Struct OrderMessageBuilder 

pub struct OrderMessageBuilder { /* private fields */ }

Builds dYdX proto messages from Nautilus orders.

Responsibilities

• Convert Nautilus order types to dYdX protocol messages
• Determine short-term vs long-term routing via OrderLifetime
• Handle price/quantity quantization via OrderMarketParams
• Use dynamic block time estimation from BlockTimeMonitor

Does NOT Handle

• Sequence management (handled by TransactionManager)
• Transaction signing (handled by TransactionManager)
• Broadcasting (handled by TxBroadcaster)

Implementations

impl OrderMessageBuilder

pub fn new( http_client: DydxHttpClient, wallet_address: String, subaccount_number: u32, block_time_monitor: Arc<BlockTimeMonitor>, ) -> Self

Creates a new order message builder.

pub fn max_short_term_secs(&self) -> f64

Returns the maximum duration (in seconds) for short-term orders.

Computed as: SHORT_TERM_ORDER_MAXIMUM_LIFETIME (20 blocks) × seconds_per_block

Uses dynamic block time from BlockTimeMonitor when available, falling back to 500ms/block when insufficient samples.

pub fn get_order_lifetime(&self, params: &LimitOrderParams) -> OrderLifetime

Determines the order lifetime for given parameters.

Uses dynamic block time from BlockTimeMonitor to determine if an order fits within the short-term window (20 blocks × seconds_per_block).

Important for Batching

dYdX protocol restriction: Short-term orders cannot be batched - each must be submitted in its own transaction. Only long-term orders can be batched. Use this method to check before attempting to batch multiple orders.

pub fn is_short_term_order(&self, params: &LimitOrderParams) -> bool

Checks if an order will be submitted as short-term.

Short-term orders have protocol restrictions:

• Cannot be batched (one MsgPlaceOrder per transaction)
• Lower latency and fees
• Expire by block height (max 20 blocks)

pub fn is_short_term_cancel( &self, time_in_force: TimeInForce, expire_time_ns: Option<UnixNanos>, ) -> bool

Checks if a cancellation will be short-term based on the order’s properties.

Short-term cancellations have the same protocol restrictions as short-term placements:

• Cannot be batched (one MsgCancelOrder per transaction)

The cancel must use the same lifetime as the original order placement.

pub fn build_market_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, quantity: Quantity, block_height: u32, ) -> Result<Any, DydxError>

Builds a MsgPlaceOrder for a market order.

Market orders are always short-term and execute immediately at the best available price.

Errors

Returns an error if market parameters cannot be retrieved or order building fails.

pub fn build_limit_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, price: Price, quantity: Quantity, time_in_force: TimeInForce, post_only: bool, reduce_only: bool, block_height: u32, expire_time: Option<i64>, ) -> Result<Any, DydxError>

Builds a MsgPlaceOrder for a limit order.

Automatically routes to short-term or long-term based on time_in_force and expire_time.

Errors

Returns an error if market parameters cannot be retrieved or order building fails.

pub fn build_limit_order_from_params( &self, params: &LimitOrderParams, block_height: u32, ) -> Result<Any, DydxError>

Builds a MsgPlaceOrder for a limit order from LimitOrderParams.

Errors

Returns an error if market parameters cannot be retrieved or order building fails.

pub fn build_limit_orders_batch( &self, orders: &[LimitOrderParams], block_height: u32, ) -> Result<Vec<Any>, DydxError>

Builds a batch of MsgPlaceOrder messages for limit orders.

Errors

Returns an error if any order fails to build.

pub fn build_cancel_order( &self, instrument_id: InstrumentId, client_order_id: u32, time_in_force: TimeInForce, expire_time_ns: Option<UnixNanos>, block_height: u32, ) -> Result<Any, DydxError>

Builds a MsgCancelOrder message.

Automatically routes to short-term or long-term cancellation based on the order’s lifetime. Accepts raw nanoseconds and applies default_short_term_expiry_secs if configured.

Errors

Returns an error if market parameters cannot be retrieved or order building fails.

pub fn build_cancel_order_with_flags( &self, instrument_id: InstrumentId, client_order_id: u32, order_flags: u32, block_height: u32, ) -> Result<Any, DydxError>

Builds a MsgCancelOrder message with explicit order_flags.

Use this method when you have the original order_flags stored (e.g., from OrderContext). This avoids re-deriving the order type which can be incorrect for expired orders.

Errors

Returns an error if market parameters cannot be retrieved.

pub fn build_cancel_orders_batch( &self, orders: &[(InstrumentId, u32, TimeInForce, Option<UnixNanos>)], block_height: u32, ) -> Result<Vec<Any>, DydxError>

Builds a batch of MsgCancelOrder messages.

Each tuple contains: (instrument_id, client_order_id, time_in_force, expire_time_ns)

Errors

Returns an error if any cancellation fails to build.

pub fn build_cancel_orders_batch_with_flags( &self, orders: &[(InstrumentId, u32, u32)], block_height: u32, ) -> Result<Vec<Any>, DydxError>

Builds a batch of MsgCancelOrder messages with explicit order_flags.

Each tuple contains: (instrument_id, client_order_id, order_flags) Use this method when you have stored order_flags from OrderContext.

Errors

Returns an error if any cancellation fails to build.

pub fn build_cancel_and_replace( &self, instrument_id: InstrumentId, old_client_order_id: u32, _new_client_order_id: u32, old_time_in_force: TimeInForce, old_expire_time_ns: Option<UnixNanos>, new_params: &LimitOrderParams, block_height: u32, ) -> Result<Vec<Any>, DydxError>

Builds a cancel-and-replace batch for order modification.

Returns [MsgCancelOrder, MsgPlaceOrder] as a single atomic transaction. This eliminates race conditions when modifying orders by combining both operations into one transaction with a single sequence number.

Accepts raw nanoseconds for expire times and applies default_short_term_expiry_secs if configured (consistent with placement routing).

Arguments

• instrument_id - The instrument for both cancel and new order
• old_client_order_id - Client ID of the order to cancel
• new_client_order_id - Client ID for the replacement order
• old_time_in_force - TimeInForce of the original order (for cancel routing)
• old_expire_time_ns - Expire time of the original order in nanoseconds (for cancel routing)
• new_params - Parameters for the replacement limit order
• block_height - Current block height for short-term orders

Errors

Returns an error if cancellation or replacement order fails to build.

pub fn build_cancel_and_replace_with_flags( &self, instrument_id: InstrumentId, old_client_order_id: u32, old_order_flags: u32, new_params: &LimitOrderParams, block_height: u32, ) -> Result<Vec<Any>, DydxError>

Builds a cancel-and-replace batch with explicit order_flags for cancellation.

Use this method when you have stored order_flags from OrderContext.

Errors

Returns an error if cancellation or replacement order fails to build.

pub fn build_conditional_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, order_type: ConditionalOrderType, side: OrderSide, trigger_price: Price, limit_price: Option<Price>, quantity: Quantity, time_in_force: Option<TimeInForce>, post_only: bool, reduce_only: bool, expire_time: Option<i64>, ) -> Result<Any, DydxError>

Builds a MsgPlaceOrder for a conditional order (stop or take-profit).

Conditional orders are always stored on-chain (long-term/stateful).

Errors

Returns an error if market parameters cannot be retrieved or order building fails.

pub fn build_stop_market_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, trigger_price: Price, quantity: Quantity, reduce_only: bool, expire_time: Option<i64>, ) -> Result<Any, DydxError>

Builds a stop market order.

Errors

Returns an error if the conditional order fails to build.

pub fn build_stop_limit_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, trigger_price: Price, limit_price: Price, quantity: Quantity, time_in_force: TimeInForce, post_only: bool, reduce_only: bool, expire_time: Option<i64>, ) -> Result<Any, DydxError>

Builds a stop limit order.

Errors

Returns an error if the conditional order fails to build.

pub fn build_take_profit_market_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, trigger_price: Price, quantity: Quantity, reduce_only: bool, expire_time: Option<i64>, ) -> Result<Any, DydxError>

Builds a take profit market order.

Errors

Returns an error if the conditional order fails to build.

pub fn build_take_profit_limit_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, trigger_price: Price, limit_price: Price, quantity: Quantity, time_in_force: TimeInForce, post_only: bool, reduce_only: bool, expire_time: Option<i64>, ) -> Result<Any, DydxError>

Builds a take profit limit order.

Errors

Returns an error if the conditional order fails to build.

Trait Implementations

impl Debug for OrderMessageBuilder

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.