OrderUpdated

OrderUpdated represents an order having been updated at the trading venue. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the MessageBus. It fires when the venue confirms a modification to quantity, price, or trigger price.

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

Fields

Beyond the common order event fields, OrderUpdated carries:

Field	Python type	Required/default	Description
`quantity`	`Quantity`	Required	The order's current quantity.
`price`	`Price` or `None`	Required	The order's current price.
`trigger_price`	`Price` or `None`	Required	The order's current trigger price.
`is_quote_quantity`	`bool`	`False`	If the order quantity is denominated in the quote currency.

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_updated(self, event: OrderUpdated) -> None:
    self.log.info(
        f"Order {event.client_order_id} updated: "
        f"qty={event.quantity} price={event.price}",
    )

Events - Event categories, dispatch, and the common order event fields.
Orders - Order types and the state machine.

OrderUpdated

Fields

Example

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