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100: Add Perps collateral, leverage, value, uPnL and gross-exposure totals in EMC

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minimons
2026-10-24 17:56:20 +02:00
parent 7e36b7ef95
commit 28640f3203
35 changed files with 9110 additions and 180 deletions
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openspec/specs/phoenix-perps-service/spec.md
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@@ -36,3 +36,22 @@ HTTP, authentication, malformed schema, identity mismatch and numeric conversion
- **THEN** request starts SHALL be spaced at least one second apart
- **AND** HTTP 429 SHALL fail the lookup and establish a shared cooldown from Retry-After (seconds or HTTP date, 60 seconds fallback)
- **AND** lookups during cooldown SHALL fail without external calls, with no immediate retry
### Requirement: Separate account capital and precise position metrics
The reader SHALL return immutable account balances separately from positions, including funded empty Cross accounts. Quote lots SHALL convert at 1e-6 USD. Price PnL SHALL use precise virtual quote and signed base amounts at mark. Initial position margin SHALL follow size-dependent tiers including venue interpolation and rounding. Unsupported non-USDC collateral SHALL make affected valuations unavailable instead of being ignored.
#### Scenario: Size between margin tiers
- **WHEN** a position lies between two leverage tiers
- **THEN** its initial margin follows interpolated integer leverage and upward quote-lot rounding, rather than the market's maximum leverage
#### Scenario: Unsupported spot collateral
- **WHEN** an account has nonzero spot collateral that cannot be valued reliably
- **THEN** collateral, equity and closing Value are unavailable while independent exposure and price PnL remain available
### Requirement: Estimated account and isolated closing proceeds
Equity SHALL include collateral, undiscounted price PnL and signed unsettled funding once. Estimated Value SHALL subtract estimated closing taker fees with account fee overrides. Settled fees/funding SHALL NOT be subtracted again. Isolated position leverage/ROI SHALL use actual collateral; Cross position leverage/ROI SHALL remain unavailable unless their venue convention is verified.
#### Scenario: Funding signs and fee override
- **WHEN** collateral is 100 USD, PnL 5 USD, unsettled funding -2 USD, and estimated exit fee 1 USD
- **THEN** equity is 103 USD and estimated Value 102 USD
- **AND** effective Cross leverage uses 103 USD as its denominator