How to access the positions direction from exchange?

[graceyangfan]

I am running a live code on binance,I found that when I manually close all order on binance website,My strategy cannot recevied a feedback,it still think it has a position.I find that the strategy not directly query position from exhcange, where the code did not add position infomation to the account.
https://github.com/nautechsystems/nautilus_trader/blob/82b8dfcb677bdb3a080970d3cb5face82e404685/nautilus_trader/adapters/binance/futures/execution.py#L265
how your guys deal with this problem

[cjdsellers]

Hi @graceyangfan just so I understand the context better, when you say that it still thinks it has a position - was this on start-up or shutdown? Also, are you using a Redis backed cache, or in-memory (either should work).

On startup the LiveExecutionEngine will call reconcile_state on every adapter. All specific implementations work slightly differently, however in the case of Binance Futures it will query for all open order and positions which are open according to the exchange, and also all orders and positions which Nautilus believes to be open based on its current state. This is because unfortunately Binance don't allow you to query closed orders unless you pass a specific symbol, which would involve 2000 round trips for Spot/Margin, and 200 for Futures. In any case with the above strategy nothing should escape the systems notice.

[cjdsellers]

This config looks fine to me

[graceyangfan]

Here is the position logical

class  MyMarketMaker(TradingStrategy):


    def __init__(self, config:  MyMarketMakerConfig):
        super().__init__(config)

        self.position: Optional[Position] = None

    def on_bar(self, bar: Bar):

        self.log.info(repr(bar), LogColor.CYAN)
        if not self.indicators_initialized():
            self.log.info(
                f"Waiting for indicators to warm up " f"[{self.cache.bar_count(self.bar_type)}]...",
                color=LogColor.BLUE,
            )
            return 

        last: QuoteTick = self.cache.quote_tick(self.instrument_id)
        if last is None:
            self.log.info("No quotes yet...")
            return

        if not self.position: 
            self.create_buy_order(last)

        if not self.position: 
            self.create_sell_order(last)

        

    def on_event(self, event: Event):

        if isinstance(event, PositionEvent):
            self.position = self.cache.position(event.position_id)

when closed positions on websit, if not self.position: does not work

[cjdsellers]

@graceyangfan were you able to resolve this?

[graceyangfan]

@cjdsellers There still have some problems on feedback to nautilus_trader，but I have stop doing this，for algorithm trading there should no need for haman intervention.

[cjdsellers]

OK, understood. Human oversight and intervention is often necessary especially in the early stages, and things always go wrong eventually.