Portfolio orders can be cancelled at any time while in the NEW state.
When in PROCESSING state, a portfolio order may be cancelled provided the related individual orders are in a state that allows them to be cancelled.
To cancel an existing order, send the following request using the portfolio_order_id of the order you want to cancel:
DELETE /portfolios/orders/{portfolio_order_id}
Upon successful cancellation of any portfolio order, you will receive a webhook notifying you about the cancellation.