[Feature Request] Support for Bracket Order

[fishstoryyy]

Expected Behavior

Native support for bracket order (IBRK TWS Api bracket order example)

Currently, the workaround to emulate bracket orders is through onOrderEvent (discussion) However, brokerages such as IBKR supports submitting all orders as a bracket, which is not currently supported in Lean (IBKR plug in, bracket orders involves assigning parent orders). Attaching an order with a stop loss and take profit is common and the value of supporting bracket orders natively in Lean helps reduce code needed and avoid delays in order status transmissions. Also in live trading, being able to place bracket orders alleviates the unreliability by a huge degree as it eliminates possible issues such as server goes down, network issues, market data issues, etc. Please consider offer this! thank you.

related issue: #5219

Actual Behavior

No native support of bracket orders.

Potential Solution

Reproducing the Problem

System Information

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue