Expected Changes in Accounts

                            
Equity:
a2=a1−abs(Sopen ∗Popen ∗ feerate )+(Po−Popen )∗Sopen a_{2}=a_{1}-\mathrm{abs}\left(S_{\text {open }} * P_{\text {open }} * 
\text { feerate }\right)+\left(P^{o}-P_{\text {open }}\right) * S_{\text {open }} \\a2​=a1​−abs(Sopen ​∗Popen ​∗ feerate )+(Po−Popen ​)∗Sopen ​
Maintenance:

c2= otTMM +abs⁡(e2)∗Po∗ MaintenanceRate c_{2}=\text { otTMM }+\operatorname{abs}\left(e_{2}\right) * P^{o} * 
\text { MaintenanceRate } \\c2​= otTMM +abs(e2​)∗Po∗ MaintenanceRate 
Margin Ratio:
d2=c2a2(0≤d2≤1)d_{2}=\frac{c_{2}}{a_{2}}\left(0 \leq d_{2} \leq 1\right)d2​=a2​c2​​(0≤d2​≤1)
Position:
e2=Shold +Sopen e_{2}=S_{\text {hold }}+S_{\text {open }} \\e2​=Shold ​+Sopen ​
Fee:
b1=abs⁡(Sopen ∗ feerate ∗Popen )\mathrm{b} 1=\operatorname{abs}\left(S_{\text {open }} * 
\text { feerate } * P_{\text {open }}\right) b1=abs(Sopen ​∗ feerate ∗Popen ​)
​
Position Size: SholdS_{\text {hold}}Shold​
​
Average Position Price: PholdP_{\text {hold}}Phold​
​
Oracle Price: PoP^{o}Po
​
Open Size: SopenS_{\text {open}}Sopen​
 
Open Price: PopenP_{\text {open}}Popen​
​
otTMM: Sum of maintenance margins for other contracts 
Long: +    short: -                                
Last modified 1yr ago