ProfileSymLeverage
AccountProfileSymLeverage 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 |
AccountProfileSymLeverageSetting
AccountProfileSymLeverageSetting defines tiered leverage for individual symbols, impacting margin calculations for non-netting symbols. Non-netting symbols exist on Accounts where the corresponding AccountGroup specifies settings for the specific symbol in the designated AccountProfileSymLeverage. Margin calculation for non-netting symbols is conducted as follows:
- Convert the base currency positions of each symbol to the account’s currency.
- Divide each position by its specified leverage.
- The used margin is determined by the sum of the absolute values of all positions.
AccountProfileSymLeverageSetting 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 name of the profile |
| symbol | Y | – | STRING | The symbol to which the defined leverage setting will be applied. Must be a configured Symbol; 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 system defaults to the symbol base. Note: pos_ccy must be identical for all tiers within the same profile & symbol. |
| 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 symbol. 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 symbol that should be margined individually. A symbol without a matching setting in the selected profile is treated as a netting symbol and margined through AccountProfileCcyLeverage; if that profile has no setting for the symbol’s currencies either, the position can be left 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.