Sounds like your customer either ordered by accident or changed their mind - Square will not put an order into your system until payment has been received, this is systematically impossible to break because the information is not retrieved by the server until the submission is made and even then it is not then posted through the database flow until the API returns that the payment was successful.
This can't happen so it would be user error which is unlikely to happen often as Square do have extremely user friendly checkout pages!
You did the right thing for your business by cancelling the order and refunding it and this shouldn't happen again.
I hope this helps and if it does you can mark this answer as the best answer to help others in the future!
