nautechsystems/nautilus_trader · error

modify order rejected: {reason}

Error message

modify order rejected: {reason}

What it means

Raised when a modify-order request is rejected by Bybit (or fails with a confirmed reason) during modify_order. The adapter emits an OrderModifyRejected event carrying 'modify-order-error: {reason}' and then bails with the venue reason.

Source

Thrown at crates/adapters/bybit/src/execution.rs:1858

                        venue_order_id,
                        quantity,
                        price,
                    )
                    .await;

                if let Err(e) = result {
                    match classify_modify_http_failure(&e) {
                        CommandFailure::VenueRejected(reason) => {
                            let ts_event = clock.get_time_ns();
                            emitter.emit_order_modify_rejected_event(
                                strategy_id,
                                instrument_id,
                                client_order_id,
                                venue_order_id,
                                &format!("modify-order-error: {reason}"),
                                ts_event,
                            );
                            anyhow::bail!("modify order rejected: {reason}");
                        }
                        CommandFailure::NotSent(reason) => {
                            log::warn!(
                                "HTTP modify command failed local validation for {client_order_id}: {reason}"
                            );
                        }
                        CommandFailure::Ambiguous(reason) => {
                            log::warn!(
                                "Ambiguous HTTP modify failure for {client_order_id}, awaiting reconciliation: {reason}"
                            );
                        }
                    }
                }

                Ok(())
            });

            return Ok(());

View on GitHub (pinned to 18893faf8b)

Solutions

1. Check the order is still open (not filled/cancelled) before modifying
2. Validate new price/qty against the instrument's tick size and lot size before calling
3. Handle the rejection reason and fall back to cancel+replace if modify is not possible
4. Refresh order state via reconciliation if venue order IDs are stale

Example fix

// before
client.modify_order(&order, Some(new_price), Some(new_qty))?; // may bail if order filled
// after
if let Some(order) = cache.order(client_order_id) && order.is_open() {
    client.modify_order(&order, Some(new_price), Some(new_qty))?;
} else {
    log::warn!("skipping modify, order not open");
}

if let Some(o) = cache.order(&venue_order_id_or_client_id) {
    if !o.is_open() { return Err(anyhow!("cannot modify non-open order")); }
}
assert!(new_qty >= instrument.min_quantity().unwrap());
assert!(new_price % instrument.tick_size() == 0.0);

match exec_client.modify_order(&order, new_price, new_qty) {
    Err(e) if e.to_string().starts_with("modify order rejected:") => {
        // fall back to cancel + replace
        exec_client.cancel_order(&order).ok();
        exec_client.submit_order(order_factory.limit(...))?;
    }
    r => r?,
}

When it happens

Trigger: Calling modify_order when Bybit rejects the amend — e.g. order already filled or cancelled, quantity/price violating filters, unknown order ID, or modifying an order in a non-amendable state.

Common situations: Race conditions where the order fills while the modify is in flight; amend requests exceeding symbol limits; stale client/venue order IDs after reconciliation gaps.

Understand the failure class

Background: "API error: {status}" and "HTTP 401/403/404/429/5xx" errors: non-2xx HTTP responses explained — this error's family across 27 libraries.

Related errors

• submit order rejected: {reason}
• cancel order rejected: {reason}
• modify order failed
• Batch cancel limit is {endpoint_limit} orders for {product_t
• WS modify order failed: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/5eca2440008a03fe. Report an issue: GitHub.