Mariner Backtesting - Strategy.on_cancel_reject()

Order Cancel Reject Event

Called whenever an order cancellation is rejected for any reason. A cancellation may be rejected if the order has already been filled, or if the exchange does not allow the cancellation.

Interface:

 def on_cancel_reject(self,
                     event,
                     md,
                     order,
                     service,
                     account):
    pass

Data Attributes for event:

Name	Type	Information
account_id	integer	The account id of the order event. Will be the same as account id of the script.
clordid	string	Client Order Id in FIX. Is generated when the order is sent. Will be the same on executions.
instruction_id	string	Unique GUID for the instance of the script that generated the initial order. Will be None if the initial order wasn't started from same machine (e.g. from trading client)
intent	string	The intent attribute you set in the order that generated this event.
kind	integer	Event enum (7) representing the kind of event. LIVE AND FORWARD ONLY, represents the type of event (trade, quote, news, imbalance etc)
line_number	string	line_number is the line in your strategy script where the order was placed that generated this event. Can be used to help debug order behavior
order_algorithm	string	The order_algorithm GUID you set in the order that generated this event. This can be useful in debugging order behavior.
order_id	string	Unique GUID of order having its cancel rejected (very similar clordid). Will be None if the initial order wasn't started from same machine (e.g. from trading client)
price	float	Price of the order/cancel reject.
reason	string	Reason the cancel was rejected (if passed thru).
script_class_name	string	script_class_name represents the name of your Strategy class that placed the order that generated this event. Can be used to help debug order behavior
script_id	string	GUID of the script. Will be None if the initial order wasn't started from same machine (e.g. from trading client)
shares	integer	Shares being rejected for canceled. May differ from order shares if partially filled
state	string	Order Message's States
symbol	string	Event Symbol. In most cases symbol is obvious (self.symbol, md.symbol). If the script has subscribed to multiple symbols events, then event.symbol should be used to identify the symbol.
timestamp	muts	Timestamp of the event.
user_key	string	user_key set on the order. Can be used to identify trades that go together (pairs/batch/strategy). account object can be filtered on user_key

Working Example:

Console