diff --git a/iron_condor.py b/iron_condor.py
index fc35193..db75166 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -60,10 +60,10 @@ def monitor_spread_price(short_leg: OptionLeg, long_leg: OptionLeg, stop_price:
                 short_leg_exit = replace(short_leg, action = BUY if short_leg.action == SELL else SELL)
                 long_leg_exit = replace(long_leg, action = BUY if long_leg.action == SELL else SELL)
                 if long_contract.bid > 0:
-                    client.submit_combo_option_order([short_leg_exit, long_leg_exit], quantity)
+                    client.submit_spread_order(short_leg_exit, long_leg_exit)
                     logging.info('Whole spread exited.')
                 else:
-                    client.submit_single_option_order(short_leg_exit, quantity)
+                    client.submit_option_order(short_leg_exit)
                     logging.info('Short leg only exited.')
 
                 # Unsubscribe from market data updates once the trade has exited.
@@ -121,51 +121,57 @@ def _enter_iron_condor(entry_time: datetime):
 
     ibkr_client = Client()
 
-    trade_records = []
-    call_spread_details = {}
-    put_spread_details = {}
-
     short_call_leg = OptionLeg(symbol, expiration, short_call_strike, CALL, SELL, sub_symbol)
     long_call_leg = OptionLeg(symbol, expiration, long_call_strike, CALL, BUY, sub_symbol)
 
-    call_spread_order = ibkr_client.submit_combo_option_order([short_call_leg, long_call_leg], quantity)
-    while not call_spread_order.isDone():
-        ibkr_client.ib.waitOnUpdate()
+    call_spread_order = ibkr_client.submit_spread_order(short_call_leg, long_call_leg)
+    call_spread_limit = call_spread_order.limit_price
+    call_spread_fill = call_spread_order.fill_price
+    logging.info(f'Call Spread Limit Price: {call_spread_limit}')
+    logging.info(f'Call Spread Fill Price: {call_spread_fill}')
+    logging.info(f'Call Spread Slippage: {call_spread_fill - call_spread_limit}')
 
-    if call_spread_order.orderStatus.status == 'Filled':
-        fill_price = abs(call_spread_order.orderStatus.avgFillPrice)
-        logging.info(f'Call Spread Fill Price: {fill_price}')
-        monitor_spread_price(short_call_leg, long_call_leg, fill_price * 2, ibkr_client)
-
-        call_spread_details = {
-            'Legs': [
-                {'Action': 'SELL', 'Strike': short_call_strike, 'Type': 'CALL'},
-                {'Action': 'BUY', 'Strike': long_call_strike, 'Type': 'CALL'}
-            ],
-            'Open': fill_price
-        }
+    monitor_spread_price(
+        short_leg = short_call_leg, 
+        long_leg = long_call_leg, 
+        stop_price = call_spread_fill * 2, 
+        client = ibkr_client
+    )
 
     short_put_leg = OptionLeg(symbol, expiration, short_put_strike, PUT, SELL, sub_symbol)
     long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)
 
-    put_spread_order = ibkr_client.submit_combo_option_order([short_put_leg, long_put_leg], quantity)
-    while not put_spread_order.isDone():
-        ibkr_client.ib.waitOnUpdate()
+    put_spread_order = ibkr_client.submit_spread_order(short_put_leg, long_put_leg)
+    put_spread_limit = put_spread_order.limit_price
+    put_spread_fill = put_spread_order.fill_price
+    logging.info(f'Put Spread Limit Price: {put_spread_limit}')
+    logging.info(f'Put Spread Fill Price: {put_spread_fill}')
+    logging.info(f'Put Spread Slippage: {put_spread_fill - put_spread_limit}')
 
-    if put_spread_order.orderStatus.status == 'Filled':
-        fill_price = abs(put_spread_order.orderStatus.avgFillPrice)
-        logging.info(f'Put Spread Fill Price: {fill_price}')
-        monitor_spread_price(short_put_leg, long_put_leg, fill_price * 2, ibkr_client)
+    monitor_spread_price(
+        short_leg = short_put_leg, 
+        long_leg = long_put_leg, 
+        stop_price = put_spread_fill * 2, 
+        client = ibkr_client
+    )
 
-        put_spread_details = {
-            'Legs': [
-                {'Action': 'SELL', 'Strike': short_put_strike, 'Type': 'PUT'},
-                {'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'}
-            ],
-            'Open': fill_price
-        }
+    call_spread_details = {
+        'Legs': [
+            {'Action': 'SELL', 'Strike': short_call_strike, 'Type': 'CALL'},
+            {'Action': 'BUY', 'Strike': long_call_strike, 'Type': 'CALL'}
+        ],
+        'Open': call_spread_fill
+    }
 
-    trade_records.append({
+    put_spread_details = {
+        'Legs': [
+            {'Action': 'SELL', 'Strike': short_put_strike, 'Type': 'PUT'},
+            {'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'}
+        ],
+        'Open': put_spread_fill
+    }
+
+    upsert(pd.DataFrame([{
         'Date': datetime.now().date(),
         'Symbol': symbol,
         'Strategy': f'${credit_target:.2f} Iron Condor',
@@ -173,8 +179,7 @@ def _enter_iron_condor(entry_time: datetime):
         'Exit Time': None,
         'Spreads': [call_spread_details, put_spread_details],
         'Profit': None
-    })
-    upsert(pd.DataFrame(trade_records))
+    }]))
 
     # TODO: Add a shutdown hook.
     ibkr_client.run_event_loop()
\ No newline at end of file