QuantConnect / QuantConnect/Lean
Update Combo Limit Orders in Batch
Open
Nobody has claimed this yet.
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
We send updates to all legs of a combo limit order in a single request.
Actual Behavior
Since we can only update leg by leg, the limit order can be filled.
Same for cancel: https://github.com/QuantConnect/Lean/issues/7223
Potential Solution
N/A
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
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No source file, test, or entry point is named. Start by reading the linked issue #7223 and tracing the existing combo limit-order update flow; done means all legs can be updated in one request without the order filling between leg updates.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend-api-design, fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 32/100