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§
- Margin
Manager - Margin manager encapsulating SPAN and Standard margin services.
Functions§
- expiry_
date_ to_ timestamp - Convert expiry date (YYYYMMDD format) to Unix timestamp.
Type Aliases§
- Engine
Position Map - Position map type alias to keep method signatures readable.