fix(deal-ticket): disable iceberg for IOC and FOK (#4629)
Co-authored-by: Matthew Russell <mattrussell36@gmail.com>
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@ -20,7 +20,8 @@ import {
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TradingSelect as Select,
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Tooltip,
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} from '@vegaprotocol/ui-toolkit';
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import { getDerivedPrice, type Market } from '@vegaprotocol/markets';
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import { getDerivedPrice } from '@vegaprotocol/markets';
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import type { Market } from '@vegaprotocol/markets';
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import { t } from '@vegaprotocol/i18n';
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import { ExpirySelector } from './expiry-selector';
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import { SideSelector } from './side-selector';
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@ -35,10 +36,10 @@ import { TypeToggle } from './type-selector';
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import {
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useDealTicketFormValues,
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DealTicketType,
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type StopOrderFormValues,
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dealTicketTypeToOrderType,
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isStopOrderType,
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} from '../../hooks/use-form-values';
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import type { StopOrderFormValues } from '../../hooks/use-form-values';
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import { mapFormValuesToStopOrdersSubmission } from '../../utils/map-form-values-to-submission';
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import { DealTicketButton } from './deal-ticket-button';
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import { DealTicketFeeDetails } from './deal-ticket-fee-details';
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@ -632,11 +633,11 @@ export const StopOrder = ({ market, marketPrice, submit }: StopOrderProps) => {
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/>
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<Size control={control} sizeStep={sizeStep} />
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<TimeInForce control={control} />
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<div className="flex gap-2 pb-3 justify-end">
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<div className="flex justify-end pb-3 gap-2">
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<ReduceOnly />
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</div>
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<hr className="mb-4 border-vega-clight-500 dark:border-vega-cdark-500" />
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<div className="flex gap-2 pb-2 justify-between">
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<div className="flex justify-between pb-2 gap-2">
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<Controller
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name="oco"
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control={control}
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@ -713,7 +714,7 @@ export const StopOrder = ({ market, marketPrice, submit }: StopOrderProps) => {
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/>
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<Size control={control} sizeStep={sizeStep} oco />
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<TimeInForce control={control} oco />
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<div className="flex gap-2 mb-2 justify-end">
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<div className="flex justify-end mb-2 gap-2">
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<ReduceOnly />
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</div>
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</>
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@ -38,8 +38,6 @@ import {
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} from '@vegaprotocol/utils';
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import { activeOrdersProvider } from '@vegaprotocol/orders';
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import { getDerivedPrice } from '@vegaprotocol/markets';
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import type { OrderInfo } from '@vegaprotocol/types';
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import {
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validateExpiration,
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validateMarketState,
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@ -59,8 +57,6 @@ import {
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useMarketAccountBalance,
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useAccountBalance,
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} from '@vegaprotocol/accounts';
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import { OrderType } from '@vegaprotocol/types';
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import { useDataProvider } from '@vegaprotocol/data-provider';
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import {
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DealTicketType,
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@ -71,6 +67,7 @@ import type { OrderFormValues } from '../../hooks/use-form-values';
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import { useDealTicketFormValues } from '../../hooks/use-form-values';
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import { DealTicketSizeIceberg } from './deal-ticket-size-iceberg';
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import noop from 'lodash/noop';
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import { isNonPersistentOrder } from '../../utils/time-in-force-persistance';
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export const REDUCE_ONLY_TOOLTIP =
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'"Reduce only" will ensure that this order will not increase the size of an open position. When the order is matched, it will only trade enough volume to bring your open volume towards 0 but never change the direction of your position. If applied to a limit order that is not instantly filled, the order will be stopped.';
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@ -230,8 +227,8 @@ export const DealTicket = ({
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});
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const openVolume = useOpenVolume(pubKey, market.id) ?? '0';
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const orders = activeOrders
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? activeOrders.map<OrderInfo>((order) => ({
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isMarketOrder: order.type === OrderType.TYPE_MARKET,
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? activeOrders.map<Schema.OrderInfo>((order) => ({
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isMarketOrder: order.type === Schema.OrderType.TYPE_MARKET,
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price: order.price,
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remaining: order.remaining,
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side: order.side,
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@ -239,7 +236,7 @@ export const DealTicket = ({
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: [];
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if (normalizedOrder) {
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orders.push({
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isMarketOrder: normalizedOrder.type === OrderType.TYPE_MARKET,
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isMarketOrder: normalizedOrder.type === Schema.OrderType.TYPE_MARKET,
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price: normalizedOrder.price ?? '0',
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remaining: normalizedOrder.size,
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side: normalizedOrder.side,
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@ -307,12 +304,10 @@ export const DealTicket = ({
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pubKey,
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]);
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const disablePostOnlyCheckbox = [
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Schema.OrderTimeInForce.TIME_IN_FORCE_IOC,
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Schema.OrderTimeInForce.TIME_IN_FORCE_FOK,
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].includes(timeInForce);
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const disableReduceOnlyCheckbox = !disablePostOnlyCheckbox;
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const nonPersistentOrder = isNonPersistentOrder(timeInForce);
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const disablePostOnlyCheckbox = nonPersistentOrder;
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const disableReduceOnlyCheckbox = !nonPersistentOrder;
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const disableIcebergCheckbox = nonPersistentOrder;
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const onSubmit = useCallback(
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(formValues: OrderFormValues) => {
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@ -468,6 +463,8 @@ export const DealTicket = ({
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value={field.value}
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orderType={type}
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onSelect={(value) => {
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// If GTT is selected and no expiresAt time is set, or its
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// behind current time then reset the value to current time
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if (
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value === Schema.OrderTimeInForce.TIME_IN_FORCE_GTT &&
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(!expiresAt || new Date(expiresAt).getTime() < Date.now())
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@ -476,6 +473,12 @@ export const DealTicket = ({
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shouldValidate: true,
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});
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}
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// iceberg orders must be persistent orders, so if user
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// switches to to a non persisten tif value, remove iceberg selection
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if (iceberg && isNonPersistentOrder(value)) {
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setValue('iceberg', false);
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}
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field.onChange(value);
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}}
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market={market}
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@ -502,7 +505,7 @@ export const DealTicket = ({
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)}
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/>
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)}
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<div className="flex gap-2 pb-2 justify-between">
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<div className="flex justify-between pb-2 gap-2">
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<Controller
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name="postOnly"
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control={control}
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@ -568,7 +571,7 @@ export const DealTicket = ({
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</div>
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{type === Schema.OrderType.TYPE_LIMIT && (
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<>
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<div className="flex gap-2 pb-2 justify-between">
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<div className="flex justify-between pb-2 gap-2">
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<Controller
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name="iceberg"
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control={control}
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@ -577,6 +580,7 @@ export const DealTicket = ({
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name="iceberg"
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checked={field.value}
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onCheckedChange={field.onChange}
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disabled={disableIcebergCheckbox}
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label={
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<Tooltip
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description={
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@ -18,6 +18,8 @@ export const ExpirySelector = ({
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onSelect,
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errorMessage,
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}: ExpirySelectorProps) => {
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const minDateRef = useRef(new Date());
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return (
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<div className="mb-4">
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<TradingFormGroup
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@ -31,7 +33,7 @@ export const ExpirySelector = ({
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type="datetime-local"
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value={value && formatForInput(new Date(value))}
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onChange={(e) => onSelect(e.target.value)}
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min={formatForInput(useRef(new Date()).current)}
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min={formatForInput(minDateRef.current)}
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hasError={!!errorMessage}
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/>
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{errorMessage && (
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@ -9,6 +9,7 @@ import type {
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} from '../hooks/use-form-values';
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import * as Schema from '@vegaprotocol/types';
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import { removeDecimal, toNanoSeconds } from '@vegaprotocol/utils';
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import { isPersistentOrder } from './time-in-force-persistance';
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export const mapFormValuesToOrderSubmission = (
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order: OrderFormValues,
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@ -41,11 +42,8 @@ export const mapFormValuesToOrderSubmission = (
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? false
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: order.reduceOnly,
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icebergOpts:
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(order.type === Schema.OrderType.TYPE_MARKET ||
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[
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Schema.OrderTimeInForce.TIME_IN_FORCE_FOK,
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Schema.OrderTimeInForce.TIME_IN_FORCE_IOC,
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].includes(order.timeInForce)) &&
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order.type === Schema.OrderType.TYPE_LIMIT &&
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isPersistentOrder(order.timeInForce) &&
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order.iceberg &&
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order.peakSize &&
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order.minimumVisibleSize
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@ -1,6 +1,8 @@
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import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
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import { mapFormValuesToOrderSubmission } from './map-form-values-to-submission';
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import * as Schema from '@vegaprotocol/types';
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import { OrderTimeInForce, OrderType } from '@vegaprotocol/types';
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import type { OrderFormValues } from '../hooks';
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describe('mapFormValuesToOrderSubmission', () => {
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it('sets and formats price only for limit orders', () => {
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@ -25,7 +27,7 @@ describe('mapFormValuesToOrderSubmission', () => {
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).toEqual('10000');
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});
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it('sets and formats expiresAt only for time in force orders', () => {
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it('sets and formats expiresAt only for GTT orders', () => {
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expect(
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mapFormValuesToOrderSubmission(
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{
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@ -49,6 +51,41 @@ describe('mapFormValuesToOrderSubmission', () => {
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).toEqual('1640995200000000000');
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});
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it('sets and formats icebergOpts only for persisted orders', () => {
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expect(
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mapFormValuesToOrderSubmission(
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{
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type: OrderType.TYPE_LIMIT,
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timeInForce: OrderTimeInForce.TIME_IN_FORCE_FOK,
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iceberg: true,
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peakSize: '10.00',
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minimumVisibleSize: '10.00',
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} as OrderFormValues,
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'marketId',
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2,
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2
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).icebergOpts
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).toEqual(undefined);
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expect(
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mapFormValuesToOrderSubmission(
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{
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type: OrderType.TYPE_LIMIT,
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timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
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iceberg: true,
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peakSize: '10.00',
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minimumVisibleSize: '10.00',
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} as OrderFormValues,
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'marketId',
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2,
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2
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).icebergOpts
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).toEqual({
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peakSize: '1000',
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minimumVisibleSize: '1000',
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});
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});
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it('formats size', () => {
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expect(
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mapFormValuesToOrderSubmission(
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23
libs/deal-ticket/src/utils/time-in-force-persistance.spec.ts
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23
libs/deal-ticket/src/utils/time-in-force-persistance.spec.ts
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@ -0,0 +1,23 @@
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import { OrderTimeInForce } from '@vegaprotocol/types';
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import {
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isNonPersistentOrder,
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isPersistentOrder,
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} from './time-in-force-persistance';
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it('isNonPeristentOrder', () => {
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expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_FOK)).toBe(true);
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expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_IOC)).toBe(true);
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expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTC)).toBe(false);
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expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTT)).toBe(false);
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expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFA)).toBe(false);
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expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFN)).toBe(false);
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});
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it('isPeristentOrder', () => {
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expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_FOK)).toBe(false);
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expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_IOC)).toBe(false);
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expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTC)).toBe(true);
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expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTT)).toBe(true);
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expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFA)).toBe(true);
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expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFN)).toBe(true);
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});
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libs/deal-ticket/src/utils/time-in-force-persistance.ts
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12
libs/deal-ticket/src/utils/time-in-force-persistance.ts
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@ -0,0 +1,12 @@
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import { OrderTimeInForce } from '@vegaprotocol/types';
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export const isNonPersistentOrder = (timeInForce: OrderTimeInForce) => {
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return [
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OrderTimeInForce.TIME_IN_FORCE_FOK,
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OrderTimeInForce.TIME_IN_FORCE_IOC,
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].includes(timeInForce);
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};
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export const isPersistentOrder = (timeInForce: OrderTimeInForce) => {
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return !isNonPersistentOrder(timeInForce);
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};
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