risk

Documentation

Index

• func CalculateMarginCost(price, quantity, leverage fixedpoint.Value) fixedpoint.Value
• func CalculateMaxPosition(price, availableMargin, leverage fixedpoint.Value) fixedpoint.Value
• func CalculateMinRequiredLeverage(price, quantity, availableMargin fixedpoint.Value) fixedpoint.Value
• func CalculateOpenLoss(numContract, markPrice, orderPrice fixedpoint.Value, side types.SideType) fixedpoint.Value
• func CalculatePositionCost(markPrice, orderPrice, quantity, leverage fixedpoint.Value, ...) fixedpoint.Value

Functions

func CalculateMarginCost

func CalculateMarginCost(price, quantity, leverage fixedpoint.Value) fixedpoint.Value

CalculateMarginCost calculate the margin cost of the given notional position by price * quantity

func CalculateMaxPosition

func CalculateMaxPosition(price, availableMargin, leverage fixedpoint.Value) fixedpoint.Value

CalculateMaxPosition calculates the maximum notional value of the position and return the max quantity you can use.

func CalculateMinRequiredLeverage

func CalculateMinRequiredLeverage(price, quantity, availableMargin fixedpoint.Value) fixedpoint.Value

CalculateMinRequiredLeverage calculates the leverage of the given position (price and quantity)

func CalculateOpenLoss

func CalculateOpenLoss(numContract, markPrice, orderPrice fixedpoint.Value, side types.SideType) fixedpoint.Value

How to Calculate Cost Required to Open a Position in Perpetual Futures Contracts

See <https://www.binance.com/en/support/faq/87fa7ee33b574f7084d42bd2ce2e463b>

For Long Position: = Number of Contract * Absolute Value {min[0, direction of order x (mark price - order price)]}

For short position: = Number of Contract * Absolute Value {min[0, direction of order x (mark price - order price)]}

func CalculatePositionCost

func CalculatePositionCost(markPrice, orderPrice, quantity, leverage fixedpoint.Value, side types.SideType) fixedpoint.Value