Orderly network perp.account

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

Namespace: account

@orderly.network/perp.account

Table of contents

Type Aliases

• AccountMMRInputs
• AvailableBalanceInputs
• FreeCollateralInputs
• IMRInputs
• MaxQtyInputs
• OtherIMsInputs
• PositionNotionalWithOrderInputs
• PositionQtyWithOrderInputs
• ResultOptions
• TotalCollateralValueInputs
• TotalInitialMarginWithOrdersInputs
• TotalMarginRatioInputs
• TotalUnrealizedROIInputs
• TotalValueInputs

Functions

• IMR
• MMR
• availableBalance
• buyOrdersFilter_by_symbol
• currentLeverage
• extractSymbols
• freeCollateral
• getPositonsAndOrdersNotionalBySymbol
• getQtyFromOrdersBySide
• getQtyFromPositions
• groupOrdersBySymbol
• initialMarginWithOrder
• maxQty
• maxQtyByLong
• maxQtyByShort
• otherIMs
• positionNotionalWithOrder_by_symbol
• positionQtyWithOrders_by_symbol
• sellOrdersFilter_by_symbol
• totalCollateral
• totalInitialMarginWithOrders
• totalInitialMarginWithQty
• totalMarginRatio
• totalUnrealizedROI
• totalValue

Type Aliases

AccountMMRInputs

Ƭ AccountMMRInputs: Object

Type declaration

Name	Type	Description
positionsMMR	number	-
positionsNotional	number	Notional sum of all positions, positions.totalNotional()

Defined in

account.ts:718

---

AvailableBalanceInputs

Ƭ AvailableBalanceInputs: Object

Type declaration

Name	Type
USDCHolding	number
unsettlementPnL	number

Defined in

account.ts:708

---

FreeCollateralInputs

Ƭ FreeCollateralInputs: Object

Total value of available collateral in the user’s account (denominated in USDC).

Type declaration

Name	Type
totalCollateral	Decimal
totalInitialMarginWithOrders	number

Defined in

account.ts:41

---

IMRInputs

Ƭ IMRInputs: Object

Type declaration

Name	Type
IMR_Factor	number
IMR_factor_power?	number
baseIMR	number
maxLeverage	number
ordersNotional	number
positionNotional	number

Defined in

account.ts:123

---

MaxQtyInputs

Ƭ MaxQtyInputs: Object

Type declaration

Name	Type	Description
IMR_Factor	number	-
baseIMR	number	-
baseMaxQty	number	-
buyOrdersQty	number	-
markPrice	number	-
maxLeverage	number	-
otherIMs	number	See otherIMs
positionQty	number	-
sellOrdersQty	number	-
symbol	string	-
takerFeeRate	number	-
totalCollateral	number	Total collateral of the user (denominated in USDC), can be calculated from totalCollateral. See totalCollateral

Defined in

account.ts:483

---

OtherIMsInputs

Ƭ OtherIMsInputs: Object

Type declaration

Name	Type
IMR_Factors	{ [key: string]: number; }
markPrices	{ [key: string]: number; }
maxLeverage	number
orders	Order[]
positions	Position[]
symbolInfo	any

Defined in

account.ts:396

---

PositionNotionalWithOrderInputs

Ƭ PositionNotionalWithOrderInputs: Object

Type declaration

Name	Type
markPrice	number
positionQtyWithOrders	number

Defined in

account.ts:87

---

PositionQtyWithOrderInputs

Ƭ PositionQtyWithOrderInputs: Object

Type declaration

Name	Type
buyOrdersQty	number
positionQty	number
sellOrdersQty	number

Defined in

account.ts:100

---

ResultOptions

Ƭ ResultOptions: Object

Type declaration

Name	Type
dp	number

Defined in

account.ts:10

---

TotalCollateralValueInputs

Ƭ TotalCollateralValueInputs: Object

Type declaration

Name	Type
USDCHolding	number
nonUSDCHolding	{ discount: number ; holding: number ; markPrice: number }[]
unsettlementPnL	number

Defined in

account.ts:56

---

TotalInitialMarginWithOrdersInputs

Ƭ TotalInitialMarginWithOrdersInputs: { IMR_Factors: { [key: string]: number; } ; markPrices: { [key: string]: number; } ; orders: Order[] ; positions: Position[] ; symbolInfo: any } & Pick<IMRInputs, "maxLeverage">

Defined in

account.ts:228

---

TotalMarginRatioInputs

Ƭ TotalMarginRatioInputs: Object

Type declaration

Name	Type
markPrices	{ [key: string]: number; }
positions	Position[]
totalCollateral	number

Defined in

account.ts:650

---

TotalUnrealizedROIInputs

Ƭ TotalUnrealizedROIInputs: Object

Type declaration

Name	Type
totalUnrealizedPnL	number
totalValue	number

Defined in

account.ts:682

---

TotalValueInputs

Ƭ TotalValueInputs: Object

Type declaration

Name	Type
USDCHolding	number
nonUSDCHolding	{ discount: number ; holding: number ; markPrice: number }[]
totalUnsettlementPnL	number

Defined in

account.ts:14

Functions

IMR

▸ IMR(inputs): number

Initial margin rate for a symbol. Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))

Parameters

Name	Type
inputs	IMRInputs

Returns

number

Defined in

account.ts:136

---

MMR

▸ MMR(inputs): number | null

total maintenance margin ratio

Parameters

Name	Type	Description
inputs	AccountMMRInputs	AccountMMRInputs

Returns

number | null

number|null

Defined in

account.ts:733

---

availableBalance

▸ availableBalance(inputs): number

Parameters

Name	Type
inputs	AvailableBalanceInputs

Returns

number

Defined in

account.ts:712

---

buyOrdersFilter_by_symbol

▸ buyOrdersFilter_by_symbol(orders, symbol): Order[]

Parameters

Name	Type
orders	Order[]
symbol	string

Returns

Order[]

Defined in

account.ts:159

---

currentLeverage

▸ currentLeverage(totalMarginRatio): number

current account leverage

Parameters

Name	Type
totalMarginRatio	number

Returns

number

Defined in

account.ts:701

---

extractSymbols

▸ extractSymbols(positions, orders): string[]

Extracts all unique symbols from positions and orders.

Parameters

Name	Type	Description
positions	Pick<Position, "symbol">[]	An array of position objects.
orders	Pick<Order, "symbol">[]	An array of order objects.

Returns

string[]

An array of unique symbols.

Defined in

account.ts:375

---

freeCollateral

▸ freeCollateral(inputs): Decimal

Calculate free collateral.

Parameters

Name	Type
inputs	FreeCollateralInputs

Returns

Decimal

Defined in

account.ts:50

---

getPositonsAndOrdersNotionalBySymbol

▸ getPositonsAndOrdersNotionalBySymbol(inputs): number

Parameters

Name	Type
inputs	Object
inputs.markPrice	number
inputs.orders	Order[]
inputs.positions	Position[]
inputs.symbol	string

Returns

number

Defined in

account.ts:208

---

getQtyFromOrdersBySide

▸ getQtyFromOrdersBySide(orders, symbol, side): number

Get the quantity of long and short orders for a specified symbol from the list of orders.

Parameters

Name	Type
orders	Order[]
symbol	string
side	OrderSide

Returns

number

Defined in

account.ts:194

---

getQtyFromPositions

▸ getQtyFromPositions(positions, symbol): number

Get the quantity of a specified symbol from the list of positions.

Parameters

Name	Type
positions	Position[]
symbol	string

Returns

number

Defined in

account.ts:180

---

groupOrdersBySymbol

▸ groupOrdersBySymbol(orders): Object

Group orders by symbol, as a symbol can have multiple orders.

Parameters

Name	Type
orders	Order[]

Returns

Object

Defined in

account.ts:355

---

initialMarginWithOrder

▸ initialMarginWithOrder(): void

Returns

void

Defined in

account.ts:85

---

maxQty

▸ maxQty(side, inputs, options?): number

Maximum order quantity.

Parameters

Name	Type
side	OrderSide
inputs	MaxQtyInputs
options?	ResultOptions

Returns

number

Defined in

account.ts:515

---

maxQtyByLong

▸ maxQtyByLong(inputs, options?): number

Parameters

Name	Type
inputs	Omit<MaxQtyInputs, "side">
options?	ResultOptions

Returns

number

Defined in

account.ts:526

---

maxQtyByShort

▸ maxQtyByShort(inputs, options?): number

Parameters

Name	Type
inputs	Omit<MaxQtyInputs, "side">
options?	ResultOptions

Returns

number

Defined in

account.ts:587

---

otherIMs

▸ otherIMs(inputs): number

Total margin used by other symbols (except the current symbol).

Parameters

Name	Type
inputs	OtherIMsInputs

Returns

number

Defined in

account.ts:410

---

positionNotionalWithOrder_by_symbol

▸ positionNotionalWithOrder_by_symbol(inputs): Decimal

Sum of notional value for a symbol’s position and orders.

Parameters

Name	Type
inputs	PositionNotionalWithOrderInputs

Returns

Decimal

Defined in

account.ts:94

---

positionQtyWithOrders_by_symbol

▸ positionQtyWithOrders_by_symbol(inputs): number

Sum of position quantity and orders quantity for a symbol.

Parameters

Name	Type
inputs	PositionQtyWithOrderInputs

Returns

number

Defined in

account.ts:110

---

sellOrdersFilter_by_symbol

▸ sellOrdersFilter_by_symbol(orders, symbol): Order[]

Parameters

Name	Type
orders	Order[]
symbol	string

Returns

Order[]

Defined in

account.ts:168

---

totalCollateral

▸ totalCollateral(inputs): Decimal

Calculate total collateral.

Parameters

Name	Type
inputs	TotalCollateralValueInputs

Returns

Decimal

Defined in

account.ts:71

---

totalInitialMarginWithOrders

▸ totalInitialMarginWithOrders(inputs): number

Calculate the total initial margin used by the user (including positions and orders).

Parameters

Name	Type
inputs	TotalInitialMarginWithOrdersInputs

Returns

number

Defined in

account.ts:240

---

totalInitialMarginWithQty

▸ totalInitialMarginWithQty(inputs): number

Parameters

Name	Type
inputs	Object
inputs.IMR_Factors	Object
inputs.markPrices	Object
inputs.maxLeverage	number
inputs.positions	Position[]
inputs.symbolInfo	any

Returns

number

Defined in

account.ts:298

---

totalMarginRatio

▸ totalMarginRatio(inputs, dp?): number

total margin ratio

Parameters

Name	Type
inputs	TotalMarginRatioInputs
dp?	number

Returns

number

Defined in

account.ts:658

---

totalUnrealizedROI

▸ totalUnrealizedROI(inputs): number

totalUnrealizedROI

Parameters

Name	Type
inputs	TotalUnrealizedROIInputs

Returns

number

Defined in

account.ts:690

---

totalValue

▸ totalValue(inputs): Decimal

User’s total asset value (denominated in USDC), including assets that cannot be used as collateral.

Parameters

Name	Type
inputs	TotalValueInputs

Returns

Decimal

Defined in

account.ts:28