Deprecate FOK (#411)

dydxprotocol · Jun 3, 2024 · 7eb2bd4 · 7eb2bd4
1 parent f432c16
commit 7eb2bd4
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Showing 13 changed files with 14 additions and 438 deletions.
diff --git a/build.gradle.kts b/build.gradle.kts
@@ -51,7 +51,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.7.48"
+version = "1.7.49"
 
 repositories {
     google()

diff --git a/docs/Account.md b/docs/Account.md
@@ -305,7 +305,7 @@ Order status
 
 ## timeInForce
 
-Time in force, GTT (Good Til Time), IOC (Immediate or Cancel) or FOK (Fill or Kill)
+Time in force, GTT (Good Til Time) or  IOC (Immediate or Cancel)
 
 ## marketId
 

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt
@@ -925,7 +925,7 @@ internal class TradeInputCalculator(
                     executionField(true),
                     marginModeField(market, account, subaccount),
                     when (execution) {
-                        "FOK", "IOC" -> reduceOnlyField()
+                        "IOC" -> reduceOnlyField()
                         else -> null
                     },
                 ).filterNotNull()
@@ -1057,7 +1057,6 @@ internal class TradeInputCalculator(
             "options" to listOf(
                 timeInForceOptionGTT,
                 timeInForceOptionIOC,
-                timeInForceOptionFOK,
             ),
         )
     }
@@ -1101,13 +1100,11 @@ internal class TradeInputCalculator(
                     listOf(
                         executionDefault,
                         executionIOC,
-                        executionFOK,
                         executionPostOnly,
                     )
                 } else {
                     listOf(
                         executionIOC,
-                        executionFOK,
                     )
                 },
         )
@@ -1253,9 +1250,9 @@ internal class TradeInputCalculator(
     ): String? {
         return if (featureFlags.reduceOnlySupported) {
             when (parser.asString(trade["type"])) {
-                "LIMIT" -> "GENERAL.TRADE.REDUCE_ONLY_TIMEINFORCE_IOC_FOK"
+                "LIMIT" -> "GENERAL.TRADE.REDUCE_ONLY_TIMEINFORCE_IOC"
 
-                "STOP_LIMIT", "TAKE_PROFIT" -> "GENERAL.TRADE.REDUCE_ONLY_EXECUTION_IOC_FOK"
+                "STOP_LIMIT", "TAKE_PROFIT" -> "GENERAL.TRADE.REDUCE_ONLY_TIMEINFORCE_IOC"
 
                 else -> return null
             }
@@ -1802,8 +1799,6 @@ internal class TradeInputCalculator(
 
     private val timeInForceOptionGTT: Map<String, Any>
         get() = mapOf("type" to "GTT", "stringKey" to "APP.TRADE.GOOD_TIL_TIME")
-    private val timeInForceOptionFOK: Map<String, Any>
-        get() = mapOf("type" to "FOK", "stringKey" to "APP.TRADE.FILL_OR_KILL")
     private val timeInForceOptionIOC: Map<String, Any>
         get() = mapOf("type" to "IOC", "stringKey" to "APP.TRADE.IMMEDIATE_OR_CANCEL")
 
@@ -1832,11 +1827,8 @@ internal class TradeInputCalculator(
         get() = mapOf("type" to "DEFAULT", "stringKey" to "APP.TRADE.GOOD_TIL_DATE")
     private val executionPostOnly: Map<String, Any>
         get() = mapOf("type" to "POST_ONLY", "stringKey" to "APP.TRADE.POST_ONLY")
-    private val executionFOK: Map<String, Any>
-        get() = mapOf("type" to "FOK", "stringKey" to "APP.TRADE.FILL_OR_KILL")
     private val executionIOC: Map<String, Any>
         get() = mapOf("type" to "IOC", "stringKey" to "APP.TRADE.IMMEDIATE_OR_CANCEL")
-
     private val marginModeCross: Map<String, Any>
         get() = mapOf("type" to "CROSS", "stringKey" to "APP.TRADE.CROSS_MARGIN")
     private val marginModeIsolated: Map<String, Any>

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/output/input/TradeInput.kt b/src/commonMain/kotlin/exchange.dydx.abacus/output/input/TradeInput.kt
@@ -721,8 +721,7 @@ enum class OrderStatus(val rawValue: String) {
 @Serializable
 enum class OrderTimeInForce(val rawValue: String) {
     GTT("GTT"),
-    IOC("IOC"),
-    FOK("FOK");
+    IOC("IOC");
 
     companion object {
         operator fun invoke(rawValue: String) =

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/StateManagerAdaptor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/StateManagerAdaptor.kt
@@ -1879,7 +1879,7 @@ open class StateManagerAdaptor(
         val reduceOnly = true
         val postOnly = false
 
-        // TP/SL orders always have a null timeInForce. IOC/FOK/PostOnly/GTD is distinguished by the execution field.
+        // TP/SL orders always have a null timeInForce. IOC/PostOnly/GTD is distinguished by the execution field.
         val timeInForce = null;
 
         /**

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountSupervisor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/SubaccountSupervisor.kt
@@ -1049,7 +1049,7 @@ internal class SubaccountSupervisor(
         val reduceOnly = true
         val postOnly = false
 
-        // TP/SL orders always have a null timeInForce. IOC/FOK/PostOnly/GTD is distinguished by the execution field.
+        // TP/SL orders always have a null timeInForce. IOC/PostOnly/GTD is distinguished by the execution field.
         val timeInForce = null;
 
         /**

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/validator/trade/TradeInputDataValidator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/validator/trade/TradeInputDataValidator.kt
@@ -155,7 +155,7 @@ internal class TradeInputDataValidator(
         return when (parser.asString(trade["type"])) {
             "STOP_LIMIT", "TAKE_PROFIT" -> {
                 val execution = parser.asString(trade["execution"])
-                if (execution == "IOC" || execution == "FOK") {
+                if (execution == "IOC") {
                     parser.asString(parser.value(trade, "side"))?.let { side ->
                         parser.asDouble(parser.value(trade, "price.limitPrice"))
                             ?.let { limitPrice ->

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/payload/TradeInputOptionsTests.kt b/src/commonTest/kotlin/exchange.dydx.abacus/payload/TradeInputOptionsTests.kt
@@ -180,10 +180,6 @@ class TradeInputOptionsTests : V3BaseTests() {
                                 {
                                     "type": "IOC",
                                     "stringKey": "APP.TRADE.IMMEDIATE_OR_CANCEL"
-                                },
-                                {
-                                    "type": "FOK",
-                                    "stringKey": "APP.TRADE.FILL_OR_KILL"
                                 }
                             ]
                         }
@@ -192,32 +188,5 @@ class TradeInputOptionsTests : V3BaseTests() {
             }
             """.trimIndent(),
         )
-
-        test(
-            {
-                perp.trade("FOK", TradeInputField.timeInForceType, 0)
-            },
-            """
-            {
-                "input": {
-                    "trade": {
-                        "options": {
-                            "needsSize": true,
-                            "needsLeverage": false,
-                            "needsTriggerPrice": false,
-                            "needsLimitPrice": true,
-                            "needsTrailingPercent": false,
-                            "needsReduceOnly": true,
-                            "needsPostOnly": false,
-                            "needsBrackets": false,
-                            "needsTimeInForce": true,
-                            "needsGoodUntil": false,
-                            "needsExecution": false
-                        }
-                    }
-                }
-            }
-            """.trimIndent(),
-        )
     }
 }
diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/payload/v3/V3PerpTests.kt b/src/commonTest/kotlin/exchange.dydx.abacus/payload/v3/V3PerpTests.kt
@@ -329,7 +329,7 @@ class V3PerpTests : V3BaseTests() {
                                                 "sideStringKey": "APP.GENERAL.BUY",
                                                 "typeStringKey": "APP.TRADE.MARKET_ORDER_SHORT",
                                                 "statusStringKey": "APP.TRADE.ORDER_FILLED",
-                                                "timeInForceStringKey": "APP.TRADE.FILL_OR_KILL"
+                                                "timeInForceStringKey": "APP.TRADE.IMMEDIATE_OR_CANCEL"
                                             }
                                         }
                                     },