It seems to be a fairly standard feature (e.g. with E*TRADE) to notify users when their open (buy or sell) offers get filled. This would be particularly helpful for users who intend on market making, since users are unable to submit sell orders until their buy offers get filled.
More generally, a feature which notifies users (presumably via email) whenever the bid or ask of a given contract goes above or below some user-specified threshold.
I'm quite surprised that I don't get notifications when open orders are filled - I would expect that to be a standard feature?!