Combo buying power model

[AlexCatarino]

Expected Behavior

Be able to place combo (multi-leg) order which margin requirements are evaluated my a combo buying power model.

Actual Behavior

Each order from a combo order is evaluated separately.

Reproducing the Problem

Place a combo option order and get insufficient buying power:
https://www.quantconnect.com/forum/discussion/4372/option-combo-margin-calculation/p1
https://www.quantconnect.com/forum/discussion/4468/options-and-forward-fill-data-combo-spreads-trade-data/p1

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

[JoshKoberstein]

I would very much appreciate this issue being addressed.

[educandela1]

I'm very interested in the development of this feature.

[crmcwi]

Hello Alex. I too want this feature. Thank you.

[automaton82]

I also require this feature.

[AlexCatarino]

Closed. Continue as #5693