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POST
Estimate Portfolio Maintenance Margin

Authorizations

Authorization
string
header
required

Pass Authorization: Bearer <admin_user_id>:<access_token> on each request.

Body

application/json
asset_class
enum<string>
required

Asset class of the margin markets covered by this entry.

Available options:
Crypto
positions
object[]
required

Hypothetical portfolio to margin. Market tickers must be unique and must name markets that exist in the requested asset class.

Required array length: 1 - 500 elements
date
string<date>

Margin the portfolio against the matrices calibrated on this Eastern-time day (YYYY-MM-DD). Omit to use the current matrices. Returns 404 if no matrices were calibrated that day, or 400 if a requested market is absent from them.

clearing_type
enum<string>

Clearing arrangement whose margin rules to apply. Omit to use the arrangement on record for the authenticated clearing member.

Available options:
FCM,
SelfClearing

Response

Successful response

maintenance_margin_fp
string

Maintenance margin requirement for the submitted portfolio, in USD (e.g. "1234.5600"). Equals base_margin_fp + funding_addon_fp + liquidation_addon_fp, subject to per-market minimums on gross-margined markets and to each component being rounded individually, so the components need not sum exactly to this total.

base_margin_fp
string

Base scenario margin charged, in USD: the larger of the historical-VaR and APC candidates, taken per market for gross-margined markets and across the whole portfolio for portfolio-margined ones, then summed. Equals max(hvar_fp, apc_fp) only when the entire portfolio is portfolio-margined; with gross-margined markets it can exceed both.

hvar_fp
string

Portfolio total of the historical-VaR candidate for the base scenario margin, in USD.

apc_fp
string

Portfolio total of the APC candidate for the base scenario margin, in USD, computed over the pooled APC and augmented stress scenario set.

funding_addon_fp
string

Funding margin add-on, in USD.

liquidation_addon_fp
string

Liquidation margin add-on, in USD.