Interface CloseBookTerms

The same reads for a live close, which also needs the peak OUTSIDE the order's range (strike_exposure::live_close_inventory_impact).

interface CloseBookTerms {
    complementMaxPayout: bigint;
    maxPayout: bigint;
    rangeMaxPayout: bigint;
    totalPayout: bigint;
}

Properties

complementMaxPayout: bigint

The payout peak in the complement of the order's range.

maxPayout: bigint

M — largest summed net payout at any one settlement price.

rangeMaxPayout: bigint

The payout peak inside the mint's own (lower, higher].

totalPayout: bigint

T — sum of every live order's payout.