PeteWilliams
commented
2 years ago Here's what I've pulled out of the docs so far:
Current fees
Maker Fee Maker portion of the fee is transferred to the non-aggressive, or passive party in the trade (the maker, as opposed to the taker).
Infrastructure Fee Fees paid to validators as a reward for running the infrastructure of the network.
Liquidity Fee Liquidity portion of the fee is paid to market makers for providing liquidity, and is transferred to the market-maker fee pool for the market.
Total Fees
Market data
Mark Price A concept derived from traditional markets. It is a calculated value for the ‘current market price’ on a market.
Indicative Volume The volume at which all trades would occur if the auction was uncrossed now (when in auction mode).
Best Bid Volume The aggregated volume being bid at the best bid price on the market.
Best Offer Volume The aggregated volume being offered at the best offer price on the market.
Best Static Bid Volume The aggregated volume being bid at the best static bid price on the market.
Best Static Offer Volume The aggregated volume being bid at the best static offer price on the market.
Open Interest The volume of all open positions in a given market (the sum of the size of all positions greater than 0).
Key details
Name Decimal Places The smallest price increment on the book
Position Decimal Places How big the smallest order / position on the market can be
Trading Mode The trading mode the market is currently running
State The current state of the Market
Market Id
Instrument
Market Name
Code
Product Type
Quote Name
The quote name represents the settlement asset for a futures market. For example, in BTCUSD, USD is the quote
(No longer correct)
Id Symbol Name
Metadata
Formerly Base The first currency in a pair for a currency-based derivatives market
Quote The second currency in a pair for a currency-based derivatives market
Class The classification of the product. Examples: shares, commodities, crypto, FX
Sector Data about the sector Example: ‘automotive’ for a market based on value of Tesla shares
Risk factors
Short A number that will be calculated by an appropriate stochastic risk model, dependent on the type of risk model used and its parameters.
Long A number that will be calculated by an appropriate stochastic risk model, dependent on the type of risk model used and its parameters.
Risk model
Typename Tau Projection horizon measured as a year fraction used in Expected Shortfall calculation when obtaining Risk Factor Long and Risk Factor Short
Risk Aversion Parameter Probability level used in Expected Shortfall calculation when obtaining Risk Factor Long and Risk Factor Short
Price monitoring trigger 1
Horizon Secs Time horizon of the price projection in seconds.
Probability Probability level for price projection, e.g. value of 0.95 will result in a price range such that over the specified projection horizon, the prices observed in the market should be in that range 95% of the time.
Auction Extension Secs Auction extension duration in seconds, should the price breach its theoretical level over the specified horizon at the specified probability level.
Liquidity monitoring parameters
Triggering Ratio The triggering ratio for entering liquidity auction
Time Window The length of time over which open interest is measured
Scaling Factor The scaling between the liquidity demand estimate, based on open interest and target stake
I suspect I'm not the only one who doesn't know what all the data points under Market Info refer to, though there's normally already an explanation in the docs. Makes sense to add tooltips for these in Console.