Hi,
It depends on your payment method. If you use a payment method were the payment happens during the checkout on your website, then HikaShop will attempt the payment transaction just before it creates the order so that the order will either not be created if the payment doesn't pass, or it will be directly created with the confirmed status if the payment succeed.
Several payment plugins work like that. For example, PayPal Pro or Authorize.net in AIM mode are both such payment plugins.
Otherwise, if the payment happens after the user is redirected to the payment gateway, the order needs to be created before the user is redirected to the payment gateway for the payment. Otherwise, while the user is on the payment gateway pages, it could change his cart on your website and the payment wouldn't necessarily match with the cart and the system wouldn't know what to do.
Most shopping systems work like that actually to avoid this situation.