Order Cancel Reject(9) is issued by the exchange upon receipt of
Order Cancel Request(F) message which cannot be executed.
Alongside tags listed below, Order Cancel Reject(9) also sends corresponding tag (ClOrdID, OrigClOrdId or DeribitLabel), used by the user to cancel the order in Order Cancel Request(F) or Order Cancel/Replace Request(G).
| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 52 | SendingTime | UTCTimestamp | Yes | Time of message transmission expressed in UTC |
| 39 | OrdStatus | char | No | Order status. Present only if applicable. Possible values:
|
| 58 | Text | String | No | Text string explaining the reason for rejection |
| 41 | OrigClOrdId | String | No | Original order identifier assigned by the user |
| 11 | ClOrdID | String | No | Order identifier assigned by Deribit |
| 100010 | DeribitLabel | String | No | A custom label for your order |
Response on success
The followingExecution Report(8) is sent by the exchange upon successfully
processing a cancel request.
| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 52 | SendingTime | UTCTimestamp | Yes | Time of message transmission expressed in UTC |
| 11 | ClOrdID | String | No | Deribit replaces this field with the own value assigned by the server (it is not the client id from New Order Single(D)) |
| 41 | OrigClOrdId | String | No | The original value assigned by the client in the New Order Single(D) message |
| 150 | ExecType | char | No | Describes the specific Execution Report. Possible values:
|
| 39 | OrdStatus | char | Yes | For trade – order status. Possible values:
|
| 58 | Text | String | Yes | Text string describing the result |
MMP orders: if the Market Maker
Protection (MMP) order was cancelled by user request the DeribitMMProtection (9008) flag is removed from the notification Execution Report. Presence of the
DeribitMMProtection (9008) flag in the Execution Report with status “cancelled”