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Intermittently Empty Close-Order Responses in a Futures Trading Strategy

Article vn.py community

Summary

A user reports intermittent empty response lists when a futures strategy sends a closing order soon after an opening order fills in simulated trading. The issue appears specifically with close orders; repeated retries with short pauses reportedly do not resolve it. The example describes several filled and pending orders and a mismatch between the strategy's recorded position and the actual position.

The report raises a synchronization problem between fills, position state, and close-order acknowledgments. It does not establish a cause or provide a fix, and it offers no logs or diagnostic details beyond the described sequence. It is therefore useful as an operational case for investigating order and position tracking, but it is not a general explanation of the platform behavior.

Key ideas

  • The reported empty responses occur when sending close orders shortly after an opening fill.
  • Repeated retries at short intervals did not resolve the reported cases.
  • The strategy's position value appeared inconsistent with the actual position described.
  • The post raises a synchronization issue but does not identify a cause or propose a remedy.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.