Simulate Margin Call Calculation

Launch a Margin Call stress-test calculation with the given assumptions, assessing the Margin Call risk of a client or portfolio under a defined market shock.

Request parameters

Required: simulate_cal_type (calculation dimension), cal_type (calculation type), is_filter (whether to apply exemption rules), remark (custom data title).
Optional: task_id (batch number), market, stock_group_id, counter_id, price_limit (price change), index_price_limit_info (index-level drop settings).
See the field descriptions for the format, value range, and business meaning of each field.

Business notes

simulate_cal_type and cal_type set the calculation dimension and basis; price_limit and index_price_limit_info define the price-shock assumptions; is_filter controls whether exemption rules apply. The calculation runs as an asynchronous task, with results retrieved through the corresponding pre-calculation list/detail queries.

Risk warning

This operation triggers a risk-control stress-test calculation task and generates result data. Confirm that the assumption parameters are reasonable before calling.

Result

On success, the stress-test task is submitted; subsequent state and returned data follow the 200 response definition.

POSThttps://b-api.lbkrs.com/v1/risk_monitoring/simulate_margin_call_cal_v3

Authorization

AuthorizationstringheaderRequired

Send the Broker ACCESS_TOKEN as Authorization: Bearer <token>.

Request body application/json

simulate_cal_typeintegerrequired

Simulate Cal Type. Determines which of task_id, stock_group_id, market, counter_id and index_price_limit_info takes effect.

Allowed values: 0 By batch number, 1 By stock group, 2 By market, 3 By single stock, 4 By index level

Values

0: TaskId
1: StockGroup
2: Market
3: Stock
4: IndexLimit

task_idstring

Task ID. Used only when simulate_cal_type=0.

marketstring

Market. Used only when simulate_cal_type=2, e.g. HK/US.

stock_group_idinteger

Stock Group ID. Used only when simulate_cal_type=1.

counter_idstring

Counter ID. Used only when simulate_cal_type=3. Format is {type}/{market}/{code}, for example, stock ST/HK/700 or ST/US/AAPL, and option OP/US/AAPL270319C320000.

price_limitstring

Price Limit. The assumed price-change percentage, e.g. -10 means a 10% drop.

index_price_limit_infoobject

Index Price Limit Info. Used only when simulate_cal_type=4; the sub-fields tier1_price_limit/tier2_price_limit/other_price_limit correspond to the assumed drops for index level 1 / level 2 / other levels respectively.

cal_typeintegerrequired

Calculation Type.

Allowed values: 0 Full calculation, 1 Margin call calculation, 2 Non-frozen fund surplus calculation

Values

0: Full calculation
1: Margin call calculation
2: Non-frozen fund surplus calculation

is_filterbooleanrequired

Is Filter. Boolean flag for is filter. this field is required.

Boolean values:

true - The condition applies
false - The condition does not apply

remarkstringrequired

Remark. This field is required.