critical BUG, market order in QC is only submitted , but in Binance is FILLED

[lukaspistelak]

Expected Behavior

if is order filled > call on_order_event method

when its called MARKET ORDER: create only 5 trades!

2026-03-17 00:30:00  Strategy LONG TRADE, SL , TP ,self.time, position_size , entry_price,  : (74670.9, 75428.2, '2026-03-17 00:30:00', 0.002, 75048.6) 
2026-03-17 02:15:00  Strategy LONG TRADE, SL , TP ,self.time, position_size , entry_price,  : (74821.0, 75596.6, '2026-03-17 02:15:00', 0.002, 75207.8) 
2026-03-17 03:45:00  Strategy LONG TRADE, SL , TP ,self.time, position_size , entry_price,  : (74006.0, 74780.2, '2026-03-17 03:45:00', 0.002, 74392.1) 
2026-03-17 04:45:00  Strategy LONG TRADE, SL , TP ,self.time, position_size , entry_price,  : (73632.4, 74408.4, '2026-03-17 04:45:00', 0.002, 74019.4) 
2026-03-17 05:45:00  Strategy LONG TRADE, SL , TP ,self.time, position_size , entry_price,  : (73504.3, 74285.2, '2026-03-17 05:45:00', 0.002, 73893.7) 

Actual Behavior

2026-03-17 00:30:00 on_order_event OrderId=1, Time=2026-03-17 00:30:00.001926+00:00, Symbol=BTCUSDT, Status=Submitted, order_type=Market 2026-03-17 02:15:00 on_order_event OrderId=2, Time=2026-03-17 02:15:00.002993+00:00, Symbol=BTCUSDT, Status=Submitted, order_type=Market 2026-03-17 03:45:00 on_order_event OrderId=3, Time=2026-03-17 03:45:00.002918+00:00, Symbol=BTCUSDT, Status=Submitted, order_type=Market 2026-03-17 04:45:00 on_order_event OrderId=4, Time=2026-03-17 04:45:00.000605+00:00, Symbol=BTCUSDT, Status=Submitted, order_type=Market 2026-03-17 05:45:00 on_order_event OrderId=5, Time=2026-03-17 05:45:00.001071+00:00, Symbol=BTCUSDT, Status=Submitted, order_type=Market

on_order_event is only called when its Submitted _!

AND this so bad :

Instead of creating 5 trades, it creates around 20 trades on Binance!

So only the market order is filled, without TP and SL, so I constantly lose money.

Potential Solution

i Dont know

Reproducing the Problem

self.debug(
                f" Strategy LONG TRADE, SL , TP ,self.time, position_size , entry_price,  : {stop_loss_price, take_profit_price, time_str, position_size, entry_price,} ")

            meta_data_order = {
                "side": "LONG",
                "sl": stop_loss_price,
                "tp": take_profit_price,
                "position_size": position_size
            }

            ticket = self.market_order(symbol=self.symbol , quantity=position_size,
                                       tag=json.dumps(meta_data_order))

     def on_order_event(self, order_event: OrderEvent) -> None:

        self.debug(
            f"on_order_event "
            f"OrderId={order_event.ticket.OrderId}, "
            f"Time={order_event.ticket.Time}, "
            f"Symbol={order_event.ticket.Symbol.Value}, "
            f"Status={order_event.ticket.Status}, "
            f"order_type={order_event.ticket.order_type }"
        )

        if order_event.status != OrderStatus.FILLED:
            return


        # mame 2 situace:

        #     1: prijde new main TRADE market Filled = to je novy trade na LONG > otevri k nemu SL a TP trady
        #
        #     2: Fill  se TP nebo SL trade , musim uzavrit SL/ TP trades
        #
        # navrh architektury:
        #
        #     vse logovat, abych videl kde je problem
        #
        # otazky:
        #     je FILL TP/ SL reduce ?

        new_order_id = order_event.order_id



        match order_event.ticket.order_type:

            case OrderType.MARKET:
                # when we have new order, we have to create new TP, SL orders!

                order_tag = order_event.ticket.tag
                meta_data_order = json.loads(order_tag)

                self.debug(f" MARKET ORDER : {meta_data_order, order_event.ticket.quantity }")

                sl_ticket = self.stop_market_order( self.symbol, - meta_data_order.get('position_size'),     meta_data_order.get('sl') )
                tp_ticket = self.limit_order( self.symbol, - meta_data_order.get('position_size') , meta_data_order.get('tp') )


                self.trade_manager_dict[sl_ticket.order_id] =  {"sl_ticket":sl_ticket , "tp_ticket":tp_ticket, "main_trade_id" :False  }
                self.trade_manager_dict[tp_ticket.order_id] =  {"sl_ticket":sl_ticket , "tp_ticket":tp_ticket, "main_trade_id" :False   }


                # self.debug(f" sl_ticket, tp_ticket: {sl_ticket.status} ,{tp_ticket.status}  ")




            case OrderType.STOP_MARKET:

                # kdyz se hitnul SL, musime uzavrit TP order

                tp_ticket = self.trade_manager_dict.get(new_order_id).get("tp_ticket")
                tp_ticket.cancel()

                # self.debug(f" STOP_MARKET ORDER : { tp_ticket.status  }")


            case OrderType.LIMIT:

                sl_ticket = self.trade_manager_dict.get(new_order_id).get("sl_ticket")
                sl_ticket.cancel()

                # self.debug(f" LIMIT ORDER : { sl_ticket.status  }")

        self.debug(
            f" ==================================================================================================== ")

System Information

Binance futures API,
lean 1.0.224

Ubuntu 25.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

[Romazes]

It is working for me BrokerageName.BINANCE_FUTURES:

My algorithm:

def initialize(self):
    self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
    self._symbol = self.add_crypto_future("ACHUSDT").symbol
    self._step = 0

def on_data(self, data: Slice):
    if self._symbol in self.securities and self.securities[self._symbol].price > 0:
        security = self.securities[self._symbol]
        if self._step == 0:
            self.market_order(security.symbol, 5.5 / security.ask_price)
            self._step += 1

def on_order_event(self, order_event: OrderEvent) -> None:
    if order_event.status != OrderStatus.FILLED:
        self.log(f"Exit from on_order_event because status is {order_event.status}")
        return

[lukaspistelak]

now when i do fake trades, it works for me too, but on server dont , i dont get it

[Romazes]

now when i do fake trades, it works for me too, but on server dont , i dont get it

• Which brokerage model did you use?
• Did it happen after running the algorithm?

[lukaspistelak]

Which brokerage model did you use?:

self.set_cash("BNFCR", 80)
self.symbol = "BTCUSDT"


self.crypto_future_minute = self.AddCryptoFuture(self.symbol, Resolution.Minute)
self.crypto_future_minute.SetBuyingPowerModel(CryptoFutureMarginModel())
self.Securities[self.symbol].SetLeverage( 125 )

Did it happen after running the algorithm:

There is a problem:

Bug Description:
When trading CryptoFuture (BTCUSDT) on Binance live,
the account balance is held in BNFCR currency but the
BuyingPowerModel returns Free Margin: 0, causing all orders
to be rejected with "Insufficient buying power".

Debug output:
BNFCR: 119.55 ← actual balance
USDT: 0.0
Free Margin: 0 ← should be 119.55
MarginRemaining: 119.55 ← Portfolio knows the value

Expected: BNFCR should be recognized as margin currency for BTCUSDT futures
Actual: Free Margin: 0, all orders rejected

    def OnNewBar(self,  bar):

        for kvp in self.Portfolio.CashBook:
            self.debug(f"{kvp.Key}: {kvp.Value.Amount}")

        self.Debug(f"Portfolio cash: {self.Portfolio.Cash}")
        self.Debug(f"Total value: {self.Portfolio.TotalPortfolioValue}")
        self.Debug(f"Free margin: {self.Portfolio.MarginRemaining}")

Log output:

260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 USD: 0.0
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 BNFCR: 119.55024012
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 USDT: 0.0
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 BTC: 0.0
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 BUSD: 0.0
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 Portfolio cash: 119.55024012
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 Total value: 119.55024012
20260319 11:00:00.753 TRACE:: Debug: 2026-03-19 11:00:00 Free margin: 119.55024012

20260319 11:00:00.753 ERROR:: 2026-03-19 11:00:00 Order Error: ids: [1], Insufficient buying power to complete orders (Value:[280.4082]), Reason: Id: 1, Initial Margin: 
2.35542888, Free Margin: 0.

Should I create new issue and close / delete this one ?

[Romazes]

Hello, @lukaspistelak.
Please go ahead and open the support ticket.

p.s. How to open a support ticket? - link

[Romazes]

@lukaspistelak
Can you try SetBrokerageModel in Initialize() explicitly.

SetBrokerageModel(BrokerageName.BinanceFutures, AccountType.Margin);

And lunch your algorithm again

Binance support models

[lukaspistelak]

@lukaspistelak Can you try SetBrokerageModel in Initialize() explicitly.

SetBrokerageModel(BrokerageName.BinanceFutures, AccountType.Margin);

And lunch your algorithm again

Binance support models

This doesnt help

[AlexCatarino]

Hi, @lukaspistelak.
Please open a support ticket. GitHub issues are not the best venue for investigating live trading issues when we cannot easily reproduce them.

[Romazes]

Hi, @lukaspistelak
We have fixed it. Thanks fot reprot.

def initialize(self):
    self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
    self._symbol = self.add_crypto_future("ACHUSDT").symbol
    self._step = 0

def on_data(self, data: Slice):
    if self._symbol in self.securities and self.securities[self._symbol].price > 0:
        security = self.securities[self._symbol]
        self.market_order(security.symbol, 5.5 / security.ask_price)