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Premium Order Types Implementation #35

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enexqnt opened this issue Nov 21, 2023 · 0 comments
Open

Premium Order Types Implementation #35

enexqnt opened this issue Nov 21, 2023 · 0 comments

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@enexqnt
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enexqnt commented Nov 21, 2023

Hello,

I am currently exploring the integration capabilities of the LEAN engine with TT and have a question regarding the support for specific TT premium order types, namely VWAP+ and Brisk.

Are there any plans to include these order types in the LEAN engine's integration with the TT brokerage model? If not, I would find it helpful to know whether there are any inherent limitations within the LEAN engine that might pose challenges to integrating these order types.

Any information or guidance on this matter would be greatly appreciated.

Thanks in advance

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