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Version: testnet (v0.73)


No description

type NewMarket {
instrument: InstrumentConfiguration!
decimalPlaces: Int!
riskParameters: RiskModel!
metadata: [String!]
priceMonitoringParameters: PriceMonitoringParameters!
liquidityMonitoringParameters: LiquidityMonitoringParameters!
positionDecimalPlaces: Int!
linearSlippageFactor: String!
quadraticSlippageFactor: String!
successorConfiguration: SuccessorConfiguration
liquiditySLAParameters: LiquiditySLAParameters


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.linearSlippageFactor ● String! non-null scalar

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

NewMarket.successorConfiguration ● SuccessorConfiguration object

Successor market configuration. If this proposed market is meant to succeed a given market, then this needs to be set.

NewMarket.liquiditySLAParameters ● LiquiditySLAParameters object

Liquidity SLA Parameters

Implemented by

ProposalChange union