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Add support for IOC or FOK order types. #80

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ningsuhen opened this issue Jun 10, 2024 · 2 comments
Open

Add support for IOC or FOK order types. #80

ningsuhen opened this issue Jun 10, 2024 · 2 comments
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enhancement New feature or request

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@ningsuhen
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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
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jbaron commented Jun 10, 2024

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
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jbaron commented Jun 19, 2024

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

@jbaron jbaron added the enhancement New feature or request label Jun 29, 2024
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@jbaron @ningsuhen