Expand description
Order message builder for dYdX v4 protocol.
This module converts Nautilus order types to dYdX proto messages (MsgPlaceOrder,
MsgCancelOrder). It centralizes all order building logic including:
- Market and limit order construction
- Conditional orders (stop-loss, take-profit)
- Short-term vs long-term order routing based on
OrderLifetime - Price/quantity quantization via market params
- Dynamic block time estimation via
BlockTimeMonitor
The builder produces cosmrs::Any messages ready for transaction building.
Structsยง
- Order
Message Builder - Builds dYdX proto messages from Nautilus orders.