Add cryptocurrency support to the Interactive Brokers brokerage model - #9766
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Add cryptocurrency support to the Interactive Brokers brokerage model#9766AlexCatarino wants to merge 1 commit into
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- interactivebrokers crypto symbol properties measured from IB's contract details, placed after the coinbase rows; the default crypto market stays coinbase, where the data lives - CanSubmitOrder: listed pairs, market and limit only, no short sales, buy limit within 10 USD or 0.25% of the ask, buy market needs a price, venue open Sunday 03:00 to Friday 16:00 New York - FIX model rejects crypto, fee 0.18% with a 1.75 USD minimum, leverage 1 Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Brokerage model side of QuantConnect/Lean.Brokerages.InteractiveBrokers#24.
interactivebrokerscrypto symbol properties for the 11 pairs IB lists, tick and lot sizes measured from its contract details (BTCUSD ticks 0.25, coinbase says 0.01). Rows placed after the coinbase ones so market-less lookups keep resolving to coinbase; the default crypto market staysCoinbase, where the backtest data livesCanSubmitOrder: listed pairs only, market and limit only, no short sales, buy limit within 10 USD or 0.25% of the ask, buy market needs a price, venue open Sunday 03:00 to Friday 16:00 New York (new market-hours entry)Every check mirrors an answer IB gave on paper account DU7405806:
must be Minutes or IOC), 202 on a buy limit away from the ask, 201 on a short sale🤖 Generated with Claude Code