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Perpetual Futures Terminology

Terms used in this example, in the sense they carry here.

  • Perpetual future (perp) — a leveraged derivative position with no expiry and no settlement date. Profit and loss is paid in the collateral token as the oracle price moves.
  • Long / short — a long profits when the price rises, a short when it falls. Each is the opposite side of the pool's exposure.
  • Collateral — the token a trader posts to back a position, and the token liquidity providers deposit. One pool uses one collateral token.
  • Notional size — the position's exposure in collateral units. Profit and loss scales with the notional, not with the collateral posted.
  • Leverage — notional size divided by collateral. A pool caps it at max_leverage.
  • Equity — a position's current worth: net collateral plus unrealized profit and loss, minus accrued funding. When equity falls to the maintenance margin, the position is liquidatable.
  • Maintenance margin — the minimum equity, as a fraction of notional size, a position must keep to avoid liquidation.
  • Liquidation — closing an under-margined position. Permissionless here: any caller can trigger it and earns the liquidation fee.
  • Funding — a periodic payment that anchors the pool's risk. The heavier side of open interest pays funding to the pool over time.
  • Open interest — the total notional size currently open on a side.
  • Liquidity provider — a depositor who funds the pool and is the counterparty to every trade, earning fees in exchange for taking the other side of trader profit and loss.
  • Assets-under-management — the marked value of liquidity-provider holdings: pool liquidity minus the aggregate unrealized profit traders are owed.
  • Liquidity-provider share — a token representing a pro-rata claim on assets-under-management.
  • Oracle feed — the account the pool reads its price from. This example uses a mock Switchboard On-Demand feed; production points at a real one.
  • Mark price — the price positions are valued at. Here it is the oracle price directly, with no separate mark/index distinction.