Expand description
Instrument parsing utilities for converting IB ContractDetails to Nautilus instruments.
Functionsยง
- create_
spread_ instrument_ id - Create a spread instrument ID from leg tuples.
- expiry_
timestring_ to_ unix_ nanos - Convert timestamp string to UnixNanos.
- parse_
futures_ spread_ instrument_ id - parse_
ib_ contract_ to_ instrument - Parse an IB ContractDetails to a Nautilus instrument.
- parse_
option_ spread_ instrument_ id - parse_
spread_ instrument_ any - parse_
spread_ instrument_ id - Parse a spread instrument ID into an OptionSpread instrument.
- tick_
size_ to_ precision - Convert tick size to precision value.