hummingbot: Binance perpetual: Stuck cancelling an order

@raymondcarl @amitds1997 I found the error, the issue is in the connector. I will provide a solution for today

@raymondcarl nice! Yes probably there is a bug in the order tracker of the strategy, I will check it now. It’s strange because it’s only happening in perpetuals and with Binance but well. All of you are using perpetuals market making?

@cardosofede this impacts all strategy that uses binance_perpetual not just perpetual market making strategy. This is happening with other strategy such as hedge too. It should be an issue related to binance_perpetual connector only.

I am also trying to debug this issue on my end.

My observations:

1. The order is present in self._sb_order_tracker.in_flight_cancels but not present in self._market_info.market.in_flight_orders (shown by @cardosofede in the comment above).
2. The active_orders property depends upon market_pair_to_active_orders and the logic for that is different b/w PerpetualMarketMakingOrderTracker and the base OrderTracker

# In PerpetualMarketMakingOrderTracker
    @property
    def market_pair_to_active_orders(self) -> Dict[MarketTradingPairTuple, List[LimitOrder]]:
        market_pair_to_orders = {}
        for market_pair, orders_map in self.tracked_limit_orders_map.items():
            market_pair_to_orders[market_pair] = list(self.tracked_limit_orders_map[market_pair].values())
        return market_pair_to_orders

# In OrderTracker
    @property
    def market_pair_to_active_orders(self) -> Dict[MarketTradingPairTuple, List[LimitOrder]]:
        market_pair_to_orders = {}
        market_pairs = self._tracked_limit_orders.keys()
        for market_pair in market_pairs:
            limit_orders = []
            for limit_order in self._tracked_limit_orders[market_pair].values():
                if self.c_has_in_flight_cancel(limit_order.client_order_id):
                    continue
                limit_orders.append(limit_order)
            market_pair_to_orders[market_pair] = limit_orders
        return market_pair_to_orders

If PerpetualMarketMakingOrderTracker.market_pair_to_active_orders had the same logic, I can see how we would not face this issue because the order is still in in_flight_cancels. But this kind of leaves the actual question still open about why the state was not correctly updated after the order cancellation and it is still present in in_flight_cancels

I think that I found something! In Flight Orders from the connector:

Active orders from the OrderTracker:

Tomorrow I will continue with the research ! Hope that I can solve this soon.

@raymondcarl hey Raymond! thanks for the previous investigation, tomorrow I will fix this issue (hope so haha). Some things about your comments.

• The ws is not necessary here because the cancel is via rest
• If we are missing one of the messages (i.e. canceled order message) the client should have some logic to handle this via rest.
• The method fetch order is using the dictionaries stored in the client order tracker: in_flight_orders + cached_orders
• The execute cancel has a logic to stop tracking the order if the response is that the order don’t exist

My guess is that as we are using the cached orders + inflight orders to cancel the order, it will try to cancel the same order at least for 30 seconds (the default value for the TTL cache).

Tomorrow I will debug it because this are all thoughts!

Is this one already assigned to you? @cardosofede