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fix: specify IB order time in force for paper lifecycle tracking #104

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fix: specify IB order time in force for paper lifecycle tracking #104

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a37a815
fix: specify DAY for IB orders to preserve paper tracking
Sep 22, 2026
7ce8cb2
test: require fresh IB evidence after TIF change
Sep 22, 2026
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1 change: 1 addition & 0 deletions docs/user-guide/brokers.md
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Original file line number Diff line number Diff line change
Expand Up @@ -44,6 +44,7 @@ await broker.connect()
- `7496` is the usual TWS live port
- `4002` and `4001` are the usual paper/live IB Gateway ports
- TWS or IB Gateway must be running with API access enabled before you connect
- Submitted orders use `DAY` time in force so TWS presets do not change their duration.

## Alpaca

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2 changes: 2 additions & 0 deletions src/ml4t/live/brokers/ib.py
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Expand Up @@ -659,6 +659,8 @@ def _create_ib_order(
else:
raise ValueError(f"Unsupported order type: {order_type}")

# Send a concrete TIF so TWS presets cannot change it after submission.
order.tif = "DAY"
# Honor the caller's extended-hours intent (no-op before this was set).
order.outsideRth = outside_rth
return order
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3 changes: 3 additions & 0 deletions tests/unit/test_ib_broker.py
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Expand Up @@ -499,6 +499,8 @@ async def test_submit_limit_order(self, mock_ib_class):
assert order.quantity == 50
assert order.order_type == OrderType.LIMIT
assert order.limit_price == 150.0
_, ib_order = mock_ib.placeOrder.call_args.args
assert ib_order.tif == "DAY"

@pytest.mark.asyncio
@patch("ml4t.live.brokers.ib.IB")
Expand Down Expand Up @@ -713,6 +715,7 @@ async def test_submit_market_order_defaults_rth_only(self, mock_ib_class):

_, ib_order = mock_ib.placeOrder.call_args.args
assert ib_order.outsideRth is False
assert ib_order.tif == "DAY"

@pytest.mark.asyncio
@patch("ml4t.live.brokers.ib.IB")
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5 changes: 3 additions & 2 deletions tests/unit/test_provider_contract.py
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Expand Up @@ -226,7 +226,7 @@ def test_tampered_reported_contract_fails_closed(
assert classification.reason == "reported contract does not match its evidence commit"


def test_pending_candidate_preserves_v012_ib_contract() -> None:
def test_ib_tif_change_invalidates_v012_evidence() -> None:
repository = Path(__file__).resolve().parents[2]
tag = subprocess.run(
["git", "cat-file", "-e", "v0.1.2^{commit}"],
Expand All @@ -238,4 +238,5 @@ def test_pending_candidate_preserves_v012_ib_contract() -> None:
pytest.skip("v0.1.2 history is required")
classification = _classification(repository, "ib", "v0.1.2", "HEAD")

assert classification.reusable is True
assert classification.reusable is False
assert "src/ml4t/live/brokers/ib.py" in classification.changed_inputs
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