MarginController

StockSharp.MatchingEngine

Default implementation of IMarginController. Leverage is taken from Leverage (default 1). Margin call/stop-out levels are taken from IPortfolio.

Methods

public decimal CheckMarginLevel(IPortfolio portfolio, decimal unrealizedPnL)

result = marginController.CheckMarginLevel(portfolio, unrealizedPnL)

Calculate current margin level for a portfolio.

Returns: Margin level ratio (equity / blocked). Returns MaxValue if no blocked money.

public decimal GetRequiredMargin(decimal price, decimal volume, PositionInfo position)

result = marginController.GetRequiredMargin(price, volume, position)

Calculate required margin for an order, using position-level leverage.

price: Order price.
volume: Order volume.
position: Position info (for leverage). Can be null (uses default leverage 1).

Returns: Required margin amount.

IsMarginCall

public bool IsMarginCall(IPortfolio portfolio, decimal unrealizedPnL)

result = marginController.IsMarginCall(portfolio, unrealizedPnL)

Check if portfolio is in margin call state. Uses MarginCallLevel.

Returns: True if margin level is at or below margin call threshold.

IsStopOut

public bool IsStopOut(IPortfolio portfolio, decimal unrealizedPnL)

result = marginController.IsStopOut(portfolio, unrealizedPnL)

Check if portfolio is in stop-out state. Uses EnableStopOut and StopOutLevel.

Returns: True if stop-out is enabled and margin level is at or below stop-out threshold.

ValidateOrder

public InvalidOperationException ValidateOrder(IPortfolio portfolio, decimal price, decimal volume, PositionInfo position)

result = marginController.ValidateOrder(portfolio, price, volume, position)

Validate that portfolio has sufficient funds for order.

Returns: Error if insufficient funds, null otherwise.