Get portfolio margin parameters

Retrieve current portfolio margin calculation parameters.

Also includes user specific limits related to options trading.

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

GET /portfolio-margining/parameters

Get portfolio margin parameters

cURL

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

200

{
  "crossAssetNettingFactor": 12.03532,
  "extremePriceShockMultiplier": 12.03532,
  "volShockMultiplicationFactor": 12.03532,
  "volShockExponentFactor": 12.03532,
  "optionExpiryTimeShockHours": 123,
  "optionsInitialMarginFactor": 12.03532,
  "totalOptionOrdersConsideredInInitialMarginCalc": 123,
  "priceShockLevels": [
    12.03532
  ],
  "optionsUserLimits": {
    "maxNetPositionDelta": 12.03532,
    "limitsPerBaseCurrency": {}
  },
  "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

Response

200 - application/json

Portfolio margining parameters

Success Response

Errors

crossAssetNettingFactor · number<double> · required

Example:

12.03532

extremePriceShockMultiplier · number<double> · required

Example:

12.03532

volShockMultiplicationFactor · number<double> · required

Example:

12.03532

volShockExponentFactor · number<double> · required

Example:

12.03532

optionExpiryTimeShockHours · number<uint64> · required

optionsInitialMarginFactor · number<double> · required

Example:

12.03532

totalOptionOrdersConsideredInInitialMarginCalc · number<uint64> · required

priceShockLevels · number<double>[] · required

optionsUserLimits · 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"