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short_option_oi_usdc

Function short_option_oi_usdc 

Source
pub fn short_option_oi_usdc(
    positions: &[PmFixturePosition],
    marks: &PmMarketMarks,
) -> Result<Decimal, PmSettlementModelError>
Expand description

Calculate short-option open interest in USDC.

Long and flat positions are ignored without requiring marks. Short positions require both spot and option marks so missing financial facts fail fast instead of silently reducing OI.