Paper Trading – BTCUSD Market Order stays indefinitely in Submitted status

Hi,

I'm trying to run a very simple BTCUSD algorithm with QuantConnect Paper Trading.

The algorithm receives fresh BTCUSD minute data correctly, but a Market Order remains indefinitely in Submitted status and is never filled.

Configuration:

• QuantConnect Paper Trading
• L-MICRO live node
• NY7
• QuantConnect data provider
• BTCUSD / Coinbase
• Minute resolution
• USD cash account

Example from the live log:

FRESH BTC DATA | Price=77267.04

Immediately after receiving that fresh data:

SENDING MARKET BUY | Qty=0.001

The resulting order event is:

Status=Submitted | Qty=0 | Fill=0.00

The order remains Submitted in the Orders tab with $0.00 fill.

I also tested both BrokerageName.QuantConnectBrokerage and BrokerageName.Coinbase, with the same result.

Minimal reproduction:

using QuantConnect;
using QuantConnect.Algorithm;
using QuantConnect.Brokerages;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Orders;

public class BtcPaperFillTest : QCAlgorithm
{
    private Symbol _btc;
    private bool _sent;

    public override void Initialize()
    {
        SetCash(10000);

        SetBrokerageModel(
            BrokerageName.QuantConnectBrokerage,
            AccountType.Cash
        );

        _btc = AddCrypto(
            "BTCUSD",
            Resolution.Minute,
            Market.Coinbase
        ).Symbol;
    }

    public override void OnData(Slice data)
    {
        if (_sent || !data.Bars.ContainsKey(_btc))
            return;

        var price = Securities[_btc].Price;
        if (price <= 0)
            return;

        Log($"FRESH BTC DATA | Price={price:F2}");

        MarketOrder(
            _btc,
            0.001m,
            tag: "PAPER FILL TEST"
        );

        _sent = true;
    }

    public override void OnOrderEvent(OrderEvent orderEvent)
    {
        Log(
            $"ORDER EVENT | " +
            $"Status={orderEvent.Status} | " +
            $"Qty={orderEvent.FillQuantity} | " +
            $"Fill={orderEvent.FillPrice:F2} | " +
            $"Message={orderEvent.Message}"
        );
    }
}

Since BTCUSD trades 24/7 and the algorithm is receiving fresh data immediately before submitting the order, I expected the Paper Trading market order to fill immediately.

Is there anything missing from this configuration, or is there currently an issue with BTCUSD fills in QuantConnect Paper Trading?

Thanks.