ContextQMD
Back to Nautilus Trader

OrderExpired

docs/concepts/events/order_expired.md

1.231.0937 B
Original Source

OrderExpired

OrderExpired represents an order having expired at the trading venue. The ExecutionEngine applies it to the order, updates the Cache, and publishes it on the MessageBus. It fires when the order reaches its expiry (for example a GTD order) at the venue.

Transition: ACCEPTED -> EXPIRED. Handler: on_order_expired.

Fields

OrderExpired carries only the common order event fields. 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:

python
def on_order_expired(self, event: OrderExpired) -> None:
    self.log.info(f"Order {event.client_order_id} expired")
  • Events - Event categories, dispatch, and the common order event fields.
  • Orders - Order types and the state machine.