BUG: App Waits for, Attempts to Cancel Already-Filled Order, Possible Duplicate MKT Order -> 2x Position Weight

[moconnell]

Apparently some orders must fill before the update handler is attached. At any rate, the app waits until the timeout and tries to cancel orders that have already filled, resulting in a could-not-cancel-order exception:

20/02/2026, 01:15:39.2601349 (Local time)

Failed to cancel order 325877624290 for ADA: Could not cancel order - [ServerError.Unknown] Unknown error (OK)

YoloBroker.Hyperliquid.Exceptions.HyperliquidException:
   at YoloBroker.Hyperliquid.HyperliquidBroker+<CallAsync>d__30.MoveNext (YoloBroker.Hyperliquid, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null: /home/runner/work/yolo/yolo/src/YoloBroker.Hyperliquid/HyperliquidBroker.cs:890)
   at System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw (System.Private.CoreLib, Version=10.0.0.0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e)
   at System.Runtime.CompilerServices.TaskAwaiter.ThrowForNonSuccess (System.Private.CoreLib, Version=10.0.0.0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e)
   at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification (System.Private.CoreLib, Version=10.0.0.0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e)
   at YoloBroker.Hyperliquid.HyperliquidBroker+<CancelOrderAsync>d__17.MoveNext (YoloBroker.Hyperliquid, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null: /home/runner/work/yolo/yolo/src/YoloBroker.Hyperliquid/HyperliquidBroker.cs:553)
   at System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw (System.Private.CoreLib, Version=10.0.0.0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e)
   at System.Runtime.CompilerServices.TaskAwaiter.ThrowForNonSuccess (System.Private.CoreLib, Version=10.0.0.0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e)
   at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification (System.Private.CoreLib, Version=10.0.0.0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e)
   at YoloBroker.Hyperliquid.HyperliquidBroker+<>c__DisplayClass16_0+<<StartTimeoutMonitoringTask>b__0>d.MoveNext (YoloBroker.Hyperliquid, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null: /home/runner/work/yolo/yolo/src/YoloBroker.Hyperliquid/HyperliquidBroker.cs:451)

This order was filled 5 mins earlier:

21/02/2026 - 01:10:27 | Limit | ADA | Short | -- | 546 | -- | 0.28519 | No | N/A | -- | Filled | 325877624290

[moconnell]

Reopening this as the bug is still there in the latest production release:

2026-02-23T06:35:29   [Information]   Order 327380790316 for ETH timed out and will be cancelled
2026-02-23T06:35:29   [Information]   Cancelling order Order { Id = 327380790316, Symbol = ETH, AssetType = Future, Created = 2/23/2026 6:30:29 AM, OrderSide = Sell, OrderStatus = Open, Amount = 1.2583, Filled = , LimitPrice = 1871.8, ClientId = , OrderType = Limit }
2026-02-23T06:35:29   [Information]   Cancelling futures order 327380790316 for symbol ETH
2026-02-23T06:35:29   [Information]   Order 327380790316 for ETH timed out and will be cancelled
2026-02-23T06:35:29   [Information]   Cancelling order Order { Id = 327380790316, Symbol = ETH, AssetType = Future, Created = 2/23/2026 6:30:29 AM, OrderSide = Sell, OrderStatus = Open, Amount = 1.2583, Filled = , LimitPrice = 1871.8, ClientId = , OrderType = Limit }
2026-02-23T06:35:29   [Information]   Cancelling futures order 327380790316 for symbol ETH
2026-02-23T06:35:30   [Error]   Failed to cancel order 327380790316 for ETH: Could not cancel order - [ServerError.Unknown] Unknown error (OK)
2026-02-23T06:35:30   [Information]   Creating market order for ETH

Added a new weight verification endpoint, which reveals that ETH is 2x overweight:

    {
      "Token": "ETH",
      "RawTargetWeight": -0.061980285490248,
      "ConstrainedTargetWeight": -0.061980285490248,
      "CurrentWeight": -0.124690907368421,
      "EffectiveWeight": -0.061980285490248,
      "DeltaWeight": 0.0627106218781731,
      "IsInUniverse": true,
      "WithinTradeBuffer": false,
      "HasTradableMarket": true
    },

[moconnell]

Order 49013868886 for SOL is no longer open at timeout check; skipping cancellation and market fallback

...but order is still open