Calculate provided portfolio's margin, pnl and option greeks.

POST 
/portfolio-margining/simulate

For a given portfolio of balances and positions (futures and options), calculate the margin requirements, pnl and option greeks.

Request

Query Parameters

json anyrequired

Request body as a JSON string

Responses

200

Simulated portfolio calculations

application/json

Schema

Schema

oneOf

Success Response

maintenanceMargin doublerequired

initialMargin doublerequired

pnl doublerequired

portfolioMarginBreakdown objectrequired

Breakdown of components that make up the portfolio margin calculation.

totalCrossAssetNettedMarketRisk doublerequired

totalMarketRisk doublerequired

totalScenarioPnls double[]

totalAbsoluteOptionPositionDeltaNotional doublerequired

netPortfolioDelta doublerequired

totalPremium doublerequired

isBuyOnly booleanrequired

futuresMaintenanceMargin doublerequired

greeks objectrequired

property name* OptionGreeks

Option Greeks

iv doublerequired

The implied volatility.

delta doublerequired

gamma double

vega double

theta double

rho double

result stringrequired

Possible values: [success]

serverTime date-timerequired

Server time in Coordinated Universal Time (UTC)

ErrorResponse

errors Error (string)[]

Possible values: [accountInactive, apiLimitExceeded, authenticationError, insufficientFunds, invalidAccount, invalidAmount, invalidArgument, invalidUnit, Json Parse Error, marketUnavailable, nonceBelowThreshold, nonceDuplicate, notFound, requiredArgumentMissing, Server Error, Unavailable, unknownError]

error Error (string)required

Possible values: [accountInactive, apiLimitExceeded, authenticationError, insufficientFunds, invalidAccount, invalidAmount, invalidArgument, invalidUnit, Json Parse Error, marketUnavailable, nonceBelowThreshold, nonceDuplicate, notFound, requiredArgumentMissing, Server Error, Unavailable, unknownError]

Error description.

• accountInactive: The Futures account the request refers to is inactive
• apiLimitExceeded: The API limit for the calling IP address has been exceeded
• authenticationError: The request could not be authenticated
• insufficientFunds: The amount requested for transfer is below the amount of funds available
• invalidAccount: The Futures account the transfer request refers to is invalid
• invalidAmount: The amount the transfer request refers to is invalid
• invalidArgument: One or more arguments provided are invalid
• invalidUnit: The unit the transfer request refers to is invalid
• Json Parse Error: The request failed to pass valid JSON as an argument
• marketUnavailable: The market is currently unavailable
• nonceBelowThreshold: The provided nonce is below the threshold
• nonceDuplicate: The provided nonce is a duplicate as it has been used in a previous request
• notFound: The requested information could not be found
• requiredArgumentMissing: One or more required arguments are missing
• Server Error: There was an error processing the request
• Unavailable: The endpoint being called is unavailable
• unknownError: An unknown error has occurred

result stringrequired

Possible values: [error]

serverTime date-timerequired

Server time in Coordinated Universal Time (UTC)

Loading...