Implement Combo Order Type in Cross Zero Order

[Romazes]

Expected Behavior

CrossZeroOrder should support placing and managing Combo order types seamlessly, similar to how it handles other order types.

Actual Behavior

Currently, CrossZeroOrder does not recognize or process Combo orders, which limits its usability for multi-leg strategies (e.g., spreads, straddles). Orders fail when a ComboOrder is CanSubmitted(...) in class <BrokerageName>BrokerageModel.

Potential Solution

• Extend CrossZeroOrder logic to include handling for:
  • ComboMarket
  • ComboLimit
  • ComboLegLimit
• Add tests for execution and lifecycle management of Combo orders.

Brokerage which support CrossZeroOrder and Combo Order types

• TradeStation
• Tastytrade

Related PRs

• https://github.com/QuantConnect/Lean/pull/8051
• https://github.com/QuantConnect/Lean.Brokerages.TradeStation/pull/24
• https://github.com/QuantConnect/Lean/pull/8959

Checklist

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