Trading functions using an underlying Serum orderbook for each call and put, with 46 markets in total upon first listing (11 strikes, 2 expiries, 2 futures). These markets are indexed from 0-45 in expiry, strike, product order.
Each expiration has 23 markets.
Index (0 indexed)
Kind
0..10
Call
11..21
Put
22
Future
The expiries work in a circular buffer fashion, and on expiration, the set of 23 markets will expire in the week following the next expiry.
On an insert order instruction the public key for the underlying serum market for that particular product, as well as the price, size and side of the order must be passed in.
Supported TIF:
Good till cancelled – Default, currently available.
IOC – Coming Soon
FAK – Coming Soon
Trading Mechanism – tick sizes
Orders can only be placed with a minimum tick size on insert. For orders which are below the minimum increment value, they will be rejected.
Minimum price fluctuation for all contracts - 0.0001