Very interesting. Let me make it clearer.
First, set Fill flag to 3, that means with daily bars, this mode simulates trading at the market open price of the next day.
We use daily bars.

In backtest mode, suppose I enterLong(1000) at current bar, it should be filled at next bar's open price. But the next bar's volume is 2000,
I think at most 10% can belong to me, so my order should be filled by 10%*2000=200 shares, the left 800 shares cannot be filled.
You suggest to peek, but in practice, you can't peek. I think this should be treated by zorro automaticly. I wonder if zorro can do this?