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Mark a WebSocket session with cancel-on-disconnect to make sure the trade engine closes every open order from that connection if it drops unexpectedly. The flag is scoped to a single connection, so you need to opt in again whenever you reconnect. Send a cancel_on_disconnect message with cancel_on_disconnect set to true immediately after authenticating on any connection you want protected.

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Example Request

{
  "type": "cancel_on_disconnect",
  "params": { "cancel_on_disconnect": true }
}

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Sample Code

# Python (websocket-client)
import json
import websocket

API_KEY = "YOUR_API_KEY"


def send(ws, payload):
    ws.send(json.dumps(payload))


def on_open(ws):
    # Authenticate
    send(ws, {"type": "auth", "params": {"api_key": API_KEY}})
    # Enable cancel-on-disconnect for this connection
    send(ws, {"type": "cancel_on_disconnect", "params": {"cancel_on_disconnect": True}})


ws = websocket.WebSocketApp(
    "wss://trade.qfex.com?api_key=YOUR_API_KEY",
    on_open=on_open,
    on_message=lambda _, message: print("Message:", message),
)
ws.run_forever()

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Example Response

Cancelling with this flag immediately returns an order_response event for each order with status CANCELLED. 
{
  "order_response": {
    "order_id": "5b309929-206f-40ec-804d-cbe46e81afc1",
    "symbol": "AAPL-USD",
    "status": "CANCELLED",
    "quantity": 1.0,
    "price": 200.0,
    "side": "BUY",
    "type": "LIMIT",
    "time_in_force": "GFD",
    "user_id": "0020ce8e-eaee-480e-8d7f-b9241d756ee5",
    "client_order_id": "my-client-oid",
    "quantity_remaining": 1.0
  }
}
Enabling cancel-on-disconnect cancels all open orders across all symbols for the authenticated account. If you only want to cancel specific orders, use the Cancel Order endpoint instead.
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