[roq-api] Positions and Funds must be reported by margin type

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Issue tracker for Roq's software solutions.

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[roq-api] Positions and Funds must be reported by margin type #430

Closed thraneh closed 10 months ago

thraneh commented 11 months ago

This could be relevant for OKX

References

https://www.okx.com/docs-v5/en/#trading-account-websocket-positions-channel

mgnMode is not shown as a key, but it might result in multiple updates for the same symbol

thraneh commented 11 months ago

It would appear that the following enumerations are minimum required:

Isolated / Segregated / Single Currency. Margin per currency / symbol.
Cross / Multi Currency. Margin per currency.
Portfolio. Margin across all symbols.

A new field MarginMode has been added to FundsUpdate and PositionUpdate. This field should be used as a secondary key to index positions by margin mode.

This was based on reviewing the API documentation from Binance (spot+futures), OKX, Bybit and Deribit.

thraneh commented 11 months ago

Dropping "portfolio". It would appear Deribit has a global flag to switch between "standard" and "portfolio" and they can not co-exist.

thraneh commented 10 months ago

Have not head any negative feedback from this. Closing for now.