Nightly docs
OrderCancelRejected
OrderCancelRejected records the trading venue's rejection of a CancelOrder request. The
ExecutionEngine applies it to the order, updates the Cache, and publishes it on the MessageBus.
Typical transition: PENDING_CANCEL -> previous status (for example ACCEPTED). Handler:
on_order_cancel_rejected.
Fields
Beyond the common Python order event fields,
OrderCancelRejected carries:
| Field | Python type | Required/default | Description |
|---|---|---|---|
reason | str | Required | The order cancel rejection reason. |
venue_order_id | VenueOrderId or None | None | The venue-assigned order identifier, if known. |
account_id | AccountId or None | None | The account associated with the order, if known. |
reconciliation | bool | Required | If generated during reconciliation. |
Example
Reading the event in a strategy handler:
def on_order_cancel_rejected(self, event: OrderCancelRejected) -> None:
self.log.warning(
f"Cancel rejected for {event.client_order_id}: {event.reason}",
)Related guides
OrderModifyRejected
OrderModifyRejected records that a ModifyOrder command was rejected. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the...
OrderCanceled
OrderCanceled records an order reaching the terminal CANCELED state. The execution pipeline applies it to the order, updates the Cache, and publishes it on...