Add CFD and Commodity support for Interactive Brokers

Signed-off-by: DracheShiki <[email protected]>
nautechsystems · Apr 23, 2024 · 536f839 · 536f839
1 parent a128ba4
commit 536f839
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Showing 4 changed files with 16 additions and 10 deletions.
diff --git a/nautilus_trader/adapters/interactive_brokers/common.py b/nautilus_trader/adapters/interactive_brokers/common.py
@@ -102,7 +102,16 @@ class IBContract(NautilusConfig, frozen=True, repr_omit_defaults=True):
     """
 
     secType: Literal[
-        "CASH", "STK", "OPT", "FUT", "FOP", "CONTFUT", "CRYPTO", "CFD", "CMDTY", ""
+        "CASH",
+        "STK",
+        "OPT",
+        "FUT",
+        "FOP",
+        "CONTFUT",
+        "CRYPTO",
+        "CFD",
+        "CMDTY",
+        "",
     ] = ""
     conId: int = 0
     exchange: str = ""

diff --git a/nautilus_trader/adapters/interactive_brokers/parsing/instruments.py b/nautilus_trader/adapters/interactive_brokers/parsing/instruments.py
@@ -78,9 +78,6 @@
 ]
 VENUES_CFD = [
     "IBCFD",  # self named, in fact mapping to "SMART" when parsing
-    "IBUSCFD",  # US
-    "IBCFD",  # EU
-    "IBAPCFD",  # Asia-Pacific
 ]
 VENUES_CMDTY = ["IBCMDTY"]  # self named, in fact mapping to "SMART" when parsing
 

diff --git a/nautilus_trader/model/instruments/cfd.pyx b/nautilus_trader/model/instruments/cfd.pyx
@@ -19,10 +19,10 @@ from libc.stdint cimport uint64_t
 
 from nautilus_trader.core.correctness cimport Condition
 from nautilus_trader.core.rust.model cimport AssetClass
-from nautilus_trader.model.functions cimport asset_class_from_str
-from nautilus_trader.model.functions cimport asset_class_to_str
 from nautilus_trader.core.rust.model cimport CurrencyType
 from nautilus_trader.core.rust.model cimport InstrumentClass
+from nautilus_trader.model.functions cimport asset_class_from_str
+from nautilus_trader.model.functions cimport asset_class_to_str
 from nautilus_trader.model.identifiers cimport InstrumentId
 from nautilus_trader.model.identifiers cimport Symbol
 from nautilus_trader.model.instruments.base cimport Instrument
@@ -148,7 +148,7 @@ cdef class Cfd(Instrument):
         str tick_scheme_name = None,
         dict info = None,
     ):
-        
+
         super().__init__(
             instrument_id=instrument_id,
             raw_symbol=raw_symbol,
@@ -198,7 +198,7 @@ cdef class Cfd(Instrument):
             size_precision=values["size_precision"],
             price_increment=Price.from_str_c(values["price_increment"]),
             size_increment=Quantity.from_str_c(values["size_increment"]),
-            base_currency=Currency.from_str_c(values["base_currency"]) if base_c is not None else None,            
+            base_currency=Currency.from_str_c(values["base_currency"]) if base_c is not None else None,
             lot_size=Quantity.from_str_c(lot_s) if lot_s is not None else None,
             max_quantity=Quantity.from_str_c(max_q) if max_q is not None else None,
             min_quantity=Quantity.from_str_c(min_q) if min_q is not None else None,

diff --git a/nautilus_trader/model/instruments/commodity.pyx b/nautilus_trader/model/instruments/commodity.pyx
@@ -19,10 +19,10 @@ from libc.stdint cimport uint64_t
 
 from nautilus_trader.core.correctness cimport Condition
 from nautilus_trader.core.rust.model cimport AssetClass
-from nautilus_trader.model.functions cimport asset_class_from_str
-from nautilus_trader.model.functions cimport asset_class_to_str
 from nautilus_trader.core.rust.model cimport CurrencyType
 from nautilus_trader.core.rust.model cimport InstrumentClass
+from nautilus_trader.model.functions cimport asset_class_from_str
+from nautilus_trader.model.functions cimport asset_class_to_str
 from nautilus_trader.model.identifiers cimport InstrumentId
 from nautilus_trader.model.identifiers cimport Symbol
 from nautilus_trader.model.instruments.base cimport Instrument