Fix combo order quantity update (QuantConnect#7651)

* Fix combo order quantity update * Minor changes * Fix unit tests * Cleanup
ebengtso · Jan 3, 2024 · b75ed58 · b75ed58
1 parent aaab65f
commit b75ed58
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Showing 46 changed files with 297 additions and 146 deletions.
diff --git a/Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs
@@ -138,7 +138,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$70000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "61.31%"},
-            {"OrderListHash", "3adbc743489fe6902267726150770f82"}
+            {"OrderListHash", "a36c60c5fb020121d6541683138d8f28"}
         };
     }
 }
diff --git a/Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs
@@ -148,7 +148,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "338.60%"},
-            {"OrderListHash", "cbe76e0a8288fb9ccfc42b4c20142131"}
+            {"OrderListHash", "c9eb598f33939941206efc018eb6ee45"}
         };
     }
 }
diff --git a/Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
@@ -145,7 +145,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$13000000.00"},
             {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
             {"Portfolio Turnover", "0.28%"},
-            {"OrderListHash", "ddc78aa04824180bc36aac3472ae22b4"}
+            {"OrderListHash", "69b28e4f5b33ff54f173c14ea1e00c50"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ComboLegLimitOrderAlgorithm.cs b/Algorithm.CSharp/ComboLegLimitOrderAlgorithm.cs
@@ -25,11 +25,28 @@ namespace QuantConnect.Algorithm.CSharp
     /// </summary>
     public class ComboLegLimitOrderAlgorithm : ComboOrderAlgorithm
     {
+        private List<decimal> _originalLimitPrices = new();
+
         protected override IEnumerable<OrderTicket> PlaceComboOrder(List<Leg> legs, int quantity, decimal? limitPrice = null)
         {
+            foreach (var leg in legs)
+            {
+                _originalLimitPrices.Add(leg.OrderPrice.Value);
+                leg.OrderPrice *= 2; // Won't fill
+            }
+
             return ComboLegLimitOrder(legs, quantity);
         }
 
+        protected override void UpdateComboOrder(List<OrderTicket> tickets)
+        {
+            // Let's updated the limit prices to the original values
+            for (int i = 0; i < tickets.Count; i++)
+            {
+                tickets[i].Update(new UpdateOrderFields { LimitPrice = _originalLimitPrices[i] });
+            }
+        }
+
         public override void OnEndOfAlgorithm()
         {
             base.OnEndOfAlgorithm();
@@ -88,8 +105,8 @@ public override void OnEndOfAlgorithm()
             {"Total Fees", "$26.00"},
             {"Estimated Strategy Capacity", "$58000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
-            {"Portfolio Turnover", "30.16%"},
-            {"OrderListHash", "c081092ac475a3aa95fc55a2718e2b25"}
+            {"Portfolio Turnover", "30.22%"},
+            {"OrderListHash", "216608fa33a238275b5f4f08e50e45b4"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ComboLimitOrderAlgorithm.cs b/Algorithm.CSharp/ComboLimitOrderAlgorithm.cs
@@ -28,6 +28,9 @@ public class ComboLimitOrderAlgorithm : ComboOrderAlgorithm
         private decimal _limitPrice;
         private int _comboQuantity;
 
+        private decimal _temporaryLimitPrice;
+        private int _temporaryComboQuantity;
+
         private int _fillCount;
 
         private decimal _liquidatedQuantity;
@@ -47,10 +50,23 @@ protected override IEnumerable<OrderTicket> PlaceComboOrder(List<Leg> legs, int
         {
             _limitPrice = limitPrice.Value;
             _comboQuantity = quantity;
+            _temporaryLimitPrice = limitPrice.Value - Math.Sign(quantity) * limitPrice.Value * 0.5m; // Won't fill
+            _temporaryComboQuantity = quantity * 10;
 
             legs.ForEach(x => { x.OrderPrice = null; });
 
-            return ComboLimitOrder(legs, quantity, _limitPrice);
+            // First, let's place a limit order that won't fill so we can update it later
+            return ComboLimitOrder(legs, _temporaryComboQuantity, _temporaryLimitPrice);
+        }
+
+        protected override void UpdateComboOrder(List<OrderTicket> tickets)
+        {
+            // Let's update the quantity and limit price to the real values
+            tickets[0].Update(new UpdateOrderFields
+            {
+                Quantity = _comboQuantity,
+                LimitPrice = _limitPrice
+            });
         }
 
         public override void OnOrderEvent(OrderEvent orderEvent)
@@ -156,7 +172,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$5000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "60.91%"},
-            {"OrderListHash", "6ca75024c436ecca6efbe1ddaace4c71"}
+            {"OrderListHash", "0a8f9edaff4857d0e7731c7b936e4288"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ComboMarketOrderAlgorithm.cs b/Algorithm.CSharp/ComboMarketOrderAlgorithm.cs
@@ -88,7 +88,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$70000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "30.35%"},
-            {"OrderListHash", "3c43fa5b49373e3c77e000d2283fe4bc"}
+            {"OrderListHash", "71cb9fdd55ff925f70677ae01a18b90d"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ComboOrderAlgorithm.cs b/Algorithm.CSharp/ComboOrderAlgorithm.cs
@@ -31,6 +31,9 @@ public abstract class ComboOrderAlgorithm : QCAlgorithm, IRegressionAlgorithmDef
     {
         private Symbol _optionSymbol;
 
+        private List<OrderTicket> Tickets { get; set; }
+        private bool _updated;
+
         protected List<OrderEvent> FillOrderEvents { get; private set; } = new();
 
         protected List<Leg> OrderLegs { get; private set; }
@@ -85,9 +88,19 @@ public override void OnData(Slice slice)
                         Leg.Create(callContracts[1].Symbol, -2, 14.6m),
                         Leg.Create(callContracts[2].Symbol, 1, 14.0m)
                     };
-                    PlaceComboOrder(OrderLegs, ComboOrderQuantity, 1.9m);
+                    Tickets = PlaceComboOrder(OrderLegs, ComboOrderQuantity, 1.9m).ToList();
                 }
             }
+            // Let's test order updates
+            else if (Tickets.All(ticket => ticket.OrderType != OrderType.ComboMarket) && FillOrderEvents.Count == 0 && !_updated)
+            {
+                UpdateComboOrder(Tickets);
+                _updated = true;
+            }
+        }
+
+        protected virtual void UpdateComboOrder(List<OrderTicket> tickets)
+        {
         }
 
         public override void OnOrderEvent(OrderEvent orderEvent)
@@ -107,6 +120,11 @@ public override void OnEndOfAlgorithm()
                 throw new Exception("Combo order legs were not initialized");
             }
 
+            if (Tickets.All(ticket => ticket.OrderType != OrderType.ComboMarket) && !_updated)
+            {
+                throw new Exception("Combo order was not updated");
+            }
+
             if (FillOrderEvents.Count != ExpectedFillCount)
             {
                 throw new Exception($"Expected {ExpectedFillCount} fill order events, found {FillOrderEvents.Count}");

diff --git a/Algorithm.CSharp/ComboOrderTicketDemoAlgorithm.cs b/Algorithm.CSharp/ComboOrderTicketDemoAlgorithm.cs
@@ -209,7 +209,7 @@ private void ComboLegLimitOrders()
 
                 foreach (var ticket in combo1)
                 {
-                    var newLimit = ticket.Get(OrderField.LimitPrice) + (ticket.Quantity > 0 ? 1m : -1m) * 0.01m;
+                    var newLimit = Math.Round(ticket.Get(OrderField.LimitPrice) + (ticket.Quantity > 0 ? 1m : -1m) * 0.01m, 2);
                     Debug($"Updating limits - Combo #1: {newLimit.ToStringInvariant("0.00")}");
 
                     ticket.Update(new UpdateOrderFields
@@ -221,7 +221,7 @@ private void ComboLegLimitOrders()
 
                 foreach (var ticket in combo2)
                 {
-                    var newLimit = ticket.Get(OrderField.LimitPrice) + (ticket.Quantity > 0 ? 1m : -1m) * 0.01m;
+                    var newLimit = Math.Round(ticket.Get(OrderField.LimitPrice) + (ticket.Quantity > 0 ? 1m : -1m) * 0.01m, 2);
                     Debug($"Updating limits - Combo #2: {newLimit.ToStringInvariant("0.00")}");
 
                     ticket.Update(new UpdateOrderFields
@@ -367,7 +367,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$2000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "58.98%"},
-            {"OrderListHash", "1254db09e88826bed15bbce3aff11365"}
+            {"OrderListHash", "c455fd803ce5f4b7902a97d84c14629a"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ComboOrdersFillModelAlgorithm.cs b/Algorithm.CSharp/ComboOrdersFillModelAlgorithm.cs
@@ -155,7 +155,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$250000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
             {"Portfolio Turnover", "9.81%"},
-            {"OrderListHash", "411685f7f8454b5ee59a3fe42ddec90a"}
+            {"OrderListHash", "ea77edfba185b1bee9961fcbcd3a20ef"}
         };
     }
 

diff --git a/Algorithm.CSharp/CoveredAndProtectiveCallStrategiesAlgorithm.cs b/Algorithm.CSharp/CoveredAndProtectiveCallStrategiesAlgorithm.cs
@@ -133,7 +133,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$120000.00"},
             {"Lowest Capacity Asset", "GOOCV WBGM92QHIYO6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "32.18%"},
-            {"OrderListHash", "8e62cd986a2ba74341db4f17816a1583"}
+            {"OrderListHash", "a22851491e8b6a12e1a2f741b084781c"}
         };
     }
 }
diff --git a/Algorithm.CSharp/CoveredAndProtectivePutStrategiesAlgorithm.cs b/Algorithm.CSharp/CoveredAndProtectivePutStrategiesAlgorithm.cs
@@ -133,7 +133,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$160000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "32.12%"},
-            {"OrderListHash", "dc343e84c50c44cb1ee72aaea67f5bfb"}
+            {"OrderListHash", "87079f2dfad700b5362ce26a1f80c1ef"}
         };
     }
 }
diff --git a/Algorithm.CSharp/CoveredCallComboLimitOrderAlgorithm.cs b/Algorithm.CSharp/CoveredCallComboLimitOrderAlgorithm.cs
@@ -142,7 +142,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$8000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "227.27%"},
-            {"OrderListHash", "5d9434c81e36c12d3e34b0d2c39468b2"}
+            {"OrderListHash", "4521f5e6f5d0929a907e9832ce31c4a3"}
         };
     }
 }
diff --git a/Algorithm.CSharp/DefaultMarginComboOrderRegressionAlgorithm.cs b/Algorithm.CSharp/DefaultMarginComboOrderRegressionAlgorithm.cs
@@ -79,7 +79,7 @@ protected override void AssertState(OrderTicket ticket, int expectedGroupCount,
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"OrderListHash", "2c50d5dba71820a101e55e61236b5caa"}
+            {"OrderListHash", "a0ccd30c00ec046a942c6e2885dfb237"}
         };
     }
 }
diff --git a/Algorithm.CSharp/IronCondorStrategyAlgorithm.cs b/Algorithm.CSharp/IronCondorStrategyAlgorithm.cs
@@ -155,7 +155,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$4000.00"},
             {"Lowest Capacity Asset", "GOOCV 306CZL2DIL4G6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.00%"},
-            {"OrderListHash", "4d6ce6322499eb3f564c973fdc2a6fc7"}
+            {"OrderListHash", "95337d99685b140f2534ffb21afed10b"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LargeQuantityOptionStrategyAlgorithm.cs b/Algorithm.CSharp/LargeQuantityOptionStrategyAlgorithm.cs
@@ -142,7 +142,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$6000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMELSHQVZA|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "208.51%"},
-            {"OrderListHash", "3b38055cdc7e0643cc32f0ce24d651a9"}
+            {"OrderListHash", "f53992823027e3b976ab8de0b3f96100"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs b/Algorithm.CSharp/LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
@@ -183,7 +183,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$13000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "1.31%"},
-            {"OrderListHash", "85d15c33656b556a9bae6304ec8d6193"}
+            {"OrderListHash", "5c3873497b1108a1caeb6c6ddc941c56"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LongAndShortButterflyCallStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortButterflyCallStrategiesAlgorithm.cs
@@ -155,7 +155,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$7000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.17%"},
-            {"OrderListHash", "8d756e8d2da7e9afeb2bb09a6ee29cf3"}
+            {"OrderListHash", "d03d3bf7e0247f8c41fb58639d0bcd03"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LongAndShortButterflyPutStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortButterflyPutStrategiesAlgorithm.cs
@@ -155,7 +155,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$4000.00"},
             {"Lowest Capacity Asset", "GOOCV 306CZL2DIL4G6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.23%"},
-            {"OrderListHash", "b0cddb103e05acf099ab78f92fff9cbb"}
+            {"OrderListHash", "64404785e4781b384f457e3661c41393"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
@@ -138,7 +138,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$7000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZEOEHQRYE|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "1.85%"},
-            {"OrderListHash", "713df4f63925b9193a81f3e5e6136870"}
+            {"OrderListHash", "5de301650de7e202677b008e52c0f9a1"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
@@ -138,7 +138,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$14000.00"},
             {"Lowest Capacity Asset", "GOOCV 306CZK4DP0LC6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "1.87%"},
-            {"OrderListHash", "f870b902db2b022768f705a1befa4f93"}
+            {"OrderListHash", "2d36b79f33d5637b18f77a0dd4bb2b18"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LongAndShortStraddleStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortStraddleStrategiesAlgorithm.cs
@@ -135,7 +135,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$16000.00"},
             {"Lowest Capacity Asset", "GOOCV WBGM92QHIYO6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "4.31%"},
-            {"OrderListHash", "ba72827dda76607a57eeca6f8e87e862"}
+            {"OrderListHash", "cdf4b3ca6cae4aba68be24deb93ff0a3"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LongAndShortStrangleStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortStrangleStrategiesAlgorithm.cs
@@ -145,7 +145,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$15000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMELSHQVZA|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "4.21%"},
-            {"OrderListHash", "e2227791e3ca5bf42a6286ef8014744e"}
+            {"OrderListHash", "dff4c8a7a24047e7a857fda355502b36"}
         };
     }
 }
diff --git a/Algorithm.CSharp/NakedCallStrategyAlgorithm.cs b/Algorithm.CSharp/NakedCallStrategyAlgorithm.cs
@@ -124,7 +124,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$8000.00"},
             {"Lowest Capacity Asset", "GOOCV WBGM92QHIYO6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.19%"},
-            {"OrderListHash", "01b1231544147c79964ba9c0c4ede790"}
+            {"OrderListHash", "44e53ac6f2dff1ad4a7c34bcd4e5f0d4"}
         };
     }
 }
diff --git a/Algorithm.CSharp/NakedPutStrategyAlgorithm.cs b/Algorithm.CSharp/NakedPutStrategyAlgorithm.cs
@@ -124,7 +124,7 @@ protected override void LiquidateStrategy()
             {"Estimated Strategy Capacity", "$10000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.13%"},
-            {"OrderListHash", "c9e0862ca284ca35a4d1abb9ce58ea46"}
+            {"OrderListHash", "27cefe3a419018bb6b0bd26735cad576"}
         };
     }
 }
diff --git a/Algorithm.CSharp/NakedShortOptionStrategyOverMarginAlgorithm.cs b/Algorithm.CSharp/NakedShortOptionStrategyOverMarginAlgorithm.cs
@@ -167,7 +167,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$1800000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "7.50%"},
-            {"OrderListHash", "0418745669e8e8c3c98ff75c10deeab5"}
+            {"OrderListHash", "e2e0ddfc52c963683da287cf7600fcc5"}
         };
     }
 }
diff --git a/Algorithm.CSharp/NullMarginComboOrderRegressionAlgorithm.cs b/Algorithm.CSharp/NullMarginComboOrderRegressionAlgorithm.cs
@@ -72,7 +72,7 @@ protected override void PlaceTrades(OptionContract optionContract)
             {"Estimated Strategy Capacity", "$8800000.00"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "7580.62%"},
-            {"OrderListHash", "ea97bdd2b85abb9e628d44788bad0eba"}
+            {"OrderListHash", "d19c696bc30e5d6ea743d7ba33b07925"}
         };
     }
 }
diff --git a/Algorithm.CSharp/RevertComboOrderPositionsAlgorithm.cs b/Algorithm.CSharp/RevertComboOrderPositionsAlgorithm.cs
@@ -209,7 +209,7 @@ private decimal GetComboOrderFillPrice(List<OrderTicket> orderTickets)
             {"Estimated Strategy Capacity", "$16000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2088.83%"},
-            {"OrderListHash", "28d2da503142331e4129ea11cd36857a"}
+            {"OrderListHash", "f2b37471b38c6ee668024690407a2131"}
         };
     }
 }
diff --git a/Algorithm.CSharp/RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs b/Algorithm.CSharp/RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm.cs
@@ -173,7 +173,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$190000.00"},
             {"Lowest Capacity Asset", "GOOCV 306CZK4DP0LC6|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "1.19%"},
-            {"OrderListHash", "c7672fdeef16c3c524e1e10557e2e4e3"}
+            {"OrderListHash", "4a5e3aac203b4a44532db1e657de3245"}
         };
     }
 }
diff --git a/Algorithm.Python/ComboOrderTicketDemoAlgorithm.py b/Algorithm.Python/ComboOrderTicketDemoAlgorithm.py
@@ -152,15 +152,15 @@ def ComboLegLimitOrders(self):
             # if neither order has filled, bring in the limits by a penny
 
             for ticket in combo1:
-                newLimit = ticket.Get(OrderField.LimitPrice) + (1 if ticket.Quantity > 0 else -1) * 0.01
+                newLimit = round(ticket.Get(OrderField.LimitPrice) + (1 if ticket.Quantity > 0 else -1) * 0.01, 2)
                 self.Debug(f"Updating limits - Combo #1: {newLimit:.2f}")
                 fields = UpdateOrderFields()
                 fields.LimitPrice = newLimit
                 fields.Tag = f"Update #{len(ticket.UpdateRequests) + 1}"
                 ticket.Update(fields)
 
             for ticket in combo2:
-                newLimit = ticket.Get(OrderField.LimitPrice) + (1 if ticket.Quantity > 0 else -1) * 0.01
+                newLimit = round(ticket.Get(OrderField.LimitPrice) + (1 if ticket.Quantity > 0 else -1) * 0.01, 2)
                 self.Debug(f"Updating limits - Combo #2: {newLimit:.2f}")
                 fields.LimitPrice = newLimit
                 fields.Tag = f"Update #{len(ticket.UpdateRequests) + 1}"