OrderUpdated

OrderUpdated records a change to an order's quantity, price, trigger price, or calculated protection 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:

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

OrderUpdated

Fields

Example

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