Expand description
Symbology for converting between Interactive Brokers contracts and Nautilus identifiers.
Structs§
- Symbology
- Converts between IB contracts and Nautilus instrument IDs using one configured method.
Statics§
- VENUE_
MEMBERS - Venue to IB exchange mappings. Maps MIC venue codes to lists of IB exchange codes used by Interactive Brokers.
Functions§
- derive_
crypto_ venue - Derives the venue for a crypto contract.
- determine_
venue_ from_ contract - Determine venue from contract using provider configuration.
- exchange_
to_ mic_ venue - Convert an Interactive Brokers exchange code to a MIC venue when known.
- is_
crypto_ contract - Returns
trueif the contract is a cryptocurrency contract. - possible_
exchanges_ for_ venue