Created
November 15, 2019 19:02
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Optimized and simplified BitMEX's cross-margin calculation
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| def long_liq_price(wallet_balance_btc, qty, price): | |
| usd = qty * int(-100000000 / price - 0.5) | |
| a = wallet_balance_btc * 99925056.20784412 + 0.011498875843117663 * usd | |
| a *= a>0 | |
| x = usd*1.004831 - a | |
| return -100000000 / int(x / qty) | |
| def short_liq_price(wallet_balance_btc, qty, price): | |
| usd = qty * int(-100000000 / price - 0.5) | |
| a = wallet_balance_btc * 99925056.20784412 - 0.011498875843117663 * usd | |
| a *= a>0 | |
| x = usd*0.995 - a | |
| if x < 0: | |
| return 100000000 | |
| return -100000000 / (int(x / qty) - 1) |
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