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:
| Field | Python type | Required/default | Description |
|---|---|---|---|
reason | str | Required | The 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}",
)Related guides
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OrderCancelRejected
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