Portfolio margin mode: cross-margin trading (Risk Unit Merge)
Options minimum charge Trading fee per contract = Min (Taker fee × Contract value × Contract multiplier, 12.5% × Mark price × Contract value × Contract multiplier) For long positions: slippage per contract = Min {Max (min per delta, min per delta abs(delta)), Mark price} Contract multiplier For short positions, slippage per contact = Max (min per delta, Min per delta × Abs(delta)) × Contract multiplierTake BTC as an example, Min charge per delta (min per delta) = 0.02 Step 2: adjusted minimum charge
Publicado em 3 de dez. de 2024Atualizado em 4 de dez. de 2025Documentação do produto