GET_MAXTICKS instructs Zorro to download data in the returned packet size.
So, can a plugin developer SET this value to experiment? Or you set it?
Let's set it to 2500-3000 for IB by default - as per IB's recommendation!
If they are not a big hassle to implement, we can include them
They should not be. Would be really great to save them to *.t6 structs in RT.
AFAIK the IB API has no stop order, but requires two orders instead
IB API offers a huge variety of orders. Depending on the exchange, some are native and some are simulated.
https://interactivebrokers.github.io/tws-api/basic_orders.html#stopStops are mostly simulated, but they would definitely be effected much faster by IB, then by Zorro. So, please implement BrokerStop() for IB.
- Limit orders are native for most exchanges; but what Zorro actually implements instead is a "30-sec Stop-limit" order (via ORDERLIMIT flag+SET_LIMIT BrokerCommand).
Please add a BrokerLimit() command to allow placing resting limit orders (or a similar functionality to do that).
Overall, most limitations on orders mentioned in the manual re NFA are handled by IB internally; So, a Stop or TakeProfit can safely be sent as Stop and Limit order by the plug-in; without asking the user to separately call a BrokerStop() or BrokerLimit()/ ORDERLIMIT. It is less efficient/costlier to handle them on Zorro's side.Some other wishes:
- OrderIDs - please return OrderId, instead of TradeIDs (=0 because they are not supplied by IB)
- please return Api Errors and Order State/ Rejection reasons
- please extend or allow to extend
order(int type):
IB has a lot of great order algos, and there should be a way to use them from within Zorro. "Trails" and OCA, Combos have native IB implementations.
- please allow to receive IV/Greeks from IB
Thank you!
