Funding Cost
Funding costs are paid at position close/expiration for the duration of the position.
Formula
Variable | Definition |
---|---|
FB | Funding Blocks (number of blocks the position was open for) |
FR | Funding Rate (set when generating the Futures Contract) |
S | Position Size |
P | Price |
MP | Multiplier (set when generating a Futures Contract) |
Funding Blocks count starting from the latest funding period commencement
Last updated