QuantConnect / QuantConnect/Lean
Support Immediate Or Cancel (ICO) TimeInForce
Nobody has claimed this yet.
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Allow place orders based on IOC strategy. There are a few brokerages supporting this feature (IB, Atreyu etc). There also was a community request for the feature (https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/issues/27)
Actual Behavior
N/A
Potential Solution
Create TimeInForce for IOC (Immediate Or Cancel)
Reproducing the Problem
N/A
System Information
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names TimeInForce and IOC but provides no file or test locations. Start by locating the existing TimeInForce implementation and related order-placement paths, then review how brokerages handle the requested strategy. Done means IOC can be selected for orders and its Immediate Or Cancel behavior is covered across the relevant integrations.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100