@insiderfinance/totalfinance/crypto/inverse

interface

InverseFuture

The coin economics of an inverse-margined futures/perp position.

/** The coin economics of an inverse-margined futures/perp position. */
export interface InverseFuture {
    /** Coin PnL since entry: `s · notionalUsd · (1/entry − 1/mark)`. */
    coinPnl: number;
    /** USD value of that coin PnL at the mark (`coinPnl · markPrice`). */
    usdPnl: number;
    /** `∂coinPnl/∂mark = s · notionalUsd / mark²` — coin per $1 move; NOT constant (inverse convexity). */
    coinDelta: number;
    /** `∂²coinPnl/∂mark² = s · (−2·notionalUsd / mark³)` — a LONG inverse future is SHORT gamma in coin. */
    coinGamma: number;
    /** Coin-equivalent size at the mark (`s · notionalUsd / mark`) — how many coins the position is long. */
    coinExposure: number;
}

Fields, parameters & returned members (5)

Name / type	Meaning & unit	Optional / default
`coinDelta` `number`	`∂coinPnl/∂mark = s · notionalUsd / mark²` — coin per $1 move; NOT constant (inverse convexity). unitless by name	Required / declared member No @default declared; consult the signature and description.
`coinExposure` `number`	Coin-equivalent size at the mark (`s · notionalUsd / mark`) — how many coins the position is long. unitless by name	Required / declared member No @default declared; consult the signature and description.
`coinGamma` `number`	`∂²coinPnl/∂mark² = s · (−2·notionalUsd / mark³)` — a LONG inverse future is SHORT gamma in coin. unitless by name	Required / declared member No @default declared; consult the signature and description.
`coinPnl` `number`	Coin PnL since entry: `s · notionalUsd · (1/entry − 1/mark)`. currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`usdPnl` `number`	USD value of that coin PnL at the mark (`coinPnl · markPrice`). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

InverseFutureInput

Input for {@link inverseFuture}.

// ── inverseFuture ───────────────────────────────────────────────────────────────
/** Input for {@link inverseFuture}. */
export interface InverseFutureInput {
    /** USD notional (= contracts × contract multiplier, e.g. $10/contract on Deribit). */
    notionalUsd: number;
    /** Entry price (USD per coin). */
    entryPrice: number;
    /** Current mark price (USD per coin). */
    markPrice: number;
    /** Position side. Default 'long'. */
    side?: InverseSide;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`entryPrice` `number`	Entry price (USD per coin). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`markPrice` `number`	Current mark price (USD per coin). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`notionalUsd` `number`	USD notional (= contracts × contract multiplier, e.g. $10/contract on Deribit). unitless by name	Required / declared member No @default declared; consult the signature and description.
`side` `'long' \| 'short'`	Position side. Default 'long'. unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

InverseHedge

The inverse future/perp trade that neutralizes a coin delta.

/** The inverse future/perp trade that neutralizes a coin delta. */
export interface InverseHedge {
    /** USD notional of the inverse future to trade. */
    notionalUsd: number;
    /** Which way to trade it. */
    side: InverseSide;
    /** The hedge future's coin delta — equal and opposite to the input `coinDelta` (combined ⇒ 0). */
    hedgeCoinDelta: number;
    /** Residual coin gamma after the delta hedge (`positionGamma + hedgeFutureGamma`) — iff `coinGamma` given. */
    residualCoinGamma?: number;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`hedgeCoinDelta` `number`	The hedge future's coin delta — equal and opposite to the input `coinDelta` (combined ⇒ 0). unitless by name	Required / declared member No @default declared; consult the signature and description.
`notionalUsd` `number`	USD notional of the inverse future to trade. unitless by name	Required / declared member No @default declared; consult the signature and description.
`residualCoinGamma` `number`	Residual coin gamma after the delta hedge (`positionGamma + hedgeFutureGamma`) — iff `coinGamma` given. unitless by name	Optional No @default declared; consult the signature and description.
`side` `'long' \| 'short'`	Which way to trade it. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

InverseHedgeInput

Input for {@link inverseHedge}.

// ── inverseHedge ────────────────────────────────────────────────────────────────
/** Input for {@link inverseHedge}. */
export interface InverseHedgeInput {
    /** The coin delta to neutralize (e.g. `inverseOption.greeks(…).value.coin.delta`). */
    coinDelta: number;
    /** Mark price of the inverse future/perp used to hedge (USD per coin; a perp ≈ spot). */
    markPrice: number;
    /** Coin gamma of the position being hedged — supply to get the residual gamma after the delta hedge. */
    coinGamma?: number;
}

Fields, parameters & returned members (3)

Name / type	Meaning & unit	Optional / default
`coinDelta` `number`	The coin delta to neutralize (e.g. `inverseOption.greeks(…).value.coin.delta`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`coinGamma` `number`	Coin gamma of the position being hedged — supply to get the residual gamma after the delta hedge. unitless by name	Optional No @default declared; consult the signature and description.
`markPrice` `number`	Mark price of the inverse future/perp used to hedge (USD per coin; a perp ≈ spot). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

type

InverseSide

Position side of an inverse contract.

/** Position side of an inverse contract. */
export type InverseSide = (typeof SIDES)[number];

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

inverseFuture

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare function inverseFuture(input: InverseFutureInput): Computed<InverseFuture>;

Fields, parameters & returned members (9)

Name / type	Meaning & unit	Optional / default
`(input)` `InverseFutureInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).entryPrice` `number`	Entry price (USD per coin). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`(input).markPrice` `number`	Current mark price (USD per coin). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`(input).notionalUsd` `number`	USD notional (= contracts × contract multiplier, e.g. $10/contract on Deribit). unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).side` `'long' \| 'short'`	Position side. Default 'long'. unitless by name	Optional No @default declared; consult the signature and description.
`return.assumptions` `Assumptions<Record<never, never>>`	Every applied convention, echoed back. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `Diagnostics`	How the value was computed, plus any warnings. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.provenance` `import('@insiderfinance/totalfinance/core').Provenance`	Optional data lineage when the inputs came from a provider. unitless by name	Optional No @default declared; consult the signature and description.
`return.value` `InverseFuture`	The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number). unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

function

inverseHedge

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare function inverseHedge(input: InverseHedgeInput): Computed<InverseHedge>;

Fields, parameters & returned members (8)

Name / type	Meaning & unit	Optional / default
`(input)` `InverseHedgeInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).coinDelta` `number`	The coin delta to neutralize (e.g. `inverseOption.greeks(…).value.coin.delta`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).coinGamma` `number`	Coin gamma of the position being hedged — supply to get the residual gamma after the delta hedge. unitless by name	Optional No @default declared; consult the signature and description.
`(input).markPrice` `number`	Mark price of the inverse future/perp used to hedge (USD per coin; a perp ≈ spot). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`return.assumptions` `Assumptions<Record<never, never>>`	Every applied convention, echoed back. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `Diagnostics`	How the value was computed, plus any warnings. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.provenance` `import('@insiderfinance/totalfinance/core').Provenance`	Optional data lineage when the inputs came from a provider. unitless by name	Optional No @default declared; consult the signature and description.
`return.value` `InverseHedge`	The computed value. Never `NaN` or `±Infinity`: a value the model cannot produce is `null` beside a diagnostic that says why (Law 7 — a warning never licenses a non-finite number). unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.