NewMarket

No description

type NewMarket {
  instrument: InstrumentConfiguration!
  decimalPlaces: Int!
  riskParameters: RiskModel!
  metadata: [String!]
  priceMonitoringParameters: PriceMonitoringParameters!
  liquidityMonitoringParameters: LiquidityMonitoringParameters!
  positionDecimalPlaces: Int!
  lpPriceRange: String!
  linearSlippageFactor: String!
  quadraticSlippageFactor: String!
}

Fields

NewMarket.instrument ● InstrumentConfiguration! non-null object

New market instrument configuration

NewMarket.decimalPlaces ● Int! non-null scalar

Decimal places used for the new market, sets the smallest price increment on the book

NewMarket.riskParameters ● RiskModel! non-null union

New market risk configuration

NewMarket.metadata ● [String!] list scalar

Metadata for this instrument, tags

NewMarket.priceMonitoringParameters ● PriceMonitoringParameters! non-null object

Price monitoring parameters

NewMarket.liquidityMonitoringParameters ● LiquidityMonitoringParameters! non-null object

Liquidity monitoring parameters

NewMarket.positionDecimalPlaces ● Int! non-null scalar

Decimal places for order sizes, sets what size the smallest order / position on the market can be

NewMarket.lpPriceRange ● String! non-null scalar

Liquidity Provision order price range

NewMarket.linearSlippageFactor ● String! non-null scalar

Linear slippage factor is used to cap the slippage component of maintainence margin - it is applied to the slippage volume

NewMarket.quadraticSlippageFactor ● String! non-null scalar

Quadratic slippage factor is used to cap the slippage component of maintainence margin - it is applied to the square of the slippage volume

Implemented by

ProposalChange union