Lean

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#### 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](https://www.cmegroup.com/education/courses/understanding-futures-spreads/futures-spread-overview.html): -...

AlexCatarino

#### Expected Behavior We can use the debugger to debug custom C# and Python (PythonData) classes. #### Actual Behavior We can debug custom C# classes, but not PythonData classes. ####...

DerekMelchin

Bybit Integrated Support

2

I've noticed that while Binance, Okex and Bitfinex all have support with Lean, there seems to be nothing for Bybit. Is this in the pipeline, or would integration with Bybit...

RowanHarley

#### Expected Behavior If we create a time period consolidator to create x-minute bars, the x-minute slices start at midnight. #### Actual Behavior If we create a time period consolidator...

DerekMelchin

Adds Custom ToString Method to API Classes

4

#### Expected Behavior Be able to visualize the results from API calls with `ToString` method. It's particularly helpful in Jupyter Notebooks. #### Actual Behavior The string representation looks like this:...

AlexCatarino

#### Expected Behavior `CoarseFundamentalUniverse` selection should be applicable to all Equity markets. #### Actual Behavior Only `Market.USA` supported. Missing support for `Market.India` #### Potential Solution Implement that for `Market.India` as...

LouisSzeto

#### Expected Behavior We can run basic Futures algorithms without errors. #### Actual Behavior We get > Error invoking SI UNT495KXTPR1 data reader. Line: 1 Error: Index was outside the...

DerekMelchin

Implement BinanceUS Fee Model

1

#### Expected Behavior Support BinanceUS Fee Model. #### Actual Behavior Use Binance Fee Model for both Binance and Binance US #### Potential Solution [Binance US Trading Fee Structure](https://www.binance.us/en/fee/schedule) #### Checklist...

AlexCatarino

#### Description Add PyObject overload to ETFConstituentsUniverseSelectionModel #### Related Issue #6562 #### Motivation and Context So we can use the C# implementation of the model in a Python algorithm. ####...

DerekMelchin

#### Expected Behavior Supports Short Straddle and Strangle options buying power. > The margin requirements for a short straddle/strangle is the greater of the two sides' short uncovered margin requirement...

AlexCatarino