Interactive Brokers Combo Leg Limit Order

[AlexCatarino]

Expected Behavior

IB brokerage model doesn't allow combo leg limit order with 4 legs.

From IB API Team

For combination orders that contain two legs, you can set a price per leg, and the order must be set to NonGuaranteed.

For combination orders that contain four legs, you cannot set a price per leg. The limit price must be set on the overall order object. You must not set the order to be NonGuaranteed.

So, in the case of the client example below, this was a four-leg order with a price per leg. This is not allowed.

Actual Behavior

No restriction. Users are placing orders in backtest that are not allowed in live mode.

Potential Solution

Update IB brokerage model so that cannot submit with more than 4 legs.

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