nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

https://nautilustrader.io

GNU Lesser General Public License v3.0

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Implement MarketToLimit order type for InteractiveBrokers adapter #1053

Closed Troubladore closed 9 months ago

Troubladore commented 1 year ago

Feature Request

Currently we get an "order type not supported" when we attempt to pass a MarketToLimit order to InteractiveBrokers. This order type has advantages that are best implemented by the broker, and is natively supported by the IB Gateway.

I will test, but it may be supported by IB Insync's generic "order" method. If so, support might be baked into the current version of the adapter.

If not, is this something that could make it into the refactored version of the IB Adapter?

rsmb7z commented 1 year ago

Hi @Troubladore Feel free to try out this PR for IB Refactor v2. It has almost all the order types and many features, still in testing phase though. You will have to install ibapi as it replaces ib_insync.

Troubladore commented 1 year ago

Hey @rsmb7z - This is awesome, thank you! We'll pull it and get to testing. fyi @martinsaip

Troubladore commented 9 months ago

Our needs for this feature are covered by the v2 IB adapter, so this issue is being closed. Thanks again @rsmb7z for your contributions!