fix(deal-ticket): disable iceberg for IOC and FOK (#4629)

Co-authored-by: Matthew Russell <mattrussell36@gmail.com>

libs/deal-ticket/src/components/deal-ticket/deal-ticket-stop-order.tsx

@@ -20,7 +20,8 @@ import {
   TradingSelect as Select,
   Tooltip,
 } from '@vegaprotocol/ui-toolkit';
-import { getDerivedPrice, type Market } from '@vegaprotocol/markets';
+import { getDerivedPrice } from '@vegaprotocol/markets';
+import type { Market } from '@vegaprotocol/markets';
 import { t } from '@vegaprotocol/i18n';
 import { ExpirySelector } from './expiry-selector';
 import { SideSelector } from './side-selector';
@@ -35,10 +36,10 @@ import { TypeToggle } from './type-selector';
 import {
   useDealTicketFormValues,
   DealTicketType,
-  type StopOrderFormValues,
   dealTicketTypeToOrderType,
   isStopOrderType,
 } from '../../hooks/use-form-values';
+import type { StopOrderFormValues } from '../../hooks/use-form-values';
 import { mapFormValuesToStopOrdersSubmission } from '../../utils/map-form-values-to-submission';
 import { DealTicketButton } from './deal-ticket-button';
 import { DealTicketFeeDetails } from './deal-ticket-fee-details';
@@ -632,11 +633,11 @@ export const StopOrder = ({ market, marketPrice, submit }: StopOrderProps) => {
       />
       <Size control={control} sizeStep={sizeStep} />
       <TimeInForce control={control} />
-      <div className="flex gap-2 pb-3 justify-end">
+      <div className="flex justify-end pb-3 gap-2">
         <ReduceOnly />
       </div>
       <hr className="mb-4 border-vega-clight-500 dark:border-vega-cdark-500" />
-      <div className="flex gap-2 pb-2 justify-between">
+      <div className="flex justify-between pb-2 gap-2">
         <Controller
           name="oco"
           control={control}
@@ -713,7 +714,7 @@ export const StopOrder = ({ market, marketPrice, submit }: StopOrderProps) => {
           />
           <Size control={control} sizeStep={sizeStep} oco />
           <TimeInForce control={control} oco />
-          <div className="flex gap-2 mb-2 justify-end">
+          <div className="flex justify-end mb-2 gap-2">
             <ReduceOnly />
           </div>
         </>

libs/deal-ticket/src/components/deal-ticket/deal-ticket.tsx

@@ -38,8 +38,6 @@ import {
 } from '@vegaprotocol/utils';
 import { activeOrdersProvider } from '@vegaprotocol/orders';
 import { getDerivedPrice } from '@vegaprotocol/markets';
-import type { OrderInfo } from '@vegaprotocol/types';
-
 import {
   validateExpiration,
   validateMarketState,
@@ -59,8 +57,6 @@ import {
   useMarketAccountBalance,
   useAccountBalance,
 } from '@vegaprotocol/accounts';
-
-import { OrderType } from '@vegaprotocol/types';
 import { useDataProvider } from '@vegaprotocol/data-provider';
 import {
   DealTicketType,
@@ -71,6 +67,7 @@ import type { OrderFormValues } from '../../hooks/use-form-values';
 import { useDealTicketFormValues } from '../../hooks/use-form-values';
 import { DealTicketSizeIceberg } from './deal-ticket-size-iceberg';
 import noop from 'lodash/noop';
+import { isNonPersistentOrder } from '../../utils/time-in-force-persistance';
 
 export const REDUCE_ONLY_TOOLTIP =
   '"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.';
@@ -230,8 +227,8 @@ export const DealTicket = ({
   });
   const openVolume = useOpenVolume(pubKey, market.id) ?? '0';
   const orders = activeOrders
-    ? activeOrders.map<OrderInfo>((order) => ({
+    ? activeOrders.map<Schema.OrderInfo>((order) => ({
-        isMarketOrder: order.type === OrderType.TYPE_MARKET,
+        isMarketOrder: order.type === Schema.OrderType.TYPE_MARKET,
         price: order.price,
         remaining: order.remaining,
         side: order.side,
@@ -239,7 +236,7 @@ export const DealTicket = ({
     : [];
   if (normalizedOrder) {
     orders.push({
-      isMarketOrder: normalizedOrder.type === OrderType.TYPE_MARKET,
+      isMarketOrder: normalizedOrder.type === Schema.OrderType.TYPE_MARKET,
       price: normalizedOrder.price ?? '0',
       remaining: normalizedOrder.size,
       side: normalizedOrder.side,
@@ -307,12 +304,10 @@ export const DealTicket = ({
     pubKey,
   ]);
 
-  const disablePostOnlyCheckbox = [
+  const nonPersistentOrder = isNonPersistentOrder(timeInForce);
-    Schema.OrderTimeInForce.TIME_IN_FORCE_IOC,
+  const disablePostOnlyCheckbox = nonPersistentOrder;
-    Schema.OrderTimeInForce.TIME_IN_FORCE_FOK,
+  const disableReduceOnlyCheckbox = !nonPersistentOrder;
-  ].includes(timeInForce);
+  const disableIcebergCheckbox = nonPersistentOrder;
-
-  const disableReduceOnlyCheckbox = !disablePostOnlyCheckbox;
 
   const onSubmit = useCallback(
     (formValues: OrderFormValues) => {
@@ -468,6 +463,8 @@ export const DealTicket = ({
             value={field.value}
             orderType={type}
             onSelect={(value) => {
+              // If GTT is selected and no expiresAt time is set, or its
+              // behind current time then reset the value to current time
               if (
                 value === Schema.OrderTimeInForce.TIME_IN_FORCE_GTT &&
                 (!expiresAt || new Date(expiresAt).getTime() < Date.now())
@@ -476,6 +473,12 @@ export const DealTicket = ({
                   shouldValidate: true,
                 });
               }
+
+              // iceberg orders must be persistent orders, so if user
+              // switches to to a non persisten tif value, remove iceberg selection
+              if (iceberg && isNonPersistentOrder(value)) {
+                setValue('iceberg', false);
+              }
               field.onChange(value);
             }}
             market={market}
@@ -502,7 +505,7 @@ export const DealTicket = ({
             )}
           />
         )}
-      <div className="flex gap-2 pb-2 justify-between">
+      <div className="flex justify-between pb-2 gap-2">
         <Controller
           name="postOnly"
           control={control}
@@ -568,7 +571,7 @@ export const DealTicket = ({
       </div>
       {type === Schema.OrderType.TYPE_LIMIT && (
         <>
-          <div className="flex gap-2 pb-2 justify-between">
+          <div className="flex justify-between pb-2 gap-2">
             <Controller
               name="iceberg"
               control={control}
@@ -577,6 +580,7 @@ export const DealTicket = ({
                   name="iceberg"
                   checked={field.value}
                   onCheckedChange={field.onChange}
+                  disabled={disableIcebergCheckbox}
                   label={
                     <Tooltip
                       description={

libs/deal-ticket/src/components/deal-ticket/expiry-selector.tsx

@@ -18,6 +18,8 @@ export const ExpirySelector = ({
   onSelect,
   errorMessage,
 }: ExpirySelectorProps) => {
+  const minDateRef = useRef(new Date());
+
   return (
     <div className="mb-4">
       <TradingFormGroup
@@ -31,7 +33,7 @@ export const ExpirySelector = ({
           type="datetime-local"
           value={value && formatForInput(new Date(value))}
           onChange={(e) => onSelect(e.target.value)}
-          min={formatForInput(useRef(new Date()).current)}
+          min={formatForInput(minDateRef.current)}
           hasError={!!errorMessage}
         />
         {errorMessage && (

libs/deal-ticket/src/utils/map-form-values-to-submission.ts

@@ -9,6 +9,7 @@ import type {
 } from '../hooks/use-form-values';
 import * as Schema from '@vegaprotocol/types';
 import { removeDecimal, toNanoSeconds } from '@vegaprotocol/utils';
+import { isPersistentOrder } from './time-in-force-persistance';
 
 export const mapFormValuesToOrderSubmission = (
   order: OrderFormValues,
@@ -41,11 +42,8 @@ export const mapFormValuesToOrderSubmission = (
       ? false
       : order.reduceOnly,
   icebergOpts:
-    (order.type === Schema.OrderType.TYPE_MARKET ||
+    order.type === Schema.OrderType.TYPE_LIMIT &&
-      [
+    isPersistentOrder(order.timeInForce) &&
-        Schema.OrderTimeInForce.TIME_IN_FORCE_FOK,
-        Schema.OrderTimeInForce.TIME_IN_FORCE_IOC,
-      ].includes(order.timeInForce)) &&
     order.iceberg &&
     order.peakSize &&
     order.minimumVisibleSize

libs/deal-ticket/src/utils/map-form-values-to-submisstion.spec.ts

@@ -1,6 +1,8 @@
 import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
 import { mapFormValuesToOrderSubmission } from './map-form-values-to-submission';
 import * as Schema from '@vegaprotocol/types';
+import { OrderTimeInForce, OrderType } from '@vegaprotocol/types';
+import type { OrderFormValues } from '../hooks';
 
 describe('mapFormValuesToOrderSubmission', () => {
   it('sets and formats price only for limit orders', () => {
@@ -25,7 +27,7 @@ describe('mapFormValuesToOrderSubmission', () => {
     ).toEqual('10000');
   });
 
-  it('sets and formats expiresAt only for time in force orders', () => {
+  it('sets and formats expiresAt only for GTT orders', () => {
     expect(
       mapFormValuesToOrderSubmission(
         {
@@ -49,6 +51,41 @@ describe('mapFormValuesToOrderSubmission', () => {
     ).toEqual('1640995200000000000');
   });
 
+  it('sets and formats icebergOpts only for persisted orders', () => {
+    expect(
+      mapFormValuesToOrderSubmission(
+        {
+          type: OrderType.TYPE_LIMIT,
+          timeInForce: OrderTimeInForce.TIME_IN_FORCE_FOK,
+          iceberg: true,
+          peakSize: '10.00',
+          minimumVisibleSize: '10.00',
+        } as OrderFormValues,
+        'marketId',
+        2,
+        2
+      ).icebergOpts
+    ).toEqual(undefined);
+
+    expect(
+      mapFormValuesToOrderSubmission(
+        {
+          type: OrderType.TYPE_LIMIT,
+          timeInForce: OrderTimeInForce.TIME_IN_FORCE_GTC,
+          iceberg: true,
+          peakSize: '10.00',
+          minimumVisibleSize: '10.00',
+        } as OrderFormValues,
+        'marketId',
+        2,
+        2
+      ).icebergOpts
+    ).toEqual({
+      peakSize: '1000',
+      minimumVisibleSize: '1000',
+    });
+  });
+
   it('formats size', () => {
     expect(
       mapFormValuesToOrderSubmission(

libs/deal-ticket/src/utils/time-in-force-persistance.spec.ts

@@ -0,0 +1,23 @@
+import { OrderTimeInForce } from '@vegaprotocol/types';
+import {
+  isNonPersistentOrder,
+  isPersistentOrder,
+} from './time-in-force-persistance';
+
+it('isNonPeristentOrder', () => {
+  expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_FOK)).toBe(true);
+  expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_IOC)).toBe(true);
+  expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTC)).toBe(false);
+  expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTT)).toBe(false);
+  expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFA)).toBe(false);
+  expect(isNonPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFN)).toBe(false);
+});
+
+it('isPeristentOrder', () => {
+  expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_FOK)).toBe(false);
+  expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_IOC)).toBe(false);
+  expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTC)).toBe(true);
+  expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GTT)).toBe(true);
+  expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFA)).toBe(true);
+  expect(isPersistentOrder(OrderTimeInForce.TIME_IN_FORCE_GFN)).toBe(true);
+});

libs/deal-ticket/src/utils/time-in-force-persistance.ts

@@ -0,0 +1,12 @@
+import { OrderTimeInForce } from '@vegaprotocol/types';
+
+export const isNonPersistentOrder = (timeInForce: OrderTimeInForce) => {
+  return [
+    OrderTimeInForce.TIME_IN_FORCE_FOK,
+    OrderTimeInForce.TIME_IN_FORCE_IOC,
+  ].includes(timeInForce);
+};
+
+export const isPersistentOrder = (timeInForce: OrderTimeInForce) => {
+  return !isNonPersistentOrder(timeInForce);
+};