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feat(trade): add estimate_multileg_available_quantity (POST /v1/trade/estimate/multileg) - #603
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hogan-yuan wants to merge 6 commits into
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hogan-yuan wants to merge 6 commits into
hogan-yuan wants to merge 6 commits into
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…/estimate/multileg) Pre-trade estimate for a US multi-leg option combination: max tradable quantity and margin impact. Because the request carries a legs array it is a POST with a JSON body (RESTful), unlike the scalar single-leg estimate which is GET+query. Rust core async + blocking.
This was referenced Oct 9, 2026
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Summary
New
TradeContext.estimate_multileg_available_quantity— a pre-trade estimate of a US multi-leg option combination's maximum tradable quantity and margin impact (max_open_qty,unit_margin,initial_margin_change,maintenance_margin_change).Request:
side,order_type,submitted_quantity,strategy(MultiLegStrategy),legs(each symbol + a reserved side), optionalsubmitted_price.RESTful note
The single-leg
estimate_max_purchase_quantityis aGETwith scalar query params. This one carries alegsarray — which cannot be encoded in a query string — so it is aPOSTwith a JSON body, consistent with the multi-leg submit endpoint (POST /v1/trade/order/multileg).Layers
Rust core (async + blocking) + C, C++, Java, Node.js, Python. Each builds;
longbridge.h,index.d.ts,openapi.pyiregenerated/updated. Go is a separate PR; CLI/MCP are follow-ups.