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Orders

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Order Structure

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Order Types

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Sell Orders

• sellAmount is the exact amount of sell tokens to exchange
• buyAmount is the minimum acceptable amount of buy tokens

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Buy Orders

• buyAmount is the exact amount of buy tokens to receive
• sellAmount is the maximum amount of sell tokens to spend

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Order UID

• Order digest (32 bytes) - EIP-712 hash of the order
• Owner address (20 bytes) - The order creator
• Validity timestamp (4 bytes) - Expiration time

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EIP-712 Signing

bytes32 orderDigest = keccak256(
    abi.encodePacked(
        "\x19\x01",
        domainSeparator,
        orderStructHash
    )
);

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Signature Schemes

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Balance Sources

• ERC20 - Standard ERC20 token balances
• External - Balancer Vault external balances
• Internal - Balancer Vault internal balances

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Order Validation

1. Signature validity - Verifies the order was signed by the owner
2. Expiration status - Ensures validTo has not passed
3. Limit price compliance - Checks that clearing prices respect order limits
4. Fill amount verification - Prevents overfilling
5. Sufficient balance - Confirms the user has enough tokens

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Order Lifecycle

• Created - Order signed off-chain
• Submitted - Order sent to the order pool
• Filled - Order completely executed
• PartiallyFilled - Order partially executed (if partiallyFillable is true)
• Expired - Order validTo timestamp has passed
• Cancelled - Order invalidated by the owner