Claiming down payment for cancellation of work after issuing LPO

We are an LLC company registered in Dubai.

We had received LPO from our client and the advance was issued against security cheques. Now, the client has cancelled the LPO due to the uncertainty of the project.

We had already started the work for the client, and now the client is asking for returning the advance and our security cheques will be handed over only after giving the advance.

I would like to know what does the UAE law says about the same. Your advice would help us. Appreciate your positive response.

Thanking you in advance.