Add support for FOK and IOC order types

.claude/settings.local.json

@@ -4,9 +4,10 @@
       "Bash(uv run:*)",
       "Bash(uv add:*)",
       "Bash(uv sync:*)",
-      "Bash(find:*)"
+      "Bash(find:*)",
+      "WebFetch(domain:docs.kalshi.com)"
     ],
     "deny": [],
     "ask": []
   }
-}
+}

CLAUDE.md

@@ -3,3 +3,4 @@
 3. Only use UV to install dependencies and run the python application.
 4. Single Source of Truth: DO NOT place many variables in .env file. Place them in the code instead.
 5. Run and Debug yourself PROACTIVELY.
+6. When integrating a new exchange, create a wiki documentation file at `wiki/exchanges/<exchange_name>.md` using the template at `wiki/exchanges/TEMPLATE.md`.

dr_manhattan/__init__.py

@@ -31,7 +31,7 @@
 from .exchanges.polymarket import Polymarket
 from .exchanges.predictfun import PredictFun
 from .models.market import ExchangeOutcomeRef, Market, OutcomeRef, ReadableMarketId
-from .models.order import Order, OrderSide, OrderStatus
+from .models.order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from .models.position import Position
 
 __version__ = "0.0.1"
@@ -57,6 +57,7 @@
     "Order",
     "OrderSide",
     "OrderStatus",
+    "OrderTimeInForce",
     "Position",
     "Polymarket",
     "Limitless",

dr_manhattan/base/exchange.py

@@ -9,7 +9,7 @@
 from ..base.errors import NetworkError, RateLimitError
 from ..models.crypto_hourly import CryptoHourlyMarket
 from ..models.market import Market
-from ..models.order import Order, OrderSide
+from ..models.order import Order, OrderSide, OrderTimeInForce
 from ..models.position import Position
 
 
@@ -109,6 +109,7 @@ def create_order(
         price: float,
         size: float,
         params: Optional[Dict[str, Any]] = None,
+        time_in_force: OrderTimeInForce = OrderTimeInForce.GTC,
     ) -> Order:
         """
         Create a new order.
@@ -120,6 +121,10 @@ def create_order(
             price: Price per share (0-1 or 0-100 depending on exchange)
             size: Number of shares
             params: Additional exchange-specific parameters
+            time_in_force: Order time in force (GTC, FOK, IOC). Default is GTC.
+                - GTC (Good-Til-Cancel): Order remains active until filled or cancelled
+                - FOK (Fill-Or-Kill): Order must be filled immediately and completely or cancelled
+                - IOC (Immediate-Or-Cancel): Fill what's available immediately, cancel the rest
 
         Returns:
             Order object

dr_manhattan/exchanges/kalshi.py

@@ -21,7 +21,7 @@
 )
 from ..base.exchange import Exchange
 from ..models.market import Market
-from ..models.order import Order, OrderSide, OrderStatus
+from ..models.order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from ..models.orderbook import Orderbook
 from ..models.position import Position
 
@@ -469,7 +469,23 @@ def create_order(
         price: float,
         size: float,
         params: Optional[Dict[str, Any]] = None,
+        time_in_force: OrderTimeInForce = OrderTimeInForce.GTC,
     ) -> Order:
+        """
+        Create a new order on Kalshi.
+
+        Args:
+            market_id: Market ticker
+            outcome: Outcome to bet on ("Yes" or "No")
+            side: OrderSide.BUY or OrderSide.SELL
+            price: Price per contract (0-1)
+            size: Number of contracts
+            params: Additional parameters
+            time_in_force: Order time in force. Kalshi supports GTC, FOK, and IOC.
+
+        Returns:
+            Order object
+        """
         self._ensure_auth()
 
         if price <= 0 or price >= 1:
@@ -482,12 +498,20 @@ def create_order(
         action = "buy" if side == OrderSide.BUY else "sell"
         price_cents = int(round(price * 100))
 
+        # Map time_in_force to Kalshi API values
+        tif_map = {
+            OrderTimeInForce.GTC: "good_till_canceled",
+            OrderTimeInForce.FOK: "fill_or_kill",
+            OrderTimeInForce.IOC: "immediate_or_cancel",
+        }
+
         body: Dict[str, Any] = {
             "ticker": market_id,
             "action": action,
             "side": outcome_lower,
             "type": "limit",
             "count": int(size),
+            "time_in_force": tif_map.get(time_in_force, "good_till_canceled"),
         }
 
         if outcome_lower == "yes":

dr_manhattan/exchanges/limitless.py

@@ -25,7 +25,7 @@
 )
 from ..base.exchange import Exchange
 from ..models.market import Market
-from ..models.order import Order, OrderSide, OrderStatus
+from ..models.order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from ..models.position import Position
 from .limitless_ws import (
     LimitlessUserWebSocket,
@@ -636,6 +636,7 @@ def create_order(
         price: float,
         size: float,
         params: Optional[Dict[str, Any]] = None,
+        time_in_force: OrderTimeInForce = OrderTimeInForce.GTC,
     ) -> Order:
         """
         Create a new order on Limitless.
@@ -649,12 +650,18 @@ def create_order(
             params: Additional parameters:
                 - token_id: Token ID (optional if outcome provided)
                 - order_type: "GTC" or "FOK" (default: "GTC")
+            time_in_force: Order time in force. Limitless supports GTC and FOK only.
+                IOC is not supported and will raise InvalidOrder.
 
         Returns:
             Order object
         """
         self._ensure_authenticated()
 
+        # Validate time_in_force - Limitless only supports GTC and FOK
+        if time_in_force == OrderTimeInForce.IOC:
+            raise InvalidOrder("Limitless does not support IOC orders. Use GTC or FOK instead.")
+
         extra_params = params or {}
         token_id = extra_params.get("token_id")
 
@@ -670,7 +677,11 @@ def create_order(
         if price <= 0 or price >= 1:
             raise InvalidOrder(f"Price must be between 0 and 1, got: {price}")
 
-        order_type = extra_params.get("order_type", "GTC").upper()
+        # Map time_in_force to order_type, or use params override
+        order_type = extra_params.get("order_type")
+        if not order_type:
+            order_type = "FOK" if time_in_force == OrderTimeInForce.FOK else "GTC"
+        order_type = order_type.upper()
 
         # Get venue exchange address for EIP-712 signing
         venue = market.metadata.get("venue", {})

dr_manhattan/exchanges/opinion.py

@@ -20,7 +20,7 @@
 )
 from ..base.exchange import Exchange
 from ..models.market import Market
-from ..models.order import Order, OrderSide, OrderStatus
+from ..models.order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from ..models.position import Position
 
 
@@ -566,6 +566,7 @@ def create_order(
         price: float,
         size: float,
         params: Optional[Dict[str, Any]] = None,
+        time_in_force: OrderTimeInForce = OrderTimeInForce.GTC,
     ) -> Order:
         """
         Create a new order on Opinion.
@@ -580,12 +581,21 @@ def create_order(
                 - token_id: Token ID (required)
                 - order_type: "limit" or "market" (default: "limit")
                 - check_approval: Whether to check approvals (default: False)
+            time_in_force: Order time in force. Opinion only supports GTC.
+                FOK and IOC are not supported and will raise InvalidOrder.
 
         Returns:
             Order object
         """
         self._ensure_client()
 
+        # Validate time_in_force - Opinion only supports GTC
+        if time_in_force != OrderTimeInForce.GTC:
+            raise InvalidOrder(
+                f"Opinion does not support {time_in_force.value.upper()} orders. "
+                "Only GTC orders are supported."
+            )
+
         extra_params = params or {}
         token_id = extra_params.get("token_id")
 
@@ -643,6 +653,7 @@ def create_order(
                 status=status,
                 created_at=datetime.now(timezone.utc),
                 updated_at=datetime.now(timezone.utc),
+                time_in_force=time_in_force,
             )
 
         except InvalidOrder:

dr_manhattan/exchanges/polymarket.py

@@ -22,7 +22,7 @@
 from ..base.exchange import Exchange
 from ..models import CryptoHourlyMarket
 from ..models.market import Market
-from ..models.order import Order, OrderSide, OrderStatus
+from ..models.order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from ..models.position import Position
 from ..utils import setup_logger
 from .polymarket_ws import PolymarketUserWebSocket, PolymarketWebSocket
@@ -781,6 +781,7 @@ def create_order(
         price: float,
         size: float,
         params: Optional[Dict[str, Any]] = None,
+        time_in_force: OrderTimeInForce = OrderTimeInForce.GTC,
     ) -> Order:
         """Create order on Polymarket CLOB"""
         if not self._clob_client:
@@ -790,6 +791,14 @@ def create_order(
         if not token_id:
             raise InvalidOrder("token_id required in params")
 
+        # Map our OrderTimeInForce to py_clob_client OrderType
+        order_type_map = {
+            OrderTimeInForce.GTC: OrderType.GTC,
+            OrderTimeInForce.FOK: OrderType.FOK,
+            OrderTimeInForce.IOC: OrderType.GTD,  # py_clob_client uses GTD for IOC behavior
+        }
+        clob_order_type = order_type_map.get(time_in_force, OrderType.GTC)
+
         try:
             # Create and sign order
             order_args = OrderArgs(
@@ -800,7 +809,7 @@ def create_order(
             )
 
             signed_order = self._clob_client.create_order(order_args)
-            result = self._clob_client.post_order(signed_order, OrderType.GTC)
+            result = self._clob_client.post_order(signed_order, clob_order_type)
 
             # Parse result
             order_id = result.get("orderID", "") if isinstance(result, dict) else str(result)
@@ -823,6 +832,7 @@ def create_order(
                 status=status_map.get(status_str, OrderStatus.OPEN),
                 created_at=datetime.now(),
                 updated_at=datetime.now(),
+                time_in_force=time_in_force,
             )
 
         except Exception as e:

dr_manhattan/exchanges/predictfun.py

@@ -116,7 +116,7 @@ class PredictFun(Exchange):
 
     @property
     def id(self) -> str:
-        return "predictfun"
+        return "predict.fun"
 
     @property
     def name(self) -> str:

dr_manhattan/models/__init__.py

@@ -1,7 +1,7 @@
 from .crypto_hourly import CryptoHourlyMarket
 from .market import ExchangeOutcomeRef, Market, OutcomeRef, OutcomeToken
 from .nav import NAV, PositionBreakdown
-from .order import Order, OrderSide, OrderStatus
+from .order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from .orderbook import Orderbook, PriceLevel
 from .position import Position
 
@@ -13,6 +13,7 @@
     "Order",
     "OrderSide",
     "OrderStatus",
+    "OrderTimeInForce",
     "Orderbook",
     "PriceLevel",
     "Position",

dr_manhattan/models/order.py

@@ -18,6 +18,12 @@ class OrderStatus(Enum):
     REJECTED = "rejected"
 
 
+class OrderTimeInForce(Enum):
+    GTC = "gtc"  # Good-Til-Cancel: remains active until filled or cancelled
+    FOK = "fok"  # Fill-Or-Kill: must be filled immediately and completely or cancelled
+    IOC = "ioc"  # Immediate-Or-Cancel: fill what's available immediately, cancel rest
+
+
 @dataclass
 class Order:
     """Represents an order on a prediction market"""
@@ -32,6 +38,7 @@ class Order:
     status: OrderStatus
     created_at: datetime
     updated_at: Optional[datetime] = None
+    time_in_force: OrderTimeInForce = OrderTimeInForce.GTC
 
     @property
     def remaining(self) -> float:

tests/test_integration.py

@@ -178,9 +178,9 @@ def test_iterate_all_exchanges(self):
             exchange = dr_manhattan.exchanges[exchange_id]()
             exchanges.append(exchange)
 
-        assert len(exchanges) == 4
+        assert len(exchanges) == 5
         assert all(isinstance(e, Exchange) for e in exchanges)
 
     def test_exchange_count(self):
         """Test number of registered exchanges"""
-        assert len(dr_manhattan.exchanges) == 4
+        assert len(dr_manhattan.exchanges) == 5

tests/test_models.py

@@ -3,7 +3,7 @@
 from datetime import datetime
 
 from dr_manhattan.models.market import Market
-from dr_manhattan.models.order import Order, OrderSide, OrderStatus
+from dr_manhattan.models.order import Order, OrderSide, OrderStatus, OrderTimeInForce
 from dr_manhattan.models.position import Position
 
 
@@ -357,3 +357,55 @@ def test_order_status_enum(self):
         assert OrderStatus.PARTIALLY_FILLED.value == "partially_filled"
         assert OrderStatus.CANCELLED.value == "cancelled"
         assert OrderStatus.REJECTED.value == "rejected"
+
+    def test_order_time_in_force_enum(self):
+        """Test OrderTimeInForce enum"""
+        assert OrderTimeInForce.GTC.value == "gtc"
+        assert OrderTimeInForce.FOK.value == "fok"
+        assert OrderTimeInForce.IOC.value == "ioc"
+
+    def test_order_with_time_in_force(self):
+        """Test creating an order with time_in_force"""
+        # Test default (GTC)
+        order_default = Order(
+            id="o1",
+            market_id="m1",
+            outcome="Yes",
+            side=OrderSide.BUY,
+            price=0.65,
+            size=100,
+            filled=0,
+            status=OrderStatus.OPEN,
+            created_at=datetime(2025, 1, 1),
+        )
+        assert order_default.time_in_force == OrderTimeInForce.GTC
+
+        # Test FOK
+        order_fok = Order(
+            id="o2",
+            market_id="m1",
+            outcome="Yes",
+            side=OrderSide.BUY,
+            price=0.65,
+            size=100,
+            filled=0,
+            status=OrderStatus.OPEN,
+            created_at=datetime(2025, 1, 1),
+            time_in_force=OrderTimeInForce.FOK,
+        )
+        assert order_fok.time_in_force == OrderTimeInForce.FOK
+
+        # Test IOC
+        order_ioc = Order(
+            id="o3",
+            market_id="m1",
+            outcome="Yes",
+            side=OrderSide.BUY,
+            price=0.65,
+            size=100,
+            filled=0,
+            status=OrderStatus.OPEN,
+            created_at=datetime(2025, 1, 1),
+            time_in_force=OrderTimeInForce.IOC,
+        )
+        assert order_ioc.time_in_force == OrderTimeInForce.IOC