Support asynchronous non-market orders (#8946)

* Add 'asynchronous' parameter to trading api

* Add regression algorithms

* More fixes for asynchronous orders

* Fix failing unit tests

* Fix failing unit tests

* Add multiple orders requests in transaction handler

Make each transaction thread handle requests corresponding to the same order

* Refactor order state machine in BrokerageTransactionHandler

Now using a single dictionary to hold orders and their state, either pending for submission, open or closed.

* Revert: remove complete orders from new state machine in BTH

* Add order ticket to new BTH open orders state machine

* Run syn in Backtesting transaction handler for new orders submission

* Remove OpenOrderState.SubmissionPending property

* Add Security to OpenOrderState

* Minor fix

* Cleanup

* Some cleanup in BTH

* Cleanup

* Minor fix

* Minor unit test fix

* Minor fix

* Make Brokerage.ConcurrencyEnable property virtual

* Minor change

* Cleanup

* Add 'asynchronous' parameter to SetHoldings api

* Improve regression algorithms

Algorithm.Python/StopLimitOrderRegressionAlgorithm.py

@@ -25,6 +25,7 @@ class StopLimitOrderRegressionAlgorithm(QCAlgorithm):
     tolerance = 0.001
     fast_period = 30
     slow_period = 60
+    asynchronous_orders = False
 
     def initialize(self):
         self.set_start_date(2013, 1, 1)
@@ -46,9 +47,9 @@ class StopLimitOrderRegressionAlgorithm(QCAlgorithm):
 
         security = self.securities[self._symbol]
         if self._buy_order_ticket is None and self.trend_is_up():
-            self._buy_order_ticket = self.stop_limit_order(self._symbol, 100, stop_price=security.high * 1.10, limit_price=security.high * 1.11)
+            self._buy_order_ticket = self.stop_limit_order(self._symbol, 100, stop_price=security.high * 1.10, limit_price=security.high * 1.11, asynchronous=self.asynchronous_orders)
         elif self._buy_order_ticket.status == OrderStatus.FILLED and self._sell_order_ticket is None and self.trend_is_down():
-            self._sell_order_ticket = self.stop_limit_order(self._symbol, -100, stop_price=security.low * 0.99, limit_price=security.low * 0.98)
+            self._sell_order_ticket = self.stop_limit_order(self._symbol, -100, stop_price=security.low * 0.99, limit_price=security.low * 0.98, asynchronous=self.asynchronous_orders)
 
     def on_order_event(self, order_event: OrderEvent):
         if order_event.status == OrderStatus.FILLED:
@@ -67,6 +68,11 @@ class StopLimitOrderRegressionAlgorithm(QCAlgorithm):
                     raise AssertionError(f"Sell stop limit order should have filled with price greater than or equal to the limit price {limit_price}. "
                                     f"Fill price: {order_event.fill_price}")
 
+    def on_end_of_algorithm(self):
+        for ticket in self.transactions.get_order_tickets():
+            if ticket.submit_request.asynchronous != self.asynchronous_orders:
+                raise AssertionError("Expected all orders to have the same asynchronous flag as the algorithm.")
+
     def is_ready(self):
         return self._fast.is_ready and self._slow.is_ready