nautechsystems/nautilus_trader · error · anyhow::Error

AT_THE_OPEN time in force is not supported by Hyperliquid

Error message

AT_THE_OPEN time in force is not supported by Hyperliquid

What it means

nautilus_time_in_force_to_hyperliquid cannot map an AtTheOpen time-in-force; Hyperliquid has no auction/Opening TIF concept, so this Nautilus TIF variant has no equivalent and the conversion is rejected.

Source

Thrown at crates/adapters/hyperliquid/src/common/converters.rs:259

///
/// Returns an error if the time in force is not supported (e.g. FOK).
pub fn nautilus_time_in_force_to_hyperliquid(
    tif: TimeInForce,
) -> anyhow::Result<HyperliquidTimeInForce> {
    match tif {
        TimeInForce::Gtc => Ok(HyperliquidTimeInForce::Gtc),
        TimeInForce::Ioc => Ok(HyperliquidTimeInForce::Ioc),
        TimeInForce::Fok => {
            anyhow::bail!("FOK time in force is not supported by Hyperliquid")
        }
        TimeInForce::Gtd => {
            anyhow::bail!("GTD time in force is not supported by Hyperliquid")
        }
        TimeInForce::Day => {
            anyhow::bail!("DAY time in force is not supported by Hyperliquid")
        }
        TimeInForce::AtTheOpen => {
            anyhow::bail!("AT_THE_OPEN time in force is not supported by Hyperliquid")
        }
        TimeInForce::AtTheClose => {
            anyhow::bail!("AT_THE_CLOSE time in force is not supported by Hyperliquid")
        }
    }
}

/// Converts a Hyperliquid time in force to a Nautilus `TimeInForce`.
pub fn hyperliquid_time_in_force_to_nautilus(hl_tif: HyperliquidTimeInForce) -> TimeInForce {
    match hl_tif {
        HyperliquidTimeInForce::Gtc => TimeInForce::Gtc,
        HyperliquidTimeInForce::Ioc
        | HyperliquidTimeInForce::FrontendMarket
        | HyperliquidTimeInForce::LiquidationMarket => TimeInForce::Ioc,
        HyperliquidTimeInForce::Alo => TimeInForce::Gtc,
    }
}

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Use a market or limit order with IOC/GTC timed by your own logic instead of AT_THE_OPEN.
  2. Schedule submission for the desired open time and use GTC/IOC.
  3. Reject AT_THE_OPEN orders at order construction for crypto venues.

Example fix

// before
let tif = TimeInForce::AtTheOpen;
// after
let tif = TimeInForce::Ioc; // submit at your intended time instead
Defensive patterns

Strategy: validation

Validate before calling

fn hyperliquid_tif_ok(tif: TimeInForce) -> bool {
    matches!(tif, TimeInForce::Gtc | TimeInForce::Ioc)
}
assert!(hyperliquid_tif_ok(order.time_in_force()));

Try / catch

let hl_tif = nautilus_time_in_force_to_hyperliquid(tif)
    .unwrap_or(HyperliquidTimeInForce::Gtc); // schedule submission timing yourself

Prevention

When it happens

Trigger: Converting TimeInForce::AtTheOpen via nautilus_time_in_force_to_hyperliquid when submitting an order to Hyperliquid.

Common situations: Porting equity strategies (opening auctions) to crypto; copy-pasted TimeInForce values from other adapters.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/b1b35f491f8c46b7. Report an issue: GitHub.