#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Api;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Commands;
    using QuantConnect.Configuration;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Auxiliary;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.Data.Custom.IconicTypes;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.Shortable;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.OptionExercise;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Orders.TimeInForces;
    using QuantConnect.Python;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Positions;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;
    using QuantConnect.Securities.CryptoFuture;
    using QuantConnect.Securities.IndexOption;
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Securities.Volatility;
    using QuantConnect.Storage;
    using QuantConnect.Statistics;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
    using Calendar = QuantConnect.Data.Consolidators.Calendar;
#endregion

using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Orders;

namespace QuantConnect.Algorithm.CSharp
{
    public class OrderTicketIssueAlgorithm : QCAlgorithm
    {
        string _symbolName = "SPY";

        TimeSpan _marketOrderFillTimeout = TimeSpan.FromSeconds(5);

        public override void Initialize()
        {
            SetStartDate(2013, 10, 7);
            SetEndDate(2013, 10, 11);
            SetCash(100000);
            AddSecurity(SecurityType.Equity, _symbolName, Resolution.Minute);
        }

        public override void OnData(Slice data)
        {
            TestMarketOrders();
        }

        private void TestMarketOrders()
        {
            if (Time.Day == 7 && Time.Hour == 9 && Time.Minute == 35)
            {
                Debug("Submitting MarketOrder (synchronous)");

                // submit a market order using synchronous processing
                var marketOrderTicket = MarketOrder(symbol:_symbolName, quantity:10, asynchronous: false, tag:"m1");
                if (marketOrderTicket.Status != OrderStatus.Filled)
                {
                    Debug("ERROR: Synchronous market order was not filled!");
                    Quit();
                }

                Debug("Submitting MarketOrder (asynchronous)");
                marketOrderTicket = MarketOrder(symbol:_symbolName, quantity:10, asynchronous: true, tag:"m2");

                // Wait for async order to be filled...
                // In backtest, this should be filled immediately, but in live mode, this can be delayed...
				for (var waitRetry=0; waitRetry<6; waitRetry++)
				{
					if (marketOrderTicket.Status != OrderStatus.Filled)
					{
						if (waitRetry>0) Debug($"{Time}: Market order not yet filled. Waiting: retry={waitRetry}...");
						// Wait for fill timeout if not yet filled...
                        // Use OrderTicket.OrderClosed WaitHandle to wait with timeout for the Filled notification...
						if (! marketOrderTicket.OrderClosed.WaitOne(_marketOrderFillTimeout))
						{
							Debug($"{Time}: WARNING: Market order not yet filled after waiting for {_marketOrderFillTimeout.TotalSeconds} seconds: Status={marketOrderTicket.Status}...");
						}
					}

					if (marketOrderTicket.Status == OrderStatus.Filled)
					{
						Debug($"{Time}: Async market order was filled");
						break;
					}
				}

                if (marketOrderTicket.Status != OrderStatus.Filled)
                {
                    Debug($"{Time}: WARNING (ERROR in backtest mode): Async market order was not filled: Status={marketOrderTicket.Status}");
                }
            }
        }


        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            bool symbolFound = false;

			Debug($"{Time.ToString("o")}: OnOrderEvent: {orderEvent.ToString()}");
            string orderEventSymbolValue = orderEvent.Symbol.Value;
			Debug($"{Time}: OnOrderEvent: symbol={orderEvent.Symbol}");
			Debug($"{Time}: OnOrderEvent: symbolValue={orderEventSymbolValue}");

            if (orderEventSymbolValue == _symbolName)
            {
                symbolFound = true;
                Debug($"{Time}: OnOrderEvent: Symbol={orderEventSymbolValue} found");
            }

			if (!symbolFound)
			{
				Debug($"{Time}: OnOrderEvent: INFO: Symbol={orderEventSymbolValue} not found");
			} 

            switch (orderEvent.Status)
            {
                case OrderStatus.New:
                case OrderStatus.None:
                case OrderStatus.Submitted:
                case OrderStatus.Invalid:
                    break;
                case OrderStatus.PartiallyFilled:
					Debug($"{Time}: OnOrderEvent: Symbol={orderEventSymbolValue}: OrderId={orderEvent.OrderId}: Status={orderEvent.Status}");
                	Debug($"{Time}: OnOrderEvent: OrderFee={orderEvent.OrderFee} Message={orderEvent.Message} IsAssignment={orderEvent.IsAssignment} Direction={orderEvent.Direction} Portfolio.Invested={Portfolio.Invested}");
                	Debug($"{Time}: OnOrderEvent: PartiallyFilled - waiting for Filled order event");
					break;

                case OrderStatus.Filled:
					Debug($"{Time}: OnOrderEvent: Symbol={orderEventSymbolValue}: OrderId={orderEvent.OrderId}: Status={orderEvent.Status}: FillQuantity={orderEvent.FillQuantity} FillPrice={orderEvent.FillPrice}");
                	Debug($"{Time}: OnOrderEvent: OrderFee={orderEvent.OrderFee} Message={orderEvent.Message} IsAssignment={orderEvent.IsAssignment} Direction={orderEvent.Direction} Portfolio.Invested={Portfolio.Invested}");
                    break;

                case OrderStatus.Canceled:
					Debug($"{Time}: OnOrderEvent: Symbol={orderEventSymbolValue}: OrderId={orderEvent.OrderId}: Status={orderEvent.Status}");
                    break;
                default:
					Debug($"{Time}: OnOrderEvent: Symbol={orderEventSymbolValue}: OrderId={orderEvent.OrderId}: Status={orderEvent.Status}");
                    break;
            }
        }
   }
}