Handle / warn about IG auto rolls around weekends
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bug-or-feature commented
On 2023-10-27 (Friday) I had a position in BRENT_W_fsb, and the expiry was 2023-10-30 18:30:00 (Monday). I set the roll state to Force Outright. IG auto rolled the position Friday evening; although normally auto-rolling happens 24 hours before expiry, in this case, that would have been on a Sunday when markets were closed. It seems they brought it forward to Friday evening.
On Monday as soon as the stack handler started it locked the instrument. We should handle this better