I am using Unmanaged order method,
I ran my strategy with playback running recorded live data
According to my log file it seems that two threads are enters concurrently to OnOrderUpdate .
Is it possible?
The Scenario is as follow :
1. The strategy sent an enter order from OBU.
2. after some Mili seconds a cancel enter order was sent.
3. The OnOrderUpdate was called with order state partial filed (order. orderState I used the order read only input function )
4. while handling this event in the context of OnOrderUpdate and before exit this function the OnOrderUpdate function was called again with order state CancelPending
as I said I am using Unmanaged order method
1. Is this behavior possible?
2. Does it possible that the read only order input function var will change its order state in the middle of OnOrderUpdate execution and before this function end?
Sincerely,Kobi
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