settings/getOvernightRates
Returns snapshot of overnight rates.
Overnight rates are set by makers and masters for trading assets. There are 2 types of overnight rates: positive and negative, each is set in percent per annum (%APR).
The system will decrease counterparty's/sub-account's negative positions every day by a calculated amount if a maker/master sets non-zero negative rates. If positive rates are set, positive positions will increase. A maker/master can set an individual rate for a counterparty/sub-account per asset.
Once rates are set, a system executes settlement orders to change positions at 00:00 UTC on a daily basis from the next day.
POST api/settings/get_overnight_rates
Response description (for makers, takers)
Field name | Type | Description |
---|---|---|
Array of rates | Array of overnight rates by asset and counterparty | |
Rate | JSON | |
currency | string | Currency name |
counterparty | ClientId | Counterparty id |
name | string | Counterparty name |
negativeRate | unsigned int32 | Negative rate, min value=100=1 bps = 0.01% |
positiveRate | unsigned int32 | Positive rate, min value=100=1 bps = 0.01% |
Response description (for masters)
Field name | Type | Description |
---|---|---|
own | Array of OwnOvernightRates | |
rate | Array of items | With the same structure as for makers, takers (above) |
against | Array of AgainstOvernightRates | |
rate | Array of items | With the same structure as for makers, takers (above) |
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