QuantConnect / QuantConnect/Lean

Add Additional Cash Sync Call to Interactive Brokers

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Brokerage feature live-trading
Dominant language
C#
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Forks
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Avg merge
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Merged PRs (30d)
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Description

Expected Behavior

The Interactive Brokers brokerage connection performs cash syncs before the currently scheduled time of 7:45 am EST.

Actual Behavior

The Interactive Brokers brokerage connection only performs one cash sync at 7:45 am EST. If the live algorithms place orders before 7:45 am, it will miss the current cash-book state.

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Locate the Interactive Brokers brokerage connection and trace its existing 7:45 am EST cash-sync schedule. Determine where an additional earlier sync belongs and verify that live algorithms receive the current cash-book state before 7:45 am.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
backend, fintech-quant
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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