Cannot pull out account information in SANDBOX mode

[VeraLyu]

Bug Report

When I tested with sandbox executing client, and I want to pull account information, it reports error. Also Sandbox does not differentiate spot or future.

Expected Behavior

report account status in strategy.

Actual Behavior

for real exec_client, it reports the right account status, but for sandbox it give out error: 2024-05-21T00:48:26.828083495Z [ERROR] TESTER-001.Portfolio: Cannot get account: no account registered for BINANCE.

Steps to Reproduce the Problem

in trading node config:

exec_clients={

    #     "BINANCE": BinanceExecClientConfig(
    #         api_key=os.getenv("BINANCE_FUTURES_API_KEY"),
    #         api_secret=os.getenv("BINANCE_FUTURES_API_SECRET"),
    #         account_type=BinanceAccountType.USDT_FUTURE,
    #         instrument_provider=InstrumentProviderConfig(load_all=True),
    #     ),
    # },
    exec_clients={
        "SANDBOX": SandboxExecutionClientConfig(
                venue="BINANCE",
                currency="USDC",
                balance=10_000_000,
        ),
    },

in strategy: self.account = self.portfolio.account(Venue("BINANCE")) self.log.info(f"{self.account.balances()}")

[davidsblom]

Made a change in the referenced pull request. Does that fix your issue?

[VeraLyu]

Sorry my test with binance failed with creating executing client, it worked in previous version: my code: exec_clients={ "SANDBOX": SandboxExecutionClientConfig( venue="BINANCE", currency="USDC", balance=10_000_000, default_leverage=10.0, oms_type="NETTING", account_type="MARGIN", ), }, Error: File "/home/ubuntu/crypto_level2/nautilus_trader/./examples/live/binance/binance_trader_with_controller.py", line 188, in node = asyncio.run(main()) File "/usr/lib/python3.10/asyncio/runners.py", line 44, in run return loop.run_until_complete(main) File "uvloop/loop.pyx", line 1517, in uvloop.loop.Loop.run_until_complete File "/home/ubuntu/crypto_level2/nautilus_trader/./examples/live/binance/binance_trader_with_controller.py", line 175, in main node.build() File "/home/ubuntu/crypto_level2/nautilus_trader/nautilus_trader/live/node.py", line 263, in build self._builder.build_exec_clients(self._config.exec_clients) File "/home/ubuntu/crypto_level2/nautilus_trader/nautilus_trader/live/node_builder.py", line 247, in build_exec_clients client = factory.create(**factory_kws) File "/home/ubuntu/crypto_level2/nautilus_trader/nautilus_trader/adapters/sandbox/factory.py", line 70, in create exec_client = SandboxExecutionClient( File "/home/ubuntu/crypto_level2/nautilus_trader/nautilus_trader/adapters/sandbox/execution.py", line 111, in init self.exchange = SimulatedExchange( File "nautilus_trader/backtest/exchange.pyx", line 224, in nautilus_trader.backtest.exchange.SimulatedExchange.init self.add_instrument(instrument) File "nautilus_trader/backtest/exchange.pyx", line 320, in nautilus_trader.backtest.exchange.SimulatedExchange.add_instrument Condition.equal(instrument.id.venue, self.id, "instrument.id.venue", "self.id") File "nautilus_trader/core/correctness.pyx", line 306, in nautilus_trader.core.correctness.Condition.equal raise make_exception( ValueError: The 'instrument.id.venue' <class 'nautilus_trader.model.identifiers.Venue'> of BINANCE was not equal to the 'self.id' <class 'nautilus_trader.model.identifiers.Venue'> of SANDBOX

[davidsblom]

That is unfortunate. What if you use "BINANCE" as the key for the SandboxExecutionClientConfig instead of "SANDBOX"? The instruments you use in your strategy need to use the same venue I believe.

I'm not able to test Binance in my country so this is a bit of guessing on my part.

[VeraLyu]

Yeah, it works after I changed the name to "BINANCE", and account information successfully listed: 2024-05-22T00:28:59.517509477Z [INFO] TESTER-001.Portfolio: Updated AccountState(account_id=BINANCE-001, account_type=MARGIN, base_currency=USDC, is_reported=True, balances=[AccountBalance(total=10_000_000.00000000 USDC, locked=0.00000000 USDC, free=10_000_000.00000000 USDC)], margins=[], event_id=5f0f4a3f-44f8-4d57-b61d-0f9d66553d69)