Margin Calculator

Endpoint: /api/space/v1/orderapis/marginCalculations
Method-Type: POST

Headers

Header Name	Value	Description
Authorization	Bearer <your_access_token>	Valid Bearer access token for authentication
clientid	<client_id>	Unique client identifier
Content-Type	application/json	Format of the request body
accept	application/json	Response content type format

Request Body

The request payload accepts a data array containing one or more order objects to calculate individual and combined portfolio margins.

{
  "data": [
    {
      "exchange": "NFO",
      "mode": "NEW",
      "price": "2939.7",
      "product": "2",
      "quantity": "309",
      "segment": "FutOpt",
      "series": "FUTSTK",
      "side": "BUY",
      "symbol": "ADANIENT26SEPFUT",
      "token": "68417",
      "underlying": "25"
    },
    {
      "exchange": "NFO",
      "mode": "NEW",
      "price": "2954",
      "product": "2",
      "quantity": "309",
      "segment": "FutOpt",
      "series": "FUTSTK",
      "side": "SELL",
      "symbol": "ADANIENT26OCTFUT",
      "token": "48711",
      "underlying": "25"
    }
  ]
}

Request Parameters

Field Name	Data Type	Description
exchange	String	Exchange segment where the order is to be placed (e.g. NFO, BFO, NSE, BSE, MCX).
mode	String	Order lifecycle mode. Typically NEW for new orders or MODIFY for order amendments.
price	String	Limit price for margin calculation. Feed "0" or current market price for market orders.
product	String	Product type identifier (e.g. "2" for NRML, or "MIS", "CNC").
quantity	String	Total quantity/lot size to be traded.
segment	String	Market segment (FutOpt for Futures & Options, Capital for Equity Cash).
series	String	Instrument series (e.g. FUTSTK, FUTIDX, OPTSTK, OPTIDX, EQ).
side	String	Transaction side: BUY or SELL.
symbol	String	Trading symbol of the instrument (e.g. ADANIENT26SEPFUT).
token	String	Unique instrument token of the contract (e.g. 68417).
underlying	String	Unique instrument token of the underlying asset (e.g. 25).

Example

order_basket = [
    {
        "exchange": "NFO",
        "mode": "NEW",
        "price": "2939.7",
        "product": "2",
        "quantity": "309",
        "segment": "FutOpt",
        "series": "FUTSTK",
        "side": "BUY",
        "symbol": "ADANIENT26SEPFUT",
        "token": "68417",
        "underlying": "25"
    },
    {
        "exchange": "NFO",
        "mode": "NEW",
        "price": "2954",
        "product": "2",
        "quantity": "309",
        "segment": "FutOpt",
        "series": "FUTSTK",
        "side": "SELL",
        "symbol": "ADANIENT26OCTFUT",
        "token": "48711",
        "underlying": "25"
    }
]

response = pocket.calculateMargin(order_basket)

Example cURL Request

curl -X 'POST' \
  'https://algo.pocketful.in/api/space/v1/orderapis/marginCalculations' \
  -H 'accept: application/json' \
  -H 'clientid: <client_id>' \
  -H 'Authorization: Bearer <your_access_token>' \
  -H 'Content-Type: application/json' \
  -d '{
  "data": [
    {
      "exchange": "NFO",
      "mode": "NEW",
      "price": "2939.7",
      "product": "2",
      "quantity": "309",
      "segment": "FutOpt",
      "series": "FUTSTK",
      "side": "BUY",
      "symbol": "ADANIENT26SEPFUT",
      "token": "68417",
      "underlying": "25"
    },
    {
      "exchange": "NFO",
      "mode": "NEW",
      "price": "2954",
      "product": "2",
      "quantity": "309",
      "segment": "FutOpt",
      "series": "FUTSTK",
      "side": "SELL",
      "symbol": "ADANIENT26OCTFUT",
      "token": "48711",
      "underlying": "25"
    }
  ]
}'

Response

{
  "status": true,
  "message": "SUCCESS",
  "errorcode": "",
  "data": {
    "combinedMargin": {
      "deliveryMargin": 0,
      "span": 0,
      "somtierMargin": 0,
      "additionalMargin": 0,
      "spanSpreadMargin": 0,
      "varMargin": 0,
      "exposureMargin": 0,
      "premiumMargin": 0,
      "premiumBenefit": 0,
      "extremeLossMargin": 0,
      "maxSpan": 0,
      "netSpan": 0,
      "netSpanArray": null,
      "compositeDelta": 0,
      "futureBuyQuantity": 0,
      "futureSellQuantity": 0,
      "optionSellQuantity": 0,
      "optionBuyQuantity": 0,
      "underlyingToken": 0,
      "somRate": 0,
      "spreadRate": 0
    },
    "individualMarginValues": []
  }
}

Response Parameters

Key	Data Type	Description
status	Boolean	Indicates whether the request was successful (true or false).
message	String	Server response status message (SUCCESS on successful execution).
errorcode	String	Specific error code returned by the system (empty when successful).
data	Object	Main container holding the combined and individual margin calculations.
combinedMargin	Object	Aggregate margin breakdown for the entire basket taking into account offsetting positions.
deliveryMargin	Float	Margin blocked towards physical settlement/delivery obligation for expiring derivatives.
span	Float	Standardized Portfolio Analysis of Risk (SPAN) margin requirement.
somtierMargin	Float	Second Order Margin (SOM) tier margin required for contracts in tender/expiry periods.
additionalMargin	Float	Regulatory or exchange-mandated additional surveillance margin requirement.
spanSpreadMargin	Float	Spread margin benefit or requirement for offsetting calendar/hedge positions.
varMargin	Float	Value at Risk (VaR) margin calculated to cover probable daily market price swings.
exposureMargin	Float	Margin levied above SPAN margin to safeguard against extreme market fluctuations.
premiumMargin	Float	Premium amount required to purchase option contracts.
premiumBenefit	Float	Benefit credit applied to the required margin from offsetting/sold option premiums.
extremeLossMargin	Float	Extreme Loss Margin (ELM) to protect against severe tail-risk events.
maxSpan	Float	Maximum SPAN margin across multiple portfolio stress test scenarios.
netSpan	Float	Net effective SPAN margin after applying portfolio spread benefits and hedging credits.
netSpanArray	Array	Scenario-wise breakdown of net SPAN margin values if applicable.
compositeDelta	Float	Combined net delta of the portfolio basket representing overall directional exposure.
futureBuyQuantity	Integer	Total quantity of long (Buy) futures contracts in the basket.
futureSellQuantity	Integer	Total quantity of short (Sell) futures contracts in the basket.
optionSellQuantity	Integer	Total quantity of short (Sell) option contracts in the basket.
optionBuyQuantity	Integer	Total quantity of long (Buy) option contracts in the basket.
underlyingToken	Integer	Unique identifier token of the underlying scrip.
somRate	Float	Second Order Margin (SOM) rate percentage applied to the contract.
spreadRate	Float	Spread margin rate applied to the hedged contract pair.
individualMarginValues	Array	Detailed breakdown of individual margin requirements for each instrument in the order list.

Error Response

{
  "status": false,
  "message": "Invalid request parameters or unauthorized",
  "errorcode": "40001",
  "data": {}
}