Merge pull request QuantConnect#4551 from StefanoRaggi/bug-4550-alpac…

…a-rejected-order-event Add handler for Alpaca rejected order events
Coulbe · Jun 30, 2020 · 23c3d48 · 23c3d48
2 parents c6157a7 + 495cf71
commit 23c3d48
Showing 1 changed file with 9 additions and 2 deletions.
diff --git a/Brokerages/Alpaca/AlpacaBrokerage.Utility.cs b/Brokerages/Alpaca/AlpacaBrokerage.Utility.cs
@@ -146,12 +146,19 @@ private void OnTradeUpdate(ITradeUpdate trade)
                         FillQuantity = fillQuantity * (order.Direction == OrderDirection.Buy ? 1 : -1)
                     });
                 }
-                else if (trade.Event == TradeEvent.Canceled)
+                else if (trade.Event == TradeEvent.Rejected)
+                {
+                    OnOrderEvent(new OrderEvent(order,
+                            DateTime.UtcNow,
+                            OrderFee.Zero,
+                            "Alpaca Rejected Order Event") { Status = OrderStatus.Invalid });
+                }
+                else if (trade.Event == TradeEvent.Canceled || trade.Event == TradeEvent.Expired)
                 {
                     OnOrderEvent(new OrderEvent(order,
                         DateTime.UtcNow,
                         OrderFee.Zero,
-                        "Alpaca Cancel Order Event") { Status = OrderStatus.Canceled });
+                        $"Alpaca {trade.Event} Order Event") { Status = OrderStatus.Canceled });
                 }
                 else if (trade.Event == TradeEvent.OrderCancelRejected)
                 {