-- 作者：zw_zac
-- 发布时间：2019/9/19 11:16:18
-- 请问撤单后追单时为何会重复报单
今天使用如下代码进行追单时，出现了一次异常情况：撤单以后，追单时重复报单了一次，请问是代码的问题还是金字塔系统的bug呢？
dim i
dim orderid
dim consign
dim filled
dim remaining
dim action
dim ordertype
dim lmtprice
dim kaiping
dim account
dim code
dim market
dim multiplier
dim mintick
dim shortpercent
dim longpercent
dim offset
offset=0
for i = 0 to order.ordernum2-1
call order.orderinfo2(i, orderid, consign, filled, remaining, action, ordertype, lmtprice, account,kaiping, code, market)
if ordertype=0 then
order.contract code,market,multiplier,mintick,shortpercent,longpercent
set report1 = marketdata.getreportdata(code,market)
if abs(report1.newprice-lmtprice)>offset*mintick then
call order.cancelorder(orderid)
if action=0 and kaiping=0 then
order.buy 0,remaining,report1.sellprice1,0,code,market,account,0
end if
if action=0 and kaiping=1 then
order.sellshort 0,remaining,report1.sellprice1,0,code,market,account,0
end if
if action=1 and kaiping=0 then
order.buyshort 0,remaining,report1.buyprice1,0,code,market,account,0
end if
if action=1 and kaiping=1 then
order.sell 0,remaining,report1.buyprice1,0,code,market,account,0
end if
end if
end if
set code = nothing
set market = nothing
set account = nothing
next
交易日志如下：
2019-09-19 10:15:04
632716 : IC09 500股指1909 - 已撤单 量:1
2019-09-19 10:15:04
632716 : IC09 - 已报单 1 价格:5135.0 开 买
2019-09-19 10:15:05
632716 : IC09 - 已报单 1 价格:5135.0 开 买
2019-09-19 10:15:05
632716 : IC1909 - 已成交 1 价格:5134.8 开 买
2019-09-19 10:15:05
632716 : IC1909 - 全部成交 1
2019-09-19 10:15:05
632716 : IC1909 - 已成交 1 价格:5134.8 开 买
2019-09-19 10:15:05
632716 : IC1909 - 全部成交 1
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