Fix position ID handling for Binance Futures and exec algo

Author: cjdsellers

RELEASES.md

@@ -38,6 +38,7 @@ and introduces support for Linux on ARM64 architecture.
 - Fixed overflow error in trailing stop calculations
 - Fixed missing `SymbolFilterType` enum member for Binance (#2495), thanks @sunlei
 - Fixed `ts_event` for Bybit bars (#2502), thanks @davidsblom
+- Fixed position ID handling for Binance Futures in hedging mode with execution algorithm order (#2504), thanks for reporting @Oxygen923
 
 ### Documentation Updates
 - Removed obsolete bar limitations in portfolio docs (#2501), thanks @stefansimik

nautilus_trader/adapters/binance/execution.py

@@ -634,27 +634,21 @@ def _determine_reduce_only_str(self, order: Order) -> str | None:
     def _get_position_side_from_position_id(
         self,
         position_id: PositionId | None,
+        exec_spawn_id: ClientOrderId | None,
     ) -> BinanceFuturesPositionSide | None:
-        """
-        Parse the position side from the position ID.
-
-        Parameters
-        ----------
-        position_id : PositionId | None
-            The position ID, can be `None`.
-            Position ID must end with either 'LONG' or 'SHORT' for Binance Futures Hedge position mode.
-
-        Returns
-        -------
-        BinanceFuturesPositionSide | None
+        # Position ID must end with either 'LONG', 'SHORT' or 'BOTH' for Binance Futures Hedge position mode
 
-        """
         position_side = None
         if self._binance_account_type.is_spot_or_margin:  # Spot or Margin mode
             return position_side
         elif not self._is_dual_side_position:  # One-way position mode
             return BinanceFuturesPositionSide.BOTH
 
+        if position_id is None and exec_spawn_id is not None:
+            primary_order = self._cache.order(exec_spawn_id)
+            if primary_order is not None:
+                position_id = primary_order.position_id
+
         # For Binance Futures Hedge mode, the position side must be specified in the position_id
         PyCondition.not_none(position_id, "position_id")
         position_side = self._enum_parser.parse_position_id_to_binance_futures_position_side(
@@ -670,7 +664,10 @@ def _get_position_side_from_position_id(
         return position_side
 
     async def _submit_order(self, command: SubmitOrder) -> None:
-        position_side = self._get_position_side_from_position_id(command.position_id)
+        position_side = self._get_position_side_from_position_id(
+            position_id=command.position_id,
+            exec_spawn_id=command.order.exec_spawn_id,
+        )
         await self._submit_order_inner(command.order, position_side)
 
     async def _submit_order_inner(
@@ -790,7 +787,11 @@ async def _submit_stop_limit_order(
         )
 
     async def _submit_order_list(self, command: SubmitOrderList) -> None:
-        position_side = self._get_position_side_from_position_id(command.position_id)
+        position_side = self._get_position_side_from_position_id(
+            position_id=command.position_id,
+            exec_spawn_id=None,
+        )
+
         for order in command.order_list.orders:
             self.generate_order_submitted(
                 strategy_id=order.strategy_id,

tests/integration_tests/adapters/binance/test_parsing_common.py

@@ -236,7 +236,6 @@ def test_parse_parse_bar_ws(self, resolution, expected_type):
     )
     def test_parse_position_id_to_binance_futures_position_side(self, position_id, expected):
         # Arrange, Act
-        print(position_id)
         result = self._futures_enum_parser.parse_position_id_to_binance_futures_position_side(
             position_id,
         )