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Version: testnet (v0.73)

NewMarket

No description

type NewMarket {
  instrument: InstrumentConfiguration!
  decimalPlaces: Int!
  riskParameters: RiskModel!
  metadata: [String!]
  priceMonitoringParameters: PriceMonitoringParameters!
  liquidityMonitoringParameters: LiquidityMonitoringParameters!
  positionDecimalPlaces: Int!
  linearSlippageFactor: String!
  quadraticSlippageFactor: String!
  successorConfiguration: SuccessorConfiguration
  liquiditySLAParameters: LiquiditySLAParameters
}

Fields​

NewMarket.instrument ● InstrumentConfiguration! non-null object​

New market instrument configuration

NewMarket.decimalPlaces ● Int! non-null scalar​

Decimal places used for the new market, sets the smallest price increment on the book

NewMarket.riskParameters ● RiskModel! non-null union​

New market risk configuration

NewMarket.metadata ● [String!] list scalar​

Metadata for this instrument, tags

NewMarket.priceMonitoringParameters ● PriceMonitoringParameters! non-null object​

Price monitoring parameters

NewMarket.liquidityMonitoringParameters ● LiquidityMonitoringParameters! non-null object​

Liquidity monitoring parameters

NewMarket.positionDecimalPlaces ● Int! non-null scalar​

Decimal places for order sizes, sets what size the smallest order / position on the market can be

NewMarket.linearSlippageFactor ● String! non-null scalar​

Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume

NewMarket.quadraticSlippageFactor ● String! non-null scalar​

Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume

NewMarket.successorConfiguration ● SuccessorConfiguration object​

Successor market configuration. If this proposed market is meant to succeed a given market, then this needs to be set.

NewMarket.liquiditySLAParameters ● LiquiditySLAParameters object​

Liquidity SLA Parameters

Implemented by​

ProposalChange union