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Checking Available Account Funds Before Spread-Arbitrage Orders

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Summary

A forum user asks how to check whether enough funds are available before starting a spread-arbitrage order algorithm. The stated motivation is to avoid opening only one leg of a paired trade when the account cannot support both sides. A reply points to VeighNa's main engine account lookup as the way to retrieve account information.

This exchange identifies a relevant pre-trade control: inspect available account funds before submitting the strategy's orders. However, it gives no code, account-field details, margin calculation, or guidance on handling changing balances and order rejection. The suggested account lookup is only a starting point; the document does not show that it checks whether the full spread trade can be funded or prevents one-legged exposure.

Key ideas

  • The user wants to check available funds before launching a spread-arbitrage algorithm.
  • The stated goal is to reduce the risk of only one leg being opened.
  • A forum reply recommends retrieving account information through the main engine.
  • The exchange does not detail the relevant balance fields or how to calculate required margin.

Tags

ArbitragePairs tradingRisk management

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.