Get Margin¶

get_margin() estimates Trading API V3 funds and margin requirements when NubraTrader is initialized with TradingAPIVersion.V3.

Use this page to estimate funds before placing:

one single-instrument order
multiple independent single-instrument orders
one flexi / multi-leg strategy order

The orders payload uses the same Trading API V3 order fields as create_order(), plus top-level requestType.

LLM guidance

Use this page when the goal is to estimate Trading API V3 funds or margin before placement. Generate the documented field names exactly as shown, including requestType, refId, deliveryType, priceType, validityType, entryPrice, isMultiLeg, unitQty, stratTags, and echoFields.

Basic Usage¶

Create the Trading API V3 order payload you want to estimate, replace the payload dictionary when needed, and pass it to trader.get_margin(payload).

from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_python_sdk.trading.trading_data import NubraTrader
from nubra_python_sdk.trading.trading_enum import ExchangeEnum, TradingAPIVersion

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)
trader = NubraTrader(nubra, version=TradingAPIVersion.V3)

hdfc_fut = instruments.get_instrument_by_symbol("HDFCBANKFUT26MAY", exchange=ExchangeEnum.NSE)
hdfc_fut_ltp = market_data.quote(ref_id=hdfc_fut.ref_id, levels=1).orderBook.last_traded_price

payload = {
    "requestType": "NEW",
    "orders": [
        {
            "refId": hdfc_fut.ref_id,
            "qty": hdfc_fut.lot_size,
            "side": "BUY",
            "deliveryType": "IDAY",
            "priceType": "LIMIT",
            "validityType": "DAY",
            "isMultiLeg": False,
            "executionMode": "ENTRY",
            "entryPrice": hdfc_fut_ltp,
            "stratTags": ["python-sdk-test", "hdfcbank-fut-margin"],
            "echoFields": "hdfcbank_fut_margin_example"
        }
    ]
}

funds = trader.get_margin(payload)

print(funds.totalFundsRequired)
print(funds.marginInfo.totalMargin)

Example Margin Patterns¶

These examples estimate Trading API V3 margin for payloads before sending the same shape to create_order().

HDFCBANK FuturesFlexi StrategyBear Call Spread

from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_python_sdk.trading.trading_data import NubraTrader
from nubra_python_sdk.trading.trading_enum import ExchangeEnum, TradingAPIVersion

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)
trader = NubraTrader(nubra, version=TradingAPIVersion.V3)

hdfc_fut = instruments.get_instrument_by_symbol("HDFCBANKFUT26MAY", exchange=ExchangeEnum.NSE)
hdfc_fut_ltp = market_data.quote(ref_id=hdfc_fut.ref_id, levels=1).orderBook.last_traded_price

funds = trader.get_margin({
    "requestType": "NEW",
    "orders": [
        {
            "refId": hdfc_fut.ref_id,
            "qty": hdfc_fut.lot_size,
            "side": "BUY",
            "deliveryType": "IDAY",
            "priceType": "LIMIT",
            "validityType": "DAY",
            "isMultiLeg": False,
            "executionMode": "ENTRY",
            "entryPrice": hdfc_fut_ltp,
            "stratTags": ["python-sdk-test", "hdfcbank-fut-margin"],
            "echoFields": "hdfcbank_fut_margin_example"
        }
    ]
})

print(funds.totalFundsRequired)
print(funds.marginInfo.totalMargin)

Use this pattern to estimate margin for a single HDFCBANK futures order.

from datetime import datetime
from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_python_sdk.trading.trading_data import NubraTrader
from nubra_python_sdk.trading.trading_enum import TradingAPIVersion

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)
trader = NubraTrader(nubra, version=TradingAPIVersion.V3)

def get_ref_id(asset, strike, expiry, option_type):
    expiry = datetime.strptime(expiry, "%d-%m-%Y").strftime("%Y%m%d")
    result = instruments.get_instruments_by_pattern([{
        "exchange": "NSE",
        "asset": asset,
        "strike_price": str(strike * 100),
        "expiry": expiry,
        "option_type": option_type,
    }])
    return result[0].ref_id if result else None

def get_ltp(asset, strike, expiry, option_type):
    ref_id = get_ref_id(asset, strike, expiry, option_type)
    quote = market_data.quote(ref_id=ref_id, levels=1)
    return ref_id, quote.orderBook.last_traded_price

call_ref_id, call_ltp = get_ltp("NIFTY", 24000, "17-03-2026", "CE")
put_ref_id, put_ltp = get_ltp("NIFTY", 24000, "17-03-2026", "PE")

funds = trader.get_margin({
    "requestType": "NEW",
    "orders": [
        {
            "isMultiLeg": True,
            "qty": 1,
            "side": "BUY",
            "deliveryType": "CNC",
            "priceType": "LIMIT",
            "validityType": "DAY",
            "executionMode": "ENTRY",
            "entryPrice": call_ltp + put_ltp,
            "legs": [
                {"refId": call_ref_id, "unitQty": 65},
                {"refId": put_ref_id, "unitQty": 65}
            ],
            "stratTags": ["python-sdk-test", "long-straddle-margin"],
            "echoFields": "long_straddle_margin_example"
        }
    ]
})

print(funds.totalFundsRequired)
print(funds.marginInfo.totalMargin)

Use this pattern to estimate funds for one flexi / multi-leg strategy order. The top-level qty is the strategy multiplier; each leg uses signed unitQty.

from datetime import datetime
from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_python_sdk.trading.trading_data import NubraTrader
from nubra_python_sdk.trading.trading_enum import TradingAPIVersion

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)
trader = NubraTrader(nubra, version=TradingAPIVersion.V3)

def get_ref_id(asset, strike, expiry, option_type):
    expiry = datetime.strptime(expiry, "%d-%m-%Y").strftime("%Y%m%d")
    result = instruments.get_instruments_by_pattern([{
        "exchange": "NSE",
        "asset": asset,
        "strike_price": str(strike * 100),
        "expiry": expiry,
        "option_type": option_type,
    }])
    return result[0].ref_id if result else None

def get_ltp(asset, strike, expiry, option_type):
    ref_id = get_ref_id(asset, strike, expiry, option_type)
    quote = market_data.quote(ref_id=ref_id, levels=1)
    return ref_id, quote.orderBook.last_traded_price

short_call_ref_id, short_call_ltp = get_ltp("NIFTY", 23800, "17-03-2026", "CE")
long_call_ref_id, long_call_ltp = get_ltp("NIFTY", 24000, "17-03-2026", "CE")

funds = trader.get_margin({
    "requestType": "NEW",
    "orders": [
        {
            "isMultiLeg": True,
            "qty": 1,
            "side": "BUY",
            "deliveryType": "CNC",
            "priceType": "LIMIT",
            "validityType": "DAY",
            "executionMode": "ENTRY",
            "entryPrice": -short_call_ltp + long_call_ltp,
            "legs": [
                {"refId": short_call_ref_id, "unitQty": -65},
                {"refId": long_call_ref_id, "unitQty": 65}
            ],
            "stratTags": ["python-sdk-test", "bear-call-spread-margin"],
            "echoFields": "bear_call_spread_margin_example"
        }
    ]
})

print(funds.totalFundsRequired)
print(funds.marginInfo.totalMargin)

Use this pattern to estimate margin for one bear call spread strategy unit.

Request Contract¶

Field	Type	Required	Meaning
`requestType`	`str`	yes	request label sent to Trading API V3 funds-required API. Use `NEW` when estimating funds for a new order before placement.
`orders`	`list[IntentOrderStruct]`	yes	order payloads to estimate
`orders[].refId`	`int`	conditional	single-leg instrument reference ID
`orders[].qty`	`int`	yes	single-order quantity or strategy multiplier
`orders[].side`	`str`	conditional	`BUY` or `SELL`; required for single-leg orders and recommended for flexi strategies
`orders[].deliveryType`	`str`	yes	`IDAY` or `CNC`
`orders[].priceType`	`str`	no	`LIMIT`
`orders[].validityType`	`str`	no	`DAY` or `GTE`
`orders[].executionMode`	`str`	no	`ENTRY`, `EXIT`, or `ENTRY_AND_EXIT`
`orders[].entryPrice`	`int`	conditional	single-order price or strategy net price
`orders[].entryConfig`	`dict`	no	entry trigger or timed-entry conditions
`orders[].exitConfig`	`dict`	no	stop-loss, target, trailing, or timed exit conditions
`orders[].icebergInfo`	`dict`	no	iceberg fields
`orders[].isMultiLeg`	`bool`	yes	`False` for single-leg estimates; `True` for flexi / multi-leg estimates
`orders[].legs`	`list[dict]`	conditional	required when `isMultiLeg=True`
`orders[].legs[].refId`	`int`	yes for leg	leg instrument reference ID
`orders[].legs[].unitQty`	`int`	yes for leg	signed leg quantity

Condition Fields¶

Field	Meaning
`entryConfig.entryTime`	timed entry
`entryConfig.triggers[].kind`	`ABOVE`, `BELOW`, `AT_OR_ABOVE`, or `AT_OR_BELOW`
`entryConfig.triggers[].value`	entry trigger threshold
`exitConfig.stoplossParams.stoplossTriggerPrice.value`	stop-loss trigger
`exitConfig.stoplossParams.stoplossLimitPrice.value`	stop-loss limit
`exitConfig.stoplossParams.stoplossTrailJump`	trailing-stop jump
`exitConfig.targetParams.targetProfitTriggerPrice.value`	target trigger
`exitConfig.targetParams.targetProfitLimitPrice.value`	target limit
`exitConfig.exitTime`	timed exit

Response Contract¶

get_margin() returns FundsRequiredResp.

Field	Type	Meaning
`code`	`int`	funds-required result code
`marginInfo`	`IntentMarginResp`	Trading API V3 margin information
`brokerageInfo`	`IntentBrokerageResp`	brokerage and charges information
`totalFundsRequired`	`int`	final funds required for the request
`willDefaultBePlacedAsAmo`	`bool`	whether default placement would become AMO
`refIdAmoMap`	`dict[str, bool]`	per-ref-id AMO indicator
`openOrders`	`int`	open order count when returned
`icebergInfo`	`IntentIcebergParams`	iceberg calculation info when returned

`marginInfo`¶

Field	Type	Meaning
`totalMargin`	`int`	total margin requirement
`message`	`str`	margin message
`maxAllowedQty`	`int`	maximum allowed quantity
`cncSellAllowedQty`	`int`	CNC sell quantity allowed
`cncSellAvailableQty`	`int`	CNC sell quantity available
`edisDoneQty`	`int`	EDIS completed quantity
`edisRemainingQty`	`int`	EDIS remaining quantity

`brokerageInfo`¶

Field	Type	Meaning
`chargesFloat`	`dict[str, float]`	individual charge components
`totalChargesFloat`	`float`	total charges

Important Rules¶

Important Rules

Use the documented Trading API V3 payload fields for get_margin().
Set requestType: "NEW" when estimating a new order before placing it.
Use totalFundsRequired as the top-level funds requirement and inspect marginInfo.totalMargin for the margin component.
Keep estimate payloads aligned with the order payloads you plan to submit with create_order().
Single-leg estimates require refId, qty, side, deliveryType, and isMultiLeg: False.
Multi-leg estimates require isMultiLeg: True and a non-empty legs list.
For flexi / multi-leg strategy estimates, top-level qty is the strategy multiplier and each leg uses signed unitQty.
Use environment-correct refId values when estimating margins.
Prices are typically passed in exchange-native integer units such as paise for NSE instruments.

Get Margin¶

Basic Usage¶

Example Margin Patterns¶

Request Contract¶

Condition Fields¶

Response Contract¶

marginInfo¶

brokerageInfo¶

Important Rules¶

What To Read Next¶

`marginInfo`¶

`brokerageInfo`¶