Adds outside-RTH orders for IB.

algotradepy/ib_utils.py

@@ -281,13 +281,16 @@ def _from_ib_order(ib_order: _IBOrder) -> Optional[AnOrder]:
     def _to_ib_order(self, order: AnOrder) -> _IBOrder:
         if isinstance(order, MarketOrder):
             ib_order = _IBMarketOrder(
-                action=order.action.value, totalQuantity=order.quantity,
+                action=order.action.value,
+                totalQuantity=order.quantity,
+                outsideRth=order.outside_rth,
             )
         elif isinstance(order, LimitOrder):
             ib_order = _IBLimitOrder(
                 action=order.action.value,
                 totalQuantity=order.quantity,
                 lmtPrice=round(order.limit_price, 2),
+                outsideRth=order.outside_rth,
             )
         elif isinstance(order, TrailingStopOrder):
             ib_trail_percent = order.trail_percent or UNSET_DOUBLE
@@ -300,6 +303,7 @@ def _to_ib_order(self, order: AnOrder) -> _IBOrder:
                 trailingPercent=ib_trail_percent,
                 trailStopPrice=ib_stop_price,
                 auxPrice=ib_aux_price,
+                outsideRth=order.outside_rth,
             )
         else:
             raise TypeError(f"Unknown type of order {type(order)}.")

algotradepy/orders.py

@@ -59,6 +59,7 @@ def __init__(
         time_in_force: Optional[TimeInForce] = None,
         conditions: Optional[List[ACondition]] = None,
         parent_id: Optional[int] = None,
+        outside_rth: bool = False,
     ):
         super().__init__()
         self._order_id = order_id
@@ -69,6 +70,7 @@ def __init__(
             conditions = []
         self._conditions = conditions
         self._parent_id = parent_id
+        self._outside_rth = outside_rth
 
     @property
     def order_id(self) -> int:
@@ -94,6 +96,10 @@ def conditions(self) -> List[ACondition]:
     def parent_id(self):
         return self._parent_id
 
+    @property
+    def outside_rth(self):
+        return self._outside_rth
+
 
 class MarketOrder(AnOrder):
     """A market order definition."""