Why Buy Orders Can Be Rejected Despite Reported Cash in a Futures Simulation
Summary
A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and submits a BTC/USDT futures order. The user also observes that cash changes across days despite the rejected orders. The document records the code and logs but does not include a platform response or a definitive diagnosis.
The example highlights the distinction between a cash figure printed by strategy logic and funds the order system considers available for a futures trade. Portfolio valuation, existing positions, margin requirements, pending orders, contract sizing, and timing can affect that availability; changes in marked position values can also alter reported cash or portfolio measures. Since the text does not establish which factor caused the discrepancy, the issue requires checking the platform’s futures accounting and order-sizing conventions against the specific logs. The printed balance alone does not demonstrate that the requested order is affordable.
Key ideas
- The strategy submits futures orders using a cash allocation derived from portfolio value.\nThe platform logs show those orders canceled for insufficient cash, despite positive cash in strategy output.\nThe document presents the discrepancy but gives no confirmed cause or platform answer.\nFutures margin, existing exposure, pending orders, valuation changes, and contract sizing may affect available funds.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.