Hey all,

Spent today trying to work in Interactive Brokers Algo orders as per:


The forked github is at:


I'm a novice coder so it took a while, but the groundwork is in. I ended up going with adding optional parameters to MarketOrder() which pass through the Algo Order Type (eg. AdaptiveAlgo), and specified algo parameters all the way through the ordering system to where they are converted and used in InteractiveBrokersBrokerage.cs to place orders through the IB API. An example of use is in BasicTemplateAlgorithm.cs.

My classes are kind of just randomly stuck in SubmitOrderRequest.cs as I don't know what the best thing to do with them is. It can be expanded later to allow limit orders etc.

There is a lot of tidying to be done sticking the classes in the right spot (where?) is just a start. If anyone with more experience than me could have a look at it and offer suggestions for improvement it would be great, looking forward to getting these features implemented on live.