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Module portfolio_margin

Module portfolio_margin 

Source
Expand description

Portfolio Margin (SPAN-style) account builders.

This module provides account building utilities for Portfolio margin mode:

  • AccountBuilder - converts PortfolioBalance to types::Account for SPAN calculations
  • RiskAccountBuilder - builds risk accounts with open orders integration

Re-exports§

pub use account_builder::build_account_from_balance;
pub use account_builder::expiry_to_years;
pub use account_builder::BuildAccountError;
pub use risk_account_builder::OpenOrdersSource;
pub use risk_account_builder::RiskAccountBuilder;
pub use risk_account_builder::RiskError;
pub use risk_account_builder::SpotPriceSource;

Modules§

account_builder
Account builder for converting PortfolioBalance to types::Account.
config
risk_account_builder
Risk Account Builder - Assembles Portfolio Margin inputs.
settlement_state

Structs§

PortfolioMarginConfig
PortfolioMarginContingencyConfig
PortfolioMarginGridConfig
PortfolioMarginScenario
PortfolioMarginSymbolOverride