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Module convert

Module convert 

Source
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Conversion utilities for Interactive Brokers data types.

Functions§

apply_bar_price_magnifier
apply_price_magnifier
bar_close_from_open
Compute a bar’s close timestamp from its open timestamp and [BarSpecification].
bar_request_segments
Adapt duration segments for an IB historical bars request.
bar_type_to_ib_bar_size
Convert Nautilus BarType to IB HistoricalBarSize.
calculate_duration
Calculate duration for IB historical data request.
calculate_duration_segments
Calculate duration segments for IB historical data request.
ib_bar_timestamp_to_unix_nanos
Convert IB historical bar timestamp to UnixNanos.
ib_bar_to_nautilus_bar
Convert IB Bar to Nautilus Bar.
ib_timestamp_to_unix_nanos
Convert IB timestamp (OffsetDateTime) to UnixNanos.
jiff_to_ib_datetime
Convert Timestamp to OffsetDateTime.
price_type_to_ib_realtime_what_to_show
Convert Nautilus PriceType to IB WhatToShow for real-time (5-second) bars.
price_type_to_ib_realtime_what_to_show_for_security
Convert Nautilus PriceType to IB WhatToShow for real-time (5-second) bars, mapping crypto trade-price (PriceType::Last) to AGGTRADES (see uses_agg_trades).
price_type_to_ib_what_to_show
Convert Nautilus PriceType to IB WhatToShow.
price_type_to_ib_what_to_show_for_security
Convert Nautilus PriceType to IB WhatToShow for historical bars, mapping crypto trade-price (PriceType::Last) to AGGTRADES (see uses_agg_trades).