OK, I get it that the execution has to be sequential. But it seems that the delay between the confirmation and the next trade is quite big. Isn't that something that could be caused by Zorro or the MT4 bridge? Or do I understand the logs it in a wrong way? For example these two lines:
2 10:00:03.140 Zorro EURUSD,M1: close #2996197 buy 0.20 NZDUSD at 0.72548 at price 0.72565
0 10:00:05.064 Zorro EURUSD,M1: Open NZDUSD 0.2@0.7256 stop 0 slp 5 magic 42379
Isn't the first one the confirmation that the first trade was closed and the second one indicating that Zorro is trying to place another order? Why is there almost 2 second delay?