Skip to content

Commit 19896be

Browse files
committed
Update gh-pages to output generated at 4283184
1 parent 90b1223 commit 19896be

File tree

1,755 files changed

+2544
-2193
lines changed

Some content is hidden

Large Commits have some content hidden by default. Use the searchbox below for content that may be hidden.

1,755 files changed

+2544
-2193
lines changed
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
0 Bytes
Binary file not shown.
0 Bytes
Binary file not shown.
0 Bytes
Binary file not shown.
0 Bytes
Binary file not shown.
0 Bytes
Binary file not shown.
0 Bytes
Binary file not shown.
Binary file not shown.
Binary file not shown.
0 Bytes
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
0 Bytes
Binary file not shown.
Binary file not shown.
0 Bytes
Binary file not shown.
0 Bytes
Binary file not shown.

nightly/.doctrees/environment.pickle

0 Bytes
Binary file not shown.
99 Bytes
Binary file not shown.

nightly/_sources/integrations/ib.md.txt

+6-6
Original file line numberDiff line numberDiff line change
@@ -1,13 +1,13 @@
11
# Interactive Brokers
22

3-
Interactive Brokers (IB) is a trading platform that allows trading across a wide range of financial instruments, including stocks, options, futures, currencies, bonds, funds, and cryptocurrencies. NautilusTrader offers an adapter to integrate with IB using their [Trader Workstation (TWS) API](https://interactivebrokers.github.io/tws-api/index.html) through their Python library, [ibapi](https://github.com/nautechsystems/ibapi).
3+
Interactive Brokers (IB) is a trading platform that allows trading across a wide range of financial instruments, including stocks, options, futures, currencies, bonds, funds, and cryptocurrencies. NautilusTrader offers an adapter to integrate with IB using their [Trader Workstation (TWS) API](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/) through their Python library, [ibapi](https://github.com/nautechsystems/ibapi).
44

5-
The TWS API serves as an interface to IB's standalone trading applications: TWS and IB Gateway. Both can be downloaded from the IB website. If you haven't installed TWS or IB Gateway yet, refer to the [Initial Setup](https://interactivebrokers.github.io/tws-api/initial_setup.html) guide. In NautilusTrader, you'll establish a connection to one of these applications via the `InteractiveBrokersClient`.
5+
The TWS API serves as an interface to IB's standalone trading applications: TWS and IB Gateway. Both can be downloaded from the IB website. If you haven't installed TWS or IB Gateway yet, refer to the [Initial Setup](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#tws-download) guide. In NautilusTrader, you'll establish a connection to one of these applications via the `InteractiveBrokersClient`.
66

7-
Alternatively, you can start with a [dockerized version](https://github.com/gnzsnz/ib-gateway-docker) of the IB Gateway, particularly useful when deploying trading strategies on a hosted cloud platform. This requires having [Docker](https://www.docker.com/) installed on your machine, along with the [docker](https://pypi.org/project/docker/) Python package, which NautilusTrader conveniently includes as an extra package.
7+
Alternatively, you can start with a [dockerized version](https://github.com/gnzsnz/ib-gateway-docker) of the IB Gateway, which is particularly useful when deploying trading strategies on a hosted cloud platform. This requires having [Docker](https://www.docker.com/) installed on your machine, along with the [docker](https://pypi.org/project/docker/) Python package, which NautilusTrader conveniently includes as an extra package.
88

99
```{note}
10-
The standalone TWS and IB Gateway applications necessitate manual input of username, password, and trading mode (live or paper) at startup. The dockerized version of the IB Gateway handles these steps programmatically.
10+
The standalone TWS and IB Gateway applications require manually inputting username, password, and trading mode (live or paper) at startup. The dockerized version of the IB Gateway handles these steps programmatically.
1111
```
1212

1313
## Installation
@@ -87,7 +87,7 @@ To troubleshoot TWS API incoming message issues, consider starting at the `Inter
8787

8888
## Instruments & Contracts
8989

90-
In IB, a NautilusTrader `Instrument` is equivalent to a [Contract](https://interactivebrokers.github.io/tws-api/contracts.html). Contracts can be either a [basic contract](https://interactivebrokers.github.io/tws-api/classIBApi_1_1Contract.html) or a more [detailed](https://interactivebrokers.github.io/tws-api/classIBApi_1_1ContractDetails.html) version (ContractDetails). The adapter models these using `IBContract` and `IBContractDetails` classes. The latter includes critical data like order types and trading hours, which are absent in the basic contract. As a result, `IBContractDetails` can be converted to an `Instrument` while `IBContract` cannot.
90+
In IB, a NautilusTrader `Instrument` is equivalent to a [Contract](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#contracts). Contracts can be either a [basic contract](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#contract-object) or a more [detailed](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#contract-details) version (ContractDetails). The adapter models these using `IBContract` and `IBContractDetails` classes. The latter includes critical data like order types and trading hours, which are absent in the basic contract. As a result, `IBContractDetails` can be converted to an `Instrument` while `IBContract` cannot.
9191

9292
To search for contract information, use the [IB Contract Information Center](https://pennies.interactivebrokers.com/cstools/contract_info/).
9393

@@ -195,7 +195,7 @@ instrument_provider_config = InteractiveBrokersInstrumentProviderConfig(
195195

196196
### Data Client
197197

198-
`InteractiveBrokersDataClient` interfaces with IB for streaming and retrieving market data. Upon connection, it configures the [market data type](https://interactivebrokers.github.io/tws-api/market_data_type.html) and loads instruments based on the settings in `InteractiveBrokersInstrumentProviderConfig`. This client can subscribe to and unsubscribe from various market data types, including quote ticks, trade ticks, and bars.
198+
`InteractiveBrokersDataClient` interfaces with IB for streaming and retrieving market data. Upon connection, it configures the [market data type](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#delayed-market-data) and loads instruments based on the settings in `InteractiveBrokersInstrumentProviderConfig`. This client can subscribe to and unsubscribe from various market data types, including quote ticks, trade ticks, and bars.
199199

200200
Configurable through `InteractiveBrokersDataClientConfig`, it allows adjustments for handling revised bars, trading hours preferences, and market data types (e.g., `IBMarketDataTypeEnum.REALTIME` or `IBMarketDataTypeEnum.DELAYED_FROZEN`).
201201

nightly/api_reference/adapters/interactive_brokers.html

+1-1
Original file line numberDiff line numberDiff line change
@@ -12080,7 +12080,7 @@ <h2 id="module-nautilus_trader.adapters.interactive_brokers.config">
1208012080
at
1208112081
</span>
1208212082
<span class="pre">
12083-
0x79e85661b090&gt;
12083+
0x774d796b7c90&gt;
1208412084
</span>
1208512085
<span class="pre">
1208612086
=

nightly/core/help.html

+1-1
Original file line numberDiff line numberDiff line change
@@ -1,2 +1,2 @@
1-
<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="Documentation for Rustdoc"><title>Help</title><script> if (window.location.protocol !== "file:") document.write(`<link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceSerif4-Regular-46f98efaafac5295.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Regular-018c141bf0843ffd.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Medium-8f9a781e4970d388.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Regular-562dcc5011b6de7d.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Semibold-d899c5a5c4aeb14a.ttf.woff2">`)</script><link rel="stylesheet" href="./static.files/normalize-76eba96aa4d2e634.css"><link rel="stylesheet" href="./static.files/rustdoc-e935ef01ae1c1829.css"><meta name="rustdoc-vars" data-root-path="./" data-static-root-path="./static.files/" data-current-crate="nautilus_pyo3" data-themes="" data-resource-suffix="" data-rustdoc-version="1.78.0-nightly (766bdce74 2024-03-16)" data-channel="nightly" data-search-js="search-42d8da7a6b9792c2.js" data-settings-js="settings-4313503d2e1961c2.js" ><script src="./static.files/storage-4c98445ec4002617.js"></script><script defer src="./static.files/main-12cf3b4f4f9dc36d.js"></script><noscript><link rel="stylesheet" href="./static.files/noscript-04d5337699b92874.css"></noscript><link rel="alternate icon" type="image/png" href="./static.files/favicon-16x16-8b506e7a72182f1c.png"><link rel="alternate icon" type="image/png" href="./static.files/favicon-32x32-422f7d1d52889060.png"><link rel="icon" type="image/svg+xml" href="./static.files/favicon-2c020d218678b618.svg"></head><body class="rustdoc mod sys"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="mobile-topbar"><button class="sidebar-menu-toggle" title="show sidebar"></button><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt=""></a></nav><nav class="sidebar"><div class="sidebar-crate"><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt="logo"></a><h2><a href="./index.html">Rustdoc</a><span class="version">1.78.0-nightly</span></h2></div><div class="version">(766bdce74 2024-03-16)</div><h2 class="location">Help</h2><div class="sidebar-elems"></div></nav><div class="sidebar-resizer"></div>
1+
<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="Documentation for Rustdoc"><title>Help</title><script> if (window.location.protocol !== "file:") document.write(`<link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceSerif4-Regular-46f98efaafac5295.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Regular-018c141bf0843ffd.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Medium-8f9a781e4970d388.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Regular-562dcc5011b6de7d.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Semibold-d899c5a5c4aeb14a.ttf.woff2">`)</script><link rel="stylesheet" href="./static.files/normalize-76eba96aa4d2e634.css"><link rel="stylesheet" href="./static.files/rustdoc-e935ef01ae1c1829.css"><meta name="rustdoc-vars" data-root-path="./" data-static-root-path="./static.files/" data-current-crate="nautilus_pyo3" data-themes="" data-resource-suffix="" data-rustdoc-version="1.79.0-nightly (eb45c8444 2024-03-17)" data-channel="nightly" data-search-js="search-42d8da7a6b9792c2.js" data-settings-js="settings-4313503d2e1961c2.js" ><script src="./static.files/storage-4c98445ec4002617.js"></script><script defer src="./static.files/main-12cf3b4f4f9dc36d.js"></script><noscript><link rel="stylesheet" href="./static.files/noscript-04d5337699b92874.css"></noscript><link rel="alternate icon" type="image/png" href="./static.files/favicon-16x16-8b506e7a72182f1c.png"><link rel="alternate icon" type="image/png" href="./static.files/favicon-32x32-422f7d1d52889060.png"><link rel="icon" type="image/svg+xml" href="./static.files/favicon-2c020d218678b618.svg"></head><body class="rustdoc mod sys"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="mobile-topbar"><button class="sidebar-menu-toggle" title="show sidebar"></button><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt=""></a></nav><nav class="sidebar"><div class="sidebar-crate"><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt="logo"></a><h2><a href="./index.html">Rustdoc</a><span class="version">1.79.0-nightly</span></h2></div><div class="version">(eb45c8444 2024-03-17)</div><h2 class="location">Help</h2><div class="sidebar-elems"></div></nav><div class="sidebar-resizer"></div>
22
<main><div class="width-limiter"><nav class="sub"><form class="search-form"><span></span><div id="sidebar-button" tabindex="-1"><a href="./nautilus_pyo3/all.html" title="show sidebar"></a></div><input class="search-input" name="search" aria-label="Run search in the documentation" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" tabindex="-1"><a href="./help.html" title="help">?</a></div><div id="settings-menu" tabindex="-1"><a href="./settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="./static.files/wheel-7b819b6101059cd0.svg"></a></div></form></nav><section id="main-content" class="content"><div class="main-heading"><h1>Rustdoc help</h1><span class="out-of-band"><a id="back" href="javascript:void(0)" onclick="history.back();">Back</a></span></div><noscript><section><p>You need to enable JavaScript to use keyboard commands or search.</p><p>For more information, browse the <a href="https://doc.rust-lang.org/rustdoc/">rustdoc handbook</a>.</p></section></noscript></section></div></main></body></html>

nightly/core/index.html

+1-1
Original file line numberDiff line numberDiff line change
@@ -1,2 +1,2 @@
1-
<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="List of crates"><title>Index of crates</title><script> if (window.location.protocol !== "file:") document.write(`<link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceSerif4-Regular-46f98efaafac5295.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Regular-018c141bf0843ffd.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Medium-8f9a781e4970d388.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Regular-562dcc5011b6de7d.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Semibold-d899c5a5c4aeb14a.ttf.woff2">`)</script><link rel="stylesheet" href="./static.files/normalize-76eba96aa4d2e634.css"><link rel="stylesheet" href="./static.files/rustdoc-e935ef01ae1c1829.css"><meta name="rustdoc-vars" data-root-path="./" data-static-root-path="./static.files/" data-current-crate="nautilus_pyo3" data-themes="" data-resource-suffix="" data-rustdoc-version="1.78.0-nightly (766bdce74 2024-03-16)" data-channel="nightly" data-search-js="search-42d8da7a6b9792c2.js" data-settings-js="settings-4313503d2e1961c2.js" ><script src="./static.files/storage-4c98445ec4002617.js"></script><script defer src="./static.files/main-12cf3b4f4f9dc36d.js"></script><noscript><link rel="stylesheet" href="./static.files/noscript-04d5337699b92874.css"></noscript><link rel="alternate icon" type="image/png" href="./static.files/favicon-16x16-8b506e7a72182f1c.png"><link rel="alternate icon" type="image/png" href="./static.files/favicon-32x32-422f7d1d52889060.png"><link rel="icon" type="image/svg+xml" href="./static.files/favicon-2c020d218678b618.svg"></head><body class="rustdoc mod sys"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="mobile-topbar"><button class="sidebar-menu-toggle" title="show sidebar"></button><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt=""></a></nav><nav class="sidebar"><div class="sidebar-crate"><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt="logo"></a><h2><a href="./index.html">Rustdoc</a><span class="version">1.78.0-nightly</span></h2></div><div class="version">(766bdce74 2024-03-16)</div></nav><div class="sidebar-resizer"></div>
1+
<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="List of crates"><title>Index of crates</title><script> if (window.location.protocol !== "file:") document.write(`<link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceSerif4-Regular-46f98efaafac5295.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Regular-018c141bf0843ffd.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/FiraSans-Medium-8f9a781e4970d388.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Regular-562dcc5011b6de7d.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="./static.files/SourceCodePro-Semibold-d899c5a5c4aeb14a.ttf.woff2">`)</script><link rel="stylesheet" href="./static.files/normalize-76eba96aa4d2e634.css"><link rel="stylesheet" href="./static.files/rustdoc-e935ef01ae1c1829.css"><meta name="rustdoc-vars" data-root-path="./" data-static-root-path="./static.files/" data-current-crate="nautilus_pyo3" data-themes="" data-resource-suffix="" data-rustdoc-version="1.79.0-nightly (eb45c8444 2024-03-17)" data-channel="nightly" data-search-js="search-42d8da7a6b9792c2.js" data-settings-js="settings-4313503d2e1961c2.js" ><script src="./static.files/storage-4c98445ec4002617.js"></script><script defer src="./static.files/main-12cf3b4f4f9dc36d.js"></script><noscript><link rel="stylesheet" href="./static.files/noscript-04d5337699b92874.css"></noscript><link rel="alternate icon" type="image/png" href="./static.files/favicon-16x16-8b506e7a72182f1c.png"><link rel="alternate icon" type="image/png" href="./static.files/favicon-32x32-422f7d1d52889060.png"><link rel="icon" type="image/svg+xml" href="./static.files/favicon-2c020d218678b618.svg"></head><body class="rustdoc mod sys"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="mobile-topbar"><button class="sidebar-menu-toggle" title="show sidebar"></button><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt=""></a></nav><nav class="sidebar"><div class="sidebar-crate"><a class="logo-container" href="./index.html"><img class="rust-logo" src="./static.files/rust-logo-151179464ae7ed46.svg" alt="logo"></a><h2><a href="./index.html">Rustdoc</a><span class="version">1.79.0-nightly</span></h2></div><div class="version">(eb45c8444 2024-03-17)</div></nav><div class="sidebar-resizer"></div>
22
<main><div class="width-limiter"><nav class="sub"><form class="search-form"><span></span><div id="sidebar-button" tabindex="-1"><a href="./nautilus_pyo3/all.html" title="show sidebar"></a></div><input class="search-input" name="search" aria-label="Run search in the documentation" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" tabindex="-1"><a href="./help.html" title="help">?</a></div><div id="settings-menu" tabindex="-1"><a href="./settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="./static.files/wheel-7b819b6101059cd0.svg"></a></div></form></nav><section id="main-content" class="content"><h1>List of all crates</h1><ul class="all-items"><li><a href="nautilus_accounting/index.html">nautilus_accounting</a></li><li><a href="nautilus_adapters/index.html">nautilus_adapters</a></li><li><a href="nautilus_backtest/index.html">nautilus_backtest</a></li><li><a href="nautilus_common/index.html">nautilus_common</a></li><li><a href="nautilus_core/index.html">nautilus_core</a></li><li><a href="nautilus_execution/index.html">nautilus_execution</a></li><li><a href="nautilus_indicators/index.html">nautilus_indicators</a></li><li><a href="nautilus_infrastructure/index.html">nautilus_infrastructure</a></li><li><a href="nautilus_model/index.html">nautilus_model</a></li><li><a href="nautilus_network/index.html">nautilus_network</a></li><li><a href="nautilus_persistence/index.html">nautilus_persistence</a></li><li><a href="nautilus_pyo3/index.html">nautilus_pyo3</a></li><li><a href="sandbox/index.html">sandbox</a></li><li><a href="tokio_tungstenite/index.html">tokio_tungstenite</a></li></ul></section></div></main></body></html>

0 commit comments

Comments
 (0)