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Issue with Options combined margin
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.