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feat(order_object): add native support for CONDITIONAL orders #77

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feat(order_object): add native support for CONDITIONAL orders #77

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e058572
feat(order_object): add native support for CONDITIONAL orders
deividuvi Feb 9, 2026
74dfd5b
Merge branch 'starknet' into feature/conditional-orders-support
deividuvi Mar 25, 2026
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84 changes: 78 additions & 6 deletions x10/perpetual/order_object.py
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Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@
)
from x10.perpetual.orders import (
CreateOrderTpslTriggerModel,
CreateOrderConditionalTriggerModel,
NewOrderModel,
OrderPriceType,
OrderSide,
Expand All @@ -21,12 +22,17 @@
OrderType,
SelfTradeProtectionLevel,
TimeInForce,
OrderTriggerDirection,
)
from x10.utils.date import to_epoch_millis, utc_now
from x10.utils.nonce import generate_nonce
from x10.utils.tpsl import calc_entire_position_size


# --------------------------------------------------
# Trigger parameter models
# --------------------------------------------------

@dataclass(kw_only=True)
class OrderTpslTriggerParam:
trigger_price: Decimal
Expand All @@ -35,6 +41,18 @@ class OrderTpslTriggerParam:
price_type: OrderPriceType


@dataclass(kw_only=True)
class OrderConditionalTriggerParam:
trigger_price: Decimal
trigger_price_type: OrderTriggerPriceType
direction: OrderTriggerDirection
execution_price_type: OrderPriceType


# --------------------------------------------------
# Public factory
# --------------------------------------------------

def create_order_object(
*,
account: StarkPerpetualAccount,
Expand All @@ -43,7 +61,6 @@ def create_order_object(
price: Decimal,
side: OrderSide,
starknet_domain: StarknetDomain,
order_type: OrderType = OrderType.LIMIT,
post_only: bool = False,
previous_order_external_id: Optional[str] = None,
expire_time: Optional[datetime] = None,
Expand All @@ -54,6 +71,12 @@ def create_order_object(
builder_fee: Optional[Decimal] = None,
builder_id: Optional[int] = None,
reduce_only: bool = False,

# conditional-specific
order_type: OrderType = OrderType.LIMIT,
trigger: Optional[OrderConditionalTriggerParam] = None,

# TPSL-specific
tp_sl_type: Optional[OrderTpslType] = None,
take_profit: Optional[OrderTpslTriggerParam] = None,
stop_loss: Optional[OrderTpslTriggerParam] = None,
Expand Down Expand Up @@ -89,12 +112,17 @@ def create_order_object(
builder_fee=builder_fee,
builder_id=builder_id,
reduce_only=reduce_only,
trigger=trigger,
tp_sl_type=tp_sl_type,
take_profit=take_profit,
stop_loss=stop_loss,
)


# --------------------------------------------------
# Internal helpers
# --------------------------------------------------

def __create_order_tpsl_trigger_model(
*,
trigger_param: OrderTpslTriggerParam,
Expand Down Expand Up @@ -135,6 +163,10 @@ def __get_opposite_side(side: OrderSide) -> OrderSide:
return OrderSide.BUY if side == OrderSide.SELL else OrderSide.SELL


# --------------------------------------------------
# Core builder
# --------------------------------------------------

def __create_order_object(
*,
market: MarketModel,
Expand All @@ -158,11 +190,16 @@ def __create_order_object(
builder_fee: Optional[Decimal] = None,
builder_id: Optional[int] = None,
reduce_only: bool = False,
trigger: Optional[OrderConditionalTriggerParam] = None,
tp_sl_type: Optional[OrderTpslType] = None,
take_profit: Optional[OrderTpslTriggerParam] = None,
stop_loss: Optional[OrderTpslTriggerParam] = None,
) -> NewOrderModel:
if order_type not in [OrderType.LIMIT, OrderType.TPSL]:

if side not in OrderSide:
raise ValueError(f"Unexpected order side value: {side}")

if order_type not in [OrderType.LIMIT, OrderType.TPSL, OrderType.CONDITIONAL]:
raise NotImplementedError(f"{order_type} order type is not supported yet")

if exact_only:
Expand All @@ -178,14 +215,34 @@ def __create_order_object(
if not reduce_only:
raise ValueError("TPSL orders must be reduce-only")

# --------------------------------------------------
# Conditional order validation
# --------------------------------------------------
if order_type == OrderType.CONDITIONAL:
if trigger is None:
raise ValueError("Conditional order requires trigger")

if tp_sl_type or take_profit or stop_loss:
raise ValueError("Conditional orders cannot include TPSL fields")

if post_only:
raise ValueError("post_only is not supported for conditional orders")

if price <= 0:
raise ValueError("Conditional order requires valid execution price")

# --------------------------------------------------
# TPSL validation
# --------------------------------------------------
if order_type == OrderType.TPSL:
if post_only:
raise ValueError("TPSL orders must not be post-only")

if tp_sl_type == OrderTpslType.POSITION and synthetic_amount != Decimal(0):
raise ValueError("`amount_of_synthetic` must be 0 for entire position TPSL orders")
if tp_sl_type == OrderTpslType.POSITION:
raise NotImplementedError("`POSITION` TPSL type is not supported yet")

if price != Decimal(0):
raise ValueError("`price` must be 0 for TPSL orders")
raise ValueError("`price` must be 0 for TPSL orders")

if nonce is None:
nonce = generate_nonce()
Expand All @@ -203,8 +260,12 @@ def __create_order_object(
public_key=public_key,
starknet_domain=starknet_domain,
)

settlement_data = create_order_settlement_data(
side=side, synthetic_amount=synthetic_amount, price=price, ctx=settlement_data_ctx
side=side,
synthetic_amount=synthetic_amount,
price=price,
ctx=settlement_data_ctx,
)

def create_tpsl_trigger_model(trigger_param: OrderTpslTriggerParam | None):
Expand All @@ -228,6 +289,7 @@ def create_tpsl_trigger_model(trigger_param: OrderTpslTriggerParam | None):
)

order_id = str(settlement_data.order_hash) if order_external_id is None else order_external_id

order = NewOrderModel(
id=order_id,
market=market.name,
Expand All @@ -242,6 +304,16 @@ def create_tpsl_trigger_model(trigger_param: OrderTpslTriggerParam | None):
self_trade_protection_level=self_trade_protection_level,
nonce=Decimal(nonce),
cancel_id=previous_order_external_id,
trigger=(
CreateOrderConditionalTriggerModel(
trigger_price=trigger.trigger_price,
trigger_price_type=trigger.trigger_price_type,
direction=trigger.direction,
execution_price_type=trigger.execution_price_type,
)
if order_type == OrderType.CONDITIONAL and trigger is not None
else None
),
settlement=settlement_data.settlement if order_type != OrderType.TPSL else None,
tp_sl_type=tp_sl_type,
take_profit=create_tpsl_trigger_model(take_profit),
Expand Down