Crypto short and leveraged positions not being closed as expected

Hi Maxim,

From the information provided in the extracts, it seems that you are trying to close leveraged or short positions in crypto trading on Binance using QuantConnect. However, you are facing issues as the framework opens a position in the opposite direction.

In QuantConnect, when you place a "short trade" you are borrowing someone else's stocks for a while to sell them. When you "close" a short position you are buying back the stocks you borrowed at the new market price. You can use a scale of 1 to -1 in self.SetHoldings to place a long or short order. Going long is denoted by ordering a positive number, and short a negative one. QC does not support hedging (long and short at the same time) source.

If you liquidate your positions when the market is closed, LEAN converts the orders into market on open orders. If your brokerage doesn't support market on open orders, the order is invalid source.

For crypto assets, it seems that only sell orders up to a max of the position held are allowed, so the position can't end up short. This means you can't have both a stop order and a target order active, since that is selling 2x the total position held source.

It's also worth noting that GDAX, another crypto exchange, doesn't support virtual positions source.

If you're still facing issues, it might be helpful to reach out to the QuantConnect community on their forum for more specific advice.

Hey Maxim Raya Did you manage to figure this out? Im having a similar issue, where my holdings can never be fully Liquidated, as after the Liquidate the Fee is applied and my holdings are left with the fee amount. Specifcally the issue im seeing is that 

Yes, turns out this is due to a lacking feature, which the QC team is aware of