Possible Issue Acknowledging Filled Market Order

[AlexCatarino]

Expected Behavior

Market orders are filled within 1 second.

Actual Behavior

30-seconds is a lot for an ETF like QID trading over 10 million per day:

2023-11-30T19:44:01.2932044Z TRACE:: LiveTradingResultHandler.OrderEvent(): Time: 11/30/2023 19:44:01 OrderID: 4 EventID: 1 Symbol: QID Status: Submitted Quantity: -380 BrokerId:
2023-11-30T19:44:01.8079320Z TRACE:: LiveTradingResultHandler.ProcessSynchronousEvents(): Processing Notification...
2023-11-30T19:44:27.1844812Z TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 408, Sample: 426, App: 2919, CurrentTimeStepElapsed: 00:00.000. CPU: 10%
2023-11-30T19:44:30.7092220Z ERROR:: SecurityTransactionManager.WaitForOrder(): Order did not fill within 30 seconds.

We asked the member to place async orders:

self.MarketOrder(symbol, qty,True)

and orders have been filled within 1-second so far.

Potential Solution

N/A

Reproducing the Problem

Trade QID. Buy orders are Ok, but sell orders time out.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue

[jhonabreul]

This may have been a Tradier side issue but is fixed now. The order is not timing out but being rejected:

20250530 19:43:00.044 TRACE:: TradierBrokerage.PlaceOrder(): OrderId: 1 (BrokerId: ) New Market order for -1 units of QID
20250530 19:43:00.052 TRACE:: TradierBrokerage.TradierPlaceOrder(): Market to SellShort 1 units of QID
20250530 19:43:00.573 TRACE:: TradierBrokerage.TradierPlaceOrder(): order submitted successfully: 17892751
20250530 19:43:00.581 TRACE:: LiveTradingResultHandler.OrderEvent(): Time: 05/30/2025 19:43:00 OrderID: 1 EventID: 1 Symbol: QID Status: Submitted Quantity: -1 BrokerId:
20250530 19:43:00.777 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 3, Sample: 24, App: 124, CurrentTimeStepElapsed: 00:00.000. CPU: 6%
20250530 19:43:00.781 TRACE:: Debug: New Order Event: Time: 05/30/2025 19:43:00 OrderID: 1 EventID: 1 Symbol: QID Status: Submitted Quantity: -1
20250530 19:43:01.150 TRACE:: LiveTradingResultHandler.OrderEvent(): Time: 05/30/2025 19:43:01 OrderID: 1 EventID: 2 Symbol: QID Status: Invalid Quantity: -1 Message: . BrokerId: 17892751

Their API responds 200 OK but then we the next event is "rejected" with the following reason message:

"This symbol is not available for short sales. Please contact 980-272-3880 for questions or concerns".

I will add this reason message to the "invalid" order event message in #36, so that the order event would look like this:

20250530 19:43:01.150 TRACE:: LiveTradingResultHandler.OrderEvent(): Time: 05/30/2025 19:43:01 OrderID: 1 EventID: 2 Symbol: QID Status: Invalid Quantity: -1 Message: This symbol is not available for short sales. Please contact 980-272-3880 for questions or concerns. BrokerId: 17892751