Getting the same thing. other statuses work fine, but OPEN and PENDING give that same error. I guess since both open and pending are considered active on the books, they can’t be parsed. Perhaps because it’s the “historical” endpoint? Except for that returning all types does return open/pending orders, so they just can’t parse them if they’re active. Strange that they would show an example code in the docs that includes pending.
You also can’t order_by status, so at this point it seems the only way to get all your active orders is to call your entire order history and parse it yourself. This seems like it would be nearly unfeasible after you’ve made say, 100,000 orders in your account.