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Fix combo update grouped-order retrieval in IBPlaceOrder #218

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Fix combo update grouped-order retrieval in IBPlaceOrder #218

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17 changes: 15 additions & 2 deletions QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -1517,9 +1517,22 @@ private void Initialize(
/// <param name="exchange">The exchange to send the order to, defaults to "Smart" to use IB's smart routing</param>
private void IBPlaceOrder(Order order, bool needsNewId, string exchange = null)
{
if (!_groupOrderCacheManager.TryGetGroupCachedOrders(order, out var orders))
List<Order> orders;
if (needsNewId)
{
return;
// During submission we need the original group orders to propagate the generated brokerage id to all legs.
if (!_groupOrderCacheManager.TryGetGroupCachedOrders(order, out orders))
{
return;
}
}
else
{
// During updates we only receive one leg request, so we fetch sibling legs directly from the order provider.
if (!order.TryGetGroupOrders(orderId => _orderProvider.GetOrderById(orderId), out orders))
{
throw new InvalidOperationException($"Could not retrieve all grouped orders for update request. GroupId: {order.GroupOrderManager?.Id}, OrderId: {order.Id}");
}
}

// MOO/MOC require directed option orders.
Expand Down