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Support Futures Spread Trading
Expected Behavior
Like options, if we place orders for two futures' contracts to create a spread, the margin will be reduced. There are 3 cases, according to CME:
- INTRAMARKET SPREADS (same future)
- INTERMARKET SPREADS (different but related future)
- COMMODITY PRODUCT SPREADS (same commodity: Soybean Meal and Soybean Oil)
Actual Behavior
Buying power for futures accounts legs independently.
Potential Solution
Implement Position buying power for futures.
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