DeltaCalc.PositionCalculator (DeltaCalc v0.3.0)

Core position sizing calculations for risk management and leverage planning.

Handles position size, effective leverage, safety analysis, allocation breakdowns, and liquidation price analysis using Decimal arithmetic throughout.

API Functions

Function	Arity	Description	Param Kinds
`calculate_position`	1	Compute position size, leverage, safety, and allocation breakdown.	`params: value`

Summary

Types

calculation_result()

params()

Functions

calculate_position(params)

Performs comprehensive position calculations based on validated parameters.

Types

calculation_result()

@type calculation_result() :: %{
  allocation: map(),
  position: map(),
  effective_leverage: Decimal.t(),
  leverage_to_aum: Decimal.t(),
  safety: map(),
  mmr_info: map()
}

params()

@type params() :: %{
  aum: Decimal.t(),
  side: :long | :short,
  entry_price: Decimal.t(),
  subaccount_allocation: Decimal.t(),
  initial_position_pct: Decimal.t(),
  black_swan_pct: Decimal.t(),
  ui_leverage: Decimal.t(),
  mmr_rate: Decimal.t(),
  mark_buffer: Decimal.t()
}

Functions

calculate_position(params)

@spec calculate_position(params()) :: calculation_result() | {:error, atom()}

Performs comprehensive position calculations based on validated parameters.

Parameters

params: Map containing validated parameters including:
- :aum - Assets Under Management (Decimal)
- :side - Position side atom (:long, :short)
- :entry_price - Entry price (Decimal)
- :subaccount_allocation - Subaccount allocation amount (Decimal)
- :initial_position_pct - Initial position percentage as decimal (0-1)
- :black_swan_pct - Black swan threshold as decimal (0-1)
- :ui_leverage - UI leverage setting (Decimal)
- :mmr_rate - Minimum margin requirement rate (Decimal)
- :mark_buffer - Mark price buffer (Decimal)

Returns

A map containing:

:allocation - Allocation breakdown with subaccount equity, position, and reserves
:position - Position details with notional value and effective leverage
:effective_leverage - Overall effective leverage
:leverage_to_aum - Position size as percentage of total AUM
:safety - Safety analysis with liquidation and black swan metrics
:mmr_info - MMR rate information for display

Examples

params = %{
  aum: Decimal.new("10000"),
  side: :long,
  entry_price: Decimal.new("3000"),
  subaccount_allocation: Decimal.new("100"),
  initial_position_pct: Decimal.new("0.5"),
  black_swan_pct: Decimal.new("0.15"),
  ui_leverage: Decimal.new("2"),
  mmr_rate: Decimal.new("0.005"),
  mark_buffer: Decimal.new("0.001")
}

calculate_position(params)