Lean.Brokerages.InteractiveBrokers icon indicating copy to clipboard operation
Lean.Brokerages.InteractiveBrokers copied to clipboard

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

Open superichmann opened this issue 1 year ago • 1 comments

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 master branch
  • [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 😘

superichmann avatar Nov 06 '24 10:11 superichmann