Expand description
Generic spread identifier adaptation for Interactive Brokers combo contracts.
Functionsยง
- create_
spread_ instrument_ id - Creates a generic spread instrument ID from IB-compatible leg ratios.
- is_
spread_ instrument_ id - Returns whether an instrument ID uses the generic spread grammar.
- parse_
spread_ instrument_ id_ to_ legs - Parses a generic spread instrument ID into IB-compatible leg ratios.