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Version: pre-release (v0.79)

List markets

GET 

/api/v2/markets

Get a list of markets

Request

Query Parameters

    pagination.first int32

    Number of records to be returned that sort greater than row identified by cursor supplied in 'after'.

    pagination.after string

    If paging forwards, the cursor string for the last row of the previous page.

    pagination.last int32

    Number of records to be returned that sort less than row identified by cursor supplied in 'before'.

    pagination.before string

    If paging forwards, the cursor string for the first row of the previous page.

    pagination.newestFirst boolean

    Whether to order the results with the newest records first. If not set, the default value is true.

    includeSettled boolean

    Whether to include settled markets. If not set, settled markets will be included.

Responses

A successful response.

Schema
    markets object

    Page of markets and corresponding page information.

    edges object[]

    Page of markets and their corresponding cursors.

  • Array [
  • cursor string

    Cursor that can be used to fetch further pages.

    node object

    Information about the market.

    allowedEmptyAmmLevels uint64

    Number of allowed price levels between an AMM's fair price and its quote prices. An AMM definition that exceeds this will be rejected at submission.

    allowedSellers string[]
    decimalPlaces uint64

    Number of decimal places that a price must be shifted by in order to get a correct price denominated in the currency of the market, for example: realPrice = price / 10^decimalPlaces. On spot markets, also called 'size decimal places'.

    enableTransactionReordering If enabled aggressive orders sent to the market will be delayed by the configured number of blocks (boolean)
    fees object

    Fees configuration that apply to the market.

    factors object

    Fee factors.

    buyBackFee string

    Fees used to purchase governance tokens via regular auctions (network wide).

    infrastructureFee string

    Infrastructure fee charged network wide for staking and governance.

    liquidityFee string

    Liquidity fee applied per market for market making.

    makerFee string

    Market maker fee charged network wide.

    treasuryFee string

    Fees sent to network treasury for later use based on governance actions (network wide).

    liquidityFeeSettings object

    Liquidity fee settings for the market describing how the fee was calculated.

    feeConstant string

    Constant liquidity fee used when using the constant fee method.

    method vegaLiquidityFeeSettingsMethod (string)

    Possible values: [METHOD_UNSPECIFIED, METHOD_MARGINAL_COST, METHOD_WEIGHTED_AVERAGE, METHOD_CONSTANT]

    Default value: METHOD_UNSPECIFIED

    Method used to calculate the market's liquidity fee.

    id string

    Unique ID for the market.

    insurancePoolFraction string

    The fraction of the parent market's insurance pool that this market inherits; range 0 through 1.

    linearSlippageFactor string

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

    liquidationStrategy object

    Liquidation strategy used by this market.

    disposalFraction string

    Fraction of the open position the market will try to close in a single attempt; range 0 through 1.

    disposalSlippageRange string

    Decimal > 0 specifying the range range above and below the mid price within which the network will trade to dispose of its position. The value can be > 1. For example, if set to 1.5, the minimum price will be 0, ie max(0, mid_price * (1 - 1.5)), and the maximum price will be mid_price * (1 + 1.5).

    disposalTimeStep int64

    Interval, in seconds, at which the network will attempt to close its position.

    fullDisposalSize uint64

    Size of the position that the network will try to close in a single attempt.

    maxFractionConsumed string

    Max fraction of the total volume of the orderbook, within liquidity bounds, that the network can use to close its position; range 0 through 1.

    liquidityMonitoringParameters object

    LiquidityMonitoringParameters for the market.

    auctionExtension int64

    Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction.

    targetStakeParameters object

    Specifies parameters related to target stake calculation.

    scalingFactor double

    Specifies scaling factors used in target stake calculation.

    timeWindow int64

    Specifies length of time window expressed in seconds for target stake calculation.

    triggeringRatio string

    Specifies the triggering ratio for entering liquidity auction.

    liquiditySlaParams object

    Liquidity SLA parameters for the market.

    commitmentMinTimeFraction string

    Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity.

    performanceHysteresisEpochs uint64

    Specifies the number of liquidity epochs over which past performance will continue to affect rewards.

    priceRange string
    slaCompetitionFactor string

    Specifies the maximum fraction of their accrued fees an LP that meets the SLA implied by market.liquidity.commitmentMinTimeFraction will lose to liquidity providers that achieved a higher SLA performance than them.

    lpPriceRange string

    Percentage move up and down from the mid price which specifies the range of price levels over which automated liquidity provisions will be deployed.

    markPriceConfiguration object

    Mark price calculation configuration.

    cashAmount string

    Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

    compositePriceType vegaCompositePriceType (string)

    Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

    Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

    Which method is used for the calculation of the composite price for the market.

    dataSourcesSpec object[]

    Additional price sources to be used for internal composite price calculation.

  • Array [
  • external object

    DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

    ethOracle object

    Contains the data specification that is received from Ethereum sources.

    abi string

    The ABI of that contract.

    address string

    Ethereum address of the contract to call.

    args object[]

    List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

    filters object[]
  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • method string

    Name of the method on the contract to call.

    normalisers object[]

    Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

  • Array [
  • expression string
    name string
  • ]
  • requiredConfirmations uint64
    sourceChainId uint64

    The ID of the EVM based chain which is to be used to source the oracle data.

    trigger object

    Conditions for determining when to call the contract method.

    timeTrigger object

    Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

    every uint64

    Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

    initial uint64

    Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

    until uint64

    If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

    oracle object

    All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

    filters object[]

    Filters describes which source data are considered of interest or not for the product (or the risk model).

  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • signers object[]

    Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

  • Array [
  • ethAddress object

    In case of an open oracle - Ethereum address will be submitted.

    address string
    pubKey object

    List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

    key string
  • ]
  • internal object

    Top level object used for all internal data sources. It contains one of any of the defined source type variants.

    time object

    Internal data source used for emitting timestamps.

    conditions object[]

    Conditions that the timestamps should meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • timeTrigger object

    Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

    conditions object[]

    Conditions that the timestamps need to meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • triggers object[]
  • Array [
  • every int64

    Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

    initial int64

    Trigger when the vega time is greater or equal to this time, in Unix seconds.

  • ]
  • ]
  • dataSourcesSpecBinding object[]
  • Array [
  • priceSourceProperty string

    The property name of price.

  • ]
  • decayPower uint64

    Decay power used for the calculation of mark price.

    decayWeight string

    Decay weight used for calculation of mark price.

    sourceStalenessTolerance string[]

    For how long a price source is considered valid. One entry for each data source such that the first is for the trade based mark price, the second is for the book based price the third is for the first oracle, followed by more oracle data source staleness tolerance.

    sourceWeights string[]

    Weights for each composite price data source.

    marketTimestamps object

    Timestamps for when the market state changes.

    close int64

    Time when the market closed.

    open int64

    Time when the market has left the opening auction and is ready to accept trades.

    pending int64

    Time when the market has been voted in and began its opening auction.

    proposed int64

    Time when the market is first proposed.

    openingAuction object

    Auction duration specifies how long the opening auction will run (minimum duration and optionally a minimum traded volume).

    duration int64

    Duration of the auction in seconds.

    volume uint64

    Target uncrossing trading volume.

    parentMarketId ID of the market this market succeeds (string)
    positionDecimalPlaces int64

    The number of decimal places for a position. On spot markets, used for order size, also known as 'size decimal places'.

    priceMonitoringSettings object

    PriceMonitoringSettings for the market.

    parameters object

    Specifies price monitoring parameters to be used for price monitoring purposes.

    triggers object[]
  • Array [
  • auctionExtension int64

    Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

    horizon int64

    Price monitoring projection horizon τ in seconds.

    probability string

    Price monitoring probability level p.

  • ]
  • quadraticSlippageFactor string

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

    state Current state of the market (string)

    Possible values: [STATE_UNSPECIFIED, STATE_PROPOSED, STATE_REJECTED, STATE_PENDING, STATE_CANCELLED, STATE_ACTIVE, STATE_SUSPENDED, STATE_CLOSED, STATE_TRADING_TERMINATED, STATE_SETTLED, STATE_SUSPENDED_VIA_GOVERNANCE]

    Default value: STATE_UNSPECIFIED

    Current state of the market.

    successorMarketId string

    ID of the market that succeeds this market if it exists. This will be populated by the system when the successor market is enabled.

    tickSize The market tick size defines the minimum change in quote price for the market (string)
    tradableInstrument object

    Tradable instrument configuration.

    instrument object

    Details for the underlying instrument.

    code string

    Code for the instrument.

    future object

    Future.

    cap object

    If set, this product represents a capped future market.

    binarySettlement boolean

    If set to true, the settlement price must either be zero, or equal to the max price.

    fullyCollateralised boolean

    If set to true, positions must be fully collateralised so there is no default risk for any party.

    maxPrice string

    Set the maximum price for orders, and settlement data in market decimals.

    dataSourceSpecBinding object

    Binding between the data spec and the data source.

    settlementDataProperty string

    Name of the property in the source data that should be used as settlement data. If it is set to "prices.BTC.value", then the Future will use the value of this property as settlement data.

    tradingTerminationProperty string

    Name of the property in the data source data that signals termination of trading.

    dataSourceSpecForSettlementData object

    Data source specification that describes the settlement data source filter.

    createdAt int64
    data object

    Represents the top level object that handles data sources. Data source definition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.

    external object

    DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

    ethOracle object

    Contains the data specification that is received from Ethereum sources.

    abi string

    The ABI of that contract.

    address string

    Ethereum address of the contract to call.

    args object[]

    List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

    filters object[]
  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • method string

    Name of the method on the contract to call.

    normalisers object[]

    Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

  • Array [
  • expression string
    name string
  • ]
  • requiredConfirmations uint64
    sourceChainId uint64

    The ID of the EVM based chain which is to be used to source the oracle data.

    trigger object

    Conditions for determining when to call the contract method.

    timeTrigger object

    Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

    every uint64

    Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

    initial uint64

    Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

    until uint64

    If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

    oracle object

    All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

    filters object[]

    Filters describes which source data are considered of interest or not for the product (or the risk model).

  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • signers object[]

    Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

  • Array [
  • ethAddress object

    In case of an open oracle - Ethereum address will be submitted.

    address string
    pubKey object

    List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

    key string
  • ]
  • internal object

    Top level object used for all internal data sources. It contains one of any of the defined source type variants.

    time object

    Internal data source used for emitting timestamps.

    conditions object[]

    Conditions that the timestamps should meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • timeTrigger object

    Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

    conditions object[]

    Conditions that the timestamps need to meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • triggers object[]
  • Array [
  • every int64

    Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

    initial int64

    Trigger when the vega time is greater or equal to this time, in Unix seconds.

  • ]
  • id string

    Hash generated from the DataSpec data.

    status Status describes the status of the data source spec (string)

    Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

    Default value: STATUS_UNSPECIFIED

    • STATUS_UNSPECIFIED: Default value.
    • STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
    • STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.
    updatedAt int64
    dataSourceSpecForTradingTermination object

    Data source specification that describes the trading termination data source filter.

    createdAt int64
    data object

    Represents the top level object that handles data sources. Data source definition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.

    external object

    DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

    ethOracle object

    Contains the data specification that is received from Ethereum sources.

    abi string

    The ABI of that contract.

    address string

    Ethereum address of the contract to call.

    args object[]

    List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

    filters object[]
  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • method string

    Name of the method on the contract to call.

    normalisers object[]

    Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

  • Array [
  • expression string
    name string
  • ]
  • requiredConfirmations uint64
    sourceChainId uint64

    The ID of the EVM based chain which is to be used to source the oracle data.

    trigger object

    Conditions for determining when to call the contract method.

    timeTrigger object

    Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

    every uint64

    Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

    initial uint64

    Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

    until uint64

    If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

    oracle object

    All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

    filters object[]

    Filters describes which source data are considered of interest or not for the product (or the risk model).

  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • signers object[]

    Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

  • Array [
  • ethAddress object

    In case of an open oracle - Ethereum address will be submitted.

    address string
    pubKey object

    List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

    key string
  • ]
  • internal object

    Top level object used for all internal data sources. It contains one of any of the defined source type variants.

    time object

    Internal data source used for emitting timestamps.

    conditions object[]

    Conditions that the timestamps should meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • timeTrigger object

    Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

    conditions object[]

    Conditions that the timestamps need to meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • triggers object[]
  • Array [
  • every int64

    Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

    initial int64

    Trigger when the vega time is greater or equal to this time, in Unix seconds.

  • ]
  • id string

    Hash generated from the DataSpec data.

    status Status describes the status of the data source spec (string)

    Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

    Default value: STATUS_UNSPECIFIED

    • STATUS_UNSPECIFIED: Default value.
    • STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
    • STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.
    updatedAt int64
    quoteName string

    Quote name of the instrument.

    settlementAsset string

    Underlying asset for the future.

    id string

    Unique instrument ID.

    metadata object

    Collection of instrument meta-data.

    tags string[]

    List of 0 or more tags.

    name string

    Name of the instrument.

    perpetual object

    Perpetual.

    clampLowerBound string

    Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

    clampUpperBound string

    Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

    dataSourceSpecBinding object

    Binding between the data source spec and the settlement data.

    settlementDataProperty string

    Name of the property in the source data that should be used for settlement data. If it is set to "prices.BTC.value" for example, then the perpetual market will use the value of this property to get settlement data.

    settlementScheduleProperty string

    Name of the property in the source data that should be used to determine the perpetual's settlement schedule.

    dataSourceSpecForSettlementData object

    Data source spec describing the data source for settlement.

    createdAt int64
    data object

    Represents the top level object that handles data sources. Data source definition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.

    external object

    DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

    ethOracle object

    Contains the data specification that is received from Ethereum sources.

    abi string

    The ABI of that contract.

    address string

    Ethereum address of the contract to call.

    args object[]

    List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

    filters object[]
  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • method string

    Name of the method on the contract to call.

    normalisers object[]

    Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

  • Array [
  • expression string
    name string
  • ]
  • requiredConfirmations uint64
    sourceChainId uint64

    The ID of the EVM based chain which is to be used to source the oracle data.

    trigger object

    Conditions for determining when to call the contract method.

    timeTrigger object

    Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

    every uint64

    Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

    initial uint64

    Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

    until uint64

    If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

    oracle object

    All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

    filters object[]

    Filters describes which source data are considered of interest or not for the product (or the risk model).

  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • signers object[]

    Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

  • Array [
  • ethAddress object

    In case of an open oracle - Ethereum address will be submitted.

    address string
    pubKey object

    List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

    key string
  • ]
  • internal object

    Top level object used for all internal data sources. It contains one of any of the defined source type variants.

    time object

    Internal data source used for emitting timestamps.

    conditions object[]

    Conditions that the timestamps should meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • timeTrigger object

    Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

    conditions object[]

    Conditions that the timestamps need to meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • triggers object[]
  • Array [
  • every int64

    Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

    initial int64

    Trigger when the vega time is greater or equal to this time, in Unix seconds.

  • ]
  • id string

    Hash generated from the DataSpec data.

    status Status describes the status of the data source spec (string)

    Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

    Default value: STATUS_UNSPECIFIED

    • STATUS_UNSPECIFIED: Default value.
    • STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
    • STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.
    updatedAt int64
    dataSourceSpecForSettlementSchedule object

    Data source spec describing the data source for settlement schedule.

    createdAt int64
    data object

    Represents the top level object that handles data sources. Data source definition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.

    external object

    DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

    ethOracle object

    Contains the data specification that is received from Ethereum sources.

    abi string

    The ABI of that contract.

    address string

    Ethereum address of the contract to call.

    args object[]

    List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

    filters object[]
  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • method string

    Name of the method on the contract to call.

    normalisers object[]

    Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

  • Array [
  • expression string
    name string
  • ]
  • requiredConfirmations uint64
    sourceChainId uint64

    The ID of the EVM based chain which is to be used to source the oracle data.

    trigger object

    Conditions for determining when to call the contract method.

    timeTrigger object

    Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

    every uint64

    Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

    initial uint64

    Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

    until uint64

    If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

    oracle object

    All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

    filters object[]

    Filters describes which source data are considered of interest or not for the product (or the risk model).

  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • signers object[]

    Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

  • Array [
  • ethAddress object

    In case of an open oracle - Ethereum address will be submitted.

    address string
    pubKey object

    List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

    key string
  • ]
  • internal object

    Top level object used for all internal data sources. It contains one of any of the defined source type variants.

    time object

    Internal data source used for emitting timestamps.

    conditions object[]

    Conditions that the timestamps should meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • timeTrigger object

    Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

    conditions object[]

    Conditions that the timestamps need to meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • triggers object[]
  • Array [
  • every int64

    Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

    initial int64

    Trigger when the vega time is greater or equal to this time, in Unix seconds.

  • ]
  • id string

    Hash generated from the DataSpec data.

    status Status describes the status of the data source spec (string)

    Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

    Default value: STATUS_UNSPECIFIED

    • STATUS_UNSPECIFIED: Default value.
    • STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
    • STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.
    updatedAt int64
    fundingRateLowerBound string

    Lower bound for the funding-rate such that the funding-rate will never be lower than this value.

    fundingRateScalingFactor string

    Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.

    fundingRateUpperBound string

    Upper bound for the funding-rate such that the funding-rate will never be higher than this value.

    interestRate string

    Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].

    internalCompositePriceConfig object

    Optional configuration for the internal composite price used in funding payment calculation.

    cashAmount string

    Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

    compositePriceType vegaCompositePriceType (string)

    Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

    Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

    Which method is used for the calculation of the composite price for the market.

    dataSourcesSpec object[]

    Additional price sources to be used for internal composite price calculation.

  • Array [
  • external object

    DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

    ethOracle object

    Contains the data specification that is received from Ethereum sources.

    abi string

    The ABI of that contract.

    address string

    Ethereum address of the contract to call.

    args object[]

    List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

    filters object[]
  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • method string

    Name of the method on the contract to call.

    normalisers object[]

    Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

  • Array [
  • expression string
    name string
  • ]
  • requiredConfirmations uint64
    sourceChainId uint64

    The ID of the EVM based chain which is to be used to source the oracle data.

    trigger object

    Conditions for determining when to call the contract method.

    timeTrigger object

    Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

    every uint64

    Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

    initial uint64

    Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

    until uint64

    If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

    oracle object

    All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

    filters object[]

    Filters describes which source data are considered of interest or not for the product (or the risk model).

  • Array [
  • conditions object[]

    Conditions that should be matched by the data to be considered of interest.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • key object

    Data source's data property key targeted by the filter.

    name string

    Name of the property.

    numberDecimalPlaces uint64
    type v1PropertyKeyType (string)

    Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

    Default value: TYPE_UNSPECIFIED

    Data type of the property.

  • ]
  • signers object[]

    Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

  • Array [
  • ethAddress object

    In case of an open oracle - Ethereum address will be submitted.

    address string
    pubKey object

    List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

    key string
  • ]
  • internal object

    Top level object used for all internal data sources. It contains one of any of the defined source type variants.

    time object

    Internal data source used for emitting timestamps.

    conditions object[]

    Conditions that the timestamps should meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • timeTrigger object

    Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

    conditions object[]

    Conditions that the timestamps need to meet in order to be considered.

  • Array [
  • operator ConditionOperator (string)

    Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

    Default value: OPERATOR_UNSPECIFIED

    Type of comparison to make on the value.

    value string

    Value to be compared with by the operator.

  • ]
  • triggers object[]
  • Array [
  • every int64

    Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

    initial int64

    Trigger when the vega time is greater or equal to this time, in Unix seconds.

  • ]
  • ]
  • dataSourcesSpecBinding object[]
  • Array [
  • priceSourceProperty string

    The property name of price.

  • ]
  • decayPower uint64

    Decay power used for the calculation of mark price.

    decayWeight string

    Decay weight used for calculation of mark price.

    sourceStalenessTolerance string[]

    For how long a price source is considered valid. One entry for each data source such that the first is for the trade based mark price, the second is for the book based price the third is for the first oracle, followed by more oracle data source staleness tolerance.

    sourceWeights string[]

    Weights for each composite price data source.

    marginFundingFactor string

    Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].

    quoteName string

    Quote name of the instrument.

    settlementAsset string

    Underlying asset for the perpetual.

    spot object

    Spot.

    baseAsset string

    Asset ID of the underlying base asset for the spot product.

    quoteAsset string

    Asset ID of the underlying quote asset for the spot product.

    logNormalRiskModel object

    Log normal.

    params object

    Risk model parameters for log normal.

    mu double

    Mu parameter, annualised growth rate of the underlying asset.

    r double

    R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.

    sigma double

    Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.

    riskAversionParameter double

    Risk Aversion Parameter.

    riskFactorOverride object

    And optional override for the risk factor calculated by the risk model.

    long string

    Long Risk factor value.

    short string

    Short Risk factor value.

    tau double

    Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall calculation to obtain the maintenance margin, must be a strictly non-negative real number.

    marginCalculator object

    Margin calculator for the instrument.

    fullyCollateralised boolean

    If set to true, positions must be fully collateralised so there is no default risk for any party (capped futures).

    scalingFactors object

    Scaling factors for margin calculation.

    collateralRelease double

    Collateral release level. If a trader has collateral above this level, the system will release collateral to a trader's general collateral account for the asset.

    initialMargin double

    Initial margin level. This is the minimum amount of collateral required to open a position in a market that requires margin.

    searchLevel double

    Collateral search level. If collateral dips below this value, the system will search for collateral to release.

    simpleRiskModel object

    Simple.

    params object

    Risk model params for simple modelling.

    factorLong double

    Pre-defined risk factor value for long.

    factorShort double

    Pre-defined risk factor value for short.

    maxMoveUp double

    Pre-defined maximum price move up that the model considers as valid.

    minMoveDown double

    Pre-defined minimum price move down that the model considers as valid.

    probabilityOfTrading double

    Pre-defined constant probability of trading.

    tradingMode Trading mode the market is currently running, also referred to as 'market state' (string)

    Possible values: [TRADING_MODE_UNSPECIFIED, TRADING_MODE_CONTINUOUS, TRADING_MODE_BATCH_AUCTION, TRADING_MODE_OPENING_AUCTION, TRADING_MODE_MONITORING_AUCTION, TRADING_MODE_NO_TRADING, TRADING_MODE_SUSPENDED_VIA_GOVERNANCE, TRADING_MODE_LONG_BLOCK_AUCTION, TRADING_MODE_PROTOCOL_AUTOMATED_PURCHASE_AUCTION]

    Default value: TRADING_MODE_UNSPECIFIED

    Current mode of execution of the market.

  • ]
  • pageInfo object

    Page information that is used for fetching further pages.

    endCursor string

    End cursor.

    hasNextPage boolean

    Indicator if there is a next page.

    hasPreviousPage boolean

    Indicator if there is a previous page.

    startCursor string

    Start cursor.

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