I have a second similar strategy, which places market orders and there is no problem with it. They both share the same order processing logic. Only limit orders are affected.
I've extracted an example of such behavior for a single transakction from trace and log files and documented individual steps, but I'm unable to figure out, what is causing the problem.
Would you be so kind to take a look on trace and log file I've prepared? Could I send them to you by e-mail? Maybe you would be able to come up with an idea, that would allow to troubleshoot the issue.
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