QuantConnect / QuantConnect/Lean
Add PeggedToMidpointOrder
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- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Add a new order type PeggedToMidpointOrder which is supported by Interactive Brokers.
Actual Behavior
For options trading using PeggedToMidpointOrder would be very useful and simplify quant connect code that does this manually right now.
Potential Solution
Add Pegged to midpoint order type. Will follow up later to add the implementation to the Interactive Brokers Broker model.
Checklist
- [ x] I have completely filled out this template
- [ x] I have confirmed that this issue exists on the current
masterbranch - [ x] I have confirmed that this is not a duplicate issue by searching issues
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
Start by locating the existing order type definitions and the Interactive Brokers broker model referenced in the issue. Trace how current order types are represented and tested, then determine the smallest complete scope for adding PeggedToMidpointOrder; done should include the order type support, with Interactive Brokers integration handled only if the project’s existing structure requires it.
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
- 45/100