malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

CRITICAL REFACTOR based on Fable's review (S9 roadmap item):

Before: flat enum conflating order types with TIF/instructions
  OrderType had MARKET, LIMIT, IOC, FOK, POST_ONLY, REDUCE_ONLY, etc.

After: three orthogonal dimensions (FIX-aligned):
  1. OrderType (Tag 40): what the order IS
     LIMIT, MARKET, STOP_MARKET, STOP_LIMIT, TRIGGER_MARKET, TRIGGER_LIMIT,
     TRAILING_STOP, OCO, TP_SL
  2. TimeInForce (Tag 59): how long it LIVES
     GTC, IOC, FOK, GTD
  3. Instructions (Tag 18): behavioral modifiers
     POST_ONLY, REDUCE_ONLY, HIDDEN, ICEBERG

Key corrections:
- POST_ONLY is an instruction on a LIMIT order, not a standalone type
- IOC/FOK are TimeInForce values, not order types
- BingX trailing_stop -> native TRAILING_STOP_MARKET (not TRIGGER_MARKET)
- FulfilmentAction.time_in_force: new field, default GTC

Exchange mappings restructured:
  EXCHANGE_ORDER_TYPE_MAP: OrderType -> exchange native 'type' param
  EXCHANGE_TIF_MAP: TimeInForce -> exchange native 'timeInForce' param
  EXCHANGE_INSTRUCTION_MAP: Instruction -> exchange encoding

21 files changed. 380+ tests pass. Backward compatible.
This commit is contained in:
Codex
2026-07-14 14:46:44 +02:00
parent a21f64e066
commit d24d9bc6bd
21 changed files with 346 additions and 199 deletions

View File

@@ -11,6 +11,16 @@ from typing import Any, Mapping, Optional, Tuple
from malkhut.state import ActionKind, AgentRole, OrderType, Side
# Lazy import to avoid circular dependency (training -> actions -> training)
_TimeInForce = None
def _get_TimeInForce():
global _TimeInForce
if _TimeInForce is None:
from malkhut.training.order_types import TimeInForce
_TimeInForce = TimeInForce
return _TimeInForce
@dataclass(frozen=True, slots=True)
class FulfilmentAction:
@@ -24,8 +34,14 @@ class FulfilmentAction:
cancel_order_id: Optional[str] = None
reduce_only: bool = False
post_only: bool = False
time_in_force: str = "GTC"
metadata: Mapping[str, Any] = field(default_factory=dict)
@property
def time_in_force_enum(self):
TIF = _get_TimeInForce()
return TIF(self.time_in_force)
@dataclass(frozen=True, slots=True)
class CounterpartyAction: