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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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Refactor IB adapter #987

Closed rsmb7z closed 1 year ago

rsmb7z commented 1 year ago

Feature Request

I think it would be good to refactor IB adapter based on ibapi directly. While ib_insync is handy when working seperately but within this system many things become redundant and when done directly will be more clean. This will improve the performance, and will make it easier to approach what is compatibility between NT and IB.

Let me know if this is something of interest and fits into system. I would be happy to contribute and share the initial plan/PR.

limx0 commented 1 year ago

Hey @rsmb7z - this was certainly always the plan; with ib_insync offering a quicker path to getting a working adapter, the long term plan was to move pieces over to ibapi as we had capacity / necessity.

We would very happy accept any contributions for the above, and will do our best to facilitate and contribute to the direction.

Feel free to jump into the discord (there's an interactive-brokers channel) if you'd like to discuss things more in depth.

cjdsellers commented 1 year ago

Seconded what @limx0 is saying, the ib_insync approach was something to help get the adapter going quickly. I think integrating directly without going via the ib_insync will be a much better outcome in the end.

This is definitely something we'll support.

cjdsellers commented 1 year ago

Now landed from #1036 many thanks again @rsmb7z :pray: