nautechsystems/nautilus_trader · error · anyhow::Error

FOK time in force is not supported by Hyperliquid

Error message

FOK time in force is not supported by Hyperliquid

What it means

Time-in-force conversion guard in nautilus_time_in_force_to_hyperliquid: Hyperliquid orders are either GTC or IOC; a fill-or-kill (FOK) time in force has no Hyperliquid equivalent so the conversion bails.

Source

Thrown at crates/adapters/hyperliquid/src/common/converters.rs:250

pub fn nautilus_to_hyperliquid_conditional(
    order_type: OrderType,
) -> HyperliquidConditionalOrderType {
    HyperliquidConditionalOrderType::from(order_type)
}

/// Converts a Nautilus `TimeInForce` to a Hyperliquid time in force.
///
/// # Errors
///
/// 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 {

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Change the order's time in force to GTC or IOC before routing to Hyperliquid.
  2. Emulate FOK client-side: submit IOC and cancel any residual, or pre-check liquidity.
  3. Filter venue capability at order construction so FOK orders are never created for Hyperliquid.

Example fix

// before
let order = limit_order(tif: TimeInForce::Fok);
submit_to_hyperliquid(order)?;
// after
let order = limit_order(tif: TimeInForce::Ioc); // Hyperliquid supports Gtc/Ioc
submit_to_hyperliquid(order)?;
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); // or surface the error to the strategy

Prevention

When it happens

Trigger: Converting a Nautilus order with TimeInForce::Fok via nautilus_time_in_force_to_hyperliquid (invoked from nautilus_order_type_to_hyperliquid) when submitting to Hyperliquid.

Common situations: Strategies configured with FOK defaults reused across venues; order templates from other exchanges; fixtures in tests exercising all TimeInForce values.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/31d7edde575c6903. Report an issue: GitHub.