Expand description
Standard Margin (Deribit-style) linear margin computation.
Per-position margin with no cross-netting between underlyings:
- Long options: zero margin (fully paid at trade time)
- Short options:
IM = |size| * max(15% * spot - OTM, 10% * spot),MM = |size| * 6% * spot - Perps:
IM = 10% * notional,MM = 5% * notional
Re-exports§
pub use params::StandardMarginParams;pub use service::PositionMarginContribution;pub use service::StandardMarginResult;pub use service::StandardMarginService;pub use types::OptionPosition;pub use types::PerpPosition;pub use types::StandardAccount;