Alpaca Market On Open Order Restriction

Expected Behavior

AlpacaBrokerageModel invalidates MOO orders if they are not placed after 7:00pm and before 9:28am EST.

Actual Behavior

AlpacaBrokerageModel doesn't model this behavior, so when algorithms place MOO at 4 PM EST (DailyPreciseEndTime = True), they receive the following message: opg orders must be submitted after 7:00pm and before 9:28am.

Potential Solution

Do not accept MOO orders outside the valid time window. Suggest using scheduled events to place MOO or set DailyPreciseEndTime to False if placing orders in OnData with daily data.

Reproducing the Problem

Deploy algorithm with daily data, and place order in OnData.

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

Locate AlpacaBrokerageModel and inspect how MOO orders are handled when an algorithm places them in OnData with daily data. Reproduce the 4 PM EST case, then verify that MOO orders outside 7:00pm–9:28am EST are rejected before reaching the brokerage or otherwise produce the intended validation behavior.