OrderExpired
OrderExpired represents an order having expired at the trading venue. The
ExecutionEngine applies it to the order, updates the Cache, and publishes it on the
MessageBus. It fires when the order reaches its expiry (for example a GTD order) at the
venue.
Transition: ACCEPTED -> EXPIRED. Handler: on_order_expired.
Fields
OrderExpired carries only the common order event fields. On this event, venue_order_id and account_id are
usually populated but may be None, and reconciliation carries a real value.
Example
Reading the event in a strategy handler:
def on_order_expired(self, event: OrderExpired) -> None:
self.log.info(f"Order {event.client_order_id} expired")Related guides
OrderCanceled
OrderCanceled represents an order having been canceled at the trading venue. The ExecutionEngine applies it to the order, updates the Cache, and publishes...
OrderFilled
OrderFilled represents an order having been filled at the exchange. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the...