Notify User About 5-Second Order Timeout

Expected Behavior

When a market order doesn't fill in five seconds and times out, the order tag is updated to "timed out" (and the order status changes?). A brokerage message suggests the order might get filled and that they can increase the self.transactions.market_order_fill_timeout.

Actual Behavior

The user doesn't know why the order hasn't been filled. In some cases, the order is filled at the brokerage.

Potential Solution

N/A

Reproducing the Problem

It is not deterministic as it depends on the brokerage response time.

System Information

QuantConnect Cloud

Checklist

• I have completely 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
• I have provided detailed steps to reproduce the issue

Start by tracing the market-order timeout path around self.transactions.market_order_fill_timeout and how order tags, status, and user-facing brokerage messages are handled. Reproduce or simulate a delayed brokerage response, then verify that a timed-out order clearly communicates its state and possible brokerage fill without misreporting completion.