Stage 6.2: Poinbase perpetual futures (PSC, SPARK) with slippage, funding, insurance fund, ADL, debt and seizure

Co-Authored-By: Claude Sonnet 5.5 <noreply@anthropic.com>
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ZHU MINCHAOandClaude Sonnet 5.5 committed 2026-11-04 00:26:50 +08:00
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@@ -162,6 +162,20 @@ namespace Decentralized.Domain
public const double TxPoisonChance = 0.35, TxHijackChance = 0.3, TxPhishChance = 0.05;
public const int TxPoisonDelayMax = 2;
/// <summary>永续合约:开平仓手续费、强平费、维持保证金比例;保险基金初值、每晚手续费补充、NPC 大行情穿仓的冲击系数与免冲击涨跌幅、手续费进基金的比例;
/// 基金见底时盈利仓位自动减仓的盈利折扣;资金费系数与上下限(每晚);欠款日息、没收宽限天数、核销后拉黑天数;两个品种的最高杠杆与单仓名义价值上限。</summary>
public const double PerpFee = 0.001, PerpLiqFee = 0.02, PerpMaint = 0.10;
public const double PerpFund0 = 10000, PerpFundDrift = 150, PerpFundShock = 2000, PerpShockFree = 0.06, PerpFeeToFund = 0.3, PerpAdlHaircut = 0.5;
public const double PerpFundCoef = 0.10, PerpFundCap = 0.003;
/// <summary>永续的成交深度占现货主池的比例:开平仓的平均滑点 = 名义价值 / (深度倍数 × 池深),和现货一样大单更贵。</summary>
public const double PerpDepthMult = 3.0;
/// <summary>开仓时按现价算权益至少要高出强平线多少(占名义价值的比例),否则拒绝(滑点太大,开了就被强平)。</summary>
public const double PerpOpenBuffer = 0.02;
public const double PerpDebtInterest = 0.02;
public const int PerpDebtDays = 7, PerpBanDays = 30;
public const int PerpPscLev = 5, PerpSparkLev = 3;
public const double PerpPscCap = 20000, PerpSparkCap = 5000;
/// <summary>主交易对(信用点一侧)的深度随天数增长。</summary>
public static double PoolDepth(int day) => PoolDepth0 * (1 + day / 60.0);
}