cache

Cache is used to store trading data in memory and persistent storage. You can access Cache in Strategy class.

Note

See the Cache API Reference for a complete description of all available methods.

Data Accessing

Public Trading Data

Let’s start with a simple example, you want to get the bookl1 and print it every 1 second.

from nexustrader.strategy import Strategy

class Demo(Strategy):
    def __init__(self):
        super().__init__()
        self.subscribe_bookl1(symbols=["BTCUSDT-PERP.OKX"])
        self.schedule(self.algo, trigger="interval", seconds=1)

    def algo(self):
        bookl1 = self.cache.bookl1("BTCUSDT-PERP.OKX") # return None or BookL1 object
        if bookl1:
            print(bookl1)

self.cache.bookl1() returns None if the data is not available in cache. Thus, we introduce DataReady to check if the data is ready.

class Demo(Strategy):
    def __init__(self):
        super().__init__()
        self.subscribe_bookl1(symbols=["BTCUSDT-PERP.OKX"])
        self.data_ready = DataReady(symbols=["BTCUSDT-PERP.OKX"])

    def on_bookl1(self, bookl1: BookL1):
        self.data_ready.input(bookl1)

    def algo(self):
        if not self.data_ready.ready:
            self.log.info("Data not ready, skip")
            return
        bookl1 = self.cache.bookl1("BTCUSDT-PERP.OKX")
        print(bookl1)

Position Data

self.cache.get_position() returns the position of the symbol, or None if no position exists.

position = self.cache.get_position("BTCUSDT-PERP.OKX")
if position:
    print(position.signed_amount)

Position.side uses position direction: PositionSide.LONG / PositionSide.SHORT / PositionSide.FLAT. It is not the same enum as order direction, which uses OrderSide.BUY / OrderSide.SELL.

from nexustrader.constants import PositionSide

position = self.cache.get_position("BTCUSDT-PERP.OKX")
if position and position.side == PositionSide.LONG:
    print("long position")

For Bybit TradFi (MT5), cache keys are NexusTrader symbols, not raw MT5 symbols. For example, MT5 XAUUSD.s is cached as XAUUSD_s.BYBIT_TRADFI:

# Correct
position = self.cache.get_position("XAUUSD_s.BYBIT_TRADFI")

# Wrong: raw MT5 symbol is not used as a cache key
position = self.cache.get_position("XAUUSD.s")

Order Data

• self.cache.get_order() returns the Order object, or None if not found.

order = self.cache.get_order(oid)
if order and order.is_opened:
    # cancel the order
    ...

• self.cache.get_symbol_orders() returns the Set[str] of the orders of the symbol.

• self.cache.get_open_orders() returns the Set[str] of the open orders.

Inflight Orders

Orders that have been submitted to the exchange but not yet acknowledged are tracked as inflight. This is useful to avoid double-submitting or to wait before cancelling.

# Check current inflight orders for a symbol
inflight = self.cache.get_inflight_orders("BTCUSDT-PERP.BINANCE")
self.log.info(f"Inflight orders: {inflight}")

# Wait (async) until all inflight orders are acknowledged or timeout
await self.cache.wait_for_inflight_orders("BTCUSDT-PERP.BINANCE", timeout=5.0)