ProfileCcyLeverage
AccountProfileCcyLeverage has the following attributes and can be accessed via the pending config or real-time config:
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| id | Y | – | INT | The ID of the profile; generated. |
| name | Y | – | STRING | The name of the profile. |
| description | N | n/a | STRING | Free text. |
AccountProfileCcyLeverageSetting
AccountProfileCcyLeverageSetting defines tiered leverage per currency, impacting margin calculations for netting symbols. Netting symbols exist on Accounts where the corresponding AccountGroup lacks settings for the specific symbol in the designated AccountProfileSymLeverage. The margin calculation for netting symbols is conducted as follows:
- Segregate all netting symbol positions into distinct base and quote currency positions.
- Convert each currency position to the account’s currency.
- Divide each position by its specified leverage.
- Sum up all long positions to calculate a total long position sum (SUM_LONG).
- Sum up all short positions to calculate a total short position sum (SUM_SHORT).
- The used margin is determined by taking the larger absolute value between SUM_LONG and ABS(SUM_SHORT).
AccountProfileCcyLeverageSetting has the following attributes and can be accessed via the pending config or real-time config:
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| profile | Y | – | INT | The profile name. |
| currency | Y | – | STRING | The currency to which the defined leverage will apply. Must be a configured Currency; the wildcard * is not supported in leverage profiles. |
| pos_ccy | Y | n/a | STRING | The currency in which the position size (pos) is defined. If n/a, the row's currency is used. Note: pos_ccy must be identical for all tiers within the same profile & currency. |
| pos | Y | 0 | DOUBLE | The inclusive lower boundary of a progressive leverage tier, expressed in pos_ccy. The first tier must begin at 0, and boundaries must be nonnegative and distinct within the same profile and currency. Each tier applies up to the next boundary; the final tier applies to all amounts above its boundary. |
| leverage | Y | 100 | DOUBLE | The leverage applied to positions within each tier. Must be greater than 0. When a position spans multiple tiers, the total margin is calculated cumulatively: each portion of the position is calculated using the leverage of its respective tier.tier_margin = Σ (Δpos / leverage)- Δpos — the portion of the total position size that falls within a specific leverage tier.- leverage — the leverage assigned to this tier.- Δpos and tier_margin are measured in pos_ccy. Convert tier_margin to the account group’s default currency before combining margin contributions. |
Supply explicit leverage settings for every applicable currency; there is no implicit default leverage for missing settings. Missing coverage can leave positions out of margin or exposure calculations.
Reported margin uses current positions. Pre-trade checks also include the proposed trade and outstanding orders in the same direction, so the required margin can exceed the displayed amount.