Expand description
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
Timestampto 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) toAGGTRADES(seeuses_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) toAGGTRADES(seeuses_agg_trades).