[dev-belly]

A child decided before the parent deadline but still in flight was absent from Oms.open_orders, so window cancellation missed it. Its arrival later filled alongside the replacement terminal sweep: a 100-unit parent could fill 150 units. The cancel mode could also fill 50 units after reporting that its window had closed.

Cancel all non-terminal submitted children, including orders not yet accepted by the venue. Permit the existing OMS cancellation API's NEW → CANCELLED transition and ignore arrival callbacks for terminal children. Count live children for the open-order guard so a cancelled callback does not consume capacity and block its replacement.

Eight normalized-CSV harness cases cover cancel, sweep, explicit leave, arrival exactly at the deadline, and both one-order and ten-order capacity limits. They reconcile child statuses, cancellation timestamps and fill totals; configured latency still applies to a newly submitted terminal sweep. The execution guide documents these semantics.

Validation: the complete local suite passed 836 tests with 152 skipped. Ruff lint and format passed for 134 Python files, mypy passed for 101 source files, and the eight-policy/style deterministic demo retained its recorded output. Targeted harness/domain/architecture checks also passed. The simulator remains within the 600-line architecture limit. Required remote Python 3.11–3.13, C++ differential, ASan/UBSan and reproducibility checks are tracked at https://github.com/dev-belly/TradeForge/actions/runs/37772324785 .