private/simulate

Query Parameters

currency

enum<string>

required

The currency symbol Currency, i.e "BTC", "ETH", "USDC"

Available options:

BTC,

ETH,

USDC,

USDT,

EURR

Example:

"BTC"

add_positions

boolean

If true, adds simulated positions to current positions, otherwise uses only simulated positions. By default true

simulated_positions

string

Object with positions in following form: {InstrumentName1: Position1, InstrumentName2: Position2...}, for example {"BTC-PERPETUAL": -1000.0} (or corresponding URI-encoding for GET). For futures in USD, for options in base currency. JSON string containing: object data

Response

200 - application/json

Success response

jsonrpc

enum<string>

required

The JSON-RPC version (2.0)

Available options:

2.0

result

object

required

Portfolio margin simulation result

Hide child attributes

result.currency

string

Currency of the simulation

Example:

"BTC"

result.equity

number

The account's current equity

Example:

150075253.91354558

result.balance

number

The account's balance

Example:

150076473.4995114

result.margin_balance

number

The account's margin balance. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.

Example:

153534213.79481918

result.initial_margin

number

The account's initial margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.

Example:

37662472.03416069

result.maintenance_margin

number

The maintenance margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.

Example:

30129215.84817124

result.projected_initial_margin

number

Projected initial margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.

Example:

1

result.projected_maintenance_margin

number

Projected maintenance margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.

Example:

1

result.available_funds

number

The account's available funds. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.

Example:

115871741.76065847

result.available_withdrawal_funds

number

The account's available to withdrawal funds

Example:

115871741.76065847

result.available_subaccount_transfer_funds

number

The account's available funds for subaccount transfers

Example:

0

result.total_pl

number

Profit and loss

Example:

40419.10179263

result.session_rpl

number

Session realized profit and loss

Example:

0.1

result.session_upl

number

Session unrealized profit and loss

Example:

0.846863

result.futures_pl

number

Futures profit and loss

Example:

39497.54616685

result.futures_session_rpl

number

Futures session realized profit and loss

Example:

1.309136

result.futures_session_upl

number

Futures session unrealized profit and loss

Example:

-164.48253509

result.options_pl

number

Options profit and loss

Example:

921.55562578

result.options_session_rpl

number

Options session realized profit and loss

Example:

0

result.options_session_upl

number

Options session unrealized profit and loss

Example:

-174.67960675

result.options_value

number

Options value

Example:

-1056.41256672

result.options_delta

number

Options summary delta

Example:

2883.38481

result.options_gamma

number

Options summary gamma

Example:

-0.03907

result.options_theta

number

Options summary theta

Example:

142583.29246

result.options_vega

number

Options summary vega

Example:

-39322.23046

result.options_gamma_map

object

Map of options' gammas per index

result.options_theta_map

object

Map of options' thetas per index

result.options_vega_map

object

Map of options' vegas per index

result.delta_total

number

The sum of position deltas.

DeltaTotal = Net Transaction Delta of options + BTC Position of Futures

The DeltaTotal uses the Net Transaction Delta (or price adjusted Delta) of the options, where Net Transaction Delta = Black Scholes Delta - Mark Price of Options.

This is because, from a risk perspective, we are interested in the change in Bitcoin price as the underlying changes.

You should actually treat your delta as Equity + Delta Total if you want to have less risk for your USD PnL.

⚠️ During the 30 minute settlement period we decay your Delta. See Delta decay during settlement for more details.

Example:

0.1334

result.delta_total_map

object

Map of total deltas per index

result.projected_delta_total

number

The sum of position deltas without positions that will expire during closest expiration

Example:

0.1334

result.additional_reserve

number

The account's balance reserved in other orders

Example:

0.3

result.spot_reserve

number

The account's balance reserved in active spot orders

Example:

0

result.fee_balance

number

The account's fee balance (it can be used to pay for fees)

result.locked_balance

number

The account's locked balance

Example:

0

result.margin_model

string

Name of user's currently enabled margin model

Example:

"cross_pm"

result.portfolio_margining_enabled

boolean

true when portfolio margining is enabled for user

Example:

true

result.cross_collateral_enabled

boolean

When true cross collateral is enabled for user

Example:

true

result.total_equity_usd

number

Optional (only for users using cross margin). The account's total equity in all cross collateral currencies, expressed in USD

Example:

13075634611389.318

result.total_initial_margin_usd

number

Optional (only for users using cross margin). The account's total initial margin in all cross collateral currencies, expressed in USD

Example:

3139528603778.822

result.total_maintenance_margin_usd

number

Optional (only for users using cross margin). The account's total maintenance margin in all cross collateral currencies, expressed in USD

Example:

2511559381417.215

result.total_margin_balance_usd

number

Optional (only for users using cross margin). The account's total margin balance in all cross collateral currencies, expressed in USD

Example:

12798550648250.61

result.total_delta_total_usd

number

Optional (only for users using cross margin). The account's total delta total in all cross collateral currencies, expressed in USD

Example:

6157454218.3753195

integer

The id that was sent in the request

Methods overview

Methods

private/simulate_portfolio

Query Parameters

Response