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Exchange8:Margin — derivatives risk engine

The asynchronous, stateful derivatives-risk engine: it owns the net-position ledger per (environment, account, contract) for futures, perpetuals, and options; revalues positions from the mark events; and issues margin calls.

Use cases​

  • Net-position ledger — per-account, per-contract positions for listed derivatives; opening/closing events project into the authoritative position state.
  • Revaluation — marks drive position revaluation on the configured cadence (scheduled platform work).
  • Margin calls — shortfall detection issues calls with the full input snapshot; calls settle through the clearing tier's obligations.

Full documentation​

The complete detail lives in this product's sub-pages:

  • Architecture (DDD) — the full document, harvested from the unit's repository at build time.
  • Business rules (BRD) — the full document, harvested from the unit's repository at build time.
  • Security — the full document, harvested from the unit's repository at build time.
  • Overview (repo README) — the maintainer's README in the consolidated reference section.