wiki/examples/js/delta-maintenance-margin-rate-max-leverage.md
import ccxt from '../../js/ccxt.js';
console.log ('CCXT Version:', ccxt.version);
function getMaxLeverage (market, positionSize) {
/**
* @description Equation taken from https://www.delta.exchange/contracts/
* @param {object} market CCXT market
* @param {float} positionSize The value of the position in quote currency
* @returns The maximum leverage available for the market for the given position size
*/
const info = market['info'];
const maxLeverageNotional = Number (info['max_leverage_notional']);
const initialMarginScalingFactor = Number (info['initial_margin_scaling_factor']);
let initialMargin = Number (info['initial_margin']);
if (positionSize <= maxLeverageNotional) {
const initialMarginRatio = initialMargin / 100;
return 1 / initialMarginRatio;
} else {
initialMargin = initialMargin + (initialMarginScalingFactor * (positionSize - maxLeverageNotional));
const initialMarginRatio = initialMargin / 100;
return 1 / initialMarginRatio;
}
}
function getMaintenanceMarginRate (market, positionSize) {
/**
* @description Equation taken from https://www.delta.exchange/contracts/
* @param {object} market CCXT market
* @param {float} positionSize The value of the position in quote currency
* @returns The maintenance margin rate as a percentage for the market with the given position size
*/
const info = market['info'];
const maxLeverageNotional = Number (info['max_leverage_notional']);
const maintenanceMarginScalingFactor = Number (info['maintenance_margin_scaling_factor']);
const maintenanceMargin = Number (info['maintenance_margin']);
if (positionSize <= maxLeverageNotional) {
return maintenanceMargin;
} else {
return maintenanceMargin + (maintenanceMarginScalingFactor * (positionSize - maxLeverageNotional));
}
}
async function main () {
const exchange = new ccxt.delta();
await exchange.loadMarkets ();
const symbol = 'ADA/USDT:USDT';
const market = exchange.market (symbol);
// Gets the maximum leverage and maintenance margin rate for a position worth 100,000 USDT on the ADA/USDT:USDT market
const maxLeverage = getMaxLeverage(market, 100000);
const maintenanceMarginRate = getMaintenanceMarginRate(market, 100000);
console.log(maxLeverage, maintenanceMarginRate);
}
main ()