CONTRACT TRADING DEVICE
Disclosed in the present application is a contract trading device, comprising: a contract underlying asset manager for managing a contract exchange rate Ph between a first asset A and a second asset B; a margin determiner for determining a trading margin for a trading user; a trading engine for matc...
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Format: | Patent |
Sprache: | eng |
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Zusammenfassung: | Disclosed in the present application is a contract trading device, comprising: a contract underlying asset manager for managing a contract exchange rate Ph between a first asset A and a second asset B; a margin determiner for determining a trading margin for a trading user; a trading engine for matching trades between users; a spot market data processor which is configured to initiate a query to a spot market data server gateway and obtain a spot exchange rate Px; a user position adjustment processor which is configured to reflect Ph changes such that the contract position of the trading user expressed in terms of the number of A in a continuous time segment is negatively correlated with Ph, and the contract position of the trading user expressed in terms of the number of B is positively correlated with Ph; a trade data storage for storing basic information of the trading user; and a closeout processor for initiating a forced closeout request against the trading user to a trading server. The contract trading device in embodiments of the present application can effectively reduce impermanent loss, improve asset and data security, and achieve liquidity mining of a single asset. |
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