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Is there any way currently to create Fill or Kill offers on Stellar network?

As described in Bitfinex help center:

A "fill or kill" order is a limit order that must be filled immediately in its entirety or it is canceled (killed). The purpose of a fill or kill order is to ensure that a position is entered instantly and at a specific price.

Is it something that can be added to the protocol at some point later?

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It is not something that is currently supported. If you want to suggest adding it to the protocol you can do that by creating a Pull Request here

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