Fix crypto future margin model to reflect margin used#9235
Merged
jhonabreul merged 4 commits intoQuantConnect:masterfrom Jan 27, 2026
Merged
Fix crypto future margin model to reflect margin used#9235jhonabreul merged 4 commits intoQuantConnect:masterfrom
jhonabreul merged 4 commits intoQuantConnect:masterfrom
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This was referenced Jan 26, 2026
Martin-Molinero
approved these changes
Jan 27, 2026
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Description
Fix crypto future margin model to reflect margin used following BInance and Bybit patterns.
These exchanges have two different concepts:
Margin calls will be now more inaccurate for as a workaround, users can set a custom margin call model with an adjusted buffer (
Portfolio.MarginCallModel = new DefaultMarginCallModel(Portfolio, DefaultOrderProperties, customBuffer);) or even disabling margin calls by using the null margin call model (MarginCallModel.Null)Related Issue
Closes #7604
Closes #7816
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Regression algorithms
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>