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OrderSubmitter

nautilus_dydx::execution::submitter

Struct OrderSubmitter 

Source 
pub struct OrderSubmitter { /* private fields */ }
Expand description

Order submission facade for dYdX v4.

Provides a clean API for order submission, internally coordinating:

§Wallet Ownership

The wallet is owned by TransactionManager (passed at construction via private_key). This eliminates the need to pass &wallet to every method.

§Block Time Monitor

block_time_monitor provides current block height and dynamic block time estimation. Updated externally by WebSocket, read by order methods.

§Thread Safety

All methods are safe to call from multiple tasks concurrently.

Implementations§

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impl OrderSubmitter

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pub fn new( grpc_client: DydxGrpcClient, http_client: DydxHttpClient, private_key: &str, wallet_address: String, subaccount_number: u32, chain_id: ChainId, block_time_monitor: Arc<BlockTimeMonitor>, ) -> Result<Self, DydxError>

Creates a new order submitter with wallet owned internally.

§Arguments
  • grpc_client - gRPC client for chain queries and broadcasting
  • http_client - HTTP client (provides market params cache)
  • private_key - Private key (hex-encoded) - wallet created internally
  • wallet_address - Main account address (may differ from derived address for permissioned keys)
  • subaccount_number - dYdX subaccount number (typically 0)
  • chain_id - dYdX chain ID
  • block_time_monitor - Block time monitor (provides current height and dynamic block time)
§Errors

Returns error if wallet creation from private key fails.

Source

pub fn from_components( tx_manager: Arc<TransactionManager>, broadcaster: Arc<TxBroadcaster>, order_builder: Arc<OrderMessageBuilder>, block_time_monitor: Arc<BlockTimeMonitor>, ) -> Self

Creates a new order submitter from pre-built components.

Use this when you already have initialized components (e.g., from DydxExecutionClient).

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pub fn current_block_height(&self) -> u32

Returns the current block height.

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pub fn block_time_monitor(&self) -> &BlockTimeMonitor

Returns a reference to the block time monitor.

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pub fn wallet_address(&self) -> &str

Returns the wallet address.

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pub fn order_builder(&self) -> &OrderMessageBuilder

Returns a reference to the order builder.

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pub fn tx_manager(&self) -> &TransactionManager

Returns a reference to the transaction manager.

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pub async fn submit_market_order( &self, instrument_id: InstrumentId, client_order_id: u32, client_metadata: u32, side: OrderSide, quantity: Quantity, ) -> Result<String, DydxError>

Submits a market order to dYdX via gRPC.

Market orders execute immediately at the best available price. Block height is read from the shared block_height state.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails.

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pub async fn submit_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, expire_time: Option<i64>, ) -> Result<String, DydxError>

Submits a limit order to dYdX via gRPC.

Limit orders execute only at the specified price or better. Block height is read from the shared block_height state.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails.

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pub async fn submit_limit_orders_batch( &self, orders: Vec<LimitOrderParams>, ) -> Result<Vec<String>, DydxError>

Submits a batch of limit orders.

§Protocol Constraints
  • Short-term orders cannot be batched: If any order is short-term (IOC, FOK, or expire_time within 60s), each order is submitted in a separate transaction.
  • Long-term orders can be batched: All orders in a single transaction.
§Returns

A vector of transaction hashes (one per transaction).

§Errors

Returns DydxError if any submission fails.

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pub async fn cancel_order( &self, instrument_id: InstrumentId, client_order_id: u32, time_in_force: TimeInForce, expire_time_ns: Option<UnixNanos>, ) -> Result<String, DydxError>

Cancels an order on dYdX via gRPC.

Block height is read from the shared block_height state.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC cancellation fails or market params not found.

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pub async fn cancel_orders_batch( &self, orders: &[(InstrumentId, u32, TimeInForce, Option<UnixNanos>)], ) -> Result<String, DydxError>

Cancels multiple orders in a single blockchain transaction.

Batches all cancellation messages into one transaction for efficiency.

§Arguments
  • orders - Slice of (instrument_id, client_order_id, time_in_force, expire_time_ns) tuples
§Returns

The transaction hash on success.

§Errors

Returns DydxError if transaction broadcast fails or market params not found.

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pub async fn submit_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<String, DydxError>

Submits a stop market order to dYdX via gRPC.

Stop market orders are triggered when the price reaches trigger_price.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails.

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pub async fn submit_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<String, DydxError>

Submits a stop limit order to dYdX via gRPC.

Stop limit orders are triggered when the price reaches trigger_price, then placed as a limit order at limit_price.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails.

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pub async fn submit_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<String, DydxError>

Submits a take profit market order to dYdX via gRPC.

Take profit market orders are triggered when the price reaches trigger_price, then executed as a market order.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails.

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pub async fn submit_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<String, DydxError>

Submits a take profit limit order to dYdX via gRPC.

Take profit limit orders are triggered when the price reaches trigger_price, then placed as a limit order at limit_price.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails.

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pub async fn submit_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<String, DydxError>

Submits a conditional order (generic interface).

This method handles all conditional order types: StopMarket, StopLimit, TakeProfitMarket, and TakeProfitLimit.

§Returns

The transaction hash on success.

§Errors

Returns DydxError if gRPC submission fails or limit_price is missing for limit orders.

Trait Implementations§

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impl Debug for OrderSubmitter

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

Formats the value using the given formatter. Read more

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