Unexpected Order Event Handling

Expected Behavior

Settings.UnexpectedOrderEventsHandling 
    = UnexpectedOrder.Ignore       # Drop without matching order id.
    = UnexpectedOrder.Merge       # Add asset; accept the fill.
    = UnexpectedOrder.Shutdown # Default

void OnUnexpectedOrderEvent(UnexpectedOrderEvent event);

It could allow users to manually enter with intelligent risk control exits. Or reusing the same UUID in FIX networks.

Actual Behavior

Always shuts down strategy.

Potential Solution

In the fill handling add the additional options above and act based on the setting of the strategy.

Reproducing the Problem

Placing a trade in the OANDA cloud terminal while running a live Oanda algorithm

Checklist

• I have filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

Start by locating the fill-handling code and the strategy settings related to UnexpectedOrderEventsHandling. Trace how an unexpected OANDA order event currently causes shutdown, then review how the proposed Ignore, Merge, and Shutdown options and OnUnexpectedOrderEvent callback should fit together. Done means the selected behavior is applied consistently and the unexpected-order scenarios are covered by tests.