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PairParam

Per-pair perps parameters: tick size, margin ratios, vault tuning, bucket sizes.

Definition

class PairParam(TypedDict):
    tick_size: UsdPrice
    min_order_size: UsdValue
    max_limit_price_deviation: Dimensionless
    max_market_slippage: Dimensionless
    max_abs_oi: Quantity
    max_abs_funding_rate: FundingRate
    initial_margin_ratio: Dimensionless
    maintenance_margin_ratio: Dimensionless
    impact_size: UsdValue
    vault_liquidity_weight: Dimensionless
    vault_half_spread: Dimensionless
    vault_max_quote_size: Quantity
    vault_size_skew_factor: Dimensionless
    vault_spread_skew_factor: Dimensionless
    vault_max_skew_size: Quantity
    funding_rate_multiplier: Dimensionless
    bucket_sizes: list[UsdPrice]

Fields

Covers price tick / minimum size, margin ratios, vault market-maker tuning, funding-rate caps, and the list of bid/ask aggregation bucket_sizes used by liquidity_depth.

See also