New Zealand Law
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They can only cancel a contract where there has been a breach of the contract, and cannot just withdraw this as you describe, unless the contract has a clause which permits this. The reality is that suing them for the breach would likely be very expensive. If you have a restraint of trade clause that can sometimes survive cancellation, but in these circumstances, you could negotiate a release. I suggest you contact the US supplier first and explain that the cancellation is not accepted and you don't want to deal with the agent in Australia any longer.
Discussion is best if she is reasonable of course