☰
Login
Signup
Home
›
API clients
Howdy, Stranger!
It looks like you're new here. If you want to get involved, click one of these buttons!
Sign In
Register
Categories
Recent Discussions
Activity
Categories
13.8K
All Categories
0
Incidents
152
Node JS client
39
Go client
791
.Net API client
378
Kite Publisher
537
.Net / VBA / Excel (3rd party)
457
Algorithms and Strategies
992
Java client
1.1K
API clients
402
PHP client
4K
Python client
346
Mobile and Desktop apps
1.4K
Market data (WebSockets)
3.3K
General
Issue with Options combined margin
ramatius
July 2021
in
API clients
Hi,
Today the algo sent BUY exchange order ID 1100000003523163 at 09:45:03 and sent SELL exchange order ID 210706001148816 at 09:45:06.
There was a 3 seconds gap between the orders. We expected the orders to go through, since to overall margin was adequate.
However, the RMS threw an error "Insufficient funds. Required margin is 566576.10 but available margin is 492674.00.".
That margin is for naked SELL. Not for BUY-covered SELL.
The RMS seems to be too slow in accounting for the orders in chronological sequence.
Pls resolve this.
Regards,
Ramakrishnan Selvaraj
quantindia.in
Tagged:
RMS error
OPTIONS
options margin
Sign In
or
Register
to comment.