OrderModifyRejected

OrderModifyRejected records that a ModifyOrder command was rejected. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the MessageBus. A trading venue, simulated matching engine, or local risk control can reject the request.

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

Fields

Beyond the common Python order event fields, OrderModifyRejected carries:

Field	Python type	Required/default	Description
`reason`	`str`	Required	The order update 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_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.

OrderModifyRejected

Fields

Example

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