PerpsPairParam
Parameters of a single perps pair.
Definition
type PerpsPairParam = {
tickSize: string
minOrderSize: string
maxAbsOi: string
maxAbsFundingRate: string
initialMarginRatio: string
maintenanceMarginRatio: string
impactSize: string
vaultLiquidityWeight: string
vaultHalfSpread: string
vaultMaxQuoteSize: string
bucketSizes: string[]
}Fields
tickSize — minimum price increment.
minOrderSize — minimum position size.
maxAbsOi — open-interest cap per side.
maxAbsFundingRate — cap on absolute funding rate.
initialMarginRatio, maintenanceMarginRatio — margin requirements.
impactSize — size used for impact-price computation.
vaultLiquidityWeight, vaultHalfSpread, vaultMaxQuoteSize — vault market-making params.
bucketSizes — depth-chart bucket widths.