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Support Futures Spread Trading

Open AlexCatarino opened this issue 3 years ago • 0 comments

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 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

AlexCatarino avatar Sep 13 '22 13:09 AlexCatarino