QuantConnect / QuantConnect/Lean
Add Support for Limit on Close Order
Open
Nobody has claimed this yet.
feature
live-trading
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
A Limit-on-close (LOC) order will be submitted at the close and will execute if the closing price is at or better than the submitted limit price. (source: https://www.interactivebrokers.com/en/index.php?f=591)
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 no files, tests, or entry points. Start by locating the existing close-order and limit-order handling, then identify the relevant tests; done means a limit-on-close order submits at the close and executes only when the closing price is at or better than its limit price.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend, fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100