By the way, I'll add here one other bit of "high-level thinking" by IB that doesn't work for my situation.
So I'm testing for concurrence, and different threads send orders at, essentially, the same time. One to Buy, another to Sell, I'm freely paying $10 for the test (Bid - Ask) (I can't truly test in paper accounts).
Both orders were "MKT" orders- they were to execute, no questions asked.
Well, IB rejected the second order, saying it "crossed" the first one. I suppose I can understand the motivation for this, protecting regular traders from obvious mistakes.
