Class TradePair

constructor

• new TradePair(id, initialMarginFraction, maintenanceMarginFraction, incrementalInitialMarginFraction, baselinePositionSize, incrementalPositionSize, marginFeeFraction, spreadFraction, isActive, isReduceOnly, maxOpenInterestDiff, maxOpenInterestLong, maxOpenInterestShort, borrowFeeFactor, fundingFactor, fundingExponent, h2soPairData, usePriceImpact, priceImpactFraction, skewScale): TradePair

• Parameters

  • id: TradePairId

  • initialMarginFraction: BigNumber

  • maintenanceMarginFraction: BigNumber

  • incrementalInitialMarginFraction: BigNumber

  • baselinePositionSize: BigNumber

  • incrementalPositionSize: BigNumber

  • marginFeeFraction: BigNumber

  • spreadFraction: BigNumber

  • isActive: boolean

  • isReduceOnly: boolean

  • maxOpenInterestDiff: null | BigNumber

  • maxOpenInterestLong: null | BigNumber

  • maxOpenInterestShort: null | BigNumber

  • borrowFeeFactor: BigNumber

  • fundingFactor: BigNumber

  • fundingExponent: BigNumber

  • h2soPairData: H2SOPairData

  • usePriceImpact: boolean

  • priceImpactFraction: null | BigNumber

  • skewScale: null | BigNumber

  Returns TradePair

baselinePositionSize

borrowFeeFactor

fundingExponent

fundingFactor

h2soPairData

id

incrementalInitialMarginFraction

incrementalPositionSize

initialMarginFraction

isActive

isReduceOnly

maintenanceMarginFraction

marginFeeFraction

maxOpenInterestDiff

maxOpenInterestLong

maxOpenInterestShort

Readonly pair

priceImpactFraction

skewScale

spreadFraction

usePriceImpact

getBorrowRate

• getBorrowRate(openInterest): MarketSide<BigNumber>

• Parameters

  • openInterest: OpenInterest

  Returns MarketSide<BigNumber>

  the borrow rates with AMOUNT_DECIMALS precision.

getFundingRate

• getFundingRate(openInterest): MarketSide<BigNumber>

• Parameters

  • openInterest: OpenInterest

  Returns MarketSide<BigNumber>

  the funding rates with AMOUNT_DECIMALS precision.

getInitialMargin

• getInitialMargin(size, price): BigNumber

• Parameters

  • size: BigNumber

  • price: BigNumber

  Returns BigNumber

getLongBorrowRate

• getLongBorrowRate(openInterest): BigNumber

• Parameters

  • openInterest: OpenInterest

  Returns BigNumber

getMaintenanceMargin

• getMaintenanceMargin(size, price): BigNumber

• Parameters

  • size: BigNumber

  • price: BigNumber

  Returns BigNumber

getMarginFee

• getMarginFee(size, price): BigNumber

• Parameters

  • size: BigNumber

  • price: BigNumber

  Returns BigNumber

getShortBorrowRate

• getShortBorrowRate(openInterest): BigNumber

• Parameters

  • openInterest: OpenInterest

  Returns BigNumber

shouldUsePriceImpact

• shouldUsePriceImpact(): boolean

• Returns boolean