Ошибка при отмене заявки

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using StockSharp.Algo;
using StockSharp.Algo.Strategies;
using StockSharp.Algo.Candles;
using StockSharp.Algo.Testing;
using StockSharp.BusinessEntities;
using StockSharp.Logging;

namespace OrderTest
{
  class OpenCancelOrderStrategy:Strategy
  {
    CandleManager _candleManager; //Менеджер свечек
    CandleSeries _series;     //Серия однотиковых свечек
    
    protected override void OnStarted()
    {
      //Начало 
      _candleManager = new CandleManager(this.Connector);
      _series = new CandleSeries(typeof(TickCandle), this.Security, 1);

      Connector.RegisterMarketDepth(this.Security);

      _series
        .WhenCandlesFinished() //Когда закончится тик
        .Do(ProcessCandle) //Вызывать процедуру
        .Apply(this);

      _candleManager.Start(_series);
      base.OnStarted();
    }

    protected override void OnStopped()
    {
      _candleManager.Stop(_series);
      _series.Dispose();
      _candleManager.Dispose();
      base.OnStopped();
    }

    private int IsOrder = 0;
   
    private void ProcessCandle(Candle candle)
    {
      if (IsOrder < 1)
      {
        if (Security.BestAsk == null)
          return;

        IsOrder++;

        //var order = this.BuyAtMarket(this.Volume);
        
        var price = Security.BestAsk.Price;
        var order = this.CreateOrder(StockSharp.Messages.Sides.Buy, price, Volume);

        order
          .WhenRegistered()
          .Do(_OrderRegistered)
          .Apply(this);

        order
          .WhenRegisterFailed()
          .Do(_OrderFailed)
          .Apply(this);

        order
          .WhenCanceled()
          .Do(_OrderCanceled)
          .Apply(this);

        order
          .WhenCancelFailed()
          .Do(_OrderCanceledFailed)
          .Apply(this);

        RegisterOrder(order);

        var msg = String.Format("Заявка UserOrderID={0}; ID={1}; TrasID={2}; IsMatched={3}; IsMatchedEmpty={4}; IsMatchedPartially={5}; Vol={6}; Bal={7}; State={8}", order.UserOrderId, order.Id, order.TransactionId, order.IsMatched(), order.IsMatchedEmpty(), order.IsMatchedPartially(), order.Volume, order.Balance, order.State);
        this.AddInfoLog(msg);

        CancelOrder(order);
        msg = "Заявку отменили";   
        this.AddInfoLog(msg);
      }
    }

    private void _OrderFailed(OrderFail Error)
    {
      var msg = String.Format("[OnOrderFailed]: Ошибка при регистрации заявки: {0}; ThreadID: {1}; Ошибка: {2}; IsMatched={3}; IsMatchedEmpty={4}; IsMatchedPartially={5}; Vol={6}; Bal={7}; State={8}", Error.Order.Id, Thread.CurrentThread.ManagedThreadId, Error.Error, Error.Order.IsMatched(), Error.Order.IsMatchedEmpty(), Error.Order.IsMatchedPartially(), Error.Order.Volume, Error.Order.Balance, Error.Order.State);
      this.AddInfoLog(msg);
    }


    private void _OrderRegistered(Order order)
    {
      var msg = String.Format("[OnOrderRegistered1]: Заявка зарегистрирована: {0}; ThreadID: {1}; IsMatched={2}; IsMatchedEmpty={3}; IsMatchedPartially={4}; Vol={5}; Bal={6}; State={7}", order.Id, Thread.CurrentThread.ManagedThreadId, order.IsMatched(), order.IsMatchedEmpty(), order.IsMatchedPartially(), order.Volume, order.Balance, order.State);
      this.AddInfoLog(msg);
    }

    private void _OrderCanceled(Order order)
    {
      var msg = String.Format("[_OrderCanceled]: Заявка успешно отменена: {0}; ThreadID: {1}; IsMatched={2}; IsMatchedEmpty={3}; IsMatchedPartially={4}; Vol={5}; Bal={6}; State={7}", order.Id, Thread.CurrentThread.ManagedThreadId, order.IsMatched(), order.IsMatchedEmpty(), order.IsMatchedPartially(), order.Volume, order.Balance, order.State);
      this.AddInfoLog(msg);
    }

    private void _OrderCanceledFailed(OrderFail Error)
    {
      var msg = String.Format("[_OrderCanceledFailed]: Ошибка при отмене заявки: {0}; ThreadID: {1}; Ошибка: {2}; IsMatched={3}; IsMatchedEmpty={4}; IsMatchedPartially={5}; Vol={6}; Bal={7}; State={8}", Error.Order.Id, Thread.CurrentThread.ManagedThreadId, Error.Error, Error.Order.IsMatched(), Error.Order.IsMatchedEmpty(), Error.Order.IsMatchedPartially(), Error.Order.Volume, Error.Order.Balance, Error.Order.State);
      this.AddInfoLog(msg);
    }
  }
}