OrderCancelRejected

OrderCancelRejected represents a CancelOrder 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 cancel request.

Transition: PENDING_CANCEL -> previous status (for example ACCEPTED). Handler: on_order_cancel_rejected.

Fields

Beyond the common order event fields, OrderCancelRejected carries:

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_cancel_rejected(self, event: OrderCancelRejected) -> None:
    self.log.warning(
        f"Cancel rejected for {event.client_order_id}: {event.reason}",
    )

Related guides

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