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GET
/
portfolio-margining
/
parameters
Get portfolio margin parameters
curl --request GET \
  --url https://demo-futures.kraken.com/derivatives/api/v3/portfolio-margining/parameters \
  --header 'APIKey: <api-key>' \
  --header 'Authent: <api-key>'
{
  "crossAssetNettingFactor": 12.03532,
  "extremePriceShockMultiplier": 12.03532,
  "volShockMultiplicationFactor": 12.03532,
  "volShockExponentFactor": 12.03532,
  "optionExpiryTimeShockHours": 123,
  "optionsInitialMarginFactor": 12.03532,
  "totalOptionOrdersConsideredInInitialMarginCalc": 123,
  "priceShockLevels": [
    12.03532
  ],
  "optionsUserLimits": {
    "maxNetPositionDelta": 12.03532,
    "limitsPerBaseCurrency": {}
  },
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Authorizations

​
APIKey
string
header
required

General API key with at least read-only access

​
Authent
string
header
required

Authentication string

Response

200 - application/json

Portfolio margining parameters

​
crossAssetNettingFactor
number<double>
required
Example:

12.03532

​
extremePriceShockMultiplier
number<double>
required
Example:

12.03532

​
volShockMultiplicationFactor
number<double>
required
Example:

12.03532

​
volShockExponentFactor
number<double>
required
Example:

12.03532

​
optionExpiryTimeShockHours
number<uint64>
required
​
optionsInitialMarginFactor
number<double>
required
Example:

12.03532

​
totalOptionOrdersConsideredInInitialMarginCalc
number<uint64>
required
​
priceShockLevels
number<double>[]
required
​
optionsUserLimits
object
required
​
result
enum<string>
required
Available options:
success
Example:

"success"

​
serverTime
string<date-time>
required

Server time in Coordinated Universal Time (UTC)

Example:

"2020-08-27T17:03:33.196Z"