Calculate portfolio margin, pnl and greeks

For a given portfolio of balances and positions (futures and options), calculate the margin requirements, pnl and option greeks.

Note: This is currently available exclusively in the Kraken Futures DEMO environment.

POST /portfolio-margining/simulate

Calculate portfolio margin, pnl and greeks

cURL

curl --request POST \
  --url https://demo-futures.kraken.com/derivatives/api/v3/portfolio-margining/simulate \
  --header 'APIKey: <api-key>' \
  --header 'Authent: <api-key>'

200

{
  "maintenanceMargin": 123,
  "initialMargin": 123,
  "pnl": 123,
  "portfolioMarginBreakdown": {
    "totalCrossAssetNettedMarketRisk": 123,
    "totalMarketRisk": 123,
    "totalAbsoluteOptionPositionDeltaNotional": 123,
    "netPortfolioDelta": 123,
    "totalPremium": 123,
    "isBuyOnly": true,
    "futuresMaintenanceMargin": 123,
    "totalScenarioPnls": [
      123
    ]
  },
  "greeks": {},
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Authorizations

APIKey · string · header · required

General API key with at least read-only access

Authent · string · header · required

Authentication string

Query Parameters

Response

200 - application/json

Simulated portfolio calculations

Success Response

Errors

maintenanceMargin · number<double> · required

initialMargin · number<double> · required

pnl · number<double> · required

portfolioMarginBreakdown · object · required

Breakdown of components that make up the portfolio margin calculation.

Show child attributes

greeks · object · required

Show child attributes

result · enum<string> · required

Available options: success

Example:

"success"

serverTime · string<date-time> · required

Server time in Coordinated Universal Time (UTC)

Example:

"2020-08-27T17:03:33.196Z"