fix: preserve BNFCR in zero-balance filter and emit MiCA warning#74
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Romazes merged 4 commits intoQuantConnect:masterfrom Apr 13, 2026
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For EU/EEA accounts under Binance MiCA Credits Trading Mode, BNFCR walletBalance can be negative (fees and PnL are charged in BNFCR). Binance stores the total cross-margin available balance — aggregating all stablecoins minus used margin — in availableBalance on the BNFCR asset entry. Using availableBalance as Amount for BNFCR ensures the BinanceCryptoFutureMarginModel receives the correct collateral figure and the > 0 guard passes for accounts with sufficient collateral.
- Add BNFCR exception to the zero-balance filter in BinanceBaseRestApiClient so BNFCR always passes through even when walletBalance=0 - Remove manual BNFCR injection in BinanceFuturesRestApiClient (no longer needed) - Revert FutureBalance.Amount to use walletBalance only (availableBalance causes double-counting with Lean's own PnL/margin tracking)
Romazes
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Romazes
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Martin-Molinero
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Apr 10, 2026
Martin-Molinero
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Description
For EU/EEA Binance accounts under MiCA Credits Trading Mode, BNFCR is always present in the futures account balance response. Previously, the zero-balance filter in
GetCashBalanceremoved BNFCR whenwalletBalance=0, preventingBinanceCryptoFutureMarginModelin Lean from detecting EU accounts and aggregating supplementary collateral.This PR:
BinanceBaseRestApiClientso BNFCR always passes through to CashBookBinanceFuturesRestApiClient(no longer needed)FutureBalance.Amountto usewalletBalanceonly (availableBalanceincludes unrealized PnL and deducts initial margin, causing double-counting with Lean's TPV tracking)BrokerageMessageEventwarning when BNFCR is detected, so users and logs clearly indicate the account is in MiCA Credits Trading ModeRelated PR(s)
QuantConnect/Lean#9373
Related Issue
QuantConnect/Lean#9339
Motivation and Context
EU users with BNFCR need supplementary collateral (USDC, BTC, ETH, BNB, etc.) aggregated for USDⓈ-M futures margin. The brokerage must preserve BNFCR in the balance response so the margin model in Lean can detect MiCA mode and iterate all collateral assets.
Requires Documentation Change
No
How Has This Been Tested?
BinanceCryptoFutureMarginModelunit tests in Lean (all passing)BinanceCryptoFutureBnfcrCollateralRegressionAlgorithmin LeanTypes of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>