tai v0.0.46 Tai.Venues.Product

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Types

The product to buy/sell or the underlying product used to buy/sell. For the product BTCUSD

A derivative contract where the PnL settlement is in the base asset, e.g. XBTUSD settles PnL in XBT

A derivative contract where PnL settlement is a different asset to the base or quote assets.

t()

The underlying value of the product. Spot products will always have a value = 1. Derivative products can have values > 1.

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asset()

asset() :: String.t()

The product to buy/sell or the underlying product used to buy/sell. For the product BTCUSD

  • BTC = base asset
  • USD = quote asset
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inverse()

inverse() :: true | false

A derivative contract where the PnL settlement is in the base asset, e.g. XBTUSD settles PnL in XBT

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quanto()

quanto() :: true | false

A derivative contract where PnL settlement is a different asset to the base or quote assets.

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status()

status() ::
  :pre_trading
  | :trading
  | :post_trading
  | :end_of_day
  | :halt
  | :auction_match
  | :break
  | :settled
  | :unlisted
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symbol()

symbol() :: atom()
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t()

t() :: %Tai.Venues.Product{
  alias: String.t() | nil,
  base: asset(),
  is_inverse: inverse(),
  is_quanto: quanto(),
  maker_fee: Decimal.t() | nil,
  max_price: Decimal.t() | nil,
  max_size: Decimal.t() | nil,
  min_notional: Decimal.t() | nil,
  min_price: Decimal.t(),
  min_size: Decimal.t(),
  price_increment: Decimal.t(),
  quote: asset(),
  size_increment: Decimal.t(),
  status: status(),
  symbol: symbol(),
  taker_fee: Decimal.t() | nil,
  type: type(),
  value: value(),
  venue_id: Tai.Venues.Adapter.venue_id(),
  venue_symbol: venue_symbol()
}
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type()

type() :: :spot | :future | :swap | :option
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value()

value() :: Decimal.t()

The underlying value of the product. Spot products will always have a value = 1. Derivative products can have values > 1.

e.g. OkEx quarterly futures product has a value of 100 where 1 contract represents $100 USD.

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venue_symbol()

venue_symbol() :: String.t()