Force Roll doesn't execute sometimes for liquid names

[emretezel]

Hi Everyone,

Working on the latest master branch.

I am trying to roll GOLD_micro using Force order, but despite forward contract being active, the orders never get filled. Could this be related to lack of spread bid/ask for GOLD_micro or to stack handler logic? I see the following log message a lot.

Cutting down to order size to 3 from 1 because of algo size limit??

2023-09-25 18:59:31 DEBUG stack_handler {'strategy_name': '_ROLL_PSEUDO_STRATEGY', 'instrument_code': 'GOLD_micro', 'contract_order_id': 1072, 'instrument_order_id': 1287} Cut down order to size [3, -3] from [1, -1] because of algo size limit
2023-09-25 18:59:45 DEBUG stack_handler {'strategy_name': '_ROLL_PSEUDO_STRATEGY', 'instrument_code': 'GOLD_micro', 'contract_order_id': 1072, 'instrument_order_id': 1287} Sending order (Order ID:1072) Type best for _ROLL_PSEUDO_STRATEGY/GOLD_micro/20231000_20231200, qty [3, -3], fill [0, 0]@ price, None Parent:1287 Children:no_children to algo sysexecution.algos.algo_original_best.algoOriginalBest
2023-09-25 18:59:45 DEBUG stack_handler {'strategy_name': '_ROLL_PSEUDO_STRATEGY', 'instrument_code': 'GOLD_micro', 'contract_order_id': 1072, 'instrument_order_id': 1287} Cut down order to size [3, -3] from [1, -1] because of algo size limit

Any insight greatly appreciated.

[robcarver17]

My execution algo automatically cuts orders down to a single contract, applies to roll and normal orders.