OCO Stop-loss behavior

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Hello, I’m using alpaca-trader-api with python to develop an Algo… Currently using paper_url.

I am submitting the following OCO order to close an already open position.

        # buy order previously filled at $404.11

        take_profit_limit = 405.35
        stop_loss = 402.04

        api.submit_order(
            symbol='SPY',
            qty=qty,
            side=close_p,
            type='limit',
            time_in_force='day',
            order_class='oco',
            stop_loss={'stop_price': stop_loss},
            take_profit={'limit_price': take_profit_limit}
        )

All the orders are getting submitted just fine but the stop sell is jumping the gun and exiting my positions early.

alpaca troubleshoot
alpaca troubleshoot979×200 14.7 KB

I expected the stop sell to do nothing until SPY fell below $402.04, days low at this point is $403.35. It closed my position at $403.98 at 9:44… 6 minutes later? Am I misunderstanding OCO orders? Incidentally, my take-gain would have been successful. So I got that going for me, which is nice.

What’s happening here?