Limit Order Structure

Here is a complete list of the parameters of a limit order and the corresponding type. This is the object that a user signs to validate its order

• Sell Token: the address of the token that is sold

• Buy Token: the address of the token that is bought

• Sell Amount: the amount of sellToken that is sold in wei

• Buy Amount: the amount of buyToken that is bought in wei

• Receiver: the address that will receive the proceedings of the trade. If this field is zero (the zero address 0x00...0), then the user who signed the trade is going to receive the funds

• Valid To: the timestamp (in seconds) until which the order is valid

• App Data: extra information about the order. It is ignored by the smart contract outside of signature verification, but may be used offchain for information on the order's origin or for referrals

• Fee Amount: the amount of fees paid in sellToken wei. In the case for Limit Orders this field will always be 0.

• Kind: either sell or buy

• Partially Fillable: whether the order is partially fillable or fill-or-kill. (For the moment this is always FALSE as its not enabled yet)

• Sell Token Balance: from where the sell token balance is withdrawn. It can be erc20 (directly from the user's ERC-20 balance), external (from the user's ERC-20 balancer through Balancer's vault), or internal (from the user's Balancer internal balance)

• Buy Token Balance: to where the buy token is deposited. It can be erc20 (directly to the user's ERC-20 balance) or internal (to the user's Balancer internal balance)

• SigningScheme: The signature scheme to use when signing the order. CoW Protocol allows various signing schemes to support different wallet kinds:

  • eip712: Use the EIP-712 signing scheme exactly as specified in the EIP.

  • ethsign: Use the eth_sign Ethereum message signature of the EIP-712 order “struct hash” (this is defined in the EIP linked above).

  • eip1271: Use ERC-1271 signature for the order. The order hash will be the EIP-712 order “struct hash” (defined above)

  • presign: Execute a transaction to the Settlement contract to indicate that an order is signed. This can be use as a fallback solution if no other signing schemes are supported by the trader.

• Signature: The signature bytes. For ECDSA signatures (eip712 and ethsign) this just the the signature encoded as 65 bytes: r || s || v. For eip1271, this is the signature bytes to pass in at signature verification. This is ERC-1271 implementation defined and largely depends on the signing smart contract. For presign, this is the empty bytes 0x.

• From: The Address that submits the order and authorizes the full sellAmount to be traded once executed.