Client - fast order refresh and stopping bot causes failed to cancel order

[arnelhbot]

Describe the bug Upon testing on Dev1.9.0 with Cross exchange market making strategy set for passive order refresh with certified connectors for both maker and taker, It was observed that a Failed to cancel the following orders on (certified connector): would happen when there are orders created and the bot is stopped.

Tested with: Binance, Kucoin, Ascendex, Gateio, FTX, Bybit, Okx, Hitbtc, Huobi

• List of certified connectors when on Taker_Market has failed to cancel order kucoin, gate io, ftx, hitbtc, huobi
• List of certified connectors when on Maker_Market failed to cancel order kucoin, gateio, ftx, okx, hitbtc, huobi

Note: This seems to be a display issue since there were no actual stuck orders on the exchanges.

Traceback (most recent call last):
  File "/home/ubuntu/Hummingbot/pull_request/development/hummingbot/connector/exchange_py_base.py", line 523, in _execute_order_cancel
    cancelled = await self._place_cancel(order.client_order_id, order)
  File "/home/ubuntu/Hummingbot/pull_request/development/hummingbot/connector/exchange/kucoin/kucoin_exchange.py", line 214, in _place_cancel
    if tracked_order.exchange_order_id in cancel_result["data"].get("cancelledOrderIds", []):
KeyError: 'data'

Steps To Reproduce Here are the steps to reproduce the issue (see attachments in the section below):

1. Clone latest Dev v1.9.0
2. Start Client and create password
3. Connect API Keys
4. Create cross_exchange_market_making strategy
5. Set Kucoin as maker or taker
6. Set to passive order refresh
7. Set min_profitabilty to -1 to trigger order fills
8. Start Bot and wait for order creations
9. Stop bot when you see order fills for both sides

...

Screenshots

Release version Dev1.9.0

Attachments XEMM_logs.zip

[nikspz]

This also happened for pureMM strategy with order refresh time 1 and order_refresh_tolerance on the previous versions

currently can't reproduce

[rapcmia]

We are not able to reproduce this issue on the latest development branch. Closing ticket for now, else we can reopen if issue occurs again/ Thank you