Combo Order Shows up as a Negatitive Quantity of its Complement

[that-github-user]

I'm experiencing odd behavior and I can't tell if it's just IBKR or more than likely something to do with the code I've put together. This is in the context of daily SPX options.

I have two choices for a combo order:

            if spread_type == "bull_put":
                # Bull Put: Sell put (short), Buy put (long)
                short_combo_leg = ComboLeg(
                    conId=short_leg.conId,
                    ratio=1,
                    action='SELL',
                    exchange='SMART'
                )
                long_combo_leg = ComboLeg(
                    conId=long_leg.conId,
                    ratio=1,
                    action='BUY',
                    exchange='SMART'
                )
                combo_legs = [short_combo_leg, long_combo_leg]
            else:  # bear_call
                # Bear Call: Sell call (short), Buy call (long)
                short_combo_leg = ComboLeg(
                    conId=short_leg.conId,
                    ratio=1,
                    action='SELL',
                    exchange='SMART'
                )
                long_combo_leg = ComboLeg(
                    conId=long_leg.conId,
                    ratio=1,
                    action='BUY',
                    exchange='SMART'
                )
                combo_legs = [short_combo_leg, long_combo_leg]

            # Create combo contract
            combo_contract = Contract()
            combo_contract.symbol = 'SPX'
            combo_contract.secType = 'BAG'
            combo_contract.currency = 'USD'
            combo_contract.exchange = 'SMART'
            combo_contract.comboLegs = combo_legs

where combo_contract eventually finds its way into this function for submitting the spread order:

    async def submit_spread_order(self, combo_contract, limit_price, quantity=1):
        """Submit spread limit order"""
        try:
            # Round to valid tick size
            rounded_price = self.round_to_tick_size(limit_price)

            # Create limit order
            order = LimitOrder(
                action='BUY',  # Buying the spread (net position)
                totalQuantity=quantity,
                lmtPrice=rounded_price
            )

            # Set order to GTC (Good Till Cancelled)
            order.tif = 'GTC'

            # Allow trading outside regular trading hours
            order.outsideRth = True

            # Submit order
            trade = self.ib.placeOrder(combo_contract, order)
            await asyncio.sleep(1)

            return trade, abs(rounded_price)  # Return trade and premium amount

        except Exception as e:
            self.logger.error(f"❌ Error submitting order: {e}")
            return None, 0

When I select bull_put, everything executes fine and I can verify elsewhere that it indeed shows on the live or paper account that the account has entered into a Bull Put (Put Credit Spread) at the desired strikes.

When I select bear_call however, it carries out the program execution with success, but when I go to TWS or the mobile app to verify, it shows up as a shorted Bull Call (i.e., a quantity of -1 x Call Debit Spread).

Is this some funny business with IBKR wrongly understanding legs or is there an error in my code? What's odd to me is that Bull Puts are executed just fine. The quantity is always 1 and the lmtPrice is always negative to receive credit for the theta play. I searched for other Combo leg nuances both on the IBKR API and the old ib_insync repository, but didn't see any others experience this.

What's also odd is that I have seen the order go through on other SPX strikes and it does turn up in the app/TWS as a positive quantity Bear Call spread. So I guess a follow-up is is this worth fussing over? I don't understand why submitting via ib_async/TWS API results in a complementary order but if this is common and/or expected then I'll just accept it as uncontrollable behavior on IBKR's end.