feat(trade): add estimate_multileg_available_quantity (POST /v1/trade/estimate/multileg)

CHANGELOG.md

@@ -4,6 +4,12 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [Unreleased]
+
+### Added
+
+- **Trade: estimate multi-leg option trading info** — new `TradeContext.estimate_multileg_available_quantity` (`POST /v1/trade/estimate/multileg`) estimating a US option combination strategy's maximum tradable quantity and margin impact before submitting. Takes `side`, `order_type`, `submitted_quantity`, `strategy` (`MultiLegStrategy`), the combination `legs` (each an `EstimateMultiLegOrderLeg` — symbol plus a reserved `side`), and an optional `submitted_price`; returns `max_open_qty`, `unit_margin`, `initial_margin_change` and `maintenance_margin_change`. Unlike the single-leg `estimate_max_purchase_quantity` (a `GET` with scalar query params), the multi-leg estimate carries a `legs` array so it is a `POST` with a JSON body, matching the multi-leg submit endpoint. Added across the Rust core (async + blocking) and mirrored to the C, C++, Java, Node.js and Python layers; the separate Go SDK is tracked separately.
+
 ## [5.2.0] - 2026-09-30
 
 ### Added

c/cbindgen.toml

@@ -190,6 +190,9 @@ cpp_compat = true
 "CPushGridOrderChanged" = "lb_push_grid_order_changed_t"
 "CEstimateMaxPurchaseQuantityOptions" = "lb_estimate_max_purchase_quantity_options_t"
 "CEstimateMaxPurchaseQuantityResponse" = "lb_estimate_max_purchase_quantity_response_t"
+"CEstimateMultiLegOrderLeg" = "lb_estimate_multileg_order_leg_t"
+"CEstimateMultiLegAvailableQuantityOptions" = "lb_estimate_multileg_available_quantity_options_t"
+"CEstimateMultiLegAvailableQuantityResponse" = "lb_estimate_multileg_available_quantity_response_t"
 "CCreateWatchlistGroup" = "lb_create_watchlist_group_t"
 "CUpdateWatchlistGroup" = "lb_update_watchlist_group_t"
 "CSecuritiesUpdateMode" = "lb_securities_update_mode_t"
@@ -514,6 +517,7 @@ include = [
     # TradeContext: grid trading push (stays on trade side)
     "CPushGridOrderChanged",
     "CEstimateMaxPurchaseQuantityResponse",
+    "CEstimateMultiLegAvailableQuantityResponse",
     "CSecurityCalcIndex",
     "CWarrantInfo",
     "CQuotePackageDetail",

c/csrc/include/longbridge.h

@@ -4958,6 +4958,57 @@ typedef struct lb_estimate_max_purchase_quantity_options_t {
   bool fractional_shares;
 } lb_estimate_max_purchase_quantity_options_t;
 
+/**
+ * A leg of a multi-leg combination for the pre-trade estimate
+ */
+typedef struct lb_estimate_multileg_order_leg_t {
+  /**
+   * Option or underlying-stock symbol, in `ticker.region` format
+   * (e.g. `QQQ260731C764000.US`)
+   */
+  const char *symbol;
+  /**
+   * Leg order side (reserved; not in use for now) (can be null)
+   */
+  const enum lb_order_side_t *side;
+} lb_estimate_multileg_order_leg_t;
+
+/**
+ * Options for estimating a multi-leg option combination's tradable quantity
+ * and margin impact
+ */
+typedef struct lb_estimate_multileg_available_quantity_options_t {
+  /**
+   * Order side of the combination
+   */
+  enum lb_order_side_t side;
+  /**
+   * Order type
+   */
+  enum lb_order_type_t order_type;
+  /**
+   * Submitted quantity (number of combinations)
+   */
+  const struct lb_decimal_t *submitted_quantity;
+  /**
+   * Multi-leg strategy
+   */
+  enum CMultiLegStrategy strategy;
+  /**
+   * Legs of the combination
+   */
+  const struct lb_estimate_multileg_order_leg_t *legs;
+  /**
+   * Number of legs
+   */
+  uintptr_t num_legs;
+  /**
+   * Submitted price (required for limit order types such as `LO`) (can be
+   * null)
+   */
+  const struct lb_decimal_t *submitted_price;
+} lb_estimate_multileg_available_quantity_options_t;
+
 /**
  * Active subscription for a security
  */
@@ -9069,6 +9120,29 @@ typedef struct lb_estimate_max_purchase_quantity_response_t {
   const struct lb_decimal_t *margin_max_qty;
 } lb_estimate_max_purchase_quantity_response_t;
 
+/**
+ * Response for estimating a multi-leg option combination's tradable quantity
+ * and margin impact
+ */
+typedef struct lb_estimate_multileg_available_quantity_response_t {
+  /**
+   * Maximum open quantity of the combination
+   */
+  const struct lb_decimal_t *max_open_qty;
+  /**
+   * Margin required per combination unit
+   */
+  const struct lb_decimal_t *unit_margin;
+  /**
+   * Change of the initial margin after placing the order
+   */
+  const struct lb_decimal_t *initial_margin_change;
+  /**
+   * Change of the maintenance margin after placing the order
+   */
+  const struct lb_decimal_t *maintenance_margin_change;
+} lb_estimate_multileg_available_quantity_response_t;
+
 /**
  * Security calc index response
  */
@@ -16466,6 +16540,17 @@ void lb_trade_context_estimate_max_purchase_quantity(const struct lb_trade_conte
                                                      lb_async_callback_t callback,
                                                      void *userdata);
 
+/**
+ * Estimate a multi-leg option combination's maximum tradable quantity and
+ * margin impact before submitting the order.
+ *
+ * @param[in] opts Options for the multi-leg estimate request
+ */
+void lb_trade_context_estimate_multileg_available_quantity(const struct lb_trade_context_t *ctx,
+                                                           const struct lb_estimate_multileg_available_quantity_options_t *opts,
+                                                           lb_async_callback_t callback,
+                                                           void *userdata);
+
 /**
  * Create a decimal value with a 64 bit `m` representation and corresponding
  * `e` scale.

c/src/trade_context/context.rs

@@ -4,6 +4,7 @@ use longbridge::{
     TradeContext,
     trade::{
         AttachedOrderType, CancelOrderOptions, EstimateMaxPurchaseQuantityOptions,
+        EstimateMultiLegAvailableQuantityOptions, EstimateMultiLegOrderLeg,
         GetAllExecutionsOptions, GetCashFlowOptions, GetFundPositionsOptions,
         GetHistoryExecutionsOptions, GetHistoryOrdersOptions, GetOrderDetailOptions,
         GetStockPositionsOptions, GetTodayExecutionsOptions, GetTodayOrdersOptions, PushEvent,
@@ -23,13 +24,15 @@ use crate::{
         types::{
             CAccountBalanceOwned, CAllExecutionsResponseOwned, CCashFlowOwned,
             CEstimateMaxPurchaseQuantityOptions, CEstimateMaxPurchaseQuantityResponseOwned,
-            CExecutionOwned, CFundPositionsResponseOwned, CGetAllExecutionsOptions,
-            CGetCashFlowOptions, CGetFundPositionsOptions, CGetHistoryExecutionsOptions,
-            CGetHistoryOrdersOptions, CGetStockPositionsOptions, CGetTodayExecutionsOptions,
-            CGetTodayOrdersOptions, CMarginRatioOwned, COrderDetailOwned, COrderOwned,
-            CPushGridOrderChanged, CPushGridOrderChangedOwned, CPushOrderChanged,
-            CPushOrderChangedOwned, CReplaceOrderOptions, CStockPositionsResponseOwned,
-            CSubmitMultiLegOrderOptions, CSubmitOrderOptions, CSubmitOrderResponseOwned,
+            CEstimateMultiLegAvailableQuantityOptions,
+            CEstimateMultiLegAvailableQuantityResponseOwned, CExecutionOwned,
+            CFundPositionsResponseOwned, CGetAllExecutionsOptions, CGetCashFlowOptions,
+            CGetFundPositionsOptions, CGetHistoryExecutionsOptions, CGetHistoryOrdersOptions,
+            CGetStockPositionsOptions, CGetTodayExecutionsOptions, CGetTodayOrdersOptions,
+            CMarginRatioOwned, COrderDetailOwned, COrderOwned, CPushGridOrderChanged,
+            CPushGridOrderChangedOwned, CPushOrderChanged, CPushOrderChangedOwned,
+            CReplaceOrderOptions, CStockPositionsResponseOwned, CSubmitMultiLegOrderOptions,
+            CSubmitOrderOptions, CSubmitOrderResponseOwned,
         },
     },
     types::{CCow, CVec, ToFFI, cstr_array_to_rust, cstr_to_rust, slice_from_raw_parts},
@@ -873,3 +876,49 @@ pub unsafe extern "C" fn lb_trade_context_estimate_max_purchase_quantity(
         Ok(resp)
     });
 }
+
+/// Estimate a multi-leg option combination's maximum tradable quantity and
+/// margin impact before submitting the order.
+///
+/// @param[in] opts Options for the multi-leg estimate request
+#[unsafe(no_mangle)]
+pub unsafe extern "C" fn lb_trade_context_estimate_multileg_available_quantity(
+    ctx: *const CTradeContext,
+    opts: *const CEstimateMultiLegAvailableQuantityOptions,
+    callback: CAsyncCallback,
+    userdata: *mut c_void,
+) {
+    let ctx_inner = (*ctx).ctx.clone();
+    let side = (*opts).side.into();
+    let order_type = (*opts).order_type.into();
+    let submitted_quantity = (*(*opts).submitted_quantity).value;
+    let strategy = (*opts).strategy.into();
+    let legs = slice_from_raw_parts((*opts).legs, (*opts).num_legs)
+        .iter()
+        .map(|leg| {
+            let mut l = EstimateMultiLegOrderLeg::new(cstr_to_rust(leg.symbol));
+            if !leg.side.is_null() {
+                l = l.side((*leg.side).into());
+            }
+            l
+        })
+        .collect::<Vec<_>>();
+    let mut opts2 = EstimateMultiLegAvailableQuantityOptions::new(
+        side,
+        order_type,
+        submitted_quantity,
+        strategy,
+        legs,
+    );
+    if !(*opts).submitted_price.is_null() {
+        opts2 = opts2.submitted_price((*(*opts).submitted_price).value);
+    }
+    execute_async(callback, ctx, userdata, async move {
+        let resp: CCow<CEstimateMultiLegAvailableQuantityResponseOwned> = CCow::new(
+            ctx_inner
+                .estimate_multileg_available_quantity(opts2)
+                .await?,
+        );
+        Ok(resp)
+    });
+}

c/src/trade_context/types.rs

@@ -5,12 +5,13 @@ use longbridge::{
     trade::{
         AccountBalance, AllExecutionsResponse, AttachedOrderDetail, AttachedOrderType, BalanceType,
         CashFlow, CashFlowDirection, CashInfo, ContractDirection,
-        EstimateMaxPurchaseQuantityResponse, Execution, FrozenTransactionFee, FundPosition,
-        FundPositionChannel, FundPositionsResponse, MarginRatio, MultiLegInfo, MultiLegOrderLeg,
-        MultiLegPosition, MultiLegStrategy, Order, OrderChargeDetail, OrderChargeFee,
-        OrderChargeItem, OrderDetail, OrderHistoryDetail, OrderSide, OrderStatus, OrderTag,
-        OrderType, PushGridOrderChanged, PushOrderChanged, StockPosition, StockPositionChannel,
-        StockPositionsResponse, SubmitOrderResponse, TimeInForceType,
+        EstimateMaxPurchaseQuantityResponse, EstimateMultiLegAvailableQuantityResponse, Execution,
+        FrozenTransactionFee, FundPosition, FundPositionChannel, FundPositionsResponse,
+        MarginRatio, MultiLegInfo, MultiLegOrderLeg, MultiLegPosition, MultiLegStrategy, Order,
+        OrderChargeDetail, OrderChargeFee, OrderChargeItem, OrderDetail, OrderHistoryDetail,
+        OrderSide, OrderStatus, OrderTag, OrderType, PushGridOrderChanged, PushOrderChanged,
+        StockPosition, StockPositionChannel, StockPositionsResponse, SubmitOrderResponse,
+        TimeInForceType,
     },
 };
 use time::OffsetDateTime;
@@ -2769,6 +2770,86 @@ impl ToFFI for CEstimateMaxPurchaseQuantityResponseOwned {
     }
 }
 
+/// A leg of a multi-leg combination for the pre-trade estimate
+#[repr(C)]
+pub struct CEstimateMultiLegOrderLeg {
+    /// Option or underlying-stock symbol, in `ticker.region` format
+    /// (e.g. `QQQ260731C764000.US`)
+    pub symbol: *const c_char,
+    /// Leg order side (reserved; not in use for now) (can be null)
+    pub side: *const COrderSide,
+}
+
+/// Options for estimating a multi-leg option combination's tradable quantity
+/// and margin impact
+#[repr(C)]
+pub struct CEstimateMultiLegAvailableQuantityOptions {
+    /// Order side of the combination
+    pub side: COrderSide,
+    /// Order type
+    pub order_type: COrderType,
+    /// Submitted quantity (number of combinations)
+    pub submitted_quantity: *const CDecimal,
+    /// Multi-leg strategy
+    pub strategy: CMultiLegStrategy,
+    /// Legs of the combination
+    pub legs: *const CEstimateMultiLegOrderLeg,
+    /// Number of legs
+    pub num_legs: usize,
+    /// Submitted price (required for limit order types such as `LO`) (can be
+    /// null)
+    pub submitted_price: *const CDecimal,
+}
+
+/// Response for estimating a multi-leg option combination's tradable quantity
+/// and margin impact
+#[repr(C)]
+pub struct CEstimateMultiLegAvailableQuantityResponse {
+    /// Maximum open quantity of the combination
+    pub max_open_qty: *const CDecimal,
+    /// Margin required per combination unit
+    pub unit_margin: *const CDecimal,
+    /// Change of the initial margin after placing the order
+    pub initial_margin_change: *const CDecimal,
+    /// Change of the maintenance margin after placing the order
+    pub maintenance_margin_change: *const CDecimal,
+}
+
+#[derive(Debug)]
+#[repr(C)]
+pub struct CEstimateMultiLegAvailableQuantityResponseOwned {
+    max_open_qty: CDecimal,
+    unit_margin: CDecimal,
+    initial_margin_change: CDecimal,
+    maintenance_margin_change: CDecimal,
+}
+
+impl From<EstimateMultiLegAvailableQuantityResponse>
+    for CEstimateMultiLegAvailableQuantityResponseOwned
+{
+    fn from(value: EstimateMultiLegAvailableQuantityResponse) -> Self {
+        CEstimateMultiLegAvailableQuantityResponseOwned {
+            max_open_qty: value.max_open_qty.into(),
+            unit_margin: value.unit_margin.into(),
+            initial_margin_change: value.initial_margin_change.into(),
+            maintenance_margin_change: value.maintenance_margin_change.into(),
+        }
+    }
+}
+
+impl ToFFI for CEstimateMultiLegAvailableQuantityResponseOwned {
+    type FFIType = CEstimateMultiLegAvailableQuantityResponse;
+
+    fn to_ffi_type(&self) -> Self::FFIType {
+        CEstimateMultiLegAvailableQuantityResponse {
+            max_open_qty: self.max_open_qty.to_ffi_type(),
+            unit_margin: self.unit_margin.to_ffi_type(),
+            initial_margin_change: self.initial_margin_change.to_ffi_type(),
+            maintenance_margin_change: self.maintenance_margin_change.to_ffi_type(),
+        }
+    }
+}
+
 // ── Grid trading push (stays on the trade context)
 // ──────────────────────────────────
 

cpp/include/trade_context.hpp

@@ -133,6 +133,13 @@ class TradeContext
     AsyncCallback<TradeContext, EstimateMaxPurchaseQuantityResponse> callback)
     const;
 
+  /// Estimate a multi-leg option combination's maximum tradable quantity and
+  /// margin impact before submitting the order
+  void estimate_multileg_available_quantity(
+    const EstimateMultiLegAvailableQuantityOptions& opts,
+    AsyncCallback<TradeContext, EstimateMultiLegAvailableQuantityResponse>
+      callback) const;
+
   /// Set grid order changed callback, after receiving the grid order changed
   /// event, it will call back to this function.
   void set_on_grid_order_changed(

cpp/include/types.hpp

@@ -2444,6 +2444,48 @@ struct EstimateMaxPurchaseQuantityResponse
   Decimal margin_max_qty;
 };
 
+/// A leg of a multi-leg combination for the pre-trade estimate
+struct EstimateMultiLegOrderLeg
+{
+  /// Option or underlying-stock symbol, in `ticker.region` format
+  /// (e.g. `QQQ260731C764000.US`)
+  std::string symbol;
+  /// Leg order side (reserved; not in use for now)
+  std::optional<OrderSide> side;
+};
+
+/// Options for estimating a multi-leg option combination's tradable quantity
+/// and margin impact
+struct EstimateMultiLegAvailableQuantityOptions
+{
+  /// Order side of the combination
+  OrderSide side;
+  /// Order type
+  OrderType order_type;
+  /// Submitted quantity (number of combinations)
+  Decimal submitted_quantity;
+  /// Multi-leg strategy
+  MultiLegStrategy strategy;
+  /// Legs of the combination
+  std::vector<EstimateMultiLegOrderLeg> legs;
+  /// Submitted price (required for limit order types such as `LO`)
+  std::optional<Decimal> submitted_price;
+};
+
+/// Response for estimating a multi-leg option combination's tradable quantity
+/// and margin impact
+struct EstimateMultiLegAvailableQuantityResponse
+{
+  /// Maximum open quantity of the combination
+  Decimal max_open_qty;
+  /// Margin required per combination unit
+  Decimal unit_margin;
+  /// Change of the initial margin after placing the order
+  Decimal initial_margin_change;
+  /// Change of the maintenance margin after placing the order
+  Decimal maintenance_margin_change;
+};
+
 
 /// Grid trading master-order changed message.
 struct PushGridOrderChanged