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Can we clarify if this issue relates to the subscription or the normal request? The GraphQL query and normal endpoint both already accept multiple party IDs, so an includeSubAccounts argument would need to account for the parties provided.
That said, this sounds like a useful addition and sounds good to me.
We do currently have a positions view which shows positions across all keys. Its on the portfolio page (perhaps you could argue we should make this only show positions for the current key so its less confusing with what we show on the trading page).
Finally, the positions stream (and GraphQL subscription) currently only accepts a single party ID. Ideally this would be updated to accept multiple parties and handle the includeSubAccounts argument in the same way as the normal http/graphql request.
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