Long position: Max [(Position notional value + Buy order value), (Sell order value – Position notional value)] / Leverage Short position: Max [(Buy order value – Position notional value), (Position notional value + Sell order value)] / Leverage This change will generally decrease the margin required for futures positions and orders when you have orders of opposing directions.

Clicking Import position will automatically create an RFQ with legs in the opposite direction of your current positions in the exact same quantity.Indicative notional of an RFQ To assist you in understanding each leg in your strategy, the Ind. notional column is provided to display the hypothetical notional value of a leg using the current order book data.

Margin requirement for open orders and positions One-way mode margin requirement Long position: Max ((Position notional value + Buy order value), (Sell order value – Position notional value)) / Leverage Short position: Max ((Buy order value – Position notional value), (Position notional value + Sell order value)) / Leverage Hedge mode margin requirement = |Long position notional value + Open buy order value| / Leverage + |Short position notional value + Open sell order value| / Leverage Isolated

Margin requirement for open orders and positions One-way mode margin requirement Long position: Max ((Position notional value + Buy order value), (Sell order value – Position notional value)) / Leverage Short position: Max ((Buy order value – Position notional value), (Position notional value + Sell order value)) / Leverage Hedge mode margin requirement = |Long position notional value + Open buy order value| / Leverage + |Short position notional value + Open sell order value| / Leverage Isolated

The minimum notional size for a block trade is US$1,000 or equivalent.Why is the combo price on the RFQ builder different from the price the maker expects me to pay? The combo price as displayed on the builder is based on the mid-point of the latest bids and asks on the order book. However, block trading occurs off of the order book as a privately negotiated transaction between a Taker and a Maker.

Value" is provided displaying the hypothetical notional value of this leg using current order book data. The true notional after execution may differ depending on the Maker's quote that you select.What does the "Combo price" refer to? Combo price is the sum of the prices of all legs based on current order book data. This value is again indicative and is only intended as a reference to assist you in selecting the best available Marker quote.

Within the first 30 minutes after delisting, users holding positions in the contract with a notional value greater than 10,000 USDT will be temporarily restricted from transferring assets out of their trading accounts. Asset transfers will automatically resume after 30 minutes. Order history and billing records for the delisted perpetual contract will remain available after delisting. If you wish to keep a backup, please export your records in time via the report center on the OKX website.

Within the first 30 minutes after delisting, users holding positions in the contract with a notional value greater than 10,000 USDT will be temporarily restricted from transferring assets out of their trading accounts. Asset transfers will automatically resume after 30 minutes. Order history and billing records for the delisted perpetual contract will remain available after delisting. If you wish to keep a backup, please export your records in time via the report center on the OKX website.

Within the first 30 minutes after delisting, users holding positions in the contract with a notional value greater than 10,000 USDT will be temporarily restricted from transferring assets out of their trading accounts. Asset transfers will automatically resume after 30 minutes. Order history and billing records for the delisted perpetual contract will remain available after delisting. If you wish to keep a backup, please export your records in time via the report center on the OKX website.

The notional value of a derivative contract can be calculated as ctVal * ctMult (unit: ctValCcy); For example, from the instrument parameters shown below, we can calculate the notional value of an LTC-USD perpetual contract as: ctVal * ctMult (unit:ctValccy) = 10 * 1 USD = 10 USD "instType":"SWAP", "instId":"LTC-USD-SWAP", "instFamily":"LTC-USD", "uly":"LTC-USD", "settleCcy":"LTC", "ctVal":"10", "ctMult":"1", "ctValCcy":"USD"3.

In crypto, future spread traders usually target either the Calendar spread or the InterCoins spread: Calendar spread: the spread between two contracts with the same underlying asset, the same notional quantity, but different expiry dates and opposite directions. InterCoins spread: the spread between two different and highly correlated futures underlyings.What are the challenges of futures spread trading?

Trader A (Maker fee: 0.02%; Taker fee: 0.03%) bought 100 contracts of call options (notional is 1 BTC): If trader A is the taker when order filled, so the Trading fee = Min(0.03% × 0.01 × 1 × 100, 7% × 0.05 × 0.01 × 1 × 100) = 0.0003 BTC; If trader A is the maker when order filled, so the Trading fee = Min(0.02% × 0.01 × 1 × 100, 7% × 0.05 × 0.01 × 1 × 100) = 0.0002 BTC.

Existing TradingView Subscription Status: Users who, at the moment of meeting the volume threshold, already have an active TradingView subscription with more than one month of validity remaining are not eligible to receive the subscription reward from this Campaign.Participation: How to Earn the Reward Once a user is within their 3-month Eligibility Window, they can earn a reward by completing the following actions within a single calendar month: Trading Volume Requirement: Achieve a total notional