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Implement a check for how a specified trade execution is expected to change the account margin requirements #130

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superichmann opened this issue Nov 6, 2024 · 0 comments

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@superichmann
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superichmann commented Nov 6, 2024

Currently in lean, there is no way to ensure a specific trade will actually fill. Through this ibkr tws api functionality it is possible to know if a specific trade will actually fill and as well to know the margin impact on the account.

As quantconnect is the world leader in quant things, I think you should yes implement this functionality at some point, as sending many trade requests, receive the outcome and re-send the trade is not a cool solution (and quantconnects is very very cool)

Expected Behavior

A proprietary endpoint that implements this functionality inside LEAN.

Actual Behavior

Not exist.

Potential Solution

implement a function that calls the corresponding ibkr tws api functionality as documented here

Reproducing the Problem

Not a bug, a feature ;)

System Information

Windows 95

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Anyway, I love you guys even if you won't implement this 😘

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