Execution Attributes
TL;DRExecution attributes constrain how an order fills, on top of its type. Darknyx
supports a minimum fill size (reject any execution smaller than a threshold)
and all-or-none, which is the special case where the threshold equals the full
order amount.
Minimum fill size
min_fill_size rejects any single execution smaller than the given amount. A
batch may only include the order if it can fill at least min_fill_size of it.
Use it to avoid being filled in dust-sized increments, useful when each fill
produces a change note you would rather not accumulate.
- Default
0: any partial fill is acceptable. - Set it to a positive value to require executions of at least that size.
All-or-None (AON)
All-or-none ismin_fill_size == amount: the order fills completely or not at
all in any given batch. Because it is expressed through min_fill_size, an AON
order can still rest: a limit order with min_fill_size = amount keeps
waiting, batch after batch, until one batch can fill it whole at its price.
AON vs. min_fill_size
Interaction with order type
See Order Compatibility for the full validity matrix.