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 MessageBus. It fires when the venue reports a partial or full execution against the order, and in turn drives the position events.

Transition: ACCEPTED -> FILLED / PARTIALLY_FILLED. Handler: on_order_filled.

Fields

Beyond the common order event fields, OrderFilled carries:

Field	Python type	Required/default	Description
`trade_id`	`TradeId`	Required	The trade match ID (assigned by the venue).
`position_id`	`PositionId` or `None`	Required	The position ID associated with the fill (assigned by the venue).
`order_side`	`OrderSide`	Required	The execution order side.
`order_type`	`OrderType`	Required	The execution order type.
`last_qty`	`Quantity`	Required	The fill quantity for this execution.
`last_px`	`Price`	Required	The fill price for this execution (not the average price).
`currency`	`Currency`	Required	The currency of the fill price.
`commission`	`Money`	Required	The fill commission.
`liquidity_side`	`LiquiditySide`	Required	The execution liquidity side (`MAKER`, `TAKER`, or `NO_LIQUIDITY_SIDE`).
`info`	`dict[str, object]`	`None`	Additional fill information (coerced to `{}` when omitted).

On this event, venue_order_id and account_id are populated, and reconciliation carries a real value.

Example

Reading the event in a strategy handler:

def on_order_filled(self, event: OrderFilled) -> None:
    self.log.info(
        f"Filled {event.last_qty} @ {event.last_px} "
        f"({event.liquidity_side}) commission={event.commission}",
    )

Events - Event categories, dispatch, and the common order event fields.
Positions - Positions created and modified from fills.
Orders - Order types and the state machine.

OrderFilled

Fields

Example

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