Module parse 

Parsing utilities for converting Interactive Brokers data to Nautilus types.

Statics

VENUE_MEMBERS

Venue to IB exchange mappings. Maps MIC venue codes to lists of IB exchange codes used by Interactive Brokers.

Functions

determine_venue_from_contract

Determine venue from contract using provider configuration.

generate_ib_trade_id

Generate a unique trade ID for Interactive Brokers trades.

ib_contract_to_instrument_id_raw

Convert an IB Contract to an InstrumentId using raw symbology.

ib_contract_to_instrument_id_simple

Convert an IB Contract to an InstrumentId (simple version using contract fields).

ib_contract_to_instrument_id_simplified

Convert an IB Contract to an InstrumentId using simplified symbology.

instrument_id_to_ib_contract

Convert a NautilusTrader InstrumentId to an Interactive Brokers Contract.

is_spread_instrument_id

Check if an instrument ID represents a spread.

parse_spread_instrument_id_to_legs

Parse a spread instrument ID back into leg tuples.

possible_exchanges_for_venue