Ok I posted about this yesterday, but I am placing an order, have received a resting response. Then when I call open_orders ~500ms later, the order isn't present. When I encounter this error I am calling query_order_by_id and query_order_by_cloid and both confirm the order exists. My program is not multithreaded, and as far as I know, requests via the python sdk are blocking so I seriously doubt it is a race condition. What could be happening? Is there some caching issue with open_orders? Should I be waiting longer to immediately query it?
Ok I posted about this yesterday, but I am placing an order, have received a resting response. Then when I call open_orders ~500ms later, the order isn't present. When I encounter this error I am calling query_order_by_id and query_order_by_cloid and both confirm the order exists. My program is not multithreaded, and as far as I know, requests via the python sdk are blocking so I seriously doubt it is a race condition. What could be happening? Is there some caching issue with open_orders? Should I be waiting longer to immediately query it?