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Support Immediate Or Cancel (ICO) TimeInForce
Expected Behavior
Allow place orders based on IOC strategy. There are a few brokerages supporting this feature (IB, Atreyu etc). There also was a community request for the feature (https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/issues/27)
Actual Behavior
N/A
Potential Solution
Create TimeInForce
for IOC (Immediate Or Cancel)
Reproducing the Problem
N/A
System Information
N/A
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
master
branch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [ ] I have provided detailed steps to reproduce the issue