alpacahq / alpacahq/alpaca-py

Pin-risk liquidation closes one leg of a multi-leg combo position without the paired leg

オープン
#774 コメント 0 件 リアクション 0 件 担当者 0 名 GitHub で見る
主要言語
Python
スター
1.5k
フォーク
397
平均マージ
1日 16時間
マージ済み PR(30日)
6

説明

On 2026-08-28, I had an open WMT bear call spread (short WMT260828C00103000 / long WMT260828C00104000, opened via a single MLEG order). Near

At 3:30pm ET on expiration day, Alpaca's risk system closed only the short leg via a SIMPLE market order, leaving the long leg open as an orphaned, unpaired position.

- Order ID: e92f76c0-9c4c-4d97-9bcf-47e4cc904b88
- Filled: 2026-08-28 19:30:34 UTC, BUY 9 @ $0.06
- Order class: SIMPLE (not MLEG, despite the position originating from a combo order)

This appears related to the documented pin-risk liquidation process starting at 3:30pm ET on expiry day.
Does this process check whether a leg belongs to an existing multi-leg/combo position before liquidating it individually?

If not, this seems like a gap — the liquidation reduces the account's risk on one leg while leaving the other leg's risk fully intact, which can leave the account in a worse position than before the intervention.

Either the pin risk should close both legs or leave both.

Ideal would be an option to set the expectation at the time of the order.

It seems like Alpaca is managing my exact strategy inappropriately

コントリビューションガイド

コントリビューションガイドを開く

評価

この issue はまだ評価されていません。

新しい issue をメールで受け取る

初心者向けの GitHub issue を短くまとめたダイジェスト。