IBRK: Partially filled bracket order and SL triggered

[bartlaw]

Bug Report

I have the following setup: bracket limit order with SL and TK market orders. When stop loss is triggered when the limit order is only partially filled, I see the following error:

[ERROR] TESTER-001.InteractiveBrokersClient-003: Error on '_run_msg_handler_processor': ValueError("'quantity' not a positive real, was 0.0")

After that position on NT side is corrupted.

I see the same behavior on the 1.218 version and 1.219 today's nightly build.

Confirmation

Before opening a bug report, please confirm:

• I’ve re-read the relevant sections of the documentation.
• I’ve searched existing issues and discussions to avoid duplicates.
• I’ve reviewed or skimmed the source code (or examples) to confirm the behavior is not by design.
• I’ve tested this issue using a recent development wheel (dev develop or a nightly) and can still reproduce it.

Expected Behavior

Actual Behavior

Steps to Reproduce the Problem

1. Fire bracket order from NT with qty = 100
2. Modify/move the limit order in TWS until it is partially filled.
3. Move limit order away from current price.
4. Move the stop order until it is filled.

Code Snippets or Logs

Specifications

• OS platform: Docker
• Python version: 3.13.4
• nautilus_trader version: 1.219.0 docker nightly build

[faysou]

Hello, can you please provide some MRE so I can have a look ? It's relatively easy for me to debug things, but I don't want to spend time reproducing the bug. Thanks

[bartlaw]

Hi @faysou
Attached code to reproduce. 90% of the time it will produce the bug. The trick is that the entry order must get partially filled (it is random). So if it does not work on the first run, just stop and try again.

mre.zip

[faysou]

I've just made a PR to fix this, please test if it solves the issue.

[bartlaw]

Do you cancel bracket orders with qty=0? I believe they are valid orders needed in case the partially filled limit entry order is filled.

[faysou]

to be honest I've used augment code for this solution. if you need more, you can have a look at it and use the same tool.

[bartlaw]

If it cancels bracket orders and leaves limit order unprotected without stop loss, it is not good. It is better if it just crashes.

[faysou]

ok, then I close the PR, and you can try to fix it. try to use augment code or another modern type of agent, it's really useful for complex problems where you don't know where to look at. You can say it what you want and observe until it works.