fix(InteractiveBrokers): Reject unsupported 4-leg ComboLegLimit orders (#9287)

Common/Brokerages/InteractiveBrokersBrokerageModel.cs

@@ -174,6 +174,13 @@ public override bool CanSubmitOrder(Security security, Order order, out Brokerag
                 return false;
             }
 
+            if (order.Type == OrderType.ComboLegLimit && order.GroupOrderManager?.Count >= 4)
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    Messages.InteractiveBrokersBrokerageModel.UnsupportedFourLegComboLegLimitOrders(this));
+                return false;
+            }
+
             // validate security type
             if (security.Type != SecurityType.Equity &&
                 security.Type != SecurityType.Forex &&

Common/Messages/Messages.Brokerages.cs

@@ -478,6 +478,15 @@ public static string UnsupportedExerciseForIndexAndCashSettledOptions(Brokerages
                     order.Type} exercises for index and cash-settled options.");
             }
 
+            /// <summary>
+            /// Returns a string message saying the given brokerage model does not support four-leg combo leg limit orders
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string UnsupportedFourLegComboLegLimitOrders(Brokerages.InteractiveBrokersBrokerageModel brokerageModel)
+            {
+                return Invariant($"The {brokerageModel.GetType().Name} does not support four-leg ComboLegLimit orders. Use ComboLimit orders for four-leg combinations or more.");
+            }
+
             /// <summary>
             /// Returns a string message containing the minimum and maximum limits for the allowable order size as well as the currency
             /// </summary>

Tests/Common/Brokerages/InteractiveBrokersBrokerageModelTests.cs

@@ -152,6 +152,37 @@ public void CanSubmitMOOOrdersForOptionAndEquity(string ticker, SecurityType sec
             Assert.IsTrue(result);
         }
 
+        [TestCase(OrderType.ComboLegLimit, 2, true)]
+        [TestCase(OrderType.ComboLimit, 4, true)]
+        [TestCase(OrderType.ComboLegLimit, 4, false)]
+        public void CanSubmitComboOrdersWithExpectedLegValidation(OrderType orderType, int legCount, bool shouldSubmit)
+        {
+            var algo = new AlgorithmStub();
+            var security = algo.AddSecurity(SecurityType.Option, "SPY");
+            var groupOrderManager = new GroupOrderManager(1, legCount, 1, 100m);
+
+            Order order = orderType switch
+            {
+                OrderType.ComboLimit => new ComboLimitOrder(security.Symbol, 1, 100m, DateTime.UtcNow, groupOrderManager),
+                OrderType.ComboLegLimit => new ComboLegLimitOrder(security.Symbol, 1, 100m, DateTime.UtcNow, groupOrderManager),
+                _ => throw new ArgumentOutOfRangeException(nameof(orderType), orderType, "Unexpected combo order type")
+            };
+
+            var canSubmit = _interactiveBrokersBrokerageModel.CanSubmitOrder(security, order, out var message);
+            Assert.AreEqual(shouldSubmit, canSubmit);
+
+            if (shouldSubmit)
+            {
+                Assert.IsNull(message);
+            }
+            else
+            {
+                Assert.AreEqual(BrokerageMessageType.Warning, message.Type);
+                Assert.AreEqual("NotSupported", message.Code);
+                StringAssert.Contains("does not support four-leg ComboLegLimit orders", message.Message);
+            }
+        }
+
         [TestCase("ES", SecurityType.Future)]
         [TestCase("SPY", SecurityType.Equity)]
         [TestCase("DE10YBEUR", SecurityType.Cfd)]