NautilusTrader
ConceptsEvents
These docs track the unreleased nightly build and may change without notice. Switch to the latest stable docs.

OrderModifyRejected

OrderModifyRejected represents a ModifyOrder 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 modify request.

Transition: PENDING_UPDATE -> previous status (for example ACCEPTED). Handler: on_order_modify_rejected.

Fields

Beyond the common order event fields, OrderModifyRejected carries:

FieldPython typeRequired/defaultDescription
reasonstrRequiredThe order update rejected reason.

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_modify_rejected(self, event: OrderModifyRejected) -> None:
    self.log.warning(
        f"Modify 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.

On this page