Hi

I've been trading with OANDA for a good time.

With my Python implementation, I get a slippage of about 30 seconds, which I thought isnt great

But recently as I switched to Zorro, I'm getting filled as long as 50minutes late.

I set Zorro to exitLong at hour==22 on barPeriod==60, but the exit orders are getting filled as late as 22:54!

Is there a way I can troubleshoot this incredible lag?

Its probably my implementation, but the lag is quite unusual, lagging consistently either 20-21min or 50-53 minutes which is a bit too specific.