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UnifiedPortfolioOutput

Portfolio margin calculator output

Properties

Name Type Description Notes
maintain_margin_total str Total maintenance margin, including only portfolio margin calculation results for positions in risk units, excluding borrowing margin. If borrowing exists, conventional borrowing margin requirements will still apply [optional]
initial_margin_total str Total initial margin, calculated as the maximum of the following three combinations: position, position + positive delta orders, position + negative delta orders [optional]
calculate_time int Calculation time [optional]
risk_unit list[MockRiskUnit] Risk unit [optional]

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