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Module margin_manager

Module margin_manager 

Source
Expand description

Margin checking logic for order admission.

MarginManager owns the SpanMarginService and StandardMarginService, and implements both Portfolio (SPAN) and Standard (Deribit-style) margin checks. The engine delegates all margin decisions here.

Structs§

MarginManager
Margin manager encapsulating SPAN and Standard margin services.

Functions§

expiry_date_to_timestamp
Convert expiry date (YYYYMMDD format) to Unix timestamp.

Type Aliases§

EnginePositionMap
Position map type alias to keep method signatures readable.