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determine_venue_from_contract

nautilus_interactive_brokers::common::parse

Function determine_venue_from_contract 

Source 
pub fn determine_venue_from_contract(
    contract: &Contract,
    symbol_to_mic_venue: &HashMap<String, String>,
    convert_exchange_to_mic_venue: bool,
    valid_exchanges: Option<&str>,
) -> String
Expand description

Determine venue from contract using provider configuration.

This implements the same logic as Python’s determine_venue_from_contract:

  1. Check symbol-specific venue mapping first (prefix matching)
  2. Use VENUE_MEMBERS mapping if convert_exchange_to_mic_venue is enabled
  3. Fall back to exchange

§Arguments

  • contract - The IB contract
  • symbol_to_mic_venue - Symbol prefix to venue mapping
  • convert_exchange_to_mic_venue - Whether to convert exchange to MIC venue

§Returns

The determined venue as a string.