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time_in_force_to_proto

nautilus_dydx::common::parse

Function time_in_force_to_proto 

Source 
pub fn time_in_force_to_proto(tif: TimeInForce) -> TimeInForce
Expand description

Converts Nautilus TimeInForce to dYdX proto TimeInForce.

dYdX v4 protocol mappings:

  • IOC → ProtoTimeInForce::Ioc (Immediate or Cancel)
  • FOK → ProtoTimeInForce::FillOrKill (Fill or Kill)
  • GTC → ProtoTimeInForce::Unspecified (Good Till Cancel - protocol default)
  • GTD → ProtoTimeInForce::Unspecified (Good Till Date - uses good_til_block_time or good_til_block)
  • Others → ProtoTimeInForce::Unspecified (protocol default)

Note: Unspecified (proto enum value 0) is the protocol default and represents GTC behavior. GTD orders specify expiration separately via good_til_block or good_til_block_time fields. For post-only orders, use time_in_force_to_proto_with_post_only() which returns ProtoTimeInForce::PostOnly.