Notify User About 5-Second Order Timeout

[AlexCatarino]

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