Improve handling of combo orders - Githubissues

QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin

Apache License 2.0

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Improve handling of combo orders #69

Closed Martin-Molinero closed 11 months ago

Martin-Molinero commented 11 months ago

Description

Improve handling of combo orders which might not emit a submission event which will now be created by the Lean brokerage. Adding unit test reproducing issue
Handle cancel order error due to the order already being cancelled

Related Issue

N/A

Motivation and Context

Runtime errors due to timeout waiting for submission event

Requires Documentation Change

N/A

How Has This Been Tested?

Added unit tests

Types of changes

[x] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
[ ] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
[ ] Non-functional change (xml comments/documentation/etc)

Checklist:

[x] My code follows the code style of this project.
[x] I have read the CONTRIBUTING document.
[x] I have added tests to cover my changes.
[x] All new and existing tests passed.
[x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>