Binance Futures in hedging mode position ID error for execution algo

[Oxygen923]

Bug Report

Expected Behavior

Nautilus Version : 1.215.0

          ```

position_id = PositionId(f"{self.instrument.id}-SHORT")
order = self.order_factory.market(
instrument_id=self.instrument.id,
order_side=OrderSide.SELL,
quantity=self.instrument.make_qty(qty),
time_in_force=TimeInForce.GTC,
exec_algorithm_id=self.exec_algorithm_id,
exec_algorithm_params=self.exec_algorithm_params
)
self.submit_order(order, position_id=position_id)

For Live Mode Error.      For backtest Normal.
if not add exec_algorithm_id and  exec_algorithm_params, then this can succssfully submit order.
But if add TWAP execution  exec_algorithm_id and  exec_algorithm_params then   Error on '_submit_order': TypeError("'position_id' argument was `None`").  
And Check Order, Order cannot be asssigned for position_id.
                
### Actual Behavior
2025-04-11T14:10:06.380884832Z [ERROR] TESTER-001.ExecClient-BINANCE: Error on '_submit_order': TypeError("'position_id' argument was `None`")
Traceback (most recent call last):
  File "/home/leo/miniconda3/envs/HFT/lib/python3.12/site-packages/nautilus_trader/adapters/binance/execution.py", line 673, in _submit_order
    position_side = self._get_position_side_from_position_id(command.position_id)
                    ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/leo/miniconda3/envs/HFT/lib/python3.12/site-packages/nautilus_trader/adapters/binance/execution.py", line 659, in _get_position_side_from_position_id
    PyCondition.not_none(position_id, "position_id")
  File "nautilus_trader/core/correctness.pyx", line 887, in nautilus_trader.core.correctness.PyCondition.not_none
  File "nautilus_trader/core/correctness.pyx", line 144, in nautilus_trader.core.correctness.Condition.not_none
TypeError: 'position_id' argument was `None`
### Steps to Reproduce the Problem

1.
2.
3.

### Specifications

- OS platform:
- Python version:
- `nautilus_trader` version:

[cjdsellers]

Hi @Oxygen923

Thanks for the report!

I believe this is now fixed from commit 654e0ed on develop branch.

Please let me know if you encounter any further issues.

[Oxygen923]

Hi @Oxygen923

Thanks for the report!

I believe this is now fixed from commit 654e0ed on develop branch.

Please let me know if you encounter any further issues.

Thanks!! I try this again, i find the spawn order is right! but the error occur again. I guess this due to the primary order position. Looking forward to your reply!!!

2025-04-13T08:25:41.395816265Z [ERROR] TESTER-001.ExecClient-BINANCE: Error on '_submit_order': TypeError("'position_id' argument was None")
Traceback (most recent call last):
File "/home/leo/miniconda3/envs/HFT/lib/python3.12/site-packages/nautilus_trader/adapters/binance/execution.py", line 667, in _submit_order
position_side = self._get_position_side_from_position_id(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/leo/miniconda3/envs/HFT/lib/python3.12/site-packages/nautilus_trader/adapters/binance/execution.py", line 653, in _get_position_side_from_position_id
PyCondition.not_none(position_id, "position_id")
File "nautilus_trader/core/correctness.pyx", line 887, in nautilus_trader.core.correctness.PyCondition.not_none
File "nautilus_trader/core/correctness.pyx", line 144, in nautilus_trader.core.correctness.Condition.not_none
TypeError: 'position_id' argument was None

2025-04-13T08:25:41.893234060Z [INFO] TESTER-001.TWAPExecAlgorithm: TimeEvent(name=O-20250413-082539-001-000-1, event_id=5a546981-afec-47e8-bce4-15733157efbd, ts_event=1744532741892802000, ts_init=1744532741893171694)
2025-04-13T08:25:41.893393803Z [INFO] TESTER-001.TWAPExecAlgorithm: [CMD]--> SubmitOrder(order=MarketOrder(BUY 50 DOGEUSDT-PERP.BINANCE MARKET GTC, status=INITIALIZED, client_order_id=O-20250413-082539-001-000-1, venue_order_id=None, position_id=None, exec_algorithm_id=TWAP, exec_algorithm_params={'horizon_secs': 3.0, 'interval_secs': 0.5}, exec_spawn_id=O-20250413-082539-001-000-1, tags=None), position_id=DOGEUSDT-PERP.BINANCE-LONG).
2025-04-13T08:25:41.893449178Z [INFO] TESTER-001.TWAPExecAlgorithm: Completed TWAP execution for O-20250413-082539-001-000-1
2025-04-13T08:25:41.893650491Z [INFO] TESTER-001.ExecClient-BINANCE: Submit MarketOrder(BUY 50 DOGEUSDT-PERP.BINANCE MARKET GTC, status=INITIALIZED, client_order_id=O-20250413-082539-001-000-1, venue_order_id=None, position_id=None, exec_algorithm_id=TWAP, exec_algorithm_params={'horizon_secs': 3.0, 'interval_secs': 0.5}, exec_spawn_id=O-20250413-082539-001-000-1, tags=None)
2025-04-13T08:25:41.894031936Z [INFO] TESTER-001.FactorTaker: <--[EVT] OrderSubmitted(instrument_id=DOGEUSDT-PERP.BINANCE, client_order_id=O-20250413-082539-001-000-1, account_id=BINANCE-USDT_FUTURE-master, ts_event=1744532741893754237)
2025-04-13T08:25:41.968407194Z [INFO] TESTER-001.FactorTaker: <--[EVT] OrderAccepted(instrument_id=DOGEUSDT-PERP.BINANCE, client_order_id=O-20250413-082539-001-000-1, venue_order_id=71369726046, account_id=BINANCE-USDT_FUTURE-master, ts_event=1744532741968999936)
2025-04-13T08:25:41.969131608Z [INFO] TESTER-001.Portfolio: Updated AccountState(account_id=BINANCE-USDT_FUTURE-master, account_type=MARGIN, base_currency=None, is_reported=True, balances=[AccountBalance(total=301.27764518 USDT, locked=0.00000000 USDT, free=301.27764518 USDT)], margins=[], event_id=426c9437-6062-4b1f-9d78-7d152116de3c)
2025-04-13T08:25:41.969951086Z [INFO] TESTER-001.FactorTaker: <--[EVT] OrderFilled(instrument_id=DOGEUSDT-PERP.BINANCE, client_order_id=O-20250413-082539-001-000-1, venue_order_id=71369726046, account_id=BINANCE-USDT_FUTURE-master, trade_id=2590335788, position_id=DOGEUSDT-PERP.BINANCE-LONG, order_side=BUY, order_type=MARKET, last_qty=50, last_px=0.164150 USDT, commission=0.00410375 USDT, liquidity_side=TAKER, ts_event=1744532741968999936)

[cjdsellers]

If you're setting the position_id with the correct suffix for Binance Futures hedging, then the issue might be further upstream in the execution algo itself.

[Oxygen923]

If you're setting the position_id with the correct suffix for Binance Futures hedging, then the issue might be further upstream in the execution algo itself.

I use the offcial Twap algorithm, and submit the order like. If I comment out the lines exec algo and exec algo params, then the error doesn't occur, so I don't think it's an upstream issue.

                position_id = PositionId(f"{self.instrument.id}-SHORT")
                
                order = self.order_factory.market(
                    instrument_id=self.instrument.id,
                    order_side=OrderSide.SELL,
                    quantity=self.instrument.make_qty(qty),
                    time_in_force=TimeInForce.GTC,
                    exec_algorithm_id=self.exec_algorithm_id,
                    exec_algorithm_params=self.exec_algorithm_params
                )
                self.submit_order(order, position_id=position_id)

[cjdsellers]

Hi @Oxygen923

Let me know how this fix goes for you f6bdbdb.

[Oxygen923]

Hi @Oxygen923

Let me know how this fix goes for you f6bdbdb.

I try it, and this can fix! Thanks for your help!!!