NautilusTrader
ConceptsEvents
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OrderUpdated

OrderUpdated records a change to an order's quantity, price, or trigger price. The execution pipeline applies it to the order, updates the Cache, and publishes it on the MessageBus. The change can come from a trading venue, simulated matching engine, local order emulator, or reconciliation.

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

Fields

Beyond the common Python order event fields, OrderUpdated carries:

FieldPython typeRequired/defaultDescription
venue_order_idVenueOrderId or NoneNoneThe venue‑assigned order identifier, if known.
account_idAccountId or NoneNoneThe account associated with the order, if known.
quantityQuantityRequiredThe order's current quantity.
pricePrice or NoneNoneThe order's current price.
trigger_pricePrice or NoneNoneThe order's current trigger price.
is_quote_quantityboolFalseIf the order quantity is denominated in the quote currency.
reconciliationboolRequiredIf generated during reconciliation.

Example

Reading the event in a strategy handler:

def on_order_updated(self, event: OrderUpdated) -> None:
    self.log.info(
        f"Order {event.client_order_id} updated: qty={event.quantity} price={event.price}",
    )
  • Events - Event categories, dispatch, and the common order event fields.
  • Orders - Order types and the state machine.

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