The strategy put limit order and then cancelled it. While the order was in the state of cancelling the broker filled it. As a result - the overfill error
I've attached the log of my strategy also.
Pay attention that last OnOrderUpdate returned the order in CancelSubmitted state and with filled price
After that the strategy was stopped by NT. My question: how can I prevent overfill? And what's more important, if I can't prevent it, what can I do to recover my strategy?
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