Effective-leverage and position aggregation calculations.
All functions use Decimal arithmetic and preserve the active Decimal.Context precision.
API Functions
| Function | Arity | Description | Param Kinds |
|---|---|---|---|
multi_leg_position | 4 | Calculate side-aware multi-leg cross-margin position aggregates. | legs: value, current_price: value, initial_equity: value, side: value |
position | 5 | Calculate position notional and effective leverage. | sub_eq: value, init_margin_pct: value, ui_lev: value, entry: value, side: value |
leverage_to_aum | 2 | Calculate position notional as a fraction of total AUM. | notional: value, total_aum: value |
effective_leverage | 2 | Calculate effective leverage from notional and wallet equity. | notional: value, wallet_equity: value |
Summary
Functions
Calculate effective leverage from notional and wallet equity.
Calculate position notional as a fraction of total AUM.
Calculate side-aware multi-leg cross-margin position aggregates.
Calculate position notional and effective leverage.
Types
Functions
@spec effective_leverage(Decimal.t(), Decimal.t()) :: decimal_result()
Calculate effective leverage from notional and wallet equity.
Parameters
notional- Position notional value as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)wallet_equity- Wallet/subaccount equity as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)
Returns
Effective leverage (notional / equity), or {:error, :non_positive_wallet_equity} (decimal)
# descripex:contract
%{
params: %{
notional: %{
description: "Position notional value as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
},
wallet_equity: %{
description: "Wallet/subaccount equity as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
}
},
returns: %{
type: :decimal,
description: "Effective leverage (notional / equity), or {:error, :non_positive_wallet_equity}"
}
}@spec leverage_to_aum(Decimal.t(), Decimal.t()) :: decimal_result()
Calculate position notional as a fraction of total AUM.
Parameters
notional- Position notional value as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)total_aum- Total assets under management as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)
Returns
Exposure ratio (notional / AUM), or {:error, :non_positive_total_aum} (decimal)
# descripex:contract
%{
params: %{
notional: %{
description: "Position notional value as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
},
total_aum: %{
description: "Total assets under management as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
}
},
returns: %{
type: :decimal,
description: "Exposure ratio (notional / AUM), or {:error, :non_positive_total_aum}"
}
}Calculate side-aware multi-leg cross-margin position aggregates.
Parameters
legs- List of position legs whose :entry and :notional fields are canonical decimal strings; native Elixir callers may also pass Decimal or integer. (value)current_price- Current market price as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)initial_equity- Starting subaccount equity as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)side- Position side (:long or :short) used for unrealized PnL (default::long, value)
Returns
Map with total_notional, avg_entry, unrealized_pnl, current_equity, effective_leverage (map)
# descripex:contract
%{
params: %{
side: %{
default: :long,
description: "Position side (:long or :short) used for unrealized PnL",
kind: :value,
schema: %{"enum" => ["long", "short"], "type" => "string"}
},
legs: %{
description: "List of position legs whose :entry and :notional fields are canonical decimal strings; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{
"items" => %{
"additionalProperties" => false,
"properties" => %{
"entry" => %{"type" => "string"},
"notional" => %{"type" => "string"}
},
"required" => ["entry", "notional"],
"type" => "object"
},
"type" => "array"
}
},
current_price: %{
description: "Current market price as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
},
initial_equity: %{
description: "Starting subaccount equity as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
}
},
returns: %{
type: :map,
description: "Map with total_notional, avg_entry, unrealized_pnl, current_equity, effective_leverage"
}
}Calculate position notional and effective leverage.
Parameters
sub_eq- Subaccount equity as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)init_margin_pct- Initial margin percentage (0-1) as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)ui_lev- UI leverage (1-125) as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)entry- Entry price as a canonical decimal string; native Elixir callers may also pass Decimal or integer. (value)side- Position side (:long or :short) (value)
Returns
Map with :notional and :eff_lev Decimal fields (map)
# descripex:contract
%{
params: %{
entry: %{
description: "Entry price as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
},
side: %{
description: "Position side (:long or :short)",
kind: :value,
schema: %{"enum" => ["long", "short"], "type" => "string"}
},
sub_eq: %{
description: "Subaccount equity as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
},
init_margin_pct: %{
description: "Initial margin percentage (0-1) as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
},
ui_lev: %{
description: "UI leverage (1-125) as a canonical decimal string; native Elixir callers may also pass Decimal or integer.",
kind: :value,
schema: %{"type" => "string"}
}
},
returns: %{
type: :map,
description: "Map with :notional and :eff_lev Decimal fields"
}
}