Gate IBKR fractional quantity sizing

README.md

@@ -157,6 +157,9 @@ IBKR_FEATURE_SNAPSHOT_PATH=/var/data/tech_communication_pullback_enhancement_fea
 IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_communication_pullback_enhancement_feature_snapshot_latest.csv.manifest.json
 # IBKR_STRATEGY_CONFIG_PATH is optional; the bundled canonical default is used when unset.
 IBKR_DRY_RUN_ONLY=true
+# Keep whole-share sizing unless fractional API support has been verified for this account/API path.
+# IBKR_FRACTIONAL_SHARES_ENABLED=true
+# IBKR_ORDER_QUANTITY_STEP=0.000001
 GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
 NOTIFY_LANG=zh
 ```

application/execution_service.py

@@ -11,6 +11,11 @@
 from typing import Any
 
 import pandas as pd
+from quant_platform_kit.common.quantity import (
+    floor_to_quantity_step,
+    format_quantity,
+    normalize_order_quantity,
+)
 
 
 def get_market_prices(
@@ -36,7 +41,7 @@ def check_order_submitted(report, *, translator):
                 "order_filled",
                 symbol=report.symbol,
                 side=report.side,
-                qty=int(report.filled_quantity or report.quantity),
+                qty=format_quantity(report.filled_quantity or report.quantity),
                 price=f"{float(report.average_fill_price or 0.0):.2f}",
                 order_id=order_id,
             ),
@@ -48,8 +53,8 @@ def check_order_submitted(report, *, translator):
                 "order_partial",
                 symbol=report.symbol,
                 side=report.side,
-                executed=int(report.filled_quantity or 0),
-                qty=int(report.quantity or 0),
+                executed=format_quantity(report.filled_quantity or 0),
+                qty=format_quantity(report.quantity or 0),
                 price=f"{float(report.average_fill_price or 0.0):.2f}",
                 order_id=order_id,
             ),
@@ -348,6 +353,10 @@ def _build_target_diff_rows(
     return rows
 
 
+def _floor_order_quantity(quantity, *, quantity_step):
+    return normalize_order_quantity(floor_to_quantity_step(quantity, quantity_step))
+
+
 def _finalize_result(trade_logs, execution_summary, *, return_summary: bool):
     if return_summary:
         return trade_logs, execution_summary
@@ -375,6 +384,8 @@ def execute_rebalance(
     rebalance_threshold_ratio,
     limit_buy_premium,
     sell_settle_delay_sec,
+    quantity_step=1.0,
+    min_order_notional=50.0,
     execution_lock_dir=None,
     return_summary=False,
 ):
@@ -425,6 +436,8 @@ def execute_rebalance(
     reserved = equity * cash_reserve_ratio
     investable = equity - reserved
     threshold = equity * rebalance_threshold_ratio
+    order_quantity_step = float(quantity_step or 1.0)
+    minimum_order_notional = max(0.0, float(min_order_notional or 0.0))
     execution_summary["cash_reserve_dollars"] = float(reserved)
 
     all_symbols = set(target_weights.keys()) | set(positions.keys())
@@ -544,7 +557,11 @@ def execute_rebalance(
         if not price:
             missing_price_symbols.append(symbol)
             continue
-        if int((current - target) / price) > 0:
+        qty = _floor_order_quantity(
+            (current - target) / price,
+            quantity_step=order_quantity_step,
+        )
+        if qty > 0:
             has_sell_plan = True
             break
         quantity_zero_symbols.append(symbol)
@@ -566,11 +583,15 @@ def execute_rebalance(
         if buy_value <= 0:
             insufficient_buying_power_symbols.append(symbol)
             continue
-        if buy_value < 50:
+        if buy_value < minimum_order_notional:
             min_notional_symbols.append(symbol)
             continue
         limit_price = round(price * limit_buy_premium, 2)
-        qty = int(buy_value / limit_price) if limit_price > 0 else 0
+        qty = (
+            _floor_order_quantity(buy_value / limit_price, quantity_step=order_quantity_step)
+            if limit_price > 0
+            else 0
+        )
         if qty > 0:
             has_buy_plan = True
             break
@@ -687,7 +708,10 @@ def execute_rebalance(
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "sell", "reason": "missing_price"})
                 execution_summary["skipped_reasons"].append(f"missing_price:{symbol}")
                 continue
-            qty = int(sell_value / price)
+            qty = _floor_order_quantity(
+                sell_value / price,
+                quantity_step=order_quantity_step,
+            )
             if qty <= 0:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "sell", "reason": "quantity_zero"})
                 continue
@@ -696,7 +720,7 @@ def execute_rebalance(
                 execution_summary["orders_submitted"].append(
                     {"symbol": symbol, "side": "sell", "quantity": qty, "status": "dry_run"}
                 )
-                trade_logs.append(f"DRY_RUN sell {symbol} {qty}")
+                trade_logs.append(f"DRY_RUN sell {symbol} {format_quantity(qty)}")
                 continue
             report = submit_order_intent(
                 ib,
@@ -720,7 +744,7 @@ def execute_rebalance(
             else:
                 execution_summary["orders_skipped"].append({**order_payload, "reason": status or "submit_failed"})
                 execution_summary["skipped_reasons"].append(f"submit_failed:{symbol}:{status or 'unknown'}")
-            trade_logs.append(translator("market_sell", symbol=symbol, qty=qty) + f" {status_msg}")
+            trade_logs.append(translator("market_sell", symbol=symbol, qty=format_quantity(qty)) + f" {status_msg}")
             if ok:
                 sell_executed = True
 
@@ -741,12 +765,15 @@ def execute_rebalance(
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "buy", "reason": "missing_price"})
                 execution_summary["skipped_reasons"].append(f"missing_price:{symbol}")
                 continue
-            if buy_value < 50:
+            if buy_value < minimum_order_notional:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "buy", "reason": "min_notional"})
                 continue
 
             limit_price = round(price * limit_buy_premium, 2)
-            qty = int(buy_value / limit_price)
+            qty = _floor_order_quantity(
+                buy_value / limit_price,
+                quantity_step=order_quantity_step,
+            )
             if qty <= 0:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "buy", "reason": "quantity_zero"})
                 continue
@@ -761,7 +788,7 @@ def execute_rebalance(
                         "status": "dry_run",
                     }
                 )
-                trade_logs.append(f"DRY_RUN buy {symbol} {qty} @{limit_price:.2f}")
+                trade_logs.append(f"DRY_RUN buy {symbol} {format_quantity(qty)} @{limit_price:.2f}")
                 buying_power -= qty * limit_price
                 continue
             report = submit_order_intent(
@@ -795,7 +822,7 @@ def execute_rebalance(
                 execution_summary["orders_skipped"].append({**order_payload, "reason": status or "submit_failed"})
                 execution_summary["skipped_reasons"].append(f"submit_failed:{symbol}:{status or 'unknown'}")
             trade_logs.append(
-                translator("limit_buy", symbol=symbol, qty=qty, price=f"{limit_price:.2f}") + f" {status_msg}"
+                translator("limit_buy", symbol=symbol, qty=format_quantity(qty), price=f"{limit_price:.2f}") + f" {status_msg}"
             )
             if ok:
                 buying_power -= qty * limit_price

application/rebalance_service.py

@@ -16,6 +16,7 @@
 from notifications.events import NotificationPublisher
 from notifications import renderers as notification_renderers
 from quant_platform_kit.common.models import PortfolioSnapshot, Position
+from quant_platform_kit.common.quantity import format_quantity
 from quant_platform_kit.common.notification_localization import (
     localize_notification_text as _base_localize_notification_text,
     translator_uses_zh as _base_translator_uses_zh,
@@ -180,9 +181,9 @@ def _summarize_orders(orders, *, limit: int = 3) -> str:
     preview = []
     for order in orders[:limit]:
         symbol = str(order.get("symbol") or "").strip().upper()
-        quantity = int(order.get("quantity") or 0)
+        quantity = float(order.get("quantity") or 0.0)
         if symbol and quantity > 0:
-            preview.append(f"{symbol} {quantity}")
+            preview.append(f"{symbol} {format_quantity(quantity)}")
         elif symbol:
             preview.append(symbol)
     remaining = len(orders) - len(preview)
@@ -378,7 +379,7 @@ def build_dashboard(
         qty = positions[symbol]["quantity"]
         avg = positions[symbol]["avg_cost"]
         market_value = qty * avg
-        position_lines.append(f"  - {symbol}: {qty}股 | ${market_value:,.2f}")
+        position_lines.append(f"  - {symbol}: {format_quantity(qty)}股 | ${market_value:,.2f}")
     position_text = "\n".join(position_lines) if position_lines else translator("empty_positions")
     allocation = _resolve_weight_allocation(signal_metadata, required=False)
     target_lines = []
@@ -499,7 +500,7 @@ def _snapshot_to_portfolio_view(snapshot) -> tuple[dict[str, dict[str, float | i
     positions = {}
     for position in getattr(snapshot, "positions", ()) or ():
         positions[str(position.symbol).strip().upper()] = {
-            "quantity": int(position.quantity),
+            "quantity": float(position.quantity),
             "avg_cost": float(position.average_cost or 0.0),
         }
     account_values = {

application/runtime_broker_adapters.py

@@ -38,6 +38,8 @@ class IBKRRuntimeBrokerAdapters:
     cash_reserve_ratio: float
     rebalance_threshold_ratio: float
     limit_buy_premium: float
+    quantity_step: float
+    min_order_notional: float
     sell_settle_delay_sec: float
     separator: str
     strategy_display_name: str
@@ -84,7 +86,7 @@ def get_current_portfolio(self, ib):
         positions = {}
         for position in snapshot.positions:
             positions[position.symbol] = {
-                "quantity": int(position.quantity),
+                "quantity": float(position.quantity),
                 "avg_cost": float(position.average_cost or 0.0),
             }
         account_values = {
@@ -151,6 +153,8 @@ def execute_rebalance(
             cash_reserve_ratio=self.cash_reserve_ratio,
             rebalance_threshold_ratio=self.rebalance_threshold_ratio,
             limit_buy_premium=self.limit_buy_premium,
+            quantity_step=self.quantity_step,
+            min_order_notional=self.min_order_notional,
             sell_settle_delay_sec=self.sell_settle_delay_sec,
             return_summary=True,
         )
@@ -234,6 +238,8 @@ def build_runtime_broker_adapters(
     cash_reserve_ratio: float,
     rebalance_threshold_ratio: float,
     limit_buy_premium: float,
+    quantity_step: float,
+    min_order_notional: float,
     sell_settle_delay_sec: float,
     separator: str,
     strategy_display_name: str,
@@ -267,6 +273,8 @@ def build_runtime_broker_adapters(
         cash_reserve_ratio=float(cash_reserve_ratio),
         rebalance_threshold_ratio=float(rebalance_threshold_ratio),
         limit_buy_premium=float(limit_buy_premium),
+        quantity_step=float(quantity_step),
+        min_order_notional=float(min_order_notional),
         sell_settle_delay_sec=float(sell_settle_delay_sec),
         separator=str(separator or ""),
         strategy_display_name=str(strategy_display_name or ""),

main.py

@@ -315,6 +315,8 @@ def build_broker_adapters():
         cash_reserve_ratio=CASH_RESERVE_RATIO,
         rebalance_threshold_ratio=REBALANCE_THRESHOLD_RATIO,
         limit_buy_premium=LIMIT_BUY_PREMIUM,
+        quantity_step=RUNTIME_SETTINGS.quantity_step,
+        min_order_notional=RUNTIME_SETTINGS.min_order_notional,
         sell_settle_delay_sec=SELL_SETTLE_DELAY_SEC,
         separator=SEPARATOR,
         strategy_display_name=strategy_display_name,

notifications/renderers.py

@@ -6,6 +6,7 @@
 import re
 
 from notifications.events import RenderedNotification
+from quant_platform_kit.common.quantity import format_quantity
 from quant_platform_kit.common.notification_localization import (
     localize_notification_text as _base_localize_notification_text,
     translator_uses_zh as _base_translator_uses_zh,
@@ -118,9 +119,9 @@ def _summarize_orders(orders, *, limit: int = 3) -> str:
     preview = []
     for order in orders[:limit]:
         symbol = str(order.get("symbol") or "").strip().upper()
-        quantity = int(order.get("quantity") or 0)
+        quantity = float(order.get("quantity") or 0.0)
         if symbol and quantity > 0:
-            preview.append(f"{symbol} {quantity}")
+            preview.append(f"{symbol} {format_quantity(quantity)}")
         elif symbol:
             preview.append(symbol)
     remaining = len(orders) - len(preview)
@@ -316,7 +317,7 @@ def build_dashboard(
         qty = positions[symbol]["quantity"]
         avg = positions[symbol]["avg_cost"]
         market_value = qty * avg
-        position_lines.append(f"  - {symbol}: {qty}股 | ${market_value:,.2f}")
+        position_lines.append(f"  - {symbol}: {format_quantity(qty)}股 | ${market_value:,.2f}")
     position_text = "\n".join(position_lines) if position_lines else translator("empty_positions")
     allocation = _resolve_weight_allocation(signal_metadata, required=False)
     target_lines = []

runtime_config_support.py

@@ -52,12 +52,14 @@ class PlatformRuntimeSettings:
     strategy_config_source: str | None
     reconciliation_output_path: str | None
     dry_run_only: bool
-    account_group: str
-    service_name: str | None
-    account_ids: tuple[str, ...]
-    tg_token: str | None
-    tg_chat_id: str | None
-    notify_lang: str
+    quantity_step: float = 1.0
+    min_order_notional: float = 50.0
+    account_group: str = DEFAULT_ACCOUNT_GROUP
+    service_name: str | None = None
+    account_ids: tuple[str, ...] = ()
+    tg_token: str | None = None
+    tg_chat_id: str | None = None
+    notify_lang: str = "en"
 
 
 def load_platform_runtime_settings(
@@ -135,6 +137,12 @@ def load_platform_runtime_settings(
         strategy_config_source=runtime_paths.strategy_config_source,
         reconciliation_output_path=runtime_paths.reconciliation_output_path,
         dry_run_only=resolve_bool_value(os.getenv("IBKR_DRY_RUN_ONLY")),
+        quantity_step=_quantity_step_env(
+            step_env="IBKR_ORDER_QUANTITY_STEP",
+            fractional_env="IBKR_FRACTIONAL_SHARES_ENABLED",
+            fractional_default=False,
+        ),
+        min_order_notional=_float_env("IBKR_MIN_ORDER_NOTIONAL_USD", default=50.0),
         account_group=account_group,
         service_name=group_config.service_name,
         account_ids=group_config.account_ids,
@@ -151,6 +159,36 @@ def resolve_strategy_profile(raw_value: str | None) -> str:
     ).profile
 
 
+def _optional_float_env(name: str) -> float | None:
+    raw_value = os.getenv(name)
+    if raw_value is None or raw_value.strip() == "":
+        return None
+    return float(raw_value)
+
+
+def _float_env(name: str, *, default: float) -> float:
+    value = _optional_float_env(name)
+    return float(default) if value is None else value
+
+
+def _quantity_step_env(
+    *,
+    step_env: str,
+    fractional_env: str,
+    fractional_default: bool,
+) -> float:
+    explicit_step = _optional_float_env(step_env)
+    if explicit_step is not None:
+        return explicit_step
+    raw_enabled = os.getenv(fractional_env)
+    fractional_enabled = (
+        fractional_default
+        if raw_enabled is None
+        else resolve_bool_value(raw_enabled)
+    )
+    return 0.000001 if fractional_enabled else 1.0
+
+
 def resolve_account_group(raw_value: str | None) -> str:
     value = (raw_value or "").strip()
     if not value: