Add support for IOC or FOK order types.

Open ningsuhen opened this issue 1 year ago • 2 comments

Alpaca now supports IOC or FOK orders which cancels if it can't be filled. Not sure if the downstream Alpaca-java supports it but it is in the V2 API. Roboquant has a check which only allows DAY/GTC orders.

Jun 10 '24 16:06 ningsuhen

Roboquant itself already support these TimeInForce policies but indeed doesn't map them yet to Alpaca orders. So should be easy to add them also for Alpaca.

Jun 10 '24 17:06 jbaron

In the latest unstable 3.0 this has been added. So once that is released, should be included.

Jun 19 '24 04:06 jbaron