How are fills decided?
Against the delayed tape, at the price on screen. There is no queue and no slippage yet, so fills here are kinder than a broker's.
A market order fills at the price the tape is showing you. A resting order fills as soon as a bar reaches its price, with nothing in front of it in the queue.
That is the one place this simulator is still kinder than a real broker. A real limit order sits behind everyone who got there first, and a real stop can fill well past its trigger in a fast market. Neither is modelled.
A manual fill is stamped at the open of the five second step its price came from, not at the moment you clicked. Stamping it at your wall clock would put a ten minute old price under a fresh timestamp, and every rule read against that timestamp would be wrong.