Modules
Per-account liquidation, leverage, and margin-usage metrics.
Pure calculation functions for leverage, liquidation, allocation, and safety analysis. All functions use Decimal arithmetic exclusively for precision.
Basis and funding carry math for spot/perp hedge profitability decisions.
Concentration-risk primitives for portfolio asset weights.
DCA ladder planning and strategy management.
Net delta aggregation and rebalance sizing for delta-neutral portfolios.
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.
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.
Price-shock scenario engine for a portfolio-margin position book.