diff --git a/sysbrokers/IB/client/ib_orders_client.py b/sysbrokers/IB/client/ib_orders_client.py
index 52ea136894..4f65bd521c 100644
--- a/sysbrokers/IB/client/ib_orders_client.py
+++ b/sysbrokers/IB/client/ib_orders_client.py
@@ -140,7 +140,7 @@ def _build_ib_order(
     ) -> ibOrder:
         ib_BS_str, ib_qty = resolveBS_for_list(trade_list)
 
-        if order_type is market_order_type:
+        if order_type == market_order_type:
             ib_order = ibMarketOrder(ib_BS_str, ib_qty)
         elif order_type is limit_order_type:
             if limit_price is None:
diff --git a/sysbrokers/IB/ib_broker_commissions.py b/sysbrokers/IB/ib_broker_commissions.py
index cfd57387bb..a2f5052699 100644
--- a/sysbrokers/IB/ib_broker_commissions.py
+++ b/sysbrokers/IB/ib_broker_commissions.py
@@ -6,6 +6,7 @@
 from sysobjects.contracts import futuresContract
 
 from syslogging.logger import *
+from syscore.genutils import quickTimer
 
 class ibFuturesContractCommissionData(brokerFuturesContractCommissionData):
     """
@@ -48,11 +49,15 @@ def get_commission_for_contract(self, futures_contract: futuresContract) -> floa
 
         order = self.execution_stack.put_what_if_order_on_stack(broker_order)
 
-        while not self.execution_stack.is_completed(order.order.order_id):
+        timer = quickTimer(5)
+        while timer.unfinished:
             ## could last forever!
-            continue
+            commission = order.order.commission
+            commission_ccy = order.order.trade_with_contract_from_ib
 
-        order_from_stack = self.execution_stack.get_order_with_id_from_stack(order_id=order.order.order_id)
-        return order_from_stack.commission / 10.0
+            print(commission)
+            print(commission_ccy)
+
+        return commission / 10.0
 
 test_commission_strategy = "testCommmission"