Skip to content

Implement Combo Order Type in Cross Zero Order #9005

@Romazes

Description

@Romazes

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 CrossZeroOrder logic to include handling for:
    • ComboMarket
    • ComboLimit
    • ComboLegLimit
  • Add tests for execution and lifecycle management of Combo orders.

Brokerage which support CrossZeroOrder and Combo Order types

Related PRs

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions