Mariner Backtesting - Limit Order Logic

The order is always accepted.

If the order is marketable, it is filled at the limit if the limit crosses the bid (selling) or ask (buying). If the order is not marketable, it is compared to the minute-bar highest bid (if selling) or the minute-bar lowest ask (if buying). If the high bid or low ask crosses our limit, the order is filled at the limit. The number of shares filled is the symbol's bid_size * lot_size (for selling) or ask_size * lot_size (for buying).

The order can be cancelled at any time.