I run a script wherein the code after meeting certain conditions first places a buy order, then prints the order ID, then checks if the order is complete and then places a sell order and prints 'Sell' to signify that.
All this happened thrice within 5 seconds. However, on checking my order book, I noticed an order not placed by me (output would have shown it) was placed too. Order ID - 200902002395607, time being the same as with order ID - 200902002395587.
Is there any reason for this or is it just a bug? I am tracking close to 2900 instruments within a single code so could it be an overload issue?