I am working on a strategy and need a bit of clarification.
In a strategy, inside onOrderUpdate(), if the IOrder.OrderState = OrderState .Rejected, does the order need to be canceled? The example code on the Forum does not directly address this condition.
This came up as an issue, because I am invoking RealtimeErrorHandling.TakeNoAction and must take care of all cases. When an order rejection is detected, I need to exit my position, and cancel all orders. The question I now have is: Do I need to cancel the order that was rejected?
I would really appreciate a clarification on this.
Thanks for your help,
Bormir
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