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Bot needs to add another order state before pending, called "inflight". If HTTP receives OK, inflight becomes pending. Otherwise, try to send the same order again, unless it is already marked as pending cancel. If we retry cancel more than X times and order is still in "inflight" state, consider that order has been cancelled. Moreover, if we cancel an order and do not receive HTTP OK, try again, just as we do when we receive cancel_reject.
Quick Fix: If we retry cancel X times and order is still pending, assume it is cancelled. Also if order is at a long time waiting cancel, try again.
Bot needs to add another order state before pending, called "inflight". If HTTP receives OK, inflight becomes pending. Otherwise, try to send the same order again, unless it is already marked as pending cancel. If we retry cancel more than X times and order is still in "inflight" state, consider that order has been cancelled. Moreover, if we cancel an order and do not receive HTTP OK, try again, just as we do when we receive cancel_reject.
Quick Fix: If we retry cancel X times and order is still pending, assume it is cancelled. Also if order is at a long time waiting cancel, try again.