hypercall_margin/
types.rs

1use hypercall_types::WalletAddress;
2use rust_decimal::Decimal;
3use serde::{Deserialize, Serialize};
4use std::collections::HashMap;
5
6#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
7pub enum OptionType {
8    Call,
9    Put,
10}
11
12#[derive(Debug, Clone)]
13pub struct OptionContract {
14    pub option_type: OptionType,
15    pub strike: Decimal,
16    pub expiry_ts: i64,
17    pub expiry: Decimal,
18    pub quantity: Decimal,
19    pub entry_price: Decimal,
20}
21
22#[derive(Debug, Clone)]
23pub struct Position {
24    pub spot: Decimal,
25    pub delta: Decimal,
26    pub perp_unrealized_pnl: Decimal,
27    pub options: Vec<OptionContract>,
28}
29
30#[derive(Debug, Clone)]
31pub struct Account {
32    pub id: WalletAddress,
33    pub portfolio: HashMap<String, Position>,
34    pub cash: f64,
35    pub address: Option<WalletAddress>,
36}
37
38#[derive(Debug, Clone)]
39pub struct MarginDetails {
40    pub account_id: WalletAddress,
41    pub scanning_risk: Decimal,
42    pub option_floor: Decimal,
43    pub gamma_overlay: Decimal,
44    pub net_option_value: Decimal,
45    pub equity: Decimal,
46    pub initial_margin_required: Decimal,
47    pub maintenance_margin_required: Decimal,
48}
49
50#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
51pub enum ScenarioType {
52    SpotChange,
53    VolChange,
54    SkewChange,
55    KurtosisChange,
56}
57
58#[derive(Debug, Clone, Serialize, Deserialize)]
59pub struct Scenario {
60    pub scenario_type: ScenarioType,
61    pub value: f64,
62}
hypercall_margin/types.rs

hypercall_margin/
types.rs
