One pair over different holding periods
holding_scenariosNet after fees and slippage of one live pair held 8 h, 1 d, 3 d, 7 d and 30 d, optionally with your own assumed funding rate per leg (percent per funding period, keyed by instrument_id).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| notional | No | Position size per side in USD (default 10000) | |
| pair_key | Yes | ||
| assumed_rates_pct | No | {instrument_id: rate per period in %} (optional) |