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fix: correct the AC requirement to match the correct behaviour (#2111)
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* fix: correct the AC requirement to match the correct behaviour

* feat: corrected ac and added 2 more

* fix: duplicated AC codes

* fix: json syntax error

* fix: Extra AC codes

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Co-authored-by: Sohill-Patel <[email protected]>
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gordsport and Sohill-Patel authored Jan 12, 2024
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8 changes: 6 additions & 2 deletions protocol/0019-MCAL-margin_calculator.md
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Expand Up @@ -276,7 +276,7 @@ There should be an additional amount `limit price x size x margin factor = 15910

for this market the party switches to cross margin and the market has `market.linearSlippageFactor = 0.25`, `RF short = 0.1` then the maintenance margin for the party is `min(1 x (100 000-159 00), 159 00 x 0.25 x 1) + 0.1 x 1 x 159 00 = 5565`
but if `5565 < collatoral release level` the maintenance margin will remain unchanged at `6325`

the difference topped up from the party’s general account(<a name="0019-MCAL-232" href="#0019-MCAL-232">0019-MCAL-232</a>)

- switch to cross margin without position and no orders successful in continuous mode(<a name="0019-MCAL-134" href="#0019-MCAL-134">0019-MCAL-134</a>)
Expand Down Expand Up @@ -346,7 +346,11 @@ There should be an additional amount `limit price x size x margin factor = 15910

**Check API:**

- For each market and each party which has either orders or positions on the market, the API provides the maintenance margin levels. (<a name="0019-MCAL-092" href="#0019-MCAL-092">0019-MCAL-092</a>)
- For each market and each party which has positions or has switched between margin modes on the market, the API provides the maintenance margin levels. (<a name="0019-MCAL-092" href="#0019-MCAL-092">0019-MCAL-092</a>)

- For each market and each party which has orders only and no positions or has switched between margin modes on the market
- cross margin to isolated margin, the API provides maintenance margin level of zero. (<a name="0019-MCAL-150" href="#0019-MCAL-150">0019-MCAL-150</a>)
- isolated margin to cross margin, the API provides expected maintenance margin level . (<a name="0019-MCAL-151" href="#0019-MCAL-151">0019-MCAL-151</a>)

- For each market and each party which has either orders or positions on the market, the API provides the current margin mode and, when in isolated margin mode, margin factor. (<a name="0019-MCAL-143" href="#0019-MCAL-143">0019-MCAL-143</a>)

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2 changes: 2 additions & 0 deletions protocol/features.json
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Expand Up @@ -142,6 +142,8 @@
"0019-MCAL-147",
"0019-MCAL-148",
"0019-MCAL-149",
"0019-MCAL-150",
"0019-MCAL-151",
"0019-MCAL-200",
"0019-MCAL-201",
"0019-MCAL-202",
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