From 20f8a75f4a8906641bbb1b198d05cc15148fff02 Mon Sep 17 00:00:00 2001
From: AvishaiW <avishai@enigma.co>
Date: Wed, 21 Feb 2018 20:42:39 +0200
Subject: [PATCH] BUG: for issue #237, update positions before checking
 balances

---
 catalyst/exchange/exchange.py           | 11 ++++++++---
 catalyst/exchange/exchange_algorithm.py | 21 ++++++++++-----------
 2 files changed, 18 insertions(+), 14 deletions(-)

diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index c1b64f7c..3b57256b 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -656,16 +656,21 @@ class Exchange:
 
         return df
 
-    def _check_low_balance(self, currency, balances, amount):
+    def _check_low_balance(self, currency, balances, amount, open_orders=None):
         free = balances[currency]['free'] if currency in balances else 0.0
 
+        if open_orders:
+            # TODO: make sure that this works
+            free += sum([order.amount for order in open_orders])
+
         if free < amount:
             return free, True
 
         else:
             return free, False
 
-    def sync_positions(self, positions, cash=None, check_balances=False):
+    def sync_positions(self, positions, open_orders=None, cash=None,
+                       check_balances=False):
         """
         Update the portfolio cash and position balances based on the
         latest ticker prices.
@@ -694,7 +699,7 @@ class Exchange:
                     balances=balances,
                     amount=cash,
                 )
-                if is_lower:
+                if is_lower and not open_orders:
                     raise NotEnoughCashError(
                         currency=self.base_currency,
                         exchange=self.name,
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 5c9f8771..c827af4a 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -631,23 +631,12 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             if base_currency is None:
                 base_currency = exchange.base_currency
 
-            # Don't check the cash if there are open orders. This could
-            # results in false positives.
             orders = []
             for asset in self.blotter.open_orders:
                 asset_orders = self.blotter.open_orders[asset]
                 if asset_orders:
                     orders += asset_orders
 
-            required_cash = self.portfolio.cash if not orders else None
-            cash, positions_value = exchange.sync_positions(
-                positions=exchange_positions,
-                check_balances=check_balances,
-                cash=required_cash,
-            )
-            total_cash += cash
-            total_positions_value += positions_value
-
             # Applying modifications to the original positions
             for position in exchange_positions:
                 tracker.update_position(
@@ -657,6 +646,16 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                     last_sale_price=position.last_sale_price,
                 )
 
+            required_cash = self.portfolio.cash if not orders else None
+            cash, positions_value = exchange.sync_positions(
+                positions=exchange_positions,
+                open_orders=orders,
+                check_balances=check_balances,
+                cash=required_cash,
+            )
+            total_cash += cash
+            total_positions_value += positions_value
+
         if not check_balances:
             total_cash = self.portfolio.cash