Interface TradingParams

Hierarchy

  • TradingParams

Properties

deltaCallPriceCurve deltaPutPriceCurve deltaWeightBps gammaPriceCurve gammaWeightBps haltDurationBeforeExpiry maxDelta maxGamma maxTheta maxVega minDelta minFreeCapitalRatio minGamma minTheta minVega thetaPriceCurve thetaWeightBps vegaPriceCurve vegaWeightBps

Properties

deltaCallPriceCurve

deltaCallPriceCurve: PriceCurveParams

deltaPutPriceCurve

deltaPutPriceCurve: PriceCurveParams

deltaWeightBps

deltaWeightBps: number

gammaPriceCurve

gammaPriceCurve: PriceCurveParams

gammaWeightBps

gammaWeightBps: number

haltDurationBeforeExpiry

haltDurationBeforeExpiry: BN

maxDelta

maxDelta: number

maxGamma

maxGamma: number

maxTheta

maxTheta: number

maxVega

maxVega: number

minDelta

minDelta: number

minFreeCapitalRatio

minFreeCapitalRatio: number

minGamma

minGamma: number

minTheta

minTheta: number

minVega

minVega: number

thetaPriceCurve

thetaPriceCurve: PriceCurveParams

thetaWeightBps

thetaWeightBps: number

vegaPriceCurve

vegaPriceCurve: PriceCurveParams

vegaWeightBps

vegaWeightBps: number

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