I'm not sure if I did something wrong, but off a few test BO's I fired today using the API, one case was quite curious.
I fired a BO for Siemens (NSE), BUY at 1162.2 with SL at 5.8 and Sell (square off) at 1.4 on the order_place invocation in the Python Client. Much to my surprise, the order was finally squared off automatically at 3:23 pm at 1146 (which is significantly below the equivalent of 0.5% I'd set). My understanding is that a SL-M order should have got triggered at (1162.2 - 5.8). Even accepting that Market orders price points can't be determined, it is very surprising to see what happened here.
Anyone have any clue ?
For zerodha folks if they could kindly investigate, BO parent_order_id is 170109000229127.