在gateway文件中的第753行至771行的代码如下：
def cancel_order(self, req: CancelRequest):
"""
Cancel existing order.
"""
frontid, sessionid, orderref = req.orderid.split("")

    sopt_req = {
        "InstrumentID": req.symbol,
        "Exchange": req.exchange,
        "OrderRef": order_ref,
        "FrontID": int(frontid),
        "SessionID": int(sessionid),
        "ActionFlag": THOST_FTDC_AF_Delete,
        "BrokerID": self.brokerid,
        "InvestorID": self.userid
    }

    self.reqid += 1
    self.reqOrderAction(sopt_req, self.reqid)

建议将其中的
"Exchange": req.exchange,
改为
"ExchangeID": req.exchange.value,

这样是不是更好些呢？

啊，这确实是个BUG，请在Github开个issue吧，我们来修复下