Modules
Per-account liquidation, leverage, and margin-usage metrics.
Subaccount allocation-envelope calculations.
Basis and funding carry math for spot/perp hedge profitability decisions.
Concentration-risk primitives for portfolio asset weights.
DCA ladder planning and strategy management.
Exact input coercion for DeltaCalc's Decimal calculations.
Base-numeraire exposure, settlement coverage, and delta-neutral rebalance math.
Pure fee and slippage math for effective fill prices, roundtrip costs, and funding-adjusted breakeven levels.
Pure funding-rate math: APR annualisation, cross-venue comparison, arbitrage detection, and trend analysis.
Pure funding-income projections for margin payback timelines.
Pure spot-hedging formulas for portfolio balance and coverage calculations.
Effective-leverage and position aggregation calculations.
Simplified analytical liquidation-price calculations for long and short positions.
Aggregates the Descripex-annotated API surface for agent discovery and MCP tooling.
Pure margin-bridge formulas for perp-funded option financing.
Pure rolling option ladder calculations for perp-funded option strategies.
Long-option risk framing and margin-bridge funding stress for option buyers.
Position PnL, return-on-equity, and fee/funding-adjusted breakeven math.
Portfolio-margin calculations over a caller-supplied position list.
Core position sizing calculations for risk management and leverage planning.
Preset configurations for risk modes, black swan thresholds, and DCA ladder strategies.
Legacy output-boundary quantization retained for retired-dashboard compatibility.
Position safety scoring and before/after DCA safety comparisons.
Price-shock scenario engine for a portfolio-margin position book.