I have never had order cancels take more than a few seconds. One suggestion: check to see if your error log contains any error messages. It's at c:\jts\log.txt. One time where I felt TWS behaving incorrectly, I found exceptions in the log file. IB acknowledged and released a fix within 24 hours. Unfortunately TWS rewrites the log file every time it starts, so you have to look at it as you see a potential problem. There is a backup one version back at "oldlog.txt", but if you launch TWS more than twice, the error log will be deleted.