From 2c188c7c48f95132933476017954867511f8bcc2 Mon Sep 17 00:00:00 2001
From: Roman Yavnikov <45608740+Romazes@users.noreply.github.com>
Date: Sat, 7 Sep 2024 00:01:37 +0300
Subject: [PATCH] Refactor: use GroupOrderCacheManager (#123)

* feat: use GroupOrderCacheManager

* refactor: get GroupCached Order use Lean extension

* test:refactor: update option Expiration date
---
 ...eractiveBrokersBrokerageAdditionalTests.cs |  2 +-
 .../InteractiveBrokersBrokerage.cs            | 33 ++++---------------
 2 files changed, 7 insertions(+), 28 deletions(-)

diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageAdditionalTests.cs b/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageAdditionalTests.cs
index 13e8f7c..67cb0a4 100644
--- a/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageAdditionalTests.cs
+++ b/QuantConnect.InteractiveBrokersBrokerage.Tests/InteractiveBrokersBrokerageAdditionalTests.cs
@@ -176,7 +176,7 @@ public void SendComboOrderWithUnderlying(OrderType orderType, decimal comboLimit
                 brokerage.CancelOrder(order);
             }
 
-            var optionsExpiration = new DateTime(2023, 7, 21);
+            var optionsExpiration = new DateTime(2024, 9, 6);
             var orderProperties = new InteractiveBrokersOrderProperties();
             var group = new GroupOrderManager(1, legCount: orderType != OrderType.ComboLegLimit ? 3 : 2, quantity: comboDirection == OrderDirection.Buy ? 2 : -2);
 
diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
index 288b984..72ae609 100644
--- a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
+++ b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
@@ -147,6 +147,11 @@ public sealed class InteractiveBrokersBrokerage : Brokerage, IDataQueueHandler,
 
         private readonly ConcurrentDictionary<int, StopLimitOrder> _preSubmittedStopLimitOrders = new();
 
+        /// <summary>
+        /// Provides a thread-safe service for caching and managing original orders when they are part of a group.
+        /// </summary>
+        private GroupOrderCacheManager _groupOrderCacheManager = new();
+
         // tracks requested order updates, so we can flag Submitted order events as updates
         private readonly ConcurrentDictionary<int, int> _orderUpdates = new ConcurrentDictionary<int, int>();
 
@@ -1338,13 +1343,10 @@ 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 (!order.TryGetGroupOrders(TryGetOrder, out var orders))
+            if (!_groupOrderCacheManager.TryGetGroupCachedOrders(order, out var orders))
             {
-                // some order of the group is missing but cache the new one
-                CacheOrder(order);
                 return;
             }
-            RemoveCachedOrders(orders);
 
             // MOO/MOC require directed option orders.
             // We resolve non-equity markets in the `CreateContract` method.
@@ -4975,29 +4977,6 @@ private void HandleManagedAccounts(object sender, IB.ManagedAccountsEventArgs e)
             Log.Trace($"InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: {e.AccountList}");
         }
 
-        /// <summary>
-        /// We cache the original orders when they are part of a group. We don't ask the order provider because we would get a clone
-        /// and we want to be able to modify the original setting the brokerage id
-        /// </summary>
-        private Order TryGetOrder(int orderId)
-        {
-            _pendingGroupOrders.TryGetValue(orderId, out var order);
-            return order;
-        }
-
-        private void CacheOrder(Order order)
-        {
-            _pendingGroupOrders[order.Id] = order;
-        }
-
-        private void RemoveCachedOrders(List<Order> orders)
-        {
-            for (var i = 0; i < orders.Count; i++)
-            {
-                _pendingGroupOrders.TryRemove(orders[i].Id, out _);
-            }
-        }
-
         private void AddGuaranteedTag(IBApi.Order ibOrder, bool nonGuaranteed)
         {
             ibOrder.SmartComboRoutingParams = new List<TagValue>