OrderFilled

OrderFilled records a partial or full execution against an order. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the MessageBus. Fills from live execution, reconciliation, and simulated matching drive the position lifecycle events.

Typical transition: ACCEPTED -> FILLED / PARTIALLY_FILLED. Handler: on_order_filled.

Fields

Beyond the common Python order event fields, OrderFilled carries:

Field	Python type	Required/default	Description
`venue_order_id`	`VenueOrderId`	Required	The venue‑assigned order identifier.
`account_id`	`AccountId`	Required	The account associated with the fill.
`trade_id`	`TradeId`	Required	The trade match ID assigned by the venue.
`position_id`	`PositionId` or `None`	`None`	The position ID associated with the fill.
`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` or `None`	`None`	The fill commission, if reported.
`liquidity_side`	`LiquiditySide`	Required	The execution liquidity side (`MAKER`, `TAKER`, or `NO_LIQUIDITY_SIDE`).
`info`	`dict[str, str]` or `None`	`None`	Additional venue‑ or adapter‑specific fill metadata.
`reconciliation`	`bool`	Required	If the event was generated during reconciliation.

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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