commit

2026-09-11 09:18:08 +00:00 · 2025-10-03 15:28:16 +08:00
parent d5c4b04746
commit fcb83bd16b
925 changed files with 165721 additions and 4 deletions
@@ -0,0 +1,66 @@
+- [Delta Maintenance Margin Rate Max Leverage](./examples/js/)
+
+
+ ```javascript
+ import ccxt from '../../js/ccxt.js';
+
+console.log ('CCXT Version:', ccxt.version);
+
+function getMaxLeverage (market, positionSize) {
+    /**
+     * @description Equation taken from https://www.delta.exchange/contracts/
+     * @param {object} market CCXT market
+     * @param {float} positionSize The value of the position in quote currency
+     * @returns The maximum leverage available for the market for the given position size
+     */
+    const info = market['info'];
+    const maxLeverageNotional = Number (info['max_leverage_notional']);
+    const initialMarginScalingFactor = Number (info['initial_margin_scaling_factor']);
+    let initialMargin = Number (info['initial_margin']);
+
+    if (positionSize <= maxLeverageNotional) {
+        const initialMarginRatio = initialMargin / 100;
+        return 1 / initialMarginRatio;
+    } else {
+        initialMargin = initialMargin + (initialMarginScalingFactor * (positionSize - maxLeverageNotional));
+        const initialMarginRatio = initialMargin / 100;
+        return 1 / initialMarginRatio;
+    }
+}
+
+function getMaintenanceMarginRate (market, positionSize) {
+    /**
+     * @description Equation taken from https://www.delta.exchange/contracts/
+     * @param {object} market CCXT market
+     * @param {float} positionSize The value of the position in quote currency
+     * @returns The maintenance margin rate as a percentage for the market with the given position size
+     */
+    const info = market['info'];
+    const maxLeverageNotional = Number (info['max_leverage_notional']);
+    const maintenanceMarginScalingFactor = Number (info['maintenance_margin_scaling_factor']);
+    const maintenanceMargin = Number (info['maintenance_margin']);
+
+    if (positionSize <= maxLeverageNotional) {
+        return maintenanceMargin;
+    } else {
+        return maintenanceMargin + (maintenanceMarginScalingFactor * (positionSize - maxLeverageNotional));
+    }
+}
+
+async function main () {
+
+    const exchange = new ccxt.delta();
+    await exchange.loadMarkets ();
+    
+    const symbol = 'ADA/USDT:USDT';
+    const market = exchange.market (symbol);
+
+    // Gets the maximum leverage and maintenance margin rate for a position worth 100,000 USDT on the ADA/USDT:USDT market
+    const maxLeverage = getMaxLeverage(market, 100000);
+    const maintenanceMarginRate = getMaintenanceMarginRate(market, 100000);
+    console.log(maxLeverage, maintenanceMarginRate);
+}
+
+main ()
+ 
+```