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✅ Order Calc Margin

Request: calculate the required margin for a hypothetical order (market or pending) — without placing it.

Source files (SDK):

  • MetaRpcMT5/mt5_account.py — method order_calc_margin(...)
  • MetaRpcMT5/mt5_term_api_trade_functions_pb2.py — OrderCalcMargin* messages (OrderCalcMarginRequest, OrderCalcMarginReply, OrderCalcMarginData) and enum ENUM_ORDER_TYPE_TF
  • MetaRpcMT5/mt5_term_api_trade_functions_pb2_grpc.py — service stub TradeFunctionsStub

RPC

  • Service: mt5_term_api.TradeFunctions
  • Method: OrderCalcMargin(OrderCalcMarginRequest) → OrderCalcMarginReply
  • Low-level client: TradeFunctionsStub.OrderCalcMargin(request, metadata, timeout)
  • SDK wrapper: MT5Account.order_calc_margin(request, deadline=None, cancellation_event=None) → OrderCalcMarginData

🔗 Code Example

# Minimal canonical example: margin for BUY 0.10 @ market
from MetaRpcMT5 import mt5_term_api_trade_functions_pb2 as tf_pb2

req = tf_pb2.OrderCalcMarginRequest(
    order_type=tf_pb2.ENUM_ORDER_TYPE_TF.ORDER_TYPE_TF_BUY,
    symbol="EURUSD",
    volume=0.10,
    open_price=0.0,  # market: server uses current price
)
res = await acct.order_calc_margin(req)
print(res.margin)

# Pending BUY_LIMIT at a specific price
from MetaRpcMT5 import mt5_term_api_trade_functions_pb2 as tf_pb2

req = tf_pb2.OrderCalcMarginRequest(
    order_type=tf_pb2.ENUM_ORDER_TYPE_TF.ORDER_TYPE_TF_BUY_LIMIT,
    symbol="XAUUSD",
    volume=0.05,
    open_price=2300.00,
)
res = await acct.order_calc_margin(req)
print("required margin:", res.margin)

Method Signature

async def order_calc_margin(
    self,
    request: trade_functions_pb2.OrderCalcMarginRequest,
    deadline: datetime | None = None,
    cancellation_event: asyncio.Event | None = None,
) -> trade_functions_pb2.OrderCalcMarginData

💬 Just about the main thing

  • What is it. Server‑side calculation of required margin for an order you could place.
  • Why. Show margin requirements in order tickets and in strategies before sending.

  • Be careful.

  • order_type controls direction & kind (BUY/SELL/LIMIT/STOP/STOP_LIMIT/etc.).

  • For market scenarios, open_price=0.0 is fine — server uses current price; for pendings, pass the entry price.
  • The result is sensitive to account type, leverage, symbol settings, and current quotes.
  • When to call. Right before OrderSend, or when a user edits volume or price in the ticket.
  • Quick check. You should get OrderCalcMarginData with a single margin: double.

🔽 Input

Message: OrderCalcMarginRequest

# Field Proto Type Required Description
1 order_type enum ENUM_ORDER_TYPE_TF yes BUY/SELL/_LIMIT/_STOP/*_STOP_LIMIT/etc.
2 symbol string yes Symbol name.
3 volume double yes Volume in lots.
4 open_price double yes 0.0 for market; entry price for pending orders.

Request message: OrderCalcMarginRequest { order_type, symbol, volume, open_price }

⬆️ Output

Message: OrderCalcMarginData

# Field Proto Type Description
1 margin double Required margin for the given request.

Wire reply: OrderCalcMarginReply { data: OrderCalcMarginData, error: Error? } SDK returns reply.data.

Enum: ENUM_ORDER_TYPE_TF

Number Value
0 ORDER_TYPE_TF_BUY
1 ORDER_TYPE_TF_SELL
2 ORDER_TYPE_TF_BUY_LIMIT
3 ORDER_TYPE_TF_SELL_LIMIT
4 ORDER_TYPE_TF_BUY_STOP
5 ORDER_TYPE_TF_SELL_STOP
6 ORDER_TYPE_TF_BUY_STOP_LIMIT
7 ORDER_TYPE_TF_SELL_STOP_LIMIT
8 ORDER_TYPE_TF_CLOSE_BY

🎯 Purpose

  • Display margin requirements in order tickets.
  • Validate user volumes against available free margin.
  • What‑if analysis in risk dashboards.

🧩 Notes & Tips

  • For detailed feasibility (free margin after / retcode), see OrderCheck.
  • Combine with symbol_info_margin_rate and symbol_info_double(SYMBOL_TRADE_CONTRACT_SIZE) for cross‑checks.
  • Market vs pending pricing can change results — recalc after price edits.

See also: symbol_info_margin_rate.md, order_check.md, symbol_info_double.md

Usage Examples

1) Quick UI ticket calculation

from MetaRpcMT5 import mt5_term_api_trade_functions_pb2 as tf_pb2

req = tf_pb2.OrderCalcMarginRequest(
    order_type=tf_pb2.ENUM_ORDER_TYPE_TF.ORDER_TYPE_TF_SELL,
    symbol="BTCUSD",
    volume=0.02,
    open_price=0.0,
)
print((await acct.order_calc_margin(req)).margin)

2) Pending limit at user price

req = tf_pb2.OrderCalcMarginRequest(
    order_type=tf_pb2.ENUM_ORDER_TYPE_TF.ORDER_TYPE_TF_SELL_LIMIT,
    symbol="EURUSD",
    volume=1.0,
    open_price=1.12345,
)
res = await acct.order_calc_margin(req)
print(res.margin)

3) Refresh on every change (volume/price)

async def calc(symbol, order_type, volume, price):
    from MetaRpcMT5 import mt5_term_api_trade_functions_pb2 as tf_pb2
    req = tf_pb2.OrderCalcMarginRequest(order_type=order_type, symbol=symbol, volume=volume, open_price=price)
    return (await acct.order_calc_margin(req)).margin