diff --git a/lib/rex/book/limit_order_book.rb b/lib/rex/book/limit_order_book.rb
index 1aedc49..8d9effc 100644
--- a/lib/rex/book/limit_order_book.rb
+++ b/lib/rex/book/limit_order_book.rb
@@ -43,6 +43,7 @@ module Rex
         end
 
         order_ids.delete(order.id)
+        order
       end
 
       alias_method :cancel_order, :remove_order
diff --git a/spec/book/limit_order_book_spec.rb b/spec/book/limit_order_book_spec.rb
index 2a7ddce..c11dce8 100644
--- a/spec/book/limit_order_book_spec.rb
+++ b/spec/book/limit_order_book_spec.rb
@@ -109,6 +109,12 @@ RSpec.describe Rex::Book::LimitOrderBook do
       instance.add_order(buy_order)
     end
 
+    it "returns the cancelled order" do
+      order = instance.cancel_order(buy_order.id)
+
+      expect(order).to eq(buy_order)
+    end
+
     context "when the order id is unknown" do
       it "returns nil" do
         expect(instance.cancel_order(-1)).to eq(nil)