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neurallayer / roboquant

Roboquant is a fast, flexible, user-friendly and completely free algorithmic trading platform
https://www.roboquant.org
Apache License 2.0
320 stars 42 forks source link

Add support for IOC or FOK order types. #80

Open ningsuhen opened 3 weeks ago

ningsuhen commented 3 weeks ago

Alpaca now supports IOC or FOK orders which cancels if it can't be filled. Not sure if the downstream Alpaca-java supports it but it is in the V2 API. Roboquant has a check which only allows DAY/GTC orders.

jbaron commented 3 weeks ago

Roboquant itself already support these TimeInForce policies but indeed doesn't map them yet to Alpaca orders. So should be easy to add them also for Alpaca.

jbaron commented 2 weeks ago

In the latest unstable 3.0 this has been added. So once that is released, should be included.