Opposed to MetaTrader, that has a distinct OrderDelete() for pending orders and OrderClose() for filled orders, Jforex has a single close() method.

I presume that a close() call on a fully FILLED order would set the state to CLOSED. But in which case a close() would set the order state to CANCELED ?

a) A close() call on a CREATED order?
b) A close() call on an OPENED order?
c) A close() call on a partially FILLED order?

Thanks! I was looking only in the classes documentation.

You can use the onMessage() function for further testing, as it is called always when an order changes states.
This code snippet could be used:

    public void onMessage(IMessage message) throws JFException {
        SimpleDateFormat sdf;
        IOrder anOrder;

        sdf = new SimpleDateFormat("yyyy-MM-dd_HHmmss");
        sdf.setTimeZone(TimeZone.getTimeZone("GMT"));
        anOrder = message.getOrder();
        switch (message.getType()) {
            case ORDER_SUBMIT_REJECTED:                
                console.getOut().println()(sdf.format(message.getCreationTime()) + " - " + anOrder.getLabel() + ": " + message);
                break;
    
            case ORDER_FILL_REJECTED:
                console.getOut().println()(sdf.format(message.getCreationTime()) + " - " + anOrder.getLabel() + ": " + message);
                break;
    
            case ORDER_FILL_OK:

                break;

            case ORDER_CLOSE_OK:
                if (message.getReasons().contains(IMessage.Reason.ORDER_CLOSED_BY_SL)) {

                }
                else if (message.getReasons().contains(IMessage.Reason.ORDER_CLOSED_BY_TP)) {

                }
                else if (message.getReasons().contains(IMessage.Reason.ORDER_CLOSED_BY_MERGE)) {

                }
                break;

            default:
                break;
        }
    }