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Description
Expected Behavior
CrossZeroOrder should support placing and managing Combo order types seamlessly, similar to how it handles other order types.
Actual Behavior
Currently, CrossZeroOrder does not recognize or process Combo orders, which limits its usability for multi-leg strategies (e.g., spreads, straddles).
Orders fail when a ComboOrder is CanSubmitted(...) in class <BrokerageName>BrokerageModel.
Potential Solution
- Extend
CrossZeroOrderlogic to include handling for:ComboMarketComboLimitComboLegLimit
- Add tests for execution and lifecycle management of Combo orders.
Brokerage which support CrossZeroOrder and Combo Order types
Related PRs
- Feat: Brokerage Cross Position Order #8051
- Feature:
PlaceOrder()(ComboMarket&&ComboLimit) Lean.Brokerages.TradeStation#24 - Fix: prevent use CrossZeroOrder with MOO and MOC #8959
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Martin-Molinero
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