[Bug]: Order stuck in pending_cancel

Is there an existing issue for this?

[X] I have searched the existing issues

Current Behavior

When I do a TradingClient.cancel_orders(), my order get stuck in pending_cancel status. It may take a few minutes for it to go away itself. Sometime this issue doesn't happen at all. I do notice sometime it can happen on the orders page https://app.alpaca.markets/orders where you check the box to select all and cancel. I have one now currently stuck in pending_status the whole day. Order id c6ba2784-f809-4946-a483-42def039d1e2 in my paper account. However, it may have successfully cancelled by the time you look at it.

Expected Behavior

I expect when you cancel, an order, or all orders that it will cancel and not get stuck.

SDK Version I encountered this issue in

alpaca-py: v0.13.6

Steps To Reproduce

In the paper account.
Make sure to have multiple open positions. 

Prior to having open positions. I enter bracket orders for multiple stocks. When the orders get filled, there are the two order legs lefts for each of the bracket orders -the target and the stop loss.

The automation tries to exist out the position within 15 to 30 minutes by cancelling all orders and creating a new order OCO orders against the open positions. 

However, before I can get to creating the OCO orders, the existing orders get stuck in the 'pending_cancel' status when trying to cancel all orders. I didn't note the time of how long it takes for it to actually complete cancelling. I just notice when I go back to look at my logs, that my program failed due to pending_cancel. When I rerun at that time - about 30 minutes later or so after the cancel, my oco orders go through because the pending_cancel orders finally completed. I normally run this logic between 9:45AM - 10:15 EST. Not sure if the issue happens because its during peak trading time and a lot of orders are taking some time to complete?

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Sample Bracket order prior to having an open position.

symbol = 'T'
share_size = 100
limit_price = 16.20
take_profit = 17
stop_loss = 15.50

ALPACA_API_KEY = ''
ALPACA_SECRET_KEY = ''

stock_trading_client = TradingClient(ALPACA_API_KEY, ALPACA_SECRET_KEY)

order_req = LimitOrderRequest(symbol=symbol
                               , qty =share_size
                               , side=OrderSide.SELL
                               , type=OrderType.LIMIT
                               , time_in_force=TimeInForce.GTC
                               , limit_price=limit_price
                               , client_order_id = f'{datetime.utcnow().timestamp()}'
                               )

order_req.order_class = OrderClass.BRACKET
order_req.take_profit = TakeProfitRequest(limit_price=take_profit)                    
order_req.stop_loss = StopLossRequest(stop_price=stop_loss)

order = stock_trading_client.submit_order(order_data=order_req)

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After 15 or 30 minutes. I cancel the order to create a new updated order.

stock_trading_client.cancel_orders()

Filled out the Steps to Reproduce section?

[X] I have entered valid steps to reproduce my issue or have attached a minimally reproducible case in code that shows my issue happening; and understand that without this my issue will be flagged as invalid and closed after 30 days.

Anything else?

pending_cancel_issue

alpacahq / alpaca-py