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Cancel On Disconnect (CoD) is a risk management feature that automatically cancels open orders when a connection to the Starbase gateway is lost or terminated. CoD helps prevent orders from remaining active after a client disconnection and reduces exposure to unintended positions. CoD is always enabled for SBE and cannot be disabled or configured for the connection/session. It is session-scoped, meaning it cancels only orders associated with the specific disconnected session.

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Session Model

The gateway tracks which session submitted each order to determine which orders should be cancelled when a connection is lost. Each session is completely independent:
  • One session per API Key per gateway host: A client may have at most one active session per API Key per gateway host
  • Independent sessions: Two sessions for the same API key on different gateway hosts (Gateway A vs Gateway B) are completely independent with respect to CoD
  • Session-to-order mapping: This enables accurate cancellation scoped to the disconnected session

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Cancellation Behavior and Detection

When a connection is lost, CoD triggers instantaneously and cancels all active orders and quotes (from mass quote requests) submitted through the disconnected session. Cancelled orders are reported via the OrdersCanceled unsolicited event message, which includes:
  • The cancelled orders (buy orders, sell orders, and quotes)
  • The cancelReason field indicating the reason for cancellation
  • Order details including clientOrderId, orderId, instrumentId, and totalFilled
The gateway detects connection loss through:
  • TCP connection closure
  • Missing heartbeats — SBE uses heartbeats to detect connection issues, helping detect stale or dropped connections more quickly. Heartbeat monitoring cannot be disabled.
  • Explicit logout
Authentication occurs only at logon time before any orders can be submitted, so it has no impact on cancellation detection.

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Connection Management

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Re-establishment

If a connection is lost and then re-established:
  • Orders are not automatically restored — clients must resubmit orders if they wish to maintain their order book
  • CoD remains always enabled on the new session

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Multiple Gateway Connections

When using multiple gateway connections, each session operates independently:
  • Orders submitted on Gateway A are only cancelled if the Gateway A session is lost
  • Orders submitted on Gateway B are only cancelled if the Gateway B session is lost
  • Losing one session does not affect orders on other sessions

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Cross-Session Amends and CoD

CoD is bound to the session that originally submitted the order and does not rebind when the order is amended from a different session. If an order is submitted on session A with CoD enabled and later amended from session B, disconnecting session A will still cancel the order — even if session B remains connected. See Gateway Connectivity for more information on managing multiple connections.

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Best Practices

  • Monitor Connection Health: Implement robust connection monitoring and automatic reconnection logic to minimize unintended CoD triggers
  • Handle Cancellations: Ensure your application properly handles OrdersCanceled messages to maintain accurate order state
  • Re-submit Orders: After reconnecting, evaluate whether previously cancelled orders should be resubmitted based on current market conditions
  • Session Independence: Remember that each session is independent — orders submitted on one session will only generate events on that session
  • Graceful Logout: When intentionally disconnecting, use a proper logout sequence.
CoD cannot be disabled and will always trigger regardless of logout method.