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Delta Maintenance Margin Rate Max Leverage

wiki/examples/js/delta-maintenance-margin-rate-max-leverage.md

4.5.602.4 KB
Original Source
javascript
// @NO_AUTO_TRANSPILE
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();