I was wondering what would happen in the following scenario:
1. A strategy is trading one instrument
2. The strategy has a market position (e.g. long) and there is a sell order working
3. The connection is lost
4. The order is filled while the connection is lost
5. The connection is reestablished
1) What is the status of the order? OnOrderUpdate didn't execute so my object will not be null. In fact, my order object would have a status= working.
2) What is position of the strategy? long or flat?
Thanks in advance,
Juan
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