@somnia-chain/markets-sdk / index / PerpMarket
Type Alias: PerpMarket
PerpMarket =
BaseMarket&object
Defined in: query.ts:172
A perpetual-futures order-book market. Rides the same OrderBook core as spot (base/quote book, raw quote units per whole base), with a synthetic base: positions + collateral live cross-margin in the MarginBank, and the pool tracks funding against an oracle index price.
Type Declaration
marketType
marketType:
"PERP"
baseToken
baseToken:
string
Wrapper token standing in for the synthetic base (e.g. WBTC).
quoteToken
quoteToken:
string
The MarginBank collateral token (e.g. USDso).
baseSymbol
baseSymbol:
string|null
quoteSymbol
quoteSymbol:
string|null
baseIsNative
baseIsNative:
boolean
Always false — the perp base is synthetic, never native. Kept so spot-shaped base/quote code paths can treat SPOT and PERP uniformly.
tickSize
tickSize:
string
lotSize
lotSize:
string
minQuantity
minQuantity:
string
marginBank
marginBank:
string
Cross-margin MarginBank holding collateral + positions (lowercased).
initialMarginBps
initialMarginBps:
number
Initial margin requirement in bps (500 = 5% = 20x max leverage).
fundingRate
fundingRate:
string|null
Funding rate for the last settlement window (1e18-scaled fraction, signed). Null until the first FundingUpdated is indexed.
cumulativeFundingPerUnit
cumulativeFundingPerUnit:
string|null
Cumulative funding per base unit since inception (1e18-scaled, signed).
indexPrice
indexPrice:
string|null
Oracle index price at the last funding update (raw quote per whole base).
fundingUpdatedAt
fundingUpdatedAt:
string|null
longOpenInterest
longOpenInterest:
string|null
Total long open interest in base units.
shortOpenInterest
shortOpenInterest:
string|null
Total short open interest in base units.
openInterestUpdatedAt
openInterestUpdatedAt:
string|null