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DeliveryContract

Futures contract details

Properties

Name Type Description Notes
name String Futures contract [optional]
underlying String Underlying [optional]
cycle CycleEnum Cycle type, e.g. WEEKLY, QUARTERLY [optional]
type TypeEnum Futures contract type [optional]
quantoMultiplier String Multiplier used in converting from invoicing to settlement currency in quanto futures [optional]
leverageMin String Minimum leverage [optional]
leverageMax String Maximum leverage [optional]
maintenanceRate String Maintenance rate of margin [optional]
markType MarkTypeEnum Mark price type, internal - based on internal trading, index - based on external index price [optional]
markPrice String Current mark price [optional]
indexPrice String Current index price [optional]
lastPrice String Last trading price [optional]
makerFeeRate String Maker fee rate, where negative means rebate [optional]
takerFeeRate String Taker fee rate [optional]
orderPriceRound String Minimum order price increment [optional]
markPriceRound String Minimum mark price increment [optional]
basisRate String Fair basis rate [optional]
basisValue String Fair basis value [optional]
basisImpactValue String Funding used for calculating impact bid, ask price [optional]
settlePrice String Settle price [optional]
settlePriceInterval Integer Settle price update interval [optional]
settlePriceDuration Integer Settle price update duration in seconds [optional]
expireTime Long Contract expiry timestamp [optional]
riskLimitBase String Risk limit base [optional]
riskLimitStep String Step of adjusting risk limit [optional]
riskLimitMax String Maximum risk limit the contract allowed [optional]
orderSizeMin Long Minimum order size the contract allowed [optional]
orderSizeMax Long Maximum order size the contract allowed [optional]
orderPriceDeviate String deviation between order price and current index price. If price of an order is denoted as order_price, it must meet the following condition: abs(order_price - mark_price) <= mark_price * order_price_deviate [optional]
refDiscountRate String Referral fee rate discount [optional]
refRebateRate String Referrer commission rate [optional]
orderbookId Long Current orderbook ID [optional]
tradeId Long Current trade ID [optional]
tradeSize Long Historical accumulation trade size [optional]
positionSize Long Current total long position size [optional]
configChangeTime BigDecimal Configuration's last changed time [optional]
inDelisting Boolean Contract is delisting [optional]
ordersLimit Integer Maximum number of open orders [optional]

Enum: CycleEnum

Name Value
WEEKLY "WEEKLY"
BI_WEEKLY "BI-WEEKLY"
QUARTERLY "QUARTERLY"
BI_QUARTERLY "BI-QUARTERLY"

Enum: TypeEnum

Name Value
INVERSE "inverse"
DIRECT "direct"

Enum: MarkTypeEnum

Name Value
INTERNAL "internal"
INDEX "index"