Fix Interactive Brokers options chain issue

[FGU1]

Pull Request

NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.

Summary

Added optional "options_chain_exchange" parameter to IBcontract. Change option chain request to use this new parameter as exchange for options, if this parameter is not set will use underlying's exchange.
This allow using a different exchange than the underlying's, be it "SMART" or others.
ib doc updated accordingly

Related Issues/PRs

Close issue #2622

Type of change

• Bug fix (non-breaking)
• New feature (non-breaking)
• [X ] Breaking change (impacts existing behavior)
• [X ] Documentation update
• Maintenance / chore

Breaking change details (if applicable)

Before : by default for US markets, "SMART" was applied as exchange for options. Use of ANY other exchange, including US ones was impossible
Now : Those who wish "SMART" exchange, or an exchange different from the underlying's have to specify it with options_chain_exchange parameter. Use of the underlying's exchange is now functional and automatically done just by not using this parameter.

Release notes

• I added a concise entry to RELEASES.md that follows the existing conventions (when applicable)

Testing

Ensure new or changed logic is covered by tests.

• Affected code paths are already covered by the test suite
• I added/updated tests to cover new or changed logic

unit tests for usual IBcontract (excluding options chain)
used MRE in #2622 and modified it to check various exchanges.

[cjdsellers]

Hi @FGU1

Many thanks for the fix! 🙏

[kadyrleev]

Hey @FGU1 , thanks for the fix!

I wonder whether it's even possible for underlying to have a different exchange than its options? It might be then enough to pass in the contact.exchange as an argument for exchange parameter in get_option_chain_details_by_expiry and get_option_chain_details_by_range method calls. What do you think?

[FGU1]

Hi @kadyrleev, yes an option can be traded on an exchange different from its underlying. Hence the possibility to specify it using optional parameter : "options_chain_exchange".

[kadyrleev]

Hi @kadyrleev, yes an option can be traded on an exchange different from its underlying. Hence the possibility to specify it using optional parameter : "options_chain_exchange".

Thanks, @FGU1! I didn't know that!