don't need to optimize funding and defunding on Retail2Broker as it's a very rare event to fund your margin account, (once a month, once a year, only when you change broker or want to change amount of margin)

So, for PoC 1 we just go with the NitroAdjudicator?

[mod]

NitroAdjudicator for margin
Vault for settlements

[mod]

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;

interface ITrade {

    enum Side { BUY, SELL }

    struct Order {
        Side side;
        string ticker;
        uint256 amount;
        address sender;
        uint256 ts;        // timestamp in milliseconds
    }

    // bytes32 orderId = keccak256( abi.encode( Order ) );

    struct Trade {
        bytes32 orderId;
        bytes32 tradeId;
        uint256 amount;    // amount executed
        uint256 ts;        // timestamp in milliseconds
    }

}