Comments (4)
vnpy
commented on May 27, 2024
1
这样写不妥，因为CTP在下单后，会立即推送一个委托回报，内容是当前委托已经提交（vn.trader中定义为未成交），如果是能立即成交的委托，会在随后立即推送第二个委托回报，通知当前委托已经成交。
因此如果要做撤单后立即追单的操作，最好在收到新的行情数据后在onTick里判断，而不要写在onOrder里，可能导致不必要的重复发单。
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commented on May 27, 2024
Thank you
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liuadong1984
commented on May 27, 2024
您好！项目需求需要重新编译高版本的ctp dll。但是对c++不是很熟悉！能否简单的描述一下应该注意的问题或者简单写个大概思路和教程。
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commented on May 27, 2024
请仔细查看vnpy.org教程，里面有详细说明
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