Orderly SDKs / Modules / @orderly.network/perp / positions

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Namespace: positions

@orderly.network/perp.positions

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Table of contents

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Type Aliases

• LiqPriceInputs
• MMInputs
• MMRInputs
• TotalUnsettlementPnLInputs
• UnrealPnLInputs
• UnrealPnLROIInputs
• UnsettlementPnLInputs

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Functions

• MMR
• estOffsetForTP
• estPnLForSL
• estPnLForTP
• estPriceForTP
• estPriceFromOffsetForTP
• liqPrice
• maintenanceMargin
• notional
• totalNotional
• totalUnrealizedPnL
• totalUnsettlementPnL
• unrealizedPnL
• unrealizedPnLROI
• unsettlementPnL

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Type Aliases

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LiqPriceInputs

Ƭ LiqPriceInputs: Object

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Type declaration

Name	Type
MMR	number
markPrice	number
positionQty	number
positions	Pick<PositionExt, "position_qty" | "mark_price" | "mmr">[]
totalCollateral	number

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Defined in

positions.ts:89

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MMInputs

Ƭ MMInputs: Object

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Type declaration

Name	Type
MMR	number
markPrice	number
positionQty	number

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Defined in

positions.ts:130

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MMRInputs

Ƭ MMRInputs: Object

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Type declaration

Name	Type
IMRFactor	number
IMR_factor_power	number
baseIMR	number
baseMMR	number
positionNotional	number

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Defined in

positions.ts:213

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TotalUnsettlementPnLInputs

Ƭ TotalUnsettlementPnLInputs: Object

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Type declaration

Name	Type
positions	Position & { sum_unitary_funding: number }[]
sumUnitaryFunding	number

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Defined in

positions.ts:178

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UnrealPnLInputs

Ƭ UnrealPnLInputs: Object

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Type declaration

Name	Type
markPrice	number
openPrice	number
qty	number

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Defined in

positions.ts:26

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UnrealPnLROIInputs

Ƭ UnrealPnLROIInputs: Object

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Type declaration

Name	Type
IMR	number
openPrice	number
positionQty	number
unrealizedPnL	number

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Defined in

positions.ts:43

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UnsettlementPnLInputs

Ƭ UnsettlementPnLInputs: Object

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Type declaration

Name	Type
costPosition	number
lastSumUnitaryFunding	number
markPrice	number
positionQty	number
sumUnitaryFunding	number

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Defined in

positions.ts:147

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Functions

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MMR

▸ MMR(inputs): number

Calculates the maintenance margin requirement (MMR) of a position.

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Parameters

Name	Type	Description
inputs	MMRInputs	The inputs for calculating the MMR.

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Returns

number

The MMR of the position.

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Defined in

positions.ts:226

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estOffsetForTP

▸ estOffsetForTP(inputs): number

Calculates the estimated offset for take profit.

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Parameters

Name	Type
inputs	Object
inputs.entryPrice	number
inputs.price	number

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Returns

number

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Defined in

positions.ts:276

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estPnLForSL

▸ estPnLForSL(inputs): number

Calculates the PnL for stop loss.

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Parameters

Name	Type
inputs	Object
inputs.entryPrice	number
inputs.positionQty	number

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Returns

number

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Defined in

positions.ts:296

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estPnLForTP

▸ estPnLForTP(inputs): number

Calculates the profit or loss for take profit.

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Parameters

Name	Type
inputs	Object
inputs.entryPrice	number
inputs.positionQty	number
inputs.price	number

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Returns

number

The profit or loss for take profit.

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Defined in

positions.ts:249

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estPriceForTP

▸ estPriceForTP(inputs): number

Calculates the estimated price for take profit.

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Parameters

Name	Type
inputs	Object
inputs.entryPrice	number
inputs.pnl	number
inputs.positionQty	number

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Returns

number

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Defined in

positions.ts:262

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estPriceFromOffsetForTP

▸ estPriceFromOffsetForTP(inputs): number

Calculates the estimated price from offset for take profit.

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Parameters

Name	Type
inputs	Object
inputs.entryPrice	number
inputs.offset	number

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Returns

number

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Defined in

positions.ts:286

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liqPrice

▸ liqPrice(inputs): number | null

Calculates the liquidation price of a single position.

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Parameters

Name	Type	Description
inputs	LiqPriceInputs	The inputs for calculating the liquidation price.

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Returns

number | null

The liquidation price of the position.

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Defined in

positions.ts:102

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maintenanceMargin

▸ maintenanceMargin(inputs): number

Calculates the maintenance margin of a position.

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Parameters

Name	Type	Description
inputs	MMInputs	The inputs for calculating the maintenance margin.

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Returns

number

The maintenance margin of the position.

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Defined in

positions.ts:141

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notional

▸ notional(qty, mark_price): number

Calculates the notional value of a single position.

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Parameters

Name	Type	Description
qty	number	The quantity of the position.
mark_price	number	The price of the position.

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Returns

number

The notional value of the position.

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Defined in

positions.ts:11

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totalNotional

▸ totalNotional(positions): number

Calculates the total notional value of all positions.

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Parameters

Name	Type	Description
positions	Position[]	The array of positions.

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Returns

number

The total notional value of all positions.

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Defined in

positions.ts:20

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totalUnrealizedPnL

▸ totalUnrealizedPnL(positions): number

Calculates the total unrealized profit or loss of all positions.

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Parameters

Name	Type	Description
positions	Position[]	The array of positions.

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Returns

number

The total unrealized profit or loss of all positions.

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Defined in

positions.ts:76

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totalUnsettlementPnL

▸ totalUnsettlementPnL(positions): number

Calculates the total unrealized profit or loss of all positions.

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Parameters

Name	Type	Description
positions	Position & { sum_unitary_funding: number }[]	The array of positions.

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Returns

number

The total unrealized profit or loss of all positions.

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Defined in

positions.ts:190

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unrealizedPnL

▸ unrealizedPnL(inputs): number

Calculates the unrealized profit or loss of a single position.

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Parameters

Name	Type	Description
inputs	UnrealPnLInputs	The inputs for calculating the unrealized profit or loss.

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Returns

number

The unrealized profit or loss of the position.

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Defined in

positions.ts:37

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unrealizedPnLROI

▸ unrealizedPnLROI(inputs): number

Calculates the return on investment (ROI) of a single position’s unrealized profit or loss.

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Parameters

Name	Type	Description
inputs	UnrealPnLROIInputs	The inputs for calculating the ROI.

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Returns

number

The ROI of the position’s unrealized profit or loss.

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Defined in

positions.ts:55

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unsettlementPnL

▸ unsettlementPnL(inputs): number

Calculates the unrealized profit or loss of each position.

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Parameters

Name	Type	Description
inputs	UnsettlementPnLInputs	The inputs for calculating the unrealized profit or loss.

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Returns

number

The unrealized profit or loss of each position.

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Defined in

positions.ts:160