Overview

@orderly.network/perp

A library of calculation formulas related to Orderly futures trading. This library is designed to be purely functional, with no context dependencies. Simply call the appropriate functions directly for seamless integration.

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Install

npm install @orderly.network/perp

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Usage

import { maxQty, liqPrice } from "@orderly.network/perp";
import { OrderSide } from "@orderly.network/types";

// calculation of the maximum allowable position size for an account
const myMaxQty = () => {
  const qty = maxQty("PERP_ETH_USDC", OrderSide.BUY);
  console.log(qty); //
};

// calculation of the liquidation price of a position
const myLiqPrice = () => {
  const price = liqPrice(
    25986.2, //markPrice
    1981.66, // total collateral
    0.2, // positions size
    0.05 //MMR
  );
  console.log(myLiqPrice);
};

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Function list

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account

• IMR - Calculate the IMR of the account.
• availableBalance - Calculate the available balance of the account.
• currentLeverage - Calculate the current leverage of the account.
• freeCollateral - Calculate the available collateral of the account.
• maxQty - Calculate the maximum quantity the account can open.
• totalCollateral - Calculate the total collateral of the account.
• totalInitialMarginWithOrders - Calculate the total initial margin of the account with orders.
• totalMarginRatio - Calculate the total margin ratio of the account.
• totalUnrealizedROI - Calculate the total unrealized return on investment of the account.
• totalValue - Calculate the total value of the account.

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positions

• MMR - Calculate the MMR of the position.
• liqPrice - Calculate the liquidation price of the position.
• maintenanceMargin - Calculate the maintenance margin of the position.
• totalNotional - Calculate the total notional value of the position.
• unrealizedPnL - Calculate the unrealized profit and loss of an individual position.
• unrealizedPnLROI - Calculate the unrealized return on investment of an individual position.
• totalUnrealizedPnL - Calculate the total unrealized profit and loss of the positions.
• unsettlementPnL - Calculate the unsettlement profit and loss of an individual position.
• totalUnsettlementPnL - Calculate the total unsettlement profit and loss of the positions.