Vol-based bid pool

.solcover.js

@@ -1,3 +1,3 @@
 module.exports = {
-    skipFiles: ["test", "mixin/HookInstrumentERC721.sol", "lib/HookStrings.sol"]
+    skipFiles: ["test", "mixin/HookInstrumentERC721.sol", "lib/HookStrings.sol", "lib/lyra", "lib/synthetix"]
   };

foundry.toml

@@ -1,4 +1,4 @@
-[default]
+[profile.default]
 src = 'src'
 out = 'out'
 libs = ['lib']

integration/helpers/index.ts

@@ -13,6 +13,39 @@ export interface Entitlement {
   expiry: string;
 }
 
+export enum OrderDirection {
+  BUY = 0,
+  SELL = 1,
+}
+
+export enum OptionType {
+  CALL = 0,
+  PUT = 1,
+}
+
+export interface VolOrderNFTProperties {
+  propertyValidator: string;
+  propertyData: string;
+}
+
+export interface VolOrder {
+  direction: OrderDirection;
+  maker: string;
+  orderExpiry: string;
+  nonce: string;
+  size: string;
+  optionType: OptionType;
+  maxStrikePriceMultiple: string;
+  minOptionDuration: string;
+  maxOptionDuration: string;
+  maxPriceSignalAge: string;
+  nftProperties: VolOrderNFTProperties[];
+  optionMarketAddress: string;
+  impliedVolBips: string;
+  skewDecimal: string;
+  riskFreeRateBips: string;
+}
+
 const signTypedData = async (
   domain: TypedDataDomain,
   types: Record<string, TypedDataField[]>,
@@ -33,6 +66,47 @@ const signTypedData = async (
   return signature;
 };
 
+export function genVolOrderTypedData(
+  order: VolOrder,
+  verifyingContract: string
+) {
+  return {
+    // All properties on a domain are optional
+    domain: {
+      name: "Hook",
+      version: "1.0.0",
+      chainId: 1337, // pulled from hardhat.config.ts
+      verifyingContract, // Hook Protocol
+    },
+    // The named list of all type definitions
+    types: {
+      Property: [
+        { name: "propertyValidator", type: "address" },
+        { name: "propertyData", type: "bytes" },
+      ],
+      Order: [
+        { name: "direction", type: "uint8" },
+        { name: "maker", type: "address" },
+        { name: "orderExpiry", type: "uint256" },
+        { name: "nonce", type: "uint256" },
+        { name: "size", type: "uint8" },
+        { name: "optionType", type: "uint8" },
+        { name: "maxStrikePriceMultiple", type: "uint256" },
+        { name: "minOptionDuration", type: "uint64" },
+        { name: "maxOptionDuration", type: "uint64" },
+        { name: "maxPriceSignalAge", type: "uint64" },
+        { name: "nftProperties", type: "Property[]" },
+        { name: "optionMarketAddress", type: "address" },
+        { name: "impliedVolBips", type: "uint64" },
+        { name: "skewDecimal", type: "uint64" },
+        { name: "riskFreeRateBips", type: "uint64" },
+      ],
+    },
+    // The data to sign
+    value: order,
+  };
+}
+
 function genEntitlementTypedData(
   entitlement: Entitlement,
   verifyingContract: string
@@ -91,3 +165,19 @@ export async function signEntitlement(
 
   return signature;
 }
+
+export async function signVolOrder(
+  order: VolOrder,
+  signer: SignerWithAddress,
+  hookProtocol: string // Hook Protocol
+) {
+  const { domain, types, value } = genVolOrderTypedData(order, hookProtocol);
+  const signature = await signTypedData(
+    domain,
+    types,
+    value,
+    signer,
+    order.maker
+  );
+  return signature;
+}