When a market order doesn't fill in five seconds and times out, the order tag is updated to "timed out" (and the order status changes?). A brokerage message suggests the order might get filled and that they can increase the self.transactions.market_order_fill_timeout.
Actual Behavior
The user doesn't know why the order hasn't been filled. In some cases, the order is filled at the brokerage.
Potential Solution
N/A
Reproducing the Problem
It is not deterministic as it depends on the brokerage response time.
System Information
QuantConnect Cloud
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
[x] I have provided detailed steps to reproduce the issue
Expected Behavior
When a market order doesn't fill in five seconds and times out, the order tag is updated to "timed out" (and the order status changes?). A brokerage message suggests the order might get filled and that they can increase the
self.transactions.market_order_fill_timeout.Actual Behavior
The user doesn't know why the order hasn't been filled. In some cases, the order is filled at the brokerage.
Potential Solution
N/A
Reproducing the Problem
It is not deterministic as it depends on the brokerage response time.
System Information
QuantConnect Cloud
Checklist
masterbranch