If the exchange implements stateless by-payload security (such as the GPG scheme MPEx uses) then the exchange should also enforce unique-payload (either through hashing or some other method).
Hopefully to actually take the duplicate order you require at least a different IV (initialization vector) in the GPG armor and it is not sufficient to
simply reformat the armored message.
I personally don't like the houses where accepting duplicate(or otherwise confused) orders are part of the business plan. It always ends in litigation when somebody's cat steps on the keyboard and cleans the account.
With the volume and frequency so low I'm inclined to think that the connection-less protocol is not a problem. It will be if the frequency of trades rises.
In other words, a wizard does it?
I should've probably written "freakish" not just "extraordinary". It is more like a Rainman than a wizard.