// File: src/core/auctions/simple/SimpleSettlementPhysical.sol



// // SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

// external libraries
import {ECDSA} from "openzeppelin/utils/cryptography/ECDSA.sol";

// inherited contracts
import {SimpleSettlementBase} from "./SimpleSettlementBase.sol";

// external libraries
import {PhysicalActionUtil} from "pomace/libraries/PhysicalActionUtil.sol";

// interfaces
import {IERC20} from "openzeppelin/token/ERC20/IERC20.sol";
import {IPomace} from "pomace/interfaces/IPomace.sol";
import {IMarginEnginePhysical} from "../../../interfaces/IMarginEngine.sol";
import {IAuctionVaultPhysical} from "../../../interfaces/IAuctionVault.sol";

import "pomace/config/types.sol";
import "./types.sol";
import "./errors.sol";

contract SimpleSettlementPhysical is SimpleSettlementBase {
    using PhysicalActionUtil for ActionArgs[];
    using PhysicalActionUtil for BatchExecute[];

    /*///////////////////////////////////////////////////////////////
                            Constructor
    //////////////////////////////////////////////////////////////*/

    constructor(string memory _domainName, string memory _domainVersion, address _auctioneer)
        SimpleSettlementBase(_domainName, _domainVersion, _auctioneer)
    {}

    /**
     * @notice Settles a single bid
     * @dev revokes access to counterparty (msg.sender) after complete
     * @param _bid is the signed data type containing bid information
     * @param _collateralIds array of pomace ids for erc20 tokens needed to collateralize options
     * @param _amounts array of (counterparty) deposit amounts for each collateral + premium (if applicable)
     */
    function settle(Bid calldata _bid, uint8[] calldata _collateralIds, uint256[] calldata _amounts) external override {
        _assertBidValid(_bid);

        IAuctionVaultPhysical vault = IAuctionVaultPhysical(_bid.vault);

        vault.verifyOptions(_bid.options);

        ActionArgs[] memory deposits = _createDeposits(_collateralIds, _amounts, msg.sender);

        (ActionArgs[] memory sActions, ActionArgs[] memory bMints) =
            _createMints(_bid.vault, msg.sender, _bid.options, _bid.weights);

        ActionArgs[] memory bActions = deposits.concat(bMints);

        if (_bid.premium != 0) {
            ActionArgs memory premiumAction = _createPremiumTransfer(address(vault), _bid.premiumId, _bid.premium);

            if (_bid.premium > 0) bActions = bActions.append(premiumAction);
            else sActions = sActions.append(premiumAction);
        }

        BatchExecute[] memory batch;

        // batch execute vault actions
        if (sActions.length > 0) batch = batch.append(BatchExecute(_bid.vault, sActions));

        // batch execute counterparty actions
        if (bActions.length > 0) batch = batch.append(BatchExecute(msg.sender, bActions));

        emit SettledBid(_bid.nonce, _bid.vault, msg.sender);

        IMarginEnginePhysical marginEngine = vault.marginEngine();

        marginEngine.batchExecute(batch);

        marginEngine.revokeSelfAccess(msg.sender);
    }

    /**
     * @notice Settles a several bids
     * @dev    revokes access to counterparty (msg.sender) after settlement
     * @param _bids is array of signed data types containing bid information
     * @param _collateralIds array of asset id for erc20 tokens needed to collateralize options
     * @param _amounts array of (counterparty) deposit amounts for each collateral + premium (if applicable)
     */
    function settleBatch(Bid[] calldata _bids, uint8[] calldata _collateralIds, uint256[] calldata _amounts) external override {
        ActionArgs[] memory depositActions = _createDeposits(_collateralIds, _amounts, msg.sender);

        IAuctionVaultPhysical vault = IAuctionVaultPhysical(_bids[0].vault);

        (BatchExecute[] memory batch, ActionArgs[] memory bActions, uint256[] memory nonces, address[] memory vaults) =
            _setupBidActionsBulk(vault, _bids);

        // batch execute counterparty actions
        if (depositActions.length > 0 || bActions.length > 0) {
            batch = batch.append(BatchExecute(msg.sender, depositActions.concat(bActions)));
        }

        emit SettledBids(nonces, vaults, msg.sender);

        IMarginEnginePhysical marginEngine = vault.marginEngine();

        marginEngine.batchExecute(batch);

        marginEngine.revokeSelfAccess(msg.sender);
    }

    /*///////////////////////////////////////////////////////////////
                            Internal Functions
    //////////////////////////////////////////////////////////////*/

    /**
     * @notice Bulk created bid related actions (verification of options, mints, premium transfers)
     */
    function _setupBidActionsBulk(IAuctionVaultPhysical _vault, Bid[] calldata _bids)
        internal
        returns (BatchExecute[] memory batch, ActionArgs[] memory bActions, uint256[] memory nonces, address[] memory vaults)
    {
        uint256 bidCount = _bids.length;

        nonces = new uint256[](bidCount);
        vaults = new address[](bidCount);

        for (uint256 i; i < bidCount;) {
            _assertBidValid(_bids[i]);

            _vault.verifyOptions(_bids[i].options);

            (ActionArgs[] memory sActions, ActionArgs[] memory bMints) =
                _createMints(_bids[i].vault, msg.sender, _bids[i].options, _bids[i].weights);

            if (bMints.length > 0) bActions = bActions.concat(bMints);

            if (_bids[i].premium != 0) {
                ActionArgs memory premiumAction = _createPremiumTransfer(address(_vault), _bids[i].premiumId, _bids[i].premium);

                if (_bids[i].premium > 0) bActions = bActions.append(premiumAction);
                else sActions = sActions.append(premiumAction);
            }

            // batch execute vault actions
            if (sActions.length > 0) batch = batch.append(BatchExecute(_bids[i].vault, sActions));

            nonces[i] = _bids[i].nonce;
            vaults[i] = _bids[i].vault;

            unchecked {
                ++i;
            }
        }
    }

    /**
     * @notice Helper function to transfer premium action
     * @dev    Assumes premium payer has collateral in margin account
     * @return action encoded transfer instruction
     */
    function _createPremiumTransfer(address _to, uint8 _premiumId, int256 _premium) internal view returns (ActionArgs memory) {
        if (_premium < 0) {
            _to = msg.sender;
            _premium *= -1;
        }

        return PhysicalActionUtil.createTransferCollateralAction(_premiumId, uint256(_premium), _to);
    }

    /**
     * @notice Helper function to setup deposit collateral actions
     * @dev    Assumes  has collateral in margin account
     * @return actions array of collateral deposits for counterparty
     */
    function _createDeposits(uint8[] memory _collateralIds, uint256[] memory _amounts, address _from)
        internal
        pure
        returns (ActionArgs[] memory actions)
    {
        unchecked {
            if (_collateralIds.length == 0) return actions;

            if (_collateralIds.length != _amounts.length) revert LengthMismatch();

            actions = new ActionArgs[](_collateralIds.length);

            for (uint256 i; i < _collateralIds.length; ++i) {
                actions[i] = PhysicalActionUtil.createAddCollateralAction(_collateralIds[i], _amounts[i], _from);
            }
        }
    }

    /**
     * @notice Helper function to setup mint options action
     * @return vault array of option mints for vault
     * @return counterparty array of option mints for counterparty
     */
    function _createMints(address _vault, address _counterparty, uint256[] memory _options, int256[] memory _weights)
        internal
        pure
        returns (ActionArgs[] memory vault, ActionArgs[] memory counterparty)
    {
        unchecked {
            if (_options.length != _weights.length) revert LengthMismatch();

            for (uint256 i; i < _options.length; ++i) {
                int256 weight = _weights[i];

                if (weight == 0) continue;

                // counterparty receives negative weighted instruments (vault is short)
                // vault receives positive weighted instruments (vault long)
                if (weight < 0) {
                    vault =
                        vault.append(PhysicalActionUtil.createMintIntoAccountAction(_options[i], uint256(-weight), _counterparty));
                } else {
                    counterparty =
                        counterparty.append(PhysicalActionUtil.createMintIntoAccountAction(_options[i], uint256(weight), _vault));
                }
            }
        }
    }

    /*///////////////////////////////////////////////////////////////
                                View Functions
    //////////////////////////////////////////////////////////////*/

    function verifyBid(Bid calldata _bid, uint8[] calldata _collateralIds, uint256[] calldata _amounts)
        external
        view
        returns (uint256 errorCount, bytes32[] memory errors)
    {
        errors = new bytes32[](20);

        {
            address signer = ECDSA.recover(_getDigest(_bid), _bid.v, _bid.r, _bid.s);

            if (signer != owner()) {
                errors[errorCount] = "AUCTIONEER_INCORRECT";
                ++errorCount;
            }

            if (noncesUsed[_bid.nonce]) {
                errors[errorCount] = "NONCE_ALREADY_USED";
                ++errorCount;
            }

            if (_bid.expiry <= block.timestamp) {
                errors[errorCount] = "BID_EXPIRED";
                ++errorCount;
            }
        }

        IAuctionVaultPhysical vault = IAuctionVaultPhysical(_bid.vault);
        IMarginEnginePhysical marginEngine;
        IPomace pomace;

        {
            try vault.marginEngine() returns (IMarginEnginePhysical _engine) {
                marginEngine = _engine;
                pomace = marginEngine.pomace();
            } catch {
                errors[errorCount] = "VAULT_INVALID";
                ++errorCount;
            }
        }

        {
            if (address(pomace) != address(0)) {
                for (uint256 i; i < _collateralIds.length; ++i) {
                    (address addr,) = pomace.assets(_collateralIds[i]);
                    IERC20 collateral = IERC20(addr);

                    if (collateral.balanceOf(msg.sender) < _amounts[i]) {
                        errors[errorCount] = "COLLATERAL_BALANCE_LOW";
                        ++errorCount;
                    }

                    if (address(marginEngine) != address(0)) {
                        if (collateral.allowance(msg.sender, address(marginEngine)) < _amounts[i]) {
                            errors[errorCount] = "COLLATERAL_ALLOWANCE_LOW";
                            ++errorCount;
                        }
                    }
                }
            }
        }

        {
            // Premium balance and allowance check
            address premiumPayer;
            uint256 premium;

            if (_bid.premium > 0) {
                premiumPayer = msg.sender;
                premium = uint256(_bid.premium);
            } else if (_bid.premium < 0) {
                premiumPayer = _bid.vault;
                premium = uint256(-_bid.premium);
            }

            if (premiumPayer != address(0) || address(pomace) != address(0)) {
                (address addr,) = pomace.assets(_bid.premiumId);

                if (IERC20(addr).balanceOf(premiumPayer) < premium) {
                    errors[errorCount] = "PREMIUM_BALANCE_LOW";
                    ++errorCount;
                }

                if (IERC20(addr).allowance(premiumPayer, address(this)) < premium) {
                    errors[errorCount] = "PREMIUM_ALLOWANCE_LOW";
                    ++errorCount;
                }
            }
        }

        {
            if (address(marginEngine) != address(0)) {
                (ActionArgs[] memory sMints, ActionArgs[] memory bMints) =
                    _createMints(_bid.vault, msg.sender, _bid.options, _bid.weights);

                uint160 maskedId = uint160(_bid.vault) | 0xFF;
                if (marginEngine.allowedExecutionLeft(maskedId, address(this)) < sMints.length) {
                    errors[errorCount] = "VAULT_MARGIN_ACCESS_LOW";
                    ++errorCount;
                }

                maskedId = uint160(msg.sender) | 0xFF;
                if (marginEngine.allowedExecutionLeft(maskedId, address(this)) < _collateralIds.length + bMints.length) {
                    errors[errorCount] = "COUNTERPARTY_MARGIN_ACCESS_LOW";
                    ++errorCount;
                }
            }
        }
    }
}

// File: lib/openzeppelin-contracts/contracts/utils/cryptography/ECDSA.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.8.0) (utils/cryptography/ECDSA.sol)

pragma solidity ^0.8.0;

import "../Strings.sol";

/**
 * @dev Elliptic Curve Digital Signature Algorithm (ECDSA) operations.
 *
 * These functions can be used to verify that a message was signed by the holder
 * of the private keys of a given address.
 */
library ECDSA {
    enum RecoverError {
        NoError,
        InvalidSignature,
        InvalidSignatureLength,
        InvalidSignatureS,
        InvalidSignatureV // Deprecated in v4.8
    }

    function _throwError(RecoverError error) private pure {
        if (error == RecoverError.NoError) {
            return; // no error: do nothing
        } else if (error == RecoverError.InvalidSignature) {
            revert("ECDSA: invalid signature");
        } else if (error == RecoverError.InvalidSignatureLength) {
            revert("ECDSA: invalid signature length");
        } else if (error == RecoverError.InvalidSignatureS) {
            revert("ECDSA: invalid signature 's' value");
        }
    }

    /**
     * @dev Returns the address that signed a hashed message (`hash`) with
     * `signature` or error string. This address can then be used for verification purposes.
     *
     * The `ecrecover` EVM opcode allows for malleable (non-unique) signatures:
     * this function rejects them by requiring the `s` value to be in the lower
     * half order, and the `v` value to be either 27 or 28.
     *
     * IMPORTANT: `hash` _must_ be the result of a hash operation for the
     * verification to be secure: it is possible to craft signatures that
     * recover to arbitrary addresses for non-hashed data. A safe way to ensure
     * this is by receiving a hash of the original message (which may otherwise
     * be too long), and then calling {toEthSignedMessageHash} on it.
     *
     * Documentation for signature generation:
     * - with https://web3js.readthedocs.io/en/v1.3.4/web3-eth-accounts.html#sign[Web3.js]
     * - with https://docs.ethers.io/v5/api/signer/#Signer-signMessage[ethers]
     *
     * _Available since v4.3._
     */
    function tryRecover(bytes32 hash, bytes memory signature) internal pure returns (address, RecoverError) {
        if (signature.length == 65) {
            bytes32 r;
            bytes32 s;
            uint8 v;
            // ecrecover takes the signature parameters, and the only way to get them
            // currently is to use assembly.
            /// @solidity memory-safe-assembly
            assembly {
                r := mload(add(signature, 0x20))
                s := mload(add(signature, 0x40))
                v := byte(0, mload(add(signature, 0x60)))
            }
            return tryRecover(hash, v, r, s);
        } else {
            return (address(0), RecoverError.InvalidSignatureLength);
        }
    }

    /**
     * @dev Returns the address that signed a hashed message (`hash`) with
     * `signature`. This address can then be used for verification purposes.
     *
     * The `ecrecover` EVM opcode allows for malleable (non-unique) signatures:
     * this function rejects them by requiring the `s` value to be in the lower
     * half order, and the `v` value to be either 27 or 28.
     *
     * IMPORTANT: `hash` _must_ be the result of a hash operation for the
     * verification to be secure: it is possible to craft signatures that
     * recover to arbitrary addresses for non-hashed data. A safe way to ensure
     * this is by receiving a hash of the original message (which may otherwise
     * be too long), and then calling {toEthSignedMessageHash} on it.
     */
    function recover(bytes32 hash, bytes memory signature) internal pure returns (address) {
        (address recovered, RecoverError error) = tryRecover(hash, signature);
        _throwError(error);
        return recovered;
    }

    /**
     * @dev Overload of {ECDSA-tryRecover} that receives the `r` and `vs` short-signature fields separately.
     *
     * See https://eips.ethereum.org/EIPS/eip-2098[EIP-2098 short signatures]
     *
     * _Available since v4.3._
     */
    function tryRecover(
        bytes32 hash,
        bytes32 r,
        bytes32 vs
    ) internal pure returns (address, RecoverError) {
        bytes32 s = vs & bytes32(0x7fffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff);
        uint8 v = uint8((uint256(vs) >> 255) + 27);
        return tryRecover(hash, v, r, s);
    }

    /**
     * @dev Overload of {ECDSA-recover} that receives the `r and `vs` short-signature fields separately.
     *
     * _Available since v4.2._
     */
    function recover(
        bytes32 hash,
        bytes32 r,
        bytes32 vs
    ) internal pure returns (address) {
        (address recovered, RecoverError error) = tryRecover(hash, r, vs);
        _throwError(error);
        return recovered;
    }

    /**
     * @dev Overload of {ECDSA-tryRecover} that receives the `v`,
     * `r` and `s` signature fields separately.
     *
     * _Available since v4.3._
     */
    function tryRecover(
        bytes32 hash,
        uint8 v,
        bytes32 r,
        bytes32 s
    ) internal pure returns (address, RecoverError) {
        // EIP-2 still allows signature malleability for ecrecover(). Remove this possibility and make the signature
        // unique. Appendix F in the Ethereum Yellow paper (https://ethereum.github.io/yellowpaper/paper.pdf), defines
        // the valid range for s in (301): 0 < s < secp256k1n ÷ 2 + 1, and for v in (302): v ∈ {27, 28}. Most
        // signatures from current libraries generate a unique signature with an s-value in the lower half order.
        //
        // If your library generates malleable signatures, such as s-values in the upper range, calculate a new s-value
        // with 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFEBAAEDCE6AF48A03BBFD25E8CD0364141 - s1 and flip v from 27 to 28 or
        // vice versa. If your library also generates signatures with 0/1 for v instead 27/28, add 27 to v to accept
        // these malleable signatures as well.
        if (uint256(s) > 0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF5D576E7357A4501DDFE92F46681B20A0) {
            return (address(0), RecoverError.InvalidSignatureS);
        }

        // If the signature is valid (and not malleable), return the signer address
        address signer = ecrecover(hash, v, r, s);
        if (signer == address(0)) {
            return (address(0), RecoverError.InvalidSignature);
        }

        return (signer, RecoverError.NoError);
    }

    /**
     * @dev Overload of {ECDSA-recover} that receives the `v`,
     * `r` and `s` signature fields separately.
     */
    function recover(
        bytes32 hash,
        uint8 v,
        bytes32 r,
        bytes32 s
    ) internal pure returns (address) {
        (address recovered, RecoverError error) = tryRecover(hash, v, r, s);
        _throwError(error);
        return recovered;
    }

    /**
     * @dev Returns an Ethereum Signed Message, created from a `hash`. This
     * produces hash corresponding to the one signed with the
     * https://eth.wiki/json-rpc/API#eth_sign[`eth_sign`]
     * JSON-RPC method as part of EIP-191.
     *
     * See {recover}.
     */
    function toEthSignedMessageHash(bytes32 hash) internal pure returns (bytes32) {
        // 32 is the length in bytes of hash,
        // enforced by the type signature above
        return keccak256(abi.encodePacked("\x19Ethereum Signed Message:\n32", hash));
    }

    /**
     * @dev Returns an Ethereum Signed Message, created from `s`. This
     * produces hash corresponding to the one signed with the
     * https://eth.wiki/json-rpc/API#eth_sign[`eth_sign`]
     * JSON-RPC method as part of EIP-191.
     *
     * See {recover}.
     */
    function toEthSignedMessageHash(bytes memory s) internal pure returns (bytes32) {
        return keccak256(abi.encodePacked("\x19Ethereum Signed Message:\n", Strings.toString(s.length), s));
    }

    /**
     * @dev Returns an Ethereum Signed Typed Data, created from a
     * `domainSeparator` and a `structHash`. This produces hash corresponding
     * to the one signed with the
     * https://eips.ethereum.org/EIPS/eip-712[`eth_signTypedData`]
     * JSON-RPC method as part of EIP-712.
     *
     * See {recover}.
     */
    function toTypedDataHash(bytes32 domainSeparator, bytes32 structHash) internal pure returns (bytes32) {
        return keccak256(abi.encodePacked("\x19\x01", domainSeparator, structHash));
    }
}

// File: src/core/auctions/simple/SimpleSettlementBase.sol



// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

// external libraries
import {EIP712} from "openzeppelin/utils/cryptography/EIP712.sol";
import {ECDSA} from "openzeppelin/utils/cryptography/ECDSA.sol";
import {Ownable} from "openzeppelin/access/Ownable.sol";
import {ReentrancyGuard} from "openzeppelin/security/ReentrancyGuard.sol";

// interfaces
import {IMarginEngine} from "../../../interfaces/IMarginEngine.sol";

import "./types.sol";
import "./errors.sol";

abstract contract SimpleSettlementBase is EIP712, Ownable, ReentrancyGuard {
    /*///////////////////////////////////////////////////////////////
                        Constants and Immutables
    //////////////////////////////////////////////////////////////*/

    bytes32 public constant BID_HASH = keccak256(
        "Bid(address vault,int256[] weights,uint256[] options,uint8 premiumId,int256 premium,uint256 expiry,uint256 nonce)"
    );

    /*///////////////////////////////////////////////////////////////
                        Storage
    //////////////////////////////////////////////////////////////*/

    mapping(uint256 => bool) public noncesUsed;

    /*///////////////////////////////////////////////////////////////
                            Events
    //////////////////////////////////////////////////////////////*/

    event AuctioneerSet(address auctioneer, address newAuctioneer);

    event SettledBid(uint256 nonce, address indexed vault, address indexed counterparty);

    event SettledBids(uint256[] nonces, address[] vaults, address indexed counterparty);

    /*///////////////////////////////////////////////////////////////
                            Constructor
    //////////////////////////////////////////////////////////////*/

    constructor(string memory _domainName, string memory _domainVersion, address _auctioneer)
        EIP712(_domainName, _domainVersion)
    {
        if (_auctioneer == address(0)) revert BadAddress();

        transferOwnership(_auctioneer);
    }

    /*///////////////////////////////////////////////////////////////
                        External Functions
    //////////////////////////////////////////////////////////////*/

    /**
     * @notice bulk revoke from margin account
     * @dev revokes access to margin accounts
     * @param _marginEngine address of margin engine
     * @param _subAccounts array of sub-accounts to itself from
     */
    function revokeMarginAccountAccess(address _marginEngine, address[] calldata _subAccounts) external {
        _checkOwner();

        IMarginEngine marginEngine = IMarginEngine(_marginEngine);

        for (uint256 i; i < _subAccounts.length;) {
            marginEngine.revokeSelfAccess(_subAccounts[i]);

            unchecked {
                ++i;
            }
        }
    }

    /**
     * @notice Settles a single bid
     * @dev revokes access to counterparty (msg.sender) after complete
     * @param _bid is the signed data type containing bid information
     * @param _collateralIds array of grappa ids for erc20 tokens needed to collateralize options
     * @param _amounts array of (counterparty) deposit amounts for each collateral + premium (if applicable)
     */
    function settle(Bid calldata _bid, uint8[] calldata _collateralIds, uint256[] calldata _amounts) external virtual {}

    /**
     * @notice Settles a several bids
     * @dev    revokes access to counterparty (msg.sender) after settlement
     * @param _bids is array of signed data types containing bid information
     * @param _collateralIds array of asset id for erc20 tokens needed to collateralize options
     * @param _amounts array of (counterparty) deposit amounts for each collateral + premium (if applicable)
     */
    function settleBatch(Bid[] calldata _bids, uint8[] calldata _collateralIds, uint256[] calldata _amounts) external virtual {}

    /*///////////////////////////////////////////////////////////////
                            Internal Functions
    //////////////////////////////////////////////////////////////*/

    /**
     * @notice Asserts signatory on the data
     */
    function _assertBidValid(Bid calldata _bid) internal {
        address signer = ECDSA.recover(_getDigest(_bid), _bid.v, _bid.r, _bid.s);

        if (signer != owner()) revert Unauthorized();
        if (noncesUsed[_bid.nonce]) revert NonceAlreadyUsed();
        if (_bid.expiry <= block.timestamp) revert ExpiredBid();

        noncesUsed[_bid.nonce] = true;
    }

    /**
     * @notice Hashes the fully encoded EIP712 message
     */
    function _getDigest(Bid calldata _bid) internal view returns (bytes32) {
        return _hashTypedDataV4(
            keccak256(
                abi.encode(
                    BID_HASH,
                    _bid.vault,
                    keccak256(abi.encodePacked(_bid.weights)),
                    keccak256(abi.encodePacked(_bid.options)),
                    _bid.premiumId,
                    _bid.premium,
                    _bid.expiry,
                    _bid.nonce
                )
            )
        );
    }
}

// File: lib/cross-margin-engine/lib/core-physical/src/libraries/PhysicalActionUtil.sol



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

import "../config/enums.sol";
import "../config/types.sol";

/**
 * @title libraries to encode action arguments
 * @dev   only used in tests
 */
library PhysicalActionUtil {
    /**
     * @param collateralId id of collateral
     * @param amount amount of collateral to deposit
     * @param from address to pull asset from
     */
    function createAddCollateralAction(uint8 collateralId, uint256 amount, address from)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.AddCollateral, data: abi.encode(from, uint80(amount), collateralId)});
    }

    /**
     * @param collateralId id of collateral
     * @param amount amount of collateral to remove
     * @param recipient address to receive removed collateral
     */
    function createRemoveCollateralAction(uint8 collateralId, uint256 amount, address recipient)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.RemoveCollateral, data: abi.encode(uint80(amount), recipient, collateralId)});
    }

    /**
     * @param collateralId id of collateral
     * @param amount amount of collateral to remove
     * @param recipient address to receive removed collateral
     */
    function createTransferCollateralAction(uint8 collateralId, uint256 amount, address recipient)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.TransferCollateral, data: abi.encode(uint80(amount), recipient, collateralId)});
    }

    /**
     * @param tokenId option token id to mint
     * @param amount amount of token to mint (6 decimals)
     * @param recipient address to receive minted option
     */
    function createMintAction(uint256 tokenId, uint256 amount, address recipient)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.MintShort, data: abi.encode(tokenId, recipient, uint64(amount))});
    }

    /**
     * @param tokenId option token id to mint
     * @param amount amount of token to mint (6 decimals)
     * @param subAccount sub account to receive minted option
     */
    function createMintIntoAccountAction(uint256 tokenId, uint256 amount, address subAccount)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.MintShortIntoAccount, data: abi.encode(tokenId, subAccount, uint64(amount))});
    }

    /**
     * @param tokenId option token id to mint
     * @param amount amount of token to mint (6 decimals)
     * @param recipient account to receive minted option
     */
    function createTransferLongAction(uint256 tokenId, uint256 amount, address recipient)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.TransferLong, data: abi.encode(tokenId, recipient, uint64(amount))});
    }

    /**
     * @param tokenId option token id to mint
     * @param amount amount of token to mint (6 decimals)
     * @param recipient account to receive minted option
     */
    function createTransferShortAction(uint256 tokenId, uint256 amount, address recipient)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.TransferShort, data: abi.encode(tokenId, recipient, uint64(amount))});
    }

    /**
     * @param tokenId option token id to burn
     * @param amount amount of token to burn (6 decimals)
     * @param from address to burn option token from
     */
    function createBurnAction(uint256 tokenId, uint256 amount, address from) internal pure returns (ActionArgs memory action) {
        action = ActionArgs({action: ActionType.BurnShort, data: abi.encode(tokenId, from, uint64(amount))});
    }

    /**
     * @param tokenId option token to be added to the account
     * @param amount amount to add
     * @param from address to pull the token from
     */
    function createAddLongAction(uint256 tokenId, uint256 amount, address from)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.AddLong, data: abi.encode(tokenId, uint64(amount), from)});
    }

    /**
     * @param tokenId option token to be removed from an account
     * @param amount amount to remove
     * @param recipient address to receive the removed option
     */
    function createRemoveLongAction(uint256 tokenId, uint256 amount, address recipient)
        internal
        pure
        returns (ActionArgs memory action)
    {
        action = ActionArgs({action: ActionType.RemoveLong, data: abi.encode(tokenId, uint64(amount), recipient)});
    }

    /**
     * @dev create action to settle an account
     */
    function createExerciseTokenAction(uint256 tokenId, uint256 amount) internal pure returns (ActionArgs memory action) {
        action = ActionArgs({action: ActionType.ExerciseToken, data: abi.encode(tokenId, uint64(amount))});
    }

    /**
     * @dev create action to settle an account
     */
    function createSettleAction() internal pure returns (ActionArgs memory action) {
        action = ActionArgs({action: ActionType.SettleAccount, data: ""});
    }

    function concat(ActionArgs[] memory x, ActionArgs[] memory v) internal pure returns (ActionArgs[] memory y) {
        y = new ActionArgs[](x.length + v.length);
        uint256 z;
        uint256 i;
        for (i; i < x.length;) {
            y[z] = x[i];
            unchecked {
                ++z;
                ++i;
            }
        }
        for (i = 0; i < v.length;) {
            y[z] = v[i];
            unchecked {
                ++z;
                ++i;
            }
        }
    }

    function append(ActionArgs[] memory x, ActionArgs memory v) internal pure returns (ActionArgs[] memory y) {
        y = new ActionArgs[](x.length + 1);
        uint256 i;
        for (i; i < x.length;) {
            y[i] = x[i];
            unchecked {
                ++i;
            }
        }
        y[i] = v;
    }

    function append(BatchExecute[] memory x, BatchExecute memory v) internal pure returns (BatchExecute[] memory y) {
        y = new BatchExecute[](x.length + 1);
        uint256 i;
        for (i; i < x.length;) {
            y[i] = x[i];
            unchecked {
                ++i;
            }
        }
        y[i] = v;
    }

    // add a function prefixed with test here so forge coverage will ignore this file
    function testChillOnHelper() public {}
}

// File: lib/openzeppelin-contracts/contracts/token/ERC20/IERC20.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.6.0) (token/ERC20/IERC20.sol)

pragma solidity ^0.8.0;

/**
 * @dev Interface of the ERC20 standard as defined in the EIP.
 */
interface IERC20 {
    /**
     * @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);

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

// File: lib/cross-margin-engine/lib/core-physical/src/interfaces/IPomace.sol



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

import "../config/types.sol";
import {IOracle} from "./IOracle.sol";

interface IPomace {
    function oracle() external view returns (IOracle oracle);

    function checkEngineAccess(uint256 _tokenId, address _engine) external view;

    function checkEngineAccessAndTokenId(uint256 _tokenId, address _engine) external view;

    function engineIds(address _engine) external view returns (uint8 id);

    function assetIds(address _asset) external view returns (uint8 id);

    function assets(uint8 _id) external view returns (address addr, uint8 decimals);

    function engines(uint8 _id) external view returns (address engine);

    function isCollateralizable(uint8 _asset0, uint8 _asset1) external view returns (bool);

    function isCollateralizable(address _asset0, address _asset1) external view returns (bool);

    function getDebtAndPayout(uint256 tokenId, uint64 amount)
        external
        view
        returns (address engine, uint8 debtId, uint256 debt, uint8 payoutId, uint256 payout);

    function batchGetDebtAndPayouts(uint256[] calldata tokenId, uint256[] calldata amount)
        external
        view
        returns (Balance[] memory debts, Balance[] memory payouts);

    function getProductId(address engine, address underlying, address strike, address collateral)
        external
        view
        returns (uint32 id);

    function getTokenId(TokenType tokenType, uint32 productId, uint256 expiry, uint256 strike, uint256 exerciseWindow)
        external
        view
        returns (uint256 id);

    function getDetailFromProductId(uint32 _productId)
        external
        view
        returns (
            address engine,
            address underlying,
            uint8 underlyingDecimals,
            address strike,
            uint8 strikeDecimals,
            address collateral,
            uint8 collateralDecimals
        );

    /**
     * @notice burn option token and get out cash value at expiry
     * @param _account who to settle for
     * @param _tokenId  tokenId of option token to burn
     * @param _amount   amount to settle
     * @return debt amount collected
     * @return payout amount paid out
     */
    function settleOption(address _account, uint256 _tokenId, uint256 _amount)
        external
        returns (Balance memory debt, Balance memory payout);

    /**
     * @notice burn array of option tokens and get out cash value at expiry
     * @param _account who to settle for
     * @param _tokenIds array of tokenIds to burn
     * @param _amounts   array of amounts to burn
     */
    function batchSettleOptions(address _account, uint256[] memory _tokenIds, uint256[] memory _amounts) external;
}

// File: src/interfaces/IMarginEngine.sol



// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

import {IGrappa} from "grappa/interfaces/IGrappa.sol";
import {IPomace} from "pomace/interfaces/IPomace.sol";

import {BatchExecute as GrappaBatchExecute, ActionArgs as GrappaActionArgs} from "grappa/config/types.sol";
import {BatchExecute as PomaceBatchExecute, ActionArgs as PomaceActionArgs} from "pomace/config/types.sol";
import "../config/types.sol";

interface IMarginEngine {
    function optionToken() external view returns (address);

    function marginAccounts(address)
        external
        view
        returns (Position[] memory shorts, Position[] memory longs, Balance[] memory collaterals);

    function previewMinCollateral(Position[] memory shorts, Position[] memory longs) external view returns (Balance[] memory);

    function allowedExecutionLeft(uint160 mask, address account) external view returns (uint256);

    function setAccountAccess(address account, uint256 allowedExecutions) external;

    function revokeSelfAccess(address granter) external;
}

interface IMarginEngineCash is IMarginEngine {
    function grappa() external view returns (IGrappa grappa);

    function execute(address account, GrappaActionArgs[] calldata actions) external;

    function batchExecute(GrappaBatchExecute[] calldata batchActions) external;
}

interface IMarginEnginePhysical is IMarginEngine {
    function pomace() external view returns (IPomace pomace);

    function execute(address account, PomaceActionArgs[] calldata actions) external;

    function batchExecute(PomaceBatchExecute[] calldata batchActions) external;
}

// File: src/interfaces/IAuctionVault.sol



// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

import {IMarginEngineCash, IMarginEnginePhysical} from "./IMarginEngine.sol";
import {Collateral} from "../config/types.sol";

interface IAuctionVault {
    /// @notice verifies the options are allowed to be minted
    /// @param _options to mint
    function verifyOptions(uint256[] calldata _options) external view;
}

interface IAuctionVaultCash is IAuctionVault {
    function marginEngine() external view returns (IMarginEngineCash);

    function getCollaterals() external view returns (Collateral[] memory);
}

interface IAuctionVaultPhysical is IAuctionVault {
    function marginEngine() external view returns (IMarginEnginePhysical);

    function getCollaterals() external view returns (Collateral[] memory);
}

// File: lib/cross-margin-engine/lib/core-physical/src/config/types.sol



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

import "./enums.sol";

/**
 * @dev struct representing the current balance for a given collateral
 * @param collateralId pomace asset id
 * @param amount amount the asset
 */
struct Balance {
    uint8 collateralId;
    uint80 amount;
}

/**
 * @dev struct containing assets detail for an product
 * @param underlying    underlying address
 * @param strike        strike address
 * @param collateral    collateral address
 * @param collateralDecimals collateral asset decimals
 */
struct ProductDetails {
    address engine;
    uint8 engineId;
    address underlying;
    uint8 underlyingId;
    uint8 underlyingDecimals;
    address strike;
    uint8 strikeId;
    uint8 strikeDecimals;
    address collateral;
    uint8 collateralId;
    uint8 collateralDecimals;
}

// todo: update doc
struct ActionArgs {
    ActionType action;
    bytes data;
}

struct BatchExecute {
    address subAccount;
    ActionArgs[] actions;
}

/**
 * @dev asset detail stored per asset id
 * @param addr address of the asset
 * @param decimals token decimals
 */
struct AssetDetail {
    address addr;
    uint8 decimals;
}

// File: src/core/auctions/simple/types.sol



// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

struct Bid {
    // vault selling structures
    address vault;
    // Indicated how much the vault is short or long this instrument in a structure
    int256[] weights;
    // option ids
    uint256[] options;
    // id of asset
    uint8 premiumId;
    // premium paid to vault
    int256 premium;
    // expiration of bid
    uint256 expiry;
    // Number only used once
    uint256 nonce;
    // Signature recovery id
    uint8 v;
    // r portion of the ECSDA signature
    bytes32 r;
    // s portion of the ECSDA signature
    bytes32 s;
}

// File: src/core/auctions/simple/errors.sol



// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

error BadAddress();
error LengthMismatch();
error NonceAlreadyUsed();
error Unauthorized();
error ExpiredBid();

// File: lib/openzeppelin-contracts/contracts/utils/Strings.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.8.0) (utils/Strings.sol)

pragma solidity ^0.8.0;

import "./math/Math.sol";

/**
 * @dev String operations.
 */
library Strings {
    bytes16 private constant _SYMBOLS = "0123456789abcdef";
    uint8 private constant _ADDRESS_LENGTH = 20;

    /**
     * @dev Converts a `uint256` to its ASCII `string` decimal representation.
     */
    function toString(uint256 value) internal pure returns (string memory) {
        unchecked {
            uint256 length = Math.log10(value) + 1;
            string memory buffer = new string(length);
            uint256 ptr;
            /// @solidity memory-safe-assembly
            assembly {
                ptr := add(buffer, add(32, length))
            }
            while (true) {
                ptr--;
                /// @solidity memory-safe-assembly
                assembly {
                    mstore8(ptr, byte(mod(value, 10), _SYMBOLS))
                }
                value /= 10;
                if (value == 0) break;
            }
            return buffer;
        }
    }

    /**
     * @dev Converts a `uint256` to its ASCII `string` hexadecimal representation.
     */
    function toHexString(uint256 value) internal pure returns (string memory) {
        unchecked {
            return toHexString(value, Math.log256(value) + 1);
        }
    }

    /**
     * @dev Converts a `uint256` to its ASCII `string` hexadecimal representation with fixed length.
     */
    function toHexString(uint256 value, uint256 length) internal pure returns (string memory) {
        bytes memory buffer = new bytes(2 * length + 2);
        buffer[0] = "0";
        buffer[1] = "x";
        for (uint256 i = 2 * length + 1; i > 1; --i) {
            buffer[i] = _SYMBOLS[value & 0xf];
            value >>= 4;
        }
        require(value == 0, "Strings: hex length insufficient");
        return string(buffer);
    }

    /**
     * @dev Converts an `address` with fixed length of 20 bytes to its not checksummed ASCII `string` hexadecimal representation.
     */
    function toHexString(address addr) internal pure returns (string memory) {
        return toHexString(uint256(uint160(addr)), _ADDRESS_LENGTH);
    }
}

// File: lib/openzeppelin-contracts/contracts/utils/cryptography/EIP712.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.8.0) (utils/cryptography/EIP712.sol)

pragma solidity ^0.8.0;

import "./ECDSA.sol";

/**
 * @dev https://eips.ethereum.org/EIPS/eip-712[EIP 712] is a standard for hashing and signing of typed structured data.
 *
 * The encoding specified in the EIP is very generic, and such a generic implementation in Solidity is not feasible,
 * thus this contract does not implement the encoding itself. Protocols need to implement the type-specific encoding
 * they need in their contracts using a combination of `abi.encode` and `keccak256`.
 *
 * This contract implements the EIP 712 domain separator ({_domainSeparatorV4}) that is used as part of the encoding
 * scheme, and the final step of the encoding to obtain the message digest that is then signed via ECDSA
 * ({_hashTypedDataV4}).
 *
 * The implementation of the domain separator was designed to be as efficient as possible while still properly updating
 * the chain id to protect against replay attacks on an eventual fork of the chain.
 *
 * NOTE: This contract implements the version of the encoding known as "v4", as implemented by the JSON RPC method
 * https://docs.metamask.io/guide/signing-data.html[`eth_signTypedDataV4` in MetaMask].
 *
 * _Available since v3.4._
 */
abstract contract EIP712 {
    /* solhint-disable var-name-mixedcase */
    // Cache the domain separator as an immutable value, but also store the chain id that it corresponds to, in order to
    // invalidate the cached domain separator if the chain id changes.
    bytes32 private immutable _CACHED_DOMAIN_SEPARATOR;
    uint256 private immutable _CACHED_CHAIN_ID;
    address private immutable _CACHED_THIS;

    bytes32 private immutable _HASHED_NAME;
    bytes32 private immutable _HASHED_VERSION;
    bytes32 private immutable _TYPE_HASH;

    /* solhint-enable var-name-mixedcase */

    /**
     * @dev Initializes the domain separator and parameter caches.
     *
     * The meaning of `name` and `version` is specified in
     * https://eips.ethereum.org/EIPS/eip-712#definition-of-domainseparator[EIP 712]:
     *
     * - `name`: the user readable name of the signing domain, i.e. the name of the DApp or the protocol.
     * - `version`: the current major version of the signing domain.
     *
     * NOTE: These parameters cannot be changed except through a xref:learn::upgrading-smart-contracts.adoc[smart
     * contract upgrade].
     */
    constructor(string memory name, string memory version) {
        bytes32 hashedName = keccak256(bytes(name));
        bytes32 hashedVersion = keccak256(bytes(version));
        bytes32 typeHash = keccak256(
            "EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"
        );
        _HASHED_NAME = hashedName;
        _HASHED_VERSION = hashedVersion;
        _CACHED_CHAIN_ID = block.chainid;
        _CACHED_DOMAIN_SEPARATOR = _buildDomainSeparator(typeHash, hashedName, hashedVersion);
        _CACHED_THIS = address(this);
        _TYPE_HASH = typeHash;
    }

    /**
     * @dev Returns the domain separator for the current chain.
     */
    function _domainSeparatorV4() internal view returns (bytes32) {
        if (address(this) == _CACHED_THIS && block.chainid == _CACHED_CHAIN_ID) {
            return _CACHED_DOMAIN_SEPARATOR;
        } else {
            return _buildDomainSeparator(_TYPE_HASH, _HASHED_NAME, _HASHED_VERSION);
        }
    }

    function _buildDomainSeparator(
        bytes32 typeHash,
        bytes32 nameHash,
        bytes32 versionHash
    ) private view returns (bytes32) {
        return keccak256(abi.encode(typeHash, nameHash, versionHash, block.chainid, address(this)));
    }

    /**
     * @dev Given an already https://eips.ethereum.org/EIPS/eip-712#definition-of-hashstruct[hashed struct], this
     * function returns the hash of the fully encoded EIP712 message for this domain.
     *
     * This hash can be used together with {ECDSA-recover} to obtain the signer of a message. For example:
     *
     * ```solidity
     * bytes32 digest = _hashTypedDataV4(keccak256(abi.encode(
     *     keccak256("Mail(address to,string contents)"),
     *     mailTo,
     *     keccak256(bytes(mailContents))
     * )));
     * address signer = ECDSA.recover(digest, signature);
     * ```
     */
    function _hashTypedDataV4(bytes32 structHash) internal view virtual returns (bytes32) {
        return ECDSA.toTypedDataHash(_domainSeparatorV4(), structHash);
    }
}

// File: lib/openzeppelin-contracts/contracts/access/Ownable.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.7.0) (access/Ownable.sol)

pragma solidity ^0.8.0;

import "../utils/Context.sol";

/**
 * @dev Contract module which provides a basic access control mechanism, where
 * there is an account (an owner) that can be granted exclusive access to
 * specific functions.
 *
 * By default, the owner account will be the one that deploys the contract. This
 * can later be changed with {transferOwnership}.
 *
 * This module is used through inheritance. It will make available the modifier
 * `onlyOwner`, which can be applied to your functions to restrict their use to
 * the owner.
 */
abstract contract Ownable is Context {
    address private _owner;

    event OwnershipTransferred(address indexed previousOwner, address indexed newOwner);

    /**
     * @dev Initializes the contract setting the deployer as the initial owner.
     */
    constructor() {
        _transferOwnership(_msgSender());
    }

    /**
     * @dev Throws if called by any account other than the owner.
     */
    modifier onlyOwner() {
        _checkOwner();
        _;
    }

    /**
     * @dev Returns the address of the current owner.
     */
    function owner() public view virtual returns (address) {
        return _owner;
    }

    /**
     * @dev Throws if the sender is not the owner.
     */
    function _checkOwner() internal view virtual {
        require(owner() == _msgSender(), "Ownable: caller is not the owner");
    }

    /**
     * @dev Leaves the contract without owner. It will not be possible to call
     * `onlyOwner` functions anymore. Can only be called by the current owner.
     *
     * NOTE: Renouncing ownership will leave the contract without an owner,
     * thereby removing any functionality that is only available to the owner.
     */
    function renounceOwnership() public virtual onlyOwner {
        _transferOwnership(address(0));
    }

    /**
     * @dev Transfers ownership of the contract to a new account (`newOwner`).
     * Can only be called by the current owner.
     */
    function transferOwnership(address newOwner) public virtual onlyOwner {
        require(newOwner != address(0), "Ownable: new owner is the zero address");
        _transferOwnership(newOwner);
    }

    /**
     * @dev Transfers ownership of the contract to a new account (`newOwner`).
     * Internal function without access restriction.
     */
    function _transferOwnership(address newOwner) internal virtual {
        address oldOwner = _owner;
        _owner = newOwner;
        emit OwnershipTransferred(oldOwner, newOwner);
    }
}

// File: lib/openzeppelin-contracts/contracts/security/ReentrancyGuard.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.8.0) (security/ReentrancyGuard.sol)

pragma solidity ^0.8.0;

/**
 * @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].
 */
abstract 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() {
        _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 making it call a
     * `private` function that does the actual work.
     */
    modifier nonReentrant() {
        _nonReentrantBefore();
        _;
        _nonReentrantAfter();
    }

    function _nonReentrantBefore() private {
        // On the first call to nonReentrant, _status will be _NOT_ENTERED
        require(_status != _ENTERED, "ReentrancyGuard: reentrant call");

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

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

// File: lib/cross-margin-engine/lib/core-physical/src/config/enums.sol



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

enum TokenType {
    PUT,
    CALL
}

/**
 * @dev common action types on margin engines
 */
enum ActionType {
    AddCollateral,
    RemoveCollateral,
    MintShort,
    BurnShort,
    AddLong,
    RemoveLong,
    ExerciseToken,
    SettleAccount,
    // actions that influence more than one subAccounts:
    // These actions are defined in "OptionTransferable"
    MintShortIntoAccount, // increase short (debt) position in one subAccount, increase long token directly to another subAccount
    TransferCollateral, // transfer collateral directly to another subAccount
    TransferLong, // transfer long directly to another subAccount
    TransferShort // transfer short directly to another subAccount
}

// File: lib/cross-margin-engine/lib/core-physical/src/interfaces/IOracle.sol



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

interface IOracle {
    /**
     * @notice  get spot price of _base, denominated in _quote.
     * @param _base base asset. for ETH/USD price, ETH is the base asset
     * @param _quote quote asset. for ETH/USD price, USD is the quote asset
     * @return price with 6 decimals
     */
    function getSpotPrice(address _base, address _quote) external view returns (uint256);

    /**
     * @dev get expiry price of underlying, denominated in strike asset.
     * @param _base base asset. for ETH/USD price, ETH is the base asset
     * @param _quote quote asset. for ETH/USD price, USD is the quote asset
     * @param _expiry expiry timestamp
     *
     * @return price with 6 decimals
     */
    function getPriceAtExpiry(address _base, address _quote, uint256 _expiry)
        external
        view
        returns (uint256 price, bool isFinalized);

    /**
     * @dev return the maximum dispute period for the oracle
     * @dev this will only be checked during oracle registration, as a soft constraint on integrating oracles.
     */
    function maxDisputePeriod() external view returns (uint256 disputePeriod);
}

// File: lib/cross-margin-engine/lib/core-cash/src/interfaces/IGrappa.sol



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

import "../config/types.sol";

interface IGrappa {
    function getDetailFromProductId(uint40 _productId)
        external
        view
        returns (
            address oracle,
            address engine,
            address underlying,
            uint8 underlyingDecimals,
            address strike,
            uint8 strikeDecimals,
            address collateral,
            uint8 collateralDecimals
        );

    function checkEngineAccess(uint256 _tokenId, address _engine) external view;

    function checkEngineAccessAndTokenId(uint256 _tokenId, address _engine) external view;

    function engineIds(address _engine) external view returns (uint8 id);

    function assetIds(address _asset) external view returns (uint8 id);

    function assets(uint8 _id) external view returns (address addr, uint8 decimals);

    function engines(uint8 _id) external view returns (address engine);

    function oracles(uint8 _id) external view returns (address oracle);

    function getPayout(uint256 tokenId, uint64 amount)
        external
        view
        returns (address engine, address collateral, uint256 payout);

    function getProductId(address oracle, address engine, address underlying, address strike, address collateral)
        external
        view
        returns (uint40 id);

    function getTokenId(TokenType tokenType, uint40 productId, uint256 expiry, uint256 longStrike, uint256 shortStrike)
        external
        view
        returns (uint256 id);

    /**
     * @notice burn option token and get out cash value at expiry
     * @param _account who to settle for
     * @param _tokenId  tokenId of option token to burn
     * @param _amount   amount to settle
     * @return payout amount paid out
     */
    function settleOption(address _account, uint256 _tokenId, uint256 _amount) external returns (uint256 payout);

    /**
     * @notice burn array of option tokens and get out cash value at expiry
     * @param _account who to settle for
     * @param _tokenIds array of tokenIds to burn
     * @param _amounts   array of amounts to burn
     */
    function batchSettleOptions(address _account, uint256[] memory _tokenIds, uint256[] memory _amounts)
        external
        returns (Balance[] memory payouts);

    function batchGetPayouts(uint256[] memory _tokenIds, uint256[] memory _amounts) external returns (Balance[] memory payouts);
}

// File: lib/cross-margin-engine/lib/core-cash/src/config/types.sol



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

import "./enums.sol";

/**
 * @dev struct representing the current balance for a given collateral
 * @param collateralId grappa asset id
 * @param amount amount the asset
 */
struct Balance {
    uint8 collateralId;
    uint80 amount;
}

/**
 * @dev struct containing assets detail for an product
 * @param underlying    underlying address
 * @param strike        strike address
 * @param collateral    collateral address
 * @param collateralDecimals collateral asset decimals
 */
struct ProductDetails {
    address oracle;
    uint8 oracleId;
    address engine;
    uint8 engineId;
    address underlying;
    uint8 underlyingId;
    uint8 underlyingDecimals;
    address strike;
    uint8 strikeId;
    uint8 strikeDecimals;
    address collateral;
    uint8 collateralId;
    uint8 collateralDecimals;
}

// todo: update doc
struct ActionArgs {
    ActionType action;
    bytes data;
}

struct BatchExecute {
    address subAccount;
    ActionArgs[] actions;
}

/**
 * @dev asset detail stored per asset id
 * @param addr address of the asset
 * @param decimals token decimals
 */
struct AssetDetail {
    address addr;
    uint8 decimals;
}

// File: src/config/types.sol



// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.0;

/**
 * @notice Initialization parameters for the vault.
 * @param _owner is the owner of the vault with critical permissions
 * @param _manager is the address that is responsible for advancing the vault
 * @param _feeRecipient is the address to receive vault performance and management fees
 * @param _oracle is used to calculate NAV
 * @param _whitelist is used to check address access permissions
 * @param _managementFee is the management fee pct.
 * @param _performanceFee is the performance fee pct.
 * @param _pauser is where withdrawn collateral exists waiting for client to withdraw
 * @param _collateralRatios is the array of round starting balances to set the initial collateral ratios
 * @param _collaterals is the assets used in the vault
 * @param _roundConfig sets the duration and expiration of options
 * @param _vaultParams set vaultParam struct
 */
struct InitParams {
    address _owner;
    address _manager;
    address _feeRecipient;
    address _oracle;
    address _whitelist;
    uint256 _managementFee;
    uint256 _performanceFee;
    address _pauser;
    uint256[] _collateralRatios;
    Collateral[] _collaterals;
    RoundConfig _roundConfig;
}

struct Collateral {
    // Grappa asset Id
    uint8 id;
    // ERC20 token address for the required collateral
    address addr;
    // the amount of decimals or token
    uint8 decimals;
}

struct VaultState {
    // 32 byte slot 1
    // Round represents the number of periods elapsed. There's a hard limit of 4,294,967,295 rounds
    uint32 round;
    // Amount that is currently locked for selling options
    uint96 lockedAmount;
    // Amount that was locked for selling options in the previous round
    // used for calculating performance fee deduction
    uint96 lastLockedAmount;
    // 32 byte slot 2
    // Stores the total tally of how much of `asset` there is
    // to be used to mint vault tokens
    uint96 totalPending;
    // store the number of shares queued for withdraw this round
    // zero'ed out at the start of each round, pauser withdraws all queued shares.
    uint128 queuedWithdrawShares;
}

struct DepositReceipt {
    // Round represents the number of periods elapsed. There's a hard limit of 4,294,967,295 rounds
    uint32 round;
    // Deposit amount, max 79,228,162,514 or 79 Billion ETH deposit
    uint96 amount;
    // Unredeemed shares balance
    uint128 unredeemedShares;
}

struct RoundConfig {
    // the duration of the option
    uint32 duration;
    // day of the week the option should expire. 0-8, 0 is sunday, 7 is sunday, 8 is wild
    uint8 dayOfWeek;
    // hour of the day the option should expire. 0 is midnight
    uint8 hourOfDay;
}

// Used for fee calculations at the end of a round
struct VaultDetails {
    // Collaterals of the vault
    Collateral[] collaterals;
    // Collateral balances at the start of the round
    uint256[] roundStartingBalances;
    // current balances
    uint256[] currentBalances;
    // Total pending primary asset
    uint256 totalPending;
}

// Used when rolling funds into a new round
struct NAVDetails {
    // Collaterals of the vault
    Collateral[] collaterals;
    // Collateral balances at the start of the round
    uint256[] startingBalances;
    // Current collateral balances
    uint256[] currentBalances;
    // Used to calculate NAV
    address oracleAddr;
    // Expiry of the round
    uint256 expiry;
    // Pending deposits
    uint256 totalPending;
}

/**
 * @dev Position struct
 * @param tokenId option token id
 * @param amount number option tokens
 */
struct Position {
    uint256 tokenId;
    uint64 amount;
}

/**
 * @dev struct representing the current balance for a given collateral
 * @param collateralId asset id
 * @param amount amount the asset
 */
struct Balance {
    uint8 collateralId;
    uint80 amount;
}

// File: lib/openzeppelin-contracts/contracts/utils/math/Math.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts (last updated v4.8.0) (utils/math/Math.sol)

pragma solidity ^0.8.0;

/**
 * @dev Standard math utilities missing in the Solidity language.
 */
library Math {
    enum Rounding {
        Down, // Toward negative infinity
        Up, // Toward infinity
        Zero // Toward zero
    }

    /**
     * @dev Returns the largest of two numbers.
     */
    function max(uint256 a, uint256 b) internal pure returns (uint256) {
        return a > b ? a : b;
    }

    /**
     * @dev Returns the smallest of two numbers.
     */
    function min(uint256 a, uint256 b) internal pure returns (uint256) {
        return a < b ? a : b;
    }

    /**
     * @dev Returns the average of two numbers. The result is rounded towards
     * zero.
     */
    function average(uint256 a, uint256 b) internal pure returns (uint256) {
        // (a + b) / 2 can overflow.
        return (a & b) + (a ^ b) / 2;
    }

    /**
     * @dev Returns the ceiling of the division of two numbers.
     *
     * This differs from standard division with `/` in that it rounds up instead
     * of rounding down.
     */
    function ceilDiv(uint256 a, uint256 b) internal pure returns (uint256) {
        // (a + b - 1) / b can overflow on addition, so we distribute.
        return a == 0 ? 0 : (a - 1) / b + 1;
    }

    /**
     * @notice Calculates floor(x * y / denominator) with full precision. Throws if result overflows a uint256 or denominator == 0
     * @dev Original credit to Remco Bloemen under MIT license (https://xn--2-umb.com/21/muldiv)
     * with further edits by Uniswap Labs also under MIT license.
     */
    function mulDiv(
        uint256 x,
        uint256 y,
        uint256 denominator
    ) internal pure returns (uint256 result) {
        unchecked {
            // 512-bit multiply [prod1 prod0] = x * y. Compute the product mod 2^256 and mod 2^256 - 1, then use
            // use the Chinese Remainder Theorem to reconstruct the 512 bit result. The result is stored in two 256
            // variables such that product = prod1 * 2^256 + prod0.
            uint256 prod0; // Least significant 256 bits of the product
            uint256 prod1; // Most significant 256 bits of the product
            assembly {
                let mm := mulmod(x, y, not(0))
                prod0 := mul(x, y)
                prod1 := sub(sub(mm, prod0), lt(mm, prod0))
            }

            // Handle non-overflow cases, 256 by 256 division.
            if (prod1 == 0) {
                return prod0 / denominator;
            }

            // Make sure the result is less than 2^256. Also prevents denominator == 0.
            require(denominator > prod1);

            ///////////////////////////////////////////////
            // 512 by 256 division.
            ///////////////////////////////////////////////

            // Make division exact by subtracting the remainder from [prod1 prod0].
            uint256 remainder;
            assembly {
                // Compute remainder using mulmod.
                remainder := mulmod(x, y, denominator)

                // Subtract 256 bit number from 512 bit number.
                prod1 := sub(prod1, gt(remainder, prod0))
                prod0 := sub(prod0, remainder)
            }

            // Factor powers of two out of denominator and compute largest power of two divisor of denominator. Always >= 1.
            // See https://cs.stackexchange.com/q/138556/92363.

            // Does not overflow because the denominator cannot be zero at this stage in the function.
            uint256 twos = denominator & (~denominator + 1);
            assembly {
                // Divide denominator by twos.
                denominator := div(denominator, twos)

                // Divide [prod1 prod0] by twos.
                prod0 := div(prod0, twos)

                // Flip twos such that it is 2^256 / twos. If twos is zero, then it becomes one.
                twos := add(div(sub(0, twos), twos), 1)
            }

            // Shift in bits from prod1 into prod0.
            prod0 |= prod1 * twos;

            // Invert denominator mod 2^256. Now that denominator is an odd number, it has an inverse modulo 2^256 such
            // that denominator * inv = 1 mod 2^256. Compute the inverse by starting with a seed that is correct for
            // four bits. That is, denominator * inv = 1 mod 2^4.
            uint256 inverse = (3 * denominator) ^ 2;

            // Use the Newton-Raphson iteration to improve the precision. Thanks to Hensel's lifting lemma, this also works
            // in modular arithmetic, doubling the correct bits in each step.
            inverse *= 2 - denominator * inverse; // inverse mod 2^8
            inverse *= 2 - denominator * inverse; // inverse mod 2^16
            inverse *= 2 - denominator * inverse; // inverse mod 2^32
            inverse *= 2 - denominator * inverse; // inverse mod 2^64
            inverse *= 2 - denominator * inverse; // inverse mod 2^128
            inverse *= 2 - denominator * inverse; // inverse mod 2^256

            // Because the division is now exact we can divide by multiplying with the modular inverse of denominator.
            // This will give us the correct result modulo 2^256. Since the preconditions guarantee that the outcome is
            // less than 2^256, this is the final result. We don't need to compute the high bits of the result and prod1
            // is no longer required.
            result = prod0 * inverse;
            return result;
        }
    }

    /**
     * @notice Calculates x * y / denominator with full precision, following the selected rounding direction.
     */
    function mulDiv(
        uint256 x,
        uint256 y,
        uint256 denominator,
        Rounding rounding
    ) internal pure returns (uint256) {
        uint256 result = mulDiv(x, y, denominator);
        if (rounding == Rounding.Up && mulmod(x, y, denominator) > 0) {
            result += 1;
        }
        return result;
    }

    /**
     * @dev Returns the square root of a number. If the number is not a perfect square, the value is rounded down.
     *
     * Inspired by Henry S. Warren, Jr.'s "Hacker's Delight" (Chapter 11).
     */
    function sqrt(uint256 a) internal pure returns (uint256) {
        if (a == 0) {
            return 0;
        }

        // For our first guess, we get the biggest power of 2 which is smaller than the square root of the target.
        //
        // We know that the "msb" (most significant bit) of our target number `a` is a power of 2 such that we have
        // `msb(a) <= a < 2*msb(a)`. This value can be written `msb(a)=2**k` with `k=log2(a)`.
        //
        // This can be rewritten `2**log2(a) <= a < 2**(log2(a) + 1)`
        // → `sqrt(2**k) <= sqrt(a) < sqrt(2**(k+1))`
        // → `2**(k/2) <= sqrt(a) < 2**((k+1)/2) <= 2**(k/2 + 1)`
        //
        // Consequently, `2**(log2(a) / 2)` is a good first approximation of `sqrt(a)` with at least 1 correct bit.
        uint256 result = 1 << (log2(a) >> 1);

        // At this point `result` is an estimation with one bit of precision. We know the true value is a uint128,
        // since it is the square root of a uint256. Newton's method converges quadratically (precision doubles at
        // every iteration). We thus need at most 7 iteration to turn our partial result with one bit of precision
        // into the expected uint128 result.
        unchecked {
            result = (result + a / result) >> 1;
            result = (result + a / result) >> 1;
            result = (result + a / result) >> 1;
            result = (result + a / result) >> 1;
            result = (result + a / result) >> 1;
            result = (result + a / result) >> 1;
            result = (result + a / result) >> 1;
            return min(result, a / result);
        }
    }

    /**
     * @notice Calculates sqrt(a), following the selected rounding direction.
     */
    function sqrt(uint256 a, Rounding rounding) internal pure returns (uint256) {
        unchecked {
            uint256 result = sqrt(a);
            return result + (rounding == Rounding.Up && result * result < a ? 1 : 0);
        }
    }

    /**
     * @dev Return the log in base 2, rounded down, of a positive value.
     * Returns 0 if given 0.
     */
    function log2(uint256 value) internal pure returns (uint256) {
        uint256 result = 0;
        unchecked {
            if (value >> 128 > 0) {
                value >>= 128;
                result += 128;
            }
            if (value >> 64 > 0) {
                value >>= 64;
                result += 64;
            }
            if (value >> 32 > 0) {
                value >>= 32;
                result += 32;
            }
            if (value >> 16 > 0) {
                value >>= 16;
                result += 16;
            }
            if (value >> 8 > 0) {
                value >>= 8;
                result += 8;
            }
            if (value >> 4 > 0) {
                value >>= 4;
                result += 4;
            }
            if (value >> 2 > 0) {
                value >>= 2;
                result += 2;
            }
            if (value >> 1 > 0) {
                result += 1;
            }
        }
        return result;
    }

    /**
     * @dev Return the log in base 2, following the selected rounding direction, of a positive value.
     * Returns 0 if given 0.
     */
    function log2(uint256 value, Rounding rounding) internal pure returns (uint256) {
        unchecked {
            uint256 result = log2(value);
            return result + (rounding == Rounding.Up && 1 << result < value ? 1 : 0);
        }
    }

    /**
     * @dev Return the log in base 10, rounded down, of a positive value.
     * Returns 0 if given 0.
     */
    function log10(uint256 value) internal pure returns (uint256) {
        uint256 result = 0;
        unchecked {
            if (value >= 10**64) {
                value /= 10**64;
                result += 64;
            }
            if (value >= 10**32) {
                value /= 10**32;
                result += 32;
            }
            if (value >= 10**16) {
                value /= 10**16;
                result += 16;
            }
            if (value >= 10**8) {
                value /= 10**8;
                result += 8;
            }
            if (value >= 10**4) {
                value /= 10**4;
                result += 4;
            }
            if (value >= 10**2) {
                value /= 10**2;
                result += 2;
            }
            if (value >= 10**1) {
                result += 1;
            }
        }
        return result;
    }

    /**
     * @dev Return the log in base 10, following the selected rounding direction, of a positive value.
     * Returns 0 if given 0.
     */
    function log10(uint256 value, Rounding rounding) internal pure returns (uint256) {
        unchecked {
            uint256 result = log10(value);
            return result + (rounding == Rounding.Up && 10**result < value ? 1 : 0);
        }
    }

    /**
     * @dev Return the log in base 256, rounded down, of a positive value.
     * Returns 0 if given 0.
     *
     * Adding one to the result gives the number of pairs of hex symbols needed to represent `value` as a hex string.
     */
    function log256(uint256 value) internal pure returns (uint256) {
        uint256 result = 0;
        unchecked {
            if (value >> 128 > 0) {
                value >>= 128;
                result += 16;
            }
            if (value >> 64 > 0) {
                value >>= 64;
                result += 8;
            }
            if (value >> 32 > 0) {
                value >>= 32;
                result += 4;
            }
            if (value >> 16 > 0) {
                value >>= 16;
                result += 2;
            }
            if (value >> 8 > 0) {
                result += 1;
            }
        }
        return result;
    }

    /**
     * @dev Return the log in base 10, following the selected rounding direction, of a positive value.
     * Returns 0 if given 0.
     */
    function log256(uint256 value, Rounding rounding) internal pure returns (uint256) {
        unchecked {
            uint256 result = log256(value);
            return result + (rounding == Rounding.Up && 1 << (result * 8) < value ? 1 : 0);
        }
    }
}

// File: lib/openzeppelin-contracts/contracts/utils/Context.sol



// SPDX-License-Identifier: MIT
// OpenZeppelin Contracts v4.4.1 (utils/Context.sol)

pragma solidity ^0.8.0;

/**
 * @dev Provides information about the current execution context, including the
 * sender of the transaction and its data. While these are generally available
 * via msg.sender and msg.data, they should not be accessed in such a direct
 * manner, since when dealing with meta-transactions the account sending and
 * paying for execution may not be the actual sender (as far as an application
 * is concerned).
 *
 * This contract is only required for intermediate, library-like contracts.
 */
abstract contract Context {
    function _msgSender() internal view virtual returns (address) {
        return msg.sender;
    }

    function _msgData() internal view virtual returns (bytes calldata) {
        return msg.data;
    }
}

// File: lib/cross-margin-engine/lib/core-cash/src/config/enums.sol



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

enum TokenType {
    PUT,
    PUT_SPREAD,
    CALL,
    CALL_SPREAD
}

/**
 * @dev common action types on margin engines
 */
enum ActionType {
    AddCollateral,
    RemoveCollateral,
    MintShort,
    BurnShort,
    MergeOptionToken, // These actions are defined in "DebitSpread"
    SplitOptionToken, // These actions are defined in "DebitSpread"
    AddLong,
    RemoveLong,
    SettleAccount,
    // actions that influence more than one subAccounts:
    // These actions are defined in "OptionTransferable"
    MintShortIntoAccount, // increase short (debt) position in one subAccount, increase long token directly to another subAccount
    TransferCollateral, // transfer collateral directly to another subAccount
    TransferLong, // transfer long directly to another subAccount
    TransferShort // transfer short directly to another subAccount
}