I wouldn't advise using delay/sleep.
Why do you not place new orders when one is filled?
In OnData, for example, you place the first order, say buy 100 shares of SPY of a total of 1000.
When an order status changes you are notified at OnOrderEvent, so when that order #1 is filled, you place order #2 (and reduce the total target quantity to 900). When order #2 is filled, you place order #3 (and reduce the total target quantity to 800) and so on.
Alternatively, you can use second-resolution data, create a consolidator for x seconds with an event handler that places the orders.