OrderCancelRejected

OrderCancelRejected represents a CancelOrder command having been rejected by the trading venue. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the MessageBus. It fires when the venue rejects a cancel request.

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}",
    )

Events - Event categories, dispatch, and the common order event fields.
Orders - Order types and the state machine.

OrderCancelRejected

Fields

Example

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