CancelOpenOrders returns an empty list during warm up instead of throwing - #9862
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Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Jg3xKmkXeokEBZtR28er8N
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CancelOpenOrders()andCancelOpenOrders(symbol)threw duringInitializeand warm up, ending the algorithm. Orders can't be placed while warming up (they come back invalid without stopping the algorithm), so there is never anything to cancel: both now return an empty list instead. Common case: a "flatten" or contract-roll handler that cancels open orders and runs during warm up.🤖 Generated with Claude Code
https://claude.ai/code/session_01Jg3xKmkXeokEBZtR28er8N