From the documentation/samples, my understanding is that each leg of option strategies such as iron condor is not done atomically and rather each leg is executed individually. Am I correct?

Thinkorswim lets you set the price for the credit for iron condor and searches until the matching best prices is found for all legs and executes it. Is there any plan for adding a feature to let the broker handle in the quantconnect code?

If not atomic, we may run it in to issues with sharp changes in prices. Any ideas on how the current quantconnect option users are mitigating the risks? 

Thanks