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

@@ -178,13 +178,13 @@ class BingXVenueAdapter:
client_id = f"m_{state.ts_ns}_{self._order_seq}"
# Determine order type — use standardized OrderType, map to BingX-native
from malkhut.training.order_types import normalize_to_exchange
from malkhut.training.order_types import (
normalize_type_to_exchange, normalize_tif_to_exchange,
)
if action.order_type is not None:
order_type = normalize_to_exchange(action.order_type.value, "bingx") or "LIMIT"
order_type = normalize_type_to_exchange(action.order_type, "bingx") or "LIMIT"
elif action.kind.value == "CROSS_SPREAD":
order_type = "MARKET"
elif action.post_only:
order_type = "POST_ONLY"
else:
order_type = "LIMIT"
@@ -197,8 +197,16 @@ class BingXVenueAdapter:
"price": str(price),
"quantity": str(qty),
"reduceOnly": action.reduce_only,
"postOnly": action.post_only,
}
# Add timeInForce if not GTC (default)
from malkhut.training.order_types import TimeInForce
if action.time_in_force != "GTC":
tif = normalize_tif_to_exchange(TimeInForce(action.time_in_force), "bingx")
if tif:
order["timeInForce"] = tif
# Track order
tracked = TrackedOrder(
client_order_id=client_id,