Update ValidateSufficientBuyingPowerForOrders

Author: JosueNina

Algorithm.CSharp/InsufficientMarginOrderUpdateRegressionAlgorithm.cs

@@ -84,24 +84,29 @@ public override void OnData(Slice data)
         public override void OnOrderEvent(OrderEvent orderEvent)
         {
             // Check if the order is invalid
-            if (_stopOrderTicket != null && orderEvent.OrderId == _stopOrderTicket.OrderId && _stopOrderTicket.Status != OrderStatus.Invalid)
+            if (_stopOrderTicket != null && orderEvent.OrderId == _stopOrderTicket.OrderId && !orderEvent.Message.Contains("Brokerage failed to update order"))
             {
                 throw new RegressionTestException($"Order {_stopOrderTicket.OrderId} with symbol {_stopOrderTicket.Symbol} should have been invalid due to insufficient margin after the update, but its current status is {_stopOrderTicket.Status}.");
             }
 
             // Check if limit order is invalid due to insufficient margin after update
-            if (_limitOrderTicket != null && orderEvent.Id == _limitOrderTicket.OrderId && _limitOrderTicket.Status != OrderStatus.Invalid)
+            if (_limitOrderTicket != null && orderEvent.Id == _limitOrderTicket.OrderId && !orderEvent.Message.Contains("Brokerage failed to update order"))
             {
                 throw new RegressionTestException($"Order {_limitOrderTicket.OrderId} with symbol {_limitOrderTicket.Symbol} should have been invalid due to insufficient margin after the update, but its current status is {_limitOrderTicket.Status}.");
             }
 
             // Check if trailing stop order is invalid due to insufficient margin after update
-            if (_trailingStopOrderTicket != null && orderEvent.Id == _trailingStopOrderTicket.OrderId && _trailingStopOrderTicket.Status != OrderStatus.Invalid)
+            if (_trailingStopOrderTicket != null && orderEvent.Id == _trailingStopOrderTicket.OrderId && !orderEvent.Message.Contains("Brokerage failed to update order"))
             {
                 throw new RegressionTestException($"Order {_trailingStopOrderTicket.OrderId} with symbol {_trailingStopOrderTicket.Symbol} should have been invalid due to insufficient margin after the update, but its current status is {_trailingStopOrderTicket.Status}.");
             }
         }
 
+        public override void OnEndOfAlgorithm()
+        {
+            var orders = Transactions.GetOrders().ToList();
+        }
+
         /// <summary>
         /// Final status of the algorithm
         /// </summary>

Engine/TransactionHandlers/BrokerageTransactionHandler.cs

@@ -940,14 +940,6 @@ private OrderResponse HandleUpdateOrderRequest(UpdateOrderRequest request)
                 return response;
             }
 
-            // modify the values of the order object
-            order.ApplyUpdateOrderRequest(request);
-
-            // rounds the order prices
-            RoundOrderPrices(order, security);
-
-            ticket.SetOrder(order);
-
             // If the order is not part of a ComboLegLimit update, validate sufficient buying power
             if (order.GroupOrderManager == null)
             {
@@ -958,6 +950,14 @@ private OrderResponse HandleUpdateOrderRequest(UpdateOrderRequest request)
                 }
             }
 
+            // modify the values of the order object
+            order.ApplyUpdateOrderRequest(request);
+
+            // rounds the order prices
+            RoundOrderPrices(order, security);
+
+            ticket.SetOrder(order);
+
             bool orderUpdated;
             if (isClosedOrderUpdate)
             {
@@ -1075,11 +1075,23 @@ private OrderResponse ValidateSufficientBuyingPowerForOrders(Order order, OrderR
             {
                 var errorMessage = securities != null
                     ? securities.GetErrorMessage(hasSufficientBuyingPowerResult)
-                    : $"Order Error: id: {order.Id.ToStringInvariant()}, Symbol: {order.Symbol.Value}, Insufficient buying power to complete order, Reason: {hasSufficientBuyingPowerResult.Reason}.";
+                    : $"Brokerage failed to update order with id: {order.Id.ToStringInvariant()}, Symbol: {order.Symbol.Value}, Insufficient buying power to complete order, Reason: {hasSufficientBuyingPowerResult.Reason}.";
                 _algorithm.Error(errorMessage);
-                InvalidateOrders(orders ?? [order], errorMessage);
-                return OrderResponse.Error(request, OrderResponseErrorCode.InsufficientBuyingPower, errorMessage);
+                if (orders == null)
+                {
+                    HandleOrderEvent(new OrderEvent(order,
+                        _algorithm.UtcTime,
+                        OrderFee.Zero,
+                        "Brokerage failed to update order"));
+                    return OrderResponse.Error(request, OrderResponseErrorCode.BrokerageFailedToUpdateOrder, errorMessage);
+                }
+                else
+                {
+                    InvalidateOrders(orders, errorMessage);
+                    return OrderResponse.Error(request, OrderResponseErrorCode.InsufficientBuyingPower, errorMessage);
+                }
             }
+
             return null;
         }