Lean.Brokerages.InteractiveBrokers
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Implement a check for how a specified trade execution is expected to change the account margin requirements
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
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
Anyway, I love you guys even if you won't implement this 😘