System
Get portfolio margin configuration
Returns portfolio margin risk parameters per base asset
get/system/portfolio-margin-config
Query parameters
base_assetstring
Base asset filter (e.g. BTC, ETH). Omit to return all.
Response
OK
Example response
{
"results": [
{
"base_asset": "BTC",
"funding_provision_hour": 8,
"hedged_margin_factor": 0.01,
"mmf_factor": 0.5,
"scenarios": [
{
"spot_shock": 0.16,
"vol_shock": 0.4,
"weight": 1
}
],
"unhedged_margin_factor": 0.02,
"vol_shock_params": {
"dte_floor_days": 1,
"min_vol_shock_up": 0.4,
"vega_power_long_dte": 0.13,
"vega_power_short_dte": 0.3
}
}
]
}